Multiple Linear Regression - Estimated Regression Equation |
Outcome [t] = + 0.43186829898867 -0.00403011177857194T40[t] + 0.10542924492434Used[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) | 0.43186829898867 | 0.071247 | 6.0616 | 0 | 0 |
T40 | -0.00403011177857194 | 0.125547 | -0.0321 | 0.974469 | 0.487235 |
Used | 0.10542924492434 | 0.11859 | 0.889 | 0.376559 | 0.18828 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.0984062915839861 |
R-squared | 0.0096837982233125 |
Adjusted R-squared | -0.0141792427833547 |
F-TEST (value) | 0.405807383082773 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 83 |
p-value | 0.66775353621411 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.505251465437892 |
Sum Squared Residuals | 21.1881605961524 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 0.427838187210098 | 0.572161812789902 |
2 | 0 | 0.43186829898867 | -0.43186829898867 |
3 | 0 | 0.43186829898867 | -0.43186829898867 |
4 | 0 | 0.43186829898867 | -0.43186829898867 |
5 | 0 | 0.43186829898867 | -0.43186829898867 |
6 | 1 | 0.43186829898867 | 0.56813170101133 |
7 | 0 | 0.43186829898867 | -0.43186829898867 |
8 | 0 | 0.427838187210098 | -0.427838187210098 |
9 | 1 | 0.43186829898867 | 0.56813170101133 |
10 | 0 | 0.43186829898867 | -0.43186829898867 |
11 | 0 | 0.427838187210098 | -0.427838187210098 |
12 | 0 | 0.43186829898867 | -0.43186829898867 |
13 | 0 | 0.53729754391301 | -0.53729754391301 |
14 | 0 | 0.427838187210098 | -0.427838187210098 |
15 | 1 | 0.537297543913011 | 0.46270245608699 |
16 | 1 | 0.533267432134439 | 0.466732567865561 |
17 | 0 | 0.533267432134438 | -0.533267432134438 |
18 | 0 | 0.427838187210098 | -0.427838187210098 |
19 | 1 | 0.43186829898867 | 0.56813170101133 |
20 | 1 | 0.533267432134439 | 0.466732567865561 |
21 | 0 | 0.43186829898867 | -0.43186829898867 |
22 | 1 | 0.537297543913011 | 0.46270245608699 |
23 | 1 | 0.43186829898867 | 0.56813170101133 |
24 | 1 | 0.43186829898867 | 0.56813170101133 |
25 | 1 | 0.533267432134439 | 0.466732567865561 |
26 | 0 | 0.53729754391301 | -0.53729754391301 |
27 | 1 | 0.43186829898867 | 0.56813170101133 |
28 | 0 | 0.53729754391301 | -0.53729754391301 |
29 | 1 | 0.43186829898867 | 0.56813170101133 |
30 | 0 | 0.43186829898867 | -0.43186829898867 |
31 | 0 | 0.43186829898867 | -0.43186829898867 |
32 | 0 | 0.43186829898867 | -0.43186829898867 |
33 | 0 | 0.43186829898867 | -0.43186829898867 |
34 | 1 | 0.427838187210098 | 0.572161812789902 |
35 | 0 | 0.43186829898867 | -0.43186829898867 |
36 | 0 | 0.43186829898867 | -0.43186829898867 |
37 | 0 | 0.533267432134438 | -0.533267432134438 |
38 | 1 | 0.537297543913011 | 0.46270245608699 |
39 | 1 | 0.43186829898867 | 0.56813170101133 |
40 | 0 | 0.427838187210098 | -0.427838187210098 |
41 | 1 | 0.537297543913011 | 0.46270245608699 |
42 | 1 | 0.537297543913011 | 0.46270245608699 |
43 | 1 | 0.43186829898867 | 0.56813170101133 |
44 | 0 | 0.427838187210098 | -0.427838187210098 |
45 | 0 | 0.43186829898867 | -0.43186829898867 |
46 | 1 | 0.43186829898867 | 0.56813170101133 |
47 | 0 | 0.43186829898867 | -0.43186829898867 |
48 | 1 | 0.43186829898867 | 0.56813170101133 |
49 | 1 | 0.43186829898867 | 0.56813170101133 |
50 | 0 | 0.43186829898867 | -0.43186829898867 |
51 | 0 | 0.533267432134438 | -0.533267432134438 |
52 | 0 | 0.533267432134438 | -0.533267432134438 |
53 | 1 | 0.43186829898867 | 0.56813170101133 |
54 | 0 | 0.53729754391301 | -0.53729754391301 |
55 | 0 | 0.43186829898867 | -0.43186829898867 |
56 | 1 | 0.533267432134439 | 0.466732567865561 |
57 | 1 | 0.537297543913011 | 0.46270245608699 |
58 | 1 | 0.43186829898867 | 0.56813170101133 |
59 | 1 | 0.43186829898867 | 0.56813170101133 |
60 | 1 | 0.533267432134439 | 0.466732567865561 |
61 | 1 | 0.427838187210098 | 0.572161812789902 |
62 | 0 | 0.53729754391301 | -0.53729754391301 |
63 | 0 | 0.43186829898867 | -0.43186829898867 |
64 | 1 | 0.427838187210098 | 0.572161812789902 |
65 | 0 | 0.43186829898867 | -0.43186829898867 |
66 | 0 | 0.43186829898867 | -0.43186829898867 |
67 | 0 | 0.533267432134438 | -0.533267432134438 |
68 | 0 | 0.43186829898867 | -0.43186829898867 |
69 | 1 | 0.43186829898867 | 0.56813170101133 |
70 | 0 | 0.53729754391301 | -0.53729754391301 |
71 | 0 | 0.43186829898867 | -0.43186829898867 |
72 | 1 | 0.43186829898867 | 0.56813170101133 |
73 | 1 | 0.537297543913011 | 0.46270245608699 |
74 | 0 | 0.53729754391301 | -0.53729754391301 |
75 | 1 | 0.43186829898867 | 0.56813170101133 |
76 | 1 | 0.427838187210098 | 0.572161812789902 |
77 | 1 | 0.43186829898867 | 0.56813170101133 |
78 | 1 | 0.537297543913011 | 0.46270245608699 |
79 | 1 | 0.533267432134439 | 0.466732567865561 |
80 | 0 | 0.427838187210098 | -0.427838187210098 |
81 | 0 | 0.43186829898867 | -0.43186829898867 |
82 | 1 | 0.537297543913011 | 0.46270245608699 |
83 | 0 | 0.43186829898867 | -0.43186829898867 |
84 | 0 | 0.53729754391301 | -0.53729754391301 |
85 | 1 | 0.43186829898867 | 0.56813170101133 |
86 | 0 | 0.43186829898867 | -0.43186829898867 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.620032056096121 | 0.759935887807758 | 0.379967943903879 |
7 | 0.477437748299862 | 0.954875496599724 | 0.522562251700138 |
8 | 0.595220910280869 | 0.809558179438262 | 0.404779089719131 |
9 | 0.707389425853897 | 0.585221148292205 | 0.292610574146103 |
10 | 0.631098423714169 | 0.737803152571662 | 0.368901576285831 |
11 | 0.588656629953214 | 0.822686740093571 | 0.411343370046786 |
12 | 0.512283139354306 | 0.975433721291388 | 0.487716860645694 |
13 | 0.424170363893177 | 0.848340727786353 | 0.575829636106823 |
14 | 0.367614141874445 | 0.73522828374889 | 0.632385858125555 |
15 | 0.446738744377325 | 0.893477488754651 | 0.553261255622675 |
16 | 0.405178792507239 | 0.810357585014477 | 0.594821207492761 |
17 | 0.443699408231335 | 0.887398816462671 | 0.556300591768665 |
18 | 0.389432709998472 | 0.778865419996944 | 0.610567290001528 |
19 | 0.468325509094396 | 0.936651018188791 | 0.531674490905604 |
20 | 0.455146990237916 | 0.910293980475832 | 0.544853009762084 |
21 | 0.40949924909626 | 0.818998498192519 | 0.59050075090374 |
22 | 0.379212195608022 | 0.758424391216043 | 0.620787804391978 |
23 | 0.434909437249104 | 0.869818874498208 | 0.565090562750896 |
24 | 0.472338042815907 | 0.944676085631814 | 0.527661957184093 |
25 | 0.443695176277741 | 0.887390352555482 | 0.556304823722259 |
26 | 0.487270859465984 | 0.974541718931968 | 0.512729140534016 |
27 | 0.515094366451684 | 0.969811267096633 | 0.484905633548316 |
28 | 0.531874888341884 | 0.936250223316231 | 0.468125111658116 |
29 | 0.551632236646406 | 0.896735526707188 | 0.448367763353594 |
30 | 0.527460989578321 | 0.945078020843358 | 0.472539010421679 |
31 | 0.502062981412009 | 0.995874037175982 | 0.497937018587991 |
32 | 0.476205943522257 | 0.952411887044514 | 0.523794056477743 |
33 | 0.450588351501059 | 0.901176703002117 | 0.549411648498942 |
34 | 0.470169450546872 | 0.940338901093744 | 0.529830549453128 |
35 | 0.445927342831284 | 0.891854685662568 | 0.554072657168716 |
36 | 0.423009156053062 | 0.846018312106125 | 0.576990843946938 |
37 | 0.432034100630757 | 0.864068201261514 | 0.567965899369243 |
38 | 0.424205899827763 | 0.848411799655527 | 0.575794100172237 |
39 | 0.445238780754189 | 0.890477561508377 | 0.554761219245811 |
40 | 0.426236263670266 | 0.852472527340532 | 0.573763736329734 |
41 | 0.413916027683279 | 0.827832055366558 | 0.586083972316721 |
42 | 0.402600775091913 | 0.805201550183827 | 0.597399224908087 |
43 | 0.418619117423287 | 0.837238234846573 | 0.581380882576713 |
44 | 0.410859666956648 | 0.821719333913295 | 0.589140333043352 |
45 | 0.396230726919702 | 0.792461453839404 | 0.603769273080298 |
46 | 0.40946630895978 | 0.818932617919559 | 0.59053369104022 |
47 | 0.396181686016912 | 0.792363372033824 | 0.603818313983088 |
48 | 0.407131661588015 | 0.814263323176031 | 0.592868338411985 |
49 | 0.417872876206051 | 0.835745752412101 | 0.582127123793949 |
50 | 0.403969504111815 | 0.807939008223631 | 0.596030495888185 |
51 | 0.41823366546463 | 0.836467330929259 | 0.581766334535371 |
52 | 0.445532134691993 | 0.891064269383985 | 0.554467865308007 |
53 | 0.459309931370581 | 0.918619862741162 | 0.540690068629419 |
54 | 0.462008017197842 | 0.924016034395684 | 0.537991982802158 |
55 | 0.446361080843264 | 0.892722161686527 | 0.553638919156736 |
56 | 0.419484868766875 | 0.83896973753375 | 0.580515131233125 |
57 | 0.416758500946416 | 0.833517001892832 | 0.583241499053584 |
58 | 0.429251230856954 | 0.858502461713908 | 0.570748769143046 |
59 | 0.447848576293004 | 0.895697152586008 | 0.552151423706996 |
60 | 0.417711518173053 | 0.835423036346105 | 0.582288481826947 |
61 | 0.406375778094195 | 0.812751556188389 | 0.593624221905805 |
62 | 0.396567070288201 | 0.793134140576402 | 0.603432929711799 |
63 | 0.372782291433505 | 0.74556458286701 | 0.627217708566495 |
64 | 0.368116477577162 | 0.736232955154325 | 0.631883522422838 |
65 | 0.346090286401257 | 0.692180572802514 | 0.653909713598743 |
66 | 0.330032589405723 | 0.660065178811447 | 0.669967410594277 |
67 | 0.345377696000271 | 0.690755392000542 | 0.654622303999729 |
68 | 0.332152934133356 | 0.664305868266712 | 0.667847065866644 |
69 | 0.329981834112571 | 0.659963668225143 | 0.670018165887429 |
70 | 0.344997719965239 | 0.689995439930478 | 0.655002280034761 |
71 | 0.332592056824977 | 0.665184113649955 | 0.667407943175023 |
72 | 0.326684925390247 | 0.653369850780494 | 0.673315074609753 |
73 | 0.291445001366868 | 0.582890002733735 | 0.708554998633132 |
74 | 0.320218662424526 | 0.640437324849052 | 0.679781337575474 |
75 | 0.332618875064376 | 0.665237750128751 | 0.667381124935624 |
76 | 0.341167778932736 | 0.682335557865472 | 0.658832221067264 |
77 | 0.433098078318832 | 0.866196156637664 | 0.566901921681168 |
78 | 0.353831225423247 | 0.707662450846495 | 0.646168774576753 |
79 | 0.312666217892139 | 0.625332435784278 | 0.687333782107861 |
80 | 0.191346025823599 | 0.382692051647199 | 0.808653974176401 |
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 |