Multiple Linear Regression - Estimated Regression Equation |
Outcome[t] = + 0.365278221640243 -0.0925378036803473UseLimit[t] -0.036291570032069T20[t] + 0.0987913995993308Used[t] -0.098247389124118CorrectAnalysis[t] + 0.184367379029812Useful[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) | 0.365278221640243 | 0.057268 | 6.3784 | 0 | 0 |
UseLimit | -0.0925378036803473 | 0.085655 | -1.0803 | 0.281744 | 0.140872 |
T20 | -0.036291570032069 | 0.094602 | -0.3836 | 0.701807 | 0.350903 |
Used | 0.0987913995993308 | 0.101404 | 0.9742 | 0.331531 | 0.165765 |
CorrectAnalysis | -0.098247389124118 | 0.165498 | -0.5936 | 0.553653 | 0.276827 |
Useful | 0.184367379029812 | 0.092667 | 1.9896 | 0.048481 | 0.024241 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.211098582032918 |
R-squared | 0.0445626113363086 |
Adjusted R-squared | 0.0122843211787516 |
F-TEST (value) | 1.38057533775145 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 148 |
p-value | 0.234798931324086 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.487659051727983 |
Sum Squared Residuals | 35.1960799083709 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 0.236448847927826 | 0.763551152072174 |
2 | 0 | 0.365278221640243 | -0.365278221640243 |
3 | 0 | 0.365278221640243 | -0.365278221640243 |
4 | 0 | 0.365278221640243 | -0.365278221640243 |
5 | 0 | 0.365278221640242 | -0.365278221640242 |
6 | 1 | 0.457107796989708 | 0.542892203010292 |
7 | 0 | 0.365278221640243 | -0.365278221640243 |
8 | 0 | 0.328986651608174 | -0.328986651608174 |
9 | 1 | 0.365278221640242 | 0.634721778359758 |
10 | 0 | 0.272740417959895 | -0.272740417959895 |
11 | 0 | 0.236448847927826 | -0.236448847927826 |
12 | 0 | 0.365278221640243 | -0.365278221640243 |
13 | 0 | 0.648437000269386 | -0.648437000269386 |
14 | 0 | 0.236448847927826 | -0.236448847927826 |
15 | 1 | 0.648437000269386 | 0.351562999730614 |
16 | 1 | 0.612145430237317 | 0.387854569762683 |
17 | 0 | 0.421360237432851 | -0.421360237432851 |
18 | 0 | 0.236448847927826 | -0.236448847927826 |
19 | 1 | 0.365278221640242 | 0.634721778359758 |
20 | 1 | 0.513898041113199 | 0.486101958886801 |
21 | 0 | 0.457107796989707 | -0.457107796989707 |
22 | 1 | 0.555899196589038 | 0.444100803410962 |
23 | 1 | 0.549645600670055 | 0.450354399329945 |
24 | 1 | 0.457107796989707 | 0.542892203010293 |
25 | 1 | 0.427778051207504 | 0.572221948792496 |
26 | 0 | 0.648437000269386 | -0.648437000269386 |
27 | 1 | 0.272740417959895 | 0.727259582040105 |
28 | 0 | 0.464069621239573 | -0.464069621239573 |
29 | 1 | 0.365278221640242 | 0.634721778359758 |
30 | 0 | 0.549645600670055 | -0.549645600670055 |
31 | 0 | 0.365278221640243 | -0.365278221640243 |
32 | 0 | 0.272740417959895 | -0.272740417959895 |
33 | 0 | 0.457107796989707 | -0.457107796989707 |
34 | 1 | 0.328986651608174 | 0.671013348391826 |
35 | 0 | 0.365278221640243 | -0.365278221640243 |
36 | 0 | 0.365278221640243 | -0.365278221640243 |
37 | 0 | 0.519607626556969 | -0.519607626556969 |
38 | 1 | 0.464069621239573 | 0.535930378760427 |
39 | 1 | 0.549645600670055 | 0.450354399329945 |
40 | 0 | 0.513354030637986 | -0.513354030637986 |
41 | 1 | 0.550189611145268 | 0.449810388854732 |
42 | 1 | 0.464069621239573 | 0.535930378760427 |
43 | 1 | 0.457107796989707 | 0.542892203010293 |
44 | 0 | 0.236448847927826 | -0.236448847927826 |
45 | 0 | 0.549645600670055 | -0.549645600670055 |
46 | 1 | 0.549645600670055 | 0.450354399329945 |
47 | 0 | 0.365278221640243 | -0.365278221640243 |
48 | 1 | 0.365278221640242 | 0.634721778359758 |
49 | 1 | 0.549645600670055 | 0.450354399329945 |
50 | 0 | 0.365278221640243 | -0.365278221640243 |
51 | 0 | 0.427778051207504 | -0.427778051207504 |
52 | 0 | 0.421360237432851 | -0.421360237432851 |
53 | 1 | 0.365278221640242 | 0.634721778359758 |
54 | 0 | 0.365822232115455 | -0.365822232115455 |
55 | 0 | 0.365278221640243 | -0.365278221640243 |
56 | 1 | 0.427778051207504 | 0.572221948792496 |
57 | 1 | 0.648437000269386 | 0.351562999730614 |
58 | 1 | 0.365278221640242 | 0.634721778359758 |
59 | 1 | 0.365278221640242 | 0.634721778359758 |
60 | 1 | 0.421360237432851 | 0.578639762567149 |
61 | 1 | 0.236448847927826 | 0.763551152072174 |
62 | 0 | 0.648437000269386 | -0.648437000269386 |
63 | 0 | 0.365278221640243 | -0.365278221640243 |
64 | 1 | 0.236448847927826 | 0.763551152072174 |
65 | 0 | 0.365278221640243 | -0.365278221640243 |
66 | 0 | 0.365278221640243 | -0.365278221640243 |
67 | 0 | 0.513898041113199 | -0.513898041113199 |
68 | 0 | 0.272740417959895 | -0.272740417959895 |
69 | 1 | 0.365278221640242 | 0.634721778359758 |
70 | 0 | 0.464069621239573 | -0.464069621239573 |
71 | 0 | 0.365278221640243 | -0.365278221640243 |
72 | 1 | 0.365278221640242 | 0.634721778359758 |
73 | 1 | 0.464069621239573 | 0.535930378760427 |
74 | 0 | 0.371531817559226 | -0.371531817559226 |
75 | 1 | 0.365278221640242 | 0.634721778359758 |
76 | 1 | 0.513354030637986 | 0.486645969362014 |
77 | 1 | 0.365278221640242 | 0.634721778359758 |
78 | 1 | 0.648437000269386 | 0.351562999730614 |
79 | 1 | 0.329530662083386 | 0.670469337916614 |
80 | 0 | 0.513354030637986 | -0.513354030637986 |
81 | 0 | 0.365278221640243 | -0.365278221640243 |
82 | 1 | 0.371531817559226 | 0.628468182440774 |
83 | 0 | 0.365278221640243 | -0.365278221640243 |
84 | 0 | 0.365822232115455 | -0.365822232115455 |
85 | 1 | 0.549645600670055 | 0.450354399329945 |
86 | 0 | 0.272740417959895 | -0.272740417959895 |
87 | 1 | 0.272740417959895 | 0.727259582040105 |
88 | 1 | 0.335240247527157 | 0.664759752472843 |
89 | 0 | 0.365278221640243 | -0.365278221640243 |
90 | 1 | 0.365278221640242 | 0.634721778359758 |
91 | 0 | 0.549645600670055 | -0.549645600670055 |
92 | 0 | 0.236448847927826 | -0.236448847927826 |
93 | 0 | 0.457107796989707 | -0.457107796989707 |
94 | 0 | 0.365278221640243 | -0.365278221640243 |
95 | 0 | 0.328986651608174 | -0.328986651608174 |
96 | 1 | 0.365278221640242 | 0.634721778359758 |
97 | 0 | 0.236448847927826 | -0.236448847927826 |
98 | 0 | 0.365278221640243 | -0.365278221640243 |
99 | 0 | 0.272740417959895 | -0.272740417959895 |
100 | 1 | 0.365278221640242 | 0.634721778359758 |
101 | 1 | 0.272740417959895 | 0.727259582040105 |
102 | 0 | 0.365278221640243 | -0.365278221640243 |
103 | 0 | 0.365278221640243 | -0.365278221640243 |
104 | 0 | 0.365278221640243 | -0.365278221640243 |
105 | 0 | 0.427778051207504 | -0.427778051207504 |
106 | 0 | 0.365278221640243 | -0.365278221640243 |
107 | 0 | 0.365278221640243 | -0.365278221640243 |
108 | 0 | 0.335240247527157 | -0.335240247527157 |
109 | 0 | 0.365278221640243 | -0.365278221640243 |
110 | 0 | 0.272740417959895 | -0.272740417959895 |
111 | 0 | 0.519607626556969 | -0.519607626556969 |
112 | 0 | 0.328986651608174 | -0.328986651608174 |
113 | 0 | 0.464069621239573 | -0.464069621239573 |
114 | 0 | 0.335240247527157 | -0.335240247527157 |
115 | 0 | 0.272740417959895 | -0.272740417959895 |
116 | 0 | 0.365278221640243 | -0.365278221640243 |
117 | 1 | 0.272740417959895 | 0.727259582040105 |
118 | 0 | 0.272740417959895 | -0.272740417959895 |
119 | 0 | 0.365278221640243 | -0.365278221640243 |
120 | 1 | 0.365278221640242 | 0.634721778359758 |
121 | 0 | 0.272740417959895 | -0.272740417959895 |
122 | 0 | 0.365278221640243 | -0.365278221640243 |
123 | 0 | 0.335240247527157 | -0.335240247527157 |
124 | 1 | 0.648437000269386 | 0.351562999730614 |
125 | 1 | 0.365278221640242 | 0.634721778359758 |
126 | 0 | 0.328986651608174 | -0.328986651608174 |
127 | 0 | 0.549645600670055 | -0.549645600670055 |
128 | 1 | 0.365278221640242 | 0.634721778359758 |
129 | 0 | 0.365278221640243 | -0.365278221640243 |
130 | 1 | 0.365278221640242 | 0.634721778359758 |
131 | 0 | 0.272740417959895 | -0.272740417959895 |
132 | 1 | 0.272740417959895 | 0.727259582040105 |
133 | 0 | 0.371531817559226 | -0.371531817559226 |
134 | 0 | 0.365278221640243 | -0.365278221640243 |
135 | 0 | 0.365278221640243 | -0.365278221640243 |
136 | 0 | 0.365278221640243 | -0.365278221640243 |
137 | 1 | 0.555899196589038 | 0.444100803410962 |
138 | 1 | 0.519607626556969 | 0.480392373443031 |
139 | 0 | 0.328986651608174 | -0.328986651608174 |
140 | 0 | 0.365278221640243 | -0.365278221640243 |
141 | 1 | 0.365822232115455 | 0.634177767884545 |
142 | 1 | 0.427778051207504 | 0.572221948792496 |
143 | 0 | 0.272740417959895 | -0.272740417959895 |
144 | 1 | 0.549645600670055 | 0.450354399329945 |
145 | 0 | 0.549645600670055 | -0.549645600670055 |
146 | 1 | 0.328986651608174 | 0.671013348391826 |
147 | 0 | 0.427778051207504 | -0.427778051207504 |
148 | 0 | 0.328986651608174 | -0.328986651608174 |
149 | 0 | 0.272740417959895 | -0.272740417959895 |
150 | 1 | 0.549645600670055 | 0.450354399329945 |
151 | 1 | 0.365278221640242 | 0.634721778359758 |
152 | 0 | 0.273284428435108 | -0.273284428435108 |
153 | 0 | 0.45765180746492 | -0.45765180746492 |
154 | 0 | 0.371531817559226 | -0.371531817559226 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.675618711872062 | 0.648762576255876 | 0.324381288127938 |
10 | 0.734657521189381 | 0.530684957621238 | 0.265342478810619 |
11 | 0.709478476504839 | 0.581043046990322 | 0.290521523495161 |
12 | 0.601492573835628 | 0.797014852328744 | 0.398507426164372 |
13 | 0.493136595910851 | 0.986273191821703 | 0.506863404089149 |
14 | 0.428727787208919 | 0.857455574417839 | 0.571272212791081 |
15 | 0.532857152293036 | 0.934285695413928 | 0.467142847706964 |
16 | 0.470472791558979 | 0.940945583117959 | 0.529527208441021 |
17 | 0.381627367121019 | 0.763254734242038 | 0.618372632878981 |
18 | 0.322788799559446 | 0.645577599118892 | 0.677211200440554 |
19 | 0.486512087689741 | 0.973024175379482 | 0.513487912310259 |
20 | 0.507303179198098 | 0.985393641603805 | 0.492696820801902 |
21 | 0.576724004813191 | 0.846551990373619 | 0.423275995186809 |
22 | 0.575974182236977 | 0.848051635526047 | 0.424025817763023 |
23 | 0.53065552371377 | 0.93868895257246 | 0.46934447628623 |
24 | 0.499259003648391 | 0.998518007296782 | 0.500740996351609 |
25 | 0.531039078547802 | 0.937921842904397 | 0.468960921452198 |
26 | 0.616950421665908 | 0.766099156668184 | 0.383049578334092 |
27 | 0.707178663294996 | 0.585642673410008 | 0.292821336705004 |
28 | 0.674488438056926 | 0.651023123886148 | 0.325511561943074 |
29 | 0.721565509493092 | 0.556868981013816 | 0.278434490506908 |
30 | 0.742562328961078 | 0.514875342077845 | 0.257437671038922 |
31 | 0.709195008820172 | 0.581609982359655 | 0.290804991179828 |
32 | 0.67061212989058 | 0.658775740218839 | 0.32938787010942 |
33 | 0.66744300725439 | 0.66511398549122 | 0.33255699274561 |
34 | 0.686306457755254 | 0.627387084489493 | 0.313693542244746 |
35 | 0.651845528735468 | 0.696308942529063 | 0.348154471264532 |
36 | 0.615141139454993 | 0.769717721090014 | 0.384858860545007 |
37 | 0.645589372033006 | 0.708821255933988 | 0.354410627966994 |
38 | 0.668434450887222 | 0.663131098225555 | 0.331565549112778 |
39 | 0.66202783498372 | 0.67594433003256 | 0.33797216501628 |
40 | 0.672103067063938 | 0.655793865872125 | 0.327896932936062 |
41 | 0.653577726081931 | 0.692844547836138 | 0.346422273918069 |
42 | 0.650893116359078 | 0.698213767281845 | 0.349106883640922 |
43 | 0.665287001152815 | 0.669425997694369 | 0.334712998847185 |
44 | 0.626614465298234 | 0.746771069403532 | 0.373385534701766 |
45 | 0.625823686208503 | 0.748352627582994 | 0.374176313791497 |
46 | 0.625559358579579 | 0.748881282840842 | 0.374440641420421 |
47 | 0.600452143899901 | 0.799095712200197 | 0.399547856100099 |
48 | 0.631330246743025 | 0.73733950651395 | 0.368669753256975 |
49 | 0.624957738537229 | 0.750084522925541 | 0.375042261462771 |
50 | 0.602461084395467 | 0.795077831209066 | 0.397538915604533 |
51 | 0.58820452639174 | 0.82359094721652 | 0.41179547360826 |
52 | 0.581579706099026 | 0.836840587801948 | 0.418420293900974 |
53 | 0.608562241642424 | 0.782875516715152 | 0.391437758357576 |
54 | 0.588088073857995 | 0.823823852284009 | 0.411911926142005 |
55 | 0.565490923372267 | 0.869018153255466 | 0.434509076627733 |
56 | 0.580521464446144 | 0.838957071107712 | 0.419478535553856 |
57 | 0.553304310792003 | 0.893391378415993 | 0.446695689207997 |
58 | 0.582026310952486 | 0.835947378095029 | 0.417973689047514 |
59 | 0.608083275870823 | 0.783833448258353 | 0.391916724129177 |
60 | 0.626767877759345 | 0.746464244481311 | 0.373232122240655 |
61 | 0.682757041667688 | 0.634485916664624 | 0.317242958332312 |
62 | 0.712549118247761 | 0.574901763504479 | 0.287450881752239 |
63 | 0.69500482528026 | 0.609990349439481 | 0.30499517471974 |
64 | 0.747106409113155 | 0.50578718177369 | 0.252893590886845 |
65 | 0.730543840427337 | 0.538912319145326 | 0.269456159572663 |
66 | 0.712976848700675 | 0.57404630259865 | 0.287023151299325 |
67 | 0.710860002127725 | 0.57827999574455 | 0.289139997872275 |
68 | 0.68374791568345 | 0.632504168633101 | 0.31625208431655 |
69 | 0.708853381941617 | 0.582293236116766 | 0.291146618058383 |
70 | 0.708236743747435 | 0.58352651250513 | 0.291763256252565 |
71 | 0.689833064349805 | 0.62033387130039 | 0.310166935650195 |
72 | 0.714584598796022 | 0.570830802407956 | 0.285415401203978 |
73 | 0.716047411309414 | 0.567905177381172 | 0.283952588690586 |
74 | 0.700619781985505 | 0.598760436028989 | 0.299380218014495 |
75 | 0.725251117493523 | 0.549497765012953 | 0.274748882506476 |
76 | 0.728036923984358 | 0.543926152031283 | 0.271963076015642 |
77 | 0.752722475577562 | 0.494555048844876 | 0.247277524422438 |
78 | 0.732925929845259 | 0.534148140309483 | 0.267074070154741 |
79 | 0.777097456558187 | 0.445805086883626 | 0.222902543441813 |
80 | 0.77487811703688 | 0.450243765926239 | 0.225121882963119 |
81 | 0.759054493651219 | 0.481891012697562 | 0.240945506348781 |
82 | 0.775546822431181 | 0.448906355137637 | 0.224453177568819 |
83 | 0.759090275488247 | 0.481819449023506 | 0.240909724511753 |
84 | 0.738662323399058 | 0.522675353201884 | 0.261337676600942 |
85 | 0.737105483562459 | 0.525789032875082 | 0.262894516437541 |
86 | 0.709548244187068 | 0.580903511625865 | 0.290451755812932 |
87 | 0.759456099358809 | 0.481087801282381 | 0.240543900641191 |
88 | 0.800037858151201 | 0.399924283697598 | 0.199962141848799 |
89 | 0.784324710190335 | 0.43135057961933 | 0.215675289809665 |
90 | 0.811158052433233 | 0.377683895133534 | 0.188841947566767 |
91 | 0.81785921396067 | 0.36428157207866 | 0.18214078603933 |
92 | 0.792335533010879 | 0.415328933978242 | 0.207664466989121 |
93 | 0.787661643794068 | 0.424676712411865 | 0.212338356205932 |
94 | 0.770387123406565 | 0.45922575318687 | 0.229612876593435 |
95 | 0.745368189787121 | 0.509263620425757 | 0.254631810212879 |
96 | 0.776927424735633 | 0.446145150528733 | 0.223072575264367 |
97 | 0.745456172078786 | 0.509087655842428 | 0.254543827921214 |
98 | 0.724774392015466 | 0.550451215969068 | 0.275225607984534 |
99 | 0.692850851937639 | 0.614298296124723 | 0.307149148062361 |
100 | 0.730154611429053 | 0.539690777141894 | 0.269845388570947 |
101 | 0.794728342598888 | 0.410543314802224 | 0.205271657401112 |
102 | 0.774513943403632 | 0.450972113192737 | 0.225486056596368 |
103 | 0.753527618315355 | 0.492944763369289 | 0.246472381684645 |
104 | 0.732023307959928 | 0.535953384080144 | 0.267976692040072 |
105 | 0.714932960671482 | 0.570134078657035 | 0.285067039328518 |
106 | 0.692643123706593 | 0.614713752586814 | 0.307356876293407 |
107 | 0.670663190605822 | 0.658673618788356 | 0.329336809394178 |
108 | 0.635858594800306 | 0.728282810399387 | 0.364141405199694 |
109 | 0.613355157497485 | 0.77328968500503 | 0.386644842502515 |
110 | 0.571043630834006 | 0.857912738331988 | 0.428956369165994 |
111 | 0.567264399052061 | 0.865471201895879 | 0.432735600947939 |
112 | 0.533080281414879 | 0.933839437170241 | 0.466919718585121 |
113 | 0.534046955909437 | 0.931906088181126 | 0.465953044090563 |
114 | 0.4964478135136 | 0.992895627027199 | 0.5035521864864 |
115 | 0.450333094242756 | 0.900666188485511 | 0.549666905757244 |
116 | 0.428121350936078 | 0.856242701872156 | 0.571878649063922 |
117 | 0.530184819853479 | 0.939630360293042 | 0.469815180146521 |
118 | 0.478610805660989 | 0.957221611321978 | 0.521389194339011 |
119 | 0.457632140777999 | 0.915264281555999 | 0.542367859222001 |
120 | 0.486007982881613 | 0.972015965763226 | 0.513992017118387 |
121 | 0.432262559055081 | 0.864525118110163 | 0.567737440944919 |
122 | 0.408828444494942 | 0.817656888989883 | 0.591171555505058 |
123 | 0.368349985607635 | 0.736699971215271 | 0.631650014392365 |
124 | 0.319498241083132 | 0.638996482166264 | 0.680501758916868 |
125 | 0.349079352210088 | 0.698158704420176 | 0.650920647789912 |
126 | 0.318345962658116 | 0.636691925316231 | 0.681654037341884 |
127 | 0.354009334193651 | 0.708018668387301 | 0.645990665806349 |
128 | 0.393557518257623 | 0.787115036515247 | 0.606442481742377 |
129 | 0.358127460833912 | 0.716254921667823 | 0.641872539166088 |
130 | 0.409963470733375 | 0.819926941466749 | 0.590036529266625 |
131 | 0.347216517200749 | 0.694433034401498 | 0.652783482799251 |
132 | 0.549391921005942 | 0.901216157988117 | 0.450608078994058 |
133 | 0.489208208811125 | 0.978416417622251 | 0.510791791188875 |
134 | 0.434759054222441 | 0.869518108444883 | 0.565240945777559 |
135 | 0.386099089902376 | 0.772198179804753 | 0.613900910097624 |
136 | 0.34763518178514 | 0.69527036357028 | 0.65236481821486 |
137 | 0.317184126733425 | 0.634368253466851 | 0.682815873266575 |
138 | 0.432707948035145 | 0.865415896070291 | 0.567292051964855 |
139 | 0.397655321388265 | 0.79531064277653 | 0.602344678611735 |
140 | 0.524578816422199 | 0.950842367155603 | 0.475421183577801 |
141 | 0.421968792072512 | 0.843937584145023 | 0.578031207927488 |
142 | 0.502238823808138 | 0.995522352383724 | 0.497761176191862 |
143 | 0.382029764966941 | 0.764059529933882 | 0.617970235033059 |
144 | 0.314484719357818 | 0.628969438715636 | 0.685515280642182 |
145 | 0.497017526777583 | 0.994035053555167 | 0.502982473222417 |
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 |