Multiple Linear Regression - Estimated Regression Equation |
status[t] = + 1.34068 -134.461`MDVP:Jitter(%)`[t] + 58.4468`Jitter:DDP`[t] + 4.34436`Shimmer:APQ3`[t] -0.157596NHR[t] + 0.0029903HNR[t] -0.0204354RPDE[t] + 1.43089DFA[t] + 0.312252spread1[t] + 0.167321D2[t] -0.487741PPE[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) | 1.34068 | 1.09812 | 1.221 | 0.223701 | 0.11185 |
`MDVP:Jitter(%)` | -134.461 | 45.274 | -2.97 | 0.0033781 | 0.00168905 |
`Jitter:DDP` | 58.4468 | 23.4532 | 2.492 | 0.0135898 | 0.0067949 |
`Shimmer:APQ3` | 4.34436 | 4.88767 | 0.8888 | 0.375256 | 0.187628 |
NHR | -0.157596 | 1.92417 | -0.0819 | 0.934813 | 0.467407 |
HNR | 0.0029903 | 0.0133721 | 0.2236 | 0.823301 | 0.41165 |
RPDE | -0.0204354 | 0.374591 | -0.05455 | 0.956553 | 0.478277 |
DFA | 1.43089 | 0.591838 | 2.418 | 0.0165994 | 0.00829968 |
spread1 | 0.312252 | 0.0911159 | 3.427 | 0.000753733 | 0.000376867 |
D2 | 0.167321 | 0.0933206 | 1.793 | 0.0746286 | 0.0373143 |
PPE | -0.487741 | 1.17483 | -0.4152 | 0.678512 | 0.339256 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.636107 |
R-squared | 0.404633 |
Adjusted R-squared | 0.372099 |
F-TEST (value) | 12.4373 |
F-TEST (DF numerator) | 10 |
F-TEST (DF denominator) | 183 |
p-value | 2.22045e-16 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.342818 |
Sum Squared Residuals | 21.5069 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 1.17111 | -0.171108 |
2 | 1 | 1.07713 | -0.0771333 |
3 | 1 | 1.16654 | -0.166545 |
4 | 1 | 1.16048 | -0.160478 |
5 | 1 | 1.05225 | -0.0522508 |
6 | 1 | 0.801504 | 0.198496 |
7 | 1 | 0.737405 | 0.262595 |
8 | 1 | 0.87731 | 0.12269 |
9 | 1 | 1.06211 | -0.0621102 |
10 | 1 | 0.955629 | 0.0443706 |
11 | 1 | 1.11279 | -0.112786 |
12 | 1 | 0.404422 | 0.595578 |
13 | 1 | 0.711178 | 0.288822 |
14 | 1 | 0.570405 | 0.429595 |
15 | 1 | 0.744766 | 0.255234 |
16 | 1 | 0.569263 | 0.430737 |
17 | 1 | 1.22399 | -0.223991 |
18 | 1 | 1.25415 | -0.254152 |
19 | 1 | 0.94821 | 0.0517902 |
20 | 1 | 1.07638 | -0.0763761 |
21 | 1 | 0.914094 | 0.0859056 |
22 | 1 | 1.25112 | -0.251119 |
23 | 1 | 0.87686 | 0.12314 |
24 | 1 | 0.759562 | 0.240438 |
25 | 1 | 0.85491 | 0.14509 |
26 | 1 | 0.735178 | 0.264822 |
27 | 1 | 0.604696 | 0.395304 |
28 | 1 | 0.368734 | 0.631266 |
29 | 1 | 0.483173 | 0.516827 |
30 | 0 | 0.354857 | -0.354857 |
31 | 0 | 0.338279 | -0.338279 |
32 | 0 | 0.419961 | -0.419961 |
33 | 0 | 0.261563 | -0.261563 |
34 | 0 | 0.169759 | -0.169759 |
35 | 0 | 0.386592 | -0.386592 |
36 | 1 | 0.836219 | 0.163781 |
37 | 1 | 0.898097 | 0.101903 |
38 | 1 | 0.722145 | 0.277855 |
39 | 1 | 0.846284 | 0.153716 |
40 | 1 | 0.690099 | 0.309901 |
41 | 1 | 0.559469 | 0.440531 |
42 | 0 | 0.353214 | -0.353214 |
43 | 0 | 0.446643 | -0.446643 |
44 | 0 | 0.399927 | -0.399927 |
45 | 0 | 0.420323 | -0.420323 |
46 | 0 | 0.371522 | -0.371522 |
47 | 0 | 0.26758 | -0.26758 |
48 | 0 | 0.347463 | -0.347463 |
49 | 0 | 0.422371 | -0.422371 |
50 | 0 | 0.415861 | -0.415861 |
51 | 0 | 0.435872 | -0.435872 |
52 | 0 | 0.275598 | -0.275598 |
53 | 0 | 0.388068 | -0.388068 |
54 | 1 | 0.941597 | 0.0584026 |
55 | 1 | 0.966707 | 0.033293 |
56 | 1 | 0.991145 | 0.0088553 |
57 | 1 | 0.878416 | 0.121584 |
58 | 1 | 0.895881 | 0.104119 |
59 | 1 | 0.842242 | 0.157758 |
60 | 0 | 0.465459 | -0.465459 |
61 | 0 | 0.412523 | -0.412523 |
62 | 0 | 0.506393 | -0.506393 |
63 | 0 | 0.447914 | -0.447914 |
64 | 0 | 0.293625 | -0.293625 |
65 | 0 | 0.368095 | -0.368095 |
66 | 1 | 0.747669 | 0.252331 |
67 | 1 | 0.758215 | 0.241785 |
68 | 1 | 0.652018 | 0.347982 |
69 | 1 | 0.705326 | 0.294674 |
70 | 1 | 0.725009 | 0.274991 |
71 | 1 | 0.875924 | 0.124076 |
72 | 1 | 0.780552 | 0.219448 |
73 | 1 | 0.874777 | 0.125223 |
74 | 1 | 1.02246 | -0.0224565 |
75 | 1 | 0.898175 | 0.101825 |
76 | 1 | 0.873277 | 0.126723 |
77 | 1 | 0.907403 | 0.0925965 |
78 | 1 | 0.962105 | 0.0378954 |
79 | 1 | 1.01575 | -0.0157454 |
80 | 1 | 1.22993 | -0.229934 |
81 | 1 | 1.02688 | -0.0268767 |
82 | 1 | 1.08537 | -0.0853713 |
83 | 1 | 0.78326 | 0.21674 |
84 | 1 | 1.00009 | -8.96434e-05 |
85 | 1 | 0.998815 | 0.00118466 |
86 | 1 | 0.719334 | 0.280666 |
87 | 1 | 1.08149 | -0.0814859 |
88 | 1 | 1.01017 | -0.0101743 |
89 | 1 | 1.33574 | -0.33574 |
90 | 1 | 1.2371 | -0.237101 |
91 | 1 | 0.755164 | 0.244836 |
92 | 1 | 0.802988 | 0.197012 |
93 | 1 | 0.70625 | 0.29375 |
94 | 1 | 0.694103 | 0.305897 |
95 | 1 | 0.700136 | 0.299864 |
96 | 1 | 0.659106 | 0.340894 |
97 | 1 | 1.08268 | -0.0826848 |
98 | 1 | 0.723936 | 0.276064 |
99 | 1 | 0.971591 | 0.0284094 |
100 | 1 | 0.941708 | 0.0582915 |
101 | 1 | 0.871518 | 0.128482 |
102 | 1 | 0.893143 | 0.106857 |
103 | 1 | 0.452738 | 0.547262 |
104 | 1 | 0.396991 | 0.603009 |
105 | 1 | 0.425283 | 0.574717 |
106 | 1 | 0.432886 | 0.567114 |
107 | 1 | 0.602557 | 0.397443 |
108 | 1 | 0.531969 | 0.468031 |
109 | 1 | 0.811622 | 0.188378 |
110 | 1 | 0.979854 | 0.0201463 |
111 | 1 | 0.618711 | 0.381289 |
112 | 1 | 0.974466 | 0.0255345 |
113 | 1 | 0.785549 | 0.214451 |
114 | 1 | 0.666249 | 0.333751 |
115 | 1 | 0.792348 | 0.207652 |
116 | 1 | 0.574286 | 0.425714 |
117 | 1 | 1.01023 | -0.0102277 |
118 | 1 | 0.837848 | 0.162152 |
119 | 1 | 0.605599 | 0.394401 |
120 | 1 | 0.501638 | 0.498362 |
121 | 1 | 0.981373 | 0.0186268 |
122 | 1 | 0.865584 | 0.134416 |
123 | 1 | 0.803139 | 0.196861 |
124 | 1 | 0.632042 | 0.367958 |
125 | 1 | 0.667568 | 0.332432 |
126 | 1 | 0.755254 | 0.244746 |
127 | 1 | 0.709009 | 0.290991 |
128 | 1 | 0.399728 | 0.600272 |
129 | 1 | 0.722432 | 0.277568 |
130 | 1 | 0.703796 | 0.296204 |
131 | 1 | 0.766474 | 0.233526 |
132 | 1 | 0.901192 | 0.0988083 |
133 | 1 | 0.570152 | 0.429848 |
134 | 1 | 0.896886 | 0.103114 |
135 | 1 | 0.910889 | 0.0891115 |
136 | 1 | 1.19107 | -0.19107 |
137 | 1 | 1.14796 | -0.147959 |
138 | 1 | 0.838965 | 0.161035 |
139 | 1 | 0.734684 | 0.265316 |
140 | 1 | 0.934912 | 0.0650875 |
141 | 1 | 0.872464 | 0.127536 |
142 | 1 | 0.797353 | 0.202647 |
143 | 1 | 0.649998 | 0.350002 |
144 | 1 | 0.629466 | 0.370534 |
145 | 1 | 0.749534 | 0.250466 |
146 | 1 | 1.37814 | -0.378137 |
147 | 1 | 1.13246 | -0.132456 |
148 | 1 | 1.32123 | -0.32123 |
149 | 1 | 0.877581 | 0.122419 |
150 | 1 | 0.874738 | 0.125262 |
151 | 1 | 1.14061 | -0.14061 |
152 | 1 | 1.12192 | -0.121921 |
153 | 1 | 0.900576 | 0.0994235 |
154 | 1 | 1.11767 | -0.117666 |
155 | 1 | 1.33806 | -0.338057 |
156 | 1 | 0.734362 | 0.265638 |
157 | 1 | 1.22058 | -0.220585 |
158 | 1 | 0.856076 | 0.143924 |
159 | 1 | 0.686115 | 0.313885 |
160 | 1 | 0.811219 | 0.188781 |
161 | 1 | 0.861474 | 0.138526 |
162 | 1 | 0.824292 | 0.175708 |
163 | 1 | 0.663653 | 0.336347 |
164 | 1 | 1.38987 | -0.389874 |
165 | 0 | 0.447153 | -0.447153 |
166 | 0 | 0.302549 | -0.302549 |
167 | 0 | 0.178196 | -0.178196 |
168 | 0 | 0.853325 | -0.853325 |
169 | 0 | 0.320862 | -0.320862 |
170 | 0 | 0.270919 | -0.270919 |
171 | 0 | 0.650762 | -0.650762 |
172 | 0 | 0.705502 | -0.705502 |
173 | 0 | 0.73871 | -0.73871 |
174 | 0 | 0.718979 | -0.718979 |
175 | 0 | 0.745717 | -0.745717 |
176 | 0 | 0.743565 | -0.743565 |
177 | 1 | 0.637641 | 0.362359 |
178 | 1 | 0.710844 | 0.289156 |
179 | 1 | 0.977051 | 0.0229492 |
180 | 1 | 0.728321 | 0.271679 |
181 | 1 | 0.931648 | 0.0683517 |
182 | 1 | 0.721436 | 0.278564 |
183 | 0 | 0.63631 | -0.63631 |
184 | 0 | 0.716113 | -0.716113 |
185 | 0 | 0.671852 | -0.671852 |
186 | 0 | 0.462731 | -0.462731 |
187 | 0 | 0.530364 | -0.530364 |
188 | 0 | 0.352122 | -0.352122 |
189 | 0 | 0.378655 | -0.378655 |
190 | 0 | 0.611013 | -0.611013 |
191 | 0 | 0.705189 | -0.705189 |
192 | 0 | -0.106902 | 0.106902 |
193 | 0 | 0.198188 | -0.198188 |
194 | 0 | 0.705543 | -0.705543 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
14 | 3.13304e-48 | 6.26607e-48 | 1 |
15 | 7.86854e-63 | 1.57371e-62 | 1 |
16 | 0 | 0 | 1 |
17 | 6.84849e-100 | 1.3697e-99 | 1 |
18 | 4.36769e-106 | 8.73538e-106 | 1 |
19 | 1.38778e-121 | 2.77556e-121 | 1 |
20 | 3.47139e-145 | 6.94278e-145 | 1 |
21 | 6.56885e-174 | 1.31377e-173 | 1 |
22 | 7.72463e-166 | 1.54493e-165 | 1 |
23 | 8.78113e-184 | 1.75623e-183 | 1 |
24 | 5.06063e-196 | 1.01213e-195 | 1 |
25 | 2.22678e-219 | 4.45356e-219 | 1 |
26 | 2.66589e-256 | 5.33179e-256 | 1 |
27 | 1.78493e-249 | 3.56987e-249 | 1 |
28 | 1.08694e-256 | 2.17387e-256 | 1 |
29 | 3.83123e-280 | 7.66247e-280 | 1 |
30 | 0.00210806 | 0.00421612 | 0.997892 |
31 | 0.00674585 | 0.0134917 | 0.993254 |
32 | 0.00872881 | 0.0174576 | 0.991271 |
33 | 0.00532596 | 0.0106519 | 0.994674 |
34 | 0.00334089 | 0.00668177 | 0.996659 |
35 | 0.00242509 | 0.00485019 | 0.997575 |
36 | 0.0014155 | 0.00283099 | 0.998585 |
37 | 0.000811664 | 0.00162333 | 0.999188 |
38 | 0.000750737 | 0.00150147 | 0.999249 |
39 | 0.000421521 | 0.000843041 | 0.999578 |
40 | 0.000369555 | 0.000739109 | 0.99963 |
41 | 0.000403113 | 0.000806225 | 0.999597 |
42 | 0.0104031 | 0.0208062 | 0.989597 |
43 | 0.0302821 | 0.0605643 | 0.969718 |
44 | 0.0456923 | 0.0913847 | 0.954308 |
45 | 0.052629 | 0.105258 | 0.947371 |
46 | 0.0453984 | 0.0907969 | 0.954602 |
47 | 0.0351493 | 0.0702986 | 0.964851 |
48 | 0.122857 | 0.245714 | 0.877143 |
49 | 0.133193 | 0.266385 | 0.866807 |
50 | 0.12734 | 0.25468 | 0.87266 |
51 | 0.118335 | 0.236669 | 0.881665 |
52 | 0.106135 | 0.21227 | 0.893865 |
53 | 0.101607 | 0.203215 | 0.898393 |
54 | 0.0813404 | 0.162681 | 0.91866 |
55 | 0.0636326 | 0.127265 | 0.936367 |
56 | 0.0493366 | 0.0986732 | 0.950663 |
57 | 0.0377625 | 0.075525 | 0.962237 |
58 | 0.0284462 | 0.0568924 | 0.971554 |
59 | 0.0225984 | 0.0451967 | 0.977402 |
60 | 0.0306878 | 0.0613755 | 0.969312 |
61 | 0.0297718 | 0.0595435 | 0.970228 |
62 | 0.0463452 | 0.0926904 | 0.953655 |
63 | 0.053538 | 0.107076 | 0.946462 |
64 | 0.0497074 | 0.0994148 | 0.950293 |
65 | 0.0483907 | 0.0967814 | 0.951609 |
66 | 0.0415485 | 0.0830971 | 0.958451 |
67 | 0.0335828 | 0.0671656 | 0.966417 |
68 | 0.028316 | 0.056632 | 0.971684 |
69 | 0.0299949 | 0.0599897 | 0.970005 |
70 | 0.0241815 | 0.0483631 | 0.975818 |
71 | 0.018321 | 0.036642 | 0.981679 |
72 | 0.0146737 | 0.0293473 | 0.985326 |
73 | 0.0110789 | 0.0221579 | 0.988921 |
74 | 0.00844563 | 0.0168913 | 0.991554 |
75 | 0.00633478 | 0.0126696 | 0.993665 |
76 | 0.0048724 | 0.0097448 | 0.995128 |
77 | 0.00368908 | 0.00737817 | 0.996311 |
78 | 0.00261671 | 0.00523342 | 0.997383 |
79 | 0.00229156 | 0.00458312 | 0.997708 |
80 | 0.00194819 | 0.00389639 | 0.998052 |
81 | 0.0015213 | 0.0030426 | 0.998479 |
82 | 0.00118873 | 0.00237745 | 0.998811 |
83 | 0.000920881 | 0.00184176 | 0.999079 |
84 | 0.000714629 | 0.00142926 | 0.999285 |
85 | 0.000499469 | 0.000998939 | 0.999501 |
86 | 0.000468139 | 0.000936279 | 0.999532 |
87 | 0.000323339 | 0.000646678 | 0.999677 |
88 | 0.000227357 | 0.000454713 | 0.999773 |
89 | 0.00048725 | 0.000974501 | 0.999513 |
90 | 0.00055274 | 0.00110548 | 0.999447 |
91 | 0.000596393 | 0.00119279 | 0.999404 |
92 | 0.000447098 | 0.000894195 | 0.999553 |
93 | 0.000380886 | 0.000761773 | 0.999619 |
94 | 0.000340874 | 0.000681749 | 0.999659 |
95 | 0.000316944 | 0.000633889 | 0.999683 |
96 | 0.000351072 | 0.000702144 | 0.999649 |
97 | 0.000321189 | 0.000642377 | 0.999679 |
98 | 0.000254598 | 0.000509197 | 0.999745 |
99 | 0.000181048 | 0.000362097 | 0.999819 |
100 | 0.000121776 | 0.000243553 | 0.999878 |
101 | 9.05483e-05 | 0.000181097 | 0.999909 |
102 | 6.95611e-05 | 0.000139122 | 0.99993 |
103 | 0.000143232 | 0.000286465 | 0.999857 |
104 | 0.000371827 | 0.000743653 | 0.999628 |
105 | 0.000910697 | 0.00182139 | 0.999089 |
106 | 0.0021274 | 0.0042548 | 0.997873 |
107 | 0.00199835 | 0.0039967 | 0.998002 |
108 | 0.00328861 | 0.00657723 | 0.996711 |
109 | 0.00261236 | 0.00522471 | 0.997388 |
110 | 0.00206998 | 0.00413995 | 0.99793 |
111 | 0.00232278 | 0.00464556 | 0.997677 |
112 | 0.0019158 | 0.00383161 | 0.998084 |
113 | 0.00157736 | 0.00315472 | 0.998423 |
114 | 0.00159744 | 0.00319489 | 0.998403 |
115 | 0.0014932 | 0.0029864 | 0.998507 |
116 | 0.00199007 | 0.00398013 | 0.99801 |
117 | 0.00144442 | 0.00288884 | 0.998556 |
118 | 0.00109679 | 0.00219358 | 0.998903 |
119 | 0.00178206 | 0.00356412 | 0.998218 |
120 | 0.00278006 | 0.00556013 | 0.99722 |
121 | 0.00593561 | 0.0118712 | 0.994064 |
122 | 0.00504575 | 0.0100915 | 0.994954 |
123 | 0.00375133 | 0.00750267 | 0.996249 |
124 | 0.00312846 | 0.00625692 | 0.996872 |
125 | 0.0027941 | 0.0055882 | 0.997206 |
126 | 0.00218543 | 0.00437086 | 0.997815 |
127 | 0.0019325 | 0.00386499 | 0.998068 |
128 | 0.00554705 | 0.0110941 | 0.994453 |
129 | 0.00646607 | 0.0129321 | 0.993534 |
130 | 0.00642219 | 0.0128444 | 0.993578 |
131 | 0.00659108 | 0.0131822 | 0.993409 |
132 | 0.00565404 | 0.0113081 | 0.994346 |
133 | 0.0116894 | 0.0233789 | 0.988311 |
134 | 0.00869646 | 0.0173929 | 0.991304 |
135 | 0.00642787 | 0.0128557 | 0.993572 |
136 | 0.00741507 | 0.0148301 | 0.992585 |
137 | 0.00720414 | 0.0144083 | 0.992796 |
138 | 0.00543537 | 0.0108707 | 0.994565 |
139 | 0.0040408 | 0.0080816 | 0.995959 |
140 | 0.0029659 | 0.0059318 | 0.997034 |
141 | 0.00211684 | 0.00423368 | 0.997883 |
142 | 0.00150643 | 0.00301286 | 0.998494 |
143 | 0.0013714 | 0.00274279 | 0.998629 |
144 | 0.00174649 | 0.00349298 | 0.998254 |
145 | 0.00324927 | 0.00649854 | 0.996751 |
146 | 0.00254992 | 0.00509985 | 0.99745 |
147 | 0.00178532 | 0.00357064 | 0.998215 |
148 | 0.00153808 | 0.00307615 | 0.998462 |
149 | 0.00115798 | 0.00231596 | 0.998842 |
150 | 0.000754472 | 0.00150894 | 0.999246 |
151 | 0.000486072 | 0.000972143 | 0.999514 |
152 | 0.000333685 | 0.000667371 | 0.999666 |
153 | 0.000468446 | 0.000936892 | 0.999532 |
154 | 0.000400455 | 0.000800911 | 0.9996 |
155 | 0.000527791 | 0.00105558 | 0.999472 |
156 | 0.00113671 | 0.00227341 | 0.998863 |
157 | 0.00089727 | 0.00179454 | 0.999103 |
158 | 0.0652187 | 0.130437 | 0.934781 |
159 | 0.0522603 | 0.104521 | 0.94774 |
160 | 0.0427043 | 0.0854086 | 0.957296 |
161 | 0.0693894 | 0.138779 | 0.930611 |
162 | 0.0660548 | 0.13211 | 0.933945 |
163 | 0.174546 | 0.349092 | 0.825454 |
164 | 0.83357 | 0.33286 | 0.16643 |
165 | 0.918397 | 0.163206 | 0.081603 |
166 | 0.986446 | 0.0271078 | 0.0135539 |
167 | 0.988118 | 0.0237647 | 0.0118824 |
168 | 0.985649 | 0.0287022 | 0.0143511 |
169 | 0.988015 | 0.0239707 | 0.0119853 |
170 | 0.989234 | 0.0215326 | 0.0107663 |
171 | 0.984944 | 0.030112 | 0.015056 |
172 | 0.9795 | 0.0409992 | 0.0204996 |
173 | 0.970047 | 0.0599065 | 0.0299533 |
174 | 0.979864 | 0.0402728 | 0.0201364 |
175 | 0.982104 | 0.0357919 | 0.0178959 |
176 | 0.999426 | 0.00114729 | 0.000573643 |
177 | 0.999206 | 0.00158742 | 0.000793712 |
178 | 0.99658 | 0.00683969 | 0.00341984 |
179 | 0.98626 | 0.0274797 | 0.0137398 |
180 | 0.95022 | 0.099561 | 0.0497805 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 97 | 0.580838 | NOK |
5% type I error level | 131 | 0.784431 | NOK |
10% type I error level | 150 | 0.898204 | NOK |