Multiple Linear Regression - Estimated Regression Equation |
MDVP:Fo(Hz)[t] = + 159.545 + 0.0298577`MDVP:Fhi(Hz)`[t] + 0.252331`MDVP:Flo(Hz)`[t] + 11578.2`MDVP:Jitter(%)`[t] -2021960`MDVP:Jitter(Abs)`[t] + 683020`MDVP:RAP`[t] -7137.45`MDVP:PPQ`[t] -223687`Jitter:DDP`[t] -219.529`MDVP:Shimmer`[t] -14.6761`MDVP:Shimmer(dB)`[t] + 194501`Shimmer:APQ3`[t] + 2269.97`Shimmer:APQ5`[t] -1662.48`MDVP:APQ`[t] -64652.3`Shimmer:DDA`[t] -234.477NHR[t] -0.163612HNR[t] -5.99259status[t] -32.9909RPDE[t] -234.002DFA[t] -16.5891spread1[t] + 21.4044spread2[t] + 5.81656D2[t] + 234.963PPE[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) | 159.545 | 57.417 | 2.779 | 0.00606448 | 0.00303224 |
`MDVP:Fhi(Hz)` | 0.0298577 | 0.0159396 | 1.873 | 0.0627407 | 0.0313704 |
`MDVP:Flo(Hz)` | 0.252331 | 0.0358059 | 7.047 | 4.22612e-11 | 2.11306e-11 |
`MDVP:Jitter(%)` | 11578.2 | 3312.03 | 3.496 | 0.000601306 | 0.000300653 |
`MDVP:Jitter(Abs)` | -2021960 | 173686 | -11.64 | 1.80395e-23 | 9.01976e-24 |
`MDVP:RAP` | 683020 | 464929 | 1.469 | 0.143636 | 0.0718182 |
`MDVP:PPQ` | -7137.45 | 4399.5 | -1.622 | 0.106564 | 0.0532819 |
`Jitter:DDP` | -223687 | 155056 | -1.443 | 0.150947 | 0.0754734 |
`MDVP:Shimmer` | -219.529 | 1721.8 | -0.1275 | 0.898694 | 0.449347 |
`MDVP:Shimmer(dB)` | -14.6761 | 60.1537 | -0.244 | 0.80754 | 0.40377 |
`Shimmer:APQ3` | 194501 | 449563 | 0.4326 | 0.665815 | 0.332907 |
`Shimmer:APQ5` | 2269.97 | 998.958 | 2.272 | 0.0243042 | 0.0121521 |
`MDVP:APQ` | -1662.48 | 531.205 | -3.13 | 0.00205648 | 0.00102824 |
`Shimmer:DDA` | -64652.3 | 149816 | -0.4315 | 0.666613 | 0.333306 |
NHR | -234.477 | 98.1455 | -2.389 | 0.0179732 | 0.00898659 |
HNR | -0.163612 | 0.72144 | -0.2268 | 0.82086 | 0.41043 |
status | -5.99259 | 3.79514 | -1.579 | 0.116169 | 0.0580847 |
RPDE | -32.9909 | 22.2319 | -1.484 | 0.139653 | 0.0698265 |
DFA | -234.002 | 32.5184 | -7.196 | 1.83613e-11 | 9.18065e-12 |
spread1 | -16.5891 | 4.76696 | -3.48 | 0.000635363 | 0.000317682 |
spread2 | 21.4044 | 24.3924 | 0.8775 | 0.381436 | 0.190718 |
D2 | 5.81656 | 5.71726 | 1.017 | 0.310407 | 0.155203 |
PPE | 234.963 | 67.1703 | 3.498 | 0.000596649 | 0.000298324 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.928008 |
R-squared | 0.861199 |
Adjusted R-squared | 0.843446 |
F-TEST (value) | 48.5085 |
F-TEST (DF numerator) | 22 |
F-TEST (DF denominator) | 172 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 16.3768 |
Sum Squared Residuals | 46130.3 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 119.992 | 104.408 | 15.5838 |
2 | 122.4 | 130.237 | -7.83745 |
3 | 116.682 | 115.67 | 1.01188 |
4 | 116.676 | 120.343 | -3.667 |
5 | 116.014 | 118.206 | -2.19155 |
6 | 120.552 | 122.149 | -1.59713 |
7 | 120.267 | 119.431 | 0.836024 |
8 | 107.332 | 114.25 | -6.91848 |
9 | 95.73 | 90.5128 | 5.21717 |
10 | 95.056 | 83.945 | 11.111 |
11 | 88.333 | 77.3088 | 11.0242 |
12 | 91.904 | 85.2695 | 6.63449 |
13 | 136.926 | 166.55 | -29.6244 |
14 | 139.173 | 139.209 | -0.036389 |
15 | 152.845 | 157.974 | -5.12859 |
16 | 142.167 | 146.245 | -4.07846 |
17 | 144.188 | 145.896 | -1.70751 |
18 | 168.778 | 171.911 | -3.133 |
19 | 153.046 | 131.612 | 21.4339 |
20 | 156.405 | 158.623 | -2.21813 |
21 | 153.848 | 148.178 | 5.67018 |
22 | 153.88 | 137.965 | 15.9152 |
23 | 167.93 | 135.068 | 32.8619 |
24 | 173.917 | 153.443 | 20.4736 |
25 | 163.656 | 146.671 | 16.9853 |
26 | 104.4 | 90.741 | 13.659 |
27 | 171.041 | 145.704 | 25.337 |
28 | 146.845 | 153.238 | -6.39302 |
29 | 155.358 | 161.145 | -5.78742 |
30 | 162.568 | 148.387 | 14.1807 |
31 | 197.076 | 199.984 | -2.90828 |
32 | 199.228 | 194.698 | 4.53008 |
33 | 198.383 | 184.43 | 13.9527 |
34 | 202.266 | 187.298 | 14.9682 |
35 | 203.184 | 184.82 | 18.3637 |
36 | 201.464 | 194.616 | 6.84814 |
37 | 177.876 | 180.005 | -2.12888 |
38 | 176.17 | 169.275 | 6.89492 |
39 | 180.198 | 163.128 | 17.0695 |
40 | 187.733 | 166.063 | 21.6701 |
41 | 186.163 | 167.998 | 18.1654 |
42 | 184.055 | 179.775 | 4.28009 |
43 | 237.226 | 240.877 | -3.65144 |
44 | 241.404 | 237.288 | 4.11641 |
45 | 243.439 | 223.943 | 19.4957 |
46 | 242.852 | 227.824 | 15.0279 |
47 | 245.51 | 231.341 | 14.1689 |
48 | 252.455 | 209.548 | 42.9066 |
49 | 122.188 | 129.79 | -7.602 |
50 | 122.964 | 133.516 | -10.5516 |
51 | 124.445 | 129.057 | -4.61206 |
52 | 126.344 | 116.974 | 9.37025 |
53 | 128.001 | 146.278 | -18.2771 |
54 | 129.336 | 134.003 | -4.66739 |
55 | 108.807 | 91.5584 | 17.2486 |
56 | 109.86 | 91.2501 | 18.6099 |
57 | 110.417 | 94.0082 | 16.4088 |
58 | 117.274 | 103.48 | 13.7944 |
59 | 116.879 | 89.0596 | 27.8194 |
60 | 114.847 | 83.7633 | 31.0837 |
61 | 209.144 | 195.506 | 13.638 |
62 | 223.365 | 197.007 | 26.3583 |
63 | 222.236 | 213.655 | 8.58085 |
64 | 228.832 | 231.557 | -2.7252 |
65 | 229.401 | 219.987 | 9.41361 |
66 | 228.969 | 193.757 | 35.212 |
67 | 140.341 | 139.1 | 1.24094 |
68 | 136.969 | 127.236 | 9.73309 |
69 | 143.533 | 136.003 | 7.52994 |
70 | 148.09 | 147.957 | 0.133228 |
71 | 142.729 | 124.332 | 18.3974 |
72 | 136.358 | 132.345 | 4.01261 |
73 | 120.08 | 136.472 | -16.3922 |
74 | 112.014 | 115.097 | -3.08271 |
75 | 110.793 | 123.451 | -12.6577 |
76 | 110.707 | 106.514 | 4.1933 |
77 | 112.876 | 132.629 | -19.753 |
78 | 110.568 | 114.851 | -4.28323 |
79 | 95.385 | 96.9259 | -1.54093 |
80 | 100.77 | 87.4754 | 13.2946 |
81 | 96.106 | 100.732 | -4.62614 |
82 | 95.605 | 103.896 | -8.29143 |
83 | 100.96 | 102.261 | -1.30104 |
84 | 98.804 | 110.328 | -11.5242 |
85 | 176.858 | 178.054 | -1.19632 |
86 | 180.978 | 190.394 | -9.41648 |
87 | 178.222 | 172.388 | 5.8342 |
88 | 176.281 | 177.002 | -0.721468 |
89 | 173.898 | 155.346 | 18.5518 |
90 | 179.711 | 185.693 | -5.98206 |
91 | 166.605 | 165.061 | 1.54407 |
92 | 151.955 | 173.112 | -21.1572 |
93 | 148.272 | 166.147 | -17.8753 |
94 | 152.125 | 145.276 | 6.84872 |
95 | 157.821 | 163.748 | -5.92727 |
96 | 157.447 | 183.862 | -26.4146 |
97 | 159.116 | 178.606 | -19.4899 |
98 | 125.036 | 133.597 | -8.56118 |
99 | 125.791 | 121.972 | 3.8194 |
100 | 126.512 | 114.554 | 11.9583 |
101 | 125.641 | 112.978 | 12.6626 |
102 | 128.451 | 121.627 | 6.82392 |
103 | 139.224 | 151.466 | -12.2424 |
104 | 150.258 | 134.712 | 15.5456 |
105 | 154.003 | 169.025 | -15.0223 |
106 | 149.689 | 156.169 | -6.48003 |
107 | 155.078 | 175.136 | -20.0578 |
108 | 151.884 | 151.298 | 0.585964 |
109 | 151.989 | 171.614 | -19.6249 |
110 | 193.03 | 184.016 | 9.01441 |
111 | 200.714 | 189.003 | 11.711 |
112 | 208.519 | 214.174 | -5.65457 |
113 | 204.664 | 223.119 | -18.4555 |
114 | 210.141 | 196.5 | 13.6414 |
115 | 206.327 | 198.112 | 8.21471 |
116 | 151.872 | 157.251 | -5.37915 |
117 | 158.219 | 169.002 | -10.7834 |
118 | 170.756 | 181.63 | -10.8741 |
119 | 178.285 | 169.975 | 8.30998 |
120 | 217.116 | 202.945 | 14.171 |
121 | 128.94 | 129.892 | -0.952269 |
122 | 176.824 | 155.56 | 21.2644 |
123 | 138.19 | 144.362 | -6.17238 |
124 | 182.018 | 167.894 | 14.1236 |
125 | 156.239 | 158.143 | -1.9041 |
126 | 145.174 | 139.579 | 5.59543 |
127 | 138.145 | 128.18 | 9.96488 |
128 | 166.888 | 151.761 | 15.1273 |
129 | 119.031 | 138.143 | -19.1117 |
130 | 120.078 | 141.642 | -21.5642 |
131 | 120.289 | 137.009 | -16.7203 |
132 | 120.256 | 145.96 | -25.7038 |
133 | 119.056 | 139.599 | -20.5433 |
134 | 118.747 | 133.244 | -14.4966 |
135 | 106.516 | 106.602 | -0.0857971 |
136 | 110.453 | 138.396 | -27.9425 |
137 | 113.4 | 109.975 | 3.42536 |
138 | 113.166 | 136.009 | -22.8427 |
139 | 112.239 | 134.079 | -21.8404 |
140 | 116.15 | 137.232 | -21.0822 |
141 | 170.368 | 170.257 | 0.111395 |
142 | 208.083 | 203.026 | 5.05683 |
143 | 198.458 | 192.276 | 6.18236 |
144 | 202.805 | 179.024 | 23.7812 |
145 | 202.544 | 201.022 | 1.52205 |
146 | 223.361 | 202.571 | 20.7897 |
147 | 169.774 | 167.967 | 1.80713 |
148 | 183.52 | 198.189 | -14.6693 |
149 | 188.62 | 212.861 | -24.2413 |
150 | 202.632 | 215.748 | -13.1157 |
151 | 186.695 | 176.38 | 10.3155 |
152 | 192.818 | 187.479 | 5.33895 |
153 | 198.116 | 222.111 | -23.9945 |
154 | 121.345 | 107.905 | 13.4403 |
155 | 119.1 | 118.225 | 0.874539 |
156 | 117.87 | 121.334 | -3.46405 |
157 | 122.336 | 151.096 | -28.7598 |
158 | 117.963 | 111.311 | 6.6515 |
159 | 126.144 | 158.681 | -32.5368 |
160 | 127.93 | 124.826 | 3.10359 |
161 | 114.238 | 99.0252 | 15.2128 |
162 | 115.322 | 132.181 | -16.8591 |
163 | 114.554 | 107.797 | 6.7569 |
164 | 112.15 | 130.107 | -17.9573 |
165 | 102.273 | 92.3587 | 9.91434 |
166 | 236.2 | 205.831 | 30.369 |
167 | 237.323 | 237.739 | -0.415952 |
168 | 260.105 | 250.073 | 10.0324 |
169 | 197.569 | 207.534 | -9.96539 |
170 | 240.301 | 248.223 | -7.92186 |
171 | 244.99 | 244.312 | 0.677667 |
172 | 112.547 | 136.308 | -23.7608 |
173 | 110.739 | 132.39 | -21.6511 |
174 | 113.715 | 128.933 | -15.2183 |
175 | 117.004 | 134.521 | -17.5174 |
176 | 115.38 | 136.029 | -20.6486 |
177 | 116.388 | 133.432 | -17.0442 |
178 | 151.737 | 153.073 | -1.33567 |
179 | 148.79 | 154.441 | -5.65065 |
180 | 148.143 | 143.96 | 4.18317 |
181 | 150.44 | 143.694 | 6.74592 |
182 | 148.462 | 150.306 | -1.84376 |
183 | 149.818 | 167.254 | -17.4355 |
184 | 117.226 | 131.085 | -13.8587 |
185 | 116.848 | 133.832 | -16.9838 |
186 | 116.286 | 137.085 | -20.799 |
187 | 116.556 | 151.736 | -35.1799 |
188 | 116.342 | 167.407 | -51.0651 |
189 | 114.563 | 136.656 | -22.0934 |
190 | 201.774 | 202.712 | -0.938335 |
191 | 174.188 | 181.687 | -7.4991 |
192 | 209.516 | 195.959 | 13.5573 |
193 | 174.688 | 182.244 | -7.55574 |
194 | 198.764 | 188.406 | 10.3576 |
195 | 214.289 | 171.123 | 43.1664 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
26 | 0.197329 | 0.394658 | 0.802671 |
27 | 0.0974327 | 0.194865 | 0.902567 |
28 | 0.0886111 | 0.177222 | 0.911389 |
29 | 0.0411814 | 0.0823628 | 0.958819 |
30 | 0.0186799 | 0.0373598 | 0.98132 |
31 | 0.00769808 | 0.0153962 | 0.992302 |
32 | 0.00422432 | 0.00844865 | 0.995776 |
33 | 0.00263097 | 0.00526195 | 0.997369 |
34 | 0.00173658 | 0.00347317 | 0.998263 |
35 | 0.00079632 | 0.00159264 | 0.999204 |
36 | 0.00031923 | 0.00063846 | 0.999681 |
37 | 0.000209 | 0.000418 | 0.999791 |
38 | 8.34131e-05 | 0.000166826 | 0.999917 |
39 | 0.000318725 | 0.000637449 | 0.999681 |
40 | 0.000439425 | 0.000878849 | 0.999561 |
41 | 0.00033132 | 0.00066264 | 0.999669 |
42 | 0.000160451 | 0.000320902 | 0.99984 |
43 | 0.000189319 | 0.000378637 | 0.999811 |
44 | 0.000152999 | 0.000305998 | 0.999847 |
45 | 0.000258771 | 0.000517542 | 0.999741 |
46 | 0.000291282 | 0.000582564 | 0.999709 |
47 | 0.000305616 | 0.000611232 | 0.999694 |
48 | 0.0139532 | 0.0279064 | 0.986047 |
49 | 0.0095039 | 0.0190078 | 0.990496 |
50 | 0.00740378 | 0.0148076 | 0.992596 |
51 | 0.00464261 | 0.00928522 | 0.995357 |
52 | 0.00374538 | 0.00749076 | 0.996255 |
53 | 0.0024397 | 0.0048794 | 0.99756 |
54 | 0.00154996 | 0.00309993 | 0.99845 |
55 | 0.00766981 | 0.0153396 | 0.99233 |
56 | 0.0134244 | 0.0268488 | 0.986576 |
57 | 0.0115658 | 0.0231316 | 0.988434 |
58 | 0.0154739 | 0.0309479 | 0.984526 |
59 | 0.0244887 | 0.0489773 | 0.975511 |
60 | 0.0467769 | 0.0935538 | 0.953223 |
61 | 0.0379842 | 0.0759685 | 0.962016 |
62 | 0.0538505 | 0.107701 | 0.946149 |
63 | 0.0543579 | 0.108716 | 0.945642 |
64 | 0.0581946 | 0.116389 | 0.941805 |
65 | 0.0596512 | 0.119302 | 0.940349 |
66 | 0.123935 | 0.247871 | 0.876065 |
67 | 0.106588 | 0.213177 | 0.893412 |
68 | 0.0858164 | 0.171633 | 0.914184 |
69 | 0.0687442 | 0.137488 | 0.931256 |
70 | 0.0814138 | 0.162828 | 0.918586 |
71 | 0.0685332 | 0.137066 | 0.931467 |
72 | 0.0575437 | 0.115087 | 0.942456 |
73 | 0.0520384 | 0.104077 | 0.947962 |
74 | 0.216433 | 0.432866 | 0.783567 |
75 | 0.288398 | 0.576795 | 0.711602 |
76 | 0.253544 | 0.507088 | 0.746456 |
77 | 0.236191 | 0.472382 | 0.763809 |
78 | 0.207222 | 0.414445 | 0.792778 |
79 | 0.206083 | 0.412165 | 0.793917 |
80 | 0.22139 | 0.44278 | 0.77861 |
81 | 0.251359 | 0.502718 | 0.748641 |
82 | 0.233325 | 0.466651 | 0.766675 |
83 | 0.260139 | 0.520277 | 0.739861 |
84 | 0.306949 | 0.613897 | 0.693051 |
85 | 0.365375 | 0.73075 | 0.634625 |
86 | 0.324875 | 0.649751 | 0.675125 |
87 | 0.328497 | 0.656995 | 0.671503 |
88 | 0.290617 | 0.581233 | 0.709383 |
89 | 0.338701 | 0.677402 | 0.661299 |
90 | 0.321641 | 0.643282 | 0.678359 |
91 | 0.284392 | 0.568784 | 0.715608 |
92 | 0.293131 | 0.586262 | 0.706869 |
93 | 0.290203 | 0.580405 | 0.709797 |
94 | 0.280767 | 0.561533 | 0.719233 |
95 | 0.243021 | 0.486042 | 0.756979 |
96 | 0.28468 | 0.569361 | 0.71532 |
97 | 0.307874 | 0.615749 | 0.692126 |
98 | 0.275701 | 0.551403 | 0.724299 |
99 | 0.24187 | 0.483741 | 0.75813 |
100 | 0.22793 | 0.455861 | 0.77207 |
101 | 0.211528 | 0.423055 | 0.788472 |
102 | 0.206105 | 0.41221 | 0.793895 |
103 | 0.258045 | 0.51609 | 0.741955 |
104 | 0.27444 | 0.54888 | 0.72556 |
105 | 0.271565 | 0.543131 | 0.728435 |
106 | 0.235032 | 0.470064 | 0.764968 |
107 | 0.212476 | 0.424952 | 0.787524 |
108 | 0.180685 | 0.36137 | 0.819315 |
109 | 0.179878 | 0.359757 | 0.820122 |
110 | 0.159343 | 0.318687 | 0.840657 |
111 | 0.141104 | 0.282208 | 0.858896 |
112 | 0.124631 | 0.249261 | 0.875369 |
113 | 0.130064 | 0.260127 | 0.869936 |
114 | 0.15123 | 0.30246 | 0.84877 |
115 | 0.1256 | 0.251201 | 0.8744 |
116 | 0.107022 | 0.214043 | 0.892978 |
117 | 0.0956566 | 0.191313 | 0.904343 |
118 | 0.0815523 | 0.163105 | 0.918448 |
119 | 0.0796458 | 0.159292 | 0.920354 |
120 | 0.113918 | 0.227836 | 0.886082 |
121 | 0.147872 | 0.295745 | 0.852128 |
122 | 0.19066 | 0.381319 | 0.80934 |
123 | 0.169271 | 0.338541 | 0.830729 |
124 | 0.156638 | 0.313277 | 0.843362 |
125 | 0.133279 | 0.266558 | 0.866721 |
126 | 0.129944 | 0.259889 | 0.870056 |
127 | 0.139572 | 0.279143 | 0.860428 |
128 | 0.288386 | 0.576772 | 0.711614 |
129 | 0.277188 | 0.554375 | 0.722812 |
130 | 0.268927 | 0.537854 | 0.731073 |
131 | 0.251514 | 0.503029 | 0.748486 |
132 | 0.261798 | 0.523596 | 0.738202 |
133 | 0.278297 | 0.556595 | 0.721703 |
134 | 0.259968 | 0.519936 | 0.740032 |
135 | 0.410203 | 0.820407 | 0.589797 |
136 | 0.471102 | 0.942203 | 0.528898 |
137 | 0.421536 | 0.843071 | 0.578464 |
138 | 0.473762 | 0.947524 | 0.526238 |
139 | 0.503652 | 0.992695 | 0.496348 |
140 | 0.707958 | 0.584083 | 0.292042 |
141 | 0.666991 | 0.666017 | 0.333009 |
142 | 0.638219 | 0.723562 | 0.361781 |
143 | 0.643957 | 0.712086 | 0.356043 |
144 | 0.662643 | 0.674715 | 0.337357 |
145 | 0.719334 | 0.561333 | 0.280666 |
146 | 0.708799 | 0.582401 | 0.291201 |
147 | 0.699596 | 0.600808 | 0.300404 |
148 | 0.677006 | 0.645987 | 0.322994 |
149 | 0.697312 | 0.605377 | 0.302688 |
150 | 0.641106 | 0.717788 | 0.358894 |
151 | 0.679063 | 0.641875 | 0.320937 |
152 | 0.643418 | 0.713164 | 0.356582 |
153 | 0.632057 | 0.735885 | 0.367943 |
154 | 0.625216 | 0.749568 | 0.374784 |
155 | 0.633748 | 0.732503 | 0.366252 |
156 | 0.790659 | 0.418683 | 0.209341 |
157 | 0.756171 | 0.487657 | 0.243829 |
158 | 0.691641 | 0.616718 | 0.308359 |
159 | 0.695179 | 0.609641 | 0.304821 |
160 | 0.624252 | 0.751496 | 0.375748 |
161 | 0.539112 | 0.921777 | 0.460888 |
162 | 0.688052 | 0.623895 | 0.311948 |
163 | 0.595728 | 0.808545 | 0.404272 |
164 | 0.586067 | 0.827866 | 0.413933 |
165 | 0.674715 | 0.650571 | 0.325285 |
166 | 0.90367 | 0.19266 | 0.0963301 |
167 | 0.968783 | 0.0624334 | 0.0312167 |
168 | 0.951751 | 0.0964987 | 0.0482493 |
169 | 0.897424 | 0.205152 | 0.102576 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 20 | 0.138889 | NOK |
5% type I error level | 30 | 0.208333 | NOK |
10% type I error level | 35 | 0.243056 | NOK |