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
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)1.340681.098121.2210.2237010.11185
`MDVP:Jitter(%)`-134.46145.274-2.970.00337810.00168905
`Jitter:DDP`58.446823.45322.4920.01358980.0067949
`Shimmer:APQ3`4.344364.887670.88880.3752560.187628
NHR-0.1575961.92417-0.08190.9348130.467407
HNR0.00299030.01337210.22360.8233010.41165
RPDE-0.02043540.374591-0.054550.9565530.478277
DFA1.430890.5918382.4180.01659940.00829968
spread10.3122520.09111593.4270.0007537330.000376867
D20.1673210.09332061.7930.07462860.0373143
PPE-0.4877411.17483-0.41520.6785120.339256


Multiple Linear Regression - Regression Statistics
Multiple R0.636107
R-squared0.404633
Adjusted R-squared0.372099
F-TEST (value)12.4373
F-TEST (DF numerator)10
F-TEST (DF denominator)183
p-value2.22045e-16
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.342818
Sum Squared Residuals21.5069


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
111.17111-0.171108
211.07713-0.0771333
311.16654-0.166545
411.16048-0.160478
511.05225-0.0522508
610.8015040.198496
710.7374050.262595
810.877310.12269
911.06211-0.0621102
1010.9556290.0443706
1111.11279-0.112786
1210.4044220.595578
1310.7111780.288822
1410.5704050.429595
1510.7447660.255234
1610.5692630.430737
1711.22399-0.223991
1811.25415-0.254152
1910.948210.0517902
2011.07638-0.0763761
2110.9140940.0859056
2211.25112-0.251119
2310.876860.12314
2410.7595620.240438
2510.854910.14509
2610.7351780.264822
2710.6046960.395304
2810.3687340.631266
2910.4831730.516827
3000.354857-0.354857
3100.338279-0.338279
3200.419961-0.419961
3300.261563-0.261563
3400.169759-0.169759
3500.386592-0.386592
3610.8362190.163781
3710.8980970.101903
3810.7221450.277855
3910.8462840.153716
4010.6900990.309901
4110.5594690.440531
4200.353214-0.353214
4300.446643-0.446643
4400.399927-0.399927
4500.420323-0.420323
4600.371522-0.371522
4700.26758-0.26758
4800.347463-0.347463
4900.422371-0.422371
5000.415861-0.415861
5100.435872-0.435872
5200.275598-0.275598
5300.388068-0.388068
5410.9415970.0584026
5510.9667070.033293
5610.9911450.0088553
5710.8784160.121584
5810.8958810.104119
5910.8422420.157758
6000.465459-0.465459
6100.412523-0.412523
6200.506393-0.506393
6300.447914-0.447914
6400.293625-0.293625
6500.368095-0.368095
6610.7476690.252331
6710.7582150.241785
6810.6520180.347982
6910.7053260.294674
7010.7250090.274991
7110.8759240.124076
7210.7805520.219448
7310.8747770.125223
7411.02246-0.0224565
7510.8981750.101825
7610.8732770.126723
7710.9074030.0925965
7810.9621050.0378954
7911.01575-0.0157454
8011.22993-0.229934
8111.02688-0.0268767
8211.08537-0.0853713
8310.783260.21674
8411.00009-8.96434e-05
8510.9988150.00118466
8610.7193340.280666
8711.08149-0.0814859
8811.01017-0.0101743
8911.33574-0.33574
9011.2371-0.237101
9110.7551640.244836
9210.8029880.197012
9310.706250.29375
9410.6941030.305897
9510.7001360.299864
9610.6591060.340894
9711.08268-0.0826848
9810.7239360.276064
9910.9715910.0284094
10010.9417080.0582915
10110.8715180.128482
10210.8931430.106857
10310.4527380.547262
10410.3969910.603009
10510.4252830.574717
10610.4328860.567114
10710.6025570.397443
10810.5319690.468031
10910.8116220.188378
11010.9798540.0201463
11110.6187110.381289
11210.9744660.0255345
11310.7855490.214451
11410.6662490.333751
11510.7923480.207652
11610.5742860.425714
11711.01023-0.0102277
11810.8378480.162152
11910.6055990.394401
12010.5016380.498362
12110.9813730.0186268
12210.8655840.134416
12310.8031390.196861
12410.6320420.367958
12510.6675680.332432
12610.7552540.244746
12710.7090090.290991
12810.3997280.600272
12910.7224320.277568
13010.7037960.296204
13110.7664740.233526
13210.9011920.0988083
13310.5701520.429848
13410.8968860.103114
13510.9108890.0891115
13611.19107-0.19107
13711.14796-0.147959
13810.8389650.161035
13910.7346840.265316
14010.9349120.0650875
14110.8724640.127536
14210.7973530.202647
14310.6499980.350002
14410.6294660.370534
14510.7495340.250466
14611.37814-0.378137
14711.13246-0.132456
14811.32123-0.32123
14910.8775810.122419
15010.8747380.125262
15111.14061-0.14061
15211.12192-0.121921
15310.9005760.0994235
15411.11767-0.117666
15511.33806-0.338057
15610.7343620.265638
15711.22058-0.220585
15810.8560760.143924
15910.6861150.313885
16010.8112190.188781
16110.8614740.138526
16210.8242920.175708
16310.6636530.336347
16411.38987-0.389874
16500.447153-0.447153
16600.302549-0.302549
16700.178196-0.178196
16800.853325-0.853325
16900.320862-0.320862
17000.270919-0.270919
17100.650762-0.650762
17200.705502-0.705502
17300.73871-0.73871
17400.718979-0.718979
17500.745717-0.745717
17600.743565-0.743565
17710.6376410.362359
17810.7108440.289156
17910.9770510.0229492
18010.7283210.271679
18110.9316480.0683517
18210.7214360.278564
18300.63631-0.63631
18400.716113-0.716113
18500.671852-0.671852
18600.462731-0.462731
18700.530364-0.530364
18800.352122-0.352122
18900.378655-0.378655
19000.611013-0.611013
19100.705189-0.705189
1920-0.1069020.106902
19300.198188-0.198188
19400.705543-0.705543


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
143.13304e-486.26607e-481
157.86854e-631.57371e-621
16001
176.84849e-1001.3697e-991
184.36769e-1068.73538e-1061
191.38778e-1212.77556e-1211
203.47139e-1456.94278e-1451
216.56885e-1741.31377e-1731
227.72463e-1661.54493e-1651
238.78113e-1841.75623e-1831
245.06063e-1961.01213e-1951
252.22678e-2194.45356e-2191
262.66589e-2565.33179e-2561
271.78493e-2493.56987e-2491
281.08694e-2562.17387e-2561
293.83123e-2807.66247e-2801
300.002108060.004216120.997892
310.006745850.01349170.993254
320.008728810.01745760.991271
330.005325960.01065190.994674
340.003340890.006681770.996659
350.002425090.004850190.997575
360.00141550.002830990.998585
370.0008116640.001623330.999188
380.0007507370.001501470.999249
390.0004215210.0008430410.999578
400.0003695550.0007391090.99963
410.0004031130.0008062250.999597
420.01040310.02080620.989597
430.03028210.06056430.969718
440.04569230.09138470.954308
450.0526290.1052580.947371
460.04539840.09079690.954602
470.03514930.07029860.964851
480.1228570.2457140.877143
490.1331930.2663850.866807
500.127340.254680.87266
510.1183350.2366690.881665
520.1061350.212270.893865
530.1016070.2032150.898393
540.08134040.1626810.91866
550.06363260.1272650.936367
560.04933660.09867320.950663
570.03776250.0755250.962237
580.02844620.05689240.971554
590.02259840.04519670.977402
600.03068780.06137550.969312
610.02977180.05954350.970228
620.04634520.09269040.953655
630.0535380.1070760.946462
640.04970740.09941480.950293
650.04839070.09678140.951609
660.04154850.08309710.958451
670.03358280.06716560.966417
680.0283160.0566320.971684
690.02999490.05998970.970005
700.02418150.04836310.975818
710.0183210.0366420.981679
720.01467370.02934730.985326
730.01107890.02215790.988921
740.008445630.01689130.991554
750.006334780.01266960.993665
760.00487240.00974480.995128
770.003689080.007378170.996311
780.002616710.005233420.997383
790.002291560.004583120.997708
800.001948190.003896390.998052
810.00152130.00304260.998479
820.001188730.002377450.998811
830.0009208810.001841760.999079
840.0007146290.001429260.999285
850.0004994690.0009989390.999501
860.0004681390.0009362790.999532
870.0003233390.0006466780.999677
880.0002273570.0004547130.999773
890.000487250.0009745010.999513
900.000552740.001105480.999447
910.0005963930.001192790.999404
920.0004470980.0008941950.999553
930.0003808860.0007617730.999619
940.0003408740.0006817490.999659
950.0003169440.0006338890.999683
960.0003510720.0007021440.999649
970.0003211890.0006423770.999679
980.0002545980.0005091970.999745
990.0001810480.0003620970.999819
1000.0001217760.0002435530.999878
1019.05483e-050.0001810970.999909
1026.95611e-050.0001391220.99993
1030.0001432320.0002864650.999857
1040.0003718270.0007436530.999628
1050.0009106970.001821390.999089
1060.00212740.00425480.997873
1070.001998350.00399670.998002
1080.003288610.006577230.996711
1090.002612360.005224710.997388
1100.002069980.004139950.99793
1110.002322780.004645560.997677
1120.00191580.003831610.998084
1130.001577360.003154720.998423
1140.001597440.003194890.998403
1150.00149320.00298640.998507
1160.001990070.003980130.99801
1170.001444420.002888840.998556
1180.001096790.002193580.998903
1190.001782060.003564120.998218
1200.002780060.005560130.99722
1210.005935610.01187120.994064
1220.005045750.01009150.994954
1230.003751330.007502670.996249
1240.003128460.006256920.996872
1250.00279410.00558820.997206
1260.002185430.004370860.997815
1270.00193250.003864990.998068
1280.005547050.01109410.994453
1290.006466070.01293210.993534
1300.006422190.01284440.993578
1310.006591080.01318220.993409
1320.005654040.01130810.994346
1330.01168940.02337890.988311
1340.008696460.01739290.991304
1350.006427870.01285570.993572
1360.007415070.01483010.992585
1370.007204140.01440830.992796
1380.005435370.01087070.994565
1390.00404080.00808160.995959
1400.00296590.00593180.997034
1410.002116840.004233680.997883
1420.001506430.003012860.998494
1430.00137140.002742790.998629
1440.001746490.003492980.998254
1450.003249270.006498540.996751
1460.002549920.005099850.99745
1470.001785320.003570640.998215
1480.001538080.003076150.998462
1490.001157980.002315960.998842
1500.0007544720.001508940.999246
1510.0004860720.0009721430.999514
1520.0003336850.0006673710.999666
1530.0004684460.0009368920.999532
1540.0004004550.0008009110.9996
1550.0005277910.001055580.999472
1560.001136710.002273410.998863
1570.000897270.001794540.999103
1580.06521870.1304370.934781
1590.05226030.1045210.94774
1600.04270430.08540860.957296
1610.06938940.1387790.930611
1620.06605480.132110.933945
1630.1745460.3490920.825454
1640.833570.332860.16643
1650.9183970.1632060.081603
1660.9864460.02710780.0135539
1670.9881180.02376470.0118824
1680.9856490.02870220.0143511
1690.9880150.02397070.0119853
1700.9892340.02153260.0107663
1710.9849440.0301120.015056
1720.97950.04099920.0204996
1730.9700470.05990650.0299533
1740.9798640.04027280.0201364
1750.9821040.03579190.0178959
1760.9994260.001147290.000573643
1770.9992060.001587420.000793712
1780.996580.006839690.00341984
1790.986260.02747970.0137398
1800.950220.0995610.0497805


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level970.580838NOK
5% type I error level1310.784431NOK
10% type I error level1500.898204NOK