Multiple Linear Regression - Estimated Regression Equation |
T40[t] = + 0.626002101165399 + 0.265016549781742UseLimit[t] -0.0762327475882909Used[t] -0.385441889900005CorrectAnalysis[t] + 0.0128204114906089Useful[t] + 0.025477697016292Outcome[t] -0.00120135143960086t + 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) | 0.626002101165399 | 0.185259 | 3.3791 | 0.001138 | 0.000569 |
UseLimit | 0.265016549781742 | 0.105418 | 2.514 | 0.013998 | 0.006999 |
Used | -0.0762327475882909 | 0.114676 | -0.6648 | 0.508161 | 0.254081 |
CorrectAnalysis | -0.385441889900005 | 0.173557 | -2.2208 | 0.029263 | 0.014632 |
Useful | 0.0128204114906089 | 0.102105 | 0.1256 | 0.900403 | 0.450201 |
Outcome | 0.025477697016292 | 0.093864 | 0.2714 | 0.786777 | 0.393388 |
t | -0.00120135143960086 | 0.001945 | -0.6177 | 0.538597 | 0.269298 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.419395564211147 |
R-squared | 0.175892639279986 |
Adjusted R-squared | 0.112499765378447 |
F-TEST (value) | 2.77464371710264 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 78 |
p-value | 0.0169201509594193 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.421012407677986 |
Sum Squared Residuals | 13.8256128986675 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 0.466440770526145 | 0.533559229473855 |
2 | 0 | 0.17474517228851 | -0.17474517228851 |
3 | 0 | 0.173543820848909 | -0.173543820848909 |
4 | 0 | 0.172342469409308 | -0.172342469409308 |
5 | 0 | 0.171141117969707 | -0.171141117969707 |
6 | 0 | 0.447613601837531 | -0.447613601837531 |
7 | 0 | 0.168738415090505 | -0.168738415090505 |
8 | 1 | 0.167537063650905 | 0.832462936349095 |
9 | 0 | 0.191813409227596 | -0.191813409227596 |
10 | 0 | 0.430150910553444 | -0.430150910553444 |
11 | 1 | 0.428949559113844 | 0.571050440886156 |
12 | 0 | 0.162731657892501 | -0.162731657892501 |
13 | 0 | 0.224942642550582 | -0.224942642550582 |
14 | 1 | 0.425345504795041 | 0.574654495204959 |
15 | 0 | 0.248017636687672 | -0.248017636687672 |
16 | 1 | 0.246816285248072 | 0.753183714751928 |
17 | 1 | 0.870595676473926 | 0.129404323526074 |
18 | 1 | 0.420540099036638 | 0.579459900963362 |
19 | 0 | 0.179799894831587 | -0.179799894831587 |
20 | 1 | 0.627452769389673 | 0.372547230610327 |
21 | 0 | 0.404115633227226 | -0.404115633227226 |
22 | 0 | 0.504624726392208 | -0.504624726392208 |
23 | 0 | 0.162174077582575 | -0.162174077582575 |
24 | 0 | 0.425989275924716 | -0.425989275924716 |
25 | 1 | 0.248824533782273 | 0.751175466217727 |
26 | 0 | 0.209325073835771 | -0.209325073835771 |
27 | 0 | 0.435205633096522 | -0.435205633096522 |
28 | 0 | 0.219742782447178 | -0.219742782447178 |
29 | 0 | 0.167786380435579 | -0.167786380435579 |
30 | 0 | 0.128286920489077 | -0.128286920489077 |
31 | 0 | 0.139905980540085 | -0.139905980540085 |
32 | 0 | 0.403721178882226 | -0.403721178882226 |
33 | 0 | 0.389699415952016 | -0.389699415952016 |
34 | 1 | 0.161779623237574 | 0.838220376762426 |
35 | 0 | 0.135100574781681 | -0.135100574781681 |
36 | 0 | 0.133899223342081 | -0.133899223342081 |
37 | 1 | 0.461126757781903 | 0.538873242218097 |
38 | 0 | 0.233206965067462 | -0.233206965067462 |
39 | 0 | 0.142952454548961 | -0.142952454548961 |
40 | 1 | 0.116273406093068 | 0.883726593906932 |
41 | 0 | 0.602224389158055 | -0.602224389158055 |
42 | 0 | 0.228401559309058 | -0.228401559309058 |
43 | 0 | 0.403163598572299 | -0.403163598572299 |
44 | 1 | 0.389304961607015 | 0.610695038392985 |
45 | 0 | 0.110266648895064 | -0.110266648895064 |
46 | 0 | 0.134542994471755 | -0.134542994471755 |
47 | 0 | 0.120684357506471 | -0.120684357506471 |
48 | 0 | 0.144960703083162 | -0.144960703083162 |
49 | 0 | 0.130938940152952 | -0.130938940152952 |
50 | 0 | 0.117080303187669 | -0.117080303187669 |
51 | 1 | 0.192111699336359 | 0.807888300663641 |
52 | 1 | 0.828548376087896 | 0.171451623912104 |
53 | 0 | 0.138953945885158 | -0.138953945885158 |
54 | 0 | 0.573949534917561 | -0.573949534917561 |
55 | 0 | 0.111073545989664 | -0.111073545989664 |
56 | 1 | 0.211582639154646 | 0.788417360845354 |
57 | 0 | 0.197560876224436 | -0.197560876224436 |
58 | 0 | 0.132947188687154 | -0.132947188687154 |
59 | 0 | 0.131745837247553 | -0.131745837247553 |
60 | 1 | 0.844415261587381 | 0.155584738412619 |
61 | 1 | 0.394359684150093 | 0.605640315849907 |
62 | 0 | 0.16607642201014 | -0.16607642201014 |
63 | 0 | 0.101462734472857 | -0.101462734472857 |
64 | 1 | 0.39075562983129 | 0.60924437016871 |
65 | 0 | 0.0990600315936557 | -0.0990600315936557 |
66 | 0 | 0.0978586801540549 | -0.0978586801540549 |
67 | 1 | 0.545511554712141 | 0.454488445287859 |
68 | 0 | 0.360472527056595 | -0.360472527056595 |
69 | 0 | 0.119732322851544 | -0.119732322851544 |
70 | 0 | 0.169286021983942 | -0.169286021983942 |
71 | 0 | 0.0918519229560505 | -0.0918519229560505 |
72 | 0 | 0.116128268532742 | -0.116128268532742 |
73 | 0 | 0.191159664681432 | -0.191159664681432 |
74 | 0 | 0.429497166007281 | -0.429497166007281 |
75 | 0 | 0.112524214213939 | -0.112524214213939 |
76 | 1 | 0.0985024512837294 | 0.901497548716271 |
77 | 0 | 0.110121511334737 | -0.110121511334737 |
78 | 0 | 0.172332495992818 | -0.172332495992818 |
79 | 1 | 0.569393445943832 | 0.430606554056168 |
80 | 1 | 0.0682193485090341 | 0.931780651490966 |
81 | 0 | 0.079838408560042 | -0.079838408560042 |
82 | 0 | 0.445364051506766 | -0.445364051506766 |
83 | 0 | 0.0774357056808403 | -0.0774357056808403 |
84 | 0 | 0.537908991729536 | -0.537908991729536 |
85 | 0 | 0.0876902883273216 | -0.0876902883273216 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.912031573903008 | 0.175936852193984 | 0.0879684260969921 |
11 | 0.910083339880835 | 0.17983332023833 | 0.0899166601191648 |
12 | 0.847375659125175 | 0.30524868174965 | 0.152624340874825 |
13 | 0.765548191690667 | 0.468903616618665 | 0.234451808309333 |
14 | 0.726942802973983 | 0.546114394052034 | 0.273057197026017 |
15 | 0.636248916409196 | 0.727502167181609 | 0.363751083590804 |
16 | 0.778361504143281 | 0.443276991713439 | 0.221638495856719 |
17 | 0.701094513788861 | 0.597810972422278 | 0.298905486211139 |
18 | 0.659824350305603 | 0.680351299388793 | 0.340175649694397 |
19 | 0.628075620240836 | 0.743848759518329 | 0.371924379759164 |
20 | 0.603888246370871 | 0.792223507258259 | 0.396111753629129 |
21 | 0.5267128383307 | 0.946574323338599 | 0.4732871616693 |
22 | 0.680727741550561 | 0.638544516898877 | 0.319272258449439 |
23 | 0.628530091400394 | 0.742939817199213 | 0.371469908599606 |
24 | 0.580280674466401 | 0.839438651067199 | 0.419719325533599 |
25 | 0.58761764396035 | 0.8247647120793 | 0.41238235603965 |
26 | 0.522135889911979 | 0.955728220176042 | 0.477864110088021 |
27 | 0.598259350477972 | 0.803481299044057 | 0.401740649522028 |
28 | 0.604093770693534 | 0.791812458612931 | 0.395906229306466 |
29 | 0.535373463242903 | 0.929253073514193 | 0.464626536757097 |
30 | 0.505431468207163 | 0.989137063585674 | 0.494568531792837 |
31 | 0.435684039160991 | 0.871368078321981 | 0.564315960839009 |
32 | 0.414128783235906 | 0.828257566471812 | 0.585871216764094 |
33 | 0.398075361994315 | 0.79615072398863 | 0.601924638005685 |
34 | 0.619248568702483 | 0.761502862595033 | 0.380751431297517 |
35 | 0.556208120949039 | 0.887583758101921 | 0.443791879050961 |
36 | 0.491560138125708 | 0.983120276251416 | 0.508439861874292 |
37 | 0.541701723007927 | 0.916596553984147 | 0.458298276992073 |
38 | 0.531940048002915 | 0.936119903994171 | 0.468059951997085 |
39 | 0.478252694251374 | 0.956505388502747 | 0.521747305748626 |
40 | 0.723827615542112 | 0.552344768915777 | 0.276172384457888 |
41 | 0.785547717949777 | 0.428904564100446 | 0.214452282050223 |
42 | 0.748818150664602 | 0.502363698670796 | 0.251181849335398 |
43 | 0.767302945564933 | 0.465394108870134 | 0.232697054435067 |
44 | 0.805778627346806 | 0.388442745306389 | 0.194221372653194 |
45 | 0.765117132780173 | 0.469765734439653 | 0.234882867219827 |
46 | 0.738356802241789 | 0.523286395516423 | 0.261643197758211 |
47 | 0.685927593900053 | 0.628144812199894 | 0.314072406099947 |
48 | 0.634555678372566 | 0.730888643254868 | 0.365444321627434 |
49 | 0.631970243144565 | 0.73605951371087 | 0.368029756855435 |
50 | 0.575992512058432 | 0.848014975883136 | 0.424007487941568 |
51 | 0.794343791959325 | 0.41131241608135 | 0.205656208040675 |
52 | 0.741323288028013 | 0.517353423943974 | 0.258676711971987 |
53 | 0.699345637219718 | 0.601308725560563 | 0.300654362780282 |
54 | 0.749672422262612 | 0.500655155474777 | 0.250327577737388 |
55 | 0.696519046355548 | 0.606961907288904 | 0.303480953644452 |
56 | 0.92219492624338 | 0.155610147513241 | 0.0778050737566205 |
57 | 0.902880012922136 | 0.194239974155728 | 0.097119987077864 |
58 | 0.875945769893034 | 0.248108460213931 | 0.124054230106966 |
59 | 0.850945594477385 | 0.298108811045229 | 0.149054405522615 |
60 | 0.88321765138886 | 0.23356469722228 | 0.11678234861114 |
61 | 0.879560630839534 | 0.240878738320933 | 0.120439369160466 |
62 | 0.864179203553497 | 0.271641592893007 | 0.135820796446503 |
63 | 0.819151975696355 | 0.361696048607289 | 0.180848024303645 |
64 | 0.881301486841595 | 0.23739702631681 | 0.118698513158405 |
65 | 0.833433721993463 | 0.333132556013074 | 0.166566278006537 |
66 | 0.774365246037558 | 0.451269507924884 | 0.225634753962442 |
67 | 0.733746543230768 | 0.532506913538463 | 0.266253456769232 |
68 | 0.743059799553859 | 0.513880400892281 | 0.256940200446141 |
69 | 0.696886136069032 | 0.606227727861937 | 0.303113863930968 |
70 | 0.610613547261973 | 0.778772905476054 | 0.389386452738027 |
71 | 0.558441772192534 | 0.883116455614931 | 0.441558227807466 |
72 | 0.53522606512517 | 0.92954786974966 | 0.46477393487483 |
73 | 0.466601904293722 | 0.933203808587444 | 0.533398095706278 |
74 | 0.587404885189381 | 0.825190229621237 | 0.412595114810619 |
75 | 0.546516999986977 | 0.906966000026047 | 0.453483000013023 |
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 |