Multiple Linear Regression - Estimated Regression Equation |
Weeks[t] = + 2.84061538461538 -0.256641025641026Limit[t] + 0.486666666666667Usefull[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) | 2.84061538461538 | 0.317489 | 8.9471 | 0 | 0 |
Limit | -0.256641025641026 | 0.167687 | -1.5305 | 0.127992 | 0.063996 |
Usefull | 0.486666666666667 | 0.177652 | 2.7394 | 0.006896 | 0.003448 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.242434167665263 |
R-squared | 0.0587743256515486 |
Adjusted R-squared | 0.0463077604283902 |
F-TEST (value) | 4.7145564635853 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 151 |
p-value | 0.0103247434678587 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.973042313150977 |
Sum Squared Residuals | 142.968512820513 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 4 | 2.814 | 1.186 |
2 | 4 | 3.07064102564103 | 0.929358974358974 |
3 | 4 | 3.07064102564103 | 0.929358974358975 |
4 | 4 | 3.07064102564103 | 0.929358974358974 |
5 | 4 | 3.07064102564103 | 0.929358974358974 |
6 | 4 | 3.30066666666667 | 0.699333333333333 |
7 | 4 | 3.07064102564103 | 0.929358974358974 |
8 | 4 | 3.07064102564103 | 0.929358974358974 |
9 | 4 | 3.07064102564103 | 0.929358974358974 |
10 | 4 | 2.814 | 1.186 |
11 | 4 | 2.814 | 1.186 |
12 | 4 | 3.07064102564103 | 0.929358974358974 |
13 | 4 | 3.55730769230769 | 0.442692307692308 |
14 | 4 | 2.814 | 1.186 |
15 | 4 | 3.55730769230769 | 0.442692307692308 |
16 | 4 | 3.55730769230769 | 0.442692307692308 |
17 | 4 | 3.30066666666667 | 0.699333333333333 |
18 | 4 | 2.814 | 1.186 |
19 | 4 | 3.07064102564103 | 0.929358974358974 |
20 | 4 | 3.55730769230769 | 0.442692307692308 |
21 | 4 | 3.30066666666667 | 0.699333333333333 |
22 | 4 | 3.30066666666667 | 0.699333333333333 |
23 | 4 | 3.55730769230769 | 0.442692307692308 |
24 | 4 | 3.30066666666667 | 0.699333333333333 |
25 | 4 | 3.07064102564103 | 0.929358974358974 |
26 | 4 | 3.55730769230769 | 0.442692307692308 |
27 | 4 | 2.814 | 1.186 |
28 | 4 | 3.07064102564103 | 0.929358974358974 |
29 | 4 | 3.07064102564103 | 0.929358974358974 |
30 | 4 | 3.55730769230769 | 0.442692307692308 |
31 | 4 | 3.07064102564103 | 0.929358974358974 |
32 | 4 | 2.814 | 1.186 |
33 | 4 | 3.30066666666667 | 0.699333333333333 |
34 | 4 | 3.07064102564103 | 0.929358974358974 |
35 | 4 | 3.07064102564103 | 0.929358974358974 |
36 | 4 | 3.07064102564103 | 0.929358974358974 |
37 | 4 | 3.30066666666667 | 0.699333333333333 |
38 | 4 | 3.07064102564103 | 0.929358974358974 |
39 | 4 | 3.55730769230769 | 0.442692307692308 |
40 | 4 | 3.55730769230769 | 0.442692307692308 |
41 | 4 | 3.55730769230769 | 0.442692307692308 |
42 | 4 | 3.07064102564103 | 0.929358974358974 |
43 | 4 | 3.30066666666667 | 0.699333333333333 |
44 | 4 | 2.814 | 1.186 |
45 | 4 | 3.55730769230769 | 0.442692307692308 |
46 | 4 | 3.55730769230769 | 0.442692307692308 |
47 | 4 | 3.07064102564103 | 0.929358974358974 |
48 | 4 | 3.07064102564103 | 0.929358974358974 |
49 | 4 | 3.55730769230769 | 0.442692307692308 |
50 | 4 | 3.07064102564103 | 0.929358974358974 |
51 | 4 | 3.07064102564103 | 0.929358974358974 |
52 | 4 | 3.30066666666667 | 0.699333333333333 |
53 | 4 | 3.07064102564103 | 0.929358974358974 |
54 | 4 | 3.07064102564103 | 0.929358974358974 |
55 | 4 | 3.07064102564103 | 0.929358974358974 |
56 | 4 | 3.07064102564103 | 0.929358974358974 |
57 | 4 | 3.55730769230769 | 0.442692307692308 |
58 | 4 | 3.07064102564103 | 0.929358974358974 |
59 | 4 | 3.07064102564103 | 0.929358974358974 |
60 | 4 | 3.30066666666667 | 0.699333333333333 |
61 | 4 | 2.814 | 1.186 |
62 | 4 | 3.55730769230769 | 0.442692307692308 |
63 | 4 | 3.07064102564103 | 0.929358974358974 |
64 | 4 | 2.814 | 1.186 |
65 | 4 | 3.07064102564103 | 0.929358974358974 |
66 | 4 | 3.07064102564103 | 0.929358974358974 |
67 | 4 | 3.55730769230769 | 0.442692307692308 |
68 | 4 | 2.814 | 1.186 |
69 | 4 | 3.07064102564103 | 0.929358974358974 |
70 | 4 | 3.07064102564103 | 0.929358974358974 |
71 | 4 | 3.07064102564103 | 0.929358974358974 |
72 | 4 | 3.07064102564103 | 0.929358974358974 |
73 | 4 | 3.07064102564103 | 0.929358974358974 |
74 | 4 | 2.814 | 1.186 |
75 | 4 | 3.07064102564103 | 0.929358974358974 |
76 | 4 | 3.55730769230769 | 0.442692307692308 |
77 | 4 | 3.07064102564103 | 0.929358974358974 |
78 | 4 | 3.55730769230769 | 0.442692307692308 |
79 | 4 | 3.07064102564103 | 0.929358974358974 |
80 | 4 | 3.55730769230769 | 0.442692307692308 |
81 | 4 | 3.07064102564103 | 0.929358974358974 |
82 | 4 | 2.814 | 1.186 |
83 | 4 | 3.07064102564103 | 0.929358974358974 |
84 | 4 | 3.07064102564103 | 0.929358974358974 |
85 | 4 | 3.55730769230769 | 0.442692307692308 |
86 | 4 | 2.814 | 1.186 |
87 | 2 | 2.814 | -0.814 |
88 | 2 | 2.814 | -0.814 |
89 | 2 | 3.07064102564103 | -1.07064102564103 |
90 | 2 | 3.07064102564103 | -1.07064102564103 |
91 | 2 | 3.55730769230769 | -1.55730769230769 |
92 | 2 | 2.814 | -0.814 |
93 | 2 | 3.30066666666667 | -1.30066666666667 |
94 | 2 | 3.07064102564103 | -1.07064102564103 |
95 | 2 | 3.07064102564103 | -1.07064102564103 |
96 | 2 | 3.07064102564103 | -1.07064102564103 |
97 | 2 | 2.814 | -0.814 |
98 | 2 | 3.07064102564103 | -1.07064102564103 |
99 | 2 | 2.814 | -0.814 |
100 | 2 | 3.07064102564103 | -1.07064102564103 |
101 | 2 | 2.814 | -0.814 |
102 | 2 | 3.07064102564103 | -1.07064102564103 |
103 | 2 | 3.07064102564103 | -1.07064102564103 |
104 | 2 | 3.07064102564103 | -1.07064102564103 |
105 | 2 | 3.07064102564103 | -1.07064102564103 |
106 | 2 | 3.07064102564103 | -1.07064102564103 |
107 | 2 | 3.07064102564103 | -1.07064102564103 |
108 | 2 | 2.814 | -0.814 |
109 | 2 | 3.07064102564103 | -1.07064102564103 |
110 | 2 | 2.814 | -0.814 |
111 | 2 | 3.30066666666667 | -1.30066666666667 |
112 | 2 | 3.07064102564103 | -1.07064102564103 |
113 | 2 | 3.07064102564103 | -1.07064102564103 |
114 | 2 | 2.814 | -0.814 |
115 | 2 | 2.814 | -0.814 |
116 | 2 | 3.07064102564103 | -1.07064102564103 |
117 | 2 | 2.814 | -0.814 |
118 | 2 | 2.814 | -0.814 |
119 | 2 | 3.07064102564103 | -1.07064102564103 |
120 | 2 | 3.07064102564103 | -1.07064102564103 |
121 | 2 | 2.814 | -0.814 |
122 | 2 | 3.07064102564103 | -1.07064102564103 |
123 | 2 | 2.814 | -0.814 |
124 | 2 | 3.55730769230769 | -1.55730769230769 |
125 | 2 | 3.07064102564103 | -1.07064102564103 |
126 | 2 | 3.07064102564103 | -1.07064102564103 |
127 | 2 | 3.55730769230769 | -1.55730769230769 |
128 | 2 | 3.07064102564103 | -1.07064102564103 |
129 | 2 | 3.07064102564103 | -1.07064102564103 |
130 | 2 | 3.07064102564103 | -1.07064102564103 |
131 | 2 | 2.814 | -0.814 |
132 | 2 | 2.814 | -0.814 |
133 | 2 | 2.814 | -0.814 |
134 | 2 | 3.07064102564103 | -1.07064102564103 |
135 | 2 | 3.07064102564103 | -1.07064102564103 |
136 | 2 | 3.07064102564103 | -1.07064102564103 |
137 | 2 | 3.30066666666667 | -1.30066666666667 |
138 | 2 | 3.30066666666667 | -1.30066666666667 |
139 | 2 | 3.07064102564103 | -1.07064102564103 |
140 | 2 | 3.07064102564103 | -1.07064102564103 |
141 | 2 | 3.07064102564103 | -1.07064102564103 |
142 | 2 | 3.07064102564103 | -1.07064102564103 |
143 | 2 | 2.814 | -0.814 |
144 | 2 | 3.55730769230769 | -1.55730769230769 |
145 | 2 | 3.55730769230769 | -1.55730769230769 |
146 | 2 | 3.07064102564103 | -1.07064102564103 |
147 | 2 | 3.07064102564103 | -1.07064102564103 |
148 | 2 | 3.07064102564103 | -1.07064102564103 |
149 | 2 | 2.814 | -0.814 |
150 | 2 | 3.55730769230769 | -1.55730769230769 |
151 | 2 | 3.07064102564103 | -1.07064102564103 |
152 | 2 | 2.814 | -0.814 |
153 | 2 | 3.30066666666667 | -1.30066666666667 |
154 | 2 | 2.814 | -0.814 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 3.42224302746374e-95 | 6.84448605492748e-95 | 1 |
7 | 6.50738342137437e-125 | 1.30147668427487e-124 | 1 |
8 | 3.60117033551498e-154 | 7.20234067102996e-154 | 1 |
9 | 5.26882514588535e-192 | 1.05376502917707e-191 | 1 |
10 | 6.81499992520983e-110 | 1.36299998504197e-109 | 1 |
11 | 6.25253852053408e-131 | 1.25050770410682e-130 | 1 |
12 | 1.45449550378083e-137 | 2.90899100756165e-137 | 1 |
13 | 2.25918390686146e-173 | 4.51836781372292e-173 | 1 |
14 | 2.08082844964901e-166 | 4.16165689929803e-166 | 1 |
15 | 1.15293736560362e-181 | 2.30587473120725e-181 | 1 |
16 | 0 | 0 | 1 |
17 | 3.68882794525519e-228 | 7.37765589051038e-228 | 1 |
18 | 5.24083658380475e-229 | 1.04816731676095e-228 | 1 |
19 | 1.33941442212317e-242 | 2.67882884424633e-242 | 1 |
20 | 2.83061749877872e-270 | 5.66123499755744e-270 | 1 |
21 | 4.2229185149793e-309 | 8.44583702995861e-309 | 1 |
22 | 5.40363538492316e-292 | 1.08072707698463e-291 | 1 |
23 | 2.7139694806185e-302 | 5.427938961237e-302 | 1 |
24 | 2.48515019858147e-321 | 4.97030039716294e-321 | 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 | 0 | 0 | 1 |
56 | 0 | 0 | 1 |
57 | 0 | 0 | 1 |
58 | 0 | 0 | 1 |
59 | 0 | 0 | 1 |
60 | 0 | 0 | 1 |
61 | 0 | 0 | 1 |
62 | 0 | 0 | 1 |
63 | 0 | 0 | 1 |
64 | 0 | 0 | 1 |
65 | 0 | 0 | 1 |
66 | 0 | 0 | 1 |
67 | 0 | 0 | 1 |
68 | 0 | 0 | 1 |
69 | 0 | 0 | 1 |
70 | 0 | 0 | 1 |
71 | 0 | 0 | 1 |
72 | 0 | 0 | 1 |
73 | 0 | 0 | 1 |
74 | 0 | 0 | 1 |
75 | 0 | 0 | 1 |
76 | 0 | 0 | 1 |
77 | 0 | 0 | 1 |
78 | 0 | 0 | 1 |
79 | 0 | 0 | 1 |
80 | 0 | 0 | 1 |
81 | 0 | 0 | 1 |
82 | 0 | 0 | 1 |
83 | 0 | 0 | 1 |
84 | 0 | 0 | 1 |
85 | 0 | 0 | 1 |
86 | 1 | 5.92768662772036e-20 | 2.96384331386018e-20 |
87 | 1 | 0 | 0 |
88 | 1 | 0 | 0 |
89 | 1 | 0 | 0 |
90 | 1 | 0 | 0 |
91 | 1 | 0 | 0 |
92 | 1 | 0 | 0 |
93 | 1 | 0 | 0 |
94 | 1 | 0 | 0 |
95 | 1 | 0 | 0 |
96 | 1 | 0 | 0 |
97 | 1 | 0 | 0 |
98 | 1 | 0 | 0 |
99 | 1 | 0 | 0 |
100 | 1 | 0 | 0 |
101 | 1 | 0 | 0 |
102 | 1 | 0 | 0 |
103 | 1 | 0 | 0 |
104 | 1 | 0 | 0 |
105 | 1 | 0 | 0 |
106 | 1 | 0 | 0 |
107 | 1 | 0 | 0 |
108 | 1 | 0 | 0 |
109 | 1 | 0 | 0 |
110 | 1 | 0 | 0 |
111 | 1 | 0 | 0 |
112 | 1 | 0 | 0 |
113 | 1 | 0 | 0 |
114 | 1 | 0 | 0 |
115 | 1 | 0 | 0 |
116 | 1 | 0 | 0 |
117 | 1 | 0 | 0 |
118 | 1 | 0 | 0 |
119 | 1 | 0 | 0 |
120 | 1 | 0 | 0 |
121 | 1 | 0 | 0 |
122 | 1 | 0 | 0 |
123 | 1 | 0 | 0 |
124 | 1 | 0 | 0 |
125 | 1 | 0 | 0 |
126 | 1 | 0 | 0 |
127 | 1 | 0 | 0 |
128 | 1 | 0 | 0 |
129 | 1 | 0 | 0 |
130 | 1 | 0 | 0 |
131 | 1 | 1.82764757654563e-307 | 9.13823788272813e-308 |
132 | 1 | 5.23532812911766e-297 | 2.61766406455883e-297 |
133 | 1 | 1.73958393193087e-313 | 8.69791965965437e-314 |
134 | 1 | 1.99467567252926e-274 | 9.97337836264628e-275 |
135 | 1 | 1.50111270956862e-246 | 7.50556354784312e-247 |
136 | 1 | 3.36736671334651e-233 | 1.68368335667325e-233 |
137 | 1 | 3.21186789448155e-232 | 1.60593394724078e-232 |
138 | 1 | 0 | 0 |
139 | 1 | 1.45406372893904e-184 | 7.27031864469521e-185 |
140 | 1 | 4.25658264111275e-169 | 2.12829132055638e-169 |
141 | 1 | 1.14997073323328e-175 | 5.74985366616638e-176 |
142 | 1 | 1.40043812724978e-139 | 7.00219063624888e-140 |
143 | 1 | 8.00702194888132e-133 | 4.00351097444066e-133 |
144 | 1 | 2.51179656401129e-111 | 1.25589828200565e-111 |
145 | 1 | 3.455326721941e-95 | 1.7276633609705e-95 |
146 | 1 | 1.53257989829897e-77 | 7.66289949149484e-78 |
147 | 1 | 1.43593907304121e-62 | 7.17969536520606e-63 |
148 | 1 | 2.63533733724205e-47 | 1.31766866862103e-47 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 143 | 1 | NOK |
5% type I error level | 143 | 1 | NOK |
10% type I error level | 143 | 1 | NOK |