Multiple Linear Regression - Estimated Regression Equation |
UseLimit[t] = + 0.32455537644354 -0.0269945297428715T20[t] + 0.365952273988531Used[t] + 0.00372611717449325CorrectAnalysis[t] + 0.0106498242646865Useful[t] -0.0933511270843794`Outcome\r`[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) | 0.32455537644354 | 0.084349 | 3.8478 | 0.000284 | 0.000142 |
T20 | -0.0269945297428715 | 0.155419 | -0.1737 | 0.862676 | 0.431338 |
Used | 0.365952273988531 | 0.168246 | 2.1751 | 0.033445 | 0.016722 |
CorrectAnalysis | 0.00372611717449325 | 0.321785 | 0.0116 | 0.990798 | 0.495399 |
Useful | 0.0106498242646865 | 0.16517 | 0.0645 | 0.948797 | 0.474399 |
`Outcome\r` | -0.0933511270843794 | 0.128349 | -0.7273 | 0.469766 | 0.234883 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.326701993131307 |
R-squared | 0.106734192315969 |
Adjusted R-squared | 0.0346966271801598 |
F-TEST (value) | 1.48164630654503 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 62 |
p-value | 0.208714562809699 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.481006974170742 |
Sum Squared Residuals | 14.3447979704553 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 0.231204249359161 | 0.768795750640839 |
2 | 1 | 0.57016199360482 | 0.42983800639518 |
3 | 0 | 0.32455537644354 | -0.32455537644354 |
4 | 0 | 0.231204249359161 | -0.231204249359161 |
5 | 0 | 0.335205200708227 | -0.335205200708227 |
6 | 1 | 0.297560846700669 | 0.702439153299331 |
7 | 1 | 0.335205200708227 | 0.664794799291773 |
8 | 0 | 0.32455537644354 | -0.32455537644354 |
9 | 0 | 0.297560846700669 | -0.297560846700669 |
10 | 0 | 0.231204249359161 | -0.231204249359161 |
11 | 1 | 0.297560846700669 | 0.702439153299331 |
12 | 0 | 0.32455537644354 | -0.32455537644354 |
13 | 1 | 0.32455537644354 | 0.67544462355646 |
14 | 0 | 0.231204249359161 | -0.231204249359161 |
15 | 1 | 0.231204249359161 | 0.768795750640839 |
16 | 0 | 0.32455537644354 | -0.32455537644354 |
17 | 0 | 0.32455537644354 | -0.32455537644354 |
18 | 0 | 0.32455537644354 | -0.32455537644354 |
19 | 0 | 0.663513120689199 | -0.663513120689199 |
20 | 0 | 0.32455537644354 | -0.32455537644354 |
21 | 0 | 0.32455537644354 | -0.32455537644354 |
22 | 1 | 0.6635131206892 | 0.3364868793108 |
23 | 0 | 0.32455537644354 | -0.32455537644354 |
24 | 1 | 0.32455537644354 | 0.67544462355646 |
25 | 1 | 0.674162944953886 | 0.325837055046114 |
26 | 0 | 0.297560846700669 | -0.297560846700669 |
27 | 0 | 0.690507650432071 | -0.690507650432071 |
28 | 1 | 0.6635131206892 | 0.3364868793108 |
29 | 1 | 0.32455537644354 | 0.67544462355646 |
30 | 0 | 0.32455537644354 | -0.32455537644354 |
31 | 1 | 0.231204249359161 | 0.768795750640839 |
32 | 1 | 0.32455537644354 | 0.67544462355646 |
33 | 0 | 0.32455537644354 | -0.32455537644354 |
34 | 0 | 0.231204249359161 | -0.231204249359161 |
35 | 1 | 0.32455537644354 | 0.67544462355646 |
36 | 0 | 0.32455537644354 | -0.32455537644354 |
37 | 1 | 0.6635131206892 | 0.3364868793108 |
38 | 0 | 0.607806347612378 | -0.607806347612378 |
39 | 0 | 0.231204249359161 | -0.231204249359161 |
40 | 0 | 0.297560846700669 | -0.297560846700669 |
41 | 0 | 0.335205200708227 | -0.335205200708227 |
42 | 0 | 0.231204249359161 | -0.231204249359161 |
43 | 0 | 0.32455537644354 | -0.32455537644354 |
44 | 0 | 0.231204249359161 | -0.231204249359161 |
45 | 1 | 0.32455537644354 | 0.67544462355646 |
46 | 1 | 0.231204249359161 | 0.768795750640839 |
47 | 1 | 0.690507650432071 | 0.309492349567929 |
48 | 0 | 0.32455537644354 | -0.32455537644354 |
49 | 0 | 0.32455537644354 | -0.32455537644354 |
50 | 0 | 0.32455537644354 | -0.32455537644354 |
51 | 1 | 0.607806347612378 | 0.392193652387622 |
52 | 1 | 0.580811817869507 | 0.419188182130493 |
53 | 0 | 0.297560846700669 | -0.297560846700669 |
54 | 0 | 0.32455537644354 | -0.32455537644354 |
55 | 0 | 0.600882640522185 | -0.600882640522185 |
56 | 0 | 0.57016199360482 | -0.57016199360482 |
57 | 1 | 0.32455537644354 | 0.67544462355646 |
58 | 0 | 0.241854073623847 | -0.241854073623847 |
59 | 0 | 0.335205200708227 | -0.335205200708227 |
60 | 0 | 0.204209719616289 | -0.204209719616289 |
61 | 0 | 0.663513120689199 | -0.663513120689199 |
62 | 0 | 0.297560846700669 | -0.297560846700669 |
63 | 1 | 0.32455537644354 | 0.67544462355646 |
64 | 0 | 0.241854073623847 | -0.241854073623847 |
65 | 0 | 0.231204249359161 | -0.231204249359161 |
66 | 1 | 0.694233767606564 | 0.305766232393436 |
67 | 1 | 0.704883591871251 | 0.295116408128749 |
68 | 1 | 0.690507650432071 | 0.309492349567929 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.90055227871778 | 0.19889544256444 | 0.0994477212822201 |
10 | 0.857133927048527 | 0.285732145902945 | 0.142866072951473 |
11 | 0.834326174444208 | 0.331347651111585 | 0.165673825555792 |
12 | 0.749007149822553 | 0.501985700354894 | 0.250992850177447 |
13 | 0.861682645473272 | 0.276634709053456 | 0.138317354526728 |
14 | 0.812108432923324 | 0.375783134153352 | 0.187891567076676 |
15 | 0.859992922739831 | 0.280014154520338 | 0.140007077260169 |
16 | 0.81258017001238 | 0.374839659975239 | 0.187419829987619 |
17 | 0.755783425997662 | 0.488433148004677 | 0.244216574002338 |
18 | 0.691641164378128 | 0.616717671243744 | 0.308358835621872 |
19 | 0.700361971671747 | 0.599276056656506 | 0.299638028328253 |
20 | 0.632883474813445 | 0.734233050373111 | 0.367116525186555 |
21 | 0.563632998747111 | 0.872734002505778 | 0.436367001252889 |
22 | 0.569923020647896 | 0.860153958704208 | 0.430076979352104 |
23 | 0.504564199691591 | 0.990871600616818 | 0.495435800308409 |
24 | 0.639717021074125 | 0.72056595785175 | 0.360282978925875 |
25 | 0.584093134401944 | 0.831813731196112 | 0.415906865598056 |
26 | 0.577801931649115 | 0.844396136701771 | 0.422198068350885 |
27 | 0.605566980274549 | 0.788866039450901 | 0.394433019725451 |
28 | 0.580546732942784 | 0.838906534114432 | 0.419453267057216 |
29 | 0.67834706403706 | 0.643305871925879 | 0.32165293596294 |
30 | 0.634298204979619 | 0.731403590040762 | 0.365701795020381 |
31 | 0.712611721252502 | 0.574776557494997 | 0.287388278747498 |
32 | 0.787679457814528 | 0.424641084370944 | 0.212320542185472 |
33 | 0.753477218246834 | 0.493045563506331 | 0.246522781753166 |
34 | 0.721658717471041 | 0.556682565057918 | 0.278341282528959 |
35 | 0.790563605042028 | 0.418872789915945 | 0.209436394957972 |
36 | 0.756306244359853 | 0.487387511280295 | 0.243693755640147 |
37 | 0.736323995758787 | 0.527352008482425 | 0.263676004241212 |
38 | 0.794765897669176 | 0.410468204661648 | 0.205234102330824 |
39 | 0.752884912045439 | 0.494230175909122 | 0.247115087954561 |
40 | 0.72739926079597 | 0.545201478408059 | 0.27260073920403 |
41 | 0.699563475178727 | 0.600873049642546 | 0.300436524821273 |
42 | 0.643974941599773 | 0.712050116800454 | 0.356025058400227 |
43 | 0.604773648504515 | 0.790452702990971 | 0.395226351495485 |
44 | 0.545000976213338 | 0.909998047573324 | 0.454999023786662 |
45 | 0.617483766092396 | 0.765032467815207 | 0.382516233907604 |
46 | 0.784148221907928 | 0.431703556184145 | 0.215851778092072 |
47 | 0.738120106967377 | 0.523759786065246 | 0.261879893032623 |
48 | 0.689123125577155 | 0.62175374884569 | 0.310876874422845 |
49 | 0.641761251140674 | 0.716477497718652 | 0.358238748859326 |
50 | 0.602429523942069 | 0.795140952115862 | 0.397570476057931 |
51 | 0.546460874624835 | 0.90707825075033 | 0.453539125375165 |
52 | 0.782043987279742 | 0.435912025440516 | 0.217956012720258 |
53 | 0.71026051254025 | 0.579478974919501 | 0.28973948745975 |
54 | 0.815168111765629 | 0.369663776468741 | 0.184831888234371 |
55 | 0.894819169789613 | 0.210361660420775 | 0.105180830210387 |
56 | 0.848236569329413 | 0.303526861341174 | 0.151763430670587 |
57 | 0.809521225777882 | 0.380957548444236 | 0.190478774222118 |
58 | 0.687470092498 | 0.625059815004 | 0.312529907502 |
59 | 0.669141879072006 | 0.661716241855988 | 0.330858120927994 |
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 |