Multiple Linear Regression - Estimated Regression Equation |
UseLimit[t] = + 0.235134338868033 + 0.289167525349813T40[t] -0.110382655507169Used[t] -0.0208324295233631CorrectAnalysis[t] + 0.0963805213140549Useful[t] -0.0621403911301808Outcome[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) | 0.235134338868033 | 0.077869 | 3.0196 | 0.003396 | 0.001698 |
T40 | 0.289167525349813 | 0.113573 | 2.5461 | 0.012813 | 0.006407 |
Used | -0.110382655507169 | 0.119794 | -0.9214 | 0.359592 | 0.179796 |
CorrectAnalysis | -0.0208324295233631 | 0.186514 | -0.1117 | 0.911346 | 0.455673 |
Useful | 0.0963805213140549 | 0.105772 | 0.9112 | 0.364924 | 0.182462 |
Outcome | -0.0621403911301808 | 0.097318 | -0.6385 | 0.524954 | 0.262477 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.307272011961554 |
R-squared | 0.0944160893349011 |
Adjusted R-squared | 0.0378170949183324 |
F-TEST (value) | 1.66815842415854 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 80 |
p-value | 0.151854778810414 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.44255942628647 |
Sum Squared Residuals | 15.6687076636008 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 0.462161473087666 | 0.537838526912334 |
2 | 0 | 0.235134338868033 | -0.235134338868033 |
3 | 0 | 0.235134338868033 | -0.235134338868033 |
4 | 0 | 0.235134338868033 | -0.235134338868033 |
5 | 0 | 0.235134338868033 | -0.235134338868033 |
6 | 1 | 0.269374469051908 | 0.730625530948092 |
7 | 0 | 0.235134338868033 | -0.235134338868033 |
8 | 0 | 0.524301864217847 | -0.524301864217847 |
9 | 0 | 0.172993947737853 | -0.172993947737853 |
10 | 1 | 0.235134338868033 | 0.764865661131967 |
11 | 1 | 0.524301864217847 | 0.475698135782153 |
12 | 0 | 0.235134338868033 | -0.235134338868033 |
13 | 0 | 0.22113220467492 | -0.22113220467492 |
14 | 1 | 0.524301864217847 | 0.475698135782153 |
15 | 0 | 0.158991813544739 | -0.158991813544739 |
16 | 0 | 0.448159338894552 | -0.448159338894552 |
17 | 1 | 0.48946730050137 | 0.51053269949863 |
18 | 1 | 0.524301864217847 | 0.475698135782153 |
19 | 0 | 0.172993947737853 | -0.172993947737853 |
20 | 0 | 0.427326909371189 | -0.427326909371189 |
21 | 1 | 0.331514860182088 | 0.668485139817912 |
22 | 1 | 0.158991813544739 | 0.841008186455261 |
23 | 0 | 0.269374469051907 | -0.269374469051907 |
24 | 1 | 0.269374469051908 | 0.730625530948092 |
25 | 0 | 0.351778817580497 | -0.351778817580497 |
26 | 0 | 0.22113220467492 | -0.22113220467492 |
27 | 1 | 0.172993947737853 | 0.827006052262147 |
28 | 0 | 0.124751683360865 | -0.124751683360865 |
29 | 0 | 0.172993947737853 | -0.172993947737853 |
30 | 0 | 0.331514860182088 | -0.331514860182088 |
31 | 0 | 0.235134338868033 | -0.235134338868033 |
32 | 1 | 0.235134338868033 | 0.764865661131967 |
33 | 1 | 0.331514860182088 | 0.668485139817912 |
34 | 0 | 0.462161473087666 | -0.462161473087666 |
35 | 0 | 0.235134338868033 | -0.235134338868033 |
36 | 0 | 0.235134338868033 | -0.235134338868033 |
37 | 1 | 0.510299730024733 | 0.489700269975267 |
38 | 0 | 0.0626112922306838 | -0.0626112922306838 |
39 | 0 | 0.269374469051907 | -0.269374469051907 |
40 | 0 | 0.620682385531902 | -0.620682385531902 |
41 | 0 | 0.138159384021376 | -0.138159384021376 |
42 | 0 | 0.0626112922306838 | -0.0626112922306838 |
43 | 1 | 0.269374469051908 | 0.730625530948092 |
44 | 1 | 0.524301864217847 | 0.475698135782153 |
45 | 0 | 0.331514860182088 | -0.331514860182088 |
46 | 0 | 0.269374469051907 | -0.269374469051907 |
47 | 0 | 0.235134338868033 | -0.235134338868033 |
48 | 0 | 0.172993947737853 | -0.172993947737853 |
49 | 0 | 0.269374469051907 | -0.269374469051907 |
50 | 0 | 0.235134338868033 | -0.235134338868033 |
51 | 0 | 0.413919208710678 | -0.413919208710678 |
52 | 1 | 0.48946730050137 | 0.51053269949863 |
53 | 0 | 0.172993947737853 | -0.172993947737853 |
54 | 0 | 0.103919253837501 | -0.103919253837501 |
55 | 0 | 0.235134338868033 | -0.235134338868033 |
56 | 0 | 0.351778817580497 | -0.351778817580497 |
57 | 0 | 0.158991813544739 | -0.158991813544739 |
58 | 0 | 0.172993947737853 | -0.172993947737853 |
59 | 0 | 0.172993947737853 | -0.172993947737853 |
60 | 1 | 0.427326909371189 | 0.572673090628811 |
61 | 1 | 0.462161473087666 | 0.537838526912334 |
62 | 0 | 0.22113220467492 | -0.22113220467492 |
63 | 0 | 0.235134338868033 | -0.235134338868033 |
64 | 1 | 0.462161473087666 | 0.537838526912334 |
65 | 0 | 0.235134338868033 | -0.235134338868033 |
66 | 0 | 0.235134338868033 | -0.235134338868033 |
67 | 0 | 0.48946730050137 | -0.48946730050137 |
68 | 1 | 0.235134338868033 | 0.764865661131967 |
69 | 0 | 0.172993947737853 | -0.172993947737853 |
70 | 0 | 0.124751683360865 | -0.124751683360865 |
71 | 0 | 0.235134338868033 | -0.235134338868033 |
72 | 0 | 0.172993947737853 | -0.172993947737853 |
73 | 0 | 0.0626112922306838 | -0.0626112922306838 |
74 | 1 | 0.124751683360865 | 0.875248316639135 |
75 | 0 | 0.172993947737853 | -0.172993947737853 |
76 | 0 | 0.558541994401721 | -0.558541994401721 |
77 | 0 | 0.172993947737853 | -0.172993947737853 |
78 | 0 | 0.158991813544739 | -0.158991813544739 |
79 | 0 | 0.330946388057134 | -0.330946388057134 |
80 | 0 | 0.620682385531902 | -0.620682385531902 |
81 | 0 | 0.235134338868033 | -0.235134338868033 |
82 | 1 | 0.0626112922306838 | 0.937388707769316 |
83 | 0 | 0.235134338868033 | -0.235134338868033 |
84 | 0 | 0.103919253837501 | -0.103919253837501 |
85 | 0 | 0.269374469051907 | -0.269374469051907 |
86 | 1 | 0.235134338868033 | 0.764865661131967 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.332622465407097 | 0.665244930814193 | 0.667377534592903 |
10 | 0.822419666647253 | 0.355160666705493 | 0.177580333352747 |
11 | 0.81294858381628 | 0.374102832367441 | 0.18705141618372 |
12 | 0.725321516799298 | 0.549356966401405 | 0.274678483200702 |
13 | 0.622009899855149 | 0.755980200289702 | 0.377990100144851 |
14 | 0.573453636759559 | 0.853092726480883 | 0.426546363240441 |
15 | 0.469822546589521 | 0.939645093179041 | 0.530177453410479 |
16 | 0.47677195394063 | 0.95354390788126 | 0.52322804605937 |
17 | 0.399196267514713 | 0.798392535029426 | 0.600803732485287 |
18 | 0.367105827146697 | 0.734211654293394 | 0.632894172853303 |
19 | 0.290698857090838 | 0.581397714181675 | 0.709301142909162 |
20 | 0.35691994821121 | 0.71383989642242 | 0.64308005178879 |
21 | 0.320107943359532 | 0.640215886719063 | 0.679892056640468 |
22 | 0.666859465663883 | 0.666281068672235 | 0.333140534336117 |
23 | 0.740956184266625 | 0.51808763146675 | 0.259043815733375 |
24 | 0.756127552379423 | 0.487744895241154 | 0.243872447620577 |
25 | 0.706667231323495 | 0.586665537353009 | 0.293332768676505 |
26 | 0.652988266413367 | 0.694023467173267 | 0.347011733586633 |
27 | 0.802721547817634 | 0.394556904364733 | 0.197278452182366 |
28 | 0.772602155344187 | 0.454795689311626 | 0.227397844655813 |
29 | 0.727947187079873 | 0.544105625840253 | 0.272052812920127 |
30 | 0.752416543418459 | 0.495166913163082 | 0.247583456581541 |
31 | 0.708924815532157 | 0.582150368935686 | 0.291075184467843 |
32 | 0.80921214152083 | 0.381575716958339 | 0.19078785847917 |
33 | 0.84655324058604 | 0.30689351882792 | 0.15344675941396 |
34 | 0.861283166994836 | 0.277433666010327 | 0.138716833005164 |
35 | 0.832461479144235 | 0.335077041711529 | 0.167538520855765 |
36 | 0.799003930476561 | 0.401992139046879 | 0.200996069523439 |
37 | 0.808300670689574 | 0.383398658620852 | 0.191699329310426 |
38 | 0.770631042077261 | 0.458737915845477 | 0.229368957922739 |
39 | 0.759935860599118 | 0.480128278801763 | 0.240064139400882 |
40 | 0.821533407378995 | 0.35693318524201 | 0.178466592621005 |
41 | 0.778367749948082 | 0.443264500103835 | 0.221632250051918 |
42 | 0.729725358936923 | 0.540549282126154 | 0.270274641063077 |
43 | 0.833382469647014 | 0.333235060705971 | 0.166617530352986 |
44 | 0.843045720347753 | 0.313908559304494 | 0.156954279652247 |
45 | 0.825280122431505 | 0.34943975513699 | 0.174719877568495 |
46 | 0.798038922552073 | 0.403922154895855 | 0.201961077447927 |
47 | 0.757856223415052 | 0.484287553169895 | 0.242143776584948 |
48 | 0.709885536400759 | 0.580228927198482 | 0.290114463599241 |
49 | 0.667989951748974 | 0.664020096502053 | 0.332010048251026 |
50 | 0.61643453015193 | 0.76713093969614 | 0.38356546984807 |
51 | 0.63566392586105 | 0.7286721482779 | 0.36433607413895 |
52 | 0.692083100585146 | 0.615833798829709 | 0.307916899414854 |
53 | 0.63599432841472 | 0.728011343170561 | 0.36400567158528 |
54 | 0.572041028836026 | 0.855917942327947 | 0.427958971163974 |
55 | 0.516854376202011 | 0.966291247595978 | 0.483145623797989 |
56 | 0.604912457062074 | 0.790175085875852 | 0.395087542937926 |
57 | 0.536695074872638 | 0.926609850254725 | 0.463304925127362 |
58 | 0.472044324191012 | 0.944088648382025 | 0.527955675808988 |
59 | 0.408778358196773 | 0.817556716393546 | 0.591221641803227 |
60 | 0.638165242523484 | 0.723669514953031 | 0.361834757476516 |
61 | 0.632585300356495 | 0.73482939928701 | 0.367414699643505 |
62 | 0.563216957993617 | 0.873566084012766 | 0.436783042006383 |
63 | 0.509094275645159 | 0.981811448709683 | 0.490905724354841 |
64 | 0.580649269418433 | 0.838701461163134 | 0.419350730581567 |
65 | 0.528872294515259 | 0.942255410969482 | 0.471127705484741 |
66 | 0.483075702942523 | 0.966151405885045 | 0.516924297057477 |
67 | 0.43529910206153 | 0.870598204123061 | 0.56470089793847 |
68 | 0.616622543908273 | 0.766754912183454 | 0.383377456091727 |
69 | 0.529573650585488 | 0.940852698829023 | 0.470426349414512 |
70 | 0.621765609204941 | 0.756468781590118 | 0.378234390795059 |
71 | 0.571436377076858 | 0.857127245846284 | 0.428563622923142 |
72 | 0.468984672418395 | 0.937969344836789 | 0.531015327581605 |
73 | 0.591259227925988 | 0.817481544148025 | 0.408740772074012 |
74 | 0.531168207678397 | 0.937663584643206 | 0.468831792321603 |
75 | 0.426623412450571 | 0.853246824901142 | 0.573376587549429 |
76 | 0.315249641558749 | 0.630499283117498 | 0.684750358441251 |
77 | 0.243598225566083 | 0.487196451132166 | 0.756401774433917 |
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 |