Multiple Linear Regression - Estimated Regression Equation |
Weeks[t] = + 2.14356365765267 + 0.00691809520606492Uselimit[t] + 0.0872694099260552T40[t] -0.147467826531057T20[t] + 0.0316759870773371Used[t] + 0.0585909257182569CorrectAnalysis[t] + 0.0083120029122766Useful[t] -0.00701187238829388`Outcome\r\r`[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) | 2.14356365765267 | 0.378771 | 5.6593 | 0 | 0 |
Uselimit | 0.00691809520606492 | 0.008871 | 0.7798 | 0.436761 | 0.218381 |
T40 | 0.0872694099260552 | 0.010604 | 8.2302 | 0 | 0 |
T20 | -0.147467826531057 | 0.008351 | -17.6593 | 0 | 0 |
Used | 0.0316759870773371 | 0.01035 | 3.0605 | 0.002631 | 0.001315 |
CorrectAnalysis | 0.0585909257182569 | 0.017052 | 3.4361 | 0.000769 | 0.000384 |
Useful | 0.0083120029122766 | 0.009762 | 0.8515 | 0.395882 | 0.197941 |
`Outcome\r\r` | -0.00701187238829388 | 0.008473 | -0.8276 | 0.409275 | 0.204637 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.998802740696495 |
R-squared | 0.99760691482283 |
Adjusted R-squared | 0.997492177862281 |
F-TEST (value) | 8694.73019022995 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 146 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.0498971761014772 |
Sum Squared Residuals | 0.363500314703667 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 4 | 4.05179657460487 | -0.0517965746048727 |
2 | 4 | 3.97845713227318 | 0.021542867726821 |
3 | 4 | 3.97845713227318 | 0.0215428677268202 |
4 | 4 | 3.97845713227318 | 0.0215428677268212 |
5 | 4 | 3.97845713227318 | 0.0215428677268211 |
6 | 4 | 3.95621516176654 | 0.0437848382334565 |
7 | 4 | 3.97845713227318 | 0.0215428677268211 |
8 | 4 | 4.06572654219923 | -0.065726542199234 |
9 | 4 | 3.97144525988488 | 0.028554740115115 |
10 | 4 | 3.97153903706711 | 0.028460962932886 |
11 | 4 | 4.05880844699317 | -0.0588084469931692 |
12 | 4 | 3.97845713227318 | 0.0215428677268211 |
13 | 4 | 4.00182111643824 | -0.00182111643823935 |
14 | 4 | 4.05880844699317 | -0.0588084469931692 |
15 | 4 | 3.99480924404995 | 0.00519075595005453 |
16 | 4 | 4.082078653976 | -0.0820786539760007 |
17 | 4 | 4.02358150543997 | -0.0235815054399728 |
18 | 4 | 4.05880844699317 | -0.0588084469931692 |
19 | 4 | 3.97144525988488 | 0.028554740115115 |
20 | 4 | 4.02348772825774 | -0.0234877282577437 |
21 | 4 | 3.96322703415484 | 0.0367729658451626 |
22 | 4 | 3.98789114884388 | 0.0121088511561194 |
23 | 4 | 3.96313325697261 | 0.0368667430273916 |
24 | 4 | 3.95621516176654 | 0.0437848382334565 |
25 | 4 | 4.09039065688828 | -0.0903906568882773 |
26 | 4 | 4.00182111643824 | -0.00182111643823935 |
27 | 4 | 3.96452716467882 | 0.0354728353211799 |
28 | 4 | 4.01013311935052 | -0.0101331193505159 |
29 | 4 | 3.97144525988488 | 0.028554740115115 |
30 | 4 | 3.9701451293609 | 0.0298548706390977 |
31 | 4 | 3.97845713227318 | 0.0215428677268211 |
32 | 4 | 3.97153903706711 | 0.028460962932886 |
33 | 4 | 3.96322703415484 | 0.0367729658451626 |
34 | 4 | 4.05871466981094 | -0.0587146698109402 |
35 | 4 | 3.97845713227318 | 0.0215428677268211 |
36 | 4 | 3.97845713227318 | 0.0215428677268211 |
37 | 4 | 4.08217243115823 | -0.0821724311582297 |
38 | 4 | 4.00312124696222 | -0.00312124696222207 |
39 | 4 | 3.96313325697261 | 0.0368667430273916 |
40 | 4 | 4.05741453928696 | -0.0574145392869575 |
41 | 4 | 3.93621831833169 | 0.0637816816683115 |
42 | 4 | 4.00312124696222 | -0.00312124696222207 |
43 | 4 | 3.95621516176654 | 0.0437848382334565 |
44 | 4 | 4.05880844699317 | -0.0588084469931692 |
45 | 4 | 3.9701451293609 | 0.0298548706390977 |
46 | 4 | 3.96313325697261 | 0.0368667430273916 |
47 | 4 | 3.97845713227318 | 0.0215428677268211 |
48 | 4 | 3.97144525988488 | 0.028554740115115 |
49 | 4 | 3.96313325697261 | 0.0368667430273916 |
50 | 4 | 3.97845713227318 | 0.0215428677268211 |
51 | 4 | 4.09740252927657 | -0.0974025292765711 |
52 | 4 | 4.02358150543997 | -0.0235815054399728 |
53 | 4 | 3.97144525988488 | 0.028554740115115 |
54 | 4 | 3.95154219363226 | 0.048457806367741 |
55 | 4 | 3.97845713227318 | 0.0215428677268211 |
56 | 4 | 4.09039065688828 | -0.0903906568882773 |
57 | 4 | 3.99480924404995 | 0.00519075595005453 |
58 | 4 | 3.97144525988488 | 0.028554740115115 |
59 | 4 | 3.97144525988488 | 0.028554740115115 |
60 | 4 | 4.01656963305168 | -0.0165696330516789 |
61 | 4 | 4.05179657460488 | -0.0517965746048753 |
62 | 4 | 4.00182111643824 | -0.00182111643823935 |
63 | 4 | 3.97845713227318 | 0.0215428677268211 |
64 | 4 | 4.05179657460488 | -0.0517965746048753 |
65 | 4 | 3.97845713227318 | 0.0215428677268211 |
66 | 4 | 3.97845713227318 | 0.0215428677268211 |
67 | 4 | 4.03049960064604 | -0.0304996006460376 |
68 | 4 | 3.97153903706711 | 0.028460962932886 |
69 | 4 | 3.97144525988488 | 0.028554740115115 |
70 | 4 | 4.01013311935052 | -0.0101331193505159 |
71 | 4 | 3.97845713227318 | 0.0215428677268211 |
72 | 4 | 3.97144525988488 | 0.028554740115115 |
73 | 4 | 4.00312124696222 | -0.00312124696222207 |
74 | 4 | 4.00321502414445 | -0.00321502414445106 |
75 | 4 | 3.97144525988488 | 0.028554740115115 |
76 | 4 | 4.05040266689866 | -0.0504026668986636 |
77 | 4 | 3.97144525988488 | 0.028554740115115 |
78 | 4 | 3.99480924404995 | 0.00519075595005453 |
79 | 4 | 4.03179973117002 | -0.0317997311700203 |
80 | 4 | 4.05741453928696 | -0.0574145392869575 |
81 | 4 | 3.97845713227318 | 0.0215428677268211 |
82 | 4 | 3.99620315175616 | 0.00379684824384282 |
83 | 4 | 3.97845713227318 | 0.0215428677268211 |
84 | 4 | 3.95154219363226 | 0.048457806367741 |
85 | 4 | 3.96313325697261 | 0.0368667430273916 |
86 | 4 | 3.97153903706711 | 0.028460962932886 |
87 | 2 | 2.02643085641692 | -0.026430856416917 |
88 | 2 | 1.9106390169632 | 0.0893609830368034 |
89 | 2 | 2.04036082401128 | -0.0403608240112758 |
90 | 2 | 2.03334895162298 | -0.0333489516229819 |
91 | 2 | 2.032048821099 | -0.0320488210989992 |
92 | 2 | 1.88597490227415 | 0.114025097725847 |
93 | 2 | 2.02513072589293 | -0.0251307258929342 |
94 | 2 | 2.04036082401128 | -0.0403608240112758 |
95 | 2 | 1.89289299748022 | 0.107107002519782 |
96 | 2 | 2.03334895162298 | -0.0333489516229819 |
97 | 2 | 1.88597490227415 | 0.114025097725847 |
98 | 2 | 2.04036082401128 | -0.0403608240112758 |
99 | 2 | 2.03344272880521 | -0.0334427288052108 |
100 | 2 | 2.03334895162298 | -0.0333489516229819 |
101 | 2 | 2.02643085641692 | -0.026430856416917 |
102 | 2 | 2.04036082401128 | -0.0403608240112758 |
103 | 2 | 2.04036082401128 | -0.0403608240112758 |
104 | 2 | 2.04036082401128 | -0.0403608240112758 |
105 | 2 | 1.92456898455756 | 0.0754310154424446 |
106 | 2 | 2.04036082401128 | -0.0403608240112758 |
107 | 2 | 2.04036082401128 | -0.0403608240112758 |
108 | 2 | 1.91765088935149 | 0.0823491106485096 |
109 | 2 | 2.04036082401128 | -0.0403608240112758 |
110 | 2 | 2.03344272880521 | -0.0334427288052108 |
111 | 2 | 1.90933888643921 | 0.0906611135607862 |
112 | 2 | 1.89289299748022 | 0.107107002519782 |
113 | 2 | 2.07203681108861 | -0.0720368110886129 |
114 | 2 | 1.91765088935149 | 0.0823491106485096 |
115 | 2 | 2.03344272880521 | -0.0334427288052108 |
116 | 2 | 2.04036082401128 | -0.0403608240112758 |
117 | 2 | 2.02643085641692 | -0.026430856416917 |
118 | 2 | 2.03344272880521 | -0.0334427288052108 |
119 | 2 | 2.04036082401128 | -0.0403608240112758 |
120 | 2 | 2.03334895162298 | -0.0333489516229819 |
121 | 2 | 2.03344272880521 | -0.0334427288052108 |
122 | 2 | 2.04036082401128 | -0.0403608240112758 |
123 | 2 | 1.91765088935149 | 0.0823491106485096 |
124 | 2 | 2.05671293578804 | -0.0567129357880424 |
125 | 2 | 2.03334895162298 | -0.0333489516229819 |
126 | 2 | 1.89289299748022 | 0.107107002519782 |
127 | 2 | 2.032048821099 | -0.0320488210989992 |
128 | 2 | 2.03334895162298 | -0.0333489516229819 |
129 | 2 | 2.04036082401128 | -0.0403608240112758 |
130 | 2 | 2.03334895162298 | -0.0333489516229819 |
131 | 2 | 2.03344272880521 | -0.0334427288052108 |
132 | 2 | 2.02643085641692 | -0.026430856416917 |
133 | 2 | 2.06511871588255 | -0.0651187158825479 |
134 | 2 | 2.04036082401128 | -0.0403608240112758 |
135 | 2 | 2.04036082401128 | -0.0403608240112758 |
136 | 2 | 2.04036082401128 | -0.0403608240112758 |
137 | 2 | 2.04979484058198 | -0.0497948405819774 |
138 | 2 | 1.90232701405092 | 0.09767298594908 |
139 | 2 | 1.89289299748022 | 0.107107002519782 |
140 | 2 | 2.04036082401128 | -0.0403608240112758 |
141 | 2 | 2.00643401298206 | -0.00643401298206208 |
142 | 2 | 1.91755711216926 | 0.0824428878307385 |
143 | 2 | 2.03344272880521 | -0.0334427288052108 |
144 | 2 | 2.02503694871071 | -0.0250369487107053 |
145 | 2 | 2.032048821099 | -0.0320488210989992 |
146 | 2 | 1.88588112509192 | 0.114118874908076 |
147 | 2 | 1.92456898455756 | 0.0754310154424446 |
148 | 2 | 1.89289299748022 | 0.107107002519782 |
149 | 2 | 2.03344272880521 | -0.0334427288052108 |
150 | 2 | 2.02503694871071 | -0.0250369487107053 |
151 | 2 | 2.03334895162298 | -0.0333489516229819 |
152 | 2 | 2.00652779016429 | -0.006527790164291 |
153 | 2 | 1.99821578725201 | 0.0017842127479856 |
154 | 2 | 2.06511871588255 | -0.0651187158825479 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
11 | 8.91451204988924e-46 | 1.78290240997785e-45 | 1 |
12 | 1.46610128453191e-56 | 2.93220256906382e-56 | 1 |
13 | 5.91051827904491e-81 | 1.18210365580898e-80 | 1 |
14 | 8.34450190884771e-84 | 1.66890038176954e-83 | 1 |
15 | 1.490285723565e-97 | 2.98057144713001e-97 | 1 |
16 | 0 | 0 | 1 |
17 | 1.13666093284665e-135 | 2.27332186569329e-135 | 1 |
18 | 2.01572717666455e-140 | 4.0314543533291e-140 | 1 |
19 | 4.33446927744519e-153 | 8.66893855489037e-153 | 1 |
20 | 7.68497037040315e-176 | 1.53699407408063e-175 | 1 |
21 | 5.73721645844938e-207 | 1.14744329168988e-206 | 1 |
22 | 1.49066387677907e-197 | 2.98132775355814e-197 | 1 |
23 | 6.9849123970139e-208 | 1.39698247940278e-207 | 1 |
24 | 1.01212683974462e-224 | 2.02425367948924e-224 | 1 |
25 | 1.20773110720919e-241 | 2.41546221441838e-241 | 1 |
26 | 3.09052883358848e-281 | 6.18105766717696e-281 | 1 |
27 | 2.45053446414041e-268 | 4.90106892828081e-268 | 1 |
28 | 1.65693982740206e-277 | 3.31387965480412e-277 | 1 |
29 | 2.47443230454028e-296 | 4.94886460908057e-296 | 1 |
30 | 3.1406928684659e-311 | 6.28138573693181e-311 | 1 |
31 | 3.23502277914783e-317 | 6.47004555829567e-317 | 1 |
32 | 0 | 0 | 1 |
33 | 0 | 0 | 1 |
34 | 0 | 0 | 1 |
35 | 0 | 0 | 1 |
36 | 0 | 0 | 1 |
37 | 0 | 0 | 1 |
38 | 0 | 0 | 1 |
39 | 0 | 0 | 1 |
40 | 0 | 0 | 1 |
41 | 0 | 0 | 1 |
42 | 0 | 0 | 1 |
43 | 0 | 0 | 1 |
44 | 0 | 0 | 1 |
45 | 0 | 0 | 1 |
46 | 0 | 0 | 1 |
47 | 0 | 0 | 1 |
48 | 0 | 0 | 1 |
49 | 0 | 0 | 1 |
50 | 0 | 0 | 1 |
51 | 0 | 0 | 1 |
52 | 0 | 0 | 1 |
53 | 0 | 0 | 1 |
54 | 0 | 0 | 1 |
55 | 0 | 0 | 1 |
56 | 0 | 0 | 1 |
57 | 0 | 0 | 1 |
58 | 0 | 0 | 1 |
59 | 0 | 0 | 1 |
60 | 0 | 0 | 1 |
61 | 0 | 0 | 1 |
62 | 0 | 0 | 1 |
63 | 0 | 0 | 1 |
64 | 0 | 0 | 1 |
65 | 0 | 0 | 1 |
66 | 0 | 0 | 1 |
67 | 0 | 0 | 1 |
68 | 0 | 0 | 1 |
69 | 0 | 0 | 1 |
70 | 0 | 0 | 1 |
71 | 0 | 0 | 1 |
72 | 0 | 0 | 1 |
73 | 0 | 0 | 1 |
74 | 0 | 0 | 1 |
75 | 0 | 0 | 1 |
76 | 0 | 0 | 1 |
77 | 0 | 0 | 1 |
78 | 0 | 0 | 1 |
79 | 0 | 0 | 1 |
80 | 1 | 9.84778823764973e-81 | 4.92389411882487e-81 |
81 | 0.999986551592004 | 2.68968159923314e-05 | 1.34484079961657e-05 |
82 | 0.99999411079074 | 1.17784185196614e-05 | 5.88920925983071e-06 |
83 | 1 | 1.76860226441068e-44 | 8.8430113220534e-45 |
84 | 2.09007139446932e-16 | 4.18014278893863e-16 | 1 |
85 | 1 | 4.80944255334761e-78 | 2.40472127667381e-78 |
86 | 1 | 1.72556705773829e-18 | 8.62783528869143e-19 |
87 | 7.39654526325061e-20 | 1.47930905265012e-19 | 1 |
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 | 3.95252516672997e-323 | 1.97626258336499e-323 |
124 | 1 | 6.52775321623496e-316 | 3.26387660811748e-316 |
125 | 1 | 3.90756809023467e-301 | 1.95378404511733e-301 |
126 | 1 | 1.5052637034234e-282 | 7.52631851711701e-283 |
127 | 1 | 1.22781609509348e-272 | 6.13908047546742e-273 |
128 | 1 | 5.74019652693714e-285 | 2.87009826346857e-285 |
129 | 1 | 2.50350694457748e-245 | 1.25175347228874e-245 |
130 | 1 | 8.13513662891946e-228 | 4.06756831445973e-228 |
131 | 1 | 1.05620997250836e-211 | 5.28104986254182e-212 |
132 | 1 | 1.34876001880076e-200 | 6.74380009400379e-201 |
133 | 1 | 3.54540970738559e-209 | 1.7727048536928e-209 |
134 | 1 | 8.09481675483133e-178 | 4.04740837741567e-178 |
135 | 1 | 5.71364069231766e-155 | 2.85682034615883e-155 |
136 | 1 | 1.81952913608771e-142 | 9.09764568043853e-143 |
137 | 1 | 1.32998912058844e-138 | 6.6499456029422e-139 |
138 | 1 | 0 | 0 |
139 | 1 | 5.5078516624098e-99 | 2.7539258312049e-99 |
140 | 1 | 1.59895731260546e-85 | 7.99478656302731e-86 |
141 | 1 | 9.99636551547207e-82 | 4.99818275773603e-82 |
142 | 1 | 6.21920524076175e-57 | 3.10960262038087e-57 |
143 | 1 | 6.47139151207899e-46 | 3.23569575603949e-46 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 133 | 1 | NOK |
5% type I error level | 133 | 1 | NOK |
10% type I error level | 133 | 1 | NOK |