Multiple Linear Regression - Estimated Regression Equation |
Treatment4weken[t] = + 1 -1treatment2weken[t] + 2.46136032336436e-18CorrectAnalysis[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) | 1 | 0 | 61083014680499560 | 0 | 0 |
treatment2weken | -1 | 0 | -54811406329316624 | 0 | 0 |
CorrectAnalysis | 2.46136032336436e-18 | 0 | 0.0933 | 0.925891 | 0.462945 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 1 |
R-squared | 1 |
Adjusted R-squared | 1 |
F-TEST (value) | 1.65998612179922e+33 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 83 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 7.1238987888928e-17 |
Sum Squared Residuals | 4.21224451821423e-31 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 1 | -1.74946953743268e-16 |
2 | 0 | -6.18874440131064e-16 | 6.18874440131064e-16 |
3 | 0 | 9.86274772840277e-18 | -9.86274772840277e-18 |
4 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
5 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
6 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
7 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
8 | 1 | 1 | 8.62341434924793e-18 |
9 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
10 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
11 | 1 | 1 | 8.62341434924793e-18 |
12 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
13 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
14 | 1 | 1 | 8.62341434924793e-18 |
15 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
16 | 1 | 1 | 8.62341434924793e-18 |
17 | 1 | 1 | 6.16205402588357e-18 |
18 | 1 | 1 | 8.62341434924793e-18 |
19 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
20 | 1 | 1 | 6.16205402588357e-18 |
21 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
22 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
23 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
24 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
25 | 1 | 1 | 8.62341434924793e-18 |
26 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
27 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
28 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
29 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
30 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
31 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
32 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
33 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
34 | 1 | 1 | 8.62341434924793e-18 |
35 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
36 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
37 | 1 | 1 | 8.62341434924793e-18 |
38 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
39 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
40 | 1 | 1 | 8.62341434924793e-18 |
41 | 0 | 1.23241080517671e-17 | -1.23241080517671e-17 |
42 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
43 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
44 | 1 | 1 | 8.62341434924793e-18 |
45 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
46 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
47 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
48 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
49 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
50 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
51 | 1 | 1 | 8.62341434924793e-18 |
52 | 1 | 1 | 6.16205402588357e-18 |
53 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
54 | 0 | 1.23241080517671e-17 | -1.23241080517671e-17 |
55 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
56 | 1 | 1 | 8.62341434924793e-18 |
57 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
58 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
59 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
60 | 1 | 1 | 6.16205402588357e-18 |
61 | 1 | 1 | 8.62341434924793e-18 |
62 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
63 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
64 | 1 | 1 | 8.62341434924793e-18 |
65 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
66 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
67 | 1 | 1 | 6.16205402588357e-18 |
68 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
69 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
70 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
71 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
72 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
73 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
74 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
75 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
76 | 1 | 1 | 8.62341434924793e-18 |
77 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
78 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
79 | 1 | 1 | 6.16205402588357e-18 |
80 | 1 | 1 | 8.62341434924793e-18 |
81 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
82 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
83 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
84 | 0 | 1.23241080517671e-17 | -1.23241080517671e-17 |
85 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
86 | 0 | 9.86274772840276e-18 | -9.86274772840276e-18 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.00033818899319166 | 0.000676377986383321 | 0.999661811006808 |
7 | 0.996643497864546 | 0.00671300427090775 | 0.00335650213545387 |
8 | 0.999277191065488 | 0.00144561786902465 | 0.000722808934512326 |
9 | 1 | 4.53224372206738e-22 | 2.26612186103369e-22 |
10 | 0.0453811207609967 | 0.0907622415219933 | 0.954618879239003 |
11 | 0.0168816354274247 | 0.0337632708548494 | 0.983118364572575 |
12 | 0.886718471332205 | 0.226563057335589 | 0.113281528667795 |
13 | 0.11984184873028 | 0.23968369746056 | 0.88015815126972 |
14 | 0.441939199331731 | 0.883878398663461 | 0.558060800668269 |
15 | 0.999999999999938 | 1.24475057684206e-13 | 6.2237528842103e-14 |
16 | 0.290165268699678 | 0.580330537399356 | 0.709834731300322 |
17 | 0.985407317982998 | 0.0291853640340032 | 0.0145926820170016 |
18 | 0.970095601453325 | 0.0598087970933496 | 0.0299043985466748 |
19 | 0.00733241177048674 | 0.0146648235409735 | 0.992667588229513 |
20 | 0.999999999981699 | 3.66027877919607e-11 | 1.83013938959803e-11 |
21 | 0.22942856952907 | 0.458857139058141 | 0.77057143047093 |
22 | 0.899620178551203 | 0.200759642897594 | 0.100379821448797 |
23 | 0.771652844054973 | 0.456694311890053 | 0.228347155945027 |
24 | 0.419713509863285 | 0.83942701972657 | 0.580286490136715 |
25 | 0.999999561372902 | 8.77254195160569e-07 | 4.38627097580284e-07 |
26 | 1.93051405616464e-15 | 3.86102811232928e-15 | 0.999999999999998 |
27 | 0.00506202719104615 | 0.0101240543820923 | 0.994937972808954 |
28 | 0.00283573351675027 | 0.00567146703350055 | 0.99716426648325 |
29 | 0.99999999967501 | 6.49980048735248e-10 | 3.24990024367624e-10 |
30 | 0.999999999997428 | 5.14379045173984e-12 | 2.57189522586992e-12 |
31 | 8.06061211562845e-06 | 1.61212242312569e-05 | 0.999991939387884 |
32 | 0.755672479221317 | 0.488655041557367 | 0.244327520778683 |
33 | 0.656102331319352 | 0.687795337361295 | 0.343897668680648 |
34 | 0.87197525374224 | 0.256049492515521 | 0.12802474625776 |
35 | 0.994147622041613 | 0.0117047559167746 | 0.00585237795838732 |
36 | 0.94526850092982 | 0.109462998140361 | 0.0547314990701804 |
37 | 3.31383963105529e-05 | 6.62767926211058e-05 | 0.999966861603689 |
38 | 0.0826195612667273 | 0.165239122533455 | 0.917380438733273 |
39 | 4.27289041877512e-14 | 8.54578083755024e-14 | 0.999999999999957 |
40 | 4.85206555814507e-05 | 9.70413111629015e-05 | 0.999951479344419 |
41 | 0.846132899778712 | 0.307734200442577 | 0.153867100221288 |
42 | 0.999999956131742 | 8.77365154326766e-08 | 4.38682577163383e-08 |
43 | 0.999998812560472 | 2.37487905627199e-06 | 1.18743952813599e-06 |
44 | 0.124789096000082 | 0.249578192000164 | 0.875210903999918 |
45 | 0.999999999999572 | 8.55019302941739e-13 | 4.27509651470869e-13 |
46 | 0.999940685089679 | 0.000118629820641575 | 5.93149103207877e-05 |
47 | 1 | 1.37108805747271e-17 | 6.85544028736357e-18 |
48 | 0.906461939391982 | 0.187076121216036 | 0.0935380606080178 |
49 | 0.869274216111761 | 0.261451567776477 | 0.130725783888239 |
50 | 0.0742277629863162 | 0.148455525972632 | 0.925772237013684 |
51 | 2.1502159972185e-05 | 4.30043199443699e-05 | 0.999978497840028 |
52 | 4.59810289024317e-10 | 9.19620578048634e-10 | 0.99999999954019 |
53 | 0.35884901276716 | 0.71769802553432 | 0.64115098723284 |
54 | 0.691329308381583 | 0.617341383236833 | 0.308670691618417 |
55 | 0.999837011288256 | 0.000325977423488909 | 0.000162988711744455 |
56 | 0.0076486543371852 | 0.0152973086743704 | 0.992351345662815 |
57 | 0.101794317957329 | 0.203588635914658 | 0.898205682042671 |
58 | 0.99761330576788 | 0.00477338846424048 | 0.00238669423212024 |
59 | 0.999999999885035 | 2.29929897738734e-10 | 1.14964948869367e-10 |
60 | 0.999999999999718 | 5.64133784928039e-13 | 2.8206689246402e-13 |
61 | 0.467439375591743 | 0.934878751183487 | 0.532560624408257 |
62 | 0.999999986077409 | 2.78451815297546e-08 | 1.39225907648773e-08 |
63 | 0.0603304224944911 | 0.120660844988982 | 0.939669577505509 |
64 | 3.0553523820664e-22 | 6.11070476413279e-22 | 1 |
65 | 0.986527249120413 | 0.0269455017591743 | 0.0134727508795871 |
66 | 0.00317533465149759 | 0.00635066930299519 | 0.996824665348502 |
67 | 0.999947276635178 | 0.000105446729643499 | 5.27233648217495e-05 |
68 | 0.384115248590659 | 0.768230497181318 | 0.615884751409341 |
69 | 0.594288648486681 | 0.811422703026639 | 0.405711351513319 |
70 | 0.393057219174321 | 0.786114438348642 | 0.606942780825679 |
71 | 0.00551584677708616 | 0.0110316935541723 | 0.994484153222914 |
72 | 0.510545758255133 | 0.978908483489734 | 0.489454241744867 |
73 | 1.0816257309353e-10 | 2.16325146187061e-10 | 0.999999999891837 |
74 | 0.00406994564772788 | 0.00813989129545576 | 0.995930054352272 |
75 | 0.973025758215737 | 0.0539484835685252 | 0.0269742417842626 |
76 | 0.999999738629253 | 5.22741494050317e-07 | 2.61370747025158e-07 |
77 | 0.731888588221942 | 0.536222823556117 | 0.268111411778058 |
78 | 0.603348212295697 | 0.793303575408606 | 0.396651787704303 |
79 | 0.00430344770651325 | 0.0086068954130265 | 0.995696552293487 |
80 | 1 | 0 | 0 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 35 | 0.466666666666667 | NOK |
5% type I error level | 43 | 0.573333333333333 | NOK |
10% type I error level | 46 | 0.613333333333333 | NOK |