Multiple Linear Regression - Estimated Regression Equation |
CorrectAnalysis[t] = + 0.0220063456107106 + 0.00230155445681135UseLimit[t] -0.144605867874801T20[t] + 0.229531049203895Used[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) | 0.0220063456107106 | 0.031272 | 0.7037 | 0.484164 | 0.242082 |
UseLimit | 0.00230155445681135 | 0.049194 | 0.0468 | 0.96283 | 0.481415 |
T20 | -0.144605867874801 | 0.056473 | -2.5606 | 0.012819 | 0.006409 |
Used | 0.229531049203895 | 0.059164 | 3.8796 | 0.00025 | 0.000125 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.467544814516272 |
R-squared | 0.218598153581055 |
Adjusted R-squared | 0.181969942030167 |
F-TEST (value) | 5.96802694768086 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 64 |
p-value | 0.00118508809399032 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.18711563548055 |
Sum Squared Residuals | 2.24078470664256 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 0.024307900067522 | -0.024307900067522 |
2 | 0 | 0.109233081396615 | -0.109233081396615 |
3 | 0 | 0.0220063456107106 | -0.0220063456107106 |
4 | 0 | 0.0220063456107104 | -0.0220063456107104 |
5 | 0 | 0.0220063456107106 | -0.0220063456107106 |
6 | 0 | -0.120297967807279 | 0.120297967807279 |
7 | 0 | 0.0243079000675219 | -0.0243079000675219 |
8 | 0 | 0.0220063456107106 | -0.0220063456107106 |
9 | 0 | -0.122599522264091 | 0.122599522264091 |
10 | 0 | 0.0220063456107106 | -0.0220063456107106 |
11 | 0 | -0.120297967807279 | 0.120297967807279 |
12 | 0 | 0.0220063456107106 | -0.0220063456107106 |
13 | 0 | 0.0243079000675219 | -0.0243079000675219 |
14 | 0 | 0.0220063456107106 | -0.0220063456107106 |
15 | 0 | 0.0243079000675219 | -0.0243079000675219 |
16 | 0 | 0.0220063456107106 | -0.0220063456107106 |
17 | 0 | 0.0220063456107106 | -0.0220063456107106 |
18 | 0 | 0.0220063456107106 | -0.0220063456107106 |
19 | 0 | 0.106931526939804 | -0.106931526939804 |
20 | 0 | 0.0220063456107106 | -0.0220063456107106 |
21 | 0 | 0.0220063456107106 | -0.0220063456107106 |
22 | 0 | 0.109233081396615 | -0.109233081396615 |
23 | 0 | 0.0220063456107106 | -0.0220063456107106 |
24 | 0 | 0.0243079000675219 | -0.0243079000675219 |
25 | 0 | 0.109233081396615 | -0.109233081396615 |
26 | 0 | -0.122599522264091 | 0.122599522264091 |
27 | 0 | 0.251537394814605 | -0.251537394814605 |
28 | 0 | 0.109233081396615 | -0.109233081396615 |
29 | 0 | 0.0243079000675219 | -0.0243079000675219 |
30 | 0 | 0.0220063456107106 | -0.0220063456107106 |
31 | 0 | 0.0243079000675219 | -0.0243079000675219 |
32 | 0 | 0.0243079000675219 | -0.0243079000675219 |
33 | 0 | 0.0220063456107106 | -0.0220063456107106 |
34 | 0 | 0.0220063456107106 | -0.0220063456107106 |
35 | 0 | 0.0243079000675219 | -0.0243079000675219 |
36 | 0 | 0.0220063456107106 | -0.0220063456107106 |
37 | 0 | 0.109233081396615 | -0.109233081396615 |
38 | 0 | 0.251537394814605 | -0.251537394814605 |
39 | 0 | 0.0220063456107106 | -0.0220063456107106 |
40 | 0 | -0.122599522264091 | 0.122599522264091 |
41 | 0 | 0.0220063456107106 | -0.0220063456107106 |
42 | 0 | 0.0220063456107106 | -0.0220063456107106 |
43 | 0 | 0.0220063456107106 | -0.0220063456107106 |
44 | 0 | 0.0220063456107106 | -0.0220063456107106 |
45 | 0 | 0.0243079000675219 | -0.0243079000675219 |
46 | 0 | 0.0243079000675219 | -0.0243079000675219 |
47 | 0 | 0.253838949271416 | -0.253838949271416 |
48 | 0 | 0.0220063456107106 | -0.0220063456107106 |
49 | 0 | 0.0220063456107106 | -0.0220063456107106 |
50 | 0 | 0.0220063456107106 | -0.0220063456107106 |
51 | 0 | 0.253838949271416 | -0.253838949271416 |
52 | 0 | 0.109233081396615 | -0.109233081396615 |
53 | 0 | -0.122599522264091 | 0.122599522264091 |
54 | 0 | 0.0220063456107106 | -0.0220063456107106 |
55 | 1 | 0.251537394814605 | 0.748462605185395 |
56 | 0 | 0.106931526939804 | -0.106931526939804 |
57 | 0 | 0.0243079000675219 | -0.0243079000675219 |
58 | 0 | 0.0220063456107106 | -0.0220063456107106 |
59 | 0 | 0.0220063456107106 | -0.0220063456107106 |
60 | 0 | -0.122599522264091 | 0.122599522264091 |
61 | 0 | 0.106931526939804 | -0.106931526939804 |
62 | 0 | -0.122599522264091 | 0.122599522264091 |
63 | 0 | 0.0243079000675219 | -0.0243079000675219 |
64 | 0 | 0.0220063456107106 | -0.0220063456107106 |
65 | 0 | 0.0220063456107106 | -0.0220063456107106 |
66 | 1 | 0.253838949271416 | 0.746161050728584 |
67 | 1 | 0.253838949271416 | 0.746161050728584 |
68 | 0 | 0.253838949271416 | -0.253838949271416 |
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 | 0 | 1 |
18 | 0 | 0 | 1 |
19 | 0 | 0 | 1 |
20 | 0 | 0 | 1 |
21 | 0 | 0 | 1 |
22 | 0 | 0 | 1 |
23 | 0 | 0 | 1 |
24 | 0 | 0 | 1 |
25 | 0 | 0 | 1 |
26 | 0 | 0 | 1 |
27 | 0 | 0 | 1 |
28 | 0 | 0 | 1 |
29 | 0 | 0 | 1 |
30 | 0 | 0 | 1 |
31 | 0 | 0 | 1 |
32 | 0 | 0 | 1 |
33 | 0 | 0 | 1 |
34 | 0 | 0 | 1 |
35 | 0 | 0 | 1 |
36 | 0 | 0 | 1 |
37 | 0 | 0 | 1 |
38 | 0 | 0 | 1 |
39 | 0 | 0 | 1 |
40 | 0 | 0 | 1 |
41 | 0 | 0 | 1 |
42 | 0 | 0 | 1 |
43 | 0 | 0 | 1 |
44 | 0 | 0 | 1 |
45 | 0 | 0 | 1 |
46 | 0 | 0 | 1 |
47 | 0 | 0 | 1 |
48 | 0 | 0 | 1 |
49 | 0 | 0 | 1 |
50 | 0 | 0 | 1 |
51 | 0 | 0 | 1 |
52 | 0 | 0 | 1 |
53 | 0 | 0 | 1 |
54 | 0 | 0 | 1 |
55 | 9.25742620220477e-06 | 1.85148524044095e-05 | 0.999990742573798 |
56 | 7.33985405318865e-06 | 1.46797081063773e-05 | 0.999992660145947 |
57 | 4.06585532990363e-06 | 8.13171065980726e-06 | 0.99999593414467 |
58 | 1.30063339731148e-06 | 2.60126679462296e-06 | 0.999998699366603 |
59 | 3.73734640182809e-07 | 7.47469280365618e-07 | 0.99999962626536 |
60 | 1.40939682348334e-07 | 2.81879364696668e-07 | 0.999999859060318 |
61 | 3.39718411585162e-07 | 6.79436823170324e-07 | 0.999999660281588 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 55 | 1 | NOK |
5% type I error level | 55 | 1 | NOK |
10% type I error level | 55 | 1 | NOK |