Multiple Linear Regression - Estimated Regression Equation |
CorrectAnalysis[t] = + 0.184485190409027 -0.0406205923836389Treatment[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) | 0.184485190409027 | 0.055727 | 3.3105 | 0.001163 | 0.000582 |
Treatment | -0.0406205923836389 | 0.019607 | -2.0717 | 0.03998 | 0.01999 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.165716049118418 |
R-squared | 0.0274618089354179 |
Adjusted R-squared | 0.0210635313626245 |
F-TEST (value) | 4.29206276579664 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 152 |
p-value | 0.0399804472617082 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.266076165543606 |
Sum Squared Residuals | 10.761071932299 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 0.143864598025388 | -0.143864598025388 |
2 | 0 | 0.103244005641749 | -0.103244005641749 |
3 | 0 | 0.103244005641749 | -0.103244005641749 |
4 | 0 | 0.103244005641749 | -0.103244005641749 |
5 | 0 | 0.103244005641749 | -0.103244005641749 |
6 | 0 | 0.103244005641749 | -0.103244005641749 |
7 | 0 | 0.103244005641749 | -0.103244005641749 |
8 | 0 | 0.143864598025388 | -0.143864598025388 |
9 | 0 | 0.103244005641749 | -0.103244005641749 |
10 | 0 | 0.103244005641749 | -0.103244005641749 |
11 | 0 | 0.143864598025388 | -0.143864598025388 |
12 | 0 | 0.103244005641749 | -0.103244005641749 |
13 | 0 | 0.103244005641749 | -0.103244005641749 |
14 | 0 | 0.143864598025388 | -0.143864598025388 |
15 | 0 | 0.103244005641749 | -0.103244005641749 |
16 | 0 | 0.143864598025388 | -0.143864598025388 |
17 | 1 | 0.143864598025388 | 0.856135401974612 |
18 | 0 | 0.143864598025388 | -0.143864598025388 |
19 | 0 | 0.103244005641749 | -0.103244005641749 |
20 | 1 | 0.143864598025388 | 0.856135401974612 |
21 | 0 | 0.103244005641749 | -0.103244005641749 |
22 | 0 | 0.103244005641749 | -0.103244005641749 |
23 | 0 | 0.103244005641749 | -0.103244005641749 |
24 | 0 | 0.103244005641749 | -0.103244005641749 |
25 | 0 | 0.143864598025388 | -0.143864598025388 |
26 | 0 | 0.103244005641749 | -0.103244005641749 |
27 | 0 | 0.103244005641749 | -0.103244005641749 |
28 | 0 | 0.103244005641749 | -0.103244005641749 |
29 | 0 | 0.103244005641749 | -0.103244005641749 |
30 | 0 | 0.103244005641749 | -0.103244005641749 |
31 | 0 | 0.103244005641749 | -0.103244005641749 |
32 | 0 | 0.103244005641749 | -0.103244005641749 |
33 | 0 | 0.103244005641749 | -0.103244005641749 |
34 | 0 | 0.143864598025388 | -0.143864598025388 |
35 | 0 | 0.103244005641749 | -0.103244005641749 |
36 | 0 | 0.103244005641749 | -0.103244005641749 |
37 | 0 | 0.143864598025388 | -0.143864598025388 |
38 | 0 | 0.103244005641749 | -0.103244005641749 |
39 | 0 | 0.103244005641749 | -0.103244005641749 |
40 | 0 | 0.143864598025388 | -0.143864598025388 |
41 | 1 | 0.103244005641749 | 0.896755994358251 |
42 | 0 | 0.103244005641749 | -0.103244005641749 |
43 | 0 | 0.103244005641749 | -0.103244005641749 |
44 | 0 | 0.143864598025388 | -0.143864598025388 |
45 | 0 | 0.103244005641749 | -0.103244005641749 |
46 | 0 | 0.103244005641749 | -0.103244005641749 |
47 | 0 | 0.103244005641749 | -0.103244005641749 |
48 | 0 | 0.103244005641749 | -0.103244005641749 |
49 | 0 | 0.103244005641749 | -0.103244005641749 |
50 | 0 | 0.103244005641749 | -0.103244005641749 |
51 | 0 | 0.143864598025388 | -0.143864598025388 |
52 | 1 | 0.143864598025388 | 0.856135401974612 |
53 | 0 | 0.103244005641749 | -0.103244005641749 |
54 | 1 | 0.103244005641749 | 0.896755994358251 |
55 | 0 | 0.103244005641749 | -0.103244005641749 |
56 | 0 | 0.143864598025388 | -0.143864598025388 |
57 | 0 | 0.103244005641749 | -0.103244005641749 |
58 | 0 | 0.103244005641749 | -0.103244005641749 |
59 | 0 | 0.103244005641749 | -0.103244005641749 |
60 | 1 | 0.143864598025388 | 0.856135401974612 |
61 | 0 | 0.143864598025388 | -0.143864598025388 |
62 | 0 | 0.103244005641749 | -0.103244005641749 |
63 | 0 | 0.103244005641749 | -0.103244005641749 |
64 | 0 | 0.143864598025388 | -0.143864598025388 |
65 | 0 | 0.103244005641749 | -0.103244005641749 |
66 | 0 | 0.103244005641749 | -0.103244005641749 |
67 | 1 | 0.143864598025388 | 0.856135401974612 |
68 | 0 | 0.103244005641749 | -0.103244005641749 |
69 | 0 | 0.103244005641749 | -0.103244005641749 |
70 | 0 | 0.103244005641749 | -0.103244005641749 |
71 | 0 | 0.103244005641749 | -0.103244005641749 |
72 | 0 | 0.103244005641749 | -0.103244005641749 |
73 | 0 | 0.103244005641749 | -0.103244005641749 |
74 | 0 | 0.103244005641749 | -0.103244005641749 |
75 | 0 | 0.103244005641749 | -0.103244005641749 |
76 | 0 | 0.143864598025388 | -0.143864598025388 |
77 | 0 | 0.103244005641749 | -0.103244005641749 |
78 | 0 | 0.103244005641749 | -0.103244005641749 |
79 | 1 | 0.143864598025388 | 0.856135401974612 |
80 | 0 | 0.143864598025388 | -0.143864598025388 |
81 | 0 | 0.103244005641749 | -0.103244005641749 |
82 | 0 | 0.103244005641749 | -0.103244005641749 |
83 | 0 | 0.103244005641749 | -0.103244005641749 |
84 | 1 | 0.103244005641749 | 0.896755994358251 |
85 | 0 | 0.103244005641749 | -0.103244005641749 |
86 | 0 | 0.103244005641749 | -0.103244005641749 |
87 | 0 | 0.0220028208744711 | -0.0220028208744711 |
88 | 0 | 0.06262341325811 | -0.06262341325811 |
89 | 0 | 0.0220028208744711 | -0.0220028208744711 |
90 | 0 | 0.0220028208744711 | -0.0220028208744711 |
91 | 0 | 0.0220028208744711 | -0.0220028208744711 |
92 | 0 | 0.06262341325811 | -0.06262341325811 |
93 | 0 | 0.0220028208744711 | -0.0220028208744711 |
94 | 0 | 0.0220028208744711 | -0.0220028208744711 |
95 | 0 | 0.06262341325811 | -0.06262341325811 |
96 | 0 | 0.0220028208744711 | -0.0220028208744711 |
97 | 0 | 0.06262341325811 | -0.06262341325811 |
98 | 0 | 0.0220028208744711 | -0.0220028208744711 |
99 | 0 | 0.0220028208744711 | -0.0220028208744711 |
100 | 0 | 0.0220028208744711 | -0.0220028208744711 |
101 | 0 | 0.0220028208744711 | -0.0220028208744711 |
102 | 0 | 0.0220028208744711 | -0.0220028208744711 |
103 | 0 | 0.0220028208744711 | -0.0220028208744711 |
104 | 0 | 0.0220028208744711 | -0.0220028208744711 |
105 | 0 | 0.06262341325811 | -0.06262341325811 |
106 | 0 | 0.0220028208744711 | -0.0220028208744711 |
107 | 0 | 0.0220028208744711 | -0.0220028208744711 |
108 | 0 | 0.06262341325811 | -0.06262341325811 |
109 | 0 | 0.0220028208744711 | -0.0220028208744711 |
110 | 0 | 0.0220028208744711 | -0.0220028208744711 |
111 | 0 | 0.06262341325811 | -0.06262341325811 |
112 | 0 | 0.06262341325811 | -0.06262341325811 |
113 | 0 | 0.0220028208744711 | -0.0220028208744711 |
114 | 0 | 0.06262341325811 | -0.06262341325811 |
115 | 0 | 0.0220028208744711 | -0.0220028208744711 |
116 | 0 | 0.0220028208744711 | -0.0220028208744711 |
117 | 0 | 0.0220028208744711 | -0.0220028208744711 |
118 | 0 | 0.0220028208744711 | -0.0220028208744711 |
119 | 0 | 0.0220028208744711 | -0.0220028208744711 |
120 | 0 | 0.0220028208744711 | -0.0220028208744711 |
121 | 0 | 0.0220028208744711 | -0.0220028208744711 |
122 | 0 | 0.0220028208744711 | -0.0220028208744711 |
123 | 0 | 0.06262341325811 | -0.06262341325811 |
124 | 0 | 0.0220028208744711 | -0.0220028208744711 |
125 | 0 | 0.0220028208744711 | -0.0220028208744711 |
126 | 0 | 0.06262341325811 | -0.06262341325811 |
127 | 0 | 0.0220028208744711 | -0.0220028208744711 |
128 | 0 | 0.0220028208744711 | -0.0220028208744711 |
129 | 0 | 0.0220028208744711 | -0.0220028208744711 |
130 | 0 | 0.0220028208744711 | -0.0220028208744711 |
131 | 0 | 0.0220028208744711 | -0.0220028208744711 |
132 | 0 | 0.0220028208744711 | -0.0220028208744711 |
133 | 0 | 0.0220028208744711 | -0.0220028208744711 |
134 | 0 | 0.0220028208744711 | -0.0220028208744711 |
135 | 0 | 0.0220028208744711 | -0.0220028208744711 |
136 | 0 | 0.0220028208744711 | -0.0220028208744711 |
137 | 0 | 0.0220028208744711 | -0.0220028208744711 |
138 | 0 | 0.06262341325811 | -0.06262341325811 |
139 | 0 | 0.06262341325811 | -0.06262341325811 |
140 | 0 | 0.0220028208744711 | -0.0220028208744711 |
141 | 1 | 0.0220028208744711 | 0.977997179125529 |
142 | 0 | 0.06262341325811 | -0.06262341325811 |
143 | 0 | 0.0220028208744711 | -0.0220028208744711 |
144 | 0 | 0.0220028208744711 | -0.0220028208744711 |
145 | 0 | 0.0220028208744711 | -0.0220028208744711 |
146 | 0 | 0.06262341325811 | -0.06262341325811 |
147 | 0 | 0.06262341325811 | -0.06262341325811 |
148 | 0 | 0.06262341325811 | -0.06262341325811 |
149 | 0 | 0.0220028208744711 | -0.0220028208744711 |
150 | 0 | 0.0220028208744711 | -0.0220028208744711 |
151 | 0 | 0.0220028208744711 | -0.0220028208744711 |
152 | 1 | 0.0220028208744711 | 0.977997179125529 |
153 | 1 | 0.0220028208744711 | 0.977997179125529 |
154 | 0 | 0.0220028208744711 | -0.0220028208744711 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0 | 0 | 1 |
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 | 0.286654597347438 | 0.573309194694876 | 0.713345402652562 |
18 | 0.245376194292936 | 0.490752388585871 | 0.754623805707064 |
19 | 0.188903344223446 | 0.377806688446893 | 0.811096655776554 |
20 | 0.743264329753094 | 0.513471340493812 | 0.256735670246906 |
21 | 0.685219717845229 | 0.629560564309542 | 0.314780282154771 |
22 | 0.623265160590325 | 0.75346967881935 | 0.376734839409675 |
23 | 0.558997360685404 | 0.882005278629192 | 0.441002639314596 |
24 | 0.494121807684127 | 0.988243615368253 | 0.505878192315873 |
25 | 0.475824021090335 | 0.95164804218067 | 0.524175978909665 |
26 | 0.413553251418762 | 0.827106502837524 | 0.586446748581238 |
27 | 0.354160215033594 | 0.708320430067189 | 0.645839784966406 |
28 | 0.298806543904797 | 0.597613087809595 | 0.701193456095203 |
29 | 0.248354466872174 | 0.496708933744348 | 0.751645533127826 |
30 | 0.203348544282627 | 0.406697088565253 | 0.796651455717374 |
31 | 0.164026891572015 | 0.328053783144031 | 0.835973108427985 |
32 | 0.130355688303 | 0.260711376606 | 0.869644311697 |
33 | 0.102079185073242 | 0.204158370146483 | 0.897920814926758 |
34 | 0.0939816239698654 | 0.187963247939731 | 0.906018376030135 |
35 | 0.0724137491440675 | 0.144827498288135 | 0.927586250855932 |
36 | 0.0550174733258347 | 0.110034946651669 | 0.944982526674165 |
37 | 0.0488651650485344 | 0.0977303300970689 | 0.951134834951466 |
38 | 0.0365168276267044 | 0.0730336552534088 | 0.963483172373296 |
39 | 0.0269299015768254 | 0.0538598031536509 | 0.973070098423175 |
40 | 0.0231481110936392 | 0.0462962221872784 | 0.976851888906361 |
41 | 0.428974873533832 | 0.857949747067663 | 0.571025126466168 |
42 | 0.381218581369291 | 0.762437162738582 | 0.618781418630709 |
43 | 0.335560960144741 | 0.671121920289481 | 0.664439039855259 |
44 | 0.307827010707839 | 0.615654021415678 | 0.692172989292161 |
45 | 0.267018510380319 | 0.534037020760638 | 0.732981489619681 |
46 | 0.229432670418418 | 0.458865340836836 | 0.770567329581582 |
47 | 0.195280722611205 | 0.39056144522241 | 0.804719277388795 |
48 | 0.164656355034856 | 0.329312710069713 | 0.835343644965144 |
49 | 0.137546844869572 | 0.275093689739145 | 0.862453155130428 |
50 | 0.11384829680601 | 0.22769659361202 | 0.88615170319399 |
51 | 0.100854407604791 | 0.201708815209582 | 0.899145592395209 |
52 | 0.434845997765468 | 0.869691995530936 | 0.565154002234532 |
53 | 0.391361894602448 | 0.782723789204896 | 0.608638105397552 |
54 | 0.858149310638363 | 0.283701378723274 | 0.141850689361637 |
55 | 0.83245362479903 | 0.33509275040194 | 0.16754637520097 |
56 | 0.816104054898357 | 0.367791890203287 | 0.183895945101643 |
57 | 0.786586826856857 | 0.426826346286286 | 0.213413173143143 |
58 | 0.754729261813775 | 0.490541476372451 | 0.245270738186225 |
59 | 0.720759584353519 | 0.558480831292961 | 0.279240415646481 |
60 | 0.938383247679654 | 0.123233504640691 | 0.0616167523203455 |
61 | 0.931241262533746 | 0.137517474932507 | 0.0687587374662536 |
62 | 0.916120172640461 | 0.167759654719079 | 0.0838798273595393 |
63 | 0.898760786068167 | 0.202478427863666 | 0.101239213931833 |
64 | 0.88861989344642 | 0.22276021310716 | 0.11138010655358 |
65 | 0.867990179066654 | 0.264019641866693 | 0.132009820933346 |
66 | 0.845111444775198 | 0.309777110449603 | 0.154888555224802 |
67 | 0.976870358189617 | 0.0462592836207652 | 0.0231296418103826 |
68 | 0.970325837012209 | 0.0593483259755822 | 0.0296741629877911 |
69 | 0.962366718319151 | 0.0752665633616972 | 0.0376332816808486 |
70 | 0.952815662924377 | 0.0943686741512463 | 0.0471843370756232 |
71 | 0.941507017866366 | 0.116985964267269 | 0.0584929821336344 |
72 | 0.928297021168247 | 0.143405957663506 | 0.0717029788317529 |
73 | 0.913075088643086 | 0.173849822713828 | 0.0869249113569142 |
74 | 0.895775768298582 | 0.208448463402837 | 0.104224231701418 |
75 | 0.876390897792017 | 0.247218204415966 | 0.123609102207983 |
76 | 0.868081081624712 | 0.263837836750575 | 0.131918918375288 |
77 | 0.846787005158156 | 0.306425989683689 | 0.153212994841844 |
78 | 0.824072847265106 | 0.351854305469788 | 0.175927152734894 |
79 | 0.974409397271305 | 0.0511812054573908 | 0.0255906027286954 |
80 | 0.97050853483977 | 0.0589829303204596 | 0.0294914651602298 |
81 | 0.962425462607098 | 0.0751490747858035 | 0.0375745373929017 |
82 | 0.952791425212347 | 0.0944171495753066 | 0.0472085747876533 |
83 | 0.941572463647287 | 0.116855072705426 | 0.058427536352713 |
84 | 0.999267237109002 | 0.0014655257819955 | 0.000732762890997749 |
85 | 0.998915014057331 | 0.00216997188533865 | 0.00108498594266932 |
86 | 0.99841880719044 | 0.00316238561911959 | 0.00158119280955979 |
87 | 0.998113808598041 | 0.00377238280391762 | 0.00188619140195881 |
88 | 0.997305505138921 | 0.00538898972215777 | 0.00269449486107889 |
89 | 0.996538723868552 | 0.00692255226289505 | 0.00346127613144752 |
90 | 0.995443505044006 | 0.0091129899119884 | 0.0045564949559942 |
91 | 0.993942398576996 | 0.0121152028460087 | 0.00605760142300434 |
92 | 0.99153413594061 | 0.0169317281187793 | 0.00846586405938966 |
93 | 0.98882562026582 | 0.0223487594683601 | 0.0111743797341801 |
94 | 0.985296431443096 | 0.0294071371138084 | 0.0147035685569042 |
95 | 0.980094820791376 | 0.0398103584172483 | 0.0199051792086242 |
96 | 0.974227417906359 | 0.0515451641872823 | 0.0257725820936412 |
97 | 0.96590570744116 | 0.068188585117681 | 0.0340942925588405 |
98 | 0.956653318312346 | 0.0866933633753082 | 0.0433466816876541 |
99 | 0.94535423336782 | 0.10929153326436 | 0.05464576663218 |
100 | 0.931731119790769 | 0.136537760418461 | 0.0682688802092307 |
101 | 0.915516181595875 | 0.16896763680825 | 0.084483818404125 |
102 | 0.896465518794939 | 0.207068962410122 | 0.103534481205061 |
103 | 0.874374962324952 | 0.251250075350096 | 0.125625037675048 |
104 | 0.849096507725612 | 0.301806984548775 | 0.150903492274388 |
105 | 0.817426165311402 | 0.365147669377196 | 0.182573834688598 |
106 | 0.785227498112861 | 0.429545003774278 | 0.214772501887139 |
107 | 0.749858992397642 | 0.500282015204716 | 0.250141007602358 |
108 | 0.707253978998455 | 0.58549204200309 | 0.292746021001545 |
109 | 0.665893172661136 | 0.668213654677729 | 0.334106827338864 |
110 | 0.622331816377544 | 0.755336367244911 | 0.377668183622456 |
111 | 0.571821221283738 | 0.856357557432525 | 0.428178778716262 |
112 | 0.519825786497832 | 0.960348427004336 | 0.480174213502168 |
113 | 0.472546252196724 | 0.945092504393448 | 0.527453747803276 |
114 | 0.420090021858676 | 0.840180043717351 | 0.579909978141324 |
115 | 0.374020194501056 | 0.748040389002113 | 0.625979805498944 |
116 | 0.329629303462182 | 0.659258606924364 | 0.670370696537818 |
117 | 0.287487107961171 | 0.574974215922341 | 0.71251289203883 |
118 | 0.248072647166407 | 0.496145294332813 | 0.751927352833593 |
119 | 0.211757712947817 | 0.423515425895635 | 0.788242287052183 |
120 | 0.178797446865084 | 0.357594893730167 | 0.821202553134917 |
121 | 0.149328365926871 | 0.298656731853742 | 0.850671634073129 |
122 | 0.123373450533136 | 0.246746901066271 | 0.876626549466864 |
123 | 0.0968058177515127 | 0.193611635503025 | 0.903194182248487 |
124 | 0.077852246972509 | 0.155704493945018 | 0.922147753027491 |
125 | 0.0619390146487818 | 0.123878029297564 | 0.938060985351218 |
126 | 0.0460542764997542 | 0.0921085529995085 | 0.953945723500246 |
127 | 0.0356129996579933 | 0.0712259993159866 | 0.964387000342007 |
128 | 0.0272649079984596 | 0.0545298159969191 | 0.97273509200154 |
129 | 0.0206881699702545 | 0.0413763399405089 | 0.979311830029746 |
130 | 0.0155811161340844 | 0.0311622322681688 | 0.984418883865916 |
131 | 0.0116706362625464 | 0.0233412725250927 | 0.988329363737454 |
132 | 0.00871711940377332 | 0.0174342388075466 | 0.991282880596227 |
133 | 0.00651640805728735 | 0.0130328161145747 | 0.993483591942713 |
134 | 0.00489941844488088 | 0.00979883688976177 | 0.995100581555119 |
135 | 0.00373018788288794 | 0.00746037576577588 | 0.996269812117112 |
136 | 0.00290320269291116 | 0.00580640538582231 | 0.997096797307089 |
137 | 0.0023410707502853 | 0.00468214150057059 | 0.997658929249715 |
138 | 0.00133850398999426 | 0.00267700797998851 | 0.998661496010006 |
139 | 0.000734938526037534 | 0.00146987705207507 | 0.999265061473962 |
140 | 0.000596032051285359 | 0.00119206410257072 | 0.999403967948715 |
141 | 0.015470158335721 | 0.030940316671442 | 0.984529841664279 |
142 | 0.00908306152100045 | 0.0181661230420009 | 0.990916938479 |
143 | 0.00668004577356209 | 0.0133600915471242 | 0.993319954226438 |
144 | 0.00517834822457802 | 0.010356696449156 | 0.994821651775422 |
145 | 0.00445312746188458 | 0.00890625492376916 | 0.995546872538115 |
146 | 0.00212640788901914 | 0.00425281577803827 | 0.997873592110981 |
147 | 0.000918705894658545 | 0.00183741178931709 | 0.999081294105341 |
148 | 0.000350407574641038 | 0.000700815149282076 | 0.999649592425359 |
149 | 0.000287765497555625 | 0.00057553099511125 | 0.999712234502444 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 31 | 0.213793103448276 | NOK |
5% type I error level | 47 | 0.324137931034483 | NOK |
10% type I error level | 63 | 0.43448275862069 | NOK |