Multiple Linear Regression - Estimated Regression Equation |
CorrectAnalysis[t] = -0.0387535096537141 + 0.0294290963291622Weeks[t] + 0.0960518562168533`T40:t20`[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) | -0.0387535096537141 | 0.071408 | -0.5427 | 0.588132 | 0.294066 |
Weeks | 0.0294290963291622 | 0.021555 | 1.3653 | 0.174193 | 0.087097 |
`T40:t20` | 0.0960518562168533 | 0.048821 | 1.9674 | 0.050965 | 0.025482 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.193016006112974 |
R-squared | 0.0372551786158038 |
Adjusted R-squared | 0.0245035915776024 |
F-TEST (value) | 2.92161112998676 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 151 |
p-value | 0.0568977296709904 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.265608247756508 |
Sum Squared Residuals | 10.6527089327186 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 0.175014731879788 | -0.175014731879788 |
2 | 0 | 0.0789628756629345 | -0.0789628756629345 |
3 | 0 | 0.0789628756629347 | -0.0789628756629347 |
4 | 0 | 0.0789628756629346 | -0.0789628756629346 |
5 | 0 | 0.0789628756629346 | -0.0789628756629346 |
6 | 0 | 0.0789628756629346 | -0.0789628756629346 |
7 | 0 | 0.0789628756629346 | -0.0789628756629346 |
8 | 0 | 0.175014731879788 | -0.175014731879788 |
9 | 0 | 0.0789628756629346 | -0.0789628756629346 |
10 | 0 | 0.0789628756629346 | -0.0789628756629346 |
11 | 0 | 0.175014731879788 | -0.175014731879788 |
12 | 0 | 0.0789628756629346 | -0.0789628756629346 |
13 | 0 | 0.0789628756629346 | -0.0789628756629346 |
14 | 0 | 0.175014731879788 | -0.175014731879788 |
15 | 0 | 0.0789628756629346 | -0.0789628756629346 |
16 | 0 | 0.175014731879788 | -0.175014731879788 |
17 | 1 | 0.175014731879788 | 0.824985268120212 |
18 | 0 | 0.175014731879788 | -0.175014731879788 |
19 | 0 | 0.0789628756629346 | -0.0789628756629346 |
20 | 1 | 0.175014731879788 | 0.824985268120212 |
21 | 0 | 0.0789628756629346 | -0.0789628756629346 |
22 | 0 | 0.0789628756629346 | -0.0789628756629346 |
23 | 0 | 0.0789628756629346 | -0.0789628756629346 |
24 | 0 | 0.0789628756629346 | -0.0789628756629346 |
25 | 0 | 0.175014731879788 | -0.175014731879788 |
26 | 0 | 0.0789628756629346 | -0.0789628756629346 |
27 | 0 | 0.0789628756629346 | -0.0789628756629346 |
28 | 0 | 0.0789628756629346 | -0.0789628756629346 |
29 | 0 | 0.0789628756629346 | -0.0789628756629346 |
30 | 0 | 0.0789628756629346 | -0.0789628756629346 |
31 | 0 | 0.0789628756629346 | -0.0789628756629346 |
32 | 0 | 0.0789628756629346 | -0.0789628756629346 |
33 | 0 | 0.0789628756629346 | -0.0789628756629346 |
34 | 0 | 0.175014731879788 | -0.175014731879788 |
35 | 0 | 0.0789628756629346 | -0.0789628756629346 |
36 | 0 | 0.0789628756629346 | -0.0789628756629346 |
37 | 0 | 0.175014731879788 | -0.175014731879788 |
38 | 0 | 0.0789628756629346 | -0.0789628756629346 |
39 | 0 | 0.0789628756629346 | -0.0789628756629346 |
40 | 0 | 0.175014731879788 | -0.175014731879788 |
41 | 1 | 0.0789628756629346 | 0.921037124337065 |
42 | 0 | 0.0789628756629346 | -0.0789628756629346 |
43 | 0 | 0.0789628756629346 | -0.0789628756629346 |
44 | 0 | 0.175014731879788 | -0.175014731879788 |
45 | 0 | 0.0789628756629346 | -0.0789628756629346 |
46 | 0 | 0.0789628756629346 | -0.0789628756629346 |
47 | 0 | 0.0789628756629346 | -0.0789628756629346 |
48 | 0 | 0.0789628756629346 | -0.0789628756629346 |
49 | 0 | 0.0789628756629346 | -0.0789628756629346 |
50 | 0 | 0.0789628756629346 | -0.0789628756629346 |
51 | 0 | 0.175014731879788 | -0.175014731879788 |
52 | 1 | 0.175014731879788 | 0.824985268120212 |
53 | 0 | 0.0789628756629346 | -0.0789628756629346 |
54 | 1 | 0.0789628756629346 | 0.921037124337065 |
55 | 0 | 0.0789628756629346 | -0.0789628756629346 |
56 | 0 | 0.175014731879788 | -0.175014731879788 |
57 | 0 | 0.0789628756629346 | -0.0789628756629346 |
58 | 0 | 0.0789628756629346 | -0.0789628756629346 |
59 | 0 | 0.0789628756629346 | -0.0789628756629346 |
60 | 1 | 0.175014731879788 | 0.824985268120212 |
61 | 0 | 0.175014731879788 | -0.175014731879788 |
62 | 0 | 0.0789628756629346 | -0.0789628756629346 |
63 | 0 | 0.0789628756629346 | -0.0789628756629346 |
64 | 0 | 0.175014731879788 | -0.175014731879788 |
65 | 0 | 0.0789628756629346 | -0.0789628756629346 |
66 | 0 | 0.0789628756629346 | -0.0789628756629346 |
67 | 1 | 0.175014731879788 | 0.824985268120212 |
68 | 0 | 0.0789628756629346 | -0.0789628756629346 |
69 | 0 | 0.0789628756629346 | -0.0789628756629346 |
70 | 0 | 0.0789628756629346 | -0.0789628756629346 |
71 | 0 | 0.0789628756629346 | -0.0789628756629346 |
72 | 0 | 0.0789628756629346 | -0.0789628756629346 |
73 | 0 | 0.0789628756629346 | -0.0789628756629346 |
74 | 0 | 0.0789628756629346 | -0.0789628756629346 |
75 | 0 | 0.0789628756629346 | -0.0789628756629346 |
76 | 0 | 0.175014731879788 | -0.175014731879788 |
77 | 0 | 0.0789628756629346 | -0.0789628756629346 |
78 | 0 | 0.0789628756629346 | -0.0789628756629346 |
79 | 1 | 0.175014731879788 | 0.824985268120212 |
80 | 0 | 0.175014731879788 | -0.175014731879788 |
81 | 0 | 0.0789628756629346 | -0.0789628756629346 |
82 | 0 | 0.0789628756629346 | -0.0789628756629346 |
83 | 0 | 0.0789628756629346 | -0.0789628756629346 |
84 | 1 | 0.0789628756629346 | 0.921037124337065 |
85 | 0 | 0.0789628756629346 | -0.0789628756629346 |
86 | 0 | 0.0789628756629346 | -0.0789628756629346 |
87 | 0 | 0.0201046830046102 | -0.0201046830046102 |
88 | 0 | 0.116156539221463 | -0.116156539221463 |
89 | 0 | 0.0201046830046102 | -0.0201046830046102 |
90 | 0 | 0.0201046830046102 | -0.0201046830046102 |
91 | 0 | 0.0201046830046102 | -0.0201046830046102 |
92 | 0 | 0.116156539221463 | -0.116156539221463 |
93 | 0 | 0.0201046830046102 | -0.0201046830046102 |
94 | 0 | 0.0201046830046102 | -0.0201046830046102 |
95 | 0 | 0.116156539221463 | -0.116156539221463 |
96 | 0 | 0.0201046830046102 | -0.0201046830046102 |
97 | 0 | 0.116156539221463 | -0.116156539221463 |
98 | 0 | 0.0201046830046102 | -0.0201046830046102 |
99 | 0 | 0.0201046830046102 | -0.0201046830046102 |
100 | 0 | 0.0201046830046102 | -0.0201046830046102 |
101 | 0 | 0.0201046830046102 | -0.0201046830046102 |
102 | 0 | 0.0201046830046102 | -0.0201046830046102 |
103 | 0 | 0.0201046830046102 | -0.0201046830046102 |
104 | 0 | 0.0201046830046102 | -0.0201046830046102 |
105 | 0 | 0.116156539221463 | -0.116156539221463 |
106 | 0 | 0.0201046830046102 | -0.0201046830046102 |
107 | 0 | 0.0201046830046102 | -0.0201046830046102 |
108 | 0 | 0.116156539221463 | -0.116156539221463 |
109 | 0 | 0.0201046830046102 | -0.0201046830046102 |
110 | 0 | 0.0201046830046102 | -0.0201046830046102 |
111 | 0 | 0.116156539221463 | -0.116156539221463 |
112 | 0 | 0.116156539221463 | -0.116156539221463 |
113 | 0 | 0.0201046830046102 | -0.0201046830046102 |
114 | 0 | 0.116156539221463 | -0.116156539221463 |
115 | 0 | 0.0201046830046102 | -0.0201046830046102 |
116 | 0 | 0.0201046830046102 | -0.0201046830046102 |
117 | 0 | 0.0201046830046102 | -0.0201046830046102 |
118 | 0 | 0.0201046830046102 | -0.0201046830046102 |
119 | 0 | 0.0201046830046102 | -0.0201046830046102 |
120 | 0 | 0.0201046830046102 | -0.0201046830046102 |
121 | 0 | 0.0201046830046102 | -0.0201046830046102 |
122 | 0 | 0.0201046830046102 | -0.0201046830046102 |
123 | 0 | 0.116156539221463 | -0.116156539221463 |
124 | 0 | 0.0201046830046102 | -0.0201046830046102 |
125 | 0 | 0.0201046830046102 | -0.0201046830046102 |
126 | 0 | 0.116156539221463 | -0.116156539221463 |
127 | 0 | 0.0201046830046102 | -0.0201046830046102 |
128 | 0 | 0.0201046830046102 | -0.0201046830046102 |
129 | 0 | 0.0201046830046102 | -0.0201046830046102 |
130 | 0 | 0.0201046830046102 | -0.0201046830046102 |
131 | 0 | 0.0201046830046102 | -0.0201046830046102 |
132 | 0 | 0.0201046830046102 | -0.0201046830046102 |
133 | 0 | 0.0201046830046102 | -0.0201046830046102 |
134 | 0 | 0.0201046830046102 | -0.0201046830046102 |
135 | 0 | 0.0201046830046102 | -0.0201046830046102 |
136 | 0 | 0.0201046830046102 | -0.0201046830046102 |
137 | 0 | 0.0201046830046102 | -0.0201046830046102 |
138 | 0 | 0.116156539221463 | -0.116156539221463 |
139 | 0 | 0.116156539221463 | -0.116156539221463 |
140 | 0 | 0.0201046830046102 | -0.0201046830046102 |
141 | 1 | 0.0201046830046102 | 0.97989531699539 |
142 | 0 | 0.116156539221463 | -0.116156539221463 |
143 | 0 | 0.0201046830046102 | -0.0201046830046102 |
144 | 0 | 0.0201046830046102 | -0.0201046830046102 |
145 | 0 | 0.0201046830046102 | -0.0201046830046102 |
146 | 0 | 0.116156539221463 | -0.116156539221463 |
147 | 0 | 0.116156539221463 | -0.116156539221463 |
148 | 0 | 0.116156539221463 | -0.116156539221463 |
149 | 0 | 0.0201046830046102 | -0.0201046830046102 |
150 | 0 | 0.0201046830046102 | -0.0201046830046102 |
151 | 0 | 0.0201046830046102 | -0.0201046830046102 |
152 | 1 | 0.0201046830046102 | 0.97989531699539 |
153 | 1 | 0.0201046830046102 | 0.97989531699539 |
154 | 0 | 0.0201046830046102 | -0.0201046830046102 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0 | 0 | 1 |
7 | 0 | 0 | 1 |
8 | 0 | 0 | 1 |
9 | 0 | 0 | 1 |
10 | 0 | 0 | 1 |
11 | 0 | 0 | 1 |
12 | 0 | 0 | 1 |
13 | 0 | 0 | 1 |
14 | 0 | 0 | 1 |
15 | 0 | 0 | 1 |
16 | 0 | 0 | 1 |
17 | 0.35270019750437 | 0.705400395008739 | 0.64729980249563 |
18 | 0.305935702178313 | 0.611871404356626 | 0.694064297821687 |
19 | 0.240196077223208 | 0.480392154446416 | 0.759803922776792 |
20 | 0.786636296141454 | 0.426727407717091 | 0.213363703858546 |
21 | 0.732216233649782 | 0.535567532700437 | 0.267783766350218 |
22 | 0.672666694701609 | 0.654666610596782 | 0.327333305298391 |
23 | 0.60944752395156 | 0.78110495209688 | 0.39055247604844 |
24 | 0.544240955546134 | 0.911518088907731 | 0.455759044453866 |
25 | 0.525104682344435 | 0.949790635311131 | 0.474895317655565 |
26 | 0.460892696131239 | 0.921785392262478 | 0.539107303868761 |
27 | 0.398539875136934 | 0.797079750273867 | 0.601460124863066 |
28 | 0.339448229266184 | 0.678896458532367 | 0.660551770733816 |
29 | 0.284743806019362 | 0.569487612038724 | 0.715256193980638 |
30 | 0.235231491179998 | 0.470462982359996 | 0.764768508820002 |
31 | 0.191384293298577 | 0.382768586597153 | 0.808615706701423 |
32 | 0.153362707567706 | 0.306725415135412 | 0.846637292432294 |
33 | 0.121056819522678 | 0.242113639045356 | 0.878943180477322 |
34 | 0.111576134703565 | 0.223152269407129 | 0.888423865296435 |
35 | 0.0865849748133495 | 0.173169949626699 | 0.913415025186651 |
36 | 0.0662340065270078 | 0.132468013054016 | 0.933765993472992 |
37 | 0.0589572054061165 | 0.117914410812233 | 0.941042794593883 |
38 | 0.0443200520332468 | 0.0886401040664935 | 0.955679947966753 |
39 | 0.0328695003744588 | 0.0657390007489176 | 0.967130499625541 |
40 | 0.0283356832296466 | 0.0566713664592932 | 0.971664316770353 |
41 | 0.460361725608227 | 0.920723451216455 | 0.539638274391772 |
42 | 0.41064004060428 | 0.821280081208559 | 0.58935995939572 |
43 | 0.362707809831433 | 0.725415619662866 | 0.637292190168567 |
44 | 0.334615574942784 | 0.669231149885569 | 0.665384425057216 |
45 | 0.291090645646073 | 0.582181291292146 | 0.708909354353927 |
46 | 0.25074823471758 | 0.50149646943516 | 0.74925176528242 |
47 | 0.21389186334273 | 0.42778372668546 | 0.78610813665727 |
48 | 0.180691344050318 | 0.361382688100636 | 0.819308655949682 |
49 | 0.151191799325109 | 0.302383598650218 | 0.848808200674891 |
50 | 0.125328530088932 | 0.250657060177864 | 0.874671469911068 |
51 | 0.111472359143608 | 0.222944718287217 | 0.888527640856392 |
52 | 0.45190677899396 | 0.90381355798792 | 0.54809322100604 |
53 | 0.407552421816348 | 0.815104843632697 | 0.592447578183652 |
54 | 0.866384126861958 | 0.267231746276083 | 0.133615873138042 |
55 | 0.841012433229134 | 0.317975133541732 | 0.158987566770866 |
56 | 0.825441736108427 | 0.349116527783147 | 0.174558263891573 |
57 | 0.796001365184177 | 0.407997269631646 | 0.203998634815823 |
58 | 0.764089003288634 | 0.471821993422733 | 0.235910996711366 |
59 | 0.729955716786963 | 0.540088566426075 | 0.270044283213037 |
60 | 0.940417707839957 | 0.119164584320086 | 0.059582292160043 |
61 | 0.933272198626717 | 0.133455602746565 | 0.0667278013732825 |
62 | 0.918369562267323 | 0.163260875465354 | 0.081630437732677 |
63 | 0.901276511098949 | 0.197446977802101 | 0.0987234889010507 |
64 | 0.890985138717252 | 0.218029722565495 | 0.109014861282747 |
65 | 0.870582417150192 | 0.258835165699616 | 0.129417582849808 |
66 | 0.848045487148453 | 0.303909025703095 | 0.151954512851547 |
67 | 0.977774784979357 | 0.0444504300412861 | 0.022225215020643 |
68 | 0.971598875845785 | 0.0568022483084306 | 0.0284011241542153 |
69 | 0.964166083612965 | 0.0716678327740704 | 0.0358339163870352 |
70 | 0.955364872162536 | 0.089270255674929 | 0.0446351278374645 |
71 | 0.945120908253752 | 0.109758183492497 | 0.0548790917462483 |
72 | 0.933416874024579 | 0.133166251950842 | 0.0665831259754208 |
73 | 0.920317576037508 | 0.159364847924985 | 0.0796824239624924 |
74 | 0.906002478706719 | 0.187995042586562 | 0.0939975212932811 |
75 | 0.890809700963923 | 0.218380598072153 | 0.109190299036077 |
76 | 0.882777395177717 | 0.234445209644565 | 0.117222604822283 |
77 | 0.867927501852407 | 0.264144996295185 | 0.132072498147593 |
78 | 0.854550479202276 | 0.290899041595449 | 0.145449520797724 |
79 | 0.980638965135575 | 0.0387220697288509 | 0.0193610348644254 |
80 | 0.977638088659768 | 0.044723822680464 | 0.022361911340232 |
81 | 0.973102076110284 | 0.0537958477794318 | 0.0268979238897159 |
82 | 0.969210033156469 | 0.0615799336870627 | 0.0307899668435313 |
83 | 0.967866914302931 | 0.0642661713941377 | 0.0321330856970689 |
84 | 0.999198145163224 | 0.00160370967355142 | 0.000801854836775711 |
85 | 0.998802337253217 | 0.00239532549356611 | 0.00119766274678305 |
86 | 0.998233055753339 | 0.00353388849332202 | 0.00176694424666101 |
87 | 0.997455172527778 | 0.00508965494444446 | 0.00254482747222223 |
88 | 0.996453321748356 | 0.00709335650328795 | 0.00354667825164398 |
89 | 0.995063495293931 | 0.00987300941213813 | 0.00493650470606907 |
90 | 0.993168868537568 | 0.0136622629248647 | 0.00683113146243235 |
91 | 0.990637452037217 | 0.0187250959255669 | 0.00936254796278346 |
92 | 0.98746849047594 | 0.02506301904812 | 0.01253150952406 |
93 | 0.983240913857467 | 0.0335181722850659 | 0.0167590861425329 |
94 | 0.977816709664454 | 0.0443665806710911 | 0.0221832903355455 |
95 | 0.971114749762017 | 0.0577705004759665 | 0.0288852502379833 |
96 | 0.962641963440676 | 0.0747160731186476 | 0.0373580365593238 |
97 | 0.952200781149228 | 0.0955984377015444 | 0.0477992188507722 |
98 | 0.93955949151201 | 0.12088101697598 | 0.0604405084879901 |
99 | 0.924373115143564 | 0.151253769712872 | 0.0756268848564359 |
100 | 0.906374917891889 | 0.187250164216223 | 0.0936250821081113 |
101 | 0.885332589061424 | 0.229334821877153 | 0.114667410938576 |
102 | 0.86106540696412 | 0.277869186071759 | 0.138934593035879 |
103 | 0.83346132881125 | 0.333077342377501 | 0.16653867118875 |
104 | 0.802492706620252 | 0.395014586759495 | 0.197507293379748 |
105 | 0.76796378812419 | 0.46407242375162 | 0.23203621187581 |
106 | 0.730484602757409 | 0.539030794485182 | 0.269515397242591 |
107 | 0.690133656536681 | 0.619732686926638 | 0.309866343463319 |
108 | 0.646180449172177 | 0.707639101655646 | 0.353819550827823 |
109 | 0.601166267332088 | 0.797667465335823 | 0.398833732667912 |
110 | 0.554706556538 | 0.890586886924 | 0.445293443462 |
111 | 0.505385203784115 | 0.989229592431769 | 0.494614796215885 |
112 | 0.455316627684861 | 0.910633255369722 | 0.544683372315139 |
113 | 0.408113275485579 | 0.816226550971157 | 0.591886724514421 |
114 | 0.359284770057417 | 0.718569540114835 | 0.640715229942582 |
115 | 0.31510774068724 | 0.630215481374479 | 0.68489225931276 |
116 | 0.273377101819744 | 0.546754203639488 | 0.726622898180256 |
117 | 0.234551583168199 | 0.469103166336397 | 0.765448416831801 |
118 | 0.198975873912722 | 0.397951747825444 | 0.801024126087278 |
119 | 0.166873175811651 | 0.333746351623301 | 0.833126824188349 |
120 | 0.138345414929705 | 0.276690829859409 | 0.861654585070295 |
121 | 0.11338053664805 | 0.2267610732961 | 0.88661946335195 |
122 | 0.0918657269877488 | 0.183731453975498 | 0.908134273012251 |
123 | 0.0712229446843727 | 0.142445889368745 | 0.928777055315627 |
124 | 0.0561257426063339 | 0.112251485212668 | 0.943874257393666 |
125 | 0.0437290059545075 | 0.087458011909015 | 0.956270994045493 |
126 | 0.0320784357735474 | 0.0641568715470948 | 0.967921564226453 |
127 | 0.0242676552408064 | 0.0485353104816128 | 0.975732344759194 |
128 | 0.0181644763060932 | 0.0363289526121864 | 0.981835523693907 |
129 | 0.0134668585290613 | 0.0269337170581226 | 0.986533141470939 |
130 | 0.00990373301895782 | 0.0198074660379156 | 0.990096266981042 |
131 | 0.00723920940398207 | 0.0144784188079641 | 0.992760790596018 |
132 | 0.00527378235023572 | 0.0105475647004714 | 0.994726217649764 |
133 | 0.00384320412090669 | 0.00768640824181337 | 0.996156795879093 |
134 | 0.00281574228413513 | 0.00563148456827025 | 0.997184257715865 |
135 | 0.00208852620301187 | 0.00417705240602374 | 0.997911473796988 |
136 | 0.00158364668018058 | 0.00316729336036116 | 0.998416353319819 |
137 | 0.00124469164492125 | 0.0024893832898425 | 0.998755308355079 |
138 | 0.000691706876770691 | 0.00138341375354138 | 0.999308293123229 |
139 | 0.000367863994385145 | 0.00073572798877029 | 0.999632136005615 |
140 | 0.000289130632030209 | 0.000578261264060419 | 0.99971086936797 |
141 | 0.00889949548860166 | 0.0177989909772033 | 0.991100504511398 |
142 | 0.00498041417392821 | 0.00996082834785641 | 0.995019585826072 |
143 | 0.00349092445375706 | 0.00698184890751412 | 0.996509075546243 |
144 | 0.00257091972378838 | 0.00514183944757676 | 0.997429080276212 |
145 | 0.00209509005197235 | 0.0041901801039447 | 0.997904909948028 |
146 | 0.000912617842234254 | 0.00182523568446851 | 0.999087382157766 |
147 | 0.000350994751420643 | 0.000701989502841285 | 0.999649005248579 |
148 | 0.000114481981306706 | 0.000228963962613411 | 0.999885518018693 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 32 | 0.223776223776224 | NOK |
5% type I error level | 47 | 0.328671328671329 | NOK |
10% type I error level | 61 | 0.426573426573427 | NOK |