Multiple Linear Regression - Estimated Regression Equation |
CorrectAnalysis[t] = + 0.0215041196751008 + 0.0917869455969147Treatment[t] + 0.122363115759949Useful[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) | 0.0215041196751008 | 0.027348 | 0.7863 | 0.432908 | 0.216454 |
Treatment | 0.0917869455969147 | 0.048126 | 1.9072 | 0.058393 | 0.029196 |
Useful | 0.122363115759949 | 0.047746 | 2.5628 | 0.011361 | 0.00568 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.25689801514999 |
R-squared | 0.0659965901880047 |
Adjusted R-squared | 0.0536256840977795 |
F-TEST (value) | 5.33482266429554 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 151 |
p-value | 0.00577176793129208 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.26161352467213 |
Sum Squared Residuals | 10.3346870799977 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 0.113291065272015 | -0.113291065272015 |
2 | 0 | 0.021504119675101 | -0.021504119675101 |
3 | 0 | 0.0215041196751008 | -0.0215041196751008 |
4 | 0 | 0.0215041196751008 | -0.0215041196751008 |
5 | 0 | 0.0215041196751008 | -0.0215041196751008 |
6 | 0 | 0.143867235435049 | -0.143867235435049 |
7 | 0 | 0.0215041196751008 | -0.0215041196751008 |
8 | 0 | 0.113291065272015 | -0.113291065272015 |
9 | 0 | 0.0215041196751008 | -0.0215041196751008 |
10 | 0 | 0.0215041196751008 | -0.0215041196751008 |
11 | 0 | 0.113291065272015 | -0.113291065272015 |
12 | 0 | 0.0215041196751008 | -0.0215041196751008 |
13 | 0 | 0.143867235435049 | -0.143867235435049 |
14 | 0 | 0.113291065272015 | -0.113291065272015 |
15 | 0 | 0.143867235435049 | -0.143867235435049 |
16 | 0 | 0.235654181031964 | -0.235654181031964 |
17 | 1 | 0.235654181031964 | 0.764345818968036 |
18 | 0 | 0.113291065272015 | -0.113291065272015 |
19 | 0 | 0.0215041196751008 | -0.0215041196751008 |
20 | 1 | 0.235654181031964 | 0.764345818968036 |
21 | 0 | 0.143867235435049 | -0.143867235435049 |
22 | 0 | 0.143867235435049 | -0.143867235435049 |
23 | 0 | 0.143867235435049 | -0.143867235435049 |
24 | 0 | 0.143867235435049 | -0.143867235435049 |
25 | 0 | 0.113291065272015 | -0.113291065272015 |
26 | 0 | 0.143867235435049 | -0.143867235435049 |
27 | 0 | 0.0215041196751008 | -0.0215041196751008 |
28 | 0 | 0.0215041196751008 | -0.0215041196751008 |
29 | 0 | 0.0215041196751008 | -0.0215041196751008 |
30 | 0 | 0.143867235435049 | -0.143867235435049 |
31 | 0 | 0.0215041196751008 | -0.0215041196751008 |
32 | 0 | 0.0215041196751008 | -0.0215041196751008 |
33 | 0 | 0.143867235435049 | -0.143867235435049 |
34 | 0 | 0.113291065272015 | -0.113291065272015 |
35 | 0 | 0.0215041196751008 | -0.0215041196751008 |
36 | 0 | 0.0215041196751008 | -0.0215041196751008 |
37 | 0 | 0.235654181031964 | -0.235654181031964 |
38 | 0 | 0.0215041196751008 | -0.0215041196751008 |
39 | 0 | 0.143867235435049 | -0.143867235435049 |
40 | 0 | 0.235654181031964 | -0.235654181031964 |
41 | 1 | 0.143867235435049 | 0.856132764564951 |
42 | 0 | 0.0215041196751008 | -0.0215041196751008 |
43 | 0 | 0.143867235435049 | -0.143867235435049 |
44 | 0 | 0.113291065272015 | -0.113291065272015 |
45 | 0 | 0.143867235435049 | -0.143867235435049 |
46 | 0 | 0.143867235435049 | -0.143867235435049 |
47 | 0 | 0.0215041196751008 | -0.0215041196751008 |
48 | 0 | 0.0215041196751008 | -0.0215041196751008 |
49 | 0 | 0.143867235435049 | -0.143867235435049 |
50 | 0 | 0.0215041196751008 | -0.0215041196751008 |
51 | 0 | 0.113291065272015 | -0.113291065272015 |
52 | 1 | 0.235654181031964 | 0.764345818968036 |
53 | 0 | 0.0215041196751008 | -0.0215041196751008 |
54 | 1 | 0.0215041196751008 | 0.978495880324899 |
55 | 0 | 0.0215041196751008 | -0.0215041196751008 |
56 | 0 | 0.113291065272015 | -0.113291065272015 |
57 | 0 | 0.143867235435049 | -0.143867235435049 |
58 | 0 | 0.0215041196751008 | -0.0215041196751008 |
59 | 0 | 0.0215041196751008 | -0.0215041196751008 |
60 | 1 | 0.235654181031964 | 0.764345818968036 |
61 | 0 | 0.113291065272015 | -0.113291065272015 |
62 | 0 | 0.143867235435049 | -0.143867235435049 |
63 | 0 | 0.0215041196751008 | -0.0215041196751008 |
64 | 0 | 0.113291065272015 | -0.113291065272015 |
65 | 0 | 0.0215041196751008 | -0.0215041196751008 |
66 | 0 | 0.0215041196751008 | -0.0215041196751008 |
67 | 1 | 0.235654181031964 | 0.764345818968036 |
68 | 0 | 0.0215041196751008 | -0.0215041196751008 |
69 | 0 | 0.0215041196751008 | -0.0215041196751008 |
70 | 0 | 0.0215041196751008 | -0.0215041196751008 |
71 | 0 | 0.0215041196751008 | -0.0215041196751008 |
72 | 0 | 0.0215041196751008 | -0.0215041196751008 |
73 | 0 | 0.0215041196751008 | -0.0215041196751008 |
74 | 0 | 0.0215041196751008 | -0.0215041196751008 |
75 | 0 | 0.0215041196751008 | -0.0215041196751008 |
76 | 0 | 0.235654181031964 | -0.235654181031964 |
77 | 0 | 0.0215041196751008 | -0.0215041196751008 |
78 | 0 | 0.143867235435049 | -0.143867235435049 |
79 | 1 | 0.113291065272015 | 0.886708934727985 |
80 | 0 | 0.235654181031964 | -0.235654181031964 |
81 | 0 | 0.0215041196751008 | -0.0215041196751008 |
82 | 0 | 0.0215041196751008 | -0.0215041196751008 |
83 | 0 | 0.0215041196751008 | -0.0215041196751008 |
84 | 1 | 0.0215041196751008 | 0.978495880324899 |
85 | 0 | 0.143867235435049 | -0.143867235435049 |
86 | 0 | 0.0215041196751008 | -0.0215041196751008 |
87 | 0 | 0.0215041196751008 | -0.0215041196751008 |
88 | 0 | 0.113291065272015 | -0.113291065272015 |
89 | 0 | 0.0215041196751008 | -0.0215041196751008 |
90 | 0 | 0.0215041196751008 | -0.0215041196751008 |
91 | 0 | 0.143867235435049 | -0.143867235435049 |
92 | 0 | 0.113291065272015 | -0.113291065272015 |
93 | 0 | 0.143867235435049 | -0.143867235435049 |
94 | 0 | 0.0215041196751008 | -0.0215041196751008 |
95 | 0 | 0.113291065272015 | -0.113291065272015 |
96 | 0 | 0.0215041196751008 | -0.0215041196751008 |
97 | 0 | 0.113291065272015 | -0.113291065272015 |
98 | 0 | 0.0215041196751008 | -0.0215041196751008 |
99 | 0 | 0.0215041196751008 | -0.0215041196751008 |
100 | 0 | 0.0215041196751008 | -0.0215041196751008 |
101 | 0 | 0.0215041196751008 | -0.0215041196751008 |
102 | 0 | 0.0215041196751008 | -0.0215041196751008 |
103 | 0 | 0.0215041196751008 | -0.0215041196751008 |
104 | 0 | 0.0215041196751008 | -0.0215041196751008 |
105 | 0 | 0.113291065272015 | -0.113291065272015 |
106 | 0 | 0.0215041196751008 | -0.0215041196751008 |
107 | 0 | 0.0215041196751008 | -0.0215041196751008 |
108 | 0 | 0.113291065272015 | -0.113291065272015 |
109 | 0 | 0.0215041196751008 | -0.0215041196751008 |
110 | 0 | 0.0215041196751008 | -0.0215041196751008 |
111 | 0 | 0.235654181031964 | -0.235654181031964 |
112 | 0 | 0.113291065272015 | -0.113291065272015 |
113 | 0 | 0.0215041196751008 | -0.0215041196751008 |
114 | 0 | 0.113291065272015 | -0.113291065272015 |
115 | 0 | 0.0215041196751008 | -0.0215041196751008 |
116 | 0 | 0.0215041196751008 | -0.0215041196751008 |
117 | 0 | 0.0215041196751008 | -0.0215041196751008 |
118 | 0 | 0.0215041196751008 | -0.0215041196751008 |
119 | 0 | 0.0215041196751008 | -0.0215041196751008 |
120 | 0 | 0.0215041196751008 | -0.0215041196751008 |
121 | 0 | 0.0215041196751008 | -0.0215041196751008 |
122 | 0 | 0.0215041196751008 | -0.0215041196751008 |
123 | 0 | 0.113291065272015 | -0.113291065272015 |
124 | 0 | 0.143867235435049 | -0.143867235435049 |
125 | 0 | 0.0215041196751008 | -0.0215041196751008 |
126 | 0 | 0.113291065272015 | -0.113291065272015 |
127 | 0 | 0.143867235435049 | -0.143867235435049 |
128 | 0 | 0.0215041196751008 | -0.0215041196751008 |
129 | 0 | 0.0215041196751008 | -0.0215041196751008 |
130 | 0 | 0.0215041196751008 | -0.0215041196751008 |
131 | 0 | 0.0215041196751008 | -0.0215041196751008 |
132 | 0 | 0.0215041196751008 | -0.0215041196751008 |
133 | 0 | 0.0215041196751008 | -0.0215041196751008 |
134 | 0 | 0.0215041196751008 | -0.0215041196751008 |
135 | 0 | 0.0215041196751008 | -0.0215041196751008 |
136 | 0 | 0.0215041196751008 | -0.0215041196751008 |
137 | 0 | 0.143867235435049 | -0.143867235435049 |
138 | 0 | 0.235654181031964 | -0.235654181031964 |
139 | 0 | 0.113291065272015 | -0.113291065272015 |
140 | 0 | 0.0215041196751008 | -0.0215041196751008 |
141 | 1 | 0.0215041196751008 | 0.978495880324899 |
142 | 0 | 0.113291065272015 | -0.113291065272015 |
143 | 0 | 0.0215041196751008 | -0.0215041196751008 |
144 | 0 | 0.143867235435049 | -0.143867235435049 |
145 | 0 | 0.143867235435049 | -0.143867235435049 |
146 | 0 | 0.113291065272015 | -0.113291065272015 |
147 | 0 | 0.113291065272015 | -0.113291065272015 |
148 | 0 | 0.113291065272015 | -0.113291065272015 |
149 | 0 | 0.0215041196751008 | -0.0215041196751008 |
150 | 0 | 0.143867235435049 | -0.143867235435049 |
151 | 0 | 0.0215041196751008 | -0.0215041196751008 |
152 | 1 | 0.0215041196751008 | 0.978495880324899 |
153 | 1 | 0.143867235435049 | 0.856132764564951 |
154 | 0 | 0.0215041196751008 | -0.0215041196751008 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0 | 0 | 1 |
7 | 0 | 0 | 1 |
8 | 0 | 0 | 1 |
9 | 0 | 0 | 1 |
10 | 0 | 0 | 1 |
11 | 0 | 0 | 1 |
12 | 0 | 0 | 1 |
13 | 0 | 0 | 1 |
14 | 0 | 0 | 1 |
15 | 0 | 0 | 1 |
16 | 0 | 0 | 1 |
17 | 0.235506155632641 | 0.471012311265282 | 0.764493844367359 |
18 | 0.18445972800072 | 0.368919456001439 | 0.81554027199928 |
19 | 0.136826575146915 | 0.273653150293831 | 0.863173424853085 |
20 | 0.501197129304686 | 0.997605741390628 | 0.498802870695314 |
21 | 0.470187184356129 | 0.940374368712259 | 0.529812815643871 |
22 | 0.428493425617559 | 0.856986851235117 | 0.571506574382441 |
23 | 0.381885195585333 | 0.763770391170667 | 0.618114804414667 |
24 | 0.333854551165765 | 0.66770910233153 | 0.666145448834235 |
25 | 0.294793183732253 | 0.589586367464505 | 0.705206816267747 |
26 | 0.252140636056711 | 0.504281272113422 | 0.747859363943289 |
27 | 0.20840273022927 | 0.41680546045854 | 0.79159726977073 |
28 | 0.169184067168968 | 0.338368134337937 | 0.830815932831032 |
29 | 0.134923666144855 | 0.26984733228971 | 0.865076333855145 |
30 | 0.11002341785367 | 0.22004683570734 | 0.88997658214633 |
31 | 0.0853184567730165 | 0.170636913546033 | 0.914681543226983 |
32 | 0.0650174569099254 | 0.130034913819851 | 0.934982543090075 |
33 | 0.0510315239019784 | 0.102063047803957 | 0.948968476098022 |
34 | 0.0419500688731941 | 0.0839001377463882 | 0.958049931126806 |
35 | 0.030900603654708 | 0.0618012073094161 | 0.969099396345292 |
36 | 0.0223818739880699 | 0.0447637479761397 | 0.97761812601193 |
37 | 0.0262579609774463 | 0.0525159219548926 | 0.973742039022554 |
38 | 0.0188384887678322 | 0.0376769775356643 | 0.981161511232168 |
39 | 0.0140380971015516 | 0.0280761942031032 | 0.985961902898448 |
40 | 0.0147063469522856 | 0.0294126939045711 | 0.985293653047714 |
41 | 0.287248440791284 | 0.574496881582567 | 0.712751559208716 |
42 | 0.243802126727442 | 0.487604253454885 | 0.756197873272558 |
43 | 0.214540500447171 | 0.429081000894343 | 0.785459499552829 |
44 | 0.182794405276015 | 0.365588810552031 | 0.817205594723984 |
45 | 0.158307191681882 | 0.316614383363764 | 0.841692808318118 |
46 | 0.135890379534388 | 0.271780759068775 | 0.864109620465612 |
47 | 0.10988539685026 | 0.219770793700519 | 0.89011460314974 |
48 | 0.0877327072102159 | 0.175465414420432 | 0.912267292789784 |
49 | 0.0734101499861751 | 0.14682029997235 | 0.926589850013825 |
50 | 0.0573630373062232 | 0.114726074612446 | 0.942636962693777 |
51 | 0.0458815090238079 | 0.0917630180476159 | 0.954118490976192 |
52 | 0.229305932877225 | 0.458611865754451 | 0.770694067122775 |
53 | 0.194456649406289 | 0.388913298812579 | 0.805543350593711 |
54 | 0.794619062709894 | 0.410761874580212 | 0.205380937290106 |
55 | 0.758582179206983 | 0.482835641586034 | 0.241417820793017 |
56 | 0.727519488824988 | 0.544961022350024 | 0.272480511175012 |
57 | 0.697746318802067 | 0.604507362395866 | 0.302253681197933 |
58 | 0.654795296362701 | 0.690409407274599 | 0.345204703637299 |
59 | 0.609870776241852 | 0.780258447516297 | 0.390129223758148 |
60 | 0.868260525159078 | 0.263478949681845 | 0.131739474840922 |
61 | 0.847667122127019 | 0.304665755745961 | 0.152332877872981 |
62 | 0.826201242440231 | 0.347597515119538 | 0.173798757559769 |
63 | 0.794748761846956 | 0.410502476306089 | 0.205251238153044 |
64 | 0.767289057766098 | 0.465421884467805 | 0.232710942233902 |
65 | 0.730452941749509 | 0.539094116500982 | 0.269547058250491 |
66 | 0.690970229014411 | 0.618059541971178 | 0.309029770985589 |
67 | 0.924127974296372 | 0.151744051407256 | 0.0758720257036281 |
68 | 0.906614276071696 | 0.186771447856609 | 0.0933857239283043 |
69 | 0.886308634793803 | 0.227382730412393 | 0.113691365206197 |
70 | 0.863068850362488 | 0.273862299275024 | 0.136931149637512 |
71 | 0.836811825374177 | 0.326376349251647 | 0.163188174625823 |
72 | 0.807524620508134 | 0.384950758983732 | 0.192475379491866 |
73 | 0.775273134928514 | 0.449453730142971 | 0.224726865071486 |
74 | 0.740207573091169 | 0.519584853817663 | 0.259792426908831 |
75 | 0.702564023357344 | 0.594871953285312 | 0.297435976642656 |
76 | 0.70016641803078 | 0.599667163938441 | 0.29983358196922 |
77 | 0.66002966252118 | 0.67994067495764 | 0.33997033747882 |
78 | 0.62623086127175 | 0.747538277456499 | 0.37376913872825 |
79 | 0.954982995194138 | 0.0900340096117242 | 0.0450170048058621 |
80 | 0.952449858872643 | 0.0951002822547139 | 0.047550141127357 |
81 | 0.940193089658209 | 0.119613820683581 | 0.0598069103417905 |
82 | 0.925602681238797 | 0.148794637522407 | 0.0743973187612033 |
83 | 0.908455790518471 | 0.183088418963059 | 0.0915442094815293 |
84 | 0.998606403469263 | 0.00278719306147377 | 0.00139359653073689 |
85 | 0.998100861067503 | 0.00379827786499457 | 0.00189913893249729 |
86 | 0.997262349082346 | 0.00547530183530836 | 0.00273765091765418 |
87 | 0.99610210745897 | 0.00779578508206039 | 0.00389789254103019 |
88 | 0.994813915571641 | 0.0103721688567185 | 0.00518608442835925 |
89 | 0.992775927518229 | 0.0144481449635424 | 0.00722407248177118 |
90 | 0.990059647018635 | 0.0198807059627299 | 0.00994035298136496 |
91 | 0.987245032206009 | 0.0255099355879821 | 0.0127549677939911 |
92 | 0.983523808933523 | 0.0329523821329545 | 0.0164761910664772 |
93 | 0.979340423276707 | 0.0413191534465861 | 0.020659576723293 |
94 | 0.972696436164663 | 0.0546071276706749 | 0.0273035638353374 |
95 | 0.965483895482688 | 0.0690322090346249 | 0.0345161045173124 |
96 | 0.9553733229206 | 0.0892533541588002 | 0.0446266770794001 |
97 | 0.944418787599483 | 0.111162424801034 | 0.0555812124005169 |
98 | 0.929698222681678 | 0.140603554636643 | 0.0703017773183215 |
99 | 0.912123258809724 | 0.175753482380551 | 0.0878767411902756 |
100 | 0.8914341637917 | 0.217131672416601 | 0.1085658362083 |
101 | 0.86742193716103 | 0.26515612567794 | 0.13257806283897 |
102 | 0.839947244045705 | 0.32010551190859 | 0.160052755954295 |
103 | 0.808958264958983 | 0.382083470082033 | 0.191041735041017 |
104 | 0.774505877724514 | 0.450988244550972 | 0.225494122275486 |
105 | 0.739505951816094 | 0.520988096367813 | 0.260494048183906 |
106 | 0.698751721885731 | 0.602496556228539 | 0.301248278114269 |
107 | 0.655310515608917 | 0.689378968782165 | 0.344689484391083 |
108 | 0.61201065309658 | 0.775978693806839 | 0.38798934690342 |
109 | 0.564612722706132 | 0.870774554587735 | 0.435387277293868 |
110 | 0.516234799934709 | 0.967530400130582 | 0.483765200065291 |
111 | 0.482584601583076 | 0.965169203166151 | 0.517415398416924 |
112 | 0.434764818450684 | 0.869529636901367 | 0.565235181549316 |
113 | 0.386587194338515 | 0.77317438867703 | 0.613412805661485 |
114 | 0.340416932123058 | 0.680833864246115 | 0.659583067876942 |
115 | 0.295891320025463 | 0.591782640050925 | 0.704108679974537 |
116 | 0.254225811392804 | 0.508451622785609 | 0.745774188607196 |
117 | 0.215860799935992 | 0.431721599871985 | 0.784139200064008 |
118 | 0.181103354384436 | 0.362206708768871 | 0.818896645615564 |
119 | 0.150123201356666 | 0.300246402713332 | 0.849876798643334 |
120 | 0.122957498589545 | 0.24591499717909 | 0.877042501410455 |
121 | 0.0995233272034388 | 0.199046654406878 | 0.900476672796561 |
122 | 0.0796362093241049 | 0.15927241864821 | 0.920363790675895 |
123 | 0.061651931530509 | 0.123303863061018 | 0.938348068469491 |
124 | 0.0499522660196493 | 0.0999045320392987 | 0.950047733980351 |
125 | 0.0383579393392203 | 0.0767158786784407 | 0.96164206066078 |
126 | 0.0281643210413197 | 0.0563286420826394 | 0.97183567895868 |
127 | 0.0224001643980907 | 0.0448003287961814 | 0.977599835601909 |
128 | 0.0164672035077257 | 0.0329344070154515 | 0.983532796492274 |
129 | 0.0119823868840173 | 0.0239647737680345 | 0.988017613115983 |
130 | 0.00864842794770586 | 0.0172968558954117 | 0.991351572052294 |
131 | 0.00621043274014938 | 0.0124208654802988 | 0.993789567259851 |
132 | 0.00445664396099605 | 0.0089132879219921 | 0.995543356039004 |
133 | 0.00321653178576288 | 0.00643306357152575 | 0.996783468214237 |
134 | 0.0023572882590646 | 0.00471457651812919 | 0.997642711740935 |
135 | 0.00177993328774127 | 0.00355986657548254 | 0.998220066712259 |
136 | 0.0014167849693278 | 0.0028335699386556 | 0.998583215030672 |
137 | 0.00106210909726374 | 0.00212421819452748 | 0.998937890902736 |
138 | 0.000639014388834627 | 0.00127802877766925 | 0.999360985611165 |
139 | 0.000341827974961889 | 0.000683655949923777 | 0.999658172025038 |
140 | 0.000289258434520145 | 0.000578516869040289 | 0.99971074156548 |
141 | 0.00826073876504882 | 0.0165214775300976 | 0.991739261234951 |
142 | 0.00462016675400218 | 0.00924033350800437 | 0.995379833245998 |
143 | 0.00314164431690264 | 0.00628328863380528 | 0.996858355683097 |
144 | 0.00251233040995353 | 0.00502466081990705 | 0.997487669590046 |
145 | 0.00320273069544321 | 0.00640546139088643 | 0.996797269304557 |
146 | 0.00143462761762637 | 0.00286925523525274 | 0.998565372382374 |
147 | 0.000567725839737391 | 0.00113545167947478 | 0.999432274160263 |
148 | 0.000190634110162393 | 0.000381268220324786 | 0.999809365889838 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 31 | 0.216783216783217 | NOK |
5% type I error level | 47 | 0.328671328671329 | NOK |
10% type I error level | 59 | 0.412587412587413 | NOK |