Multiple Linear Regression - Estimated Regression Equation |
pre[t] = + 0.143397173040697 + 0.366634435319895post1[t] -0.0239273405447953post2[t] -0.0458517852672986post3[t] + 0.138407579476121post4[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) | 0.143397173040697 | 0.092159 | 1.556 | 0.122874 | 0.061437 |
post1 | 0.366634435319895 | 0.09493 | 3.8622 | 2e-04 | 1e-04 |
post2 | -0.0239273405447953 | 0.028669 | -0.8346 | 0.405932 | 0.202966 |
post3 | -0.0458517852672986 | 0.105828 | -0.4333 | 0.665755 | 0.332877 |
post4 | 0.138407579476121 | 0.059487 | 2.3267 | 0.022 | 0.011 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.445518250634305 |
R-squared | 0.198486511648251 |
Adjusted R-squared | 0.166425972114181 |
F-TEST (value) | 6.19099099805618 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 100 |
p-value | 0.000171370633102019 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.457670396270712 |
Sum Squared Residuals | 20.946219162259 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 0.691137405133653 | 0.308862594866347 |
2 | 1 | 0.786846767312835 | 0.213153232687165 |
3 | 0 | 0.576081830128295 | -0.576081830128295 |
4 | 0 | 0.143397173040697 | -0.143397173040697 |
5 | 1 | 0.602587402569415 | 0.397412597430585 |
6 | 1 | 0.740994982045536 | 0.259005017954464 |
7 | 1 | 0.740994982045536 | 0.259005017954464 |
8 | 0 | 0.602587402569415 | -0.602587402569415 |
9 | 0 | 0.645285619866355 | -0.645285619866355 |
10 | 1 | 0.76291942676804 | 0.23708057323196 |
11 | 0 | 0.324502969813758 | -0.324502969813758 |
12 | 0 | 0.464179823093294 | -0.464179823093294 |
13 | 0 | 0.416325142003703 | -0.416325142003703 |
14 | 0 | 0.786846767312835 | -0.786846767312835 |
15 | 0 | 0.143397173040697 | -0.143397173040697 |
16 | 1 | 0.740994982045536 | 0.259005017954464 |
17 | 1 | 0.76291942676804 | 0.23708057323196 |
18 | 1 | 0.533383612831354 | 0.466616387168646 |
19 | 0 | 0.740994982045536 | -0.740994982045536 |
20 | 0 | 0.0496907066838079 | -0.0496907066838079 |
21 | 1 | 0.693140300955946 | 0.306859699044054 |
22 | 1 | 0.486104267815797 | 0.513895732184203 |
23 | 0 | 0.0955424919511064 | -0.0955424919511064 |
24 | 1 | 0.143397173040697 | 0.856602826959303 |
25 | 1 | 0.66921296041115 | 0.33078703958885 |
26 | 1 | 0.0975453877733984 | 0.902454612226602 |
27 | 1 | 0.510031608360592 | 0.489968391639408 |
28 | 0 | 0.143397173040697 | -0.143397173040697 |
29 | 0 | 0.396284991448144 | -0.396284991448144 |
30 | 1 | 0.602587402569415 | 0.397412597430585 |
31 | 1 | 0.212600962778758 | 0.787399037221242 |
32 | 1 | 0.691137405133654 | 0.308862594866346 |
33 | 0 | 0.166749177511459 | -0.166749177511459 |
34 | 0 | 0.119469832495902 | -0.119469832495902 |
35 | 0 | 0.166749177511459 | -0.166749177511459 |
36 | 1 | 0.510031608360592 | 0.489968391639408 |
37 | 1 | 0.691137405133654 | 0.308862594866346 |
38 | 0 | 0.440252482548499 | -0.440252482548499 |
39 | 0 | 0.602587402569415 | -0.602587402569415 |
40 | 1 | 0.645285619866355 | 0.354714380133645 |
41 | 1 | 0.602587402569415 | 0.397412597430585 |
42 | 1 | 0.645285619866355 | 0.354714380133645 |
43 | 1 | 0.510031608360592 | 0.489968391639408 |
44 | 1 | 0.533383612831354 | 0.466616387168646 |
45 | 0 | 0.0975453877733984 | -0.0975453877733984 |
46 | 0 | 0.645285619866355 | -0.645285619866355 |
47 | 0 | 0.510031608360592 | -0.510031608360592 |
48 | 1 | 0.648439187836714 | 0.351560812163286 |
49 | 1 | 0.645285619866355 | 0.354714380133645 |
50 | 0 | 0.116891600599577 | -0.116891600599577 |
51 | 0 | 0.740994982045536 | -0.740994982045536 |
52 | 1 | 0.717067641500741 | 0.282932358499259 |
53 | 0 | 0.740994982045536 | -0.740994982045536 |
54 | 0 | 0.0476878108615159 | -0.0476878108615159 |
55 | 0 | 0.510031608360592 | -0.510031608360592 |
56 | 0 | 0.416325142003703 | -0.416325142003703 |
57 | 0 | 0.533383612831355 | -0.533383612831355 |
58 | 0 | 0.414322246181411 | -0.414322246181411 |
59 | 0 | 0.324502969813758 | -0.324502969813758 |
60 | 0 | 0.143397173040697 | -0.143397173040697 |
61 | 0 | 0.464179823093294 | -0.464179823093294 |
62 | 1 | 0.645285619866355 | 0.354714380133645 |
63 | 1 | 0.602587402569415 | 0.397412597430585 |
64 | 1 | 0.0975453877733984 | 0.902454612226602 |
65 | 0 | 0.32650586563605 | -0.32650586563605 |
66 | 0 | 0.648439187836714 | -0.648439187836714 |
67 | 0 | 0.740994982045536 | -0.740994982045536 |
68 | 0 | 0.143397173040697 | -0.143397173040697 |
69 | 1 | 0.506878040390234 | 0.493121959609766 |
70 | 1 | 0.645285619866355 | 0.354714380133645 |
71 | 0 | 0.462176927271002 | -0.462176927271002 |
72 | 0 | 0.510031608360592 | -0.510031608360592 |
73 | 0 | 0.510031608360592 | -0.510031608360592 |
74 | 0 | 0.414322246181411 | -0.414322246181411 |
75 | 1 | 0.740994982045536 | 0.259005017954464 |
76 | 1 | 0.374360546725641 | 0.625639453274359 |
77 | 0 | 0.350433206180846 | -0.350433206180846 |
78 | 1 | 0.693140300955946 | 0.306859699044054 |
79 | 1 | 0.374360546725641 | 0.625639453274359 |
80 | 1 | 0.693140300955946 | 0.306859699044054 |
81 | 0 | 0.374360546725641 | -0.374360546725641 |
82 | 0 | 0.27865118454646 | -0.27865118454646 |
83 | 0 | 0.27865118454646 | -0.27865118454646 |
84 | 1 | 0.374360546725641 | 0.625639453274359 |
85 | 0 | 0.143397173040697 | -0.143397173040697 |
86 | 0 | 0.27865118454646 | -0.27865118454646 |
87 | 1 | 0.143397173040697 | 0.856602826959303 |
88 | 1 | 0.645285619866355 | 0.354714380133645 |
89 | 0 | 0.32650586563605 | -0.32650586563605 |
90 | 0 | 0.0955424919511064 | -0.0955424919511064 |
91 | 1 | 0.510031608360592 | 0.489968391639408 |
92 | 1 | 0.740994982045536 | 0.259005017954464 |
93 | 1 | 0.414322246181411 | 0.585677753818589 |
94 | 0 | 0.740994982045536 | -0.740994982045536 |
95 | 1 | 0.740994982045536 | 0.259005017954464 |
96 | 1 | 0.740994982045536 | 0.259005017954464 |
97 | 1 | 0.645285619866355 | 0.354714380133645 |
98 | 1 | 0.645285619866355 | 0.354714380133645 |
99 | 0 | 0.143397173040697 | -0.143397173040697 |
100 | 0 | 0.143397173040697 | -0.143397173040697 |
101 | 1 | 0.462176927271002 | 0.537823072728998 |
102 | 0 | 0.350433206180846 | -0.350433206180846 |
103 | 0 | 0.143397173040697 | -0.143397173040697 |
104 | 0 | 0.32650586563605 | -0.32650586563605 |
105 | 0 | 0.486104267815797 | -0.486104267815797 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.623507556738781 | 0.752984886522439 | 0.376492443261219 |
9 | 0.551895473358155 | 0.89620905328369 | 0.448104526641845 |
10 | 0.416533495690247 | 0.833066991380493 | 0.583466504309754 |
11 | 0.294074399073192 | 0.588148798146383 | 0.705925600926808 |
12 | 0.207161546745936 | 0.414323093491873 | 0.792838453254064 |
13 | 0.147638587664965 | 0.295277175329929 | 0.852361412335035 |
14 | 0.575042416977252 | 0.849915166045496 | 0.424957583022748 |
15 | 0.478700858769201 | 0.957401717538401 | 0.521299141230799 |
16 | 0.407627476933581 | 0.815254953867162 | 0.592372523066419 |
17 | 0.33846774163008 | 0.67693548326016 | 0.66153225836992 |
18 | 0.406163603347991 | 0.812327206695983 | 0.593836396652009 |
19 | 0.546313125026786 | 0.907373749946428 | 0.453686874973214 |
20 | 0.50034473068105 | 0.999310538637899 | 0.49965526931895 |
21 | 0.488278872024608 | 0.976557744049216 | 0.511721127975392 |
22 | 0.505732275812128 | 0.988535448375744 | 0.494267724187872 |
23 | 0.430933201585002 | 0.861866403170004 | 0.569066798414998 |
24 | 0.578719368368722 | 0.842561263262556 | 0.421280631631278 |
25 | 0.590576760267641 | 0.818846479464717 | 0.409423239732359 |
26 | 0.731519663136748 | 0.536960673726504 | 0.268480336863252 |
27 | 0.713101704016216 | 0.573796591967568 | 0.286898295983784 |
28 | 0.681465227169493 | 0.637069545661014 | 0.318534772830507 |
29 | 0.662653938446277 | 0.674692123107446 | 0.337346061553723 |
30 | 0.635367368106765 | 0.729265263786469 | 0.364632631893235 |
31 | 0.707239844268743 | 0.585520311462514 | 0.292760155731257 |
32 | 0.691211009248877 | 0.617577981502247 | 0.308788990751123 |
33 | 0.642450775718987 | 0.715098448562026 | 0.357549224281013 |
34 | 0.595742258110928 | 0.808515483778143 | 0.404257741889072 |
35 | 0.54061744295702 | 0.91876511408596 | 0.45938255704298 |
36 | 0.518226093531219 | 0.963547812937562 | 0.481773906468781 |
37 | 0.489894271166391 | 0.979788542332782 | 0.510105728833609 |
38 | 0.502995921721963 | 0.994008156556075 | 0.497004078278037 |
39 | 0.551985390408516 | 0.896029219182968 | 0.448014609591484 |
40 | 0.551310426635552 | 0.897379146728895 | 0.448689573364448 |
41 | 0.531788997464091 | 0.936422005071819 | 0.468211002535909 |
42 | 0.518745849609006 | 0.962508300781988 | 0.481254150390994 |
43 | 0.512500415203808 | 0.974999169592385 | 0.487499584796192 |
44 | 0.50281557048838 | 0.994368859023239 | 0.49718442951162 |
45 | 0.44786341656373 | 0.895726833127459 | 0.55213658343627 |
46 | 0.491841416414697 | 0.983682832829393 | 0.508158583585303 |
47 | 0.541595330868584 | 0.916809338262831 | 0.458404669131416 |
48 | 0.531520107979086 | 0.936959784041828 | 0.468479892020914 |
49 | 0.515469231956588 | 0.969061536086824 | 0.484530768043412 |
50 | 0.460502943015734 | 0.921005886031468 | 0.539497056984266 |
51 | 0.536705341407892 | 0.926589317184216 | 0.463294658592108 |
52 | 0.507435650472246 | 0.985128699055508 | 0.492564349527754 |
53 | 0.580606720174301 | 0.838786559651397 | 0.419393279825699 |
54 | 0.525818511107275 | 0.94836297778545 | 0.474181488892725 |
55 | 0.549854709927627 | 0.900290580144745 | 0.450145290072373 |
56 | 0.566699708149831 | 0.866600583700337 | 0.433300291850169 |
57 | 0.626129912911472 | 0.747740174177057 | 0.373870087088528 |
58 | 0.61874709373173 | 0.76250581253654 | 0.38125290626827 |
59 | 0.575158736961984 | 0.849682526076032 | 0.424841263038016 |
60 | 0.522305570892483 | 0.955388858215034 | 0.477694429107517 |
61 | 0.69556049957586 | 0.608879000848279 | 0.30443950042414 |
62 | 0.676772121276405 | 0.64645575744719 | 0.323227878723595 |
63 | 0.643849242142718 | 0.712301515714565 | 0.356150757857282 |
64 | 0.67089868100701 | 0.658202637985979 | 0.32910131899299 |
65 | 0.640741868633185 | 0.718516262733631 | 0.359258131366815 |
66 | 0.631744473626151 | 0.736511052747698 | 0.368255526373849 |
67 | 0.743802253434644 | 0.512395493130711 | 0.256197746565356 |
68 | 0.694948938556404 | 0.610102122887191 | 0.305051061443596 |
69 | 0.662007781042153 | 0.675984437915693 | 0.337992218957847 |
70 | 0.629458779804831 | 0.741082440390337 | 0.370541220195169 |
71 | 0.633766320569581 | 0.732467358860838 | 0.366233679430419 |
72 | 0.669810189885978 | 0.660379620228045 | 0.330189810114022 |
73 | 0.729457777619632 | 0.541084444760736 | 0.270542222380368 |
74 | 0.752726439775712 | 0.494547120448576 | 0.247273560224288 |
75 | 0.702565144958145 | 0.594869710083709 | 0.297434855041855 |
76 | 0.771634250704796 | 0.456731498590407 | 0.228365749295204 |
77 | 0.741279587972427 | 0.517440824055146 | 0.258720412027573 |
78 | 0.692018005112939 | 0.615963989774121 | 0.307981994887061 |
79 | 0.791943864444754 | 0.416112271110493 | 0.208056135555246 |
80 | 0.747161336866678 | 0.505677326266644 | 0.252838663133322 |
81 | 0.706439864298326 | 0.587120271403348 | 0.293560135701674 |
82 | 0.6526998957501 | 0.6946002084998 | 0.3473001042499 |
83 | 0.597465073487541 | 0.805069853024917 | 0.402534926512459 |
84 | 0.771150521891642 | 0.457698956216716 | 0.228849478108358 |
85 | 0.707973520352519 | 0.584052959294962 | 0.292026479647481 |
86 | 0.648686050241912 | 0.702627899516176 | 0.351313949758088 |
87 | 0.905486514985965 | 0.189026970028069 | 0.0945134850140345 |
88 | 0.863962105305209 | 0.272075789389582 | 0.136037894694791 |
89 | 0.810728331635171 | 0.378543336729658 | 0.189271668364829 |
90 | 0.73697951438525 | 0.5260409712295 | 0.26302048561475 |
91 | 0.716558972011324 | 0.566882055977351 | 0.283441027988676 |
92 | 0.683191727966873 | 0.633616544066255 | 0.316808272033127 |
93 | 0.596225019818522 | 0.807549960362955 | 0.403774980181478 |
94 | 0.810608381737783 | 0.378783236524433 | 0.189391618262217 |
95 | 0.714817069051742 | 0.570365861896516 | 0.285182930948258 |
96 | 0.885564735789011 | 0.228870528421979 | 0.114435264210989 |
97 | 0.764537660534111 | 0.470924678931779 | 0.235462339465889 |
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 | 0 | 0 | OK |
10% type I error level | 0 | 0 | OK |