Multiple Linear Regression - Estimated Regression Equation |
CorrectAnalysis[t] = -0.0120098995385728 -0.0127358831515425UseLimit[t] + 0.237333074487545Used[t] + 0.0493474167869582Useful[t] -0.0305819634101805Outcome[t] + 0.158634174536241T40[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) | -0.0120098995385728 | 0.030558 | -0.393 | 0.694875 | 0.347437 |
UseLimit | -0.0127358831515425 | 0.041285 | -0.3085 | 0.758144 | 0.379072 |
Used | 0.237333074487545 | 0.043819 | 5.4162 | 0 | 0 |
Useful | 0.0493474167869582 | 0.045331 | 1.0886 | 0.278098 | 0.139049 |
Outcome | -0.0305819634101805 | 0.039692 | -0.7705 | 0.442247 | 0.221124 |
T40 | 0.158634174536241 | 0.05493 | 2.8879 | 0.00446 | 0.00223 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.507465960155506 |
R-squared | 0.25752170071655 |
Adjusted R-squared | 0.232437974389406 |
F-TEST (value) | 10.2664850253083 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 148 |
p-value | 1.83115576035675e-08 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.235605519034018 |
Sum Squared Residuals | 8.2154741686948 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 0.103306428435946 | -0.103306428435946 |
2 | 0 | -0.0120098995385727 | 0.0120098995385727 |
3 | 0 | -0.0120098995385732 | 0.0120098995385732 |
4 | 0 | -0.0120098995385728 | 0.0120098995385728 |
5 | 0 | -0.0120098995385729 | 0.0120098995385729 |
6 | 0 | -0.00598032931333763 | 0.00598032931333763 |
7 | 0 | -0.0120098995385728 | 0.0120098995385728 |
8 | 0 | 0.146624274997669 | -0.146624274997669 |
9 | 0 | -0.0425918629487533 | 0.0425918629487533 |
10 | 0 | -0.0247457826901153 | 0.0247457826901153 |
11 | 0 | 0.133888391846126 | -0.133888391846126 |
12 | 0 | -0.0120098995385728 | 0.0120098995385728 |
13 | 0 | 0.27467059173593 | -0.27467059173593 |
14 | 0 | 0.133888391846126 | -0.133888391846126 |
15 | 0 | 0.24408862832575 | -0.24408862832575 |
16 | 0 | 0.402722802861991 | -0.402722802861991 |
17 | 1 | 0.420568883120629 | 0.579431116879371 |
18 | 0 | 0.133888391846126 | -0.133888391846126 |
19 | 0 | -0.0425918629487533 | 0.0425918629487533 |
20 | 1 | 0.402722802861991 | 0.597277197138009 |
21 | 0 | 0.0246016340968428 | -0.0246016340968428 |
22 | 0 | 0.231352745174207 | -0.231352745174207 |
23 | 0 | 0.00675555383820483 | -0.00675555383820483 |
24 | 0 | -0.00598032931333766 | 0.00598032931333766 |
25 | 0 | 0.353375386075033 | -0.353375386075033 |
26 | 0 | 0.27467059173593 | -0.27467059173593 |
27 | 0 | -0.0553277461002958 | 0.0553277461002958 |
28 | 0 | 0.225323174948972 | -0.225323174948972 |
29 | 0 | -0.0425918629487533 | 0.0425918629487533 |
30 | 0 | 0.0373375172483853 | -0.0373375172483853 |
31 | 0 | -0.0120098995385728 | 0.0120098995385728 |
32 | 0 | -0.0247457826901153 | 0.0247457826901153 |
33 | 0 | 0.0246016340968428 | -0.0246016340968428 |
34 | 0 | 0.116042311587488 | -0.116042311587488 |
35 | 0 | -0.0120098995385728 | 0.0120098995385728 |
36 | 0 | -0.0120098995385728 | 0.0120098995385728 |
37 | 0 | 0.420568883120629 | -0.420568883120629 |
38 | 0 | 0.194741211538791 | -0.194741211538791 |
39 | 0 | 0.00675555383820483 | -0.00675555383820483 |
40 | 0 | 0.195971691784627 | -0.195971691784627 |
41 | 1 | 0.24408862832575 | 0.75591137167425 |
42 | 0 | 0.194741211538791 | -0.194741211538791 |
43 | 0 | -0.00598032931333766 | 0.00598032931333766 |
44 | 0 | 0.133888391846126 | -0.133888391846126 |
45 | 0 | 0.0373375172483853 | -0.0373375172483853 |
46 | 0 | 0.00675555383820483 | -0.00675555383820483 |
47 | 0 | -0.0120098995385728 | 0.0120098995385728 |
48 | 0 | -0.0425918629487533 | 0.0425918629487533 |
49 | 0 | 0.00675555383820483 | -0.00675555383820483 |
50 | 0 | -0.0120098995385728 | 0.0120098995385728 |
51 | 0 | 0.383957349485213 | -0.383957349485213 |
52 | 1 | 0.420568883120629 | 0.579431116879371 |
53 | 0 | -0.0425918629487533 | 0.0425918629487533 |
54 | 1 | 0.225323174948972 | 0.774676825051028 |
55 | 0 | -0.0120098995385728 | 0.0120098995385728 |
56 | 0 | 0.353375386075033 | -0.353375386075033 |
57 | 0 | 0.24408862832575 | -0.24408862832575 |
58 | 0 | -0.0425918629487533 | 0.0425918629487533 |
59 | 0 | -0.0425918629487533 | 0.0425918629487533 |
60 | 1 | 0.389986919710449 | 0.610013080289551 |
61 | 0 | 0.103306428435946 | -0.103306428435946 |
62 | 0 | 0.27467059173593 | -0.27467059173593 |
63 | 0 | -0.0120098995385728 | 0.0120098995385728 |
64 | 0 | 0.103306428435946 | -0.103306428435946 |
65 | 0 | -0.0120098995385728 | 0.0120098995385728 |
66 | 0 | -0.0120098995385728 | 0.0120098995385728 |
67 | 1 | 0.433304766272172 | 0.566695233727828 |
68 | 0 | -0.0247457826901153 | 0.0247457826901153 |
69 | 0 | -0.0425918629487533 | 0.0425918629487533 |
70 | 0 | 0.225323174948972 | -0.225323174948972 |
71 | 0 | -0.0120098995385728 | 0.0120098995385728 |
72 | 0 | -0.0425918629487533 | 0.0425918629487533 |
73 | 0 | 0.194741211538791 | -0.194741211538791 |
74 | 0 | 0.212587291797429 | -0.212587291797429 |
75 | 0 | -0.0425918629487533 | 0.0425918629487533 |
76 | 0 | 0.165389728374446 | -0.165389728374446 |
77 | 0 | -0.0425918629487533 | 0.0425918629487533 |
78 | 0 | 0.24408862832575 | -0.24408862832575 |
79 | 1 | 0.353375386075033 | 0.646624613924967 |
80 | 0 | 0.195971691784627 | -0.195971691784627 |
81 | 0 | -0.0120098995385728 | 0.0120098995385728 |
82 | 0 | 0.182005328387249 | -0.182005328387249 |
83 | 0 | -0.0120098995385728 | 0.0120098995385728 |
84 | 1 | 0.225323174948972 | 0.774676825051028 |
85 | 0 | 0.00675555383820483 | -0.00675555383820483 |
86 | 0 | -0.0247457826901153 | 0.0247457826901153 |
87 | 0 | -0.0553277461002958 | 0.0553277461002958 |
88 | 0 | 0.182005328387249 | -0.182005328387249 |
89 | 0 | -0.0120098995385728 | 0.0120098995385728 |
90 | 0 | -0.0425918629487533 | 0.0425918629487533 |
91 | 0 | 0.0373375172483853 | -0.0373375172483853 |
92 | 0 | -0.0247457826901153 | 0.0247457826901153 |
93 | 0 | 0.0246016340968428 | -0.0246016340968428 |
94 | 0 | -0.0120098995385728 | 0.0120098995385728 |
95 | 0 | -0.0120098995385728 | 0.0120098995385728 |
96 | 0 | -0.0425918629487533 | 0.0425918629487533 |
97 | 0 | -0.0247457826901153 | 0.0247457826901153 |
98 | 0 | -0.0120098995385728 | 0.0120098995385728 |
99 | 0 | -0.0247457826901153 | 0.0247457826901153 |
100 | 0 | -0.0425918629487533 | 0.0425918629487533 |
101 | 0 | -0.0553277461002958 | 0.0553277461002958 |
102 | 0 | -0.0120098995385728 | 0.0120098995385728 |
103 | 0 | -0.0120098995385728 | 0.0120098995385728 |
104 | 0 | -0.0120098995385728 | 0.0120098995385728 |
105 | 0 | 0.225323174948972 | -0.225323174948972 |
106 | 0 | -0.0120098995385728 | 0.0120098995385728 |
107 | 0 | -0.0120098995385728 | 0.0120098995385728 |
108 | 0 | 0.212587291797429 | -0.212587291797429 |
109 | 0 | -0.0120098995385728 | 0.0120098995385728 |
110 | 0 | -0.0247457826901153 | 0.0247457826901153 |
111 | 0 | 0.261934708584388 | -0.261934708584388 |
112 | 0 | -0.0120098995385728 | 0.0120098995385728 |
113 | 0 | 0.225323174948972 | -0.225323174948972 |
114 | 0 | 0.212587291797429 | -0.212587291797429 |
115 | 0 | -0.0247457826901153 | 0.0247457826901153 |
116 | 0 | -0.0120098995385728 | 0.0120098995385728 |
117 | 0 | -0.0553277461002958 | 0.0553277461002958 |
118 | 0 | -0.0247457826901153 | 0.0247457826901153 |
119 | 0 | -0.0120098995385728 | 0.0120098995385728 |
120 | 0 | -0.0425918629487533 | 0.0425918629487533 |
121 | 0 | -0.0247457826901153 | 0.0247457826901153 |
122 | 0 | -0.0120098995385728 | 0.0120098995385728 |
123 | 0 | 0.212587291797429 | -0.212587291797429 |
124 | 0 | 0.24408862832575 | -0.24408862832575 |
125 | 0 | -0.0425918629487533 | 0.0425918629487533 |
126 | 0 | -0.0120098995385728 | 0.0120098995385728 |
127 | 0 | 0.0373375172483853 | -0.0373375172483853 |
128 | 0 | -0.0425918629487533 | 0.0425918629487533 |
129 | 0 | -0.0120098995385728 | 0.0120098995385728 |
130 | 0 | -0.0425918629487533 | 0.0425918629487533 |
131 | 0 | -0.0247457826901153 | 0.0247457826901153 |
132 | 0 | -0.0553277461002958 | 0.0553277461002958 |
133 | 0 | 0.212587291797429 | -0.212587291797429 |
134 | 0 | -0.0120098995385728 | 0.0120098995385728 |
135 | 0 | -0.0120098995385728 | 0.0120098995385728 |
136 | 0 | -0.0120098995385728 | 0.0120098995385728 |
137 | 0 | 0.231352745174207 | -0.231352745174207 |
138 | 0 | 0.231352745174207 | -0.231352745174207 |
139 | 0 | -0.0120098995385728 | 0.0120098995385728 |
140 | 0 | -0.0120098995385728 | 0.0120098995385728 |
141 | 1 | 0.194741211538791 | 0.805258788461209 |
142 | 0 | 0.194741211538791 | -0.194741211538791 |
143 | 0 | -0.0247457826901153 | 0.0247457826901153 |
144 | 0 | 0.00675555383820483 | -0.00675555383820483 |
145 | 0 | 0.0373375172483853 | -0.0373375172483853 |
146 | 0 | -0.0425918629487533 | 0.0425918629487533 |
147 | 0 | 0.225323174948972 | -0.225323174948972 |
148 | 0 | -0.0120098995385728 | 0.0120098995385728 |
149 | 0 | -0.0247457826901153 | 0.0247457826901153 |
150 | 0 | 0.00675555383820483 | -0.00675555383820483 |
151 | 0 | -0.0425918629487533 | 0.0425918629487533 |
152 | 1 | 0.21258729179743 | 0.78741270820257 |
153 | 1 | 0.261934708584388 | 0.738065291415612 |
154 | 0 | 0.212587291797429 | -0.212587291797429 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
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 | 0.355129983517504 | 0.710259967035009 | 0.644870016482496 |
18 | 0.313155294007714 | 0.626310588015427 | 0.686844705992286 |
19 | 0.2844006003136 | 0.568801200627201 | 0.7155993996864 |
20 | 0.802457042759137 | 0.395085914481726 | 0.197542957240863 |
21 | 0.745611627190279 | 0.508776745619442 | 0.254388372809721 |
22 | 0.73245419206572 | 0.53509161586856 | 0.26754580793428 |
23 | 0.668503172689896 | 0.662993654620209 | 0.331496827310104 |
24 | 0.601687562738282 | 0.796624874523437 | 0.398312437261718 |
25 | 0.606287963100271 | 0.787424073799457 | 0.393712036899729 |
26 | 0.609470428928336 | 0.781059142143328 | 0.390529571071664 |
27 | 0.567868762406302 | 0.864262475187397 | 0.432131237593698 |
28 | 0.512967484997909 | 0.974065030004183 | 0.487032515002091 |
29 | 0.460426413312936 | 0.920852826625872 | 0.539573586687064 |
30 | 0.404085754769122 | 0.808171509538244 | 0.595914245230878 |
31 | 0.347175141693252 | 0.694350283386504 | 0.652824858306748 |
32 | 0.294353480874591 | 0.588706961749181 | 0.705646519125409 |
33 | 0.246245193265055 | 0.492490386530109 | 0.753754806734945 |
34 | 0.209296512498803 | 0.418593024997605 | 0.790703487501197 |
35 | 0.170105966387292 | 0.340211932774584 | 0.829894033612708 |
36 | 0.13598985943978 | 0.271979718879559 | 0.86401014056022 |
37 | 0.194799012435607 | 0.389598024871214 | 0.805200987564393 |
38 | 0.163118926612086 | 0.326237853224172 | 0.836881073387914 |
39 | 0.130315078320154 | 0.260630156640309 | 0.869684921679846 |
40 | 0.126834894384627 | 0.253669788769253 | 0.873165105615373 |
41 | 0.639040854468668 | 0.721918291062664 | 0.360959145531332 |
42 | 0.607422581211641 | 0.785154837576718 | 0.392577418788359 |
43 | 0.556262574604075 | 0.88747485079185 | 0.443737425395925 |
44 | 0.518373266907157 | 0.963253466185686 | 0.481626733092843 |
45 | 0.466931914354895 | 0.93386382870979 | 0.533068085645105 |
46 | 0.416600187350305 | 0.83320037470061 | 0.583399812649695 |
47 | 0.36768323479135 | 0.735366469582701 | 0.63231676520865 |
48 | 0.320830483647695 | 0.64166096729539 | 0.679169516352305 |
49 | 0.277061617686984 | 0.554123235373968 | 0.722938382313016 |
50 | 0.236414564078365 | 0.47282912815673 | 0.763585435921635 |
51 | 0.292155218383044 | 0.584310436766088 | 0.707844781616956 |
52 | 0.566543322332586 | 0.866913355334828 | 0.433456677667414 |
53 | 0.520519964997852 | 0.958960070004296 | 0.479480035002148 |
54 | 0.900392456599062 | 0.199215086801876 | 0.0996075434009378 |
55 | 0.877144053485495 | 0.245711893029011 | 0.122855946514505 |
56 | 0.915541933609216 | 0.168916132781568 | 0.0844580663907839 |
57 | 0.915237695875709 | 0.169524608248582 | 0.0847623041242912 |
58 | 0.896279064055019 | 0.207441871889963 | 0.103720935944981 |
59 | 0.87426797568897 | 0.25146404862206 | 0.12573202431103 |
60 | 0.95725108594522 | 0.0854978281095609 | 0.0427489140547804 |
61 | 0.952026297318551 | 0.0959474053628978 | 0.0479737026814489 |
62 | 0.954842184660438 | 0.0903156306791241 | 0.045157815339562 |
63 | 0.942529785798506 | 0.114940428402988 | 0.0574702142014942 |
64 | 0.940999640586858 | 0.118000718826283 | 0.0590003594131415 |
65 | 0.925881532108589 | 0.148236935782822 | 0.0741184678914111 |
66 | 0.90795620047606 | 0.184087599047881 | 0.0920437995239404 |
67 | 0.962223305948606 | 0.0755533881027874 | 0.0377766940513937 |
68 | 0.951330533163216 | 0.0973389336735675 | 0.0486694668367838 |
69 | 0.939007544830474 | 0.121984910339052 | 0.0609924551695258 |
70 | 0.937598737346503 | 0.124802525306993 | 0.0624012626534967 |
71 | 0.921878865124951 | 0.156242269750098 | 0.0781211348750491 |
72 | 0.904168315072004 | 0.191663369855992 | 0.0958316849279959 |
73 | 0.898710547177406 | 0.202578905645189 | 0.101289452822595 |
74 | 0.894467906569109 | 0.211064186861782 | 0.105532093430891 |
75 | 0.872470719776565 | 0.25505856044687 | 0.127529280223435 |
76 | 0.873146415166471 | 0.253707169667059 | 0.126853584833529 |
77 | 0.848192281629461 | 0.303615436741078 | 0.151807718370539 |
78 | 0.846257853175564 | 0.307484293648872 | 0.153742146824436 |
79 | 0.954056455807613 | 0.091887088384774 | 0.045943544192387 |
80 | 0.945161164048751 | 0.109677671902497 | 0.0548388359512487 |
81 | 0.930823636887343 | 0.138352726225315 | 0.0691763631126573 |
82 | 0.924194171651782 | 0.151611656696436 | 0.0758058283482179 |
83 | 0.905816130368697 | 0.188367739262606 | 0.094183869631303 |
84 | 0.994801520490998 | 0.0103969590180041 | 0.00519847950900204 |
85 | 0.992660780178225 | 0.0146784396435506 | 0.00733921982177528 |
86 | 0.989791155441383 | 0.0204176891172339 | 0.0102088445586169 |
87 | 0.9860960462483 | 0.0278079075034001 | 0.0139039537517 |
88 | 0.984494239975788 | 0.0310115200484231 | 0.0155057600242116 |
89 | 0.979024047992778 | 0.0419519040144446 | 0.0209759520072223 |
90 | 0.972179365696572 | 0.0556412686068553 | 0.0278206343034276 |
91 | 0.963377753029695 | 0.0732444939406108 | 0.0366222469703054 |
92 | 0.952343090481778 | 0.0953138190364444 | 0.0476569095182222 |
93 | 0.938739455236122 | 0.122521089527756 | 0.0612605447638782 |
94 | 0.922158812978904 | 0.155682374042192 | 0.0778411870210961 |
95 | 0.902310826932999 | 0.195378346134003 | 0.0976891730670014 |
96 | 0.879451856036154 | 0.241096287927692 | 0.120548143963846 |
97 | 0.852467996547441 | 0.295064006905119 | 0.147532003452559 |
98 | 0.821452978728366 | 0.357094042543268 | 0.178547021271634 |
99 | 0.786635669616287 | 0.426728660767427 | 0.213364330383713 |
100 | 0.748649960090613 | 0.502700079818774 | 0.251350039909387 |
101 | 0.707611311551849 | 0.584777376896302 | 0.292388688448151 |
102 | 0.66215575081222 | 0.67568849837556 | 0.33784424918778 |
103 | 0.614001268730217 | 0.771997462539567 | 0.385998731269783 |
104 | 0.56380617753546 | 0.87238764492908 | 0.43619382246454 |
105 | 0.549961947137663 | 0.900076105724674 | 0.450038052862337 |
106 | 0.498040153464791 | 0.996080306929581 | 0.501959846535209 |
107 | 0.445900175305744 | 0.891800350611489 | 0.554099824694256 |
108 | 0.43369941549874 | 0.867398830997481 | 0.56630058450126 |
109 | 0.382220575360958 | 0.764441150721915 | 0.617779424639042 |
110 | 0.332761348267191 | 0.665522696534382 | 0.667238651732809 |
111 | 0.332035125917087 | 0.664070251834173 | 0.667964874082913 |
112 | 0.284453446551416 | 0.568906893102831 | 0.715546553448584 |
113 | 0.28023048799992 | 0.56046097599984 | 0.71976951200008 |
114 | 0.282458832824177 | 0.564917665648355 | 0.717541167175823 |
115 | 0.238059371615284 | 0.476118743230568 | 0.761940628384716 |
116 | 0.197116811462478 | 0.394233622924956 | 0.802883188537522 |
117 | 0.161436829262061 | 0.322873658524122 | 0.838563170737939 |
118 | 0.129454414632344 | 0.258908829264689 | 0.870545585367656 |
119 | 0.101765580504608 | 0.203531161009217 | 0.898234419495392 |
120 | 0.0787557028053423 | 0.157511405610685 | 0.921244297194658 |
121 | 0.0596780790033955 | 0.119356158006791 | 0.940321920996604 |
122 | 0.0442068448222597 | 0.0884136896445194 | 0.95579315517774 |
123 | 0.0479264175522581 | 0.0958528351045161 | 0.952073582447742 |
124 | 0.0496117754499632 | 0.0992235508999264 | 0.950388224550037 |
125 | 0.0360355237701389 | 0.0720710475402778 | 0.963964476229861 |
126 | 0.0254294817168864 | 0.0508589634337729 | 0.974570518283114 |
127 | 0.01761413383158 | 0.0352282676631599 | 0.98238586616842 |
128 | 0.0118884601288268 | 0.0237769202576536 | 0.988111539871173 |
129 | 0.00775212439463295 | 0.0155042487892659 | 0.992247875605367 |
130 | 0.00495425078680114 | 0.00990850157360228 | 0.995045749213199 |
131 | 0.00304164237425569 | 0.00608328474851137 | 0.996958357625744 |
132 | 0.00187861224719715 | 0.0037572244943943 | 0.998121387752803 |
133 | 0.00254686700262975 | 0.0050937340052595 | 0.99745313299737 |
134 | 0.00146539670349539 | 0.00293079340699077 | 0.998534603296505 |
135 | 0.000811492357373252 | 0.0016229847147465 | 0.999188507642627 |
136 | 0.000431646155075436 | 0.000863292310150872 | 0.999568353844925 |
137 | 0.000586976529436942 | 0.00117395305887388 | 0.999413023470563 |
138 | 0.00343810375302401 | 0.00687620750604803 | 0.996561896246976 |
139 | 0.00207542171654789 | 0.00415084343309578 | 0.997924578283452 |
140 | 0.00135242143701881 | 0.00270484287403762 | 0.998647578562981 |
141 | 0.0396281218877728 | 0.0792562437755456 | 0.960371878112227 |
142 | 0.0316042422778543 | 0.0632084845557085 | 0.968395757722146 |
143 | 0.0186702381332255 | 0.037340476266451 | 0.981329761866774 |
144 | 0.0100470962520024 | 0.0200941925040049 | 0.989952903747998 |
145 | 0.00421064321724175 | 0.0084212864344835 | 0.995789356782758 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 20 | 0.145985401459854 | NOK |
5% type I error level | 31 | 0.226277372262774 | NOK |
10% type I error level | 47 | 0.343065693430657 | NOK |