Multiple Linear Regression - Estimated Regression Equation |
CorrectAnalysis[t] = + 0.130642954856361 -0.00649794801641587Weeks[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) | 0.130642954856361 | 0.083706 | 1.5607 | 0.120665 | 0.060332 |
Weeks | -0.00649794801641587 | 0.025588 | -0.2539 | 0.799882 | 0.399941 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.0205932630028783 |
R-squared | 0.000424082481105715 |
Adjusted R-squared | -0.00615207487099223 |
F-TEST (value) | 0.0644878853104724 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 152 |
p-value | 0.79988150983352 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.315362813867401 |
Sum Squared Residuals | 15.1169630642955 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 0.104651162790698 | -0.104651162790698 |
2 | 0 | 0.104651162790698 | -0.104651162790698 |
3 | 0 | 0.104651162790698 | -0.104651162790698 |
4 | 0 | 0.104651162790698 | -0.104651162790698 |
5 | 0 | 0.104651162790698 | -0.104651162790698 |
6 | 0 | 0.104651162790698 | -0.104651162790698 |
7 | 0 | 0.104651162790698 | -0.104651162790698 |
8 | 0 | 0.104651162790698 | -0.104651162790698 |
9 | 0 | 0.104651162790698 | -0.104651162790698 |
10 | 0 | 0.104651162790698 | -0.104651162790698 |
11 | 0 | 0.104651162790698 | -0.104651162790698 |
12 | 0 | 0.104651162790698 | -0.104651162790698 |
13 | 0 | 0.104651162790698 | -0.104651162790698 |
14 | 0 | 0.104651162790698 | -0.104651162790698 |
15 | 0 | 0.104651162790698 | -0.104651162790698 |
16 | 0 | 0.104651162790698 | -0.104651162790698 |
17 | 1 | 0.104651162790698 | 0.895348837209302 |
18 | 0 | 0.104651162790698 | -0.104651162790698 |
19 | 0 | 0.104651162790698 | -0.104651162790698 |
20 | 1 | 0.104651162790698 | 0.895348837209302 |
21 | 0 | 0.104651162790698 | -0.104651162790698 |
22 | 0 | 0.104651162790698 | -0.104651162790698 |
23 | 0 | 0.104651162790698 | -0.104651162790698 |
24 | 0 | 0.104651162790698 | -0.104651162790698 |
25 | 0 | 0.104651162790698 | -0.104651162790698 |
26 | 0 | 0.104651162790698 | -0.104651162790698 |
27 | 0 | 0.104651162790698 | -0.104651162790698 |
28 | 0 | 0.104651162790698 | -0.104651162790698 |
29 | 0 | 0.104651162790698 | -0.104651162790698 |
30 | 0 | 0.104651162790698 | -0.104651162790698 |
31 | 0 | 0.104651162790698 | -0.104651162790698 |
32 | 0 | 0.104651162790698 | -0.104651162790698 |
33 | 0 | 0.104651162790698 | -0.104651162790698 |
34 | 0 | 0.104651162790698 | -0.104651162790698 |
35 | 0 | 0.104651162790698 | -0.104651162790698 |
36 | 0 | 0.104651162790698 | -0.104651162790698 |
37 | 0 | 0.104651162790698 | -0.104651162790698 |
38 | 0 | 0.104651162790698 | -0.104651162790698 |
39 | 0 | 0.104651162790698 | -0.104651162790698 |
40 | 0 | 0.104651162790698 | -0.104651162790698 |
41 | 1 | 0.104651162790698 | 0.895348837209302 |
42 | 0 | 0.104651162790698 | -0.104651162790698 |
43 | 0 | 0.104651162790698 | -0.104651162790698 |
44 | 0 | 0.104651162790698 | -0.104651162790698 |
45 | 0 | 0.104651162790698 | -0.104651162790698 |
46 | 0 | 0.104651162790698 | -0.104651162790698 |
47 | 0 | 0.104651162790698 | -0.104651162790698 |
48 | 0 | 0.104651162790698 | -0.104651162790698 |
49 | 0 | 0.104651162790698 | -0.104651162790698 |
50 | 0 | 0.104651162790698 | -0.104651162790698 |
51 | 0 | 0.104651162790698 | -0.104651162790698 |
52 | 1 | 0.104651162790698 | 0.895348837209302 |
53 | 0 | 0.104651162790698 | -0.104651162790698 |
54 | 1 | 0.104651162790698 | 0.895348837209302 |
55 | 0 | 0.104651162790698 | -0.104651162790698 |
56 | 0 | 0.104651162790698 | -0.104651162790698 |
57 | 0 | 0.104651162790698 | -0.104651162790698 |
58 | 0 | 0.104651162790698 | -0.104651162790698 |
59 | 0 | 0.104651162790698 | -0.104651162790698 |
60 | 1 | 0.104651162790698 | 0.895348837209302 |
61 | 0 | 0.104651162790698 | -0.104651162790698 |
62 | 0 | 0.104651162790698 | -0.104651162790698 |
63 | 0 | 0.104651162790698 | -0.104651162790698 |
64 | 0 | 0.104651162790698 | -0.104651162790698 |
65 | 0 | 0.104651162790698 | -0.104651162790698 |
66 | 0 | 0.104651162790698 | -0.104651162790698 |
67 | 1 | 0.104651162790698 | 0.895348837209302 |
68 | 0 | 0.104651162790698 | -0.104651162790698 |
69 | 0 | 0.104651162790698 | -0.104651162790698 |
70 | 0 | 0.104651162790698 | -0.104651162790698 |
71 | 0 | 0.104651162790698 | -0.104651162790698 |
72 | 0 | 0.104651162790698 | -0.104651162790698 |
73 | 0 | 0.104651162790698 | -0.104651162790698 |
74 | 0 | 0.104651162790698 | -0.104651162790698 |
75 | 0 | 0.104651162790698 | -0.104651162790698 |
76 | 0 | 0.104651162790698 | -0.104651162790698 |
77 | 0 | 0.104651162790698 | -0.104651162790698 |
78 | 0 | 0.104651162790698 | -0.104651162790698 |
79 | 1 | 0.104651162790698 | 0.895348837209302 |
80 | 0 | 0.104651162790698 | -0.104651162790698 |
81 | 0 | 0.104651162790698 | -0.104651162790698 |
82 | 0 | 0.104651162790698 | -0.104651162790698 |
83 | 0 | 0.104651162790698 | -0.104651162790698 |
84 | 1 | 0.104651162790698 | 0.895348837209302 |
85 | 0 | 0.104651162790698 | -0.104651162790698 |
86 | 0 | 0.104651162790698 | -0.104651162790698 |
87 | 0 | 0.117647058823529 | -0.117647058823529 |
88 | 0 | 0.117647058823529 | -0.117647058823529 |
89 | 0 | 0.117647058823529 | -0.117647058823529 |
90 | 0 | 0.117647058823529 | -0.117647058823529 |
91 | 0 | 0.117647058823529 | -0.117647058823529 |
92 | 0 | 0.117647058823529 | -0.117647058823529 |
93 | 0 | 0.117647058823529 | -0.117647058823529 |
94 | 0 | 0.117647058823529 | -0.117647058823529 |
95 | 0 | 0.117647058823529 | -0.117647058823529 |
96 | 0 | 0.117647058823529 | -0.117647058823529 |
97 | 0 | 0.117647058823529 | -0.117647058823529 |
98 | 0 | 0.117647058823529 | -0.117647058823529 |
99 | 0 | 0.117647058823529 | -0.117647058823529 |
100 | 0 | 0.117647058823529 | -0.117647058823529 |
101 | 0 | 0.117647058823529 | -0.117647058823529 |
102 | 0 | 0.117647058823529 | -0.117647058823529 |
103 | 0 | 0.117647058823529 | -0.117647058823529 |
104 | 0 | 0.117647058823529 | -0.117647058823529 |
105 | 0 | 0.117647058823529 | -0.117647058823529 |
106 | 0 | 0.117647058823529 | -0.117647058823529 |
107 | 0 | 0.117647058823529 | -0.117647058823529 |
108 | 0 | 0.117647058823529 | -0.117647058823529 |
109 | 0 | 0.117647058823529 | -0.117647058823529 |
110 | 0 | 0.117647058823529 | -0.117647058823529 |
111 | 0 | 0.117647058823529 | -0.117647058823529 |
112 | 0 | 0.117647058823529 | -0.117647058823529 |
113 | 0 | 0.117647058823529 | -0.117647058823529 |
114 | 0 | 0.117647058823529 | -0.117647058823529 |
115 | 0 | 0.117647058823529 | -0.117647058823529 |
116 | 0 | 0.117647058823529 | -0.117647058823529 |
117 | 0 | 0.117647058823529 | -0.117647058823529 |
118 | 0 | 0.117647058823529 | -0.117647058823529 |
119 | 0 | 0.117647058823529 | -0.117647058823529 |
120 | 0 | 0.117647058823529 | -0.117647058823529 |
121 | 0 | 0.117647058823529 | -0.117647058823529 |
122 | 0 | 0.117647058823529 | -0.117647058823529 |
123 | 0 | 0.117647058823529 | -0.117647058823529 |
124 | 1 | 0.117647058823529 | 0.882352941176471 |
125 | 0 | 0.117647058823529 | -0.117647058823529 |
126 | 0 | 0.117647058823529 | -0.117647058823529 |
127 | 1 | 0.117647058823529 | 0.882352941176471 |
128 | 0 | 0.117647058823529 | -0.117647058823529 |
129 | 0 | 0.117647058823529 | -0.117647058823529 |
130 | 0 | 0.117647058823529 | -0.117647058823529 |
131 | 0 | 0.117647058823529 | -0.117647058823529 |
132 | 0 | 0.117647058823529 | -0.117647058823529 |
133 | 0 | 0.117647058823529 | -0.117647058823529 |
134 | 0 | 0.117647058823529 | -0.117647058823529 |
135 | 0 | 0.117647058823529 | -0.117647058823529 |
136 | 0 | 0.117647058823529 | -0.117647058823529 |
137 | 1 | 0.117647058823529 | 0.882352941176471 |
138 | 1 | 0.117647058823529 | 0.882352941176471 |
139 | 0 | 0.117647058823529 | -0.117647058823529 |
140 | 0 | 0.117647058823529 | -0.117647058823529 |
141 | 0 | 0.117647058823529 | -0.117647058823529 |
142 | 0 | 0.117647058823529 | -0.117647058823529 |
143 | 0 | 0.117647058823529 | -0.117647058823529 |
144 | 1 | 0.117647058823529 | 0.882352941176471 |
145 | 1 | 0.117647058823529 | 0.882352941176471 |
146 | 0 | 0.117647058823529 | -0.117647058823529 |
147 | 0 | 0.117647058823529 | -0.117647058823529 |
148 | 0 | 0.117647058823529 | -0.117647058823529 |
149 | 0 | 0.117647058823529 | -0.117647058823529 |
150 | 1 | 0.117647058823529 | 0.882352941176471 |
151 | 0 | 0.117647058823529 | -0.117647058823529 |
152 | 0 | 0.117647058823529 | -0.117647058823529 |
153 | 1 | 0.117647058823529 | 0.882352941176471 |
154 | 0 | 0.117647058823529 | -0.117647058823529 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0 | 0 | 1 |
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 | 0.128690669103599 | 0.257381338207197 | 0.871309330896401 |
18 | 0.0917490783876946 | 0.183498156775389 | 0.908250921612305 |
19 | 0.0637769332232574 | 0.127553866446515 | 0.936223066776743 |
20 | 0.526227655349265 | 0.947544689301469 | 0.473772344650735 |
21 | 0.46170995902006 | 0.923419918040119 | 0.53829004097994 |
22 | 0.398867656458905 | 0.797735312917811 | 0.601132343541095 |
23 | 0.339177953243985 | 0.67835590648797 | 0.660822046756015 |
24 | 0.283845140079449 | 0.567690280158898 | 0.716154859920551 |
25 | 0.233744476075429 | 0.467488952150857 | 0.766255523924571 |
26 | 0.189403639507326 | 0.378807279014652 | 0.810596360492674 |
27 | 0.151018024304429 | 0.302036048608857 | 0.848981975695571 |
28 | 0.118492404266901 | 0.236984808533802 | 0.881507595733099 |
29 | 0.091499575829026 | 0.182999151658052 | 0.908500424170974 |
30 | 0.0695464403738512 | 0.139092880747702 | 0.930453559626149 |
31 | 0.0520392165167978 | 0.104078433033596 | 0.947960783483202 |
32 | 0.038341550726895 | 0.07668310145379 | 0.961658449273105 |
33 | 0.0278216827780852 | 0.0556433655561704 | 0.972178317221915 |
34 | 0.019887077681482 | 0.0397741553629641 | 0.980112922318518 |
35 | 0.0140067636828175 | 0.028013527365635 | 0.985993236317182 |
36 | 0.00972287924348158 | 0.0194457584869632 | 0.990277120756518 |
37 | 0.00665362535757531 | 0.0133072507151506 | 0.993346374642425 |
38 | 0.00449002812088703 | 0.00898005624177407 | 0.995509971879113 |
39 | 0.002988771019879 | 0.00597754203975799 | 0.997011228980121 |
40 | 0.0019629961726148 | 0.0039259923452296 | 0.998037003827385 |
41 | 0.0601299261864356 | 0.120259852372871 | 0.939870073813564 |
42 | 0.0465645972522508 | 0.0931291945045017 | 0.953435402747749 |
43 | 0.0356390169019283 | 0.0712780338038567 | 0.964360983098072 |
44 | 0.0269628641443103 | 0.0539257282886206 | 0.97303713585569 |
45 | 0.0201675012897747 | 0.0403350025795493 | 0.979832498710225 |
46 | 0.0149165686019757 | 0.0298331372039514 | 0.985083431398024 |
47 | 0.010912180839188 | 0.021824361678376 | 0.989087819160812 |
48 | 0.00789742586190043 | 0.0157948517238009 | 0.9921025741381 |
49 | 0.00565598025928135 | 0.0113119605185627 | 0.994344019740719 |
50 | 0.00400966317857563 | 0.00801932635715126 | 0.995990336821424 |
51 | 0.00281467786227977 | 0.00562935572455953 | 0.99718532213772 |
52 | 0.0478369036879148 | 0.0956738073758296 | 0.952163096312085 |
53 | 0.0376276953805996 | 0.0752553907611991 | 0.9623723046194 |
54 | 0.202794414883703 | 0.405588829767406 | 0.797205585116297 |
55 | 0.173251616139169 | 0.346503232278337 | 0.826748383860831 |
56 | 0.14674005867981 | 0.29348011735962 | 0.85325994132019 |
57 | 0.123225789115943 | 0.246451578231886 | 0.876774210884057 |
58 | 0.102608981660841 | 0.205217963321681 | 0.897391018339159 |
59 | 0.0847362168014217 | 0.169472433602843 | 0.915263783198578 |
60 | 0.305845107603734 | 0.611690215207469 | 0.694154892396266 |
61 | 0.269649602564582 | 0.539299205129163 | 0.730350397435418 |
62 | 0.23590509748696 | 0.47181019497392 | 0.76409490251304 |
63 | 0.204803002371151 | 0.409606004742302 | 0.795196997628849 |
64 | 0.176458760226917 | 0.352917520453835 | 0.823541239773083 |
65 | 0.150915147088097 | 0.301830294176194 | 0.849084852911903 |
66 | 0.12814853650493 | 0.25629707300986 | 0.87185146349507 |
67 | 0.376079088574149 | 0.752158177148298 | 0.623920911425851 |
68 | 0.337184864305172 | 0.674369728610344 | 0.662815135694828 |
69 | 0.300170272769037 | 0.600340545538073 | 0.699829727230963 |
70 | 0.265353970469439 | 0.530707940938877 | 0.734646029530561 |
71 | 0.232988025586841 | 0.465976051173682 | 0.767011974413159 |
72 | 0.203254971956656 | 0.406509943913312 | 0.796745028043344 |
73 | 0.176268701966947 | 0.352537403933894 | 0.823731298033053 |
74 | 0.152079158183947 | 0.304158316367894 | 0.847920841816053 |
75 | 0.130680786784498 | 0.261361573568995 | 0.869319213215502 |
76 | 0.11202497872344 | 0.22404995744688 | 0.88797502127656 |
77 | 0.0960375249852221 | 0.192075049970444 | 0.903962475014778 |
78 | 0.0826441683168658 | 0.165288336633732 | 0.917355831683134 |
79 | 0.258689842643913 | 0.517379685287827 | 0.741310157356087 |
80 | 0.228298787273357 | 0.456597574546715 | 0.771701212726643 |
81 | 0.201452378136497 | 0.402904756272994 | 0.798547621863503 |
82 | 0.178959932590535 | 0.357919865181071 | 0.821040067409465 |
83 | 0.162639240685313 | 0.325278481370626 | 0.837360759314687 |
84 | 0.399397576498631 | 0.798795152997261 | 0.600602423501369 |
85 | 0.357399101093422 | 0.714798202186844 | 0.642600898906578 |
86 | 0.31696948152634 | 0.633938963052679 | 0.68303051847366 |
87 | 0.279464520391437 | 0.558929040782873 | 0.720535479608563 |
88 | 0.244301244651033 | 0.488602489302066 | 0.755698755348967 |
89 | 0.211713438106006 | 0.423426876212012 | 0.788286561893994 |
90 | 0.18185933304351 | 0.363718666087021 | 0.81814066695649 |
91 | 0.154822595307624 | 0.309645190615249 | 0.845177404692376 |
92 | 0.130616518518614 | 0.261233037037228 | 0.869383481481386 |
93 | 0.109190890414214 | 0.218381780828428 | 0.890809109585786 |
94 | 0.0904408739543502 | 0.1808817479087 | 0.90955912604565 |
95 | 0.0742171882976324 | 0.148434376595265 | 0.925782811702368 |
96 | 0.0603368778733927 | 0.120673755746785 | 0.939663122126607 |
97 | 0.0485940138034283 | 0.0971880276068566 | 0.951405986196572 |
98 | 0.0387697690706241 | 0.0775395381412483 | 0.961230230929376 |
99 | 0.0306414330074971 | 0.0612828660149942 | 0.969358566992503 |
100 | 0.0239900673343678 | 0.0479801346687356 | 0.976009932665632 |
101 | 0.0186066416815373 | 0.0372132833630747 | 0.981393358318463 |
102 | 0.0142966101809748 | 0.0285932203619496 | 0.985703389819025 |
103 | 0.010882994285347 | 0.0217659885706941 | 0.989117005714653 |
104 | 0.00820811578258846 | 0.0164162315651769 | 0.991791884217411 |
105 | 0.00613417652337969 | 0.0122683530467594 | 0.99386582347662 |
106 | 0.00454290886885783 | 0.00908581773771565 | 0.995457091131142 |
107 | 0.003334526515702 | 0.00666905303140401 | 0.996665473484298 |
108 | 0.00242619364089718 | 0.00485238728179435 | 0.997573806359103 |
109 | 0.00175020623053213 | 0.00350041246106427 | 0.998249793769468 |
110 | 0.00125204792444834 | 0.00250409584889669 | 0.998747952075552 |
111 | 0.000888448075647822 | 0.00177689615129564 | 0.999111551924352 |
112 | 0.00062553550294123 | 0.00125107100588246 | 0.999374464497059 |
113 | 0.000437150155517681 | 0.000874300311035362 | 0.999562849844482 |
114 | 0.000303348204651823 | 0.000606696409303647 | 0.999696651795348 |
115 | 0.000209114683895162 | 0.000418229367790324 | 0.999790885316105 |
116 | 0.000143281793659396 | 0.000286563587318792 | 0.999856718206341 |
117 | 9.76399636847629e-05 | 0.000195279927369526 | 0.999902360036315 |
118 | 6.62220220747908e-05 | 0.000132444044149582 | 0.999933777977925 |
119 | 4.47375060523018e-05 | 8.94750121046036e-05 | 0.999955262493948 |
120 | 3.01334039818912e-05 | 6.02668079637824e-05 | 0.999969866596018 |
121 | 2.02586459474513e-05 | 4.05172918949026e-05 | 0.999979741354053 |
122 | 1.36117861314217e-05 | 2.72235722628434e-05 | 0.999986388213869 |
123 | 9.15401019388181e-06 | 1.83080203877636e-05 | 0.999990845989806 |
124 | 0.000186911141066399 | 0.000373822282132798 | 0.999813088858934 |
125 | 0.000129407697397057 | 0.000258815394794115 | 0.999870592302603 |
126 | 8.9532584533046e-05 | 0.000179065169066092 | 0.999910467415467 |
127 | 0.00111897820651879 | 0.00223795641303757 | 0.998881021793481 |
128 | 0.000793715290492638 | 0.00158743058098528 | 0.999206284709507 |
129 | 0.000561442129944425 | 0.00112288425988885 | 0.999438557870056 |
130 | 0.000396799358963166 | 0.000793598717926332 | 0.999603200641037 |
131 | 0.000280855099810752 | 0.000561710199621504 | 0.999719144900189 |
132 | 0.000199663700422346 | 0.000399327400844691 | 0.999800336299578 |
133 | 0.000143082529000608 | 0.000286165058001216 | 0.999856917470999 |
134 | 0.000103824874398876 | 0.000207649748797752 | 0.999896175125601 |
135 | 7.67198442999158e-05 | 0.000153439688599832 | 0.9999232801557 |
136 | 5.81481707913963e-05 | 0.000116296341582793 | 0.999941851829209 |
137 | 0.000505206619448859 | 0.00101041323889772 | 0.999494793380551 |
138 | 0.0036912358203564 | 0.0073824716407128 | 0.996308764179644 |
139 | 0.00265268008589763 | 0.00530536017179527 | 0.997347319914102 |
140 | 0.00192333384060472 | 0.00384666768120945 | 0.998076666159395 |
141 | 0.00141959760470501 | 0.00283919520941002 | 0.998580402395295 |
142 | 0.00108025447583446 | 0.00216050895166891 | 0.998919745524166 |
143 | 0.000863188982847756 | 0.00172637796569551 | 0.999136811017152 |
144 | 0.00439138448772158 | 0.00878276897544316 | 0.995608615512278 |
145 | 0.0258377320814458 | 0.0516754641628917 | 0.974162267918554 |
146 | 0.0171952053301911 | 0.0343904106603823 | 0.982804794669809 |
147 | 0.0114034222452905 | 0.0228068444905811 | 0.988596577754709 |
148 | 0.00773347842300138 | 0.0154669568460028 | 0.992266521576999 |
149 | 0.00565925561420645 | 0.0113185112284129 | 0.994340744385794 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 56 | 0.386206896551724 | NOK |
5% type I error level | 75 | 0.517241379310345 | NOK |
10% type I error level | 86 | 0.593103448275862 | NOK |