Multiple Linear Regression - Estimated Regression Equation |
O[t] = -0.259645147048716 + 0.161510344711488`#`[t] -0.0365584034265199T[t] -0.033617071042175C[t] + 0.0021250679997471t + 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) | -0.259645147048716 | 0.375947 | -0.6906 | 0.490864 | 0.245432 |
`#` | 0.161510344711488 | 0.079657 | 2.0276 | 0.044385 | 0.022193 |
T | -0.0365584034265199 | 0.090507 | -0.4039 | 0.686843 | 0.343421 |
C | -0.033617071042175 | 0.152233 | -0.2208 | 0.82553 | 0.412765 |
t | 0.0021250679997471 | 0.001772 | 1.1995 | 0.232234 | 0.116117 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.190501092399281 |
R-squared | 0.0362906662053192 |
Adjusted R-squared | 0.0104192746940527 |
F-TEST (value) | 1.40273344746514 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 149 |
p-value | 0.235837218553024 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.48811924380665 |
Sum Squared Residuals | 35.500799029982 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 0.351962896370462 | 0.648037103629538 |
2 | 0 | 0.390646367796728 | -0.390646367796728 |
3 | 0 | 0.392771435796475 | -0.392771435796475 |
4 | 0 | 0.394896503796223 | -0.394896503796223 |
5 | 0 | 0.39702157179597 | -0.39702157179597 |
6 | 1 | 0.399146639795717 | 0.600853360204283 |
7 | 0 | 0.401271707795464 | -0.401271707795464 |
8 | 0 | 0.366838372368691 | -0.366838372368691 |
9 | 1 | 0.405521843794958 | 0.594478156205042 |
10 | 0 | 0.407646911794705 | -0.407646911794705 |
11 | 0 | 0.373213576367932 | -0.373213576367932 |
12 | 0 | 0.411897047794199 | -0.411897047794199 |
13 | 0 | 0.414022115793946 | -0.414022115793946 |
14 | 0 | 0.379588780367174 | -0.379588780367174 |
15 | 1 | 0.418272251793441 | 0.581727748206559 |
16 | 1 | 0.383838916366668 | 0.616161083633332 |
17 | 0 | 0.35234691332424 | -0.35234691332424 |
18 | 0 | 0.388089052366162 | -0.388089052366162 |
19 | 1 | 0.426772523792429 | 0.573227476207571 |
20 | 1 | 0.358722117323481 | 0.641277882676519 |
21 | 0 | 0.431022659791923 | -0.431022659791923 |
22 | 1 | 0.433147727791671 | 0.566852272208329 |
23 | 1 | 0.435272795791418 | 0.564727204208582 |
24 | 1 | 0.437397863791165 | 0.562602136208835 |
25 | 1 | 0.402964528364392 | 0.597035471635608 |
26 | 0 | 0.405089596364139 | -0.405089596364139 |
27 | 1 | 0.443773067790406 | 0.556226932209594 |
28 | 0 | 0.445898135790153 | -0.445898135790153 |
29 | 1 | 0.4480232037899 | 0.5519767962101 |
30 | 0 | 0.450148271789647 | -0.450148271789647 |
31 | 0 | 0.452273339789394 | -0.452273339789394 |
32 | 0 | 0.454398407789141 | -0.454398407789141 |
33 | 0 | 0.456523475788889 | -0.456523475788889 |
34 | 1 | 0.422090140362116 | 0.577909859637884 |
35 | 0 | 0.460773611788383 | -0.460773611788383 |
36 | 0 | 0.46289867978813 | -0.46289867978813 |
37 | 0 | 0.428465344361357 | -0.428465344361357 |
38 | 1 | 0.467148815787624 | 0.532851184212376 |
39 | 1 | 0.469273883787371 | 0.530726116212629 |
40 | 0 | 0.434840548360598 | -0.434840548360598 |
41 | 1 | 0.43990694874469 | 0.56009305125531 |
42 | 1 | 0.475649087786613 | 0.524350912213387 |
43 | 1 | 0.47777415578636 | 0.52222584421364 |
44 | 0 | 0.443340820359587 | -0.443340820359587 |
45 | 0 | 0.482024291785854 | -0.482024291785854 |
46 | 1 | 0.484149359785601 | 0.515850640214399 |
47 | 0 | 0.486274427785348 | -0.486274427785348 |
48 | 1 | 0.488399495785095 | 0.511600504214905 |
49 | 1 | 0.490524563784842 | 0.509475436215158 |
50 | 0 | 0.492649631784589 | -0.492649631784589 |
51 | 0 | 0.458216296357817 | -0.458216296357817 |
52 | 0 | 0.426724293315389 | -0.426724293315389 |
53 | 1 | 0.499024835783831 | 0.500975164216169 |
54 | 0 | 0.467532832741403 | -0.467532832741403 |
55 | 0 | 0.503274971783325 | -0.503274971783325 |
56 | 1 | 0.468841636356552 | 0.531158363643448 |
57 | 1 | 0.507525107782819 | 0.492474892217181 |
58 | 1 | 0.509650175782566 | 0.490349824217434 |
59 | 1 | 0.511775243782313 | 0.488224756217687 |
60 | 1 | 0.443724837313366 | 0.556275162686634 |
61 | 1 | 0.479466976355288 | 0.520533023644712 |
62 | 0 | 0.518150447781555 | -0.518150447781555 |
63 | 0 | 0.520275515781302 | -0.520275515781302 |
64 | 1 | 0.485842180354529 | 0.514157819645471 |
65 | 0 | 0.524525651780796 | -0.524525651780796 |
66 | 0 | 0.526650719780543 | -0.526650719780543 |
67 | 0 | 0.458600313311595 | -0.458600313311595 |
68 | 0 | 0.530900855780037 | -0.530900855780037 |
69 | 1 | 0.533025923779784 | 0.466974076220216 |
70 | 0 | 0.535150991779531 | -0.535150991779531 |
71 | 0 | 0.537276059779279 | -0.537276059779279 |
72 | 1 | 0.539401127779026 | 0.460598872220974 |
73 | 1 | 0.541526195778773 | 0.458473804221227 |
74 | 0 | 0.54365126377852 | -0.54365126377852 |
75 | 1 | 0.545776331778267 | 0.454223668221733 |
76 | 1 | 0.511342996351494 | 0.488657003648506 |
77 | 1 | 0.550026467777761 | 0.449973532222239 |
78 | 1 | 0.552151535777508 | 0.447848464222492 |
79 | 1 | 0.48410112930856 | 0.51589887069144 |
80 | 0 | 0.519843268350483 | -0.519843268350483 |
81 | 0 | 0.558526739776749 | -0.558526739776749 |
82 | 1 | 0.560651807776497 | 0.439348192223503 |
83 | 0 | 0.562776875776244 | -0.562776875776244 |
84 | 0 | 0.531284872733816 | -0.531284872733816 |
85 | 1 | 0.567027011775738 | 0.432972988224262 |
86 | 0 | 0.569152079775485 | -0.569152079775485 |
87 | 1 | 0.248256458352257 | 0.751743541647743 |
88 | 1 | 0.213823122925484 | 0.786176877074516 |
89 | 0 | 0.252506594351751 | -0.252506594351751 |
90 | 1 | 0.254631662351498 | 0.745368337648502 |
91 | 0 | 0.256756730351245 | -0.256756730351245 |
92 | 0 | 0.222323394924472 | -0.222323394924472 |
93 | 0 | 0.261006866350739 | -0.261006866350739 |
94 | 0 | 0.263131934350486 | -0.263131934350486 |
95 | 0 | 0.228698598923714 | -0.228698598923714 |
96 | 1 | 0.267382070349981 | 0.732617929650019 |
97 | 0 | 0.232948734923208 | -0.232948734923208 |
98 | 0 | 0.271632206349475 | -0.271632206349475 |
99 | 0 | 0.273757274349222 | -0.273757274349222 |
100 | 1 | 0.275882342348969 | 0.724117657651031 |
101 | 1 | 0.278007410348716 | 0.721992589651284 |
102 | 0 | 0.280132478348463 | -0.280132478348463 |
103 | 0 | 0.28225754634821 | -0.28225754634821 |
104 | 0 | 0.284382614347958 | -0.284382614347958 |
105 | 0 | 0.249949278921185 | -0.249949278921185 |
106 | 0 | 0.288632750347452 | -0.288632750347452 |
107 | 0 | 0.290757818347199 | -0.290757818347199 |
108 | 0 | 0.256324482920426 | -0.256324482920426 |
109 | 0 | 0.295007954346693 | -0.295007954346693 |
110 | 0 | 0.29713302234644 | -0.29713302234644 |
111 | 0 | 0.262699686919667 | -0.262699686919667 |
112 | 0 | 0.264824754919414 | -0.264824754919414 |
113 | 0 | 0.303508226345681 | -0.303508226345681 |
114 | 0 | 0.269074890918909 | -0.269074890918909 |
115 | 0 | 0.307758362345176 | -0.307758362345176 |
116 | 0 | 0.309883430344923 | -0.309883430344923 |
117 | 1 | 0.31200849834467 | 0.68799150165533 |
118 | 0 | 0.314133566344417 | -0.314133566344417 |
119 | 0 | 0.316258634344164 | -0.316258634344164 |
120 | 1 | 0.318383702343911 | 0.681616297656089 |
121 | 0 | 0.320508770343658 | -0.320508770343658 |
122 | 0 | 0.322633838343405 | -0.322633838343405 |
123 | 0 | 0.288200502916633 | -0.288200502916633 |
124 | 1 | 0.3268839743429 | 0.6731160256571 |
125 | 1 | 0.329009042342647 | 0.670990957657353 |
126 | 0 | 0.294575706915874 | -0.294575706915874 |
127 | 0 | 0.333259178342141 | -0.333259178342141 |
128 | 1 | 0.335384246341888 | 0.664615753658112 |
129 | 0 | 0.337509314341635 | -0.337509314341635 |
130 | 1 | 0.339634382341382 | 0.660365617658618 |
131 | 0 | 0.341759450341129 | -0.341759450341129 |
132 | 1 | 0.343884518340877 | 0.656115481659123 |
133 | 0 | 0.346009586340624 | -0.346009586340624 |
134 | 0 | 0.348134654340371 | -0.348134654340371 |
135 | 0 | 0.350259722340118 | -0.350259722340118 |
136 | 0 | 0.352384790339865 | -0.352384790339865 |
137 | 1 | 0.354509858339612 | 0.645490141660388 |
138 | 1 | 0.320076522912839 | 0.679923477087161 |
139 | 0 | 0.322201590912586 | -0.322201590912586 |
140 | 0 | 0.360885062338853 | -0.360885062338853 |
141 | 1 | 0.329393059296425 | 0.670606940703575 |
142 | 1 | 0.328576794911828 | 0.671423205088172 |
143 | 0 | 0.367260266338095 | -0.367260266338095 |
144 | 1 | 0.369385334337842 | 0.630614665662158 |
145 | 0 | 0.371510402337589 | -0.371510402337589 |
146 | 1 | 0.337077066910816 | 0.662922933089184 |
147 | 0 | 0.339202134910563 | -0.339202134910563 |
148 | 0 | 0.34132720291031 | -0.34132720291031 |
149 | 0 | 0.380010674336577 | -0.380010674336577 |
150 | 1 | 0.382135742336324 | 0.617864257663676 |
151 | 1 | 0.384260810336072 | 0.615739189663928 |
152 | 0 | 0.352768807293644 | -0.352768807293644 |
153 | 0 | 0.354893875293391 | -0.354893875293391 |
154 | 0 | 0.390636014335313 | -0.390636014335313 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.835309820012492 | 0.329380359975016 | 0.164690179987508 |
9 | 0.901145638270539 | 0.197708723458922 | 0.098854361729461 |
10 | 0.854928325882199 | 0.290143348235601 | 0.145071674117801 |
11 | 0.809445952993657 | 0.381108094012687 | 0.190554047006344 |
12 | 0.731017095919468 | 0.537965808161063 | 0.268982904080532 |
13 | 0.642291013926044 | 0.715417972147912 | 0.357708986073956 |
14 | 0.552381785732211 | 0.895236428535579 | 0.447618214267789 |
15 | 0.716582647323433 | 0.566834705353135 | 0.283417352676567 |
16 | 0.75115255605213 | 0.49769488789574 | 0.24884744394787 |
17 | 0.682519852529399 | 0.634960294941202 | 0.317480147470601 |
18 | 0.656591978721507 | 0.686816042556986 | 0.343408021278493 |
19 | 0.676935403936931 | 0.646129192126139 | 0.323064596063069 |
20 | 0.719871027082068 | 0.560257945835865 | 0.280128972917932 |
21 | 0.713098562792053 | 0.573802874415893 | 0.286901437207947 |
22 | 0.70997558807475 | 0.5800488238505 | 0.29002441192525 |
23 | 0.684972795435953 | 0.630054409128094 | 0.315027204564047 |
24 | 0.647825598827445 | 0.704348802345111 | 0.352174401172555 |
25 | 0.611634222424612 | 0.776731555150776 | 0.388365777575388 |
26 | 0.661582040713152 | 0.676835918573695 | 0.338417959286848 |
27 | 0.62096867560115 | 0.7580626487977 | 0.37903132439885 |
28 | 0.684337677177312 | 0.631324645645377 | 0.315662322822688 |
29 | 0.652234916262456 | 0.695530167475087 | 0.347765083737544 |
30 | 0.697563767136702 | 0.604872465726596 | 0.302436232863298 |
31 | 0.718917624690251 | 0.562164750619498 | 0.281082375309749 |
32 | 0.725598750137148 | 0.548802499725704 | 0.274401249862852 |
33 | 0.722631052430494 | 0.554737895139012 | 0.277368947569506 |
34 | 0.720610122844404 | 0.558779754311192 | 0.279389877155596 |
35 | 0.71735697614064 | 0.56528604771872 | 0.28264302385936 |
36 | 0.708165885733502 | 0.583668228532995 | 0.291834114266497 |
37 | 0.699337684184768 | 0.601324631630463 | 0.300662315815231 |
38 | 0.709896276240867 | 0.580207447518266 | 0.290103723759133 |
39 | 0.710664766565051 | 0.578670466869899 | 0.289335233434949 |
40 | 0.703932794503637 | 0.592134410992726 | 0.296067205496363 |
41 | 0.685060700900708 | 0.629878598198584 | 0.314939299099292 |
42 | 0.679823753164431 | 0.640352493671138 | 0.320176246835569 |
43 | 0.669707166725582 | 0.660585666548835 | 0.330292833274418 |
44 | 0.66516782543838 | 0.66966434912324 | 0.33483217456162 |
45 | 0.672737762558406 | 0.654524474883189 | 0.327262237441594 |
46 | 0.665982763099173 | 0.668034473801654 | 0.334017236900827 |
47 | 0.673207990325811 | 0.653584019348379 | 0.326792009674189 |
48 | 0.666795987509307 | 0.666408024981387 | 0.333204012490693 |
49 | 0.657361989053001 | 0.685276021893997 | 0.342638010946999 |
50 | 0.66907017707646 | 0.661859645847081 | 0.33092982292354 |
51 | 0.660176454799171 | 0.679647090401659 | 0.339823545200829 |
52 | 0.667161800013098 | 0.665676399973803 | 0.332838199986902 |
53 | 0.661803038516387 | 0.676393922967226 | 0.338196961483613 |
54 | 0.672817005620913 | 0.654365988758175 | 0.327182994379087 |
55 | 0.675803210136314 | 0.648393579727373 | 0.324196789863686 |
56 | 0.68594285492006 | 0.628114290159879 | 0.31405714507994 |
57 | 0.67944476553071 | 0.64111046893858 | 0.32055523446929 |
58 | 0.67124257501869 | 0.65751484996262 | 0.32875742498131 |
59 | 0.662167831451445 | 0.675664337097109 | 0.337832168548555 |
60 | 0.66748014557175 | 0.6650397088565 | 0.33251985442825 |
61 | 0.665488186669595 | 0.66902362666081 | 0.334511813330405 |
62 | 0.682251495777786 | 0.635497008444428 | 0.317748504222214 |
63 | 0.693908002905089 | 0.612183994189821 | 0.306091997094911 |
64 | 0.693802123185367 | 0.612395753629265 | 0.306197876814633 |
65 | 0.703602317656243 | 0.592795364687514 | 0.296397682343757 |
66 | 0.710804035932948 | 0.578391928134104 | 0.289195964067052 |
67 | 0.705386356315424 | 0.589227287369151 | 0.294613643684576 |
68 | 0.711039018186161 | 0.577921963627678 | 0.288960981813839 |
69 | 0.70547186466879 | 0.589056270662421 | 0.29452813533121 |
70 | 0.712003799336248 | 0.575992401327504 | 0.287996200663752 |
71 | 0.719583490707244 | 0.560833018585512 | 0.280416509292756 |
72 | 0.712815754947892 | 0.574368490104216 | 0.287184245052108 |
73 | 0.705581759809662 | 0.588836480380677 | 0.294418240190338 |
74 | 0.714880011898731 | 0.570239976202538 | 0.285119988101269 |
75 | 0.706470994561617 | 0.587058010876767 | 0.293529005438384 |
76 | 0.705503948902315 | 0.58899210219537 | 0.294496051097685 |
77 | 0.701416631647146 | 0.597166736705709 | 0.298583368352854 |
78 | 0.702656292780351 | 0.594687414439299 | 0.297343707219649 |
79 | 0.730992828431499 | 0.538014343137003 | 0.269007171568501 |
80 | 0.723934774372302 | 0.552130451255395 | 0.276065225627698 |
81 | 0.723625028226955 | 0.55274994354609 | 0.276374971773045 |
82 | 0.73348590620682 | 0.533028187586361 | 0.26651409379318 |
83 | 0.7283034158435 | 0.543393168313001 | 0.2716965841565 |
84 | 0.718519889478541 | 0.562960221042917 | 0.281480110521459 |
85 | 0.738844536984971 | 0.522310926030059 | 0.261155463015029 |
86 | 0.720889958719352 | 0.558220082561297 | 0.279110041280648 |
87 | 0.738922097744537 | 0.522155804510927 | 0.261077902255463 |
88 | 0.783426827356108 | 0.433146345287785 | 0.216573172643892 |
89 | 0.787969666744395 | 0.42406066651121 | 0.212030333255605 |
90 | 0.822769746065569 | 0.354460507868863 | 0.177230253934431 |
91 | 0.814276902539896 | 0.371446194920208 | 0.185723097460104 |
92 | 0.796954774694432 | 0.406090450611136 | 0.203045225305568 |
93 | 0.775269943582822 | 0.449460112834356 | 0.224730056417178 |
94 | 0.749728613733665 | 0.500542772532669 | 0.250271386266335 |
95 | 0.717841866417198 | 0.564316267165605 | 0.282158133582802 |
96 | 0.774863976364501 | 0.450272047270998 | 0.225136023635499 |
97 | 0.744194423453028 | 0.511611153093944 | 0.255805576546972 |
98 | 0.713341399054972 | 0.573317201890056 | 0.286658600945028 |
99 | 0.680216828076876 | 0.639566343846248 | 0.319783171923124 |
100 | 0.747227629143349 | 0.505544741713303 | 0.252772370856651 |
101 | 0.818065823834475 | 0.36386835233105 | 0.181934176165525 |
102 | 0.790492587184046 | 0.419014825631908 | 0.209507412815954 |
103 | 0.75974458956727 | 0.48051082086546 | 0.24025541043273 |
104 | 0.726064038872062 | 0.547871922255876 | 0.273935961127938 |
105 | 0.687336189239258 | 0.625327621521485 | 0.312663810760742 |
106 | 0.648706915571814 | 0.702586168856372 | 0.351293084428186 |
107 | 0.608568926637414 | 0.782862146725172 | 0.391431073362586 |
108 | 0.563140555067871 | 0.873718889864259 | 0.43685944493213 |
109 | 0.521663121807647 | 0.956673756384706 | 0.478336878192353 |
110 | 0.481031310947897 | 0.962062621895795 | 0.518968689052103 |
111 | 0.435420149507804 | 0.870840299015608 | 0.564579850492196 |
112 | 0.392030638369351 | 0.784061276738703 | 0.607969361630649 |
113 | 0.357132292673876 | 0.714264585347751 | 0.642867707326124 |
114 | 0.321203745888988 | 0.642407491777976 | 0.678796254111012 |
115 | 0.293808274445621 | 0.587616548891241 | 0.706191725554379 |
116 | 0.271279176590119 | 0.542558353180237 | 0.728720823409881 |
117 | 0.301934630617841 | 0.603869261235682 | 0.698065369382159 |
118 | 0.276733092992548 | 0.553466185985096 | 0.723266907007452 |
119 | 0.257246286191278 | 0.514492572382555 | 0.742753713808722 |
120 | 0.281724118226176 | 0.563448236452353 | 0.718275881773824 |
121 | 0.259544568159591 | 0.519089136319182 | 0.740455431840409 |
122 | 0.244402027970648 | 0.488804055941295 | 0.755597972029352 |
123 | 0.234206413041311 | 0.468412826082621 | 0.765793586958689 |
124 | 0.243485936716776 | 0.486971873433553 | 0.756514063283224 |
125 | 0.264310215581944 | 0.528620431163887 | 0.735689784418057 |
126 | 0.255416349200138 | 0.510832698400275 | 0.744583650799862 |
127 | 0.241116051585063 | 0.482232103170127 | 0.758883948414937 |
128 | 0.255324404895014 | 0.510648809790029 | 0.744675595104986 |
129 | 0.236525680213053 | 0.473051360426105 | 0.763474319786947 |
130 | 0.256210905892803 | 0.512421811785607 | 0.743789094107197 |
131 | 0.231147262952146 | 0.462294525904292 | 0.768852737047854 |
132 | 0.260940503320592 | 0.521881006641185 | 0.739059496679408 |
133 | 0.226967507362018 | 0.453935014724036 | 0.773032492637982 |
134 | 0.203858681881397 | 0.407717363762793 | 0.796141318118603 |
135 | 0.19644386703938 | 0.392887734078761 | 0.80355613296062 |
136 | 0.218312290548756 | 0.436624581097513 | 0.781687709451244 |
137 | 0.191323978314508 | 0.382647956629016 | 0.808676021685492 |
138 | 0.179262339837812 | 0.358524679675625 | 0.820737660162188 |
139 | 0.181886554137235 | 0.363773108274471 | 0.818113445862765 |
140 | 0.21382496327727 | 0.42764992655454 | 0.78617503672273 |
141 | 0.201448849280048 | 0.402897698560095 | 0.798551150719952 |
142 | 0.201586674593297 | 0.403173349186593 | 0.798413325406703 |
143 | 0.19861234648918 | 0.397224692978359 | 0.80138765351082 |
144 | 0.17692178255151 | 0.35384356510302 | 0.82307821744849 |
145 | 0.20853682750203 | 0.41707365500406 | 0.79146317249797 |
146 | 0.278709064942231 | 0.557418129884463 | 0.721290935057769 |
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 |