Multiple Linear Regression - Estimated Regression Equation |
CorrectAnalysis[t] = -0.0184516802995404 + 0.041468855866973`Weeks*t`[t] + 0.122212707154103Useful[t] -0.0112665857955531Outcome[t] + 0.000443487529711028t + 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) | -0.0184516802995404 | 0.052558 | -0.3511 | 0.726028 | 0.363014 |
`Weeks*t` | 0.041468855866973 | 0.014533 | 2.8534 | 0.004941 | 0.002471 |
Useful | 0.122212707154103 | 0.048813 | 2.5037 | 0.013369 | 0.006685 |
Outcome | -0.0112665857955531 | 0.043452 | -0.2593 | 0.795773 | 0.397887 |
t | 0.000443487529711028 | 0.000487 | 0.9112 | 0.36364 | 0.18182 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.307451975857687 |
R-squared | 0.0945267174587956 |
Adjusted R-squared | 0.0702187098737969 |
F-TEST (value) | 3.88870692623656 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 149 |
p-value | 0.00492733686191882 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.259309913754739 |
Sum Squared Residuals | 10.019003074352 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 0.13660064490251 | -0.13660064490251 |
2 | 0 | -0.0175647052401184 | 0.0175647052401184 |
3 | 0 | -0.0171212177104072 | 0.0171212177104072 |
4 | 0 | -0.0166777301806963 | 0.0166777301806963 |
5 | 0 | -0.0162342426509853 | 0.0162342426509853 |
6 | 0 | 0.0951553662372761 | -0.0951553662372761 |
7 | 0 | -0.0153472675915632 | 0.0153472675915632 |
8 | 0 | 0.15097164340604 | -0.15097164340604 |
9 | 0 | -0.0257268783276942 | 0.0257268783276942 |
10 | 0 | -0.0140168050024301 | 0.0140168050024301 |
11 | 0 | 0.152302105995173 | -0.152302105995173 |
12 | 0 | -0.013129829943008 | 0.013129829943008 |
13 | 0 | 0.109526364740806 | -0.109526364740806 |
14 | 0 | 0.153632568584306 | -0.153632568584306 |
15 | 0 | 0.0991467540046754 | -0.0991467540046754 |
16 | 0 | 0.265465665002278 | -0.265465665002278 |
17 | 1 | 0.277175738327543 | 0.722824261672457 |
18 | 0 | 0.15540651870315 | -0.15540651870315 |
19 | 0 | -0.021292003030584 | 0.021292003030584 |
20 | 1 | 0.267239615121122 | 0.732760384878878 |
21 | 0 | 0.113074264978495 | -0.113074264978495 |
22 | 0 | 0.102251166712653 | -0.102251166712653 |
23 | 0 | 0.102694654242364 | -0.102694654242364 |
24 | 0 | 0.103138141772075 | -0.103138141772075 |
25 | 0 | 0.147244345615574 | -0.147244345615574 |
26 | 0 | 0.11529170262705 | -0.11529170262705 |
27 | 0 | -0.0177441027928957 | 0.0177441027928957 |
28 | 0 | -0.00603402946763159 | 0.00603402946763159 |
29 | 0 | -0.0168571277334737 | 0.0168571277334737 |
30 | 0 | 0.117065652745894 | -0.117065652745894 |
31 | 0 | -0.00470356687849851 | 0.00470356687849851 |
32 | 0 | -0.00426007934878748 | 0.00426007934878748 |
33 | 0 | 0.118396115335027 | -0.118396115335027 |
34 | 0 | 0.151235733382974 | -0.151235733382974 |
35 | 0 | -0.0029296167596544 | 0.0029296167596544 |
36 | 0 | -0.00248612922994337 | 0.00248612922994337 |
37 | 0 | 0.286045488921763 | -0.286045488921763 |
38 | 0 | -0.0128657399660744 | 0.0128657399660744 |
39 | 0 | 0.10979045471774 | -0.10979045471774 |
40 | 0 | 0.287375951510896 | -0.287375951510896 |
41 | 1 | 0.110677429777162 | 0.889322570222838 |
42 | 0 | -0.0110917898472303 | 0.0110917898472303 |
43 | 0 | 0.111564404836584 | -0.111564404836584 |
44 | 0 | 0.166937194475637 | -0.166937194475637 |
45 | 0 | 0.123717965691559 | -0.123717965691559 |
46 | 0 | 0.112894867425717 | -0.112894867425717 |
47 | 0 | 0.00239223359687793 | -0.00239223359687793 |
48 | 0 | -0.00843086466896416 | 0.00843086466896416 |
49 | 0 | 0.11422533001485 | -0.11422533001485 |
50 | 0 | 0.00372269618601101 | -0.00372269618601101 |
51 | 0 | 0.170041607183614 | -0.170041607183614 |
52 | 1 | 0.292697801867429 | 0.707302198132571 |
53 | 0 | -0.00621342702040902 | 0.00621342702040902 |
54 | 1 | 0.00549664630485502 | 0.994503353695145 |
55 | 0 | 0.00594013383456615 | -0.00594013383456615 |
56 | 0 | 0.160992459036616 | -0.160992459036616 |
57 | 0 | 0.117773230252539 | -0.117773230252539 |
58 | 0 | -0.00399598937185388 | 0.00399598937185388 |
59 | 0 | -0.00355250184214285 | 0.00355250184214285 |
60 | 1 | 0.284979116309564 | 0.715020883690436 |
61 | 0 | 0.163209896685171 | -0.163209896685171 |
62 | 0 | 0.131257253696647 | -0.131257253696647 |
63 | 0 | 0.00948803407225437 | -0.00948803407225437 |
64 | 0 | 0.164540359274304 | -0.164540359274304 |
65 | 0 | 0.0103750091316764 | -0.0103750091316764 |
66 | 0 | 0.0108184966613875 | -0.0108184966613875 |
67 | 1 | 0.299350114813094 | 0.700649885186906 |
68 | 0 | 0.0117054717208095 | -0.0117054717208095 |
69 | 0 | 0.000882373454967425 | -0.000882373454967425 |
70 | 0 | 0.0125924467802316 | -0.0125924467802316 |
71 | 0 | 0.0130359343099426 | -0.0130359343099426 |
72 | 0 | 0.00221283604410051 | -0.00221283604410051 |
73 | 0 | 0.00265632357381153 | -0.00265632357381153 |
74 | 0 | 0.0143663968990757 | -0.0143663968990757 |
75 | 0 | 0.00354329863323359 | -0.00354329863323359 |
76 | 0 | 0.29207491678494 | -0.29207491678494 |
77 | 0 | 0.00443027369265564 | -0.00443027369265564 |
78 | 0 | 0.12708646837647 | -0.12708646837647 |
79 | 1 | 0.17119267221997 | 0.82880732778003 |
80 | 0 | 0.305115452699337 | -0.305115452699337 |
81 | 0 | 0.0174708096070529 | -0.0174708096070529 |
82 | 0 | 0.00664771134121078 | -0.00664771134121078 |
83 | 0 | 0.0183577846664749 | -0.0183577846664749 |
84 | 1 | 0.0188012721961859 | 0.981198727803814 |
85 | 0 | 0.130190881084447 | -0.130190881084447 |
86 | 0 | 0.019688247255608 | -0.019688247255608 |
87 | 0 | 0.00886514898976592 | -0.00886514898976592 |
88 | 0 | 0.092246348253423 | -0.092246348253423 |
89 | 0 | 0.0210187098447411 | -0.0210187098447411 |
90 | 0 | 0.010195611578899 | -0.010195611578899 |
91 | 0 | 0.144118392058267 | -0.144118392058267 |
92 | 0 | 0.10528688416782 | -0.10528688416782 |
93 | 0 | 0.145005367117689 | -0.145005367117689 |
94 | 0 | 0.0232361474932962 | -0.0232361474932962 |
95 | 0 | 0.106617346756953 | -0.106617346756953 |
96 | 0 | 0.0128565367571652 | -0.0128565367571652 |
97 | 0 | 0.107504321816375 | -0.107504321816375 |
98 | 0 | 0.0250100976121403 | -0.0250100976121403 |
99 | 0 | 0.0254535851418514 | -0.0254535851418514 |
100 | 0 | 0.0146304868760093 | -0.0146304868760093 |
101 | 0 | 0.0150739744057203 | -0.0150739744057203 |
102 | 0 | 0.0267840477309844 | -0.0267840477309844 |
103 | 0 | 0.0272275352606955 | -0.0272275352606955 |
104 | 0 | 0.0276710227904065 | -0.0276710227904065 |
105 | 0 | 0.111052222054064 | -0.111052222054064 |
106 | 0 | 0.0285579978498286 | -0.0285579978498286 |
107 | 0 | 0.0290014853795396 | -0.0290014853795396 |
108 | 0 | 0.112382684643197 | -0.112382684643197 |
109 | 0 | 0.0298884604389616 | -0.0298884604389616 |
110 | 0 | 0.0303319479686727 | -0.0303319479686727 |
111 | 0 | 0.235925854386433 | -0.235925854386433 |
112 | 0 | 0.114156634762041 | -0.114156634762041 |
113 | 0 | 0.0316624105578058 | -0.0316624105578058 |
114 | 0 | 0.115043609821463 | -0.115043609821463 |
115 | 0 | 0.0325493856172278 | -0.0325493856172278 |
116 | 0 | 0.0329928731469388 | -0.0329928731469388 |
117 | 0 | 0.0221697748810967 | -0.0221697748810967 |
118 | 0 | 0.0338798482063609 | -0.0338798482063609 |
119 | 0 | 0.0343233357360719 | -0.0343233357360719 |
120 | 0 | 0.0235002374702298 | -0.0235002374702298 |
121 | 0 | 0.035210310795494 | -0.035210310795494 |
122 | 0 | 0.035653798325205 | -0.035653798325205 |
123 | 0 | 0.119034997588862 | -0.119034997588862 |
124 | 0 | 0.147486894743177 | -0.147486894743177 |
125 | 0 | 0.025717675118785 | -0.025717675118785 |
126 | 0 | 0.120365460177995 | -0.120365460177995 |
127 | 0 | 0.160083943127864 | -0.160083943127864 |
128 | 0 | 0.0270481377079181 | -0.0270481377079181 |
129 | 0 | 0.0387582110331822 | -0.0387582110331822 |
130 | 0 | 0.0279351127673401 | -0.0279351127673401 |
131 | 0 | 0.0396451860926042 | -0.0396451860926042 |
132 | 0 | 0.0288220878267622 | -0.0288220878267622 |
133 | 0 | 0.0405321611520263 | -0.0405321611520263 |
134 | 0 | 0.0409756486817373 | -0.0409756486817373 |
135 | 0 | 0.0414191362114484 | -0.0414191362114484 |
136 | 0 | 0.0418626237411594 | -0.0418626237411594 |
137 | 0 | 0.153252232629421 | -0.153252232629421 |
138 | 0 | 0.236633431893078 | -0.236633431893078 |
139 | 0 | 0.126130798064239 | -0.126130798064239 |
140 | 0 | 0.0436365738600035 | -0.0436365738600035 |
141 | 1 | 0.0328134755941614 | 0.967186524405839 |
142 | 0 | 0.116194674857818 | -0.116194674857818 |
143 | 0 | 0.0449670364491366 | -0.0449670364491366 |
144 | 0 | 0.156356645337398 | -0.156356645337398 |
145 | 0 | 0.168066718662662 | -0.168066718662662 |
146 | 0 | 0.117968624976663 | -0.117968624976663 |
147 | 0 | 0.129678698301927 | -0.129678698301927 |
148 | 0 | 0.130122185831638 | -0.130122185831638 |
149 | 0 | 0.0476279616274028 | -0.0476279616274028 |
150 | 0 | 0.159017570515664 | -0.159017570515664 |
151 | 0 | 0.0372483508912717 | -0.0372483508912717 |
152 | 1 | 0.0489584242165357 | 0.951041575783464 |
153 | 1 | 0.17161461890035 | 0.82838538109965 |
154 | 0 | 0.0498453992759579 | -0.0498453992759579 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
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 | 0.229444816659641 | 0.458889633319282 | 0.770555183340359 |
18 | 0.18187464425341 | 0.36374928850682 | 0.81812535574659 |
19 | 0.158793414989959 | 0.317586829979917 | 0.841206585010041 |
20 | 0.578685492145715 | 0.842629015708569 | 0.421314507854285 |
21 | 0.589770645707406 | 0.820458708585189 | 0.410229354292594 |
22 | 0.545776278190613 | 0.908447443618774 | 0.454223721809387 |
23 | 0.490883582066201 | 0.981767164132402 | 0.509116417933799 |
24 | 0.431468568607679 | 0.862937137215358 | 0.568531431392321 |
25 | 0.371608128335187 | 0.743216256670374 | 0.628391871664813 |
26 | 0.327740862257691 | 0.655481724515382 | 0.672259137742309 |
27 | 0.291497167735887 | 0.582994335471775 | 0.708502832264113 |
28 | 0.240527474012685 | 0.48105494802537 | 0.759472525987315 |
29 | 0.19904461986999 | 0.39808923973998 | 0.80095538013001 |
30 | 0.169496054328363 | 0.338992108656726 | 0.830503945671637 |
31 | 0.133450929530002 | 0.266901859060004 | 0.866549070469998 |
32 | 0.102847771762972 | 0.205695543525944 | 0.897152228237028 |
33 | 0.0841374315412659 | 0.168274863082532 | 0.915862568458734 |
34 | 0.0687967118050317 | 0.137593423610063 | 0.931203288194968 |
35 | 0.0516231788752734 | 0.103246357750547 | 0.948376821124727 |
36 | 0.0379330362157415 | 0.0758660724314829 | 0.962066963784258 |
37 | 0.0461810827959176 | 0.0923621655918352 | 0.953818917204082 |
38 | 0.0346808016430505 | 0.069361603286101 | 0.965319198356949 |
39 | 0.0257762239164039 | 0.0515524478328079 | 0.974223776083596 |
40 | 0.0265979695365489 | 0.0531959390730979 | 0.973402030463451 |
41 | 0.383418515335906 | 0.766837030671812 | 0.616581484664094 |
42 | 0.332025103430896 | 0.664050206861792 | 0.667974896569104 |
43 | 0.299418958550357 | 0.598837917100713 | 0.700581041449643 |
44 | 0.266631687670287 | 0.533263375340575 | 0.733368312329713 |
45 | 0.2323754095852 | 0.4647508191704 | 0.7676245904148 |
46 | 0.202908040011981 | 0.405816080023962 | 0.797091959988019 |
47 | 0.16954626420407 | 0.339092528408141 | 0.83045373579593 |
48 | 0.138360795217225 | 0.27672159043445 | 0.861639204782775 |
49 | 0.11748405799513 | 0.234968115990259 | 0.88251594200487 |
50 | 0.0949875917023194 | 0.189975183404639 | 0.905012408297681 |
51 | 0.081096027388038 | 0.162192054776076 | 0.918903972611962 |
52 | 0.294815589876282 | 0.589631179752563 | 0.705184410123718 |
53 | 0.252851986293773 | 0.505703972587546 | 0.747148013706227 |
54 | 0.813508596417893 | 0.372982807164215 | 0.186491403582107 |
55 | 0.781133626196506 | 0.437732747606988 | 0.218866373803494 |
56 | 0.764365072702274 | 0.471269854595452 | 0.235634927297726 |
57 | 0.739268528268974 | 0.521462943462053 | 0.260731471731026 |
58 | 0.698334986150346 | 0.603330027699307 | 0.301665013849654 |
59 | 0.654842035076537 | 0.690315929846925 | 0.345157964923463 |
60 | 0.861821064073393 | 0.276357871853213 | 0.138178935926607 |
61 | 0.849683141599667 | 0.300633716800665 | 0.150316858400333 |
62 | 0.835839839962097 | 0.328320320075807 | 0.164160160037903 |
63 | 0.805402418875542 | 0.389195162248916 | 0.194597581124458 |
64 | 0.788888460580332 | 0.422223078839337 | 0.211111539419668 |
65 | 0.753497076131568 | 0.493005847736864 | 0.246502923868432 |
66 | 0.715134057866006 | 0.569731884267988 | 0.284865942133994 |
67 | 0.909177261859623 | 0.181645476280754 | 0.0908227381403768 |
68 | 0.889095812307768 | 0.221808375384464 | 0.110904187692232 |
69 | 0.865141718874165 | 0.26971656225167 | 0.134858281125835 |
70 | 0.838808821227544 | 0.322382357544913 | 0.161191178772457 |
71 | 0.809239577787457 | 0.381520844425086 | 0.190760422212543 |
72 | 0.775582629803396 | 0.448834740393208 | 0.224417370196604 |
73 | 0.738849883272672 | 0.522300233454655 | 0.261150116727328 |
74 | 0.700365601817405 | 0.59926879636519 | 0.299634398182595 |
75 | 0.658420875290343 | 0.683158249419315 | 0.341579124709657 |
76 | 0.673946743690501 | 0.652106512618999 | 0.326053256309499 |
77 | 0.630648920192129 | 0.738702159615742 | 0.369351079807871 |
78 | 0.599034223513993 | 0.801931552972014 | 0.400965776486007 |
79 | 0.949516107883155 | 0.100967784233691 | 0.0504838921168454 |
80 | 0.954048110924985 | 0.0919037781500305 | 0.0459518890750152 |
81 | 0.941662354836001 | 0.116675290327997 | 0.0583376451639986 |
82 | 0.926601335910309 | 0.146797328179382 | 0.073398664089691 |
83 | 0.908895320596786 | 0.182209358806428 | 0.0911046794032138 |
84 | 0.999139656355841 | 0.00172068728831756 | 0.000860343644158782 |
85 | 0.998830323641169 | 0.00233935271766177 | 0.00116967635883088 |
86 | 0.998318059849702 | 0.00336388030059609 | 0.00168194015029805 |
87 | 0.997591168038617 | 0.00481766392276561 | 0.00240883196138281 |
88 | 0.996909065770832 | 0.00618186845833566 | 0.00309093422916783 |
89 | 0.995667051908725 | 0.00866589618254972 | 0.00433294809127486 |
90 | 0.994014385828298 | 0.0119712283434034 | 0.00598561417170171 |
91 | 0.992293687787743 | 0.0154126244245145 | 0.00770631221225723 |
92 | 0.990310399971563 | 0.0193792000568732 | 0.00968960002843661 |
93 | 0.987444763760168 | 0.0251104724796643 | 0.0125552362398321 |
94 | 0.983039343483254 | 0.033921313033493 | 0.0169606565167465 |
95 | 0.978956981145581 | 0.0420860377088387 | 0.0210430188544194 |
96 | 0.972428113848791 | 0.0551437723024183 | 0.0275718861512091 |
97 | 0.966426699361793 | 0.0671466012764138 | 0.0335733006382069 |
98 | 0.956338402949247 | 0.0873231941015051 | 0.0436615970507526 |
99 | 0.943858707003699 | 0.112282585992602 | 0.0561412929963009 |
100 | 0.929553339249994 | 0.140893321500012 | 0.0704466607500062 |
101 | 0.912919099024378 | 0.174161801951243 | 0.0870809009756216 |
102 | 0.891756211846169 | 0.216487576307662 | 0.108243788153831 |
103 | 0.866956385382658 | 0.266087229234684 | 0.133043614617342 |
104 | 0.838307665883863 | 0.323384668232273 | 0.161692334116137 |
105 | 0.814225526072323 | 0.371548947855354 | 0.185774473927677 |
106 | 0.778613800978058 | 0.442772398043884 | 0.221386199021942 |
107 | 0.739106559826274 | 0.521786880347452 | 0.260893440173726 |
108 | 0.707494207041163 | 0.585011585917674 | 0.292505792958837 |
109 | 0.661909764418823 | 0.676180471162353 | 0.338090235581177 |
110 | 0.613444246223785 | 0.773111507552431 | 0.386555753776215 |
111 | 0.584377702745437 | 0.831244594509126 | 0.415622297254563 |
112 | 0.549836254100138 | 0.900327491799724 | 0.450163745899862 |
113 | 0.497535506793615 | 0.99507101358723 | 0.502464493206385 |
114 | 0.467274426403424 | 0.934548852806849 | 0.532725573596576 |
115 | 0.415248684091365 | 0.830497368182731 | 0.584751315908635 |
116 | 0.364194433936444 | 0.728388867872889 | 0.635805566063556 |
117 | 0.316274222831212 | 0.632548445662424 | 0.683725777168788 |
118 | 0.269475425016422 | 0.538950850032843 | 0.730524574983578 |
119 | 0.22597004291853 | 0.45194008583706 | 0.77402995708147 |
120 | 0.187237055408688 | 0.374474110817376 | 0.812762944591312 |
121 | 0.151644183159009 | 0.303288366318018 | 0.848355816840991 |
122 | 0.120499495925788 | 0.240998991851576 | 0.879500504074212 |
123 | 0.104359389160255 | 0.208718778320509 | 0.895640610839745 |
124 | 0.0818388990432179 | 0.163677798086436 | 0.918161100956782 |
125 | 0.0618950163388927 | 0.123790032677785 | 0.938104983661107 |
126 | 0.0539567393091218 | 0.107913478618244 | 0.946043260690878 |
127 | 0.0403667612673101 | 0.0807335225346202 | 0.95963323873269 |
128 | 0.0286676327171163 | 0.0573352654342326 | 0.971332367282884 |
129 | 0.0198795523032817 | 0.0397591046065634 | 0.980120447696718 |
130 | 0.0133181808468581 | 0.0266363616937162 | 0.986681819153142 |
131 | 0.00866747706989881 | 0.0173349541397976 | 0.991332522930101 |
132 | 0.0054499393636494 | 0.0108998787272988 | 0.994550060636351 |
133 | 0.00331477854741355 | 0.00662955709482711 | 0.996685221452586 |
134 | 0.0019519277732543 | 0.00390385554650861 | 0.998048072226746 |
135 | 0.00112005624090561 | 0.00224011248181122 | 0.998879943759094 |
136 | 0.000640753154101483 | 0.00128150630820297 | 0.999359246845898 |
137 | 0.000370506209182302 | 0.000741012418364604 | 0.999629493790818 |
138 | 0.00020694300411094 | 0.00041388600822188 | 0.999793056995889 |
139 | 0.000103385025103454 | 0.000206770050206909 | 0.999896614974897 |
140 | 6.4977484137261e-05 | 0.000129954968274522 | 0.999935022515863 |
141 | 0.0253249415800995 | 0.0506498831601989 | 0.974675058419901 |
142 | 0.0262232125413605 | 0.0524464250827211 | 0.973776787458639 |
143 | 0.0170341238362679 | 0.0340682476725359 | 0.982965876163732 |
144 | 0.0106735350399817 | 0.0213470700799634 | 0.989326464960018 |
145 | 0.00532748739036657 | 0.0106549747807331 | 0.994672512609633 |
146 | 0.00622988754206316 | 0.0124597750841263 | 0.993770112457937 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 23 | 0.165467625899281 | NOK |
5% type I error level | 37 | 0.266187050359712 | NOK |
10% type I error level | 50 | 0.359712230215827 | NOK |