Multiple Linear Regression - Estimated Regression Equation |
CorrectAnalysis [t] = + 0.0526315789473684 + 0.208237986270023Tvier[t] -0.0526315789473684Ttwee[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) | 0.0526315789473684 | 0.024245 | 2.1708 | 0.031509 | 0.015755 |
Tvier | 0.208237986270023 | 0.059173 | 3.5191 | 0.000572 | 0.000286 |
Ttwee | -0.0526315789473684 | 0.067304 | -0.782 | 0.435438 | 0.217719 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.2923868277592 |
R-squared | 0.085490057047088 |
Adjusted R-squared | 0.0733773425708905 |
F-TEST (value) | 7.05787767185325 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 151 |
p-value | 0.00117415813578425 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.258869078048368 |
Sum Squared Residuals | 10.1189931350114 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 0.260869565217391 | -0.260869565217391 |
2 | 0 | 0.0526315789473683 | -0.0526315789473683 |
3 | 0 | 0.0526315789473684 | -0.0526315789473684 |
4 | 0 | 0.0526315789473684 | -0.0526315789473684 |
5 | 0 | 0.0526315789473684 | -0.0526315789473684 |
6 | 0 | 0.0526315789473684 | -0.0526315789473684 |
7 | 0 | 0.0526315789473684 | -0.0526315789473684 |
8 | 0 | 0.260869565217391 | -0.260869565217391 |
9 | 0 | 0.0526315789473684 | -0.0526315789473684 |
10 | 0 | 0.0526315789473684 | -0.0526315789473684 |
11 | 0 | 0.260869565217391 | -0.260869565217391 |
12 | 0 | 0.0526315789473684 | -0.0526315789473684 |
13 | 0 | 0.0526315789473684 | -0.0526315789473684 |
14 | 0 | 0.260869565217391 | -0.260869565217391 |
15 | 0 | 0.0526315789473684 | -0.0526315789473684 |
16 | 0 | 0.260869565217391 | -0.260869565217391 |
17 | 1 | 0.260869565217391 | 0.739130434782609 |
18 | 0 | 0.260869565217391 | -0.260869565217391 |
19 | 0 | 0.0526315789473684 | -0.0526315789473684 |
20 | 1 | 0.260869565217391 | 0.739130434782609 |
21 | 0 | 0.0526315789473684 | -0.0526315789473684 |
22 | 0 | 0.0526315789473684 | -0.0526315789473684 |
23 | 0 | 0.0526315789473684 | -0.0526315789473684 |
24 | 0 | 0.0526315789473684 | -0.0526315789473684 |
25 | 0 | 0.260869565217391 | -0.260869565217391 |
26 | 0 | 0.0526315789473684 | -0.0526315789473684 |
27 | 0 | 0.0526315789473684 | -0.0526315789473684 |
28 | 0 | 0.0526315789473684 | -0.0526315789473684 |
29 | 0 | 0.0526315789473684 | -0.0526315789473684 |
30 | 0 | 0.0526315789473684 | -0.0526315789473684 |
31 | 0 | 0.0526315789473684 | -0.0526315789473684 |
32 | 0 | 0.0526315789473684 | -0.0526315789473684 |
33 | 0 | 0.0526315789473684 | -0.0526315789473684 |
34 | 0 | 0.260869565217391 | -0.260869565217391 |
35 | 0 | 0.0526315789473684 | -0.0526315789473684 |
36 | 0 | 0.0526315789473684 | -0.0526315789473684 |
37 | 0 | 0.260869565217391 | -0.260869565217391 |
38 | 0 | 0.0526315789473684 | -0.0526315789473684 |
39 | 0 | 0.0526315789473684 | -0.0526315789473684 |
40 | 0 | 0.260869565217391 | -0.260869565217391 |
41 | 1 | 0.0526315789473684 | 0.947368421052632 |
42 | 0 | 0.0526315789473684 | -0.0526315789473684 |
43 | 0 | 0.0526315789473684 | -0.0526315789473684 |
44 | 0 | 0.260869565217391 | -0.260869565217391 |
45 | 0 | 0.0526315789473684 | -0.0526315789473684 |
46 | 0 | 0.0526315789473684 | -0.0526315789473684 |
47 | 0 | 0.0526315789473684 | -0.0526315789473684 |
48 | 0 | 0.0526315789473684 | -0.0526315789473684 |
49 | 0 | 0.0526315789473684 | -0.0526315789473684 |
50 | 0 | 0.0526315789473684 | -0.0526315789473684 |
51 | 0 | 0.260869565217391 | -0.260869565217391 |
52 | 1 | 0.260869565217391 | 0.739130434782609 |
53 | 0 | 0.0526315789473684 | -0.0526315789473684 |
54 | 1 | 0.0526315789473684 | 0.947368421052632 |
55 | 0 | 0.0526315789473684 | -0.0526315789473684 |
56 | 0 | 0.260869565217391 | -0.260869565217391 |
57 | 0 | 0.0526315789473684 | -0.0526315789473684 |
58 | 0 | 0.0526315789473684 | -0.0526315789473684 |
59 | 0 | 0.0526315789473684 | -0.0526315789473684 |
60 | 1 | 0.260869565217391 | 0.739130434782609 |
61 | 0 | 0.260869565217391 | -0.260869565217391 |
62 | 0 | 0.0526315789473684 | -0.0526315789473684 |
63 | 0 | 0.0526315789473684 | -0.0526315789473684 |
64 | 0 | 0.260869565217391 | -0.260869565217391 |
65 | 0 | 0.0526315789473684 | -0.0526315789473684 |
66 | 0 | 0.0526315789473684 | -0.0526315789473684 |
67 | 1 | 0.260869565217391 | 0.739130434782609 |
68 | 0 | 0.0526315789473684 | -0.0526315789473684 |
69 | 0 | 0.0526315789473684 | -0.0526315789473684 |
70 | 0 | 0.0526315789473684 | -0.0526315789473684 |
71 | 0 | 0.0526315789473684 | -0.0526315789473684 |
72 | 0 | 0.0526315789473684 | -0.0526315789473684 |
73 | 0 | 0.0526315789473684 | -0.0526315789473684 |
74 | 0 | 0.0526315789473684 | -0.0526315789473684 |
75 | 0 | 0.0526315789473684 | -0.0526315789473684 |
76 | 0 | 0.260869565217391 | -0.260869565217391 |
77 | 0 | 0.0526315789473684 | -0.0526315789473684 |
78 | 0 | 0.0526315789473684 | -0.0526315789473684 |
79 | 1 | 0.260869565217391 | 0.739130434782609 |
80 | 0 | 0.260869565217391 | -0.260869565217391 |
81 | 0 | 0.0526315789473684 | -0.0526315789473684 |
82 | 0 | 0.0526315789473684 | -0.0526315789473684 |
83 | 0 | 0.0526315789473684 | -0.0526315789473684 |
84 | 1 | 0.0526315789473684 | 0.947368421052632 |
85 | 0 | 0.0526315789473684 | -0.0526315789473684 |
86 | 0 | 0.0526315789473684 | -0.0526315789473684 |
87 | 0 | 0.0526315789473684 | -0.0526315789473684 |
88 | 0 | 3.30173442839726e-18 | -3.30173442839726e-18 |
89 | 0 | 0.0526315789473684 | -0.0526315789473684 |
90 | 0 | 0.0526315789473684 | -0.0526315789473684 |
91 | 0 | 0.0526315789473684 | -0.0526315789473684 |
92 | 0 | 3.30173442839726e-18 | -3.30173442839726e-18 |
93 | 0 | 0.0526315789473684 | -0.0526315789473684 |
94 | 0 | 0.0526315789473684 | -0.0526315789473684 |
95 | 0 | 3.30173442839726e-18 | -3.30173442839726e-18 |
96 | 0 | 0.0526315789473684 | -0.0526315789473684 |
97 | 0 | 3.30173442839726e-18 | -3.30173442839726e-18 |
98 | 0 | 0.0526315789473684 | -0.0526315789473684 |
99 | 0 | 0.0526315789473684 | -0.0526315789473684 |
100 | 0 | 0.0526315789473684 | -0.0526315789473684 |
101 | 0 | 0.0526315789473684 | -0.0526315789473684 |
102 | 0 | 0.0526315789473684 | -0.0526315789473684 |
103 | 0 | 0.0526315789473684 | -0.0526315789473684 |
104 | 0 | 0.0526315789473684 | -0.0526315789473684 |
105 | 0 | 3.30173442839726e-18 | -3.30173442839726e-18 |
106 | 0 | 0.0526315789473684 | -0.0526315789473684 |
107 | 0 | 0.0526315789473684 | -0.0526315789473684 |
108 | 0 | 3.30173442839726e-18 | -3.30173442839726e-18 |
109 | 0 | 0.0526315789473684 | -0.0526315789473684 |
110 | 0 | 0.0526315789473684 | -0.0526315789473684 |
111 | 0 | 3.30173442839726e-18 | -3.30173442839726e-18 |
112 | 0 | 3.30173442839726e-18 | -3.30173442839726e-18 |
113 | 0 | 0.0526315789473684 | -0.0526315789473684 |
114 | 0 | 3.30173442839726e-18 | -3.30173442839726e-18 |
115 | 0 | 0.0526315789473684 | -0.0526315789473684 |
116 | 0 | 0.0526315789473684 | -0.0526315789473684 |
117 | 0 | 0.0526315789473684 | -0.0526315789473684 |
118 | 0 | 0.0526315789473684 | -0.0526315789473684 |
119 | 0 | 0.0526315789473684 | -0.0526315789473684 |
120 | 0 | 0.0526315789473684 | -0.0526315789473684 |
121 | 0 | 0.0526315789473684 | -0.0526315789473684 |
122 | 0 | 0.0526315789473684 | -0.0526315789473684 |
123 | 0 | 3.30173442839726e-18 | -3.30173442839726e-18 |
124 | 0 | 0.0526315789473684 | -0.0526315789473684 |
125 | 0 | 0.0526315789473684 | -0.0526315789473684 |
126 | 0 | 3.30173442839726e-18 | -3.30173442839726e-18 |
127 | 0 | 0.0526315789473684 | -0.0526315789473684 |
128 | 0 | 0.0526315789473684 | -0.0526315789473684 |
129 | 0 | 0.0526315789473684 | -0.0526315789473684 |
130 | 0 | 0.0526315789473684 | -0.0526315789473684 |
131 | 0 | 0.0526315789473684 | -0.0526315789473684 |
132 | 0 | 0.0526315789473684 | -0.0526315789473684 |
133 | 0 | 0.0526315789473684 | -0.0526315789473684 |
134 | 0 | 0.0526315789473684 | -0.0526315789473684 |
135 | 0 | 0.0526315789473684 | -0.0526315789473684 |
136 | 0 | 0.0526315789473684 | -0.0526315789473684 |
137 | 0 | 0.0526315789473684 | -0.0526315789473684 |
138 | 0 | 3.30173442839726e-18 | -3.30173442839726e-18 |
139 | 0 | 3.30173442839726e-18 | -3.30173442839726e-18 |
140 | 0 | 0.0526315789473684 | -0.0526315789473684 |
141 | 1 | 0.0526315789473684 | 0.947368421052632 |
142 | 0 | 3.30173442839726e-18 | -3.30173442839726e-18 |
143 | 0 | 0.0526315789473684 | -0.0526315789473684 |
144 | 0 | 0.0526315789473684 | -0.0526315789473684 |
145 | 0 | 0.0526315789473684 | -0.0526315789473684 |
146 | 0 | 3.30173442839726e-18 | -3.30173442839726e-18 |
147 | 0 | 3.30173442839726e-18 | -3.30173442839726e-18 |
148 | 0 | 3.30173442839726e-18 | -3.30173442839726e-18 |
149 | 0 | 0.0526315789473684 | -0.0526315789473684 |
150 | 0 | 0.0526315789473684 | -0.0526315789473684 |
151 | 0 | 0.0526315789473684 | -0.0526315789473684 |
152 | 1 | 0.0526315789473684 | 0.947368421052632 |
153 | 1 | 0.0526315789473684 | 0.947368421052632 |
154 | 0 | 0.0526315789473684 | -0.0526315789473684 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0 | 0 | 1 |
7 | 0 | 0 | 1 |
8 | 0 | 0 | 1 |
9 | 0 | 0 | 1 |
10 | 0 | 0 | 1 |
11 | 0 | 0 | 1 |
12 | 0 | 0 | 1 |
13 | 0 | 0 | 1 |
14 | 0 | 0 | 1 |
15 | 0 | 0 | 1 |
16 | 0 | 0 | 1 |
17 | 0.406226498270034 | 0.812452996540068 | 0.593773501729966 |
18 | 0.36396723440867 | 0.72793446881734 | 0.63603276559133 |
19 | 0.292593248608312 | 0.585186497216624 | 0.707406751391688 |
20 | 0.825959296749436 | 0.348081406501129 | 0.174040703250564 |
21 | 0.777161661783831 | 0.445676676432339 | 0.222838338216169 |
22 | 0.722359438435324 | 0.555281123129351 | 0.277640561564676 |
23 | 0.662676988907372 | 0.674646022185255 | 0.337323011092628 |
24 | 0.599559314556883 | 0.800881370886234 | 0.400440685443117 |
25 | 0.588787541529478 | 0.822424916941045 | 0.411212458470522 |
26 | 0.524822897175515 | 0.950354205648969 | 0.475177102824485 |
27 | 0.461024768084659 | 0.922049536169319 | 0.538975231915341 |
28 | 0.398963093403086 | 0.797926186806171 | 0.601036906596914 |
29 | 0.34002967265693 | 0.680059345313859 | 0.65997032734307 |
30 | 0.285357402219108 | 0.570714804438216 | 0.714642597780892 |
31 | 0.235771558196552 | 0.471543116393103 | 0.764228441803448 |
32 | 0.191774117158975 | 0.383548234317951 | 0.808225882841025 |
33 | 0.15355779572344 | 0.307115591446879 | 0.84644220427656 |
34 | 0.147781585625545 | 0.29556317125109 | 0.852218414374455 |
35 | 0.116519940409347 | 0.233039880818694 | 0.883480059590653 |
36 | 0.0904730785724944 | 0.180946157144989 | 0.909526921427506 |
37 | 0.0856280573065591 | 0.171256114613118 | 0.914371942693441 |
38 | 0.0654482320043772 | 0.130896464008754 | 0.934551767995623 |
39 | 0.049282631631768 | 0.0985652632635361 | 0.950717368368232 |
40 | 0.0462981326113229 | 0.0925962652226459 | 0.953701867388677 |
41 | 0.590712931283212 | 0.818574137433577 | 0.409287068716788 |
42 | 0.539692321981097 | 0.920615356037806 | 0.460307678018903 |
43 | 0.488289466164399 | 0.976578932328797 | 0.511710533835601 |
44 | 0.481345665304747 | 0.962691330609495 | 0.518654334695253 |
45 | 0.430901041811382 | 0.861802083622764 | 0.569098958188618 |
46 | 0.381800776770235 | 0.76360155354047 | 0.618199223229765 |
47 | 0.334756559618404 | 0.669513119236808 | 0.665243440381596 |
48 | 0.290377385252855 | 0.58075477050571 | 0.709622614747145 |
49 | 0.249149065558621 | 0.498298131117243 | 0.750850934441379 |
50 | 0.211422750742059 | 0.422845501484118 | 0.788577249257941 |
51 | 0.212597810133576 | 0.425195620267151 | 0.787402189866424 |
52 | 0.574517109314785 | 0.85096578137043 | 0.425482890685215 |
53 | 0.526927108126611 | 0.946145783746778 | 0.473072891873389 |
54 | 0.938962417847626 | 0.122075164304747 | 0.0610375821523735 |
55 | 0.923621966421829 | 0.152756067156342 | 0.0763780335781711 |
56 | 0.9288449886944 | 0.142310022611199 | 0.0711550113055997 |
57 | 0.91177306334095 | 0.1764538733181 | 0.0882269366590502 |
58 | 0.891863919759475 | 0.21627216048105 | 0.108136080240525 |
59 | 0.868958163187202 | 0.262083673625595 | 0.131041836812798 |
60 | 0.969679070234601 | 0.0606418595307983 | 0.0303209297653992 |
61 | 0.972266759325438 | 0.0554664813491236 | 0.0277332406745618 |
62 | 0.964190375738976 | 0.0716192485220486 | 0.0358096242610243 |
63 | 0.954297720056756 | 0.0914045598864877 | 0.0457022799432438 |
64 | 0.962912937802067 | 0.0741741243958666 | 0.0370870621979333 |
65 | 0.95279196245015 | 0.0944160750997004 | 0.0472080375498502 |
66 | 0.94058628878033 | 0.118827422439341 | 0.0594137112196705 |
67 | 0.986976054532546 | 0.0260478909349073 | 0.0130239454674537 |
68 | 0.982703561823517 | 0.0345928763529667 | 0.0172964381764833 |
69 | 0.977293546044118 | 0.0454129079117648 | 0.0227064539558824 |
70 | 0.970530370495231 | 0.0589392590095381 | 0.0294696295047691 |
71 | 0.962182857564805 | 0.07563428487039 | 0.037817142435195 |
72 | 0.952010155150497 | 0.0959796896990058 | 0.0479898448495029 |
73 | 0.939769462517634 | 0.120461074964731 | 0.0602305374823657 |
74 | 0.925225497321884 | 0.149549005356233 | 0.0747745026781165 |
75 | 0.90816142040317 | 0.183677159193659 | 0.0918385795968295 |
76 | 0.922478468560425 | 0.15504306287915 | 0.0775215314395752 |
77 | 0.904988373906734 | 0.190023252186532 | 0.0950116260932661 |
78 | 0.884769166017041 | 0.230461667965918 | 0.115230833982959 |
79 | 0.977605622119382 | 0.0447887557612354 | 0.0223943778806177 |
80 | 0.973573713692149 | 0.0528525726157016 | 0.0264262863078508 |
81 | 0.965974605370529 | 0.0680507892589414 | 0.0340253946294707 |
82 | 0.956669237220934 | 0.0866615255581328 | 0.0433307627790664 |
83 | 0.945416189396904 | 0.109167621206192 | 0.0545838106030962 |
84 | 0.999171642462902 | 0.00165671507419529 | 0.000828357537097645 |
85 | 0.998782982422153 | 0.00243403515569482 | 0.00121701757784741 |
86 | 0.998233055753339 | 0.00353388849332202 | 0.00176694424666101 |
87 | 0.997464845621356 | 0.00507030875728904 | 0.00253515437864452 |
88 | 0.996335762075576 | 0.00732847584884902 | 0.00366423792442451 |
89 | 0.994866238981565 | 0.0102675220368708 | 0.00513376101843538 |
90 | 0.992891484955791 | 0.0142170300884177 | 0.00710851504420884 |
91 | 0.990271944581274 | 0.0194561108374521 | 0.00972805541872605 |
92 | 0.986603928284926 | 0.0267921434301487 | 0.0133960717150743 |
93 | 0.982093648097629 | 0.0358127038047419 | 0.0179063519023709 |
94 | 0.976341283659956 | 0.0473174326800877 | 0.0236587163400439 |
95 | 0.968578051443659 | 0.0628438971126813 | 0.0314219485563406 |
96 | 0.95943874158367 | 0.0811225168326603 | 0.0405612584163302 |
97 | 0.947416786428512 | 0.105166427142975 | 0.0525832135714877 |
98 | 0.933669468984468 | 0.132661062031064 | 0.0663305310155322 |
99 | 0.917269475629474 | 0.165461048741052 | 0.0827305243705261 |
100 | 0.897966728598113 | 0.204066542803775 | 0.102033271401887 |
101 | 0.875552963978971 | 0.248894072042059 | 0.124447036021029 |
102 | 0.849878535398133 | 0.300242929203734 | 0.150121464601867 |
103 | 0.820868596876558 | 0.358262806246884 | 0.179131403123442 |
104 | 0.788537346221478 | 0.422925307557044 | 0.211462653778522 |
105 | 0.749737647016273 | 0.500524705967454 | 0.250262352983727 |
106 | 0.710788913225597 | 0.578422173548806 | 0.289211086774403 |
107 | 0.669175071280122 | 0.661649857439755 | 0.330824928719878 |
108 | 0.621023802601515 | 0.757952394796969 | 0.378976197398485 |
109 | 0.575112281836998 | 0.849775436326003 | 0.424887718163002 |
110 | 0.528133156992011 | 0.943733686015977 | 0.471866843007989 |
111 | 0.475718165897705 | 0.95143633179541 | 0.524281834102295 |
112 | 0.423442667409554 | 0.846885334819109 | 0.576557332590446 |
113 | 0.376961501327304 | 0.753923002654607 | 0.623038498672696 |
114 | 0.327361247094314 | 0.654722494188628 | 0.672638752905686 |
115 | 0.284847508968092 | 0.569695017936185 | 0.715152491031908 |
116 | 0.245142150857629 | 0.490284301715259 | 0.754857849142371 |
117 | 0.208615644784373 | 0.417231289568745 | 0.791384355215627 |
118 | 0.175519064880661 | 0.351038129761323 | 0.824480935119339 |
119 | 0.145982627375411 | 0.291965254750822 | 0.854017372624589 |
120 | 0.120021339602011 | 0.240042679204022 | 0.879978660397989 |
121 | 0.0975467480945589 | 0.195093496189118 | 0.902453251905441 |
122 | 0.0783833345328325 | 0.156766669065665 | 0.921616665467167 |
123 | 0.0594887431896948 | 0.11897748637939 | 0.940511256810305 |
124 | 0.0464551217815124 | 0.0929102435630249 | 0.953544878218488 |
125 | 0.0358714438665429 | 0.0717428877330858 | 0.964128556133457 |
126 | 0.02570918683661 | 0.05141837367322 | 0.97429081316339 |
127 | 0.0192637069485197 | 0.0385274138970394 | 0.98073629305148 |
128 | 0.014284661856501 | 0.0285693237130021 | 0.985715338143499 |
129 | 0.0104947488401424 | 0.0209894976802848 | 0.989505251159858 |
130 | 0.00765098035805513 | 0.0153019607161103 | 0.992349019641945 |
131 | 0.00554640740960976 | 0.0110928148192195 | 0.99445359259039 |
132 | 0.00400940613361908 | 0.00801881226723816 | 0.995990593866381 |
133 | 0.0029012119809963 | 0.0058024239619926 | 0.997098788019004 |
134 | 0.0021123709816887 | 0.00422474196337741 | 0.997887629018311 |
135 | 0.00155871413546678 | 0.00311742827093355 | 0.998441285864533 |
136 | 0.00117738881059519 | 0.00235477762119038 | 0.998822611189405 |
137 | 0.00092346703792468 | 0.00184693407584936 | 0.999076532962075 |
138 | 0.000498070127138343 | 0.000996140254276686 | 0.999501929872862 |
139 | 0.000257079040952454 | 0.000514158081904909 | 0.999742920959048 |
140 | 0.000202057661095997 | 0.000404115322191995 | 0.999797942338904 |
141 | 0.0065473470718867 | 0.0130946941437734 | 0.993452652928113 |
142 | 0.00355869428695272 | 0.00711738857390544 | 0.996441305713047 |
143 | 0.00248604923809099 | 0.00497209847618198 | 0.997513950761909 |
144 | 0.00183235526902674 | 0.00366471053805347 | 0.998167644730973 |
145 | 0.00150401882154809 | 0.00300803764309619 | 0.998495981178452 |
146 | 0.000635952313597925 | 0.00127190462719585 | 0.999364047686402 |
147 | 0.000237301778038599 | 0.000474603556077198 | 0.999762698221961 |
148 | 7.50582266317797e-05 | 0.000150116453263559 | 0.999924941773368 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 32 | 0.223776223776224 | NOK |
5% type I error level | 48 | 0.335664335664336 | NOK |
10% type I error level | 67 | 0.468531468531469 | NOK |