Multiple Linear Regression - Estimated Regression Equation |
correctanalysis[t] = -0.0314804957797886 + 0.152155729602312T40[t] + 0.293133602007452used[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) | -0.0314804957797886 | 0.037058 | -0.8495 | 0.398046 | 0.199023 |
T40 | 0.152155729602312 | 0.065301 | 2.3301 | 0.022231 | 0.011116 |
used | 0.293133602007452 | 0.061682 | 4.7523 | 8e-06 | 4e-06 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.537258097779042 |
R-squared | 0.288646263629155 |
Adjusted R-squared | 0.271505209740701 |
F-TEST (value) | 16.8394700528642 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 83 |
p-value | 7.27031293390468e-07 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.262797454333299 |
Sum Squared Residuals | 5.73218766633716 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 0.120675233822523 | -0.120675233822523 |
2 | 0 | -0.0314804957797888 | 0.0314804957797888 |
3 | 0 | -0.0314804957797886 | 0.0314804957797886 |
4 | 0 | -0.0314804957797886 | 0.0314804957797886 |
5 | 0 | -0.0314804957797886 | 0.0314804957797886 |
6 | 0 | -0.0314804957797886 | 0.0314804957797886 |
7 | 0 | -0.0314804957797886 | 0.0314804957797886 |
8 | 0 | 0.120675233822523 | -0.120675233822523 |
9 | 0 | -0.0314804957797886 | 0.0314804957797886 |
10 | 0 | -0.0314804957797886 | 0.0314804957797886 |
11 | 0 | 0.120675233822523 | -0.120675233822523 |
12 | 0 | -0.0314804957797886 | 0.0314804957797886 |
13 | 0 | 0.261653106227663 | -0.261653106227663 |
14 | 0 | 0.120675233822523 | -0.120675233822523 |
15 | 0 | 0.261653106227663 | -0.261653106227663 |
16 | 0 | 0.413808835829975 | -0.413808835829975 |
17 | 1 | 0.413808835829975 | 0.586191164170025 |
18 | 0 | 0.120675233822523 | -0.120675233822523 |
19 | 0 | -0.0314804957797886 | 0.0314804957797886 |
20 | 1 | 0.413808835829975 | 0.586191164170025 |
21 | 0 | -0.0314804957797886 | 0.0314804957797886 |
22 | 0 | 0.261653106227663 | -0.261653106227663 |
23 | 0 | -0.0314804957797886 | 0.0314804957797886 |
24 | 0 | -0.0314804957797886 | 0.0314804957797886 |
25 | 0 | 0.413808835829975 | -0.413808835829975 |
26 | 0 | 0.261653106227663 | -0.261653106227663 |
27 | 0 | -0.0314804957797886 | 0.0314804957797886 |
28 | 0 | 0.261653106227663 | -0.261653106227663 |
29 | 0 | -0.0314804957797886 | 0.0314804957797886 |
30 | 0 | -0.0314804957797886 | 0.0314804957797886 |
31 | 0 | -0.0314804957797886 | 0.0314804957797886 |
32 | 0 | -0.0314804957797886 | 0.0314804957797886 |
33 | 0 | -0.0314804957797886 | 0.0314804957797886 |
34 | 0 | 0.120675233822523 | -0.120675233822523 |
35 | 0 | -0.0314804957797886 | 0.0314804957797886 |
36 | 0 | -0.0314804957797886 | 0.0314804957797886 |
37 | 0 | 0.413808835829975 | -0.413808835829975 |
38 | 0 | 0.261653106227663 | -0.261653106227663 |
39 | 0 | -0.0314804957797886 | 0.0314804957797886 |
40 | 0 | 0.120675233822523 | -0.120675233822523 |
41 | 1 | 0.261653106227663 | 0.738346893772337 |
42 | 0 | 0.261653106227663 | -0.261653106227663 |
43 | 0 | -0.0314804957797886 | 0.0314804957797886 |
44 | 0 | 0.120675233822523 | -0.120675233822523 |
45 | 0 | -0.0314804957797886 | 0.0314804957797886 |
46 | 0 | -0.0314804957797886 | 0.0314804957797886 |
47 | 0 | -0.0314804957797886 | 0.0314804957797886 |
48 | 0 | -0.0314804957797886 | 0.0314804957797886 |
49 | 0 | -0.0314804957797886 | 0.0314804957797886 |
50 | 0 | -0.0314804957797886 | 0.0314804957797886 |
51 | 0 | 0.413808835829975 | -0.413808835829975 |
52 | 1 | 0.413808835829975 | 0.586191164170025 |
53 | 0 | -0.0314804957797886 | 0.0314804957797886 |
54 | 1 | 0.261653106227663 | 0.738346893772337 |
55 | 0 | -0.0314804957797886 | 0.0314804957797886 |
56 | 0 | 0.413808835829975 | -0.413808835829975 |
57 | 0 | 0.261653106227663 | -0.261653106227663 |
58 | 0 | -0.0314804957797886 | 0.0314804957797886 |
59 | 0 | -0.0314804957797886 | 0.0314804957797886 |
60 | 1 | 0.413808835829975 | 0.586191164170025 |
61 | 0 | 0.120675233822523 | -0.120675233822523 |
62 | 0 | 0.261653106227663 | -0.261653106227663 |
63 | 0 | -0.0314804957797886 | 0.0314804957797886 |
64 | 0 | 0.120675233822523 | -0.120675233822523 |
65 | 0 | -0.0314804957797886 | 0.0314804957797886 |
66 | 0 | -0.0314804957797886 | 0.0314804957797886 |
67 | 1 | 0.413808835829975 | 0.586191164170025 |
68 | 0 | -0.0314804957797886 | 0.0314804957797886 |
69 | 0 | -0.0314804957797886 | 0.0314804957797886 |
70 | 0 | 0.261653106227663 | -0.261653106227663 |
71 | 0 | -0.0314804957797886 | 0.0314804957797886 |
72 | 0 | -0.0314804957797886 | 0.0314804957797886 |
73 | 0 | 0.261653106227663 | -0.261653106227663 |
74 | 0 | 0.261653106227663 | -0.261653106227663 |
75 | 0 | -0.0314804957797886 | 0.0314804957797886 |
76 | 0 | 0.120675233822523 | -0.120675233822523 |
77 | 0 | -0.0314804957797886 | 0.0314804957797886 |
78 | 0 | 0.261653106227663 | -0.261653106227663 |
79 | 1 | 0.413808835829975 | 0.586191164170025 |
80 | 0 | 0.120675233822523 | -0.120675233822523 |
81 | 0 | -0.0314804957797886 | 0.0314804957797886 |
82 | 0 | 0.261653106227663 | -0.261653106227663 |
83 | 0 | -0.0314804957797886 | 0.0314804957797886 |
84 | 1 | 0.261653106227663 | 0.738346893772337 |
85 | 0 | -0.0314804957797886 | 0.0314804957797886 |
86 | 0 | -0.0314804957797886 | 0.0314804957797886 |
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 | 0.181671911354071 | 0.363343822708142 | 0.818328088645929 |
18 | 0.135926784673839 | 0.271853569347678 | 0.864073215326161 |
19 | 0.0952179178485312 | 0.190435835697062 | 0.904782082151469 |
20 | 0.361835224614289 | 0.723670449228579 | 0.638164775385711 |
21 | 0.293158885121074 | 0.586317770242147 | 0.706841114878926 |
22 | 0.293859048820089 | 0.587718097640179 | 0.706140951179911 |
23 | 0.234256014883128 | 0.468512029766255 | 0.765743985116872 |
24 | 0.182369697167843 | 0.364739394335685 | 0.817630302832157 |
25 | 0.256645915991581 | 0.513291831983163 | 0.743354084008419 |
26 | 0.23598616410046 | 0.471972328200919 | 0.76401383589954 |
27 | 0.185669171928645 | 0.37133834385729 | 0.814330828071355 |
28 | 0.167322395064169 | 0.334644790128337 | 0.832677604935831 |
29 | 0.128010294172086 | 0.256020588344171 | 0.871989705827914 |
30 | 0.0957783719060769 | 0.191556743812154 | 0.904221628093923 |
31 | 0.0700742059249945 | 0.140148411849989 | 0.929925794075006 |
32 | 0.0501268144858185 | 0.100253628971637 | 0.949873185514182 |
33 | 0.0350565391812221 | 0.0701130783624441 | 0.964943460818778 |
34 | 0.0265030159681007 | 0.0530060319362014 | 0.973496984031899 |
35 | 0.0178503735316217 | 0.0357007470632434 | 0.982149626468378 |
36 | 0.0117528387880007 | 0.0235056775760014 | 0.988247161211999 |
37 | 0.0182937283447943 | 0.0365874566895887 | 0.981706271655206 |
38 | 0.0161633393421531 | 0.0323266786843061 | 0.983836660657847 |
39 | 0.0106645968119087 | 0.0213291936238175 | 0.989335403188091 |
40 | 0.00764491883471303 | 0.0152898376694261 | 0.992355081165287 |
41 | 0.150924194524255 | 0.30184838904851 | 0.849075805475745 |
42 | 0.147107321482276 | 0.294214642964551 | 0.852892678517724 |
43 | 0.113677420009305 | 0.227354840018611 | 0.886322579990695 |
44 | 0.0920711527010109 | 0.184142305402022 | 0.907928847298989 |
45 | 0.0686039023961111 | 0.137207804792222 | 0.931396097603889 |
46 | 0.050050422200948 | 0.100100844401896 | 0.949949577799052 |
47 | 0.0357391048712944 | 0.0714782097425888 | 0.964260895128706 |
48 | 0.0249693652363442 | 0.0499387304726885 | 0.975030634763656 |
49 | 0.0170630610481532 | 0.0341261220963064 | 0.982936938951847 |
50 | 0.0114013511412928 | 0.0228027022825855 | 0.988598648858707 |
51 | 0.022932766499732 | 0.045865532999464 | 0.977067233500268 |
52 | 0.0885387749778451 | 0.17707754995569 | 0.911461225022155 |
53 | 0.065664605482797 | 0.131329210965594 | 0.934335394517203 |
54 | 0.330860521255214 | 0.661721042510428 | 0.669139478744786 |
55 | 0.274802839721839 | 0.549605679443678 | 0.725197160278161 |
56 | 0.430336155232237 | 0.860672310464473 | 0.569663844767764 |
57 | 0.435978250492591 | 0.871956500985181 | 0.564021749507409 |
58 | 0.373372356569691 | 0.746744713139381 | 0.62662764343031 |
59 | 0.313930375357681 | 0.627860750715363 | 0.686069624642319 |
60 | 0.475523603290756 | 0.951047206581511 | 0.524476396709244 |
61 | 0.449137352914203 | 0.898274705828405 | 0.550862647085797 |
62 | 0.452158834101911 | 0.904317668203822 | 0.547841165898089 |
63 | 0.383728826092689 | 0.767457652185378 | 0.616271173907311 |
64 | 0.376996763968017 | 0.753993527936034 | 0.623003236031983 |
65 | 0.310318687570638 | 0.620637375141275 | 0.689681312429362 |
66 | 0.248896114533544 | 0.497792229067088 | 0.751103885466456 |
67 | 0.372894688559556 | 0.745789377119113 | 0.627105311440444 |
68 | 0.301626605941486 | 0.603253211882972 | 0.698373394058514 |
69 | 0.23644685170814 | 0.472893703416279 | 0.76355314829186 |
70 | 0.229219777284547 | 0.458439554569093 | 0.770780222715453 |
71 | 0.171371844046161 | 0.342743688092322 | 0.828628155953839 |
72 | 0.123190111942847 | 0.246380223885694 | 0.876809888057153 |
73 | 0.127178636010999 | 0.254357272021998 | 0.872821363989001 |
74 | 0.161275607693109 | 0.322551215386217 | 0.838724392306891 |
75 | 0.109516193240693 | 0.219032386481387 | 0.890483806759307 |
76 | 0.084310526181986 | 0.168621052363972 | 0.915689473818014 |
77 | 0.0503906716600904 | 0.100781343320181 | 0.94960932833991 |
78 | 0.10761993198423 | 0.21523986396846 | 0.89238006801577 |
79 | 0.124644891585679 | 0.249289783171359 | 0.875355108414321 |
80 | 0.0644952605096529 | 0.128990521019306 | 0.935504739490347 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 11 | 0.146666666666667 | NOK |
5% type I error level | 21 | 0.28 | NOK |
10% type I error level | 24 | 0.32 | NOK |