Multiple Linear Regression - Estimated Regression Equation
status[t] = + 2.22477 -0.00238441`MDVP:Fo(Hz)`[t] -0.00011523`MDVP:Fhi(Hz)`[t] -0.0015351`MDVP:Flo(Hz)`[t] -176.913`MDVP:Jitter(%)`[t] -3321.64`MDVP:Jitter(Abs)`[t] -759.215`MDVP:RAP`[t] -36.1351`MDVP:PPQ`[t] + 360.584`Jitter:DDP`[t] + 27.4496`MDVP:Shimmer`[t] + 0.571023`MDVP:Shimmer(dB)`[t] -871.24`Shimmer:APQ3`[t] -26.3959`Shimmer:APQ5`[t] -3.07476`MDVP:APQ`[t] + 283.748`Shimmer:DDA`[t] -2.52562NHR[t] -0.0156926HNR[t] -1.01446RPDE[t] + 0.355145DFA[t] + 0.127298spread1[t] + 1.26558spread2[t] + 0.0494602D2[t] + 1.26346PPE[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)2.224771.158381.9210.0564380.028219
`MDVP:Fo(Hz)`-0.002384410.00151006-1.5790.1161690.0580847
`MDVP:Fhi(Hz)`-0.000115230.000321058-0.35890.7201050.360053
`MDVP:Flo(Hz)`-0.00153510.000802317-1.9130.05736640.0286832
`MDVP:Jitter(%)`-176.91367.0287-2.6390.009069330.00453467
`MDVP:Jitter(Abs)`-3321.644625.65-0.71810.4736760.236838
`MDVP:RAP`-759.2159331.88-0.081360.9352530.467626
`MDVP:PPQ`-36.135188.3839-0.40880.6831630.341582
`Jitter:DDP`360.5843111.480.11590.9078760.453938
`MDVP:Shimmer`27.449634.2830.80070.4244240.212212
`MDVP:Shimmer(dB)`0.5710231.199320.47610.6345910.317295
`Shimmer:APQ3`-871.248972.17-0.09710.9227560.461378
`Shimmer:APQ5`-26.395920.1229-1.3120.1913590.0956797
`MDVP:APQ`-3.0747610.8911-0.28230.7780380.389019
`Shimmer:DDA`283.7482989.960.09490.9245050.462252
NHR-2.525621.98061-1.2750.2039670.101983
HNR-0.01569260.0143431-1.0940.2754440.137722
RPDE-1.014460.439539-2.3080.0221890.0110945
DFA0.3551450.7393820.48030.6316060.315803
spread10.1272980.09789831.30.1952340.0976171
spread21.265580.4780052.6480.008859430.00442971
D20.04946020.1143240.43260.6658240.332912
PPE1.263461.383350.91330.3623460.181173


Multiple Linear Regression - Regression Statistics
Multiple R0.701957
R-squared0.492744
Adjusted R-squared0.427862
F-TEST (value)7.5945
F-TEST (DF numerator)22
F-TEST (DF denominator)172
p-value4.44089e-16
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.326672
Sum Squared Residuals18.3549


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
110.9435720.0564281
211.07059-0.0705872
310.9726110.0273892
411.07778-0.0777826
510.8710340.128966
610.9494550.0505448
710.7934060.206594
810.5806750.419325
910.9746030.0253974
1011.15091-0.15091
1111.1116-0.111599
1211.23811-0.238106
1310.4568820.543118
1410.8801520.119848
1510.7048460.295154
1610.7027110.297289
1710.5444420.455558
1811.32292-0.322915
1911.29341-0.293412
2010.9660640.0339362
2111.06595-0.0659459
2210.8904740.109526
2311.10343-0.103432
2410.8657710.134229
2510.8203590.179641
2610.9174090.0825911
2710.8040190.195981
2810.79590.2041
2910.6613960.338604
3010.6993240.300676
3100.296327-0.296327
3200.159359-0.159359
3300.192351-0.192351
3400.128086-0.128086
3500.0881745-0.0881745
3600.203628-0.203628
3710.8106940.189306
3810.8234620.176538
3910.5960430.403957
4010.7530910.246909
4110.6125960.387404
4210.4365020.563498
4300.244621-0.244621
4400.204235-0.204235
4500.0134396-0.0134396
4600.0888887-0.0888887
4700.0510556-0.0510556
480-0.04546860.0454686
4900.337463-0.337463
5000.429479-0.429479
5100.410612-0.410612
5200.425916-0.425916
5300.411523-0.411523
5400.548472-0.548472
5510.8271240.172876
5610.7915550.208445
5710.8674140.132586
5810.759890.24011
5910.779280.22072
6010.6508120.349188
6100.369771-0.369771
6200.274652-0.274652
6300.264476-0.264476
6400.213607-0.213607
6500.128336-0.128336
6600.282276-0.282276
6710.914780.08522
6810.8891040.110896
6910.922250.0777504
7010.9423690.0576308
7110.8508480.149152
7211.093-0.0929953
7310.8872190.112781
7410.9229350.0770649
7511.04227-0.0422683
7611.07861-0.078614
7711.09858-0.0985769
7811.00048-0.00048325
7910.9611320.0388676
8011.14127-0.141275
8111.18014-0.180144
8211.13522-0.13522
8311.01365-0.0136507
8410.6959870.304013
8511.08754-0.08754
8610.8714690.128531
8710.7031310.296869
8810.9446410.0553591
8910.9903410.00965934
9011.22525-0.22525
9111.14447-0.144466
9210.7974710.202529
9310.7336720.266328
9410.8532560.146744
9510.7885590.211441
9610.7576720.242328
9710.8030070.196993
9811.0269-0.0269041
9910.7997390.200261
10010.8970690.102931
10110.9638530.0361472
10210.9738050.0261952
10310.9889170.011083
10410.5857750.414225
10510.5806650.419335
10610.5672640.432736
10710.5352890.464711
10810.6901040.309896
10910.6173620.382638
11010.8984210.101579
11111.03499-0.0349901
11210.5899890.410011
11310.8016310.198369
11410.6988710.301129
11510.8022250.197775
11610.8850940.114906
11710.7288940.271106
11811.05186-0.051857
11910.8860640.113936
12010.7616010.238399
12110.551530.44847
12210.9736330.0263668
12310.9728490.0271515
12410.7106010.289399
12510.618210.38179
12610.6246210.375379
12710.6126390.387361
12810.6275850.372415
12910.4149320.585068
13010.7652490.234751
13110.8031170.196883
13210.8749580.125042
13311.05332-0.0533167
13410.647040.35296
13510.9632820.0367176
13610.9615150.0384847
13711.14637-0.146369
13811.15063-0.150628
13910.9597530.0402465
14010.781480.21852
14110.9100850.0899151
14210.8582980.141702
14310.7289950.271005
14410.6828260.317174
14510.5493930.450607
14610.8602330.139767
14711.35151-0.351514
14811.15229-0.152285
14911.24477-0.244774
15010.8937020.106298
15110.9342530.065747
15210.9559320.0440683
15310.959080.0409204
15410.8454060.154594
15510.8944390.105561
15610.9948170.00518265
15710.7986840.201316
15811.2687-0.268698
15910.9707470.0292526
16010.86190.1381
16111.12813-0.128132
16211.05871-0.0587125
16310.9308250.0691748
16410.7941760.205824
16511.38244-0.382443
16600.450212-0.450212
16700.225191-0.225191
16800.0938475-0.0938475
16900.941843-0.941843
17000.230278-0.230278
17100.114576-0.114576
17200.799341-0.799341
17300.835874-0.835874
17400.878334-0.878334
17500.86601-0.86601
17600.834631-0.834631
17700.776849-0.776849
17810.644340.35566
17910.7122330.287767
18010.9343240.0656761
18110.7639790.236021
18210.8724260.127574
18310.7191930.280807
18400.604386-0.604386
18500.648463-0.648463
18600.606784-0.606784
18700.423249-0.423249
18800.475362-0.475362
18900.435997-0.435997
19000.428277-0.428277
19100.651129-0.651129
19200.700978-0.700978
1930-0.1745040.174504
19400.267081-0.267081
19500.519415-0.519415


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
261.81438e-533.62877e-531
273.49729e-656.99458e-651
289.12368e-781.82474e-771
293.41667e-946.83333e-941
304.4197e-1108.8394e-1101
310.0002546250.0005092510.999745
326.62847e-050.0001325690.999934
331.63455e-053.2691e-050.999984
344.92124e-069.84249e-060.999995
351.49305e-062.98611e-060.999999
363.66378e-077.32756e-071
375.20394e-050.0001040790.999948
382.99681e-055.99362e-050.99997
390.0005278440.001055690.999472
400.0008676120.001735220.999132
410.001089030.002178050.998911
420.0006345590.001269120.999365
430.000391090.0007821790.999609
440.0002188680.0004377360.999781
450.0001019940.0002039870.999898
465.00692e-050.0001001380.99995
472.99692e-055.99383e-050.99997
483.98807e-057.97614e-050.99996
490.0001743570.0003487140.999826
500.0001438210.0002876420.999856
519.51895e-050.0001903790.999905
526.31252e-050.000126250.999937
534.43579e-058.87159e-050.999956
544.61595e-059.23189e-050.999954
555.31699e-050.000106340.999947
566.6546e-050.0001330920.999933
573.76979e-057.53957e-050.999962
582.59914e-055.19829e-050.999974
591.47526e-052.95051e-050.999985
608.44088e-061.68818e-050.999992
610.0003517340.0007034680.999648
620.000457140.0009142810.999543
630.0006235910.001247180.999376
640.0006232410.001246480.999377
650.0004260820.0008521640.999574
660.0004220820.0008441640.999578
670.0002832620.0005665250.999717
680.0001823970.0003647940.999818
690.0002316280.0004632560.999768
700.0001786080.0003572160.999821
710.0001078650.0002157310.999892
727.36296e-050.0001472590.999926
734.32049e-058.64097e-050.999957
740.0001196080.0002392160.99988
750.0001563980.0003127950.999844
760.0001157690.0002315390.999884
777.49724e-050.0001499450.999925
785.88101e-050.000117620.999941
793.48878e-056.97756e-050.999965
802.49067e-054.98133e-050.999975
811.84899e-053.69798e-050.999982
821.07743e-052.15486e-050.999989
837.13072e-061.42614e-050.999993
844.57944e-069.15887e-060.999995
852.76835e-065.53669e-060.999997
863.23318e-066.46637e-060.999997
875.28066e-061.05613e-050.999995
883.34163e-066.68327e-060.999997
892.59786e-065.19572e-060.999997
903.2149e-066.42979e-060.999997
913.17262e-066.34524e-060.999997
923.96138e-067.92276e-060.999996
932.51952e-065.03904e-060.999997
941.68852e-063.37705e-060.999998
951.0897e-062.17939e-060.999999
966.75617e-071.35123e-060.999999
974.20086e-078.40171e-071
982.39384e-074.78768e-071
991.48975e-072.9795e-071
1008.73995e-081.74799e-071
1016.86125e-081.37225e-071
1026.59206e-081.31841e-071
1037.73713e-081.54743e-071
1041.48816e-072.97633e-071
1052.30966e-074.61932e-071
1064.22015e-078.44031e-071
1079.9405e-071.9881e-060.999999
1087.28182e-071.45636e-060.999999
1091.65514e-063.31029e-060.999998
1101.35674e-062.71347e-060.999999
1118.08882e-071.61776e-060.999999
1121.63893e-063.27786e-060.999998
1131.08425e-062.16849e-060.999999
1141.26298e-062.52596e-060.999999
1151.24807e-062.49613e-060.999999
1168.45062e-071.69012e-060.999999
1171.16203e-062.32406e-060.999999
1186.70629e-071.34126e-060.999999
1194.73737e-079.47475e-071
1201.08744e-062.17488e-060.999999
1216.79345e-061.35869e-050.999993
1221.71457e-053.42914e-050.999983
1231.09449e-052.18899e-050.999989
1247.51178e-061.50236e-050.999992
1255.28317e-061.05663e-050.999995
1265.53159e-061.10632e-050.999994
1271.11081e-052.22162e-050.999989
1280.0001462570.0002925140.999854
1290.0003825560.0007651110.999617
1300.0004874170.0009748330.999513
1310.0005018670.001003730.999498
1320.0003434650.000686930.999657
1330.0003079670.0006159340.999692
1340.001383020.002766050.998617
1350.001606070.003212140.998394
1360.001563280.003126570.998437
1370.001689850.00337970.99831
1380.001735730.003471460.998264
1390.00117250.002344990.998828
1400.001453520.002907050.998546
1410.001228730.002457460.998771
1420.001564040.003128070.998436
1430.001314530.002629060.998685
1440.004516190.009032380.995484
1450.003920270.007840530.99608
1460.003016490.006032980.996984
1470.002145460.004290930.997855
1480.001383530.002767060.998616
1490.0013990.0027980.998601
1500.0009274370.001854870.999073
1510.0008691160.001738230.999131
1520.006385180.01277040.993615
1530.0342770.0685540.965723
1540.03053680.06107360.969463
1550.02584510.05169030.974155
1560.01922080.03844170.980779
1570.08907860.1781570.910921
1580.08425210.1685040.915748
1590.2873580.5747160.712642
1600.2263670.4527330.773633
1610.1699160.3398330.830084
1620.1292570.2585140.870743
1630.1478540.2957090.852146
1640.3161250.632250.683875
1650.4253480.8506960.574652
1660.5208680.9582650.479132
1670.9017520.1964960.0982482
1680.9450030.1099930.0549967
1690.9629540.07409140.0370457


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level1260.875NOK
5% type I error level1280.888889NOK
10% type I error level1320.916667NOK