Multiple Linear Regression - Estimated Regression Equation |
CorrectAnalysis[t] = -0.0319181784019129 + 0.00188134144911162UseLimit[t] + 0.151605961889671T40[t] + 0.293316929440121Used[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) | -0.0319181784019129 | 0.040351 | -0.791 | 0.431216 | 0.215608 |
UseLimit | 0.00188134144911162 | 0.066339 | 0.0284 | 0.977444 | 0.488722 |
T40 | 0.151605961889671 | 0.068498 | 2.2133 | 0.029656 | 0.014828 |
Used | 0.293316929440121 | 0.062393 | 4.7011 | 1e-05 | 5e-06 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.537264590863067 |
R-squared | 0.288653240595259 |
Adjusted R-squared | 0.262628359153622 |
F-TEST (value) | 11.0914334515832 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 82 |
p-value | 3.47168610426163e-06 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.26439372536397 |
Sum Squared Residuals | 5.73213144497076 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 0.12156912493687 | -0.12156912493687 |
2 | 0 | -0.031918178401913 | 0.031918178401913 |
3 | 0 | -0.031918178401913 | 0.031918178401913 |
4 | 0 | -0.0319181784019131 | 0.0319181784019131 |
5 | 0 | -0.0319181784019129 | 0.0319181784019129 |
6 | 0 | -0.0300368369528013 | 0.0300368369528013 |
7 | 0 | -0.0319181784019129 | 0.0319181784019129 |
8 | 0 | 0.119687783487758 | -0.119687783487758 |
9 | 0 | -0.0319181784019129 | 0.0319181784019129 |
10 | 0 | -0.0300368369528013 | 0.0300368369528013 |
11 | 0 | 0.12156912493687 | -0.12156912493687 |
12 | 0 | -0.0319181784019129 | 0.0319181784019129 |
13 | 0 | 0.261398751038208 | -0.261398751038208 |
14 | 0 | 0.12156912493687 | -0.12156912493687 |
15 | 0 | 0.261398751038208 | -0.261398751038208 |
16 | 0 | 0.413004712927879 | -0.413004712927879 |
17 | 1 | 0.414886054376991 | 0.585113945623009 |
18 | 0 | 0.12156912493687 | -0.12156912493687 |
19 | 0 | -0.0319181784019129 | 0.0319181784019129 |
20 | 1 | 0.413004712927879 | 0.586995287072121 |
21 | 0 | -0.0300368369528013 | 0.0300368369528013 |
22 | 0 | 0.26328009248732 | -0.26328009248732 |
23 | 0 | -0.0319181784019129 | 0.0319181784019129 |
24 | 0 | -0.0300368369528013 | 0.0300368369528013 |
25 | 0 | 0.413004712927879 | -0.413004712927879 |
26 | 0 | 0.261398751038208 | -0.261398751038208 |
27 | 0 | -0.0300368369528013 | 0.0300368369528013 |
28 | 0 | 0.261398751038208 | -0.261398751038208 |
29 | 0 | -0.0319181784019129 | 0.0319181784019129 |
30 | 0 | -0.0319181784019129 | 0.0319181784019129 |
31 | 0 | -0.0319181784019129 | 0.0319181784019129 |
32 | 0 | -0.0300368369528013 | 0.0300368369528013 |
33 | 0 | -0.0300368369528013 | 0.0300368369528013 |
34 | 0 | 0.119687783487758 | -0.119687783487758 |
35 | 0 | -0.0319181784019129 | 0.0319181784019129 |
36 | 0 | -0.0319181784019129 | 0.0319181784019129 |
37 | 0 | 0.414886054376991 | -0.414886054376991 |
38 | 0 | 0.261398751038208 | -0.261398751038208 |
39 | 0 | -0.0319181784019129 | 0.0319181784019129 |
40 | 0 | 0.119687783487758 | -0.119687783487758 |
41 | 1 | 0.261398751038209 | 0.738601248961791 |
42 | 0 | 0.261398751038208 | -0.261398751038208 |
43 | 0 | -0.0300368369528013 | 0.0300368369528013 |
44 | 0 | 0.12156912493687 | -0.12156912493687 |
45 | 0 | -0.0319181784019129 | 0.0319181784019129 |
46 | 0 | -0.0319181784019129 | 0.0319181784019129 |
47 | 0 | -0.0319181784019129 | 0.0319181784019129 |
48 | 0 | -0.0319181784019129 | 0.0319181784019129 |
49 | 0 | -0.0319181784019129 | 0.0319181784019129 |
50 | 0 | -0.0319181784019129 | 0.0319181784019129 |
51 | 0 | 0.413004712927879 | -0.413004712927879 |
52 | 1 | 0.414886054376991 | 0.585113945623009 |
53 | 0 | -0.0319181784019129 | 0.0319181784019129 |
54 | 1 | 0.261398751038209 | 0.738601248961791 |
55 | 0 | -0.0319181784019129 | 0.0319181784019129 |
56 | 0 | 0.413004712927879 | -0.413004712927879 |
57 | 0 | 0.261398751038208 | -0.261398751038208 |
58 | 0 | -0.0319181784019129 | 0.0319181784019129 |
59 | 0 | -0.0319181784019129 | 0.0319181784019129 |
60 | 1 | 0.414886054376991 | 0.585113945623009 |
61 | 0 | 0.12156912493687 | -0.12156912493687 |
62 | 0 | 0.261398751038208 | -0.261398751038208 |
63 | 0 | -0.0319181784019129 | 0.0319181784019129 |
64 | 0 | 0.12156912493687 | -0.12156912493687 |
65 | 0 | -0.0319181784019129 | 0.0319181784019129 |
66 | 0 | -0.0319181784019129 | 0.0319181784019129 |
67 | 1 | 0.413004712927879 | 0.586995287072121 |
68 | 0 | -0.0300368369528013 | 0.0300368369528013 |
69 | 0 | -0.0319181784019129 | 0.0319181784019129 |
70 | 0 | 0.261398751038208 | -0.261398751038208 |
71 | 0 | -0.0319181784019129 | 0.0319181784019129 |
72 | 0 | -0.0319181784019129 | 0.0319181784019129 |
73 | 0 | 0.261398751038208 | -0.261398751038208 |
74 | 0 | 0.26328009248732 | -0.26328009248732 |
75 | 0 | -0.0319181784019129 | 0.0319181784019129 |
76 | 0 | 0.119687783487758 | -0.119687783487758 |
77 | 0 | -0.0319181784019129 | 0.0319181784019129 |
78 | 0 | 0.261398751038208 | -0.261398751038208 |
79 | 1 | 0.413004712927879 | 0.586995287072121 |
80 | 0 | 0.119687783487758 | -0.119687783487758 |
81 | 0 | -0.0319181784019129 | 0.0319181784019129 |
82 | 0 | 0.26328009248732 | -0.26328009248732 |
83 | 0 | -0.0319181784019129 | 0.0319181784019129 |
84 | 1 | 0.261398751038209 | 0.738601248961791 |
85 | 0 | -0.0319181784019129 | 0.0319181784019129 |
86 | 0 | -0.0300368369528013 | 0.0300368369528013 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
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 | 0.154015677066791 | 0.308031354133581 | 0.845984322933209 |
18 | 0.116810573995405 | 0.233621147990809 | 0.883189426004595 |
19 | 0.0814009131481468 | 0.162801826296294 | 0.918599086851853 |
20 | 0.400343982043794 | 0.800687964087588 | 0.599656017956206 |
21 | 0.32473537699572 | 0.64947075399144 | 0.67526462300428 |
22 | 0.333254892125496 | 0.666509784250992 | 0.666745107874504 |
23 | 0.268144972895377 | 0.536289945790754 | 0.731855027104623 |
24 | 0.211110350827805 | 0.42222070165561 | 0.788889649172195 |
25 | 0.284311592040277 | 0.568623184080553 | 0.715688407959723 |
26 | 0.260403067953095 | 0.52080613590619 | 0.739596932046905 |
27 | 0.205323921687326 | 0.410647843374652 | 0.794676078312674 |
28 | 0.184358897487706 | 0.368717794975412 | 0.815641102512294 |
29 | 0.142360234756934 | 0.284720469513868 | 0.857639765243066 |
30 | 0.107423897432874 | 0.214847794865749 | 0.892576102567125 |
31 | 0.0792046994611031 | 0.158409398922206 | 0.920795300538897 |
32 | 0.056722495804551 | 0.113444991609102 | 0.943277504195449 |
33 | 0.0397225613899139 | 0.0794451227798278 | 0.960277438610086 |
34 | 0.0293794429606726 | 0.0587588859213451 | 0.970620557039327 |
35 | 0.0199333617823531 | 0.0398667235647062 | 0.980066638217647 |
36 | 0.0132088953823444 | 0.0264177907646887 | 0.986791104617656 |
37 | 0.020618122358704 | 0.0412362447174081 | 0.979381877641296 |
38 | 0.0180631370991011 | 0.0361262741982023 | 0.981936862900899 |
39 | 0.0119454414838285 | 0.0238908829676571 | 0.988054558516171 |
40 | 0.00847254330908043 | 0.0169450866181609 | 0.99152745669092 |
41 | 0.155928786931263 | 0.311857573862525 | 0.844071213068737 |
42 | 0.151136473207095 | 0.302272946414189 | 0.848863526792905 |
43 | 0.116778210071472 | 0.233556420142945 | 0.883221789928528 |
44 | 0.094068566640793 | 0.188137133281586 | 0.905931433359207 |
45 | 0.069943455954583 | 0.139886911909166 | 0.930056544045417 |
46 | 0.0508903881784685 | 0.101780776356937 | 0.949109611821532 |
47 | 0.0362197990435956 | 0.0724395980871913 | 0.963780200956404 |
48 | 0.0252070201084476 | 0.0504140402168952 | 0.974792979891552 |
49 | 0.0171479899919487 | 0.0342959799838974 | 0.982852010008051 |
50 | 0.0113993405433846 | 0.0227986810867691 | 0.988600659456615 |
51 | 0.0229362261803709 | 0.0458724523607419 | 0.977063773819629 |
52 | 0.0877369599941411 | 0.175473919988282 | 0.912263040005859 |
53 | 0.0647074518054736 | 0.129414903610947 | 0.935292548194526 |
54 | 0.320153804034424 | 0.640307608068849 | 0.679846195965576 |
55 | 0.263815085309735 | 0.52763017061947 | 0.736184914690265 |
56 | 0.438194020365271 | 0.876388040730543 | 0.561805979634729 |
57 | 0.453101097458159 | 0.906202194916317 | 0.546898902541841 |
58 | 0.387294005186469 | 0.774588010372937 | 0.612705994813531 |
59 | 0.324320873826298 | 0.648641747652596 | 0.675679126173702 |
60 | 0.533361530521715 | 0.933276938956571 | 0.466638469478286 |
61 | 0.47444192415027 | 0.948883848300539 | 0.52555807584973 |
62 | 0.497699493062196 | 0.995398986124391 | 0.502300506937804 |
63 | 0.42436291018486 | 0.84872582036972 | 0.57563708981514 |
64 | 0.368720686469639 | 0.737441372939279 | 0.631279313530361 |
65 | 0.299821699303328 | 0.599643398606657 | 0.700178300696672 |
66 | 0.236652131810002 | 0.473304263620003 | 0.763347868189998 |
67 | 0.362086612381507 | 0.724173224763014 | 0.637913387618493 |
68 | 0.313292632500058 | 0.626585265000116 | 0.686707367499942 |
69 | 0.243464688877126 | 0.486929377754252 | 0.756535311122874 |
70 | 0.267645334032232 | 0.535290668064463 | 0.732354665967768 |
71 | 0.199813800962252 | 0.399627601924504 | 0.800186199037748 |
72 | 0.142227971511404 | 0.284455943022808 | 0.857772028488596 |
73 | 0.203890146488688 | 0.407780292977376 | 0.796109853511312 |
74 | 0.17611800683896 | 0.35223601367792 | 0.82388199316104 |
75 | 0.11624245179254 | 0.232484903585079 | 0.88375754820746 |
76 | 0.0858935692777474 | 0.171787138555495 | 0.914106430722253 |
77 | 0.0483947661854137 | 0.0967895323708274 | 0.951605233814586 |
78 | 0.239516107578101 | 0.479032215156202 | 0.760483892421899 |
79 | 0.227764730251615 | 0.455529460503231 | 0.772235269748385 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 10 | 0.136986301369863 | NOK |
5% type I error level | 19 | 0.26027397260274 | NOK |
10% type I error level | 24 | 0.328767123287671 | NOK |