| Multiple Linear Regression - Estimated Regression Equation |
| T40[t] = + 0.15150512735693 -0.160767449553424T20[t] + 0.0393648693350976Outcome[t] + e[t] |
| Multiple Linear Regression - Ordinary Least Squares | |||||
| Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
| (Intercept) | 0.15150512735693 | 0.039043 | 3.8805 | 0.000155 | 7.8e-05 |
| T20 | -0.160767449553424 | 0.092031 | -1.7469 | 0.082692 | 0.041346 |
| Outcome | 0.0393648693350976 | 0.058968 | 0.6676 | 0.505429 | 0.252715 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.157050529509087 |
| R-squared | 0.0246648688190847 |
| Adjusted R-squared | 0.0117465227107282 |
| F-TEST (value) | 1.90928998280435 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 151 |
| p-value | 0.151745913575819 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.355490226839186 |
| Sum Squared Residuals | 19.0823685081045 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1 | 0.190869996692028 | 0.809130003307972 |
| 2 | 0 | 0.15150512735693 | -0.15150512735693 |
| 3 | 0 | 0.15150512735693 | -0.15150512735693 |
| 4 | 0 | 0.15150512735693 | -0.15150512735693 |
| 5 | 0 | 0.15150512735693 | -0.15150512735693 |
| 6 | 0 | 0.190869996692028 | -0.190869996692028 |
| 7 | 0 | 0.15150512735693 | -0.15150512735693 |
| 8 | 1 | 0.15150512735693 | 0.84849487264307 |
| 9 | 0 | 0.190869996692028 | -0.190869996692028 |
| 10 | 0 | 0.15150512735693 | -0.15150512735693 |
| 11 | 1 | 0.15150512735693 | 0.84849487264307 |
| 12 | 0 | 0.15150512735693 | -0.15150512735693 |
| 13 | 0 | 0.15150512735693 | -0.15150512735693 |
| 14 | 1 | 0.15150512735693 | 0.84849487264307 |
| 15 | 0 | 0.190869996692028 | -0.190869996692028 |
| 16 | 1 | 0.190869996692028 | 0.809130003307972 |
| 17 | 1 | 0.15150512735693 | 0.84849487264307 |
| 18 | 1 | 0.15150512735693 | 0.84849487264307 |
| 19 | 0 | 0.190869996692028 | -0.190869996692028 |
| 20 | 1 | 0.190869996692028 | 0.809130003307972 |
| 21 | 0 | 0.15150512735693 | -0.15150512735693 |
| 22 | 0 | 0.190869996692028 | -0.190869996692028 |
| 23 | 0 | 0.190869996692028 | -0.190869996692028 |
| 24 | 0 | 0.190869996692028 | -0.190869996692028 |
| 25 | 1 | 0.190869996692028 | 0.809130003307972 |
| 26 | 0 | 0.15150512735693 | -0.15150512735693 |
| 27 | 0 | 0.190869996692028 | -0.190869996692028 |
| 28 | 0 | 0.15150512735693 | -0.15150512735693 |
| 29 | 0 | 0.190869996692028 | -0.190869996692028 |
| 30 | 0 | 0.15150512735693 | -0.15150512735693 |
| 31 | 0 | 0.15150512735693 | -0.15150512735693 |
| 32 | 0 | 0.15150512735693 | -0.15150512735693 |
| 33 | 0 | 0.15150512735693 | -0.15150512735693 |
| 34 | 1 | 0.190869996692028 | 0.809130003307972 |
| 35 | 0 | 0.15150512735693 | -0.15150512735693 |
| 36 | 0 | 0.15150512735693 | -0.15150512735693 |
| 37 | 1 | 0.15150512735693 | 0.84849487264307 |
| 38 | 0 | 0.190869996692028 | -0.190869996692028 |
| 39 | 0 | 0.190869996692028 | -0.190869996692028 |
| 40 | 1 | 0.15150512735693 | 0.84849487264307 |
| 41 | 0 | 0.190869996692028 | -0.190869996692028 |
| 42 | 0 | 0.190869996692028 | -0.190869996692028 |
| 43 | 0 | 0.190869996692028 | -0.190869996692028 |
| 44 | 1 | 0.15150512735693 | 0.84849487264307 |
| 45 | 0 | 0.15150512735693 | -0.15150512735693 |
| 46 | 0 | 0.190869996692028 | -0.190869996692028 |
| 47 | 0 | 0.15150512735693 | -0.15150512735693 |
| 48 | 0 | 0.190869996692028 | -0.190869996692028 |
| 49 | 0 | 0.190869996692028 | -0.190869996692028 |
| 50 | 0 | 0.15150512735693 | -0.15150512735693 |
| 51 | 1 | 0.15150512735693 | 0.84849487264307 |
| 52 | 1 | 0.15150512735693 | 0.84849487264307 |
| 53 | 0 | 0.190869996692028 | -0.190869996692028 |
| 54 | 0 | 0.15150512735693 | -0.15150512735693 |
| 55 | 0 | 0.15150512735693 | -0.15150512735693 |
| 56 | 1 | 0.190869996692028 | 0.809130003307972 |
| 57 | 0 | 0.190869996692028 | -0.190869996692028 |
| 58 | 0 | 0.190869996692028 | -0.190869996692028 |
| 59 | 0 | 0.190869996692028 | -0.190869996692028 |
| 60 | 1 | 0.190869996692028 | 0.809130003307972 |
| 61 | 1 | 0.190869996692028 | 0.809130003307972 |
| 62 | 0 | 0.15150512735693 | -0.15150512735693 |
| 63 | 0 | 0.15150512735693 | -0.15150512735693 |
| 64 | 1 | 0.190869996692028 | 0.809130003307972 |
| 65 | 0 | 0.15150512735693 | -0.15150512735693 |
| 66 | 0 | 0.15150512735693 | -0.15150512735693 |
| 67 | 1 | 0.15150512735693 | 0.84849487264307 |
| 68 | 0 | 0.15150512735693 | -0.15150512735693 |
| 69 | 0 | 0.190869996692028 | -0.190869996692028 |
| 70 | 0 | 0.15150512735693 | -0.15150512735693 |
| 71 | 0 | 0.15150512735693 | -0.15150512735693 |
| 72 | 0 | 0.190869996692028 | -0.190869996692028 |
| 73 | 0 | 0.190869996692028 | -0.190869996692028 |
| 74 | 0 | 0.15150512735693 | -0.15150512735693 |
| 75 | 0 | 0.190869996692028 | -0.190869996692028 |
| 76 | 1 | 0.190869996692028 | 0.809130003307972 |
| 77 | 0 | 0.190869996692028 | -0.190869996692028 |
| 78 | 0 | 0.190869996692028 | -0.190869996692028 |
| 79 | 1 | 0.190869996692028 | 0.809130003307972 |
| 80 | 1 | 0.15150512735693 | 0.84849487264307 |
| 81 | 0 | 0.15150512735693 | -0.15150512735693 |
| 82 | 0 | 0.190869996692028 | -0.190869996692028 |
| 83 | 0 | 0.15150512735693 | -0.15150512735693 |
| 84 | 0 | 0.15150512735693 | -0.15150512735693 |
| 85 | 0 | 0.190869996692028 | -0.190869996692028 |
| 86 | 0 | 0.15150512735693 | -0.15150512735693 |
| 87 | 0 | 0.190869996692028 | -0.190869996692028 |
| 88 | 0 | 0.0301025471386041 | -0.0301025471386041 |
| 89 | 0 | 0.15150512735693 | -0.15150512735693 |
| 90 | 0 | 0.190869996692028 | -0.190869996692028 |
| 91 | 0 | 0.15150512735693 | -0.15150512735693 |
| 92 | 0 | -0.00926232219649355 | 0.00926232219649355 |
| 93 | 0 | 0.15150512735693 | -0.15150512735693 |
| 94 | 0 | 0.15150512735693 | -0.15150512735693 |
| 95 | 0 | -0.00926232219649355 | 0.00926232219649355 |
| 96 | 0 | 0.190869996692028 | -0.190869996692028 |
| 97 | 0 | -0.00926232219649355 | 0.00926232219649355 |
| 98 | 0 | 0.15150512735693 | -0.15150512735693 |
| 99 | 0 | 0.15150512735693 | -0.15150512735693 |
| 100 | 0 | 0.190869996692028 | -0.190869996692028 |
| 101 | 0 | 0.190869996692028 | -0.190869996692028 |
| 102 | 0 | 0.15150512735693 | -0.15150512735693 |
| 103 | 0 | 0.15150512735693 | -0.15150512735693 |
| 104 | 0 | 0.15150512735693 | -0.15150512735693 |
| 105 | 0 | -0.00926232219649355 | 0.00926232219649355 |
| 106 | 0 | 0.15150512735693 | -0.15150512735693 |
| 107 | 0 | 0.15150512735693 | -0.15150512735693 |
| 108 | 0 | -0.00926232219649355 | 0.00926232219649355 |
| 109 | 0 | 0.15150512735693 | -0.15150512735693 |
| 110 | 0 | 0.15150512735693 | -0.15150512735693 |
| 111 | 0 | -0.00926232219649355 | 0.00926232219649355 |
| 112 | 0 | -0.00926232219649355 | 0.00926232219649355 |
| 113 | 0 | 0.15150512735693 | -0.15150512735693 |
| 114 | 0 | -0.00926232219649355 | 0.00926232219649355 |
| 115 | 0 | 0.15150512735693 | -0.15150512735693 |
| 116 | 0 | 0.15150512735693 | -0.15150512735693 |
| 117 | 0 | 0.190869996692028 | -0.190869996692028 |
| 118 | 0 | 0.15150512735693 | -0.15150512735693 |
| 119 | 0 | 0.15150512735693 | -0.15150512735693 |
| 120 | 0 | 0.190869996692028 | -0.190869996692028 |
| 121 | 0 | 0.15150512735693 | -0.15150512735693 |
| 122 | 0 | 0.15150512735693 | -0.15150512735693 |
| 123 | 0 | -0.00926232219649355 | 0.00926232219649355 |
| 124 | 0 | 0.190869996692028 | -0.190869996692028 |
| 125 | 0 | 0.190869996692028 | -0.190869996692028 |
| 126 | 0 | -0.00926232219649355 | 0.00926232219649355 |
| 127 | 0 | 0.15150512735693 | -0.15150512735693 |
| 128 | 0 | 0.190869996692028 | -0.190869996692028 |
| 129 | 0 | 0.15150512735693 | -0.15150512735693 |
| 130 | 0 | 0.190869996692028 | -0.190869996692028 |
| 131 | 0 | 0.15150512735693 | -0.15150512735693 |
| 132 | 0 | 0.190869996692028 | -0.190869996692028 |
| 133 | 0 | 0.15150512735693 | -0.15150512735693 |
| 134 | 0 | 0.15150512735693 | -0.15150512735693 |
| 135 | 0 | 0.15150512735693 | -0.15150512735693 |
| 136 | 0 | 0.15150512735693 | -0.15150512735693 |
| 137 | 0 | 0.190869996692028 | -0.190869996692028 |
| 138 | 0 | 0.0301025471386041 | -0.0301025471386041 |
| 139 | 0 | -0.00926232219649355 | 0.00926232219649355 |
| 140 | 0 | 0.15150512735693 | -0.15150512735693 |
| 141 | 0 | 0.190869996692028 | -0.190869996692028 |
| 142 | 0 | 0.0301025471386041 | -0.0301025471386041 |
| 143 | 0 | 0.15150512735693 | -0.15150512735693 |
| 144 | 0 | 0.190869996692028 | -0.190869996692028 |
| 145 | 0 | 0.15150512735693 | -0.15150512735693 |
| 146 | 0 | 0.0301025471386041 | -0.0301025471386041 |
| 147 | 0 | -0.00926232219649355 | 0.00926232219649355 |
| 148 | 0 | -0.00926232219649355 | 0.00926232219649355 |
| 149 | 0 | 0.15150512735693 | -0.15150512735693 |
| 150 | 0 | 0.190869996692028 | -0.190869996692028 |
| 151 | 0 | 0.190869996692028 | -0.190869996692028 |
| 152 | 0 | 0.15150512735693 | -0.15150512735693 |
| 153 | 0 | 0.15150512735693 | -0.15150512735693 |
| 154 | 0 | 0.15150512735693 | -0.15150512735693 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.730255516392471 | 0.539488967215058 | 0.269744483607529 |
| 7 | 0.582537067144648 | 0.834925865710703 | 0.417462932855352 |
| 8 | 0.939630072147478 | 0.120739855705044 | 0.060369927852522 |
| 9 | 0.934118620044919 | 0.131762759910163 | 0.0658813799550815 |
| 10 | 0.89885835124752 | 0.202283297504961 | 0.10114164875248 |
| 11 | 0.973563264423356 | 0.0528734711532885 | 0.0264367355766442 |
| 12 | 0.961810221714628 | 0.0763795565707443 | 0.0381897782853721 |
| 13 | 0.94569185747138 | 0.10861628505724 | 0.0543081425286198 |
| 14 | 0.983392447379125 | 0.0332151052417508 | 0.0166075526208754 |
| 15 | 0.978180085152908 | 0.0436398296941849 | 0.0218199148470924 |
| 16 | 0.991161888745721 | 0.017676222508559 | 0.00883811125427952 |
| 17 | 0.997150808790064 | 0.00569838241987142 | 0.00284919120993571 |
| 18 | 0.999029442585992 | 0.00194111482801535 | 0.000970557414007676 |
| 19 | 0.998813956026502 | 0.00237208794699583 | 0.00118604397349792 |
| 20 | 0.999576791559374 | 0.000846416881251585 | 0.000423208440625793 |
| 21 | 0.999477678443749 | 0.00104464311250255 | 0.000522321556251277 |
| 22 | 0.999403586341138 | 0.00119282731772422 | 0.000596413658862111 |
| 23 | 0.999261463557562 | 0.00147707288487602 | 0.000738536442438009 |
| 24 | 0.999039504707951 | 0.0019209905840989 | 0.000960495292049448 |
| 25 | 0.999726168632562 | 0.00054766273487525 | 0.000273831367437625 |
| 26 | 0.999649521102011 | 0.000700957795977953 | 0.000350478897988977 |
| 27 | 0.99956226640021 | 0.000875467199580654 | 0.000437733599790327 |
| 28 | 0.999429330891854 | 0.0011413382162929 | 0.00057066910814645 |
| 29 | 0.999268963690269 | 0.00146207261946188 | 0.000731036309730942 |
| 30 | 0.999038493123703 | 0.00192301375259461 | 0.000961506876297306 |
| 31 | 0.998721221640751 | 0.00255755671849711 | 0.00127877835924856 |
| 32 | 0.998288141735164 | 0.00342371652967178 | 0.00171185826483589 |
| 33 | 0.997701630018422 | 0.00459673996315526 | 0.00229836998157763 |
| 34 | 0.999323424624108 | 0.00135315075178473 | 0.000676575375892367 |
| 35 | 0.999064007841868 | 0.00187198431626388 | 0.000935992158131938 |
| 36 | 0.998707042255384 | 0.00258591548923109 | 0.00129295774461554 |
| 37 | 0.999755278261377 | 0.000489443477246983 | 0.000244721738623492 |
| 38 | 0.999695377886566 | 0.000609244226868433 | 0.000304622113434216 |
| 39 | 0.999611957769204 | 0.000776084461592578 | 0.000388042230796289 |
| 40 | 0.999936412892459 | 0.000127174215082397 | 6.35871075411987e-05 |
| 41 | 0.999914965599908 | 0.000170068800184427 | 8.50344000922133e-05 |
| 42 | 0.999884947917418 | 0.000230104165164178 | 0.000115052082582089 |
| 43 | 0.999843189710515 | 0.000313620578970054 | 0.000156810289485027 |
| 44 | 0.999978447990944 | 4.31040181110296e-05 | 2.15520090555148e-05 |
| 45 | 0.999970287051178 | 5.942589764371e-05 | 2.9712948821855e-05 |
| 46 | 0.999958182218711 | 8.36355625787589e-05 | 4.18177812893795e-05 |
| 47 | 0.999942315185551 | 0.000115369628897886 | 5.76848144489429e-05 |
| 48 | 0.999919273304867 | 0.000161453390266355 | 8.07266951331773e-05 |
| 49 | 0.999887119846745 | 0.000225760306510532 | 0.000112880153255266 |
| 50 | 0.999845776008143 | 0.000308447983713165 | 0.000154223991856582 |
| 51 | 0.999982896732943 | 3.42065341139256e-05 | 1.71032670569628e-05 |
| 52 | 0.999998864588545 | 2.27082291093195e-06 | 1.13541145546597e-06 |
| 53 | 0.999998296267524 | 3.40746495170298e-06 | 1.70373247585149e-06 |
| 54 | 0.999997558971645 | 4.88205671045488e-06 | 2.44102835522744e-06 |
| 55 | 0.999996475435601 | 7.04912879782679e-06 | 3.5245643989134e-06 |
| 56 | 0.999999791540544 | 4.16918911348022e-07 | 2.08459455674011e-07 |
| 57 | 0.999999680556636 | 6.38886728556022e-07 | 3.19443364278011e-07 |
| 58 | 0.999999511716247 | 9.76567505001019e-07 | 4.88283752500509e-07 |
| 59 | 0.999999256704751 | 1.48659049807881e-06 | 7.43295249039405e-07 |
| 60 | 0.999999973004443 | 5.39911137101886e-08 | 2.69955568550943e-08 |
| 61 | 0.99999999960936 | 7.81279392003149e-10 | 3.90639696001575e-10 |
| 62 | 0.999999999329567 | 1.34086690011598e-09 | 6.70433450057989e-10 |
| 63 | 0.999999998843959 | 2.31208122329458e-09 | 1.15604061164729e-09 |
| 64 | 0.999999999995382 | 9.23678514938816e-12 | 4.61839257469408e-12 |
| 65 | 0.999999999991258 | 1.74834711593664e-11 | 8.74173557968322e-12 |
| 66 | 0.999999999983419 | 3.31611181730827e-11 | 1.65805590865414e-11 |
| 67 | 0.999999999999996 | 8.99164892374032e-15 | 4.49582446187016e-15 |
| 68 | 0.99999999999999 | 1.92217371386639e-14 | 9.61086856933195e-15 |
| 69 | 0.99999999999998 | 3.89913811391155e-14 | 1.94956905695577e-14 |
| 70 | 0.999999999999958 | 8.30010636358481e-14 | 4.15005318179241e-14 |
| 71 | 0.999999999999912 | 1.76793729062919e-13 | 8.83968645314595e-14 |
| 72 | 0.999999999999823 | 3.54646353858453e-13 | 1.77323176929227e-13 |
| 73 | 0.999999999999644 | 7.11193548622588e-13 | 3.55596774311294e-13 |
| 74 | 0.999999999999253 | 1.49353415902897e-12 | 7.46767079514484e-13 |
| 75 | 0.999999999998516 | 2.96809674717735e-12 | 1.48404837358868e-12 |
| 76 | 1 | 7.81304577123233e-17 | 3.90652288561616e-17 |
| 77 | 1 | 1.87540511917394e-16 | 9.37702559586971e-17 |
| 78 | 1 | 4.49565179761731e-16 | 2.24782589880866e-16 |
| 79 | 1 | 6.04350455679504e-25 | 3.02175227839752e-25 |
| 80 | 1 | 0 | 0 |
| 81 | 1 | 0 | 0 |
| 82 | 1 | 0 | 0 |
| 83 | 1 | 0 | 0 |
| 84 | 1 | 0 | 0 |
| 85 | 1 | 0 | 0 |
| 86 | 1 | 0 | 0 |
| 87 | 1 | 0 | 0 |
| 88 | 1 | 0 | 0 |
| 89 | 1 | 0 | 0 |
| 90 | 1 | 0 | 0 |
| 91 | 1 | 0 | 0 |
| 92 | 1 | 0 | 0 |
| 93 | 1 | 0 | 0 |
| 94 | 1 | 0 | 0 |
| 95 | 1 | 0 | 0 |
| 96 | 1 | 0 | 0 |
| 97 | 1 | 0 | 0 |
| 98 | 1 | 0 | 0 |
| 99 | 1 | 0 | 0 |
| 100 | 1 | 0 | 0 |
| 101 | 1 | 0 | 0 |
| 102 | 1 | 0 | 0 |
| 103 | 1 | 0 | 0 |
| 104 | 1 | 0 | 0 |
| 105 | 1 | 0 | 0 |
| 106 | 1 | 0 | 0 |
| 107 | 1 | 0 | 0 |
| 108 | 1 | 0 | 0 |
| 109 | 1 | 0 | 0 |
| 110 | 1 | 0 | 0 |
| 111 | 1 | 0 | 0 |
| 112 | 1 | 0 | 0 |
| 113 | 1 | 0 | 0 |
| 114 | 1 | 0 | 0 |
| 115 | 1 | 0 | 0 |
| 116 | 1 | 0 | 0 |
| 117 | 1 | 0 | 0 |
| 118 | 1 | 0 | 0 |
| 119 | 1 | 0 | 0 |
| 120 | 1 | 0 | 0 |
| 121 | 1 | 0 | 0 |
| 122 | 1 | 0 | 0 |
| 123 | 1 | 0 | 0 |
| 124 | 1 | 0 | 0 |
| 125 | 1 | 0 | 0 |
| 126 | 1 | 0 | 0 |
| 127 | 1 | 0 | 0 |
| 128 | 1 | 0 | 0 |
| 129 | 1 | 0 | 0 |
| 130 | 1 | 0 | 0 |
| 131 | 1 | 0 | 0 |
| 132 | 1 | 0 | 0 |
| 133 | 1 | 0 | 0 |
| 134 | 1 | 0 | 0 |
| 135 | 1 | 0 | 0 |
| 136 | 1 | 0 | 0 |
| 137 | 1 | 0 | 0 |
| 138 | 1 | 0 | 0 |
| 139 | 1 | 0 | 0 |
| 140 | 1 | 0 | 0 |
| 141 | 1 | 0 | 0 |
| 142 | 1 | 0 | 0 |
| 143 | 1 | 0 | 0 |
| 144 | 1 | 0 | 0 |
| 145 | 1 | 0 | 0 |
| 146 | 1 | 0 | 0 |
| 147 | 1 | 0 | 0 |
| 148 | 1 | 0 | 0 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 132 | 0.923076923076923 | NOK |
| 5% type I error level | 135 | 0.944055944055944 | NOK |
| 10% type I error level | 137 | 0.958041958041958 | NOK |
