Multiple Linear Regression - Estimated Regression Equation |
Outcome[t] = + 0.403508771929825 + 0.0747520976353928T40[t] -0.168214654282766T20[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) | 0.403508771929825 | 0.045881 | 8.7947 | 0 | 0 |
T40 | 0.0747520976353928 | 0.111977 | 0.6676 | 0.505429 | 0.252715 |
T20 | -0.168214654282766 | 0.127363 | -1.3207 | 0.188583 | 0.094292 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.127741386315121 |
R-squared | 0.0163178617777091 |
Adjusted R-squared | 0.00328895928469852 |
F-TEST (value) | 1.25243563580762 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 151 |
p-value | 0.288759516392453 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.489874632262096 |
Sum Squared Residuals | 36.2365504554224 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 0.478260869565218 | 0.521739130434782 |
2 | 0 | 0.403508771929825 | -0.403508771929825 |
3 | 0 | 0.403508771929825 | -0.403508771929825 |
4 | 0 | 0.403508771929825 | -0.403508771929825 |
5 | 0 | 0.403508771929825 | -0.403508771929825 |
6 | 1 | 0.403508771929825 | 0.596491228070175 |
7 | 0 | 0.403508771929825 | -0.403508771929825 |
8 | 0 | 0.478260869565217 | -0.478260869565217 |
9 | 1 | 0.403508771929825 | 0.596491228070175 |
10 | 0 | 0.403508771929825 | -0.403508771929825 |
11 | 0 | 0.478260869565217 | -0.478260869565217 |
12 | 0 | 0.403508771929825 | -0.403508771929825 |
13 | 0 | 0.403508771929825 | -0.403508771929825 |
14 | 0 | 0.478260869565217 | -0.478260869565217 |
15 | 1 | 0.403508771929825 | 0.596491228070175 |
16 | 1 | 0.478260869565217 | 0.521739130434783 |
17 | 0 | 0.478260869565217 | -0.478260869565217 |
18 | 0 | 0.478260869565217 | -0.478260869565217 |
19 | 1 | 0.403508771929825 | 0.596491228070175 |
20 | 1 | 0.478260869565217 | 0.521739130434783 |
21 | 0 | 0.403508771929825 | -0.403508771929825 |
22 | 1 | 0.403508771929825 | 0.596491228070175 |
23 | 1 | 0.403508771929825 | 0.596491228070175 |
24 | 1 | 0.403508771929825 | 0.596491228070175 |
25 | 1 | 0.478260869565217 | 0.521739130434783 |
26 | 0 | 0.403508771929825 | -0.403508771929825 |
27 | 1 | 0.403508771929825 | 0.596491228070175 |
28 | 0 | 0.403508771929825 | -0.403508771929825 |
29 | 1 | 0.403508771929825 | 0.596491228070175 |
30 | 0 | 0.403508771929825 | -0.403508771929825 |
31 | 0 | 0.403508771929825 | -0.403508771929825 |
32 | 0 | 0.403508771929825 | -0.403508771929825 |
33 | 0 | 0.403508771929825 | -0.403508771929825 |
34 | 1 | 0.478260869565217 | 0.521739130434783 |
35 | 0 | 0.403508771929825 | -0.403508771929825 |
36 | 0 | 0.403508771929825 | -0.403508771929825 |
37 | 0 | 0.478260869565217 | -0.478260869565217 |
38 | 1 | 0.403508771929825 | 0.596491228070175 |
39 | 1 | 0.403508771929825 | 0.596491228070175 |
40 | 0 | 0.478260869565217 | -0.478260869565217 |
41 | 1 | 0.403508771929825 | 0.596491228070175 |
42 | 1 | 0.403508771929825 | 0.596491228070175 |
43 | 1 | 0.403508771929825 | 0.596491228070175 |
44 | 0 | 0.478260869565217 | -0.478260869565217 |
45 | 0 | 0.403508771929825 | -0.403508771929825 |
46 | 1 | 0.403508771929825 | 0.596491228070175 |
47 | 0 | 0.403508771929825 | -0.403508771929825 |
48 | 1 | 0.403508771929825 | 0.596491228070175 |
49 | 1 | 0.403508771929825 | 0.596491228070175 |
50 | 0 | 0.403508771929825 | -0.403508771929825 |
51 | 0 | 0.478260869565217 | -0.478260869565217 |
52 | 0 | 0.478260869565217 | -0.478260869565217 |
53 | 1 | 0.403508771929825 | 0.596491228070175 |
54 | 0 | 0.403508771929825 | -0.403508771929825 |
55 | 0 | 0.403508771929825 | -0.403508771929825 |
56 | 1 | 0.478260869565217 | 0.521739130434783 |
57 | 1 | 0.403508771929825 | 0.596491228070175 |
58 | 1 | 0.403508771929825 | 0.596491228070175 |
59 | 1 | 0.403508771929825 | 0.596491228070175 |
60 | 1 | 0.478260869565217 | 0.521739130434783 |
61 | 1 | 0.478260869565217 | 0.521739130434783 |
62 | 0 | 0.403508771929825 | -0.403508771929825 |
63 | 0 | 0.403508771929825 | -0.403508771929825 |
64 | 1 | 0.478260869565217 | 0.521739130434783 |
65 | 0 | 0.403508771929825 | -0.403508771929825 |
66 | 0 | 0.403508771929825 | -0.403508771929825 |
67 | 0 | 0.478260869565217 | -0.478260869565217 |
68 | 0 | 0.403508771929825 | -0.403508771929825 |
69 | 1 | 0.403508771929825 | 0.596491228070175 |
70 | 0 | 0.403508771929825 | -0.403508771929825 |
71 | 0 | 0.403508771929825 | -0.403508771929825 |
72 | 1 | 0.403508771929825 | 0.596491228070175 |
73 | 1 | 0.403508771929825 | 0.596491228070175 |
74 | 0 | 0.403508771929825 | -0.403508771929825 |
75 | 1 | 0.403508771929825 | 0.596491228070175 |
76 | 1 | 0.478260869565217 | 0.521739130434783 |
77 | 1 | 0.403508771929825 | 0.596491228070175 |
78 | 1 | 0.403508771929825 | 0.596491228070175 |
79 | 1 | 0.478260869565217 | 0.521739130434783 |
80 | 0 | 0.478260869565217 | -0.478260869565217 |
81 | 0 | 0.403508771929825 | -0.403508771929825 |
82 | 1 | 0.403508771929825 | 0.596491228070175 |
83 | 0 | 0.403508771929825 | -0.403508771929825 |
84 | 0 | 0.403508771929825 | -0.403508771929825 |
85 | 1 | 0.403508771929825 | 0.596491228070175 |
86 | 0 | 0.403508771929825 | -0.403508771929825 |
87 | 1 | 0.403508771929825 | 0.596491228070175 |
88 | 1 | 0.235294117647059 | 0.764705882352941 |
89 | 0 | 0.403508771929825 | -0.403508771929825 |
90 | 1 | 0.403508771929825 | 0.596491228070175 |
91 | 0 | 0.403508771929825 | -0.403508771929825 |
92 | 0 | 0.235294117647059 | -0.235294117647059 |
93 | 0 | 0.403508771929825 | -0.403508771929825 |
94 | 0 | 0.403508771929825 | -0.403508771929825 |
95 | 0 | 0.235294117647059 | -0.235294117647059 |
96 | 1 | 0.403508771929825 | 0.596491228070175 |
97 | 0 | 0.235294117647059 | -0.235294117647059 |
98 | 0 | 0.403508771929825 | -0.403508771929825 |
99 | 0 | 0.403508771929825 | -0.403508771929825 |
100 | 1 | 0.403508771929825 | 0.596491228070175 |
101 | 1 | 0.403508771929825 | 0.596491228070175 |
102 | 0 | 0.403508771929825 | -0.403508771929825 |
103 | 0 | 0.403508771929825 | -0.403508771929825 |
104 | 0 | 0.403508771929825 | -0.403508771929825 |
105 | 0 | 0.235294117647059 | -0.235294117647059 |
106 | 0 | 0.403508771929825 | -0.403508771929825 |
107 | 0 | 0.403508771929825 | -0.403508771929825 |
108 | 0 | 0.235294117647059 | -0.235294117647059 |
109 | 0 | 0.403508771929825 | -0.403508771929825 |
110 | 0 | 0.403508771929825 | -0.403508771929825 |
111 | 0 | 0.235294117647059 | -0.235294117647059 |
112 | 0 | 0.235294117647059 | -0.235294117647059 |
113 | 0 | 0.403508771929825 | -0.403508771929825 |
114 | 0 | 0.235294117647059 | -0.235294117647059 |
115 | 0 | 0.403508771929825 | -0.403508771929825 |
116 | 0 | 0.403508771929825 | -0.403508771929825 |
117 | 1 | 0.403508771929825 | 0.596491228070175 |
118 | 0 | 0.403508771929825 | -0.403508771929825 |
119 | 0 | 0.403508771929825 | -0.403508771929825 |
120 | 1 | 0.403508771929825 | 0.596491228070175 |
121 | 0 | 0.403508771929825 | -0.403508771929825 |
122 | 0 | 0.403508771929825 | -0.403508771929825 |
123 | 0 | 0.235294117647059 | -0.235294117647059 |
124 | 1 | 0.403508771929825 | 0.596491228070175 |
125 | 1 | 0.403508771929825 | 0.596491228070175 |
126 | 0 | 0.235294117647059 | -0.235294117647059 |
127 | 0 | 0.403508771929825 | -0.403508771929825 |
128 | 1 | 0.403508771929825 | 0.596491228070175 |
129 | 0 | 0.403508771929825 | -0.403508771929825 |
130 | 1 | 0.403508771929825 | 0.596491228070175 |
131 | 0 | 0.403508771929825 | -0.403508771929825 |
132 | 1 | 0.403508771929825 | 0.596491228070175 |
133 | 0 | 0.403508771929825 | -0.403508771929825 |
134 | 0 | 0.403508771929825 | -0.403508771929825 |
135 | 0 | 0.403508771929825 | -0.403508771929825 |
136 | 0 | 0.403508771929825 | -0.403508771929825 |
137 | 1 | 0.403508771929825 | 0.596491228070175 |
138 | 1 | 0.235294117647059 | 0.764705882352941 |
139 | 0 | 0.235294117647059 | -0.235294117647059 |
140 | 0 | 0.403508771929825 | -0.403508771929825 |
141 | 1 | 0.403508771929825 | 0.596491228070175 |
142 | 1 | 0.235294117647059 | 0.764705882352941 |
143 | 0 | 0.403508771929825 | -0.403508771929825 |
144 | 1 | 0.403508771929825 | 0.596491228070175 |
145 | 0 | 0.403508771929825 | -0.403508771929825 |
146 | 1 | 0.235294117647059 | 0.764705882352941 |
147 | 0 | 0.235294117647059 | -0.235294117647059 |
148 | 0 | 0.235294117647059 | -0.235294117647059 |
149 | 0 | 0.403508771929825 | -0.403508771929825 |
150 | 1 | 0.403508771929825 | 0.596491228070175 |
151 | 1 | 0.403508771929825 | 0.596491228070175 |
152 | 0 | 0.403508771929825 | -0.403508771929825 |
153 | 0 | 0.403508771929825 | -0.403508771929825 |
154 | 0 | 0.403508771929825 | -0.403508771929825 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.651554178031027 | 0.696891643937947 | 0.348445821968974 |
7 | 0.512130438180055 | 0.97573912363989 | 0.487869561819945 |
8 | 0.638931940056429 | 0.722136119887143 | 0.361068059943571 |
9 | 0.754314467049618 | 0.491371065900764 | 0.245685532950382 |
10 | 0.684127563693429 | 0.631744872613141 | 0.315872436306571 |
11 | 0.647836997909015 | 0.70432600418197 | 0.352163002090985 |
12 | 0.573541642960507 | 0.852916714078985 | 0.426458357039493 |
13 | 0.496931263352529 | 0.993862526705058 | 0.503068736647471 |
14 | 0.440498410856369 | 0.880996821712738 | 0.559501589143631 |
15 | 0.558270035026699 | 0.883459929946602 | 0.441729964973301 |
16 | 0.615885657331812 | 0.768228685336375 | 0.384114342668188 |
17 | 0.582038005165289 | 0.835923989669422 | 0.417961994834711 |
18 | 0.539885680433127 | 0.920228639133745 | 0.460114319566873 |
19 | 0.605900224152343 | 0.788199551695315 | 0.394099775847657 |
20 | 0.649970417717451 | 0.700059164565097 | 0.350029582282549 |
21 | 0.611310830945352 | 0.777378338109297 | 0.388689169054648 |
22 | 0.656504388226199 | 0.686991223547602 | 0.343495611773801 |
23 | 0.685443302471572 | 0.629113395056855 | 0.314556697528428 |
24 | 0.703400585028553 | 0.593198829942895 | 0.296599414971447 |
25 | 0.717597935821258 | 0.564804128357484 | 0.282402064178742 |
26 | 0.699627471310362 | 0.600745057379276 | 0.300372528689638 |
27 | 0.714626164425494 | 0.570747671149012 | 0.285373835574506 |
28 | 0.698435972046457 | 0.603128055907087 | 0.301564027953543 |
29 | 0.712153873955064 | 0.575692252089871 | 0.287846126044936 |
30 | 0.697347907974449 | 0.605304184051102 | 0.302652092025551 |
31 | 0.679827997045598 | 0.640344005908804 | 0.320172002954402 |
32 | 0.659930436259889 | 0.680139127480223 | 0.340069563740111 |
33 | 0.637952572784202 | 0.724094854431595 | 0.362047427215798 |
34 | 0.642558403212833 | 0.714883193574333 | 0.357441596787167 |
35 | 0.61921756061318 | 0.76156487877364 | 0.38078243938682 |
36 | 0.594365027735192 | 0.811269944529615 | 0.405634972264808 |
37 | 0.589512362469042 | 0.820975275061916 | 0.410487637530958 |
38 | 0.619735306296553 | 0.760529387406894 | 0.380264693703447 |
39 | 0.644325871519877 | 0.711348256960247 | 0.355674128480123 |
40 | 0.636076459024951 | 0.727847081950099 | 0.363923540975049 |
41 | 0.656501399046467 | 0.686997201907065 | 0.343498600953533 |
42 | 0.673412722610214 | 0.653174554779572 | 0.326587277389786 |
43 | 0.687553657989762 | 0.624892684020477 | 0.312446342010238 |
44 | 0.679845225255744 | 0.640309549488512 | 0.320154774744256 |
45 | 0.66731605428223 | 0.665367891435541 | 0.33268394571777 |
46 | 0.681721119655087 | 0.636557760689825 | 0.318278880344913 |
47 | 0.669592685315392 | 0.660814629369216 | 0.330407314684608 |
48 | 0.683862116502602 | 0.632275766994796 | 0.316137883497398 |
49 | 0.696592980531996 | 0.606814038936008 | 0.303407019468004 |
50 | 0.686287152649985 | 0.627425694700031 | 0.313712847350015 |
51 | 0.68275209031212 | 0.634495819375759 | 0.31724790968788 |
52 | 0.684165426437562 | 0.631669147124876 | 0.315834573562438 |
53 | 0.69843497695985 | 0.603130046080301 | 0.30156502304015 |
54 | 0.688764465548772 | 0.622471068902455 | 0.311235534451228 |
55 | 0.677931686038159 | 0.644136627923683 | 0.322068313961841 |
56 | 0.685156786014993 | 0.629686427970014 | 0.314843213985007 |
57 | 0.70024906489712 | 0.599501870205759 | 0.299750935102879 |
58 | 0.714572927855857 | 0.570854144288285 | 0.285427072144142 |
59 | 0.728393556157375 | 0.54321288768525 | 0.271606443842625 |
60 | 0.730058426652348 | 0.539883146695304 | 0.269941573347652 |
61 | 0.729975792355229 | 0.540048415289542 | 0.270024207644771 |
62 | 0.720428798359927 | 0.559142403280146 | 0.279571201640073 |
63 | 0.709903247242245 | 0.58019350551551 | 0.290096752757755 |
64 | 0.710684235288332 | 0.578631529423336 | 0.289315764711668 |
65 | 0.699155339602002 | 0.601689320795997 | 0.300844660397998 |
66 | 0.686816041644597 | 0.626367916710807 | 0.313183958355403 |
67 | 0.69034850558509 | 0.61930298882982 | 0.30965149441491 |
68 | 0.677409628322322 | 0.645180743355357 | 0.322590371677678 |
69 | 0.694670623876854 | 0.610658752246292 | 0.305329376123146 |
70 | 0.681726018754298 | 0.636547962491404 | 0.318273981245702 |
71 | 0.668175752676194 | 0.663648494647612 | 0.331824247323806 |
72 | 0.686363798581726 | 0.627272402836548 | 0.313636201418274 |
73 | 0.704460076879601 | 0.591079846240799 | 0.2955399231204 |
74 | 0.691366771818287 | 0.617266456363426 | 0.308633228181713 |
75 | 0.710012398477695 | 0.57997520304461 | 0.289987601522305 |
76 | 0.706783918833668 | 0.586432162332663 | 0.293216081166332 |
77 | 0.725746174785336 | 0.548507650429327 | 0.274253825214664 |
78 | 0.745111248002995 | 0.50977750399401 | 0.254888751997005 |
79 | 0.768242831349596 | 0.463514337300808 | 0.231757168650404 |
80 | 0.747743975527181 | 0.504512048945637 | 0.252256024472819 |
81 | 0.734947950515309 | 0.530104098969383 | 0.265052049484691 |
82 | 0.755647538816219 | 0.488704922367562 | 0.244352461183781 |
83 | 0.742580744599112 | 0.514838510801776 | 0.257419255400888 |
84 | 0.728886220768191 | 0.542227558463619 | 0.271113779231809 |
85 | 0.750947145439364 | 0.498105709121271 | 0.249052854560636 |
86 | 0.736961099346699 | 0.526077801306602 | 0.263038900653301 |
87 | 0.760117709424977 | 0.479764581150045 | 0.239882290575023 |
88 | 0.782150399106564 | 0.435699201786871 | 0.217849600893435 |
89 | 0.768836375850133 | 0.462327248299734 | 0.231163624149867 |
90 | 0.793473958839865 | 0.413052082320269 | 0.206526041160135 |
91 | 0.779936902767839 | 0.440126194464322 | 0.220063097232161 |
92 | 0.775091632946452 | 0.449816734107095 | 0.224908367053548 |
93 | 0.760344414860028 | 0.479311170279943 | 0.239655585139972 |
94 | 0.74502885012224 | 0.509942299755521 | 0.25497114987776 |
95 | 0.719468264499339 | 0.561063471001321 | 0.280531735500661 |
96 | 0.746879333613504 | 0.506241332772993 | 0.253120666386496 |
97 | 0.716935657972316 | 0.566128684055369 | 0.283064342027684 |
98 | 0.69908158891528 | 0.601836822169441 | 0.30091841108472 |
99 | 0.680755365680937 | 0.638489268638127 | 0.319244634319063 |
100 | 0.711194323126882 | 0.577611353746237 | 0.288805676873118 |
101 | 0.743636907989196 | 0.512726184021609 | 0.256363092010804 |
102 | 0.724694210423375 | 0.550611579153251 | 0.275305789576625 |
103 | 0.705127878859421 | 0.589744242281159 | 0.294872121140579 |
104 | 0.685062022336797 | 0.629875955326407 | 0.314937977663203 |
105 | 0.649630340741433 | 0.700739318517135 | 0.350369659258567 |
106 | 0.628137964307531 | 0.743724071384939 | 0.371862035692469 |
107 | 0.606543933159633 | 0.786912133680733 | 0.393456066840367 |
108 | 0.568400682541687 | 0.863198634916627 | 0.431599317458313 |
109 | 0.546211667428458 | 0.907576665143084 | 0.453788332571542 |
110 | 0.524416905147065 | 0.951166189705871 | 0.475583094852935 |
111 | 0.486078006790197 | 0.972156013580394 | 0.513921993209803 |
112 | 0.450083678035147 | 0.900167356070294 | 0.549916321964853 |
113 | 0.428584759876941 | 0.857169519753883 | 0.571415240123059 |
114 | 0.396482581157955 | 0.792965162315911 | 0.603517418842045 |
115 | 0.376159575165827 | 0.752319150331655 | 0.623840424834173 |
116 | 0.357100739157937 | 0.714201478315875 | 0.642899260842063 |
117 | 0.381138166217581 | 0.762276332435161 | 0.618861833782419 |
118 | 0.360714341683836 | 0.721428683367671 | 0.639285658316164 |
119 | 0.341856703786778 | 0.683713407573556 | 0.658143296213222 |
120 | 0.364812747860065 | 0.729625495720129 | 0.635187252139935 |
121 | 0.344442426327943 | 0.688884852655886 | 0.655557573672057 |
122 | 0.326017052999681 | 0.652034105999361 | 0.673982947000319 |
123 | 0.300260671267963 | 0.600521342535925 | 0.699739328732037 |
124 | 0.320950253363037 | 0.641900506726074 | 0.679049746636963 |
125 | 0.348311534440754 | 0.696623068881509 | 0.651688465559246 |
126 | 0.331098546489399 | 0.662197092978798 | 0.668901453510601 |
127 | 0.306964513063739 | 0.613929026127477 | 0.693035486936261 |
128 | 0.33791219243698 | 0.67582438487396 | 0.66208780756302 |
129 | 0.310824927605057 | 0.621649855210115 | 0.689175072394943 |
130 | 0.346873376501343 | 0.693746753002685 | 0.653126623498657 |
131 | 0.316023574099237 | 0.632047148198474 | 0.683976425900763 |
132 | 0.359210029113409 | 0.718420058226817 | 0.640789970886591 |
133 | 0.323458964184798 | 0.646917928369596 | 0.676541035815202 |
134 | 0.291051941248679 | 0.582103882497358 | 0.708948058751321 |
135 | 0.262615175052659 | 0.525230350105318 | 0.737384824947341 |
136 | 0.238822748103854 | 0.477645496207709 | 0.761177251896146 |
137 | 0.262079237123839 | 0.524158474247679 | 0.737920762876161 |
138 | 0.282278791830404 | 0.564557583660808 | 0.717721208169596 |
139 | 0.25975022520958 | 0.51950045041916 | 0.74024977479042 |
140 | 0.228373307298086 | 0.456746614596172 | 0.771626692701914 |
141 | 0.258254434414838 | 0.516508868829675 | 0.741745565585162 |
142 | 0.281570329926296 | 0.563140659852591 | 0.718429670073704 |
143 | 0.237470919377108 | 0.474941838754215 | 0.762529080622892 |
144 | 0.284299551830115 | 0.568599103660229 | 0.715700448169885 |
145 | 0.224521239796168 | 0.449042479592336 | 0.775478760203832 |
146 | 0.364484449941513 | 0.728968899883025 | 0.635515550058487 |
147 | 0.244204869862424 | 0.488409739724849 | 0.755795130137576 |
148 | 0.141089238561699 | 0.282178477123399 | 0.858910761438301 |
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 |