Multiple Linear Regression - Estimated Regression Equation |
T20[t] = + 0.208157967837793 -0.0180162515085518UseLimit[t] + 0.524394770198253Used[t] -0.637247281105345CorrectAnalysis[t] -0.155827269947314Useful[t] -0.0940565978276855Outcome[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) | 0.208157967837793 | 0.071996 | 2.8912 | 0.005284 | 0.002642 |
UseLimit | -0.0180162515085518 | 0.103727 | -0.1737 | 0.862676 | 0.431338 |
Used | 0.524394770198253 | 0.126088 | 4.159 | 1e-04 | 5e-05 |
CorrectAnalysis | -0.637247281105345 | 0.250114 | -2.5478 | 0.013333 | 0.006666 |
Useful | -0.155827269947314 | 0.133481 | -1.1674 | 0.247513 | 0.123756 |
Outcome | -0.0940565978276855 | 0.104621 | -0.899 | 0.37212 | 0.18606 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.499115094727205 |
R-squared | 0.249115877784547 |
Adjusted R-squared | 0.18856070663814 |
F-TEST (value) | 4.11386629858987 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 62 |
p-value | 0.00273046467417781 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.392957614028968 |
Sum Squared Residuals | 9.57377255824702 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 0.0960851185015559 | -0.0960851185015559 |
2 | 1 | 0.62047988869981 | 0.37952011130019 |
3 | 0 | 0.208157967837793 | -0.208157967837793 |
4 | 0 | 0.114101370010108 | -0.114101370010108 |
5 | 0 | 0.0523306978904786 | -0.0523306978904786 |
6 | 1 | 0.190141716329242 | 0.809858283670758 |
7 | 0 | 0.0343144463819268 | -0.0343144463819268 |
8 | 0 | 0.208157967837793 | -0.208157967837793 |
9 | 1 | 0.208157967837793 | 0.791842032162207 |
10 | 0 | 0.114101370010108 | -0.114101370010108 |
11 | 1 | 0.190141716329241 | 0.809858283670759 |
12 | 0 | 0.208157967837793 | -0.208157967837793 |
13 | 0 | 0.190141716329241 | -0.190141716329241 |
14 | 0 | 0.114101370010108 | -0.114101370010108 |
15 | 0 | 0.0960851185015558 | -0.0960851185015558 |
16 | 0 | 0.208157967837793 | -0.208157967837793 |
17 | 0 | 0.208157967837793 | -0.208157967837793 |
18 | 0 | 0.208157967837793 | -0.208157967837793 |
19 | 1 | 0.732552738036047 | 0.267447261963953 |
20 | 0 | 0.208157967837793 | -0.208157967837793 |
21 | 0 | 0.208157967837793 | -0.208157967837793 |
22 | 1 | 0.714536486527495 | 0.285463513472505 |
23 | 0 | 0.208157967837793 | -0.208157967837793 |
24 | 0 | 0.190141716329241 | -0.190141716329241 |
25 | 1 | 0.55870921658018 | 0.44129078341982 |
26 | 1 | 0.208157967837793 | 0.791842032162207 |
27 | 0 | 0.732552738036047 | -0.732552738036047 |
28 | 1 | 0.714536486527495 | 0.285463513472505 |
29 | 0 | 0.190141716329241 | -0.190141716329241 |
30 | 0 | 0.208157967837793 | -0.208157967837793 |
31 | 0 | 0.0960851185015558 | -0.0960851185015558 |
32 | 0 | 0.190141716329241 | -0.190141716329241 |
33 | 0 | 0.208157967837793 | -0.208157967837793 |
34 | 0 | 0.114101370010108 | -0.114101370010108 |
35 | 0 | 0.190141716329241 | -0.190141716329241 |
36 | 0 | 0.208157967837793 | -0.208157967837793 |
37 | 1 | 0.714536486527495 | 0.285463513472505 |
38 | 0 | 0.482668870261047 | -0.482668870261047 |
39 | 0 | 0.114101370010108 | -0.114101370010108 |
40 | 1 | 0.208157967837793 | 0.791842032162207 |
41 | 0 | 0.0523306978904786 | -0.0523306978904786 |
42 | 0 | 0.114101370010108 | -0.114101370010108 |
43 | 0 | 0.208157967837793 | -0.208157967837793 |
44 | 0 | 0.114101370010108 | -0.114101370010108 |
45 | 0 | 0.190141716329241 | -0.190141716329241 |
46 | 0 | 0.0960851185015558 | -0.0960851185015558 |
47 | 0 | 0.714536486527495 | -0.714536486527495 |
48 | 0 | 0.208157967837793 | -0.208157967837793 |
49 | 0 | 0.208157967837793 | -0.208157967837793 |
50 | 0 | 0.208157967837793 | -0.208157967837793 |
51 | 0 | 0.464652618752495 | -0.464652618752495 |
52 | 1 | 0.464652618752495 | 0.535347381247505 |
53 | 1 | 0.208157967837793 | 0.791842032162207 |
54 | 0 | 0.208157967837793 | -0.208157967837793 |
55 | 0 | 0.0012488591030157 | -0.0012488591030157 |
56 | 1 | 0.638496140208361 | 0.361503859791639 |
57 | 0 | 0.190141716329241 | -0.190141716329241 |
58 | 0 | -0.0417258999372069 | 0.0417258999372069 |
59 | 0 | 0.0523306978904786 | -0.0523306978904786 |
60 | 1 | 0.114101370010108 | 0.885898629989892 |
61 | 1 | 0.732552738036047 | 0.267447261963953 |
62 | 1 | 0.208157967837793 | 0.791842032162207 |
63 | 0 | 0.190141716329241 | -0.190141716329241 |
64 | 0 | -0.0417258999372069 | 0.0417258999372069 |
65 | 0 | 0.114101370010108 | -0.114101370010108 |
66 | 0 | 0.0772892054221494 | -0.0772892054221494 |
67 | 0 | -0.0785380645251651 | 0.0785380645251651 |
68 | 0 | 0.714536486527495 | -0.714536486527495 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.859321003932538 | 0.281357992134924 | 0.140678996067462 |
10 | 0.759955005008865 | 0.480089989982271 | 0.240044994991135 |
11 | 0.732261348909385 | 0.53547730218123 | 0.267738651090615 |
12 | 0.720712859989236 | 0.558574280021528 | 0.279287140010764 |
13 | 0.815479828374302 | 0.369040343251396 | 0.184520171625698 |
14 | 0.736297956222144 | 0.527404087555711 | 0.263702043777856 |
15 | 0.653402534960587 | 0.693194930078827 | 0.346597465039413 |
16 | 0.606028334403418 | 0.787943331193164 | 0.393971665596582 |
17 | 0.546822941962809 | 0.906354116074382 | 0.453177058037191 |
18 | 0.481415156048099 | 0.962830312096198 | 0.518584843951901 |
19 | 0.397078035616136 | 0.794156071232271 | 0.602921964383864 |
20 | 0.334477765652702 | 0.668955531305404 | 0.665522234347298 |
21 | 0.275399858895276 | 0.550799717790552 | 0.724600141104724 |
22 | 0.244282657733195 | 0.48856531546639 | 0.755717342266805 |
23 | 0.195552733794097 | 0.391105467588193 | 0.804447266205903 |
24 | 0.190833454354318 | 0.381666908708637 | 0.809166545645682 |
25 | 0.172679559883359 | 0.345359119766719 | 0.827320440116641 |
26 | 0.410259809112507 | 0.820519618225015 | 0.589740190887493 |
27 | 0.650717724614009 | 0.698564550771981 | 0.34928227538599 |
28 | 0.616022869460471 | 0.767954261079058 | 0.383977130539529 |
29 | 0.587601333883655 | 0.824797332232689 | 0.412398666116345 |
30 | 0.530161961733775 | 0.939676076532449 | 0.469838038266225 |
31 | 0.461226081229385 | 0.922452162458771 | 0.538773918770615 |
32 | 0.417564889484382 | 0.835129778968764 | 0.582435110515618 |
33 | 0.363524907368916 | 0.727049814737833 | 0.636475092631084 |
34 | 0.303263024718684 | 0.606526049437368 | 0.696736975281316 |
35 | 0.259394348659338 | 0.518788697318676 | 0.740605651340662 |
36 | 0.218216807708644 | 0.436433615417288 | 0.781783192291356 |
37 | 0.210442187459002 | 0.420884374918004 | 0.789557812540998 |
38 | 0.23527013281078 | 0.47054026562156 | 0.76472986718922 |
39 | 0.194109546995081 | 0.388219093990161 | 0.805890453004919 |
40 | 0.396519774594779 | 0.793039549189557 | 0.603480225405221 |
41 | 0.328845173413008 | 0.657690346826017 | 0.671154826586992 |
42 | 0.281083417198912 | 0.562166834397823 | 0.718916582801088 |
43 | 0.239462674511594 | 0.478925349023189 | 0.760537325488406 |
44 | 0.206964001911169 | 0.413928003822338 | 0.793035998088831 |
45 | 0.167190666368228 | 0.334381332736455 | 0.832809333631772 |
46 | 0.121706464113177 | 0.243412928226355 | 0.878293535886823 |
47 | 0.189699500068286 | 0.379399000136573 | 0.810300499931713 |
48 | 0.15984624442984 | 0.31969248885968 | 0.84015375557016 |
49 | 0.138478525347278 | 0.276957050694557 | 0.861521474652722 |
50 | 0.127558200089729 | 0.255116400179458 | 0.872441799910271 |
51 | 0.118774811794071 | 0.237549623588143 | 0.881225188205929 |
52 | 0.276308027167192 | 0.552616054334383 | 0.723691972832808 |
53 | 0.355674758032069 | 0.711349516064138 | 0.644325241967931 |
54 | 0.436136978065995 | 0.87227395613199 | 0.563863021934005 |
55 | 0.56520603627447 | 0.869587927451059 | 0.43479396372553 |
56 | 0.513006053010217 | 0.973987893979565 | 0.486993946989783 |
57 | 0.387741020446858 | 0.775482040893715 | 0.612258979553142 |
58 | 0.260756892023204 | 0.521513784046407 | 0.739243107976796 |
59 | 0.260125417744035 | 0.52025083548807 | 0.739874582255965 |
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 |