Multiple Linear Regression - Estimated Regression Equation |
ca[t] = + 0.0129459729750044 + 0.0115146695582435UseLim[t] -0.162614333886684T20[t] + 0.278287880707321used[t] + 0.0447956642870392Useful[t] -0.0354843689768406Outcome[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) | 0.0129459729750044 | 0.03129 | 0.4137 | 0.679659 | 0.339829 |
UseLim | 0.0115146695582435 | 0.041371 | 0.2783 | 0.781148 | 0.390574 |
T20 | -0.162614333886684 | 0.063615 | -2.5562 | 0.011589 | 0.005794 |
used | 0.278287880707321 | 0.044855 | 6.2042 | 0 | 0 |
Useful | 0.0447956642870392 | 0.04592 | 0.9755 | 0.330899 | 0.165449 |
Outcome | -0.0354843689768406 | 0.040089 | -0.8851 | 0.377515 | 0.188757 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.498844450594095 |
R-squared | 0.248845785888525 |
Adjusted R-squared | 0.223468954330704 |
F-TEST (value) | 9.80602268338895 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 148 |
p-value | 4.12008822614496e-08 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.236978055246082 |
Sum Squared Residuals | 8.31147260289581 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | -0.0110237264435926 | 0.0110237264435926 |
2 | 0 | 0.0129459729750045 | -0.0129459729750045 |
3 | 0 | 0.0129459729750043 | -0.0129459729750043 |
4 | 0 | 0.0129459729750042 | -0.0129459729750042 |
5 | 0 | 0.0129459729750044 | -0.0129459729750044 |
6 | 0 | 0.0337719378434466 | -0.0337719378434466 |
7 | 0 | 0.0129459729750044 | -0.0129459729750044 |
8 | 0 | 0.0129459729750044 | -0.0129459729750044 |
9 | 0 | -0.0225383960018362 | 0.0225383960018362 |
10 | 0 | 0.0244606425332479 | -0.0244606425332479 |
11 | 0 | 0.0244606425332479 | -0.0244606425332479 |
12 | 0 | 0.0129459729750044 | -0.0129459729750044 |
13 | 0 | 0.336029517969365 | -0.336029517969365 |
14 | 0 | 0.0244606425332479 | -0.0244606425332479 |
15 | 0 | 0.300545148992524 | -0.300545148992524 |
16 | 0 | 0.300545148992524 | -0.300545148992524 |
17 | 1 | 0.347544187527608 | 0.652455812472392 |
18 | 0 | 0.0244606425332479 | -0.0244606425332479 |
19 | 0 | -0.0225383960018362 | 0.0225383960018362 |
20 | 1 | 0.300545148992524 | 0.699454851007476 |
21 | 0 | 0.0692563068202871 | -0.0692563068202871 |
22 | 0 | 0.312059818550767 | -0.312059818550767 |
23 | 0 | 0.0222572682852031 | -0.0222572682852031 |
24 | 0 | 0.0337719378434466 | -0.0337719378434466 |
25 | 0 | 0.255749484705485 | -0.255749484705485 |
26 | 0 | 0.336029517969365 | -0.336029517969365 |
27 | 0 | -0.0110237264435927 | 0.0110237264435927 |
28 | 0 | 0.291233853682325 | -0.291233853682325 |
29 | 0 | -0.0225383960018362 | 0.0225383960018362 |
30 | 0 | 0.0577416372620436 | -0.0577416372620436 |
31 | 0 | 0.0129459729750044 | -0.0129459729750044 |
32 | 0 | 0.0244606425332479 | -0.0244606425332479 |
33 | 0 | 0.0692563068202871 | -0.0692563068202871 |
34 | 0 | -0.0225383960018362 | 0.0225383960018362 |
35 | 0 | 0.0129459729750044 | -0.0129459729750044 |
36 | 0 | 0.0129459729750044 | -0.0129459729750044 |
37 | 0 | 0.347544187527608 | -0.347544187527608 |
38 | 0 | 0.255749484705485 | -0.255749484705485 |
39 | 0 | 0.0222572682852031 | -0.0222572682852031 |
40 | 0 | 0.0577416372620436 | -0.0577416372620436 |
41 | 1 | 0.300545148992524 | 0.699454851007476 |
42 | 0 | 0.255749484705485 | -0.255749484705485 |
43 | 0 | 0.0337719378434466 | -0.0337719378434466 |
44 | 0 | 0.0244606425332479 | -0.0244606425332479 |
45 | 0 | 0.0577416372620436 | -0.0577416372620436 |
46 | 0 | 0.0222572682852031 | -0.0222572682852031 |
47 | 0 | 0.0129459729750044 | -0.0129459729750044 |
48 | 0 | -0.0225383960018362 | 0.0225383960018362 |
49 | 0 | 0.0222572682852031 | -0.0222572682852031 |
50 | 0 | 0.0129459729750044 | -0.0129459729750044 |
51 | 0 | 0.291233853682325 | -0.291233853682325 |
52 | 1 | 0.347544187527608 | 0.652455812472392 |
53 | 0 | -0.0225383960018362 | 0.0225383960018362 |
54 | 1 | 0.291233853682325 | 0.708766146317675 |
55 | 0 | 0.0129459729750044 | -0.0129459729750044 |
56 | 0 | 0.255749484705485 | -0.255749484705485 |
57 | 0 | 0.300545148992524 | -0.300545148992524 |
58 | 0 | -0.0225383960018362 | 0.0225383960018362 |
59 | 0 | -0.0225383960018362 | 0.0225383960018362 |
60 | 1 | 0.312059818550768 | 0.687940181449232 |
61 | 0 | -0.0110237264435927 | 0.0110237264435927 |
62 | 0 | 0.336029517969365 | -0.336029517969365 |
63 | 0 | 0.0129459729750044 | -0.0129459729750044 |
64 | 0 | -0.0110237264435927 | 0.0110237264435927 |
65 | 0 | 0.0129459729750044 | -0.0129459729750044 |
66 | 0 | 0.0129459729750044 | -0.0129459729750044 |
67 | 1 | 0.336029517969365 | 0.663970482030635 |
68 | 0 | 0.0244606425332479 | -0.0244606425332479 |
69 | 0 | -0.0225383960018362 | 0.0225383960018362 |
70 | 0 | 0.291233853682325 | -0.291233853682325 |
71 | 0 | 0.0129459729750044 | -0.0129459729750044 |
72 | 0 | -0.0225383960018362 | 0.0225383960018362 |
73 | 0 | 0.255749484705485 | -0.255749484705485 |
74 | 0 | 0.302748523240569 | -0.302748523240569 |
75 | 0 | -0.0225383960018362 | 0.0225383960018362 |
76 | 0 | 0.0222572682852031 | -0.0222572682852031 |
77 | 0 | -0.0225383960018362 | 0.0225383960018362 |
78 | 0 | 0.300545148992524 | -0.300545148992524 |
79 | 1 | 0.255749484705485 | 0.744250515294515 |
80 | 0 | 0.0577416372620436 | -0.0577416372620436 |
81 | 0 | 0.0129459729750044 | -0.0129459729750044 |
82 | 0 | 0.267264154263728 | -0.267264154263728 |
83 | 0 | 0.0129459729750044 | -0.0129459729750044 |
84 | 1 | 0.291233853682325 | 0.708766146317675 |
85 | 0 | 0.0222572682852031 | -0.0222572682852031 |
86 | 0 | 0.0244606425332479 | -0.0244606425332479 |
87 | 0 | -0.0110237264435927 | 0.0110237264435927 |
88 | 0 | 0.104649820377044 | -0.104649820377044 |
89 | 0 | 0.0129459729750044 | -0.0129459729750044 |
90 | 0 | -0.0225383960018362 | 0.0225383960018362 |
91 | 0 | 0.0577416372620436 | -0.0577416372620436 |
92 | 0 | -0.138153691353436 | 0.138153691353436 |
93 | 0 | 0.0692563068202871 | -0.0692563068202871 |
94 | 0 | 0.0129459729750044 | -0.0129459729750044 |
95 | 0 | -0.14966836091168 | 0.14966836091168 |
96 | 0 | -0.0225383960018362 | 0.0225383960018362 |
97 | 0 | -0.138153691353436 | 0.138153691353436 |
98 | 0 | 0.0129459729750044 | -0.0129459729750044 |
99 | 0 | 0.0244606425332479 | -0.0244606425332479 |
100 | 0 | -0.0225383960018362 | 0.0225383960018362 |
101 | 0 | -0.0110237264435927 | 0.0110237264435927 |
102 | 0 | 0.0129459729750044 | -0.0129459729750044 |
103 | 0 | 0.0129459729750044 | -0.0129459729750044 |
104 | 0 | 0.0129459729750044 | -0.0129459729750044 |
105 | 0 | 0.128619519795641 | -0.128619519795641 |
106 | 0 | 0.0129459729750044 | -0.0129459729750044 |
107 | 0 | 0.0129459729750044 | -0.0129459729750044 |
108 | 0 | 0.140134189353885 | -0.140134189353885 |
109 | 0 | 0.0129459729750044 | -0.0129459729750044 |
110 | 0 | 0.0244606425332479 | -0.0244606425332479 |
111 | 0 | 0.184929853640924 | -0.184929853640924 |
112 | 0 | -0.14966836091168 | 0.14966836091168 |
113 | 0 | 0.291233853682325 | -0.291233853682325 |
114 | 0 | 0.140134189353885 | -0.140134189353885 |
115 | 0 | 0.0244606425332479 | -0.0244606425332479 |
116 | 0 | 0.0129459729750044 | -0.0129459729750044 |
117 | 0 | -0.0110237264435927 | 0.0110237264435927 |
118 | 0 | 0.0244606425332479 | -0.0244606425332479 |
119 | 0 | 0.0129459729750044 | -0.0129459729750044 |
120 | 0 | -0.0225383960018362 | 0.0225383960018362 |
121 | 0 | 0.0244606425332479 | -0.0244606425332479 |
122 | 0 | 0.0129459729750044 | -0.0129459729750044 |
123 | 0 | 0.140134189353885 | -0.140134189353885 |
124 | 0 | 0.300545148992524 | -0.300545148992524 |
125 | 0 | -0.0225383960018362 | 0.0225383960018362 |
126 | 0 | -0.14966836091168 | 0.14966836091168 |
127 | 0 | 0.0577416372620436 | -0.0577416372620436 |
128 | 0 | -0.0225383960018362 | 0.0225383960018362 |
129 | 0 | 0.0129459729750044 | -0.0129459729750044 |
130 | 0 | -0.0225383960018362 | 0.0225383960018362 |
131 | 0 | 0.0244606425332479 | -0.0244606425332479 |
132 | 0 | -0.0110237264435927 | 0.0110237264435927 |
133 | 0 | 0.302748523240569 | -0.302748523240569 |
134 | 0 | 0.0129459729750044 | -0.0129459729750044 |
135 | 0 | 0.0129459729750044 | -0.0129459729750044 |
136 | 0 | 0.0129459729750044 | -0.0129459729750044 |
137 | 0 | 0.312059818550767 | -0.312059818550767 |
138 | 0 | 0.149445484664084 | -0.149445484664084 |
139 | 0 | -0.14966836091168 | 0.14966836091168 |
140 | 0 | 0.0129459729750044 | -0.0129459729750044 |
141 | 1 | 0.255749484705485 | 0.744250515294515 |
142 | 0 | 0.0931351508188008 | -0.0931351508188008 |
143 | 0 | 0.0244606425332479 | -0.0244606425332479 |
144 | 0 | 0.0222572682852031 | -0.0222572682852031 |
145 | 0 | 0.0577416372620436 | -0.0577416372620436 |
146 | 0 | -0.18515272988852 | 0.18515272988852 |
147 | 0 | 0.128619519795641 | -0.128619519795641 |
148 | 0 | -0.14966836091168 | 0.14966836091168 |
149 | 0 | 0.0244606425332479 | -0.0244606425332479 |
150 | 0 | 0.0222572682852031 | -0.0222572682852031 |
151 | 0 | -0.0225383960018362 | 0.0225383960018362 |
152 | 1 | 0.302748523240569 | 0.697251476759431 |
153 | 1 | 0.347544187527608 | 0.652455812472392 |
154 | 0 | 0.302748523240569 | -0.302748523240569 |
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 | 0.354788247431071 | 0.709576494862142 | 0.645211752568929 |
18 | 0.306362517641621 | 0.612725035283243 | 0.693637482358379 |
19 | 0.275432772154553 | 0.550865544309106 | 0.724567227845447 |
20 | 0.851340399755857 | 0.297319200488286 | 0.148659600244143 |
21 | 0.803096395486423 | 0.393807209027154 | 0.196903604513577 |
22 | 0.870310992183057 | 0.259378015633887 | 0.129689007816944 |
23 | 0.831865228873507 | 0.336269542252986 | 0.168134771126493 |
24 | 0.783736055476072 | 0.432527889047857 | 0.216263944523928 |
25 | 0.772304135977516 | 0.455391728044969 | 0.227695864022484 |
26 | 0.800950703287249 | 0.398098593425501 | 0.199049296712751 |
27 | 0.751300826123652 | 0.497398347752696 | 0.248699173876348 |
28 | 0.738512251011333 | 0.522975497977334 | 0.261487748988667 |
29 | 0.687516428563908 | 0.624967142872184 | 0.312483571436092 |
30 | 0.631401583036357 | 0.737196833927286 | 0.368598416963643 |
31 | 0.571601966097252 | 0.856796067805495 | 0.428398033902747 |
32 | 0.510760807415356 | 0.978478385169288 | 0.489239192584644 |
33 | 0.458137249514265 | 0.91627449902853 | 0.541862750485735 |
34 | 0.400918280710399 | 0.801836561420798 | 0.599081719289601 |
35 | 0.344579838970903 | 0.689159677941806 | 0.655420161029097 |
36 | 0.291872845384466 | 0.583745690768931 | 0.708127154615535 |
37 | 0.318394948375556 | 0.636789896751112 | 0.681605051624444 |
38 | 0.295203044399616 | 0.590406088799233 | 0.704796955600384 |
39 | 0.248006348483487 | 0.496012696966973 | 0.751993651516513 |
40 | 0.206795222170344 | 0.413590444340687 | 0.793204777829656 |
41 | 0.662113177760128 | 0.675773644479745 | 0.337886822239872 |
42 | 0.648519225894524 | 0.702961548210951 | 0.351480774105476 |
43 | 0.601415634888929 | 0.797168730222142 | 0.398584365111071 |
44 | 0.549137150775865 | 0.901725698448269 | 0.450862849224135 |
45 | 0.499219079434688 | 0.998438158869377 | 0.500780920565312 |
46 | 0.448404869663032 | 0.896809739326064 | 0.551595130336968 |
47 | 0.397491026085188 | 0.794982052170376 | 0.602508973914812 |
48 | 0.348143902117756 | 0.696287804235511 | 0.651856097882244 |
49 | 0.302628263917058 | 0.605256527834117 | 0.697371736082942 |
50 | 0.259361634991737 | 0.518723269983475 | 0.740638365008263 |
51 | 0.257068208442496 | 0.514136416884992 | 0.742931791557504 |
52 | 0.598166339547789 | 0.803667320904421 | 0.401833660452211 |
53 | 0.551122812468241 | 0.897754375063518 | 0.448877187531759 |
54 | 0.871704749742389 | 0.256590500515222 | 0.128295250257611 |
55 | 0.844044647885808 | 0.311910704228385 | 0.155955352114192 |
56 | 0.844569582950213 | 0.310860834099574 | 0.155430417049787 |
57 | 0.857976045012493 | 0.284047909975014 | 0.142023954987507 |
58 | 0.830384468040319 | 0.339231063919363 | 0.169615531959681 |
59 | 0.799412822013652 | 0.401174355972695 | 0.200587177986348 |
60 | 0.952315769839704 | 0.0953684603205917 | 0.0476842301602959 |
61 | 0.939162832343928 | 0.121674335312145 | 0.0608371676560723 |
62 | 0.950593240560661 | 0.0988135188786771 | 0.0494067594393385 |
63 | 0.937491867242717 | 0.125016265514565 | 0.0625081327572827 |
64 | 0.921780526908489 | 0.156438946183023 | 0.0782194730915113 |
65 | 0.903359808376994 | 0.193280383246013 | 0.0966401916230064 |
66 | 0.88197142275261 | 0.23605715449478 | 0.11802857724739 |
67 | 0.977681835125165 | 0.04463632974967 | 0.022318164874835 |
68 | 0.970664630677092 | 0.0586707386458169 | 0.0293353693229084 |
69 | 0.962210513341896 | 0.0755789733162072 | 0.0377894866581036 |
70 | 0.967433190665656 | 0.0651336186686883 | 0.0325668093343442 |
71 | 0.958097550921007 | 0.0838048981579867 | 0.0419024490789933 |
72 | 0.946815137340144 | 0.106369725319711 | 0.0531848626598557 |
73 | 0.951301446325456 | 0.0973971073490886 | 0.0486985536745443 |
74 | 0.959374122031693 | 0.0812517559366139 | 0.0406258779683069 |
75 | 0.948361315436999 | 0.103277369126001 | 0.0516386845630005 |
76 | 0.934932311908948 | 0.130135376182104 | 0.0650676880910522 |
77 | 0.91909822496625 | 0.1618035500675 | 0.0809017750337502 |
78 | 0.930117897402459 | 0.139764205195083 | 0.0698821025975413 |
79 | 0.99336982892019 | 0.0132603421596196 | 0.00663017107980978 |
80 | 0.99084217023317 | 0.0183156595336592 | 0.00915782976682961 |
81 | 0.987556510631362 | 0.0248869787372768 | 0.0124434893686384 |
82 | 0.989010412601867 | 0.0219791747962654 | 0.0109895873981327 |
83 | 0.985145791474801 | 0.0297084170503975 | 0.0148542085251988 |
84 | 0.999278579802356 | 0.00144284039528858 | 0.000721420197644289 |
85 | 0.998904377726476 | 0.00219124454704884 | 0.00109562227352442 |
86 | 0.998367714027824 | 0.00326457194435245 | 0.00163228597217622 |
87 | 0.997588157186866 | 0.00482368562626853 | 0.00241184281313427 |
88 | 0.996680881021559 | 0.00663823795688095 | 0.00331911897844047 |
89 | 0.995223527904684 | 0.00955294419063281 | 0.0047764720953164 |
90 | 0.993231103818592 | 0.0135377923628162 | 0.00676889618140809 |
91 | 0.990536310492332 | 0.0189273790153362 | 0.00946368950766808 |
92 | 0.988373199548587 | 0.023253600902825 | 0.0116268004514125 |
93 | 0.984201981791556 | 0.0315960364168877 | 0.0157980182084438 |
94 | 0.97857105302205 | 0.0428578939558991 | 0.0214289469779495 |
95 | 0.97377948083874 | 0.0524410383225199 | 0.02622051916126 |
96 | 0.965217262080225 | 0.0695654758395496 | 0.0347827379197748 |
97 | 0.958266970383377 | 0.0834660592332464 | 0.0417330296166232 |
98 | 0.945719829400774 | 0.108560341198452 | 0.0542801705992259 |
99 | 0.930218816650786 | 0.139562366698428 | 0.069781183349214 |
100 | 0.911644490410582 | 0.176711019178836 | 0.0883555095894178 |
101 | 0.889198414730782 | 0.221603170538437 | 0.110801585269218 |
102 | 0.863078917301745 | 0.273842165396509 | 0.136921082698255 |
103 | 0.832943188432596 | 0.334113623134808 | 0.167056811567404 |
104 | 0.798729742426811 | 0.402540515146379 | 0.201270257573189 |
105 | 0.774242313989004 | 0.451515372021992 | 0.225757686010996 |
106 | 0.73349253808176 | 0.53301492383648 | 0.26650746191824 |
107 | 0.689207082786578 | 0.621585834426844 | 0.310792917213422 |
108 | 0.656056238462994 | 0.687887523074013 | 0.343943761537006 |
109 | 0.606630867461606 | 0.786738265076787 | 0.393369132538394 |
110 | 0.554364022860617 | 0.891271954278766 | 0.445635977139383 |
111 | 0.51838461601414 | 0.963230767971721 | 0.48161538398586 |
112 | 0.482885185580965 | 0.965770371161931 | 0.517114814419035 |
113 | 0.537422976959064 | 0.925154046081873 | 0.462577023040936 |
114 | 0.501663853073137 | 0.996672293853727 | 0.498336146926863 |
115 | 0.445940703032632 | 0.891881406065265 | 0.554059296967368 |
116 | 0.393351516372473 | 0.786703032744947 | 0.606648483627527 |
117 | 0.340169743523384 | 0.680339487046768 | 0.659830256476616 |
118 | 0.289338952707588 | 0.578677905415175 | 0.710661047292412 |
119 | 0.244510523170938 | 0.489021046341876 | 0.755489476829062 |
120 | 0.201193047150548 | 0.402386094301096 | 0.798806952849452 |
121 | 0.162537938829242 | 0.325075877658485 | 0.837462061170758 |
122 | 0.130807313586478 | 0.261614627172956 | 0.869192686413522 |
123 | 0.113786106960215 | 0.22757221392043 | 0.886213893039785 |
124 | 0.14310543278747 | 0.28621086557494 | 0.85689456721253 |
125 | 0.111222883629231 | 0.222445767258461 | 0.888777116370769 |
126 | 0.0936185120972542 | 0.187237024194508 | 0.906381487902746 |
127 | 0.0710625569720172 | 0.142125113944034 | 0.928937443027983 |
128 | 0.051875384063739 | 0.103750768127478 | 0.948124615936261 |
129 | 0.0378545639731721 | 0.0757091279463441 | 0.962145436026828 |
130 | 0.0263300126374225 | 0.0526600252748449 | 0.973669987362578 |
131 | 0.0175701100135657 | 0.0351402200271314 | 0.982429889986434 |
132 | 0.0115749352874975 | 0.023149870574995 | 0.988425064712502 |
133 | 0.021972178356265 | 0.04394435671253 | 0.978027821643735 |
134 | 0.0152001728936694 | 0.0304003457873389 | 0.984799827106331 |
135 | 0.0105214054827621 | 0.0210428109655242 | 0.989478594517238 |
136 | 0.00746950387904003 | 0.0149390077580801 | 0.99253049612096 |
137 | 0.0135052242068086 | 0.0270104484136172 | 0.986494775793191 |
138 | 0.0117557404842157 | 0.0235114809684314 | 0.988244259515784 |
139 | 0.0100559374822609 | 0.0201118749645217 | 0.989944062517739 |
140 | 0.00543906518423439 | 0.0108781303684688 | 0.994560934815766 |
141 | 0.0525008456007181 | 0.105001691201436 | 0.947499154399282 |
142 | 0.0451113569343397 | 0.0902227138686793 | 0.95488864306566 |
143 | 0.0275046733729299 | 0.0550093467458599 | 0.97249532662707 |
144 | 0.0151193061827655 | 0.0302386123655311 | 0.984880693817234 |
145 | 0.00624336449513153 | 0.0124867289902631 | 0.993756635504868 |
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 | 37 | 0.27007299270073 | NOK |
10% type I error level | 52 | 0.37956204379562 | NOK |