Multiple Linear Regression - Estimated Regression Equation |
CorrectAnalysis[t] = -0.0163556813602342 + 0.00013354621614511UseLimit[t] + 0.258835467258712Used[t] + 0.066602904788088Useful[t] -0.0233600804682653Outcome[t] + 0.0305636745937129T20[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) | -0.0163556813602342 | 0.035844 | -0.4563 | 0.648837 | 0.324419 |
UseLimit | 0.00013354621614511 | 0.042117 | 0.0032 | 0.997474 | 0.498737 |
Used | 0.258835467258712 | 0.045385 | 5.7031 | 0 | 0 |
Useful | 0.066602904788088 | 0.046403 | 1.4353 | 0.153306 | 0.076653 |
Outcome | -0.0233600804682653 | 0.040732 | -0.5735 | 0.567176 | 0.283588 |
T20 | 0.0305636745937129 | 0.042677 | 0.7162 | 0.475024 | 0.237512 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.467322159936702 |
R-squared | 0.218390001167904 |
Adjusted R-squared | 0.191984257964117 |
F-TEST (value) | 8.27054930749244 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 148 |
p-value | 6.48524731028388e-07 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.241734496458927 |
Sum Squared Residuals | 8.64846388318111 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | -0.0395822156123544 | 0.0395822156123544 |
2 | 0 | -0.0163556813602342 | 0.0163556813602342 |
3 | 0 | -0.0163556813602346 | 0.0163556813602346 |
4 | 0 | -0.0163556813602342 | 0.0163556813602342 |
5 | 0 | -0.0163556813602343 | 0.0163556813602343 |
6 | 0 | 0.0270206891757336 | -0.0270206891757336 |
7 | 0 | -0.0163556813602342 | 0.0163556813602342 |
8 | 0 | -0.0163556813602342 | 0.0163556813602342 |
9 | 0 | -0.0397157618284995 | 0.0397157618284995 |
10 | 0 | -0.0162221351440892 | 0.0162221351440892 |
11 | 0 | -0.0162221351440892 | 0.0162221351440892 |
12 | 0 | -0.0163556813602342 | 0.0163556813602342 |
13 | 0 | 0.309082690686566 | -0.309082690686566 |
14 | 0 | -0.0162221351440892 | 0.0162221351440892 |
15 | 0 | 0.2857226102183 | -0.2857226102183 |
16 | 0 | 0.2857226102183 | -0.2857226102183 |
17 | 1 | 0.309216236902711 | 0.690783763097289 |
18 | 0 | -0.0162221351440892 | 0.0162221351440892 |
19 | 0 | -0.0397157618284995 | 0.0397157618284995 |
20 | 1 | 0.2857226102183 | 0.7142773897817 |
21 | 0 | 0.0503807696439989 | -0.0503807696439989 |
22 | 0 | 0.285856156434446 | -0.285856156434446 |
23 | 0 | 0.0268871429595885 | -0.0268871429595885 |
24 | 0 | 0.0270206891757335 | -0.0270206891757335 |
25 | 0 | 0.219119705430212 | -0.219119705430212 |
26 | 0 | 0.309082690686566 | -0.309082690686566 |
27 | 0 | -0.0395822156123545 | 0.0395822156123545 |
28 | 0 | 0.242479785898478 | -0.242479785898478 |
29 | 0 | -0.0397157618284995 | 0.0397157618284995 |
30 | 0 | 0.0502472234278538 | -0.0502472234278538 |
31 | 0 | -0.0163556813602342 | 0.0163556813602342 |
32 | 0 | -0.0162221351440892 | 0.0162221351440892 |
33 | 0 | 0.0503807696439989 | -0.0503807696439989 |
34 | 0 | -0.0397157618284995 | 0.0397157618284995 |
35 | 0 | -0.0163556813602342 | 0.0163556813602342 |
36 | 0 | -0.0163556813602342 | 0.0163556813602342 |
37 | 0 | 0.309216236902711 | -0.309216236902711 |
38 | 0 | 0.219119705430212 | -0.219119705430212 |
39 | 0 | 0.0268871429595885 | -0.0268871429595885 |
40 | 0 | 0.0502472234278538 | -0.0502472234278538 |
41 | 1 | 0.2857226102183 | 0.7142773897817 |
42 | 0 | 0.219119705430212 | -0.219119705430212 |
43 | 0 | 0.0270206891757335 | -0.0270206891757335 |
44 | 0 | -0.0162221351440892 | 0.0162221351440892 |
45 | 0 | 0.0502472234278538 | -0.0502472234278538 |
46 | 0 | 0.0268871429595885 | -0.0268871429595885 |
47 | 0 | -0.0163556813602342 | 0.0163556813602342 |
48 | 0 | -0.0397157618284995 | 0.0397157618284995 |
49 | 0 | 0.0268871429595885 | -0.0268871429595885 |
50 | 0 | -0.0163556813602342 | 0.0163556813602342 |
51 | 0 | 0.242479785898478 | -0.242479785898478 |
52 | 1 | 0.309216236902711 | 0.690783763097289 |
53 | 0 | -0.0397157618284995 | 0.0397157618284995 |
54 | 1 | 0.242479785898478 | 0.757520214101522 |
55 | 0 | -0.0163556813602342 | 0.0163556813602342 |
56 | 0 | 0.219119705430212 | -0.219119705430212 |
57 | 0 | 0.2857226102183 | -0.2857226102183 |
58 | 0 | -0.0397157618284995 | 0.0397157618284995 |
59 | 0 | -0.0397157618284995 | 0.0397157618284995 |
60 | 1 | 0.285856156434446 | 0.714143843565554 |
61 | 0 | -0.0395822156123545 | 0.0395822156123545 |
62 | 0 | 0.309082690686566 | -0.309082690686566 |
63 | 0 | -0.0163556813602342 | 0.0163556813602342 |
64 | 0 | -0.0395822156123545 | 0.0395822156123545 |
65 | 0 | -0.0163556813602342 | 0.0163556813602342 |
66 | 0 | -0.0163556813602342 | 0.0163556813602342 |
67 | 1 | 0.309082690686566 | 0.690917309313434 |
68 | 0 | -0.0162221351440892 | 0.0162221351440892 |
69 | 0 | -0.0397157618284995 | 0.0397157618284995 |
70 | 0 | 0.242479785898478 | -0.242479785898478 |
71 | 0 | -0.0163556813602342 | 0.0163556813602342 |
72 | 0 | -0.0397157618284995 | 0.0397157618284995 |
73 | 0 | 0.219119705430212 | -0.219119705430212 |
74 | 0 | 0.242613332114623 | -0.242613332114623 |
75 | 0 | -0.0397157618284995 | 0.0397157618284995 |
76 | 0 | 0.0268871429595885 | -0.0268871429595885 |
77 | 0 | -0.0397157618284995 | 0.0397157618284995 |
78 | 0 | 0.2857226102183 | -0.2857226102183 |
79 | 1 | 0.219119705430212 | 0.780880294569788 |
80 | 0 | 0.0502472234278538 | -0.0502472234278538 |
81 | 0 | -0.0163556813602342 | 0.0163556813602342 |
82 | 0 | 0.219253251646357 | -0.219253251646357 |
83 | 0 | -0.0163556813602342 | 0.0163556813602342 |
84 | 1 | 0.242479785898478 | 0.757520214101522 |
85 | 0 | 0.0268871429595885 | -0.0268871429595885 |
86 | 0 | -0.0162221351440892 | 0.0162221351440892 |
87 | 0 | -0.00901854101864158 | 0.00901854101864158 |
88 | 0 | 0.219253251646357 | -0.219253251646357 |
89 | 0 | 0.0142079932334786 | -0.0142079932334786 |
90 | 0 | -0.00915208723478667 | 0.00915208723478667 |
91 | 0 | 0.0808108980215667 | -0.0808108980215667 |
92 | 0 | -0.0162221351440892 | 0.0162221351440892 |
93 | 0 | 0.0809444442377118 | -0.0809444442377118 |
94 | 0 | 0.0142079932334786 | -0.0142079932334786 |
95 | 0 | -0.0163556813602342 | 0.0163556813602342 |
96 | 0 | -0.00915208723478667 | 0.00915208723478667 |
97 | 0 | -0.0162221351440892 | 0.0162221351440892 |
98 | 0 | 0.0142079932334786 | -0.0142079932334786 |
99 | 0 | 0.0143415394496237 | -0.0143415394496237 |
100 | 0 | -0.00915208723478667 | 0.00915208723478667 |
101 | 0 | -0.00901854101864158 | 0.00901854101864158 |
102 | 0 | 0.0142079932334786 | -0.0142079932334786 |
103 | 0 | 0.0142079932334786 | -0.0142079932334786 |
104 | 0 | 0.0142079932334786 | -0.0142079932334786 |
105 | 0 | 0.242479785898478 | -0.242479785898478 |
106 | 0 | 0.0142079932334786 | -0.0142079932334786 |
107 | 0 | 0.0142079932334786 | -0.0142079932334786 |
108 | 0 | 0.242613332114623 | -0.242613332114623 |
109 | 0 | 0.0142079932334786 | -0.0142079932334786 |
110 | 0 | 0.0143415394496237 | -0.0143415394496237 |
111 | 0 | 0.309216236902711 | -0.309216236902711 |
112 | 0 | -0.0163556813602342 | 0.0163556813602342 |
113 | 0 | 0.27304346049219 | -0.27304346049219 |
114 | 0 | 0.242613332114623 | -0.242613332114623 |
115 | 0 | 0.0143415394496237 | -0.0143415394496237 |
116 | 0 | 0.0142079932334786 | -0.0142079932334786 |
117 | 0 | -0.00901854101864158 | 0.00901854101864158 |
118 | 0 | 0.0143415394496237 | -0.0143415394496237 |
119 | 0 | 0.0142079932334786 | -0.0142079932334786 |
120 | 0 | -0.00915208723478667 | 0.00915208723478667 |
121 | 0 | 0.0143415394496237 | -0.0143415394496237 |
122 | 0 | 0.0142079932334786 | -0.0142079932334786 |
123 | 0 | 0.242613332114623 | -0.242613332114623 |
124 | 0 | 0.316286284812013 | -0.316286284812013 |
125 | 0 | -0.00915208723478667 | 0.00915208723478667 |
126 | 0 | -0.0163556813602342 | 0.0163556813602342 |
127 | 0 | 0.0808108980215667 | -0.0808108980215667 |
128 | 0 | -0.00915208723478667 | 0.00915208723478667 |
129 | 0 | 0.0142079932334786 | -0.0142079932334786 |
130 | 0 | -0.00915208723478667 | 0.00915208723478667 |
131 | 0 | 0.0143415394496237 | -0.0143415394496237 |
132 | 0 | -0.00901854101864158 | 0.00901854101864158 |
133 | 0 | 0.273177006708336 | -0.273177006708336 |
134 | 0 | 0.0142079932334786 | -0.0142079932334786 |
135 | 0 | 0.0142079932334786 | -0.0142079932334786 |
136 | 0 | 0.0142079932334786 | -0.0142079932334786 |
137 | 0 | 0.316419831028158 | -0.316419831028158 |
138 | 0 | 0.285856156434446 | -0.285856156434446 |
139 | 0 | -0.0163556813602342 | 0.0163556813602342 |
140 | 0 | 0.0142079932334786 | -0.0142079932334786 |
141 | 1 | 0.249683380023925 | 0.750316619976075 |
142 | 0 | 0.219119705430212 | -0.219119705430212 |
143 | 0 | 0.0143415394496237 | -0.0143415394496237 |
144 | 0 | 0.0574508175533014 | -0.0574508175533014 |
145 | 0 | 0.0808108980215667 | -0.0808108980215667 |
146 | 0 | -0.0397157618284995 | 0.0397157618284995 |
147 | 0 | 0.242479785898478 | -0.242479785898478 |
148 | 0 | -0.0163556813602342 | 0.0163556813602342 |
149 | 0 | 0.0143415394496237 | -0.0143415394496237 |
150 | 0 | 0.0574508175533014 | -0.0574508175533014 |
151 | 0 | -0.00915208723478667 | 0.00915208723478667 |
152 | 1 | 0.273177006708336 | 0.726822993291664 |
153 | 1 | 0.339779911496424 | 0.660220088503576 |
154 | 0 | 0.273177006708336 | -0.273177006708336 |
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 | 0.323818217251155 | 0.647636434502311 | 0.676181782748845 |
18 | 0.276727066848219 | 0.553454133696439 | 0.723272933151781 |
19 | 0.246584628287779 | 0.493169256575558 | 0.753415371712221 |
20 | 0.824518661629987 | 0.350962676740026 | 0.175481338370013 |
21 | 0.770736580569757 | 0.458526838860485 | 0.229263419430243 |
22 | 0.841941900593912 | 0.316116198812175 | 0.158058099406088 |
23 | 0.798138462762036 | 0.403723074475928 | 0.201861537237964 |
24 | 0.74438945213574 | 0.51122109572852 | 0.25561054786426 |
25 | 0.728140352020697 | 0.543719295958606 | 0.271859647979303 |
26 | 0.754853964180832 | 0.490292071638336 | 0.245146035819168 |
27 | 0.699711580667875 | 0.600576838664249 | 0.300288419332125 |
28 | 0.678835587316072 | 0.642328825367855 | 0.321164412683928 |
29 | 0.623184011000308 | 0.753631977999384 | 0.376815988999692 |
30 | 0.562987520118 | 0.874024959764 | 0.437012479882 |
31 | 0.500897943986668 | 0.998204112026665 | 0.499102056013332 |
32 | 0.439756193763436 | 0.879512387526872 | 0.560243806236564 |
33 | 0.3872501185197 | 0.7745002370394 | 0.6127498814803 |
34 | 0.332603805636567 | 0.665207611273135 | 0.667396194363432 |
35 | 0.279998368233254 | 0.559996736466509 | 0.720001631766745 |
36 | 0.232132094039249 | 0.464264188078498 | 0.767867905960751 |
37 | 0.247362254168013 | 0.494724508336026 | 0.752637745831987 |
38 | 0.222017301108984 | 0.444034602217968 | 0.777982698891016 |
39 | 0.181697248587372 | 0.363394497174743 | 0.818302751412628 |
40 | 0.147236456650681 | 0.294472913301362 | 0.852763543349319 |
41 | 0.568327798417553 | 0.863344403164894 | 0.431672201582447 |
42 | 0.546026032965711 | 0.907947934068579 | 0.453973967034289 |
43 | 0.496074467870099 | 0.992148935740198 | 0.503925532129901 |
44 | 0.442552042586169 | 0.885104085172338 | 0.557447957413831 |
45 | 0.392660003625223 | 0.785320007250446 | 0.607339996374777 |
46 | 0.344203344987151 | 0.688406689974303 | 0.655796655012848 |
47 | 0.297169889316723 | 0.594339778633447 | 0.702830110683277 |
48 | 0.253676685089256 | 0.507353370178512 | 0.746323314910744 |
49 | 0.214662714907889 | 0.429325429815779 | 0.785337285092111 |
50 | 0.178743911039099 | 0.357487822078199 | 0.821256088960901 |
51 | 0.168013121767018 | 0.336026243534035 | 0.831986878232982 |
52 | 0.486660002956026 | 0.973320005912051 | 0.513339997043974 |
53 | 0.438996209514197 | 0.877992419028395 | 0.561003790485803 |
54 | 0.815420104115158 | 0.369159791769684 | 0.184579895884842 |
55 | 0.780617177624648 | 0.438765644750704 | 0.219382822375352 |
56 | 0.77324764145603 | 0.453504717087939 | 0.22675235854397 |
57 | 0.782875731504621 | 0.434248536990758 | 0.217124268495379 |
58 | 0.747370881889842 | 0.505258236220316 | 0.252629118110158 |
59 | 0.708844021848316 | 0.582311956303369 | 0.291155978151684 |
60 | 0.921990403556768 | 0.156019192886464 | 0.078009596443232 |
61 | 0.90413742876177 | 0.19172514247646 | 0.09586257123823 |
62 | 0.913718358013095 | 0.172563283973809 | 0.0862816419869047 |
63 | 0.893444371167303 | 0.213111257665395 | 0.106555628832697 |
64 | 0.872326086069137 | 0.255347827861725 | 0.127673913930863 |
65 | 0.845846291171993 | 0.308307417656014 | 0.154153708828007 |
66 | 0.815981989522808 | 0.368036020954385 | 0.184018010477193 |
67 | 0.964360418550574 | 0.0712791628988528 | 0.0356395814494264 |
68 | 0.954896147734343 | 0.090207704531314 | 0.045103852265657 |
69 | 0.943195838907757 | 0.113608322184487 | 0.0568041610922433 |
70 | 0.943882878573284 | 0.112234242853432 | 0.0561171214267161 |
71 | 0.92933476713165 | 0.1413304657367 | 0.0706652328683501 |
72 | 0.912846326906347 | 0.174307346187305 | 0.0871536730936527 |
73 | 0.910095392736154 | 0.179809214527692 | 0.0899046072638461 |
74 | 0.910971593332673 | 0.178056813334655 | 0.0890284066673274 |
75 | 0.8912512873812 | 0.217497425237601 | 0.1087487126188 |
76 | 0.869543349477471 | 0.260913301045057 | 0.130456650522529 |
77 | 0.844080308679771 | 0.311839382640459 | 0.155919691320229 |
78 | 0.847431763621711 | 0.305136472756578 | 0.152568236378289 |
79 | 0.985823240677827 | 0.0283535186443462 | 0.0141767593221731 |
80 | 0.981182925349834 | 0.0376341493003312 | 0.0188170746501656 |
81 | 0.975187559215015 | 0.04962488156997 | 0.024812440784985 |
82 | 0.973197656314769 | 0.053604687370462 | 0.026802343685231 |
83 | 0.965183655612082 | 0.0696326887758353 | 0.0348163443879177 |
84 | 0.999147953280766 | 0.00170409343846829 | 0.000852046719234146 |
85 | 0.998827542683298 | 0.0023449146334032 | 0.0011724573167016 |
86 | 0.998367714027824 | 0.00326457194435245 | 0.00163228597217622 |
87 | 0.997586377997599 | 0.0048272440048026 | 0.0024136220024013 |
88 | 0.997139088244799 | 0.00572182351040254 | 0.00286091175520127 |
89 | 0.9958625765593 | 0.00827484688139996 | 0.00413742344069998 |
90 | 0.994083779767776 | 0.0118324404644479 | 0.00591622023222393 |
91 | 0.991746314863715 | 0.0165073702725702 | 0.00825368513628509 |
92 | 0.989212665569758 | 0.0215746688604832 | 0.0107873344302416 |
93 | 0.985255752565947 | 0.029488494868106 | 0.014744247434053 |
94 | 0.979943912088121 | 0.0401121758237575 | 0.0200560879118788 |
95 | 0.974801775702093 | 0.050396448595814 | 0.025198224297907 |
96 | 0.966543759912026 | 0.0669124801759488 | 0.0334562400879744 |
97 | 0.959572340583238 | 0.0808553188335245 | 0.0404276594167623 |
98 | 0.94733096183791 | 0.105338076324181 | 0.0526690381620905 |
99 | 0.932141738441095 | 0.13571652311781 | 0.0678582615589048 |
100 | 0.913949928791054 | 0.172100142417892 | 0.0860500712089461 |
101 | 0.891942606470756 | 0.216114787058489 | 0.108057393529244 |
102 | 0.866257249430092 | 0.267485501139817 | 0.133742750569908 |
103 | 0.836565568296277 | 0.326868863407446 | 0.163434431703723 |
104 | 0.802791675958364 | 0.394416648083272 | 0.197208324041636 |
105 | 0.786674213608986 | 0.426651572782028 | 0.213325786391014 |
106 | 0.747085130562618 | 0.505829738874763 | 0.252914869437382 |
107 | 0.703822471000584 | 0.592355057998833 | 0.296177528999416 |
108 | 0.682003924282828 | 0.635992151434344 | 0.317996075717172 |
109 | 0.633797694044823 | 0.732404611910354 | 0.366202305955177 |
110 | 0.582193429399899 | 0.835613141200203 | 0.417806570600101 |
111 | 0.563784682393023 | 0.872430635213954 | 0.436215317606977 |
112 | 0.521671005276779 | 0.956657989446443 | 0.478328994723221 |
113 | 0.571562407560579 | 0.856875184878841 | 0.428437592439421 |
114 | 0.544811770922434 | 0.910376458155132 | 0.455188229077566 |
115 | 0.488856992288854 | 0.977713984577709 | 0.511143007711146 |
116 | 0.43529037181509 | 0.870580743630181 | 0.56470962818491 |
117 | 0.380492973506646 | 0.760985947013293 | 0.619507026493354 |
118 | 0.327076655362995 | 0.65415331072599 | 0.672923344637005 |
119 | 0.279293045479391 | 0.558586090958783 | 0.720706954520609 |
120 | 0.232398899071212 | 0.464797798142424 | 0.767601100928788 |
121 | 0.189910153423132 | 0.379820306846263 | 0.810089846576868 |
122 | 0.154529867532665 | 0.30905973506533 | 0.845470132467335 |
123 | 0.139577349771298 | 0.279154699542596 | 0.860422650228702 |
124 | 0.171111800655787 | 0.342223601311574 | 0.828888199344213 |
125 | 0.134836323628528 | 0.269672647257057 | 0.865163676371472 |
126 | 0.111860773660763 | 0.223721547321526 | 0.888139226339237 |
127 | 0.0858272337305257 | 0.171654467461051 | 0.914172766269474 |
128 | 0.0634683288022569 | 0.126936657604514 | 0.936531671197743 |
129 | 0.046863471792162 | 0.093726943584324 | 0.953136528207838 |
130 | 0.0330238024939248 | 0.0660476049878495 | 0.966976197506075 |
131 | 0.0223341186050702 | 0.0446682372101403 | 0.97766588139493 |
132 | 0.0149211442097597 | 0.0298422884195195 | 0.98507885579024 |
133 | 0.0265584079581871 | 0.0531168159163742 | 0.973441592041813 |
134 | 0.0185414138824185 | 0.037082827764837 | 0.981458586117582 |
135 | 0.0129394434604168 | 0.0258788869208336 | 0.987060556539583 |
136 | 0.00924530570020203 | 0.0184906114004041 | 0.990754694299798 |
137 | 0.0159108622818391 | 0.0318217245636781 | 0.984089137718161 |
138 | 0.0145192849811291 | 0.0290385699622582 | 0.985480715018871 |
139 | 0.0121704212209872 | 0.0243408424419743 | 0.987829578779013 |
140 | 0.0066630080762896 | 0.0133260161525792 | 0.99333699192371 |
141 | 0.060517751095699 | 0.121035502191398 | 0.939482248904301 |
142 | 0.0531660350475926 | 0.106332070095185 | 0.946833964952407 |
143 | 0.0327553930329968 | 0.0655107860659936 | 0.967244606967003 |
144 | 0.0182091955673037 | 0.0364183911346073 | 0.981790804432696 |
145 | 0.00764139696936224 | 0.0152827939387245 | 0.992358603030638 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 14 | 0.102189781021898 | NOK |
5% type I error level | 33 | 0.240875912408759 | NOK |
10% type I error level | 44 | 0.321167883211679 | NOK |