| Multiple Linear Regression - Estimated Regression Equation |
| Outcome[t] = + 0.47865222886438 + 0.064776867153365Treatment[t] -0.227074297849086CA[t] + 0.141564243819341Used[t] + 0.0714684702005021M1[t] -0.531489245208818M2[t] -0.0446370054875389M3[t] -0.21454281959133M4[t] + 0.0157432841428222M5[t] -0.182025548115928M6[t] -0.140865778062751M7[t] -0.346172661413037M8[t] -0.171511090328143M9[t] + 0.0622533898240189M10[t] -0.307896689130952M11[t] + 0.00224904059183173t + 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) | 0.47865222886438 | 0.224046 | 2.1364 | 0.036145 | 0.018072 |
| Treatment | 0.064776867153365 | 0.156564 | 0.4137 | 0.680329 | 0.340165 |
| CA | -0.227074297849086 | 0.24983 | -0.9089 | 0.366513 | 0.183257 |
| Used | 0.141564243819341 | 0.149502 | 0.9469 | 0.346943 | 0.173472 |
| M1 | 0.0714684702005021 | 0.288905 | 0.2474 | 0.805341 | 0.40267 |
| M2 | -0.531489245208818 | 0.278768 | -1.9066 | 0.060682 | 0.030341 |
| M3 | -0.0446370054875389 | 0.28124 | -0.1587 | 0.874351 | 0.437175 |
| M4 | -0.21454281959133 | 0.293979 | -0.7298 | 0.467954 | 0.233977 |
| M5 | 0.0157432841428222 | 0.272323 | 0.0578 | 0.954064 | 0.477032 |
| M6 | -0.182025548115928 | 0.276712 | -0.6578 | 0.512814 | 0.256407 |
| M7 | -0.140865778062751 | 0.272898 | -0.5162 | 0.607352 | 0.303676 |
| M8 | -0.346172661413037 | 0.291651 | -1.1869 | 0.239263 | 0.119631 |
| M9 | -0.171511090328143 | 0.277978 | -0.617 | 0.53924 | 0.26962 |
| M10 | 0.0622533898240189 | 0.28469 | 0.2187 | 0.827543 | 0.413771 |
| M11 | -0.307896689130952 | 0.278441 | -1.1058 | 0.272604 | 0.136302 |
| t | 0.00224904059183173 | 0.002268 | 0.9918 | 0.324701 | 0.16235 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.392013081842914 |
| R-squared | 0.153674256335979 |
| Adjusted R-squared | -0.0276812601634535 |
| F-TEST (value) | 0.847364664181361 |
| F-TEST (DF numerator) | 15 |
| F-TEST (DF denominator) | 70 |
| p-value | 0.62322876104466 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.508603613767319 |
| Sum Squared Residuals | 18.1074345156023 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1 | 0.617146606810079 | 0.382853393189921 |
| 2 | 0 | -0.0483389351607736 | 0.0483389351607736 |
| 3 | 0 | 0.440762345152337 | -0.440762345152337 |
| 4 | 0 | 0.273105571640378 | -0.273105571640378 |
| 5 | 0 | 0.505640715966361 | -0.505640715966361 |
| 6 | 1 | 0.310120924299443 | 0.689879075700557 |
| 7 | 0 | 0.353529734944452 | -0.353529734944452 |
| 8 | 0 | 0.215248759339362 | -0.215248759339362 |
| 9 | 1 | 0.327382503862723 | 0.672617496137277 |
| 10 | 0 | 0.563396024606717 | -0.563396024606717 |
| 11 | 0 | 0.260271853396942 | -0.260271853396942 |
| 12 | 0 | 0.505640715966361 | -0.505640715966361 |
| 13 | 0 | 0.720922470578036 | -0.720922470578036 |
| 14 | 0 | 0.043426419094572 | -0.043426419094572 |
| 15 | 1 | 0.609315076073659 | 0.390684923926342 |
| 16 | 1 | 0.506435169715064 | 0.493564830284936 |
| 17 | 0 | 0.511896016191962 | -0.511896016191962 |
| 18 | 0 | 0.401886278554789 | -0.401886278554789 |
| 19 | 1 | 0.380518222046433 | 0.619481777953567 |
| 20 | 1 | 0.156727192411598 | 0.843272807588402 |
| 21 | 0 | 0.354370990964704 | -0.354370990964704 |
| 22 | 1 | 0.731948755528038 | 0.268051244471962 |
| 23 | 1 | 0.222483473345558 | 0.777516526654442 |
| 24 | 1 | 0.532629203068342 | 0.467370796931658 |
| 25 | 1 | 0.812687824833382 | 0.187312175166618 |
| 26 | 0 | 0.147202282862529 | -0.147202282862529 |
| 27 | 1 | 0.494739319356298 | 0.505260680643702 |
| 28 | 0 | 0.46864678966368 | -0.46864678966368 |
| 29 | 1 | 0.559617690170323 | 0.440382309829677 |
| 30 | 0 | 0.364097898503405 | -0.364097898503405 |
| 31 | 0 | 0.407506709148413 | -0.407506709148413 |
| 32 | 0 | 0.204448866389959 | -0.204448866389959 |
| 33 | 0 | 0.381359478066685 | -0.381359478066685 |
| 34 | 1 | 0.682149865964043 | 0.317850134035957 |
| 35 | 0 | 0.249471960447539 | -0.249471960447539 |
| 36 | 0 | 0.559617690170323 | -0.559617690170323 |
| 37 | 0 | 0.839676311935363 | -0.839676311935363 |
| 38 | 1 | 0.174190769964509 | 0.825809230035491 |
| 39 | 1 | 0.521727806458279 | 0.478272193541721 |
| 40 | 0 | 0.418847900099684 | -0.418847900099684 |
| 41 | 1 | 0.501096123242559 | 0.498903876757441 |
| 42 | 1 | 0.532650629424726 | 0.467349370575274 |
| 43 | 1 | 0.434495196250394 | 0.565504803749606 |
| 44 | 0 | 0.296214220645305 | -0.296214220645305 |
| 45 | 0 | 0.408347965168666 | -0.408347965168666 |
| 46 | 1 | 0.644361485912659 | 0.355638514087341 |
| 47 | 0 | 0.276460447549519 | -0.276460447549519 |
| 48 | 1 | 0.586606177272303 | 0.413393822727696 |
| 49 | 1 | 0.660323688064637 | 0.339676311935363 |
| 50 | 0 | 0.0596150132471493 | -0.0596150132471493 |
| 51 | 0 | 0.755057404532966 | -0.755057404532966 |
| 52 | 0 | 0.360326333171921 | -0.360326333171921 |
| 53 | 1 | 0.613594664374284 | 0.386405335625716 |
| 54 | 0 | 0.332564818677621 | -0.332564818677621 |
| 55 | 0 | 0.461483683352375 | -0.461483683352375 |
| 56 | 1 | 0.464766951566627 | 0.535233048433373 |
| 57 | 1 | 0.576900696089987 | 0.423099303910013 |
| 58 | 1 | 0.67134997301464 | 0.32865002698536 |
| 59 | 1 | 0.3034489346515 | 0.6965510653485 |
| 60 | 1 | 0.592861477497905 | 0.407138522502095 |
| 61 | 1 | 0.752089042319983 | 0.247910957680017 |
| 62 | 0 | 0.228167744168471 | -0.228167744168471 |
| 63 | 0 | 0.575704780662241 | -0.575704780662241 |
| 64 | 1 | 0.472824874303646 | 0.527175125696354 |
| 65 | 0 | 0.640583151476265 | -0.640583151476265 |
| 66 | 0 | 0.445063359809347 | -0.445063359809347 |
| 67 | 0 | 0.467738983577976 | -0.467738983577976 |
| 68 | 0 | 0.285414327695901 | -0.285414327695901 |
| 69 | 1 | 0.462324939372627 | 0.537675060627373 |
| 70 | 0 | 0.839902703935961 | -0.839902703935961 |
| 71 | 0 | 0.330437421753481 | -0.330437421753481 |
| 72 | 1 | 0.640583151476265 | 0.359416848523735 |
| 73 | 1 | 0.85586490608794 | 0.14413509391206 |
| 74 | 0 | 0.255156231270452 | -0.255156231270452 |
| 75 | 1 | 0.602693267764221 | 0.397306732235779 |
| 76 | 1 | 0.499813361405627 | 0.500186638594373 |
| 77 | 1 | 0.667571638578246 | 0.332428361421754 |
| 78 | 1 | 0.613616090730669 | 0.386383909269331 |
| 79 | 1 | 0.494727470679957 | 0.505272529320043 |
| 80 | 0 | 0.377179681951247 | -0.377179681951247 |
| 81 | 0 | 0.489313426474608 | -0.489313426474608 |
| 82 | 1 | 0.866891191037942 | 0.133108808962058 |
| 83 | 0 | 0.357425908855462 | -0.357425908855462 |
| 84 | 0 | 0.582061584548501 | -0.582061584548501 |
| 85 | 1 | 0.74128914937058 | 0.25871085062942 |
| 86 | 0 | 0.140580474553092 | -0.140580474553092 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 19 | 0.947699648272986 | 0.104600703454029 | 0.0523003517270143 |
| 20 | 0.947390217318183 | 0.105219565363635 | 0.0526097826818174 |
| 21 | 0.931409341609752 | 0.137181316780495 | 0.0685906583902477 |
| 22 | 0.901955033805299 | 0.196089932389401 | 0.0980449661947007 |
| 23 | 0.938628356446936 | 0.122743287106128 | 0.0613716435530639 |
| 24 | 0.935143624287859 | 0.129712751424282 | 0.0648563757121408 |
| 25 | 0.897819151279757 | 0.204361697440487 | 0.102180848720243 |
| 26 | 0.871813077576514 | 0.256373844846972 | 0.128186922423486 |
| 27 | 0.836899654741973 | 0.326200690516054 | 0.163100345258027 |
| 28 | 0.845977787340389 | 0.308044425319222 | 0.154022212659611 |
| 29 | 0.838288250458051 | 0.323423499083898 | 0.161711749541949 |
| 30 | 0.838055654455489 | 0.323888691089023 | 0.161944345544511 |
| 31 | 0.83244924096702 | 0.33510151806596 | 0.16755075903298 |
| 32 | 0.795114601606939 | 0.409770796786122 | 0.204885398393061 |
| 33 | 0.771297608214658 | 0.457404783570684 | 0.228702391785342 |
| 34 | 0.724882874376898 | 0.550234251246203 | 0.275117125623102 |
| 35 | 0.6792548278433 | 0.6414903443134 | 0.3207451721567 |
| 36 | 0.689828401767006 | 0.620343196465988 | 0.310171598232994 |
| 37 | 0.783952827489139 | 0.432094345021722 | 0.216047172510861 |
| 38 | 0.827239979066216 | 0.345520041867569 | 0.172760020933784 |
| 39 | 0.818170262737775 | 0.36365947452445 | 0.181829737262225 |
| 40 | 0.816972609412079 | 0.366054781175843 | 0.183027390587921 |
| 41 | 0.819438124633613 | 0.361123750732774 | 0.180561875366387 |
| 42 | 0.78405904850356 | 0.431881902992881 | 0.21594095149644 |
| 43 | 0.771045246217706 | 0.457909507564588 | 0.228954753782294 |
| 44 | 0.728421258687965 | 0.54315748262407 | 0.271578741312035 |
| 45 | 0.715938887132906 | 0.568122225734189 | 0.284061112867095 |
| 46 | 0.673434476152112 | 0.653131047695775 | 0.326565523847888 |
| 47 | 0.626723778578181 | 0.746552442843638 | 0.373276221421819 |
| 48 | 0.577503513502251 | 0.844992972995499 | 0.422496486497749 |
| 49 | 0.522025855010093 | 0.955948289979814 | 0.477974144989907 |
| 50 | 0.452563594789075 | 0.905127189578149 | 0.547436405210925 |
| 51 | 0.590984216683602 | 0.818031566632796 | 0.409015783316398 |
| 52 | 0.571829679309643 | 0.856340641380714 | 0.428170320690357 |
| 53 | 0.535959896360781 | 0.928080207278438 | 0.464040103639219 |
| 54 | 0.48281175941143 | 0.965623518822859 | 0.51718824058857 |
| 55 | 0.461726129557626 | 0.923452259115252 | 0.538273870442374 |
| 56 | 0.430610867507242 | 0.861221735014483 | 0.569389132492758 |
| 57 | 0.369167431349448 | 0.738334862698896 | 0.630832568650552 |
| 58 | 0.36681019542932 | 0.73362039085864 | 0.63318980457068 |
| 59 | 0.53538824033446 | 0.92922351933108 | 0.46461175966554 |
| 60 | 0.612654881558414 | 0.774690236883172 | 0.387345118441586 |
| 61 | 0.622831264276766 | 0.754337471446469 | 0.377168735723234 |
| 62 | 0.559672938630437 | 0.880654122739127 | 0.440327061369563 |
| 63 | 0.527858467952782 | 0.944283064094436 | 0.472141532047218 |
| 64 | 0.459494365616152 | 0.918988731232303 | 0.540505634383848 |
| 65 | 0.420976821463912 | 0.841953642927825 | 0.579023178536088 |
| 66 | 0.310350928719176 | 0.620701857438352 | 0.689649071280824 |
| 67 | 0.320558681272975 | 0.64111736254595 | 0.679441318727025 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 0 | 0 | OK |
| 5% type I error level | 0 | 0 | OK |
| 10% type I error level | 0 | 0 | OK |
