Multiple Linear Regression - Estimated Regression Equation |
Useful[t] = + 0.111729023741186 + 0.00629593899987754UseLimit[t] -0.138029801176158T20[t] + 0.227442289714741Used[t] -0.0391823642027483CorrectAnalysis[t] + 0.0874412742407092Outcome[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) | 0.111729023741186 | 0.070775 | 1.5786 | 0.119507 | 0.059753 |
UseLimit | 0.00629593899987754 | 0.097645 | 0.0645 | 0.948797 | 0.474399 |
T20 | -0.138029801176158 | 0.118235 | -1.1674 | 0.247513 | 0.123756 |
Used | 0.227442289714741 | 0.13106 | 1.7354 | 0.087638 | 0.043819 |
CorrectAnalysis | -0.0391823642027483 | 0.247364 | -0.1584 | 0.874657 | 0.437328 |
Outcome | 0.0874412742407092 | 0.098481 | 0.8879 | 0.378027 | 0.189013 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.283343804208829 |
R-squared | 0.0802837113835311 |
Adjusted R-squared | 0.0061130429467191 |
F-TEST (value) | 1.0824186039516 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 62 |
p-value | 0.378968178824583 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.369837043248069 |
Sum Squared Residuals | 8.48032519062538 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 0.205466236981772 | -0.205466236981772 |
2 | 0 | 0.294878725520356 | -0.294878725520356 |
3 | 0 | 0.111729023741186 | -0.111729023741186 |
4 | 0 | 0.199170297981894 | -0.199170297981894 |
5 | 1 | 0.111729023741186 | 0.888270976258814 |
6 | 0 | -0.0200048384350948 | 0.0200048384350948 |
7 | 1 | 0.118024962741063 | 0.881975037258937 |
8 | 0 | 0.111729023741185 | -0.111729023741185 |
9 | 0 | -0.0263007774349724 | 0.0263007774349724 |
10 | 0 | 0.199170297981895 | -0.199170297981895 |
11 | 0 | -0.0200048384350948 | 0.0200048384350948 |
12 | 0 | 0.111729023741185 | -0.111729023741185 |
13 | 0 | 0.118024962741063 | -0.118024962741063 |
14 | 0 | 0.199170297981895 | -0.199170297981895 |
15 | 0 | 0.205466236981772 | -0.205466236981772 |
16 | 0 | 0.111729023741185 | -0.111729023741185 |
17 | 0 | 0.111729023741185 | -0.111729023741185 |
18 | 0 | 0.111729023741185 | -0.111729023741185 |
19 | 0 | 0.201141512279769 | -0.201141512279769 |
20 | 0 | 0.111729023741185 | -0.111729023741185 |
21 | 0 | 0.111729023741185 | -0.111729023741185 |
22 | 0 | 0.207437451279647 | -0.207437451279647 |
23 | 0 | 0.111729023741185 | -0.111729023741185 |
24 | 0 | 0.118024962741063 | -0.118024962741063 |
25 | 1 | 0.207437451279647 | 0.792562548720353 |
26 | 0 | -0.0263007774349724 | 0.0263007774349724 |
27 | 0 | 0.339171313455927 | -0.339171313455927 |
28 | 0 | 0.207437451279647 | -0.207437451279647 |
29 | 0 | 0.118024962741063 | -0.118024962741063 |
30 | 0 | 0.111729023741185 | -0.111729023741185 |
31 | 0 | 0.205466236981772 | -0.205466236981772 |
32 | 0 | 0.118024962741063 | -0.118024962741063 |
33 | 0 | 0.111729023741185 | -0.111729023741185 |
34 | 0 | 0.199170297981895 | -0.199170297981895 |
35 | 0 | 0.118024962741063 | -0.118024962741063 |
36 | 0 | 0.111729023741185 | -0.111729023741185 |
37 | 0 | 0.207437451279647 | -0.207437451279647 |
38 | 1 | 0.426612587696636 | 0.573387412303364 |
39 | 0 | 0.199170297981895 | -0.199170297981895 |
40 | 0 | -0.0263007774349724 | 0.0263007774349724 |
41 | 1 | 0.111729023741186 | 0.888270976258814 |
42 | 0 | 0.199170297981895 | -0.199170297981895 |
43 | 0 | 0.111729023741185 | -0.111729023741185 |
44 | 0 | 0.199170297981895 | -0.199170297981895 |
45 | 0 | 0.118024962741063 | -0.118024962741063 |
46 | 0 | 0.205466236981772 | -0.205466236981772 |
47 | 0 | 0.345467252455804 | -0.345467252455804 |
48 | 0 | 0.111729023741185 | -0.111729023741185 |
49 | 0 | 0.111729023741185 | -0.111729023741185 |
50 | 0 | 0.111729023741185 | -0.111729023741185 |
51 | 1 | 0.432908526696514 | 0.567091473303486 |
52 | 1 | 0.294878725520356 | 0.705121274479644 |
53 | 0 | -0.0263007774349724 | 0.0263007774349724 |
54 | 0 | 0.111729023741185 | -0.111729023741185 |
55 | 0 | 0.387430223493888 | -0.387430223493888 |
56 | 0 | 0.288582786520478 | -0.288582786520478 |
57 | 0 | 0.118024962741063 | -0.118024962741063 |
58 | 1 | 0.199170297981895 | 0.800829702018105 |
59 | 1 | 0.111729023741186 | 0.888270976258814 |
60 | 0 | 0.0611404968057368 | -0.0611404968057368 |
61 | 0 | 0.201141512279769 | -0.201141512279769 |
62 | 0 | -0.0263007774349724 | 0.0263007774349724 |
63 | 0 | 0.118024962741063 | -0.118024962741063 |
64 | 1 | 0.199170297981895 | 0.800829702018105 |
65 | 0 | 0.199170297981895 | -0.199170297981895 |
66 | 0 | 0.306284888253056 | -0.306284888253056 |
67 | 1 | 0.306284888253056 | 0.693715111746944 |
68 | 0 | 0.345467252455804 | -0.345467252455804 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.911933505900878 | 0.176132988198244 | 0.0880664940991221 |
10 | 0.842457793609104 | 0.315084412781791 | 0.157542206390896 |
11 | 0.750322203100022 | 0.499355593799957 | 0.249677796899978 |
12 | 0.732505370576477 | 0.534989258847045 | 0.267494629423523 |
13 | 0.76721923155611 | 0.46556153688778 | 0.23278076844389 |
14 | 0.680891359917801 | 0.638217280164398 | 0.319108640082199 |
15 | 0.591417399809087 | 0.817165200381826 | 0.408582600190913 |
16 | 0.533123357428963 | 0.933753285142074 | 0.466876642571037 |
17 | 0.464399617044695 | 0.928799234089391 | 0.535600382955305 |
18 | 0.391872711565049 | 0.783745423130098 | 0.608127288434951 |
19 | 0.311253731552433 | 0.622507463104865 | 0.688746268447567 |
20 | 0.248055797649375 | 0.496111595298749 | 0.751944202350625 |
21 | 0.191617422112411 | 0.383234844224823 | 0.808382577887589 |
22 | 0.148603715499437 | 0.297207430998874 | 0.851396284500563 |
23 | 0.108929220419763 | 0.217858440839527 | 0.891070779580237 |
24 | 0.0893835759812076 | 0.178767151962415 | 0.910616424018792 |
25 | 0.282209050635063 | 0.564418101270126 | 0.717790949364937 |
26 | 0.220882553151721 | 0.441765106303442 | 0.779117446848279 |
27 | 0.208739482919468 | 0.417478965838936 | 0.791260517080532 |
28 | 0.175208754577327 | 0.350417509154655 | 0.824791245422673 |
29 | 0.142727243731292 | 0.285454487462583 | 0.857272756268708 |
30 | 0.105841916160403 | 0.211683832320805 | 0.894158083839597 |
31 | 0.0787460854213137 | 0.157492170842627 | 0.921253914578686 |
32 | 0.0590858250231357 | 0.118171650046271 | 0.940914174976864 |
33 | 0.0407888345346501 | 0.0815776690693002 | 0.95921116546535 |
34 | 0.0302871998062737 | 0.0605743996125474 | 0.969712800193726 |
35 | 0.0210213692773166 | 0.0420427385546333 | 0.978978630722683 |
36 | 0.0136290307161447 | 0.0272580614322894 | 0.986370969283855 |
37 | 0.00934724118077806 | 0.0186944823615561 | 0.990652758819222 |
38 | 0.0305484484911291 | 0.0610968969822583 | 0.969451551508871 |
39 | 0.0225387398801733 | 0.0450774797603467 | 0.977461260119827 |
40 | 0.0142207887186369 | 0.0284415774372737 | 0.985779211281363 |
41 | 0.0883432705675721 | 0.176686541135144 | 0.911656729432428 |
42 | 0.0712022690213287 | 0.142404538042657 | 0.928797730978671 |
43 | 0.0496721596707212 | 0.0993443193414425 | 0.950327840329279 |
44 | 0.0415363345104977 | 0.0830726690209954 | 0.958463665489502 |
45 | 0.0286456467820934 | 0.0572912935641869 | 0.971354353217907 |
46 | 0.0346773865485914 | 0.0693547730971828 | 0.965322613451409 |
47 | 0.0311334547781316 | 0.0622669095562632 | 0.968866545221868 |
48 | 0.0200564017765172 | 0.0401128035530344 | 0.979943598223483 |
49 | 0.012554884533991 | 0.025109769067982 | 0.987445115466009 |
50 | 0.00770761688708876 | 0.0154152337741775 | 0.992292383112911 |
51 | 0.00989797071536295 | 0.0197959414307259 | 0.990102029284637 |
52 | 0.0522474497454272 | 0.104494899490854 | 0.947752550254573 |
53 | 0.0314543583908604 | 0.0629087167817208 | 0.96854564160914 |
54 | 0.0451927455488634 | 0.0903854910977267 | 0.954807254451137 |
55 | 0.146489758832281 | 0.292979517664563 | 0.853510241167719 |
56 | 0.0990228094891375 | 0.198045618978275 | 0.900977190510863 |
57 | 0.056485687705782 | 0.112971375411564 | 0.943514312294218 |
58 | 0.0693062577946347 | 0.138612515589269 | 0.930693742205365 |
59 | 0.0634516792138284 | 0.126903358427657 | 0.936548320786172 |
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 | 9 | 0.176470588235294 | NOK |
10% type I error level | 19 | 0.372549019607843 | NOK |