Multiple Linear Regression - Estimated Regression Equation |
Talk[t] = + 2.45451506198987 + 0.107073554497237Driver[t] + 0.00408452725909042M1[t] + 0.902963220784294M2[t] + 0.455762701774012M3[t] + 0.0304762330688719M4[t] + 0.684908072788722M5[t] + 0.163430441120555M6[t] + 1.05686793887865M7[t] + 1.00251923175277M8[t] + 0.51987770481297M9[t] + 0.883285710527861M10[t] + 0.422283179117521M11[t] -0.00330628375724843t + 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) | 2.45451506198987 | 0.429083 | 5.7204 | 0 | 0 |
Driver | 0.107073554497237 | 0.086789 | 1.2337 | 0.219403 | 0.109702 |
M1 | 0.00408452725909042 | 0.445175 | 0.0092 | 0.992693 | 0.496346 |
M2 | 0.902963220784294 | 0.445581 | 2.0265 | 0.044642 | 0.022321 |
M3 | 0.455762701774012 | 0.445736 | 1.0225 | 0.308336 | 0.154168 |
M4 | 0.0304762330688719 | 0.444821 | 0.0685 | 0.945476 | 0.472738 |
M5 | 0.684908072788722 | 0.44615 | 1.5352 | 0.127036 | 0.063518 |
M6 | 0.163430441120555 | 0.446501 | 0.366 | 0.714907 | 0.357454 |
M7 | 1.05686793887865 | 0.444976 | 2.3751 | 0.018919 | 0.00946 |
M8 | 1.00251923175277 | 0.446134 | 2.2471 | 0.026219 | 0.01311 |
M9 | 0.51987770481297 | 0.455759 | 1.1407 | 0.255977 | 0.127988 |
M10 | 0.883285710527861 | 0.454158 | 1.9449 | 0.053822 | 0.026911 |
M11 | 0.422283179117521 | 0.453669 | 0.9308 | 0.353573 | 0.176786 |
t | -0.00330628375724843 | 0.00206 | -1.6047 | 0.110836 | 0.055418 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.37294609650926 |
R-squared | 0.139088790901494 |
Adjusted R-squared | 0.0579884596096057 |
F-TEST (value) | 1.7150212420329 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 138 |
p-value | 0.0640730433665606 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.11110924197453 |
Sum Squared Residuals | 170.369797168967 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 2 | 2.77651396898342 | -0.776513968983421 |
2 | 4 | 3.77915993324862 | 0.220840066751383 |
3 | 4 | 3.11450602148661 | 0.885493978513386 |
4 | 2 | 2.9000603780187 | -0.900060378018698 |
5 | 4 | 3.33703882498683 | 0.662961175013173 |
6 | 3 | 2.91932846405865 | 0.080671535941352 |
7 | 4 | 3.8094596780595 | 0.190540321940502 |
8 | 5 | 3.85887824167361 | 1.14112175832639 |
9 | 4 | 3.15878332198208 | 0.841216678017919 |
10 | 5 | 3.7330321529342 | 1.2669678470658 |
11 | 2 | 3.26872333776661 | -1.26872333776661 |
12 | 4 | 2.7360603203946 | 1.2639396796054 |
13 | 4 | 2.84391211839368 | 1.15608788160632 |
14 | 4 | 3.52533741916716 | 0.474662580832837 |
15 | 4 | 3.07483061639963 | 0.925169383600367 |
16 | 2 | 2.64623786393724 | -0.646237863937244 |
17 | 3 | 3.29736341989985 | -0.297363419899845 |
18 | 2 | 2.66550594997719 | -0.665505949977194 |
19 | 5 | 3.66271071847528 | 1.33728928152472 |
20 | 5 | 3.81920283658663 | 1.18079716341337 |
21 | 2 | 3.33325502588957 | -1.33325502588957 |
22 | 4 | 3.47920963885274 | 0.520790361147258 |
23 | 3 | 3.22904793267963 | -0.229047932679628 |
24 | 2 | 2.58931136081039 | -0.589311360810385 |
25 | 3 | 2.8042367133067 | 0.1957632866933 |
26 | 3 | 3.37858845958294 | -0.378588459582945 |
27 | 1 | 3.03515521131265 | -2.03515521131265 |
28 | 2 | 2.49948890435303 | -0.499488904353026 |
29 | 3 | 3.3647615693101 | -0.364761569310101 |
30 | 2 | 2.83997765388469 | -0.839977653884686 |
31 | 5 | 3.6230353133883 | 1.3769646866117 |
32 | 3 | 3.77952743149965 | -0.779527431499645 |
33 | 4 | 3.18650606630536 | 0.813493933694645 |
34 | 4 | 3.43953423376576 | 0.560465766234239 |
35 | 2 | 3.18937252759265 | -1.18937252759265 |
36 | 1 | 2.44256240122617 | -1.44256240122617 |
37 | 3 | 2.55041419922525 | 0.449585800774754 |
38 | 2 | 3.66013371798767 | -1.66013371798767 |
39 | 4 | 3.31670046971738 | 0.68329953028262 |
40 | 4 | 2.56688705376328 | 1.43311294623672 |
41 | 4 | 3.43215971872036 | 0.567840281279644 |
42 | 2 | 2.69322869430047 | -0.693228694300468 |
43 | 4 | 3.69043346279855 | 0.309566537201445 |
44 | 5 | 3.73985202641266 | 1.26014797358734 |
45 | 2 | 3.14683066121837 | -1.14683066121837 |
46 | 3 | 3.61400593767325 | -0.614005937673253 |
47 | 1 | 2.82847645901396 | -1.82847645901396 |
48 | 2 | 2.7241076596309 | -0.724107659630896 |
49 | 3 | 2.6178123486355 | 0.382187651364499 |
50 | 2 | 3.29923764940898 | -1.29923764940898 |
51 | 4 | 2.95580440113869 | 1.04419559886131 |
52 | 2 | 2.74135875767077 | -0.741358757670774 |
53 | 4 | 3.39248431363338 | 0.607515686366625 |
54 | 2 | 2.65355328921349 | -0.653553289213487 |
55 | 2 | 3.54368450321434 | -1.54368450321434 |
56 | 2 | 3.37895595783397 | -1.37895595783397 |
57 | 5 | 3.00008170163416 | 1.99991829836584 |
58 | 3 | 3.3601834235918 | -0.360183423591799 |
59 | 4 | 2.78880105392697 | 1.21119894607303 |
60 | 2 | 2.47028514554944 | -0.470285145549441 |
61 | 2 | 2.47106338905128 | -0.471063389051283 |
62 | 4 | 3.58078290781371 | 0.419217092186288 |
63 | 4 | 3.13027610504618 | 0.869723894953818 |
64 | 2 | 2.48753624358932 | -0.487536243589319 |
65 | 3 | 3.35280890854639 | -0.352808908546394 |
66 | 1 | 2.61387788412651 | -1.61387788412651 |
67 | 4 | 3.50400909812736 | 0.495990901872644 |
68 | 3 | 3.6605012162387 | -0.660501216238702 |
69 | 2 | 3.17455340554165 | -1.17455340554165 |
70 | 1 | 3.53465512749929 | -2.53465512749929 |
71 | 4 | 2.85619920333723 | 1.14380079666277 |
72 | 3 | 2.43060974046246 | 0.56939025953754 |
73 | 4 | 2.64553509295878 | 1.35446490704122 |
74 | 2 | 3.54110750272673 | -1.54110750272673 |
75 | 2 | 3.0906006999592 | -1.0906006999592 |
76 | 2 | 2.55493439299957 | -0.554934392999575 |
77 | 2 | 3.31313350345941 | -1.31313350345941 |
78 | 1 | 2.788349588034 | -1.788349588034 |
79 | 3 | 3.67848080203485 | -0.678480802034848 |
80 | 5 | 3.51375225665448 | 1.48624774334552 |
81 | 4 | 3.13487800045467 | 0.865121999545333 |
82 | 2 | 3.28083261341784 | -1.28083261341784 |
83 | 5 | 2.81652379825025 | 2.18347620174975 |
84 | 2 | 2.39093433537548 | -0.390934335375479 |
85 | 2 | 2.60585968787179 | -0.605859687871794 |
86 | 5 | 3.28728498864528 | 1.71271501135472 |
87 | 4 | 3.05092529487222 | 0.94907470512778 |
88 | 4 | 2.62233254240983 | 1.37766745759017 |
89 | 3 | 3.27345809837243 | -0.273458098372432 |
90 | 1 | 2.74867418294702 | -1.74867418294702 |
91 | 4 | 3.63880539694787 | 0.361194603052133 |
92 | 4 | 3.58115040606474 | 0.418849593935261 |
93 | 3 | 3.09520259536769 | -0.0952025953676858 |
94 | 5 | 3.13408365383362 | 1.86591634616638 |
95 | 3 | 2.77684839316327 | 0.223151606836733 |
96 | 2 | 2.3512589302885 | -0.351258930288498 |
97 | 3 | 2.56618428278481 | 0.433815717215187 |
98 | 5 | 3.24760958355829 | 1.75239041644171 |
99 | 4 | 3.01124988978524 | 0.988750110214762 |
100 | 2 | 2.58265713732285 | -0.582657137322849 |
101 | 4 | 3.23378269328545 | 0.76621730671455 |
102 | 4 | 2.49485166886556 | 1.50514833113444 |
103 | 2 | 3.49205643736365 | -1.49205643736365 |
104 | 3 | 3.54147500097776 | -0.541475000977758 |
105 | 2 | 2.84138008128623 | -0.841380081286232 |
106 | 4 | 3.41562891223835 | 0.584371087761652 |
107 | 2 | 2.73717298807629 | -0.737172988076286 |
108 | 5 | 2.52573063419599 | 2.47426936580401 |
109 | 2 | 2.31236176870336 | -0.312361768703359 |
110 | 4 | 3.31500773296855 | 0.68499226703145 |
111 | 3 | 2.75742737570378 | 0.242572624296217 |
112 | 4 | 2.3288346232414 | 1.67116537675861 |
113 | 4 | 2.979960179204 | 1.020039820796 |
114 | 5 | 2.45517626377858 | 2.54482373622142 |
115 | 4 | 3.34530747777943 | 0.654692522220569 |
116 | 4 | 3.50179959589078 | 0.498200404109223 |
117 | 5 | 3.01585178519372 | 1.98414821480628 |
118 | 3 | 3.37595350715137 | -0.375953507151366 |
119 | 3 | 2.91164469198378 | 0.0883553080162218 |
120 | 3 | 2.48605522910901 | 0.513944770890991 |
121 | 2 | 2.27268636361638 | -0.272686363616378 |
122 | 3 | 3.16825877338433 | -0.168258773384332 |
123 | 2 | 2.93189907961128 | -0.931899079611275 |
124 | 2 | 2.18208566365718 | -0.182085663657177 |
125 | 1 | 3.04735832861425 | -2.04735832861425 |
126 | 3 | 2.4155008586916 | 0.5844991413084 |
127 | 3 | 3.30563207269245 | -0.30563207269245 |
128 | 2 | 3.14090352731209 | -1.14090352731209 |
129 | 2 | 2.97617638010674 | -0.976176380106743 |
130 | 3 | 3.33627810206439 | -0.336278102064385 |
131 | 3 | 2.8719692868968 | 0.128030713103203 |
132 | 2 | 2.44637982402203 | -0.446379824022028 |
133 | 1 | 2.12593740403216 | -1.12593740403216 |
134 | 4 | 3.12858336829735 | 0.871416631702649 |
135 | 2 | 2.89222367452429 | -0.892223674524294 |
136 | 2 | 2.46363092206191 | -0.463630922061906 |
137 | 3 | 2.90060936903003 | 0.0993906309699663 |
138 | 4 | 2.37582545360462 | 1.62417454639538 |
139 | 4 | 3.48010377659994 | 0.519896223400058 |
140 | 4 | 3.42244878571681 | 0.577551214283185 |
141 | 2 | 2.93650097501976 | -0.936500975019761 |
142 | 4 | 3.2966026969774 | 0.703397303022596 |
143 | 3 | 2.72522032731258 | 0.274779672687421 |
144 | 2 | 2.40670441893505 | -0.406704418935047 |
145 | 2 | 2.40748266243689 | -0.407482662436889 |
146 | 2 | 3.08890796321037 | -1.08890796321037 |
147 | 1 | 2.63840116044284 | -1.63840116044284 |
148 | 3 | 2.42395551697492 | 0.576044483025076 |
149 | 4 | 3.07508107293753 | 0.924918927062474 |
150 | 4 | 2.33615004851764 | 1.66384995148236 |
151 | 2 | 3.22628126251849 | -1.22628126251849 |
152 | 1 | 3.06155271713812 | -2.06155271713812 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.316536868650861 | 0.633073737301723 | 0.683463131349138 |
18 | 0.194311093197877 | 0.388622186395755 | 0.805688906802123 |
19 | 0.15343945826852 | 0.30687891653704 | 0.84656054173148 |
20 | 0.0921133029321115 | 0.184226605864223 | 0.907886697067888 |
21 | 0.245907222682794 | 0.491814445365588 | 0.754092777317206 |
22 | 0.194993617844372 | 0.389987235688743 | 0.805006382155628 |
23 | 0.167691430030768 | 0.335382860061536 | 0.832308569969232 |
24 | 0.205306333486691 | 0.410612666973381 | 0.79469366651331 |
25 | 0.143715972963048 | 0.287431945926097 | 0.856284027036952 |
26 | 0.102480423087612 | 0.204960846175224 | 0.897519576912388 |
27 | 0.261486710161052 | 0.522973420322104 | 0.738513289838948 |
28 | 0.215168819828684 | 0.430337639657367 | 0.784831180171316 |
29 | 0.159913419401369 | 0.319826838802738 | 0.840086580598631 |
30 | 0.117381469203035 | 0.23476293840607 | 0.882618530796965 |
31 | 0.114825585476265 | 0.229651170952529 | 0.885174414523735 |
32 | 0.119977270242719 | 0.239954540485438 | 0.880022729757281 |
33 | 0.141010413149694 | 0.282020826299389 | 0.858989586850305 |
34 | 0.106193875735418 | 0.212387751470836 | 0.893806124264582 |
35 | 0.081036672571598 | 0.162073345143196 | 0.918963327428402 |
36 | 0.0891684376476727 | 0.178336875295345 | 0.910831562352327 |
37 | 0.0751098654301477 | 0.150219730860295 | 0.924890134569852 |
38 | 0.0700649409855357 | 0.140129881971071 | 0.929935059014464 |
39 | 0.0879975713451135 | 0.175995142690227 | 0.912002428654887 |
40 | 0.197235914464355 | 0.394471828928711 | 0.802764085535645 |
41 | 0.17404923089411 | 0.348098461788221 | 0.82595076910589 |
42 | 0.139147241374066 | 0.278294482748132 | 0.860852758625934 |
43 | 0.112088055812546 | 0.224176111625093 | 0.887911944187454 |
44 | 0.11123177459661 | 0.222463549193219 | 0.88876822540339 |
45 | 0.103305632460282 | 0.206611264920564 | 0.896694367539718 |
46 | 0.0942350843472674 | 0.188470168694535 | 0.905764915652733 |
47 | 0.0937115370798009 | 0.187423074159602 | 0.906288462920199 |
48 | 0.0735863810386564 | 0.147172762077313 | 0.926413618961344 |
49 | 0.0596433388790835 | 0.119286677758167 | 0.940356661120917 |
50 | 0.0526080388257768 | 0.105216077651554 | 0.947391961174223 |
51 | 0.059052034332514 | 0.118104068665028 | 0.940947965667486 |
52 | 0.0460949736187889 | 0.0921899472375777 | 0.953905026381211 |
53 | 0.0397364704597734 | 0.0794729409195468 | 0.960263529540227 |
54 | 0.0309222122488783 | 0.0618444244977565 | 0.969077787751122 |
55 | 0.0500728474584726 | 0.100145694916945 | 0.949927152541527 |
56 | 0.0571227264850604 | 0.114245452970121 | 0.94287727351494 |
57 | 0.146064004340411 | 0.292128008680821 | 0.85393599565959 |
58 | 0.118859754565946 | 0.237719509131892 | 0.881140245434054 |
59 | 0.209043079929441 | 0.418086159858881 | 0.79095692007056 |
60 | 0.177652897182419 | 0.355305794364839 | 0.822347102817581 |
61 | 0.14832889082245 | 0.296657781644901 | 0.85167110917755 |
62 | 0.139782830670743 | 0.279565661341486 | 0.860217169329257 |
63 | 0.12896691490674 | 0.25793382981348 | 0.87103308509326 |
64 | 0.106692820381361 | 0.213385640762722 | 0.893307179618639 |
65 | 0.0861606787252574 | 0.172321357450515 | 0.913839321274743 |
66 | 0.09991218963604 | 0.19982437927208 | 0.90008781036396 |
67 | 0.0829412960608948 | 0.16588259212179 | 0.917058703939105 |
68 | 0.0701084028142471 | 0.140216805628494 | 0.929891597185753 |
69 | 0.0701694617764548 | 0.14033892355291 | 0.929830538223545 |
70 | 0.165167104510032 | 0.330334209020064 | 0.834832895489968 |
71 | 0.202955879621606 | 0.405911759243212 | 0.797044120378394 |
72 | 0.191319140296455 | 0.382638280592909 | 0.808680859703545 |
73 | 0.218113156759861 | 0.436226313519721 | 0.78188684324014 |
74 | 0.254845853289674 | 0.509691706579349 | 0.745154146710326 |
75 | 0.249568012682605 | 0.499136025365209 | 0.750431987317395 |
76 | 0.229790032267832 | 0.459580064535664 | 0.770209967732168 |
77 | 0.246729718778746 | 0.493459437557492 | 0.753270281221254 |
78 | 0.390110285515343 | 0.780220571030687 | 0.609889714484657 |
79 | 0.36801407997603 | 0.73602815995206 | 0.63198592002397 |
80 | 0.40933768404624 | 0.81867536809248 | 0.59066231595376 |
81 | 0.3972186010843 | 0.7944372021686 | 0.6027813989157 |
82 | 0.448689175875223 | 0.897378351750447 | 0.551310824124777 |
83 | 0.605355423071365 | 0.78928915385727 | 0.394644576928635 |
84 | 0.580528984449833 | 0.838942031100334 | 0.419471015550167 |
85 | 0.550329400940566 | 0.899341198118867 | 0.449670599059434 |
86 | 0.611197300333057 | 0.777605399333886 | 0.388802699666943 |
87 | 0.596551928880298 | 0.806896142239404 | 0.403448071119702 |
88 | 0.616693074720702 | 0.766613850558596 | 0.383306925279298 |
89 | 0.584382791506264 | 0.831234416987472 | 0.415617208493736 |
90 | 0.88906332857254 | 0.22187334285492 | 0.11093667142746 |
91 | 0.863638127329935 | 0.27272374534013 | 0.136361872670065 |
92 | 0.83294319727758 | 0.334113605444839 | 0.167056802722419 |
93 | 0.803605980798787 | 0.392788038402426 | 0.196394019201213 |
94 | 0.87196166965719 | 0.25607666068562 | 0.12803833034281 |
95 | 0.841795106243104 | 0.316409787513792 | 0.158204893756896 |
96 | 0.822791814954097 | 0.354416370091806 | 0.177208185045903 |
97 | 0.786069888977695 | 0.42786022204461 | 0.213930111022305 |
98 | 0.814314001070947 | 0.371371997858106 | 0.185685998929053 |
99 | 0.808453482932942 | 0.383093034134116 | 0.191546517067058 |
100 | 0.840267378429263 | 0.319465243141474 | 0.159732621570737 |
101 | 0.810343404431652 | 0.379313191136695 | 0.189656595568348 |
102 | 0.824357125350682 | 0.351285749298637 | 0.175642874649318 |
103 | 0.906974952417128 | 0.186050095165744 | 0.093025047582872 |
104 | 0.914567424973427 | 0.170865150053145 | 0.0854325750265727 |
105 | 0.907963677644116 | 0.184072644711768 | 0.0920363223558838 |
106 | 0.884336421634771 | 0.231327156730457 | 0.115663578365229 |
107 | 0.882428984278536 | 0.235142031442927 | 0.117571015721464 |
108 | 0.941562873293554 | 0.116874253412892 | 0.058437126706446 |
109 | 0.924192179726878 | 0.151615640546243 | 0.0758078202731217 |
110 | 0.901286778130256 | 0.197426443739488 | 0.0987132218697442 |
111 | 0.89617341943516 | 0.207653161129681 | 0.103826580564841 |
112 | 0.916163803576935 | 0.167672392846131 | 0.0838361964230654 |
113 | 0.918930443843356 | 0.162139112313288 | 0.081069556156644 |
114 | 0.932369479712735 | 0.135261040574529 | 0.0676305202872646 |
115 | 0.923107279450628 | 0.153785441098744 | 0.076892720549372 |
116 | 0.896980199774387 | 0.206039600451227 | 0.103019800225613 |
117 | 0.98306990078079 | 0.0338601984384209 | 0.0169300992192105 |
118 | 0.976011727820492 | 0.0479765443590162 | 0.0239882721795081 |
119 | 0.963947947835597 | 0.0721041043288052 | 0.0360520521644026 |
120 | 0.95799874758899 | 0.084002504822021 | 0.0420012524110105 |
121 | 0.947388228608616 | 0.105223542782768 | 0.0526117713913838 |
122 | 0.922064312977104 | 0.155871374045792 | 0.0779356870228959 |
123 | 0.892698204926431 | 0.214603590147138 | 0.107301795073569 |
124 | 0.891849527397142 | 0.216300945205716 | 0.108150472602858 |
125 | 0.985209257944197 | 0.029581484111606 | 0.014790742055803 |
126 | 0.989240263319242 | 0.0215194733615169 | 0.0107597366807584 |
127 | 0.980385228119905 | 0.0392295437601902 | 0.0196147718800951 |
128 | 0.966156834127446 | 0.067686331745108 | 0.033843165872554 |
129 | 0.941352384041516 | 0.117295231916968 | 0.0586476159584841 |
130 | 0.94145860778673 | 0.117082784426542 | 0.058541392213271 |
131 | 0.926967062312595 | 0.14606587537481 | 0.0730329376874052 |
132 | 0.876202132658159 | 0.247595734683682 | 0.123797867341841 |
133 | 0.8123913451343 | 0.375217309731399 | 0.187608654865699 |
134 | 0.922995933966104 | 0.154008132067791 | 0.0770040660338956 |
135 | 0.872045346470106 | 0.255909307059789 | 0.127954653529894 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 0 | 0 | OK |
5% type I error level | 5 | 0.0420168067226891 | OK |
10% type I error level | 11 | 0.092436974789916 | OK |