Multiple Linear Regression - Estimated Regression Equation |
Outcome[t] = + 0.339186258749768 + 0.0323353633518997Treatment[t] -0.162233051977261CA[t] + 0.137637176966352Used[t] + 0.00205627503425921t + 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) | 0.339186258749768 | 0.120155 | 2.8229 | 0.005986 | 0.002993 |
Treatment | 0.0323353633518997 | 0.131151 | 0.2465 | 0.80588 | 0.40294 |
CA | -0.162233051977261 | 0.213142 | -0.7611 | 0.448778 | 0.224389 |
Used | 0.137637176966352 | 0.134716 | 1.0217 | 0.309972 | 0.154986 |
t | 0.00205627503425921 | 0.002244 | 0.9162 | 0.362277 | 0.181138 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.158606585660115 |
R-squared | 0.0251560490147595 |
Adjusted R-squared | -0.0229843930092029 |
F-TEST (value) | 0.522555422366869 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 81 |
p-value | 0.719397945760993 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.507440033471968 |
Sum Squared Residuals | 20.8571263931726 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 0.373577897135928 | 0.626422102864072 |
2 | 0 | 0.343298808818287 | -0.343298808818287 |
3 | 0 | 0.345355083852546 | -0.345355083852546 |
4 | 0 | 0.347411358886806 | -0.347411358886806 |
5 | 0 | 0.349467633921065 | -0.349467633921065 |
6 | 1 | 0.351523908955324 | 0.648476091044676 |
7 | 0 | 0.353580183989583 | -0.353580183989583 |
8 | 0 | 0.387971822375742 | -0.387971822375742 |
9 | 1 | 0.357692734058102 | 0.642307265941898 |
10 | 0 | 0.359749009092361 | -0.359749009092361 |
11 | 0 | 0.39414064747852 | -0.39414064747852 |
12 | 0 | 0.363861559160879 | -0.363861559160879 |
13 | 0 | 0.50355501116149 | -0.50355501116149 |
14 | 0 | 0.400309472581297 | -0.400309472581297 |
15 | 1 | 0.507667561230008 | 0.492332438769992 |
16 | 1 | 0.542059199616167 | 0.457940800383833 |
17 | 0 | 0.381882422673166 | -0.381882422673166 |
18 | 0 | 0.408534572718334 | -0.408534572718334 |
19 | 1 | 0.378255484400694 | 0.621744515599306 |
20 | 1 | 0.388051247775944 | 0.611948752224056 |
21 | 0 | 0.382368034469212 | -0.382368034469212 |
22 | 1 | 0.522061486469823 | 0.477938513530177 |
23 | 1 | 0.38648058453773 | 0.61351941546227 |
24 | 1 | 0.38853685957199 | 0.61146314042801 |
25 | 1 | 0.5605656749245 | 0.4394343250755 |
26 | 0 | 0.53028658660686 | -0.53028658660686 |
27 | 1 | 0.394705684674767 | 0.605294315325233 |
28 | 0 | 0.534399136675378 | -0.534399136675378 |
29 | 1 | 0.398818234743286 | 0.601181765256714 |
30 | 0 | 0.400874509777545 | -0.400874509777545 |
31 | 0 | 0.402930784811804 | -0.402930784811804 |
32 | 0 | 0.404987059846063 | -0.404987059846063 |
33 | 0 | 0.407043334880323 | -0.407043334880323 |
34 | 1 | 0.441434973266482 | 0.558565026733518 |
35 | 0 | 0.411155884948841 | -0.411155884948841 |
36 | 0 | 0.4132121599831 | -0.4132121599831 |
37 | 0 | 0.585240975335611 | -0.585240975335611 |
38 | 1 | 0.55496188701797 | 0.44503811298203 |
39 | 1 | 0.419380985085878 | 0.580619014914122 |
40 | 0 | 0.453772623472037 | -0.453772623472037 |
41 | 1 | 0.398897660143487 | 0.601102339856513 |
42 | 1 | 0.563186987155007 | 0.436813012844993 |
43 | 1 | 0.427606085222915 | 0.572393914777085 |
44 | 0 | 0.461997723609073 | -0.461997723609073 |
45 | 0 | 0.431718635291433 | -0.431718635291433 |
46 | 1 | 0.433774910325692 | 0.566225089674308 |
47 | 0 | 0.435831185359951 | -0.435831185359951 |
48 | 1 | 0.437887460394211 | 0.562112539605789 |
49 | 1 | 0.43994373542847 | 0.56005626457153 |
50 | 0 | 0.442000010462729 | -0.442000010462729 |
51 | 0 | 0.61402882581524 | -0.61402882581524 |
52 | 0 | 0.453852048872238 | -0.453852048872238 |
53 | 1 | 0.448168835565507 | 0.551831164434493 |
54 | 0 | 0.425629235588857 | -0.425629235588857 |
55 | 0 | 0.452281385634025 | -0.452281385634025 |
56 | 1 | 0.624310200986536 | 0.375689799013464 |
57 | 1 | 0.594031112668895 | 0.405968887331105 |
58 | 1 | 0.458450210736803 | 0.541549789263197 |
59 | 1 | 0.460506485771062 | 0.539493514228938 |
60 | 1 | 0.470302249146312 | 0.529697750853688 |
61 | 1 | 0.49695439919148 | 0.50304560080852 |
62 | 0 | 0.604312487840191 | -0.604312487840191 |
63 | 0 | 0.468731585908099 | -0.468731585908099 |
64 | 1 | 0.503123224294258 | 0.496876775705742 |
65 | 0 | 0.472844135976617 | -0.472844135976617 |
66 | 0 | 0.474900411010876 | -0.474900411010876 |
67 | 0 | 0.484696174386126 | -0.484696174386126 |
68 | 0 | 0.479012961079395 | -0.479012961079395 |
69 | 1 | 0.481069236113654 | 0.518930763886346 |
70 | 0 | 0.620762688114265 | -0.620762688114265 |
71 | 0 | 0.485181786182173 | -0.485181786182173 |
72 | 1 | 0.487238061216432 | 0.512761938783568 |
73 | 1 | 0.626931513217043 | 0.373068486782957 |
74 | 0 | 0.628987788251302 | -0.628987788251302 |
75 | 1 | 0.493406886319209 | 0.506593113680791 |
76 | 1 | 0.527798524705368 | 0.472201475294632 |
77 | 1 | 0.497519436387728 | 0.502480563612272 |
78 | 1 | 0.637212888388339 | 0.362787111611661 |
79 | 1 | 0.509371474797237 | 0.490628525202763 |
80 | 0 | 0.536023624842405 | -0.536023624842405 |
81 | 0 | 0.505744536524765 | -0.505744536524765 |
82 | 1 | 0.645437988525375 | 0.354562011474625 |
83 | 0 | 0.509857086593283 | -0.509857086593283 |
84 | 0 | 0.487317486616633 | -0.487317486616633 |
85 | 1 | 0.513969636661801 | 0.486030363338199 |
86 | 0 | 0.516025911696061 | -0.516025911696061 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.795311618070878 | 0.409376763858245 | 0.204688381929122 |
9 | 0.864987523540378 | 0.270024952919244 | 0.135012476459622 |
10 | 0.804819936802676 | 0.390360126394648 | 0.195180063197324 |
11 | 0.747552394708006 | 0.504895210583987 | 0.252447605291994 |
12 | 0.65574714484144 | 0.68850571031712 | 0.34425285515856 |
13 | 0.562311038295627 | 0.875377923408747 | 0.437688961704373 |
14 | 0.471568679625984 | 0.943137359251967 | 0.528431320374016 |
15 | 0.559620973740033 | 0.880758052519935 | 0.440379026259967 |
16 | 0.507094624220993 | 0.985810751558013 | 0.492905375779007 |
17 | 0.425778243940028 | 0.851556487880056 | 0.574221756059972 |
18 | 0.355280512297432 | 0.710561024594865 | 0.644719487702568 |
19 | 0.493509336675097 | 0.987018673350193 | 0.506490663324903 |
20 | 0.543027210225069 | 0.913945579549862 | 0.456972789774931 |
21 | 0.499382783590131 | 0.998765567180262 | 0.500617216409869 |
22 | 0.450238586309951 | 0.900477172619903 | 0.549761413690049 |
23 | 0.468452978560407 | 0.936905957120815 | 0.531547021439593 |
24 | 0.451900996130708 | 0.903801992261415 | 0.548099003869292 |
25 | 0.396646213497252 | 0.793292426994505 | 0.603353786502748 |
26 | 0.496343089023883 | 0.992686178047766 | 0.503656910976117 |
27 | 0.474864625198905 | 0.949729250397811 | 0.525135374801095 |
28 | 0.529537828360298 | 0.940924343279404 | 0.470462171639702 |
29 | 0.506762211356221 | 0.986475577287557 | 0.493237788643779 |
30 | 0.526405383479076 | 0.947189233041847 | 0.473594616520924 |
31 | 0.523634744687479 | 0.952730510625041 | 0.476365255312521 |
32 | 0.508997212408444 | 0.982005575183113 | 0.491002787591556 |
33 | 0.488622046865272 | 0.977244093730544 | 0.511377953134728 |
34 | 0.482572201131172 | 0.965144402262344 | 0.517427798868828 |
35 | 0.465870589777279 | 0.931741179554557 | 0.534129410222721 |
36 | 0.449010768273556 | 0.898021536547113 | 0.550989231726444 |
37 | 0.480193910985695 | 0.960387821971391 | 0.519806089014305 |
38 | 0.456411587017935 | 0.912823174035871 | 0.543588412982065 |
39 | 0.4608896416202 | 0.9217792832404 | 0.5391103583798 |
40 | 0.455885373026211 | 0.911770746052422 | 0.544114626973789 |
41 | 0.448985608987439 | 0.897971217974877 | 0.551014391012561 |
42 | 0.421754059263016 | 0.843508118526031 | 0.578245940736984 |
43 | 0.424171878124322 | 0.848343756248645 | 0.575828121875678 |
44 | 0.430403881557765 | 0.86080776311553 | 0.569596118442235 |
45 | 0.422233210098905 | 0.844466420197811 | 0.577766789901095 |
46 | 0.422241750322576 | 0.844483500645152 | 0.577758249677424 |
47 | 0.415497020147629 | 0.830994040295258 | 0.584502979852371 |
48 | 0.414006452566488 | 0.828012905132976 | 0.585993547433512 |
49 | 0.41822146799656 | 0.83644293599312 | 0.58177853200344 |
50 | 0.407121276434157 | 0.814242552868313 | 0.592878723565843 |
51 | 0.477022788424977 | 0.954045576849955 | 0.522977211575023 |
52 | 0.490019179251085 | 0.980038358502169 | 0.509980820748915 |
53 | 0.491732749081608 | 0.983465498163217 | 0.508267250918392 |
54 | 0.465251876703269 | 0.930503753406539 | 0.534748123296731 |
55 | 0.459023011079652 | 0.918046022159305 | 0.540976988920348 |
56 | 0.409607125992546 | 0.819214251985092 | 0.590392874007454 |
57 | 0.375174835287424 | 0.750349670574847 | 0.624825164712576 |
58 | 0.378170805144373 | 0.756341610288747 | 0.621829194855627 |
59 | 0.404866344884496 | 0.809732689768992 | 0.595133655115504 |
60 | 0.418630051558478 | 0.837260103116955 | 0.581369948441522 |
61 | 0.393793862118263 | 0.787587724236526 | 0.606206137881737 |
62 | 0.391752804879297 | 0.783505609758595 | 0.608247195120703 |
63 | 0.356122895259713 | 0.712245790519425 | 0.643877104740287 |
64 | 0.334232724842343 | 0.668465449684686 | 0.665767275157657 |
65 | 0.299464280429805 | 0.598928560859609 | 0.700535719570195 |
66 | 0.272873397668117 | 0.545746795336234 | 0.727126602331883 |
67 | 0.262704964830312 | 0.525409929660625 | 0.737295035169688 |
68 | 0.269838460737581 | 0.539676921475162 | 0.730161539262419 |
69 | 0.240374532029224 | 0.480749064058448 | 0.759625467970776 |
70 | 0.301095823438051 | 0.602191646876103 | 0.698904176561949 |
71 | 0.373682368549636 | 0.747364737099273 | 0.626317631450364 |
72 | 0.300769273597577 | 0.601538547195153 | 0.699230726402423 |
73 | 0.22583634814313 | 0.451672696286261 | 0.77416365185687 |
74 | 0.51674042677949 | 0.966519146441021 | 0.48325957322051 |
75 | 0.407914845943595 | 0.81582969188719 | 0.592085154056405 |
76 | 0.319213880037223 | 0.638427760074446 | 0.680786119962777 |
77 | 0.335211018964773 | 0.670422037929545 | 0.664788981035227 |
78 | 0.210806989037898 | 0.421613978075796 | 0.789193010962102 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 0 | 0 | OK |
5% type I error level | 0 | 0 | OK |
10% type I error level | 0 | 0 | OK |