Multiple Linear Regression - Estimated Regression Equation |
Treatment[t] = + 0.456521739130435 -0.156521739130435Outcome[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) | 0.456521739130435 | 0.154146 | 2.9616 | 0.003978 | 0.001989 |
Outcome | -0.156521739130435 | 0.226023 | -0.6925 | 0.490531 | 0.245266 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.0753435324819672 |
R-squared | 0.00567664788686125 |
Adjusted R-squared | -0.00616053487639023 |
F-TEST (value) | 0.479560719843265 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 84 |
p-value | 0.490531392463647 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.04547234413936 |
Sum Squared Residuals | 91.8130434782609 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 0.3 | 0.7 |
2 | 0 | 0.456521739130435 | -0.456521739130435 |
3 | 0 | 0.456521739130435 | -0.456521739130435 |
4 | 0 | 0.456521739130435 | -0.456521739130435 |
5 | 0 | 0.456521739130435 | -0.456521739130435 |
6 | 0 | 0.3 | -0.3 |
7 | 0 | 0.456521739130435 | -0.456521739130435 |
8 | 1 | 0.456521739130435 | 0.543478260869565 |
9 | 0 | 0.3 | -0.3 |
10 | 0 | 0.456521739130435 | -0.456521739130435 |
11 | 1 | 0.456521739130435 | 0.543478260869565 |
12 | 0 | 0.456521739130435 | -0.456521739130435 |
13 | 9 | 0.456521739130434 | 8.54347826086957 |
14 | 1 | 0.456521739130435 | 0.543478260869565 |
15 | 0 | 0.3 | -0.3 |
16 | 1 | 0.3 | 0.7 |
17 | 1 | 0.456521739130435 | 0.543478260869565 |
18 | 1 | 0.456521739130435 | 0.543478260869565 |
19 | 0 | 0.3 | -0.3 |
20 | 1 | 0.3 | 0.7 |
21 | 0 | 0.456521739130435 | -0.456521739130435 |
22 | 0 | 0.3 | -0.3 |
23 | 0 | 0.3 | -0.3 |
24 | 0 | 0.3 | -0.3 |
25 | 1 | 0.3 | 0.7 |
26 | 0 | 0.456521739130435 | -0.456521739130435 |
27 | 0 | 0.3 | -0.3 |
28 | 0 | 0.456521739130435 | -0.456521739130435 |
29 | 0 | 0.3 | -0.3 |
30 | 0 | 0.456521739130435 | -0.456521739130435 |
31 | 0 | 0.456521739130435 | -0.456521739130435 |
32 | 0 | 0.456521739130435 | -0.456521739130435 |
33 | 0 | 0.456521739130435 | -0.456521739130435 |
34 | 1 | 0.3 | 0.7 |
35 | 0 | 0.456521739130435 | -0.456521739130435 |
36 | 0 | 0.456521739130435 | -0.456521739130435 |
37 | 1 | 0.456521739130435 | 0.543478260869565 |
38 | 0 | 0.3 | -0.3 |
39 | 0 | 0.3 | -0.3 |
40 | 1 | 0.456521739130435 | 0.543478260869565 |
41 | 0 | 0.3 | -0.3 |
42 | 0 | 0.3 | -0.3 |
43 | 0 | 0.3 | -0.3 |
44 | 1 | 0.456521739130435 | 0.543478260869565 |
45 | 0 | 0.456521739130435 | -0.456521739130435 |
46 | 0 | 0.3 | -0.3 |
47 | 0 | 0.456521739130435 | -0.456521739130435 |
48 | 1 | 0.3 | 0.7 |
49 | 0 | 0.3 | -0.3 |
50 | 0 | 0.456521739130435 | -0.456521739130435 |
51 | 1 | 0.456521739130435 | 0.543478260869565 |
52 | 1 | 0.456521739130435 | 0.543478260869565 |
53 | 0 | 0.3 | -0.3 |
54 | 0 | 0.456521739130435 | -0.456521739130435 |
55 | 0 | 0.456521739130435 | -0.456521739130435 |
56 | 1 | 0.3 | 0.7 |
57 | 0 | 0.3 | -0.3 |
58 | 0 | 0.3 | -0.3 |
59 | 0 | 0.3 | -0.3 |
60 | 1 | 0.3 | 0.7 |
61 | 1 | 0.3 | 0.7 |
62 | 0 | 0.456521739130435 | -0.456521739130435 |
63 | 0 | 0.456521739130435 | -0.456521739130435 |
64 | 1 | 0.3 | 0.7 |
65 | 0 | 0.456521739130435 | -0.456521739130435 |
66 | 0 | 0.456521739130435 | -0.456521739130435 |
67 | 1 | 0.456521739130435 | 0.543478260869565 |
68 | 0 | 0.456521739130435 | -0.456521739130435 |
69 | 0 | 0.3 | -0.3 |
70 | 0 | 0.456521739130435 | -0.456521739130435 |
71 | 0 | 0.456521739130435 | -0.456521739130435 |
72 | 0 | 0.3 | -0.3 |
73 | 0 | 0.3 | -0.3 |
74 | 0 | 0.456521739130435 | -0.456521739130435 |
75 | 0 | 0.3 | -0.3 |
76 | 1 | 0.3 | 0.7 |
77 | 0 | 0.3 | -0.3 |
78 | 0 | 0.3 | -0.3 |
79 | 1 | 0.3 | 0.7 |
80 | 1 | 0.456521739130435 | 0.543478260869565 |
81 | 0 | 0.456521739130435 | -0.456521739130435 |
82 | 0 | 0.3 | -0.3 |
83 | 0 | 0.456521739130435 | -0.456521739130435 |
84 | 0 | 0.456521739130435 | -0.456521739130435 |
85 | 0 | 0.3 | -0.3 |
86 | 0 | 0.456521739130435 | -0.456521739130435 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0 | 0 | 1 |
6 | 0.0205849117361735 | 0.041169823472347 | 0.979415088263827 |
7 | 0.00567570820658568 | 0.0113514164131714 | 0.994324291793414 |
8 | 0.0206770887279603 | 0.0413541774559205 | 0.97932291127204 |
9 | 0.0111476626901154 | 0.0222953253802308 | 0.988852337309885 |
10 | 0.00444443881101056 | 0.00888887762202112 | 0.995555561188989 |
11 | 0.00617366121421183 | 0.0123473224284237 | 0.993826338785788 |
12 | 0.0027783467308077 | 0.0055566934616154 | 0.997221653269192 |
13 | 1 | 1.8958033147584e-22 | 9.479016573792e-23 |
14 | 1 | 3.85614964695493e-22 | 1.92807482347747e-22 |
15 | 1 | 1.73212587234347e-21 | 8.66062936171736e-22 |
16 | 1 | 2.92839140078936e-21 | 1.46419570039468e-21 |
17 | 1 | 4.81116796765571e-21 | 2.40558398382786e-21 |
18 | 1 | 6.91926431086974e-21 | 3.45963215543487e-21 |
19 | 1 | 2.73664674301228e-20 | 1.36832337150614e-20 |
20 | 1 | 3.82723411235258e-20 | 1.91361705617629e-20 |
21 | 1 | 1.11823603526431e-19 | 5.59118017632155e-20 |
22 | 1 | 4.13739333721127e-19 | 2.06869666860564e-19 |
23 | 1 | 1.49265952382856e-18 | 7.46329761914282e-19 |
24 | 1 | 5.23141902642319e-18 | 2.6157095132116e-18 |
25 | 1 | 6.58928127996876e-18 | 3.29464063998438e-18 |
26 | 1 | 1.85149697423768e-17 | 9.2574848711884e-18 |
27 | 1 | 6.21059998106873e-17 | 3.10529999053436e-17 |
28 | 1 | 1.74356901744401e-16 | 8.71784508722003e-17 |
29 | 1 | 5.58447950267776e-16 | 2.79223975133888e-16 |
30 | 0.999999999999999 | 1.55359402083636e-15 | 7.7679701041818e-16 |
31 | 0.999999999999998 | 4.32901324214993e-15 | 2.16450662107496e-15 |
32 | 0.999999999999994 | 1.20163965736563e-14 | 6.00819828682816e-15 |
33 | 0.999999999999983 | 3.30807195734042e-14 | 1.65403597867021e-14 |
34 | 0.999999999999981 | 3.83642502203039e-14 | 1.9182125110152e-14 |
35 | 0.999999999999948 | 1.04196527648101e-13 | 5.20982638240506e-14 |
36 | 0.999999999999861 | 2.78705841798926e-13 | 1.39352920899463e-13 |
37 | 0.999999999999835 | 3.30505879942971e-13 | 1.65252939971485e-13 |
38 | 0.999999999999527 | 9.46686507208802e-13 | 4.73343253604401e-13 |
39 | 0.999999999998679 | 2.64265547064466e-12 | 1.32132773532233e-12 |
40 | 0.999999999998635 | 2.72974456602223e-12 | 1.36487228301111e-12 |
41 | 0.999999999996295 | 7.40928485535286e-12 | 3.70464242767643e-12 |
42 | 0.999999999990235 | 1.95306367138136e-11 | 9.76531835690682e-12 |
43 | 0.999999999975048 | 4.9904228779272e-11 | 2.4952114389636e-11 |
44 | 0.999999999978081 | 4.38371640384986e-11 | 2.19185820192493e-11 |
45 | 0.999999999940916 | 1.1816726993168e-10 | 5.90836349658399e-11 |
46 | 0.999999999855817 | 2.88365679404379e-10 | 1.4418283970219e-10 |
47 | 0.999999999622381 | 7.55237904464218e-10 | 3.77618952232109e-10 |
48 | 0.999999999570831 | 8.58338672758999e-10 | 4.291693363795e-10 |
49 | 0.999999998958036 | 2.0839279048821e-09 | 1.04196395244105e-09 |
50 | 0.99999999733708 | 5.32583936698922e-09 | 2.66291968349461e-09 |
51 | 0.999999997890792 | 4.21841615704139e-09 | 2.10920807852069e-09 |
52 | 0.999999998726332 | 2.54733503143243e-09 | 1.27366751571621e-09 |
53 | 0.999999997017264 | 5.96547102968164e-09 | 2.98273551484082e-09 |
54 | 0.999999991715726 | 1.65685476564295e-08 | 8.28427382821475e-09 |
55 | 0.999999977439318 | 4.51213632683967e-08 | 2.25606816341983e-08 |
56 | 0.999999976765775 | 4.64684503668496e-08 | 2.32342251834248e-08 |
57 | 0.999999945727181 | 1.08545638114665e-07 | 5.42728190573324e-08 |
58 | 0.999999878587879 | 2.42824241211072e-07 | 1.21412120605536e-07 |
59 | 0.999999741463593 | 5.17072814685717e-07 | 2.58536407342858e-07 |
60 | 0.999999719513869 | 5.60972262161184e-07 | 2.80486131080592e-07 |
61 | 0.999999755518943 | 4.88962113465269e-07 | 2.44481056732634e-07 |
62 | 0.999999330674452 | 1.33865109575396e-06 | 6.69325547876978e-07 |
63 | 0.999998216054328 | 3.56789134406039e-06 | 1.7839456720302e-06 |
64 | 0.999998803440958 | 2.393118084616e-06 | 1.196559042308e-06 |
65 | 0.999996764668441 | 6.47066311875017e-06 | 3.23533155937509e-06 |
66 | 0.999991541328967 | 1.69173420665905e-05 | 8.45867103329523e-06 |
67 | 0.999996283571889 | 7.43285622172237e-06 | 3.71642811086118e-06 |
68 | 0.999989108096004 | 2.17838079920073e-05 | 1.08919039960036e-05 |
69 | 0.999971009498633 | 5.79810027336533e-05 | 2.89905013668266e-05 |
70 | 0.999920095849842 | 0.000159808300315898 | 7.99041501579491e-05 |
71 | 0.999788979773299 | 0.000422040453401856 | 0.000211020226700928 |
72 | 0.999490576220704 | 0.0010188475585919 | 0.000509423779295952 |
73 | 0.998836309104996 | 0.00232738179000737 | 0.00116369089500369 |
74 | 0.997219882288651 | 0.00556023542269846 | 0.00278011771134923 |
75 | 0.994191097733156 | 0.0116178045336877 | 0.00580890226684387 |
76 | 0.994803712500074 | 0.0103925749998518 | 0.00519628749992589 |
77 | 0.987769744070194 | 0.0244605118596122 | 0.0122302559298061 |
78 | 0.973769281217933 | 0.0524614375641342 | 0.0262307187820671 |
79 | 0.983452893536714 | 0.0330942129265714 | 0.0165471064632857 |
80 | 1 | 0 | 0 |
81 | 1 | 0 | 0 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 67 | 0.87012987012987 | NOK |
5% type I error level | 76 | 0.987012987012987 | NOK |
10% type I error level | 77 | 1 | NOK |