| Multiple Linear Regression - Estimated Regression Equation |
| T40[t] = + 0.350713250738591 -0.0361628374039664T20[t] + 0.0274233314606938Outcome[t] -0.00268687855860729t + 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) | 0.350713250738591 | 0.060857 | 5.7629 | 0 | 0 |
| T20 | -0.0361628374039664 | 0.092549 | -0.3907 | 0.696543 | 0.348272 |
| Outcome | 0.0274233314606938 | 0.056136 | 0.4885 | 0.625896 | 0.312948 |
| t | -0.00268687855860729 | 0.00065 | -4.1307 | 6e-05 | 3e-05 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.35253241119858 |
| R-squared | 0.124279100945485 |
| Adjusted R-squared | 0.106764682964394 |
| F-TEST (value) | 7.0958167767644 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 150 |
| p-value | 0.000172057274432036 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.337968662501995 |
| Sum Squared Residuals | 17.1334225250081 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1 | 0.375449703640679 | 0.624550296359321 |
| 2 | 0 | 0.345339493621377 | -0.345339493621377 |
| 3 | 0 | 0.34265261506277 | -0.34265261506277 |
| 4 | 0 | 0.339965736504162 | -0.339965736504162 |
| 5 | 0 | 0.337278857945555 | -0.337278857945555 |
| 6 | 0 | 0.362015310847641 | -0.362015310847641 |
| 7 | 0 | 0.33190510082834 | -0.33190510082834 |
| 8 | 1 | 0.329218222269733 | 0.670781777730267 |
| 9 | 0 | 0.35395467517182 | -0.35395467517182 |
| 10 | 0 | 0.323844465152519 | -0.323844465152519 |
| 11 | 1 | 0.321157586593911 | 0.678842413406089 |
| 12 | 0 | 0.318470708035304 | -0.318470708035304 |
| 13 | 0 | 0.315783829476697 | -0.315783829476697 |
| 14 | 1 | 0.31309695091809 | 0.68690304908191 |
| 15 | 0 | 0.337833403820176 | -0.337833403820176 |
| 16 | 1 | 0.335146525261569 | 0.664853474738431 |
| 17 | 1 | 0.305036315242268 | 0.694963684757732 |
| 18 | 1 | 0.30234943668366 | 0.69765056331634 |
| 19 | 0 | 0.327085889585747 | -0.327085889585747 |
| 20 | 1 | 0.32439901102714 | 0.67560098897286 |
| 21 | 0 | 0.294288801007838 | -0.294288801007838 |
| 22 | 0 | 0.319025253909925 | -0.319025253909925 |
| 23 | 0 | 0.316338375351318 | -0.316338375351318 |
| 24 | 0 | 0.31365149679271 | -0.31365149679271 |
| 25 | 1 | 0.310964618234103 | 0.689035381765897 |
| 26 | 0 | 0.280854408214802 | -0.280854408214802 |
| 27 | 0 | 0.305590861116888 | -0.305590861116888 |
| 28 | 0 | 0.275480651097587 | -0.275480651097587 |
| 29 | 0 | 0.300217103999674 | -0.300217103999674 |
| 30 | 0 | 0.270106893980373 | -0.270106893980373 |
| 31 | 0 | 0.267420015421766 | -0.267420015421766 |
| 32 | 0 | 0.264733136863158 | -0.264733136863158 |
| 33 | 0 | 0.262046258304551 | -0.262046258304551 |
| 34 | 1 | 0.286782711206637 | 0.713217288793363 |
| 35 | 0 | 0.256672501187336 | -0.256672501187336 |
| 36 | 0 | 0.253985622628729 | -0.253985622628729 |
| 37 | 1 | 0.251298744070122 | 0.748701255929878 |
| 38 | 0 | 0.276035196972208 | -0.276035196972208 |
| 39 | 0 | 0.273348318413601 | -0.273348318413601 |
| 40 | 1 | 0.2432381083943 | 0.7567618916057 |
| 41 | 0 | 0.267974561296386 | -0.267974561296386 |
| 42 | 0 | 0.265287682737779 | -0.265287682737779 |
| 43 | 0 | 0.262600804179172 | -0.262600804179172 |
| 44 | 1 | 0.232490594159871 | 0.767509405840129 |
| 45 | 0 | 0.229803715601264 | -0.229803715601264 |
| 46 | 0 | 0.25454016850335 | -0.25454016850335 |
| 47 | 0 | 0.224429958484049 | -0.224429958484049 |
| 48 | 0 | 0.249166411386135 | -0.249166411386135 |
| 49 | 0 | 0.246479532827528 | -0.246479532827528 |
| 50 | 0 | 0.216369322808227 | -0.216369322808227 |
| 51 | 1 | 0.21368244424962 | 0.78631755575038 |
| 52 | 1 | 0.210995565691013 | 0.789004434308987 |
| 53 | 0 | 0.235732018593099 | -0.235732018593099 |
| 54 | 0 | 0.205621808573798 | -0.205621808573798 |
| 55 | 0 | 0.202934930015191 | -0.202934930015191 |
| 56 | 1 | 0.227671382917277 | 0.772328617082723 |
| 57 | 0 | 0.22498450435867 | -0.22498450435867 |
| 58 | 0 | 0.222297625800063 | -0.222297625800063 |
| 59 | 0 | 0.219610747241455 | -0.219610747241455 |
| 60 | 1 | 0.216923868682848 | 0.783076131317152 |
| 61 | 1 | 0.214236990124241 | 0.785763009875759 |
| 62 | 0 | 0.18412678010494 | -0.18412678010494 |
| 63 | 0 | 0.181439901546332 | -0.181439901546332 |
| 64 | 1 | 0.206176354448419 | 0.793823645551581 |
| 65 | 0 | 0.176066144429118 | -0.176066144429118 |
| 66 | 0 | 0.17337926587051 | -0.17337926587051 |
| 67 | 1 | 0.170692387311903 | 0.829307612688097 |
| 68 | 0 | 0.168005508753296 | -0.168005508753296 |
| 69 | 0 | 0.192741961655382 | -0.192741961655382 |
| 70 | 0 | 0.162631751636081 | -0.162631751636081 |
| 71 | 0 | 0.159944873077474 | -0.159944873077474 |
| 72 | 0 | 0.184681325979561 | -0.184681325979561 |
| 73 | 0 | 0.181994447420953 | -0.181994447420953 |
| 74 | 0 | 0.151884237401652 | -0.151884237401652 |
| 75 | 0 | 0.176620690303739 | -0.176620690303739 |
| 76 | 1 | 0.173933811745131 | 0.826066188254869 |
| 77 | 0 | 0.171246933186524 | -0.171246933186524 |
| 78 | 0 | 0.168560054627917 | -0.168560054627917 |
| 79 | 1 | 0.16587317606931 | 0.83412682393069 |
| 80 | 1 | 0.135762966050008 | 0.864237033949992 |
| 81 | 0 | 0.133076087491401 | -0.133076087491401 |
| 82 | 0 | 0.157812540393488 | -0.157812540393488 |
| 83 | 0 | 0.127702330374187 | -0.127702330374187 |
| 84 | 0 | 0.125015451815579 | -0.125015451815579 |
| 85 | 0 | 0.149751904717666 | -0.149751904717666 |
| 86 | 0 | 0.119641694698365 | -0.119641694698365 |
| 87 | 0 | 0.144378147600451 | -0.144378147600451 |
| 88 | 0 | 0.105528431637878 | -0.105528431637878 |
| 89 | 0 | 0.111581059022543 | -0.111581059022543 |
| 90 | 0 | 0.136317511924629 | -0.136317511924629 |
| 91 | 0 | 0.106207301905328 | -0.106207301905328 |
| 92 | 0 | 0.0673575859427546 | -0.0673575859427546 |
| 93 | 0 | 0.100833544788114 | -0.100833544788114 |
| 94 | 0 | 0.0981466662295064 | -0.0981466662295064 |
| 95 | 0 | 0.0592969502669327 | -0.0592969502669327 |
| 96 | 0 | 0.120196240572986 | -0.120196240572986 |
| 97 | 0 | 0.0539231931497182 | -0.0539231931497182 |
| 98 | 0 | 0.0873991519950773 | -0.0873991519950773 |
| 99 | 0 | 0.08471227343647 | -0.08471227343647 |
| 100 | 0 | 0.109448726338556 | -0.109448726338556 |
| 101 | 0 | 0.106761847779949 | -0.106761847779949 |
| 102 | 0 | 0.0766516377606481 | -0.0766516377606481 |
| 103 | 0 | 0.0739647592020408 | -0.0739647592020408 |
| 104 | 0 | 0.0712778806434336 | -0.0712778806434336 |
| 105 | 0 | 0.0324281646808599 | -0.0324281646808599 |
| 106 | 0 | 0.065904123526219 | -0.065904123526219 |
| 107 | 0 | 0.0632172449676117 | -0.0632172449676117 |
| 108 | 0 | 0.024367529005038 | -0.024367529005038 |
| 109 | 0 | 0.0578434878503971 | -0.0578434878503971 |
| 110 | 0 | 0.0551566092917899 | -0.0551566092917899 |
| 111 | 0 | 0.0163068933292161 | -0.0163068933292161 |
| 112 | 0 | 0.0136200147706088 | -0.0136200147706088 |
| 113 | 0 | 0.047095973615968 | -0.047095973615968 |
| 114 | 0 | 0.00824625765339426 | -0.00824625765339426 |
| 115 | 0 | 0.0417222164987534 | -0.0417222164987534 |
| 116 | 0 | 0.0390353379401461 | -0.0390353379401461 |
| 117 | 0 | 0.0637717908422326 | -0.0637717908422326 |
| 118 | 0 | 0.0336615808229315 | -0.0336615808229315 |
| 119 | 0 | 0.0309747022643243 | -0.0309747022643243 |
| 120 | 0 | 0.0557111551664108 | -0.0557111551664108 |
| 121 | 0 | 0.0256009451471097 | -0.0256009451471097 |
| 122 | 0 | 0.0229140665885024 | -0.0229140665885024 |
| 123 | 0 | -0.0159356493740713 | 0.0159356493740713 |
| 124 | 0 | 0.0449636409319816 | -0.0449636409319816 |
| 125 | 0 | 0.0422767623733743 | -0.0422767623733743 |
| 126 | 0 | -0.0239962850498932 | 0.0239962850498932 |
| 127 | 0 | 0.00947967379546594 | -0.00947967379546594 |
| 128 | 0 | 0.0342161266975525 | -0.0342161266975525 |
| 129 | 0 | 0.00410591667825136 | -0.00410591667825136 |
| 130 | 0 | 0.0288423695803379 | -0.0288423695803379 |
| 131 | 0 | -0.00126784043896322 | 0.00126784043896322 |
| 132 | 0 | 0.0234686124631233 | -0.0234686124631233 |
| 133 | 0 | -0.0066415975561778 | 0.0066415975561778 |
| 134 | 0 | -0.00932847611478509 | 0.00932847611478509 |
| 135 | 0 | -0.0120153546733924 | 0.0120153546733924 |
| 136 | 0 | -0.0147022332319997 | 0.0147022332319997 |
| 137 | 0 | 0.0100342196700869 | -0.0100342196700869 |
| 138 | 0 | -0.0288154962924868 | 0.0288154962924868 |
| 139 | 0 | -0.0589257063117879 | 0.0589257063117879 |
| 140 | 0 | -0.0254497474664288 | 0.0254497474664288 |
| 141 | 0 | -0.000713294564342287 | 0.000713294564342287 |
| 142 | 0 | -0.039563010526916 | 0.039563010526916 |
| 143 | 0 | -0.0335103831422507 | 0.0335103831422507 |
| 144 | 0 | -0.00877393024016414 | 0.00877393024016414 |
| 145 | 0 | -0.0388841402594652 | 0.0388841402594652 |
| 146 | 0 | -0.0503105247613451 | 0.0503105247613451 |
| 147 | 0 | -0.0804207347806462 | 0.0804207347806462 |
| 148 | 0 | -0.0831076133392535 | 0.0831076133392535 |
| 149 | 0 | -0.0496316544938944 | 0.0496316544938944 |
| 150 | 0 | -0.0248952015918079 | 0.0248952015918079 |
| 151 | 0 | -0.0275820801504152 | 0.0275820801504152 |
| 152 | 0 | -0.0576922901697163 | 0.0576922901697163 |
| 153 | 0 | -0.0603791687283236 | 0.0603791687283236 |
| 154 | 0 | -0.0630660472869308 | 0.0630660472869308 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.509721393488442 | 0.980557213023117 | 0.490278606511558 |
| 8 | 0.979958564109703 | 0.040082871780594 | 0.020041435890297 |
| 9 | 0.976959571792138 | 0.0460808564157233 | 0.0230404282078617 |
| 10 | 0.958875197737709 | 0.0822496045245824 | 0.0411248022622912 |
| 11 | 0.991420201802465 | 0.017159596395069 | 0.00857979819753451 |
| 12 | 0.988611252220185 | 0.0227774955596291 | 0.0113887477798146 |
| 13 | 0.983516831134131 | 0.0329663377317389 | 0.0164831688658694 |
| 14 | 0.994304820945784 | 0.011390358108432 | 0.00569517905421599 |
| 15 | 0.994090978699571 | 0.0118180426008582 | 0.00590902130042909 |
| 16 | 0.996746794393449 | 0.0065064112131022 | 0.0032532056065511 |
| 17 | 0.997789618632388 | 0.00442076273522446 | 0.00221038136761223 |
| 18 | 0.998078915905918 | 0.00384216818816389 | 0.00192108409408194 |
| 19 | 0.99905365365803 | 0.00189269268393985 | 0.000946346341969926 |
| 20 | 0.999268373147411 | 0.00146325370517862 | 0.000731626852589309 |
| 21 | 0.999648620013246 | 0.000702759973507305 | 0.000351379986753653 |
| 22 | 0.999761667188759 | 0.000476665622482458 | 0.000238332811241229 |
| 23 | 0.999784883172924 | 0.000430233654152006 | 0.000215116827076003 |
| 24 | 0.999771148245839 | 0.000457703508322891 | 0.000228851754161445 |
| 25 | 0.999907748608013 | 0.000184502783973901 | 9.22513919869507e-05 |
| 26 | 0.999915776258677 | 0.000168447482646994 | 8.42237413234968e-05 |
| 27 | 0.999909343498978 | 0.000181313002044645 | 9.06565010223226e-05 |
| 28 | 0.99989115461745 | 0.000217690765100358 | 0.000108845382550179 |
| 29 | 0.999866187989323 | 0.000267624021353625 | 0.000133812010676812 |
| 30 | 0.999820323649497 | 0.000359352701005743 | 0.000179676350502871 |
| 31 | 0.999751737185505 | 0.000496525628990232 | 0.000248262814495116 |
| 32 | 0.999654044721636 | 0.000691910556728785 | 0.000345955278364393 |
| 33 | 0.999519392250823 | 0.000961215498353957 | 0.000480607749176978 |
| 34 | 0.999889163843863 | 0.000221672312274869 | 0.000110836156137435 |
| 35 | 0.999847168322223 | 0.000305663355553887 | 0.000152831677776944 |
| 36 | 0.99979039237315 | 0.00041921525369967 | 0.000209607626849835 |
| 37 | 0.999965682864714 | 6.86342705723194e-05 | 3.43171352861597e-05 |
| 38 | 0.999958447945087 | 8.31041098255924e-05 | 4.15520549127962e-05 |
| 39 | 0.999947967296348 | 0.000104065407303492 | 5.20327036517459e-05 |
| 40 | 0.999991535166952 | 1.69296660960139e-05 | 8.46483304800697e-06 |
| 41 | 0.99998942619931 | 2.1147601379528e-05 | 1.0573800689764e-05 |
| 42 | 0.999986554182544 | 2.6891634911928e-05 | 1.3445817455964e-05 |
| 43 | 0.999982797262058 | 3.44054758835142e-05 | 1.72027379417571e-05 |
| 44 | 0.999997482435754 | 5.03512849193623e-06 | 2.51756424596811e-06 |
| 45 | 0.999996720091044 | 6.55981791290844e-06 | 3.27990895645422e-06 |
| 46 | 0.99999579698512 | 8.40602976000252e-06 | 4.20301488000126e-06 |
| 47 | 0.999994388610454 | 1.1222779091266e-05 | 5.611389545633e-06 |
| 48 | 0.999992844516345 | 1.43109673106893e-05 | 7.15548365534467e-06 |
| 49 | 0.999991009612572 | 1.7980774855589e-05 | 8.99038742779452e-06 |
| 50 | 0.999988012601195 | 2.39747976094039e-05 | 1.19873988047019e-05 |
| 51 | 0.999998706009633 | 2.58798073385789e-06 | 1.29399036692894e-06 |
| 52 | 0.99999989252164 | 2.14956720156394e-07 | 1.07478360078197e-07 |
| 53 | 0.999999863760919 | 2.72478161802076e-07 | 1.36239080901038e-07 |
| 54 | 0.999999815363273 | 3.69273454931954e-07 | 1.84636727465977e-07 |
| 55 | 0.999999745652176 | 5.08695648116012e-07 | 2.54347824058006e-07 |
| 56 | 0.999999982500803 | 3.49983938566259e-08 | 1.74991969283129e-08 |
| 57 | 0.999999977406172 | 4.51876561223649e-08 | 2.25938280611824e-08 |
| 58 | 0.999999971343808 | 5.73123840065366e-08 | 2.86561920032683e-08 |
| 59 | 0.99999996457259 | 7.08548209825798e-08 | 3.54274104912899e-08 |
| 60 | 0.999999998297969 | 3.404062155238e-09 | 1.702031077619e-09 |
| 61 | 0.999999999959495 | 8.10108796766148e-11 | 4.05054398383074e-11 |
| 62 | 0.999999999938405 | 1.23189155905446e-10 | 6.1594577952723e-11 |
| 63 | 0.999999999904349 | 1.91302766348407e-10 | 9.56513831742037e-11 |
| 64 | 0.999999999999307 | 1.38686246761266e-12 | 6.93431233806331e-13 |
| 65 | 0.999999999998834 | 2.33148899838872e-12 | 1.16574449919436e-12 |
| 66 | 0.999999999998015 | 3.96972822904183e-12 | 1.98486411452092e-12 |
| 67 | 0.999999999999999 | 2.44165909617749e-15 | 1.22082954808875e-15 |
| 68 | 0.999999999999998 | 4.74821226299196e-15 | 2.37410613149598e-15 |
| 69 | 0.999999999999996 | 8.39288881031583e-15 | 4.19644440515792e-15 |
| 70 | 0.999999999999992 | 1.66168719179671e-14 | 8.30843595898353e-15 |
| 71 | 0.999999999999983 | 3.30638518560132e-14 | 1.65319259280066e-14 |
| 72 | 0.999999999999971 | 5.85214752828837e-14 | 2.92607376414419e-14 |
| 73 | 0.999999999999949 | 1.02082332554329e-13 | 5.10411662771646e-14 |
| 74 | 0.999999999999899 | 2.01410739080789e-13 | 1.00705369540395e-13 |
| 75 | 0.999999999999829 | 3.41917690671135e-13 | 1.70958845335568e-13 |
| 76 | 1 | 1.93275695583768e-17 | 9.66378477918841e-18 |
| 77 | 1 | 4.17060471513881e-17 | 2.0853023575694e-17 |
| 78 | 1 | 8.82382903944297e-17 | 4.41191451972148e-17 |
| 79 | 1 | 4.34257540085541e-25 | 2.17128770042771e-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 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 132 | 0.936170212765957 | NOK |
| 5% type I error level | 139 | 0.985815602836879 | NOK |
| 10% type I error level | 140 | 0.99290780141844 | NOK |
