Repository of Reproducible Computations

Multiple Linear Regression - Estimated Regression Equation

CorrectAnalysis[t] = -0.242049295268229 + 0.0903881418092909T40[t] + 0.104572666474903T20[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)	-0.242049295268229	0.161116	-1.5023	0.1351	0.06755
T40	0.0903881418092909	0.049573	1.8233	0.070233	0.035116
T20	0.104572666474903	0.049612	2.1078	0.036699	0.01835

Multiple Linear Regression - Regression Statistics
Multiple R	0.175197167812158
R-squared	0.0306940476094016
Adjusted R-squared	0.0178555581737644
F-TEST (value)	2.39078341445693
F-TEST (DF numerator)	2
F-TEST (DF denominator)	151
p-value	0.0950159285756232
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.266511774540243
Sum Squared Residuals	10.725307421257

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	0	0.16205684596577	-0.16205684596577
2	0	0.0716687041564791	-0.0716687041564791
3	0	0.0716687041564792	-0.0716687041564792
4	0	0.0716687041564792	-0.0716687041564792
5	0	0.0716687041564792	-0.0716687041564792
6	0	0.0716687041564792	-0.0716687041564792
7	0	0.0716687041564792	-0.0716687041564792
8	0	0.16205684596577	-0.16205684596577
9	0	0.0716687041564792	-0.0716687041564792
10	0	0.0716687041564792	-0.0716687041564792
11	0	0.16205684596577	-0.16205684596577
12	0	0.0716687041564792	-0.0716687041564792
13	0	0.0716687041564792	-0.0716687041564792
14	0	0.16205684596577	-0.16205684596577
15	0	0.0716687041564792	-0.0716687041564792
16	0	0.16205684596577	-0.16205684596577
17	1	0.16205684596577	0.83794315403423
18	0	0.16205684596577	-0.16205684596577
19	0	0.0716687041564792	-0.0716687041564792
20	1	0.16205684596577	0.83794315403423
21	0	0.0716687041564792	-0.0716687041564792
22	0	0.0716687041564792	-0.0716687041564792
23	0	0.0716687041564792	-0.0716687041564792
24	0	0.0716687041564792	-0.0716687041564792
25	0	0.16205684596577	-0.16205684596577
26	0	0.0716687041564792	-0.0716687041564792
27	0	0.0716687041564792	-0.0716687041564792
28	0	0.0716687041564792	-0.0716687041564792
29	0	0.0716687041564792	-0.0716687041564792
30	0	0.0716687041564792	-0.0716687041564792
31	0	0.0716687041564792	-0.0716687041564792
32	0	0.0716687041564792	-0.0716687041564792
33	0	0.0716687041564792	-0.0716687041564792
34	0	0.16205684596577	-0.16205684596577
35	0	0.0716687041564792	-0.0716687041564792
36	0	0.0716687041564792	-0.0716687041564792
37	0	0.16205684596577	-0.16205684596577
38	0	0.0716687041564792	-0.0716687041564792
39	0	0.0716687041564792	-0.0716687041564792
40	0	0.16205684596577	-0.16205684596577
41	1	0.0716687041564793	0.928331295843521
42	0	0.0716687041564792	-0.0716687041564792
43	0	0.0716687041564792	-0.0716687041564792
44	0	0.16205684596577	-0.16205684596577
45	0	0.0716687041564792	-0.0716687041564792
46	0	0.0716687041564792	-0.0716687041564792
47	0	0.0716687041564792	-0.0716687041564792
48	0	0.0716687041564792	-0.0716687041564792
49	0	0.0716687041564792	-0.0716687041564792
50	0	0.0716687041564792	-0.0716687041564792
51	0	0.16205684596577	-0.16205684596577
52	1	0.16205684596577	0.83794315403423
53	0	0.0716687041564792	-0.0716687041564792
54	1	0.0716687041564793	0.928331295843521
55	0	0.0716687041564792	-0.0716687041564792
56	0	0.16205684596577	-0.16205684596577
57	0	0.0716687041564792	-0.0716687041564792
58	0	0.0716687041564792	-0.0716687041564792
59	0	0.0716687041564792	-0.0716687041564792
60	1	0.16205684596577	0.83794315403423
61	0	0.16205684596577	-0.16205684596577
62	0	0.0716687041564792	-0.0716687041564792
63	0	0.0716687041564792	-0.0716687041564792
64	0	0.16205684596577	-0.16205684596577
65	0	0.0716687041564792	-0.0716687041564792
66	0	0.0716687041564792	-0.0716687041564792
67	1	0.16205684596577	0.83794315403423
68	0	0.0716687041564792	-0.0716687041564792
69	0	0.0716687041564792	-0.0716687041564792
70	0	0.0716687041564792	-0.0716687041564792
71	0	0.0716687041564792	-0.0716687041564792
72	0	0.0716687041564792	-0.0716687041564792
73	0	0.0716687041564792	-0.0716687041564792
74	0	0.0716687041564792	-0.0716687041564792
75	0	0.0716687041564792	-0.0716687041564792
76	0	0.16205684596577	-0.16205684596577
77	0	0.0716687041564792	-0.0716687041564792
78	0	0.0716687041564792	-0.0716687041564792
79	1	0.16205684596577	0.83794315403423
80	0	0.16205684596577	-0.16205684596577
81	0	0.0716687041564792	-0.0716687041564792
82	0	0.0716687041564792	-0.0716687041564792
83	0	0.0716687041564792	-0.0716687041564792
84	1	0.0716687041564793	0.928331295843521
85	0	0.0716687041564792	-0.0716687041564792
86	0	0.0716687041564792	-0.0716687041564792
87	0	0.0291151301596433	-0.0291151301596433
88	0	0.133687796634546	-0.133687796634546
89	0	0.0291151301596433	-0.0291151301596433
90	0	0.0291151301596433	-0.0291151301596433
91	0	0.0291151301596433	-0.0291151301596433
92	0	0.133687796634546	-0.133687796634546
93	0	0.0291151301596433	-0.0291151301596433
94	0	0.0291151301596433	-0.0291151301596433
95	0	0.133687796634546	-0.133687796634546
96	0	0.0291151301596433	-0.0291151301596433
97	0	0.133687796634546	-0.133687796634546
98	0	0.0291151301596433	-0.0291151301596433
99	0	0.0291151301596433	-0.0291151301596433
100	0	0.0291151301596433	-0.0291151301596433
101	0	0.0291151301596433	-0.0291151301596433
102	0	0.0291151301596433	-0.0291151301596433
103	0	0.0291151301596433	-0.0291151301596433
104	0	0.0291151301596433	-0.0291151301596433
105	0	0.133687796634546	-0.133687796634546
106	0	0.0291151301596433	-0.0291151301596433
107	0	0.0291151301596433	-0.0291151301596433
108	0	0.133687796634546	-0.133687796634546
109	0	0.0291151301596433	-0.0291151301596433
110	0	0.0291151301596433	-0.0291151301596433
111	0	0.133687796634546	-0.133687796634546
112	0	0.133687796634546	-0.133687796634546
113	0	0.0291151301596433	-0.0291151301596433
114	0	0.133687796634546	-0.133687796634546
115	0	0.0291151301596433	-0.0291151301596433
116	0	0.0291151301596433	-0.0291151301596433
117	0	0.0291151301596433	-0.0291151301596433
118	0	0.0291151301596433	-0.0291151301596433
119	0	0.0291151301596433	-0.0291151301596433
120	0	0.0291151301596433	-0.0291151301596433
121	0	0.0291151301596433	-0.0291151301596433
122	0	0.0291151301596433	-0.0291151301596433
123	0	0.133687796634546	-0.133687796634546
124	0	0.0291151301596433	-0.0291151301596433
125	0	0.0291151301596433	-0.0291151301596433
126	0	0.133687796634546	-0.133687796634546
127	0	0.0291151301596433	-0.0291151301596433
128	0	0.0291151301596433	-0.0291151301596433
129	0	0.0291151301596433	-0.0291151301596433
130	0	0.0291151301596433	-0.0291151301596433
131	0	0.0291151301596433	-0.0291151301596433
132	0	0.0291151301596433	-0.0291151301596433
133	0	0.0291151301596433	-0.0291151301596433
134	0	0.0291151301596433	-0.0291151301596433
135	0	0.0291151301596433	-0.0291151301596433
136	0	0.0291151301596433	-0.0291151301596433
137	0	0.0291151301596433	-0.0291151301596433
138	0	0.133687796634546	-0.133687796634546
139	0	0.133687796634546	-0.133687796634546
140	0	0.0291151301596433	-0.0291151301596433
141	1	0.0291151301596433	0.970884869840357
142	0	0.133687796634546	-0.133687796634546
143	0	0.0291151301596433	-0.0291151301596433
144	0	0.0291151301596433	-0.0291151301596433
145	0	0.0291151301596433	-0.0291151301596433
146	0	0.133687796634546	-0.133687796634546
147	0	0.133687796634546	-0.133687796634546
148	0	0.133687796634546	-0.133687796634546
149	0	0.0291151301596433	-0.0291151301596433
150	0	0.0291151301596433	-0.0291151301596433
151	0	0.0291151301596433	-0.0291151301596433
152	1	0.0291151301596433	0.970884869840357
153	1	0.0291151301596433	0.970884869840357
154	0	0.0291151301596433	-0.0291151301596433

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	0.344868578653851	0.689737157307701	0.655131421346149
18	0.297822886604994	0.595645773209988	0.702177113395006
19	0.232811278020922	0.465622556041845	0.767188721979078
20	0.78044066254787	0.43911867490426	0.21955933745213
21	0.725013934012275	0.549972131975451	0.274986065987726
22	0.664560873023687	0.670878253952626	0.335439126976313
23	0.600600876329675	0.79879824734065	0.399399123670325
24	0.534864076133598	0.930271847732803	0.465135923866402
25	0.514758667868019	0.970482664263961	0.485241332131981
26	0.450314987087684	0.900629974175367	0.549685012912316
27	0.387998472054478	0.775996944108955	0.612001527945522
28	0.329197943718777	0.658395887437555	0.670802056281223
29	0.275009323508526	0.550018647017051	0.724990676491474
30	0.226194822125297	0.452389644250593	0.773805177874703
31	0.183177449116055	0.366354898232109	0.816822550883945
32	0.146065649844053	0.292131299688106	0.853934350155947
33	0.114700066487426	0.229400132974852	0.885299933512574
34	0.105001054750255	0.210002109500511	0.894998945249745
35	0.0809945275230326	0.161989055046065	0.919005472476967
36	0.0615678985592746	0.123135797118549	0.938432101440725
37	0.0542812934538917	0.108562586907783	0.945718706546108
38	0.0405071515107948	0.0810143030215896	0.959492848489205
39	0.0298120428181248	0.0596240856362497	0.970187957181875
40	0.0253631529409895	0.0507263058819789	0.974636847059011
41	0.440863838472208	0.881727676944415	0.559136161527792
42	0.391031392216071	0.782062784432142	0.608968607783929
43	0.343291774957563	0.686583549915127	0.656708225042437
44	0.313765404245315	0.627530808490629	0.686234595754685
45	0.270937977867486	0.541875955734972	0.729062022132514
46	0.23154644307707	0.463092886154141	0.76845355692293
47	0.195848734189234	0.391697468378468	0.804151265810766
48	0.163964214967289	0.327928429934578	0.836035785032711
49	0.135886058609522	0.271772117219044	0.864113941390478
50	0.111499181531325	0.22299836306265	0.888500818468675
51	0.0973475998374209	0.194695199674842	0.902652400162579
52	0.429287952014685	0.85857590402937	0.570712047985315
53	0.384661944405824	0.769323888811648	0.615338055594176
54	0.854668473821368	0.290663052357263	0.145331526178632
55	0.827292802902184	0.345414394195632	0.172707197097816
56	0.808892065384688	0.382215869230623	0.191107934615312
57	0.777014394520788	0.445971210958424	0.222985605479212
58	0.742566686142332	0.514866627715335	0.257433313857668
59	0.705845035363725	0.58830992927255	0.294154964636275
60	0.935526103368158	0.128947793263683	0.0644738966318416
61	0.927098821018406	0.145802357963188	0.0729011789815938
62	0.910746764323008	0.178506471353985	0.0892532356769923
63	0.891978281947233	0.216043436105534	0.108021718052767
64	0.879286493990692	0.241427012018616	0.120713506009308
65	0.85656529268909	0.28686941462182	0.14343470731091
66	0.831435778972982	0.337128442054036	0.168564221027018
67	0.976469035719077	0.0470619285618464	0.0235309642809232
68	0.96984622478778	0.06030755042444	0.03015377521222
69	0.961846554524664	0.0763068909506717	0.0381534454753359
70	0.952337951127612	0.0953240977447769	0.0476620488723885
71	0.941226260549316	0.117547478901368	0.0587737394506839
72	0.928477428263935	0.143045143472131	0.0715225717360654
73	0.914146542330891	0.171706915338218	0.0858534576691092
74	0.898417156773447	0.203165686453106	0.101582843226553
75	0.881657657654188	0.236684684691623	0.118342342345812
76	0.869985151305842	0.260029697388315	0.130014848694158
77	0.852497404515482	0.295005190969035	0.147502595484518
78	0.836297521920358	0.327404956159284	0.163702478079642
79	0.980897681492676	0.0382046370146484	0.0191023185073242
80	0.977638088659768	0.044723822680464	0.022361911340232
81	0.973102076110284	0.0537958477794321	0.026897923889716
82	0.969210033156469	0.0615799336870627	0.0307899668435314
83	0.967866914302931	0.0642661713941377	0.0321330856970689
84	0.999198145163224	0.00160370967355142	0.000801854836775711
85	0.998802337253217	0.00239532549356611	0.00119766274678305
86	0.998233055753339	0.00353388849332202	0.00176694424666101
87	0.997455172527778	0.0050896549444445	0.00254482747222225
88	0.99652846857142	0.00694306285715933	0.00347153142857967
89	0.995156999157461	0.00968600168507787	0.00484300084253893
90	0.993283760706233	0.0134324785875333	0.00671623929376663
91	0.990779586501408	0.0184408269971835	0.00922041349859174
92	0.987868679376224	0.0242626412475528	0.0121313206237764
93	0.983733442854435	0.0325331142911302	0.0162665571455651
94	0.97841852121481	0.0431629575703805	0.0215814787851902
95	0.972271052917609	0.0554578941647819	0.0277289470823909
96	0.964031244249312	0.071937511501376	0.035968755750688
97	0.954462591970429	0.0910748160591421	0.0455374080295711
98	0.942223282272782	0.115553435454435	0.0577767177272177
99	0.927473926276546	0.145052147446909	0.0725260737234544
100	0.90994235141807	0.18011529716386	0.0900576485819298
101	0.889388280830078	0.221223438339844	0.110611719169922
102	0.865620618601356	0.268758762797289	0.134379381398644
103	0.838514813184907	0.322970373630185	0.161485186815093
104	0.808029025099518	0.383941949800965	0.191970974900482
105	0.775560504645133	0.448878990709735	0.224439495354867
106	0.738595561422958	0.522808877154084	0.261404438577042
107	0.698680590765876	0.602638818468248	0.301319409234124
108	0.656914050354053	0.686171899291894	0.343085949645947
109	0.612176847394554	0.775646305210892	0.387823152605446
110	0.565848562467405	0.86830287506519	0.434151437532595
111	0.518358585251194	0.963282829497612	0.481641414748806
112	0.469835506897049	0.939671013794097	0.530164493102951
113	0.422191597748505	0.844383195497009	0.577808402251496
114	0.374283261098472	0.748566522196945	0.625716738901528
115	0.329227671325375	0.658455342650751	0.670772328674625
116	0.286477365098883	0.572954730197767	0.713522634901117
117	0.246529324136288	0.493058648272576	0.753470675863712
118	0.209768199985237	0.419536399970473	0.790231800014763
119	0.176456465377802	0.352912930755604	0.823543534622198
120	0.146732448627276	0.293464897254551	0.853267551372724
121	0.120615848569186	0.241231697138373	0.879384151430814
122	0.0980196919679095	0.196039383935819	0.901980308032091
123	0.0767782120922857	0.153556424184571	0.923221787907714
124	0.0607006771939841	0.121401354387968	0.939299322806016
125	0.0474449106217737	0.0948898212435473	0.952555089378226
126	0.0352005212596036	0.0704010425192073	0.964799478740396
127	0.026720413384866	0.053440826769732	0.973279586615134
128	0.0200666204078862	0.0401332408157725	0.979933379592114
129	0.0149245367858766	0.0298490735717533	0.985075463214123
130	0.0110091229448533	0.0220182458897065	0.988990877055147
131	0.00807024191575074	0.0161404838315015	0.991929758084249
132	0.005894740099913	0.011789480199826	0.994105259900087
133	0.00430592948602886	0.00861185897205772	0.995694070513971
134	0.00316121172859362	0.00632242345718723	0.996838788271406
135	0.0023485911838593	0.0046971823677186	0.997651408816141
136	0.00178280030182966	0.00356560060365931	0.99821719969817
137	0.00140179473210515	0.0028035894642103	0.998598205267895
138	0.000789779703816773	0.00157955940763355	0.999210220296183
139	0.000425953724743427	0.000851907449486854	0.999574046275257
140	0.000334592586894867	0.000669185173789735	0.999665407413105
141	0.00956684955781512	0.0191336991156302	0.990433150442185
142	0.00540248894326725	0.0108049778865345	0.994597511056733
143	0.00379090913097668	0.00758181826195336	0.996209090869023
144	0.00279205686447716	0.00558411372895431	0.997207943135523
145	0.0022718922886228	0.00454378457724561	0.997728107711377
146	0.000998970860074004	0.00199794172014801	0.999001029139926
147	0.000387965711160125	0.00077593142232025	0.99961203428884
148	0.000127820315512006	0.000255640631024012	0.999872179684488

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	31	0.216783216783217	NOK
5% type I error level	46	0.321678321678322	NOK
10% type I error level	61	0.426573426573427	NOK