Multiple Linear Regression - Estimated Regression Equation |
weight[t] = -0.0277869837865939 -0.0549338791955031PR4[t] -0.0722130162134062T[t] + 0.238267212528836PR_T[t] + 0.377142021639536Used[t] + 0.033969089471575T_Used[t] -0.00353535353535342PR_T_Used[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) | -0.0277869837865939 | 0.033203 | -0.8369 | 0.404011 | 0.202005 |
PR4 | -0.0549338791955031 | 0.043673 | -1.2578 | 0.210445 | 0.105222 |
T | -0.0722130162134062 | 0.087739 | -0.823 | 0.411819 | 0.205909 |
PR_T | 0.238267212528836 | 0.11358 | 2.0978 | 0.037634 | 0.018817 |
Used | 0.377142021639536 | 0.052481 | 7.1862 | 0 | 0 |
T_Used | 0.033969089471575 | 0.123341 | 0.2754 | 0.78339 | 0.391695 |
PR_T_Used | -0.00353535353535342 | 0.147149 | -0.024 | 0.980865 | 0.490432 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.649801557546475 |
R-squared | 0.422242064189825 |
Adjusted R-squared | 0.398660107626144 |
F-TEST (value) | 17.9053024311025 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 147 |
p-value | 1.55431223447522e-15 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.229709412787322 |
Sum Squared Residuals | 7.75666290549515 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0.2 | 0.0833333333333335 | 0.116666666666667 |
2 | -0.2 | -0.0827208629820971 | -0.117279137017903 |
3 | -0.2 | -0.0827208629820971 | -0.117279137017903 |
4 | -0.2 | -0.082720862982097 | -0.117279137017903 |
5 | -0.2 | -0.0827208629820975 | -0.117279137017903 |
6 | 0.4 | -0.0827208629820969 | 0.482720862982097 |
7 | -0.2 | -0.082720862982097 | -0.117279137017903 |
8 | -0.2 | 0.0833333333333334 | -0.283333333333333 |
9 | -0.2 | -0.082720862982097 | -0.117279137017903 |
10 | 0.2 | -0.082720862982097 | 0.282720862982097 |
11 | 0.2 | 0.0833333333333333 | 0.116666666666667 |
12 | -0.2 | -0.082720862982097 | -0.117279137017903 |
13 | 0.2 | 0.294421158657439 | -0.094421158657439 |
14 | 0.2 | 0.0833333333333333 | 0.116666666666667 |
15 | 0.2 | 0.294421158657439 | -0.094421158657439 |
16 | 0.2 | 0.490909090909091 | -0.290909090909091 |
17 | 1 | 0.490909090909091 | 0.509090909090909 |
18 | 0.2 | 0.0833333333333333 | 0.116666666666667 |
19 | -0.2 | -0.082720862982097 | -0.117279137017903 |
20 | 0.6 | 0.490909090909091 | 0.109090909090909 |
21 | 0.4 | -0.0827208629820969 | 0.482720862982097 |
22 | 0.6 | 0.294421158657439 | 0.305578841342561 |
23 | 0 | -0.082720862982097 | 0.082720862982097 |
24 | 0.4 | -0.0827208629820969 | 0.482720862982097 |
25 | 0 | 0.490909090909091 | -0.490909090909091 |
26 | 0.2 | 0.294421158657439 | -0.094421158657439 |
27 | 0.2 | -0.082720862982097 | 0.282720862982097 |
28 | 0 | 0.294421158657439 | -0.294421158657439 |
29 | -0.2 | -0.082720862982097 | -0.117279137017903 |
30 | 0 | -0.082720862982097 | 0.082720862982097 |
31 | -0.2 | -0.082720862982097 | -0.117279137017903 |
32 | 0.2 | -0.082720862982097 | 0.282720862982097 |
33 | 0.4 | -0.0827208629820969 | 0.482720862982097 |
34 | -0.2 | 0.0833333333333334 | -0.283333333333333 |
35 | -0.2 | -0.082720862982097 | -0.117279137017903 |
36 | -0.2 | -0.082720862982097 | -0.117279137017903 |
37 | 0.6 | 0.490909090909091 | 0.109090909090909 |
38 | 0 | 0.294421158657439 | -0.294421158657439 |
39 | 0 | -0.082720862982097 | 0.082720862982097 |
40 | 0 | 0.0833333333333332 | -0.0833333333333332 |
41 | 0.6 | 0.294421158657439 | 0.305578841342561 |
42 | 0 | 0.294421158657439 | -0.294421158657439 |
43 | 0.4 | -0.0827208629820969 | 0.482720862982097 |
44 | 0.2 | 0.0833333333333333 | 0.116666666666667 |
45 | 0 | -0.082720862982097 | 0.082720862982097 |
46 | 0 | -0.082720862982097 | 0.082720862982097 |
47 | -0.2 | -0.082720862982097 | -0.117279137017903 |
48 | -0.2 | -0.082720862982097 | -0.117279137017903 |
49 | 0 | -0.082720862982097 | 0.082720862982097 |
50 | -0.2 | -0.082720862982097 | -0.117279137017903 |
51 | 0 | 0.490909090909091 | -0.490909090909091 |
52 | 1 | 0.490909090909091 | 0.509090909090909 |
53 | -0.2 | -0.082720862982097 | -0.117279137017903 |
54 | 0.4 | 0.294421158657439 | 0.105578841342561 |
55 | -0.2 | -0.082720862982097 | -0.117279137017903 |
56 | 0 | 0.490909090909091 | -0.490909090909091 |
57 | 0.2 | 0.294421158657439 | -0.094421158657439 |
58 | -0.2 | -0.082720862982097 | -0.117279137017903 |
59 | -0.2 | -0.082720862982097 | -0.117279137017903 |
60 | 1 | 0.490909090909091 | 0.509090909090909 |
61 | 0.2 | 0.0833333333333333 | 0.116666666666667 |
62 | 0.2 | 0.294421158657439 | -0.094421158657439 |
63 | -0.2 | -0.082720862982097 | -0.117279137017903 |
64 | 0.2 | 0.0833333333333333 | 0.116666666666667 |
65 | -0.2 | -0.082720862982097 | -0.117279137017903 |
66 | -0.2 | -0.082720862982097 | -0.117279137017903 |
67 | 0.6 | 0.490909090909091 | 0.109090909090909 |
68 | 0.2 | -0.082720862982097 | 0.282720862982097 |
69 | -0.2 | -0.082720862982097 | -0.117279137017903 |
70 | 0 | 0.294421158657439 | -0.294421158657439 |
71 | -0.2 | -0.082720862982097 | -0.117279137017903 |
72 | -0.2 | -0.082720862982097 | -0.117279137017903 |
73 | 0 | 0.294421158657439 | -0.294421158657439 |
74 | 0.4 | 0.294421158657439 | 0.105578841342561 |
75 | -0.2 | -0.082720862982097 | -0.117279137017903 |
76 | 0 | 0.0833333333333332 | -0.0833333333333332 |
77 | -0.2 | -0.082720862982097 | -0.117279137017903 |
78 | 0.2 | 0.294421158657439 | -0.094421158657439 |
79 | 0.4 | 0.490909090909091 | -0.0909090909090909 |
80 | 0 | 0.0833333333333332 | -0.0833333333333332 |
81 | -0.2 | -0.082720862982097 | -0.117279137017903 |
82 | 0.4 | 0.294421158657439 | 0.105578841342561 |
83 | -0.2 | -0.082720862982097 | -0.117279137017903 |
84 | 0.4 | 0.294421158657439 | 0.105578841342561 |
85 | 0 | -0.082720862982097 | 0.082720862982097 |
86 | 0.2 | -0.082720862982097 | 0.282720862982097 |
87 | 0.2 | -0.0277869837865939 | 0.227786983786594 |
88 | 0.4 | 0.311111111111111 | 0.0888888888888889 |
89 | -0.2 | -0.0277869837865939 | -0.172213016213406 |
90 | -0.2 | -0.0277869837865939 | -0.172213016213406 |
91 | 0 | -0.0277869837865939 | 0.0277869837865939 |
92 | 0.2 | -0.1 | 0.3 |
93 | 0.4 | -0.0277869837865938 | 0.427786983786594 |
94 | -0.2 | -0.0277869837865939 | -0.172213016213406 |
95 | -0.2 | -0.1 | -0.1 |
96 | -0.2 | -0.0277869837865939 | -0.172213016213406 |
97 | 0.2 | -0.1 | 0.3 |
98 | -0.2 | -0.0277869837865939 | -0.172213016213406 |
99 | 0.2 | -0.0277869837865939 | 0.227786983786594 |
100 | -0.2 | -0.0277869837865939 | -0.172213016213406 |
101 | 0.2 | -0.0277869837865939 | 0.227786983786594 |
102 | -0.2 | -0.0277869837865939 | -0.172213016213406 |
103 | -0.2 | -0.0277869837865939 | -0.172213016213406 |
104 | -0.2 | -0.0277869837865939 | -0.172213016213406 |
105 | 0 | 0.311111111111111 | -0.311111111111111 |
106 | -0.2 | -0.0277869837865939 | -0.172213016213406 |
107 | -0.2 | -0.0277869837865939 | -0.172213016213406 |
108 | 0.4 | 0.311111111111111 | 0.0888888888888889 |
109 | -0.2 | -0.0277869837865939 | -0.172213016213406 |
110 | 0.2 | -0.0277869837865939 | 0.227786983786594 |
111 | 0.6 | 0.311111111111111 | 0.288888888888889 |
112 | -0.2 | -0.1 | -0.1 |
113 | 0 | 0.349355037852942 | -0.349355037852942 |
114 | 0.4 | 0.311111111111111 | 0.0888888888888889 |
115 | 0.2 | -0.0277869837865939 | 0.227786983786594 |
116 | -0.2 | -0.0277869837865939 | -0.172213016213406 |
117 | 0.2 | -0.0277869837865939 | 0.227786983786594 |
118 | 0.2 | -0.0277869837865939 | 0.227786983786594 |
119 | -0.2 | -0.0277869837865939 | -0.172213016213406 |
120 | -0.2 | -0.0277869837865939 | -0.172213016213406 |
121 | 0.2 | -0.0277869837865939 | 0.227786983786594 |
122 | -0.2 | -0.0277869837865939 | -0.172213016213406 |
123 | 0.4 | 0.311111111111111 | 0.0888888888888889 |
124 | 0.2 | 0.349355037852942 | -0.149355037852942 |
125 | -0.2 | -0.0277869837865939 | -0.172213016213406 |
126 | -0.2 | -0.1 | -0.1 |
127 | 0 | -0.0277869837865939 | 0.0277869837865939 |
128 | -0.2 | -0.0277869837865939 | -0.172213016213406 |
129 | -0.2 | -0.0277869837865939 | -0.172213016213406 |
130 | -0.2 | -0.0277869837865939 | -0.172213016213406 |
131 | 0.2 | -0.0277869837865939 | 0.227786983786594 |
132 | 0.2 | -0.0277869837865939 | 0.227786983786594 |
133 | 0.4 | 0.349355037852942 | 0.0506449621470578 |
134 | -0.2 | -0.0277869837865939 | -0.172213016213406 |
135 | -0.2 | -0.0277869837865939 | -0.172213016213406 |
136 | -0.2 | -0.0277869837865939 | -0.172213016213406 |
137 | 0.6 | 0.349355037852942 | 0.250644962147058 |
138 | 0.6 | 0.311111111111111 | 0.288888888888889 |
139 | -0.2 | -0.1 | -0.1 |
140 | -0.2 | -0.0277869837865939 | -0.172213016213406 |
141 | 0.4 | 0.349355037852942 | 0.0506449621470578 |
142 | 0 | 0.311111111111111 | -0.311111111111111 |
143 | 0.2 | -0.0277869837865939 | 0.227786983786594 |
144 | 0 | -0.0277869837865939 | 0.0277869837865939 |
145 | 0 | -0.0277869837865939 | 0.0277869837865939 |
146 | -0.2 | -0.1 | -0.1 |
147 | 0 | 0.311111111111111 | -0.311111111111111 |
148 | -0.2 | -0.1 | -0.1 |
149 | 0.2 | -0.0277869837865939 | 0.227786983786594 |
150 | 0 | -0.0277869837865939 | 0.0277869837865939 |
151 | -0.2 | -0.0277869837865939 | -0.172213016213406 |
152 | 0.8 | 0.349355037852942 | 0.450644962147058 |
153 | 1 | 0.349355037852942 | 0.650644962147058 |
154 | 0.4 | 0.349355037852942 | 0.0506449621470578 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.966575212795694 | 0.0668495744086128 | 0.0334247872043064 |
11 | 0.942812974712469 | 0.114374050575062 | 0.0571870252875312 |
12 | 0.905484493818227 | 0.189031012363546 | 0.0945155061817731 |
13 | 0.845984057306194 | 0.308031885387612 | 0.154015942693806 |
14 | 0.786465849349307 | 0.427068301301385 | 0.213534150650693 |
15 | 0.702657406904174 | 0.594685186191653 | 0.297342593095826 |
16 | 0.619879779856494 | 0.760240440287013 | 0.380120220143506 |
17 | 0.889337191572953 | 0.221325616854093 | 0.110662808427047 |
18 | 0.849306376648941 | 0.301387246702118 | 0.150693623351059 |
19 | 0.804743201710713 | 0.390513596578573 | 0.195256798289287 |
20 | 0.745174988581405 | 0.50965002283719 | 0.254825011418595 |
21 | 0.879881296693443 | 0.240237406613115 | 0.120118703306557 |
22 | 0.901207885942818 | 0.197584228114364 | 0.0987921140571821 |
23 | 0.867513962285221 | 0.264972075429558 | 0.132486037714779 |
24 | 0.931033168688053 | 0.137933662623893 | 0.0689668313119467 |
25 | 0.976641019714282 | 0.046717960571436 | 0.023358980285718 |
26 | 0.96798111042722 | 0.0640377791455601 | 0.0320188895727801 |
27 | 0.965981852800832 | 0.0680362943983363 | 0.0340181471991681 |
28 | 0.967765453733571 | 0.0644690925328582 | 0.0322345462664291 |
29 | 0.961236984291824 | 0.0775260314163518 | 0.0387630157081759 |
30 | 0.947040506687873 | 0.105918986624255 | 0.0529594933121274 |
31 | 0.936850836584702 | 0.126298326830597 | 0.0631491634152983 |
32 | 0.936181591615553 | 0.127636816768894 | 0.063818408384447 |
33 | 0.96686911373999 | 0.0662617725200198 | 0.0331308862600099 |
34 | 0.970469872805422 | 0.0590602543891554 | 0.0295301271945777 |
35 | 0.965346636681409 | 0.0693067266371813 | 0.0346533633185906 |
36 | 0.959009703334123 | 0.0819805933317547 | 0.0409902966658773 |
37 | 0.948757393887578 | 0.102485212224844 | 0.051242606112422 |
38 | 0.94888664223281 | 0.102226715534381 | 0.0511133577671903 |
39 | 0.934119287221 | 0.131761425558 | 0.0658807127790001 |
40 | 0.916787083183023 | 0.166425833633953 | 0.0832129168169767 |
41 | 0.937278399841468 | 0.125443200317064 | 0.0627216001585321 |
42 | 0.939850486759865 | 0.12029902648027 | 0.0601495132401352 |
43 | 0.97087943443983 | 0.0582411311203392 | 0.0291205655601696 |
44 | 0.963600604979398 | 0.0727987900412034 | 0.0363993950206017 |
45 | 0.95376159563904 | 0.0924768087219192 | 0.0462384043609596 |
46 | 0.942181213654991 | 0.115637572690019 | 0.0578187863450095 |
47 | 0.933816123118671 | 0.132367753762658 | 0.066183876881329 |
48 | 0.923927833895715 | 0.152144332208571 | 0.0760721661042853 |
49 | 0.907633657575965 | 0.184732684848069 | 0.0923663424240346 |
50 | 0.894393302692251 | 0.211213394615497 | 0.105606697307749 |
51 | 0.951409319270515 | 0.0971813614589693 | 0.0485906807294847 |
52 | 0.983179523445663 | 0.0336409531086747 | 0.0168204765543374 |
53 | 0.979401546289323 | 0.0411969074213544 | 0.0205984537106772 |
54 | 0.975121853329489 | 0.0497562933410229 | 0.0248781466705115 |
55 | 0.969730062990413 | 0.0605398740191735 | 0.0302699370095868 |
56 | 0.990502087806051 | 0.0189958243878983 | 0.00949791219394916 |
57 | 0.987239763433495 | 0.0255204731330093 | 0.0127602365665047 |
58 | 0.984053855938308 | 0.0318922881233844 | 0.0159461440616922 |
59 | 0.980123438094546 | 0.039753123810907 | 0.0198765619054535 |
60 | 0.992727100005017 | 0.0145457999899663 | 0.00727289999498313 |
61 | 0.990657292254859 | 0.018685415490282 | 0.009342707745141 |
62 | 0.987567996486219 | 0.0248640070275616 | 0.0124320035137808 |
63 | 0.984288543402211 | 0.0314229131955773 | 0.0157114565977886 |
64 | 0.980926041436473 | 0.038147917127054 | 0.019073958563527 |
65 | 0.976168534244945 | 0.0476629315101096 | 0.0238314657550548 |
66 | 0.97038437181566 | 0.0592312563686795 | 0.0296156281843397 |
67 | 0.964127979394571 | 0.0717440412108589 | 0.0358720206054294 |
68 | 0.971205442942032 | 0.0575891141159367 | 0.0287945570579684 |
69 | 0.964323368131323 | 0.0713532637373545 | 0.0356766318686772 |
70 | 0.968313843062621 | 0.0633723138747578 | 0.0316861569373789 |
71 | 0.960895883562336 | 0.0782082328753289 | 0.0391041164376645 |
72 | 0.952060288014935 | 0.0958794239701298 | 0.0479397119850649 |
73 | 0.96027881374915 | 0.0794423725016996 | 0.0397211862508498 |
74 | 0.952519602312709 | 0.0949607953745814 | 0.0474803976872907 |
75 | 0.942687953956418 | 0.114624092087164 | 0.0573120460435818 |
76 | 0.928673483447548 | 0.142653033104905 | 0.0713265165524523 |
77 | 0.915538662976259 | 0.168922674047482 | 0.0844613370237409 |
78 | 0.906459085373553 | 0.187081829252893 | 0.0935409146264467 |
79 | 0.886329249962485 | 0.227341500075031 | 0.113670750037515 |
80 | 0.862952067161025 | 0.274095865677949 | 0.137047932838975 |
81 | 0.845551467263133 | 0.308897065473735 | 0.154448532736867 |
82 | 0.824969346503462 | 0.350061306993077 | 0.175030653496538 |
83 | 0.811554221541329 | 0.376891556917342 | 0.188445778458671 |
84 | 0.79711472870375 | 0.405770542592499 | 0.20288527129625 |
85 | 0.770841087284962 | 0.458317825430076 | 0.229158912715038 |
86 | 0.752723517074438 | 0.494552965851124 | 0.247276482925562 |
87 | 0.742514734879021 | 0.514970530241959 | 0.25748526512098 |
88 | 0.705914246340192 | 0.588171507319616 | 0.294085753659808 |
89 | 0.698331319712525 | 0.60333736057495 | 0.301668680287475 |
90 | 0.674144829433321 | 0.651710341133359 | 0.325855170566679 |
91 | 0.631165925233221 | 0.737668149533558 | 0.368834074766779 |
92 | 0.64070885503752 | 0.718582289924959 | 0.35929114496248 |
93 | 0.755351034198394 | 0.489297931603212 | 0.244648965801606 |
94 | 0.737794153285761 | 0.524411693428478 | 0.262205846714239 |
95 | 0.719786528651438 | 0.560426942697123 | 0.280213471348562 |
96 | 0.697098031743528 | 0.605803936512945 | 0.302901968256472 |
97 | 0.734746204158766 | 0.530507591682469 | 0.265253795841234 |
98 | 0.710950646771772 | 0.578098706456455 | 0.289049353228228 |
99 | 0.719492309369731 | 0.561015381260538 | 0.280507690630269 |
100 | 0.694954645250393 | 0.610090709499215 | 0.305045354749608 |
101 | 0.704143649258106 | 0.591712701483789 | 0.295856350741894 |
102 | 0.678513564979453 | 0.642972870041094 | 0.321486435020547 |
103 | 0.651336374772132 | 0.697327250455735 | 0.348663625227868 |
104 | 0.623076308896184 | 0.753847382207632 | 0.376923691103816 |
105 | 0.664923664090615 | 0.67015267181877 | 0.335076335909385 |
106 | 0.637124597090182 | 0.725750805819637 | 0.362875402909818 |
107 | 0.608989754458426 | 0.782020491083149 | 0.391010245541574 |
108 | 0.566593921345715 | 0.866812157308571 | 0.433406078654285 |
109 | 0.537616718380205 | 0.924766563239589 | 0.462383281619795 |
110 | 0.54563189799831 | 0.90873620400338 | 0.45436810200169 |
111 | 0.57889623551352 | 0.84220752897296 | 0.42110376448648 |
112 | 0.53750575213475 | 0.924988495730499 | 0.46249424786525 |
113 | 0.70073873242174 | 0.59852253515652 | 0.29926126757826 |
114 | 0.664610784126786 | 0.670778431746428 | 0.335389215873214 |
115 | 0.677867339891511 | 0.644265320216979 | 0.322132660108489 |
116 | 0.648203036953892 | 0.703593926092217 | 0.351796963046108 |
117 | 0.662683264047233 | 0.674633471905535 | 0.337316735952767 |
118 | 0.681377390957598 | 0.637245218084805 | 0.318622609042402 |
119 | 0.647420724700883 | 0.705158550598235 | 0.352579275299118 |
120 | 0.61315013135205 | 0.773699737295899 | 0.38684986864795 |
121 | 0.632575712957148 | 0.734848574085705 | 0.367424287042852 |
122 | 0.59519504731791 | 0.809609905364179 | 0.40480495268209 |
123 | 0.563703190718924 | 0.872593618562153 | 0.436296809281076 |
124 | 0.64772656020474 | 0.704546879590519 | 0.35227343979526 |
125 | 0.611739154105948 | 0.776521691788104 | 0.388260845894052 |
126 | 0.551511580121059 | 0.896976839757881 | 0.448488419878941 |
127 | 0.486694134619999 | 0.973388269239999 | 0.513305865380001 |
128 | 0.447496995801268 | 0.894993991602536 | 0.552503004198732 |
129 | 0.4115847400616 | 0.8231694801232 | 0.5884152599384 |
130 | 0.380213118349919 | 0.760426236699838 | 0.619786881650081 |
131 | 0.381036625217136 | 0.762073250434272 | 0.618963374782864 |
132 | 0.393370194131135 | 0.78674038826227 | 0.606629805868865 |
133 | 0.382931191660323 | 0.765862383320647 | 0.617068808339677 |
134 | 0.337394723452351 | 0.674789446904702 | 0.662605276547649 |
135 | 0.298557545846519 | 0.597115091693038 | 0.701442454153481 |
136 | 0.268846166237718 | 0.537692332475437 | 0.731153833762282 |
137 | 0.215629552265822 | 0.431259104531644 | 0.784370447734178 |
138 | 0.479071429049547 | 0.958142858099094 | 0.520928570950453 |
139 | 0.380500198010278 | 0.761000396020556 | 0.619499801989722 |
140 | 0.363023397993653 | 0.726046795987307 | 0.636976602006347 |
141 | 0.418740192207645 | 0.83748038441529 | 0.581259807792355 |
142 | 0.312182264226934 | 0.624364528453868 | 0.687817735773066 |
143 | 0.261444172449133 | 0.522888344898267 | 0.738555827550867 |
144 | 0.152435291663575 | 0.30487058332715 | 0.847564708336425 |
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 | 14 | 0.103703703703704 | NOK |
10% type I error level | 37 | 0.274074074074074 | NOK |