Multiple Linear Regression - Estimated Regression Equation |
CorrectAnalysis[t] = + 0.0476190476190476 + 0.213250517598344Treatment[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) | 0.0476190476190476 | 0.03712 | 1.2828 | 0.20308 | 0.10154 |
Treatment | 0.213250517598344 | 0.071779 | 2.9709 | 0.003871 | 0.001935 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.308359738983709 |
R-squared | 0.0950857286261013 |
Adjusted R-squared | 0.084312939681174 |
F-TEST (value) | 8.82647280218692 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 84 |
p-value | 0.00387075225747924 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.294633053980841 |
Sum Squared Residuals | 7.29192546583851 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 0.260869565217391 | -0.260869565217391 |
2 | 0 | 0.0476190476190475 | -0.0476190476190475 |
3 | 0 | 0.0476190476190476 | -0.0476190476190476 |
4 | 0 | 0.0476190476190476 | -0.0476190476190476 |
5 | 0 | 0.0476190476190476 | -0.0476190476190476 |
6 | 0 | 0.0476190476190476 | -0.0476190476190476 |
7 | 0 | 0.0476190476190476 | -0.0476190476190476 |
8 | 0 | 0.260869565217391 | -0.260869565217391 |
9 | 0 | 0.0476190476190476 | -0.0476190476190476 |
10 | 0 | 0.0476190476190476 | -0.0476190476190476 |
11 | 0 | 0.260869565217391 | -0.260869565217391 |
12 | 0 | 0.0476190476190476 | -0.0476190476190476 |
13 | 0 | 0.0476190476190476 | -0.0476190476190476 |
14 | 0 | 0.260869565217391 | -0.260869565217391 |
15 | 0 | 0.0476190476190476 | -0.0476190476190476 |
16 | 0 | 0.260869565217391 | -0.260869565217391 |
17 | 1 | 0.260869565217391 | 0.739130434782609 |
18 | 0 | 0.260869565217391 | -0.260869565217391 |
19 | 0 | 0.0476190476190476 | -0.0476190476190476 |
20 | 1 | 0.260869565217391 | 0.739130434782609 |
21 | 0 | 0.0476190476190476 | -0.0476190476190476 |
22 | 0 | 0.0476190476190476 | -0.0476190476190476 |
23 | 0 | 0.0476190476190476 | -0.0476190476190476 |
24 | 0 | 0.0476190476190476 | -0.0476190476190476 |
25 | 0 | 0.260869565217391 | -0.260869565217391 |
26 | 0 | 0.0476190476190476 | -0.0476190476190476 |
27 | 0 | 0.0476190476190476 | -0.0476190476190476 |
28 | 0 | 0.0476190476190476 | -0.0476190476190476 |
29 | 0 | 0.0476190476190476 | -0.0476190476190476 |
30 | 0 | 0.0476190476190476 | -0.0476190476190476 |
31 | 0 | 0.0476190476190476 | -0.0476190476190476 |
32 | 0 | 0.0476190476190476 | -0.0476190476190476 |
33 | 0 | 0.0476190476190476 | -0.0476190476190476 |
34 | 0 | 0.260869565217391 | -0.260869565217391 |
35 | 0 | 0.0476190476190476 | -0.0476190476190476 |
36 | 0 | 0.0476190476190476 | -0.0476190476190476 |
37 | 0 | 0.260869565217391 | -0.260869565217391 |
38 | 0 | 0.0476190476190476 | -0.0476190476190476 |
39 | 0 | 0.0476190476190476 | -0.0476190476190476 |
40 | 0 | 0.260869565217391 | -0.260869565217391 |
41 | 1 | 0.0476190476190478 | 0.952380952380952 |
42 | 0 | 0.0476190476190476 | -0.0476190476190476 |
43 | 0 | 0.0476190476190476 | -0.0476190476190476 |
44 | 0 | 0.260869565217391 | -0.260869565217391 |
45 | 0 | 0.0476190476190476 | -0.0476190476190476 |
46 | 0 | 0.0476190476190476 | -0.0476190476190476 |
47 | 0 | 0.0476190476190476 | -0.0476190476190476 |
48 | 0 | 0.0476190476190476 | -0.0476190476190476 |
49 | 0 | 0.0476190476190476 | -0.0476190476190476 |
50 | 0 | 0.0476190476190476 | -0.0476190476190476 |
51 | 0 | 0.260869565217391 | -0.260869565217391 |
52 | 1 | 0.260869565217391 | 0.739130434782609 |
53 | 0 | 0.0476190476190476 | -0.0476190476190476 |
54 | 1 | 0.0476190476190478 | 0.952380952380952 |
55 | 0 | 0.0476190476190476 | -0.0476190476190476 |
56 | 0 | 0.260869565217391 | -0.260869565217391 |
57 | 0 | 0.0476190476190476 | -0.0476190476190476 |
58 | 0 | 0.0476190476190476 | -0.0476190476190476 |
59 | 0 | 0.0476190476190476 | -0.0476190476190476 |
60 | 1 | 0.260869565217391 | 0.739130434782609 |
61 | 0 | 0.260869565217391 | -0.260869565217391 |
62 | 0 | 0.0476190476190476 | -0.0476190476190476 |
63 | 0 | 0.0476190476190476 | -0.0476190476190476 |
64 | 0 | 0.260869565217391 | -0.260869565217391 |
65 | 0 | 0.0476190476190476 | -0.0476190476190476 |
66 | 0 | 0.0476190476190476 | -0.0476190476190476 |
67 | 1 | 0.260869565217391 | 0.739130434782609 |
68 | 0 | 0.0476190476190476 | -0.0476190476190476 |
69 | 0 | 0.0476190476190476 | -0.0476190476190476 |
70 | 0 | 0.0476190476190476 | -0.0476190476190476 |
71 | 0 | 0.0476190476190476 | -0.0476190476190476 |
72 | 0 | 0.0476190476190476 | -0.0476190476190476 |
73 | 0 | 0.0476190476190476 | -0.0476190476190476 |
74 | 0 | 0.0476190476190476 | -0.0476190476190476 |
75 | 0 | 0.0476190476190476 | -0.0476190476190476 |
76 | 0 | 0.260869565217391 | -0.260869565217391 |
77 | 0 | 0.0476190476190476 | -0.0476190476190476 |
78 | 0 | 0.0476190476190476 | -0.0476190476190476 |
79 | 1 | 0.260869565217391 | 0.739130434782609 |
80 | 0 | 0.260869565217391 | -0.260869565217391 |
81 | 0 | 0.0476190476190476 | -0.0476190476190476 |
82 | 0 | 0.0476190476190476 | -0.0476190476190476 |
83 | 0 | 0.0476190476190476 | -0.0476190476190476 |
84 | 1 | 0.0476190476190478 | 0.952380952380952 |
85 | 0 | 0.0476190476190476 | -0.0476190476190476 |
86 | 0 | 0.0476190476190476 | -0.0476190476190476 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0 | 0 | 1 |
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 | 0.124109238829503 | 0.248218477659006 | 0.875890761170497 |
18 | 0.100954410982433 | 0.201908821964865 | 0.899045589017567 |
19 | 0.0686204547643748 | 0.13724090952875 | 0.931379545235625 |
20 | 0.448779866060204 | 0.897559732120409 | 0.551220133939796 |
21 | 0.374871923957631 | 0.749743847915262 | 0.625128076042369 |
22 | 0.306223719020634 | 0.612447438041269 | 0.693776280979366 |
23 | 0.244545266895858 | 0.489090533791717 | 0.755454733104142 |
24 | 0.190877060219402 | 0.381754120438804 | 0.809122939780598 |
25 | 0.17782717771715 | 0.3556543554343 | 0.82217282228285 |
26 | 0.135264985104646 | 0.270529970209293 | 0.864735014895354 |
27 | 0.100589790352105 | 0.20117958070421 | 0.899410209647895 |
28 | 0.0731319333928326 | 0.146263866785665 | 0.926868066607167 |
29 | 0.0519835886376388 | 0.103967177275278 | 0.948016411362361 |
30 | 0.0361298993785482 | 0.0722597987570964 | 0.963870100621452 |
31 | 0.0245558104107957 | 0.0491116208215914 | 0.975444189589204 |
32 | 0.0163223404695525 | 0.0326446809391051 | 0.983677659530448 |
33 | 0.010612330104651 | 0.0212246602093019 | 0.989387669895349 |
34 | 0.00940737477433081 | 0.0188147495486616 | 0.990592625225669 |
35 | 0.00596797630648218 | 0.0119359526129644 | 0.994032023693518 |
36 | 0.00370511542973958 | 0.00741023085947917 | 0.99629488457026 |
37 | 0.00320887254029827 | 0.00641774508059655 | 0.996791127459702 |
38 | 0.00194335817876215 | 0.00388671635752431 | 0.998056641821238 |
39 | 0.00115226080866854 | 0.00230452161733707 | 0.998847739191331 |
40 | 0.00099365256299767 | 0.00198730512599534 | 0.999006347437002 |
41 | 0.0920638340156889 | 0.184127668031378 | 0.907936165984311 |
42 | 0.0690069201774714 | 0.138013840354943 | 0.930993079822529 |
43 | 0.0507104277197136 | 0.101420855439427 | 0.949289572280286 |
44 | 0.0483368640228438 | 0.0966737280456876 | 0.951663135977156 |
45 | 0.0347338190996575 | 0.069467638199315 | 0.965266180900342 |
46 | 0.0244567870899233 | 0.0489135741798465 | 0.975543212910077 |
47 | 0.0168704533720209 | 0.0337409067440419 | 0.983129546627979 |
48 | 0.0113985485698615 | 0.0227970971397229 | 0.988601451430139 |
49 | 0.00754205796842927 | 0.0150841159368585 | 0.992457942031571 |
50 | 0.00488626625679794 | 0.00977253251359588 | 0.995113733743202 |
51 | 0.00491748680360583 | 0.00983497360721165 | 0.995082513196394 |
52 | 0.0411456794861393 | 0.0822913589722786 | 0.958854320513861 |
53 | 0.0292845990632558 | 0.0585691981265116 | 0.970715400936744 |
54 | 0.329785198377674 | 0.659570396755347 | 0.670214801622326 |
55 | 0.274221112380468 | 0.548442224760937 | 0.725778887619532 |
56 | 0.288457879637036 | 0.576915759274072 | 0.711542120362964 |
57 | 0.235895034073315 | 0.47179006814663 | 0.764104965926685 |
58 | 0.188851481159442 | 0.377702962318883 | 0.811148518840558 |
59 | 0.147861982313072 | 0.295723964626144 | 0.852138017686928 |
60 | 0.361299618279889 | 0.722599236559778 | 0.638700381720111 |
61 | 0.373418814620457 | 0.746837629240914 | 0.626581185379543 |
62 | 0.310704011107965 | 0.621408022215929 | 0.689295988892035 |
63 | 0.252604802178769 | 0.505209604357538 | 0.747395197821231 |
64 | 0.293836769626091 | 0.587673539252183 | 0.706163230373909 |
65 | 0.235930982515758 | 0.471861965031516 | 0.764069017484242 |
66 | 0.184465334810404 | 0.368930669620807 | 0.815534665189596 |
67 | 0.389012531448972 | 0.778025062897944 | 0.610987468551028 |
68 | 0.319062812435625 | 0.638125624871251 | 0.680937187564375 |
69 | 0.254257058193024 | 0.508514116386048 | 0.745742941806976 |
70 | 0.196408580007996 | 0.392817160015992 | 0.803591419992004 |
71 | 0.146734947325486 | 0.293469894650973 | 0.853265052674514 |
72 | 0.105776149175143 | 0.211552298350285 | 0.894223850824857 |
73 | 0.0734087300056522 | 0.146817460011304 | 0.926591269994348 |
74 | 0.048947626707366 | 0.0978952534147321 | 0.951052373292634 |
75 | 0.0313104709257057 | 0.0626209418514114 | 0.968689529074294 |
76 | 0.0354503946276256 | 0.0709007892552511 | 0.964549605372374 |
77 | 0.0213988898190008 | 0.0427977796380016 | 0.978601110180999 |
78 | 0.0123134681994844 | 0.0246269363989687 | 0.987686531800516 |
79 | 0.0823841649867883 | 0.164768329973577 | 0.917615835013212 |
80 | 0.045449637101287 | 0.090899274202574 | 0.954550362898713 |
81 | 0.0243052803199611 | 0.0486105606399221 | 0.975694719680039 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 19 | 0.246753246753247 | NOK |
5% type I error level | 31 | 0.402597402597403 | NOK |
10% type I error level | 40 | 0.519480519480519 | NOK |