Multiple Linear Regression - Estimated Regression Equation |
Outcome[t] = + 0.256251270127548 -0.0811414467212272Used[t] + 0.119858055515931Correctanalysis[t] -0.154643563195883Useful[t] + 0.064242918439258Weeks[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) | 0.256251270127548 | 0.207481 | 1.2351 | 0.218753 | 0.109377 |
Used | -0.0811414467212272 | 0.098001 | -0.828 | 0.409013 | 0.204506 |
Correctanalysis | 0.119858055515931 | 0.164552 | 0.7284 | 0.467518 | 0.233759 |
Useful | -0.154643563195883 | 0.093634 | -1.6516 | 0.100729 | 0.050364 |
Weeks | 0.064242918439258 | 0.040301 | 1.5941 | 0.113039 | 0.05652 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.225989980574527 |
R-squared | 0.0510714713200751 |
Adjusted R-squared | 0.0255968799461175 |
F-TEST (value) | 2.00480041349298 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 149 |
p-value | 0.0967327535979984 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.484361537290013 |
Sum Squared Residuals | 34.9563087220858 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 0.397295989483402 | 0.602704010516598 |
2 | 0 | 0.397295989483402 | -0.397295989483402 |
3 | 0 | 0.397295989483402 | -0.397295989483402 |
4 | 0 | 0.397295989483402 | -0.397295989483402 |
5 | 0 | 0.397295989483402 | -0.397295989483402 |
6 | 1 | 0.551939552679284 | 0.448060447320716 |
7 | 0 | 0.397295989483402 | -0.397295989483402 |
8 | 0 | 0.397295989483402 | -0.397295989483402 |
9 | 1 | 0.397295989483402 | 0.602704010516598 |
10 | 0 | 0.397295989483402 | -0.397295989483402 |
11 | 0 | 0.397295989483402 | -0.397295989483402 |
12 | 0 | 0.397295989483402 | -0.397295989483402 |
13 | 0 | 0.633080999400511 | -0.633080999400511 |
14 | 0 | 0.397295989483402 | -0.397295989483402 |
15 | 1 | 0.633080999400511 | 0.366919000599489 |
16 | 1 | 0.633080999400511 | 0.366919000599489 |
17 | 0 | 0.51322294388458 | -0.51322294388458 |
18 | 0 | 0.397295989483402 | -0.397295989483402 |
19 | 1 | 0.397295989483402 | 0.602704010516598 |
20 | 1 | 0.51322294388458 | 0.48677705611542 |
21 | 0 | 0.551939552679284 | -0.551939552679284 |
22 | 1 | 0.633080999400511 | 0.366919000599489 |
23 | 1 | 0.551939552679284 | 0.448060447320716 |
24 | 1 | 0.551939552679284 | 0.448060447320716 |
25 | 1 | 0.478437436204629 | 0.521562563795371 |
26 | 0 | 0.633080999400511 | -0.633080999400511 |
27 | 1 | 0.397295989483402 | 0.602704010516598 |
28 | 0 | 0.478437436204629 | -0.478437436204629 |
29 | 1 | 0.397295989483402 | 0.602704010516598 |
30 | 0 | 0.551939552679284 | -0.551939552679284 |
31 | 0 | 0.397295989483402 | -0.397295989483402 |
32 | 0 | 0.397295989483402 | -0.397295989483402 |
33 | 0 | 0.551939552679284 | -0.551939552679284 |
34 | 1 | 0.397295989483402 | 0.602704010516598 |
35 | 0 | 0.397295989483402 | -0.397295989483402 |
36 | 0 | 0.397295989483402 | -0.397295989483402 |
37 | 0 | 0.633080999400511 | -0.633080999400511 |
38 | 1 | 0.478437436204629 | 0.521562563795371 |
39 | 1 | 0.551939552679284 | 0.448060447320716 |
40 | 0 | 0.551939552679284 | -0.551939552679284 |
41 | 1 | 0.51322294388458 | 0.48677705611542 |
42 | 1 | 0.478437436204629 | 0.521562563795371 |
43 | 1 | 0.551939552679284 | 0.448060447320716 |
44 | 0 | 0.397295989483402 | -0.397295989483402 |
45 | 0 | 0.551939552679284 | -0.551939552679284 |
46 | 1 | 0.551939552679284 | 0.448060447320716 |
47 | 0 | 0.397295989483402 | -0.397295989483402 |
48 | 1 | 0.397295989483402 | 0.602704010516598 |
49 | 1 | 0.551939552679284 | 0.448060447320716 |
50 | 0 | 0.397295989483402 | -0.397295989483402 |
51 | 0 | 0.478437436204629 | -0.478437436204629 |
52 | 0 | 0.51322294388458 | -0.51322294388458 |
53 | 1 | 0.397295989483402 | 0.602704010516598 |
54 | 0 | 0.358579380688698 | -0.358579380688698 |
55 | 0 | 0.397295989483402 | -0.397295989483402 |
56 | 1 | 0.478437436204629 | 0.521562563795371 |
57 | 1 | 0.633080999400511 | 0.366919000599489 |
58 | 1 | 0.397295989483402 | 0.602704010516598 |
59 | 1 | 0.397295989483402 | 0.602704010516598 |
60 | 1 | 0.51322294388458 | 0.48677705611542 |
61 | 1 | 0.397295989483402 | 0.602704010516598 |
62 | 0 | 0.633080999400511 | -0.633080999400511 |
63 | 0 | 0.397295989483402 | -0.397295989483402 |
64 | 1 | 0.397295989483402 | 0.602704010516598 |
65 | 0 | 0.397295989483402 | -0.397295989483402 |
66 | 0 | 0.397295989483402 | -0.397295989483402 |
67 | 0 | 0.51322294388458 | -0.51322294388458 |
68 | 0 | 0.397295989483402 | -0.397295989483402 |
69 | 1 | 0.397295989483402 | 0.602704010516598 |
70 | 0 | 0.478437436204629 | -0.478437436204629 |
71 | 0 | 0.397295989483402 | -0.397295989483402 |
72 | 1 | 0.397295989483402 | 0.602704010516598 |
73 | 1 | 0.478437436204629 | 0.521562563795371 |
74 | 0 | 0.478437436204629 | -0.478437436204629 |
75 | 1 | 0.397295989483402 | 0.602704010516598 |
76 | 1 | 0.551939552679284 | 0.448060447320716 |
77 | 1 | 0.397295989483402 | 0.602704010516598 |
78 | 1 | 0.633080999400511 | 0.366919000599489 |
79 | 1 | 0.358579380688698 | 0.641420619311302 |
80 | 0 | 0.551939552679284 | -0.551939552679284 |
81 | 0 | 0.397295989483402 | -0.397295989483402 |
82 | 1 | 0.478437436204629 | 0.521562563795371 |
83 | 0 | 0.397295989483402 | -0.397295989483402 |
84 | 0 | 0.358579380688698 | -0.358579380688698 |
85 | 1 | 0.551939552679284 | 0.448060447320716 |
86 | 0 | 0.397295989483402 | -0.397295989483402 |
87 | 1 | 0.268810152604886 | 0.731189847395114 |
88 | 1 | 0.349951599326113 | 0.650048400673887 |
89 | 0 | 0.268810152604886 | -0.268810152604886 |
90 | 1 | 0.268810152604886 | 0.731189847395114 |
91 | 0 | 0.423453715800768 | -0.423453715800768 |
92 | 0 | 0.268810152604886 | -0.268810152604886 |
93 | 0 | 0.423453715800768 | -0.423453715800768 |
94 | 0 | 0.268810152604886 | -0.268810152604886 |
95 | 0 | 0.268810152604886 | -0.268810152604886 |
96 | 1 | 0.268810152604886 | 0.731189847395114 |
97 | 0 | 0.268810152604886 | -0.268810152604886 |
98 | 0 | 0.268810152604886 | -0.268810152604886 |
99 | 0 | 0.268810152604886 | -0.268810152604886 |
100 | 1 | 0.268810152604886 | 0.731189847395114 |
101 | 1 | 0.268810152604886 | 0.731189847395114 |
102 | 0 | 0.268810152604886 | -0.268810152604886 |
103 | 0 | 0.268810152604886 | -0.268810152604886 |
104 | 0 | 0.268810152604886 | -0.268810152604886 |
105 | 0 | 0.349951599326113 | -0.349951599326113 |
106 | 0 | 0.268810152604886 | -0.268810152604886 |
107 | 0 | 0.268810152604886 | -0.268810152604886 |
108 | 0 | 0.349951599326113 | -0.349951599326113 |
109 | 0 | 0.268810152604886 | -0.268810152604886 |
110 | 0 | 0.268810152604886 | -0.268810152604886 |
111 | 0 | 0.504595162521995 | -0.504595162521995 |
112 | 0 | 0.268810152604886 | -0.268810152604886 |
113 | 0 | 0.349951599326113 | -0.349951599326113 |
114 | 0 | 0.349951599326113 | -0.349951599326113 |
115 | 0 | 0.268810152604886 | -0.268810152604886 |
116 | 0 | 0.268810152604886 | -0.268810152604886 |
117 | 1 | 0.268810152604886 | 0.731189847395114 |
118 | 0 | 0.268810152604886 | -0.268810152604886 |
119 | 0 | 0.268810152604886 | -0.268810152604886 |
120 | 1 | 0.268810152604886 | 0.731189847395114 |
121 | 0 | 0.268810152604886 | -0.268810152604886 |
122 | 0 | 0.268810152604886 | -0.268810152604886 |
123 | 0 | 0.349951599326113 | -0.349951599326113 |
124 | 1 | 0.504595162521995 | 0.495404837478005 |
125 | 1 | 0.268810152604886 | 0.731189847395114 |
126 | 0 | 0.268810152604886 | -0.268810152604886 |
127 | 0 | 0.423453715800768 | -0.423453715800768 |
128 | 1 | 0.268810152604886 | 0.731189847395114 |
129 | 0 | 0.268810152604886 | -0.268810152604886 |
130 | 1 | 0.268810152604886 | 0.731189847395114 |
131 | 0 | 0.268810152604886 | -0.268810152604886 |
132 | 1 | 0.268810152604886 | 0.731189847395114 |
133 | 0 | 0.349951599326113 | -0.349951599326113 |
134 | 0 | 0.268810152604886 | -0.268810152604886 |
135 | 0 | 0.268810152604886 | -0.268810152604886 |
136 | 0 | 0.268810152604886 | -0.268810152604886 |
137 | 1 | 0.504595162521995 | 0.495404837478005 |
138 | 1 | 0.504595162521995 | 0.495404837478005 |
139 | 0 | 0.268810152604886 | -0.268810152604886 |
140 | 0 | 0.268810152604886 | -0.268810152604886 |
141 | 1 | 0.230093543810181 | 0.769906456189819 |
142 | 1 | 0.349951599326113 | 0.650048400673887 |
143 | 0 | 0.268810152604886 | -0.268810152604886 |
144 | 1 | 0.423453715800768 | 0.576546284199232 |
145 | 0 | 0.423453715800768 | -0.423453715800768 |
146 | 1 | 0.268810152604886 | 0.731189847395114 |
147 | 0 | 0.349951599326113 | -0.349951599326113 |
148 | 0 | 0.268810152604886 | -0.268810152604886 |
149 | 0 | 0.268810152604886 | -0.268810152604886 |
150 | 1 | 0.423453715800768 | 0.576546284199232 |
151 | 1 | 0.268810152604886 | 0.731189847395114 |
152 | 0 | 0.230093543810181 | -0.230093543810181 |
153 | 0 | 0.384737107006064 | -0.384737107006064 |
154 | 0 | 0.349951599326113 | -0.349951599326113 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.690311212937352 | 0.619377574125296 | 0.309688787062648 |
9 | 0.819244731409957 | 0.361510537180085 | 0.180755268590043 |
10 | 0.738974695059574 | 0.522050609880851 | 0.261025304940426 |
11 | 0.649396979760683 | 0.701206040478635 | 0.350603020239317 |
12 | 0.555545093638268 | 0.888909812723463 | 0.444454906361732 |
13 | 0.453822064530363 | 0.907644129060726 | 0.546177935469637 |
14 | 0.368542173958547 | 0.737084347917095 | 0.631457826041453 |
15 | 0.477684304282819 | 0.955368608565637 | 0.522315695717181 |
16 | 0.45013669900471 | 0.90027339800942 | 0.54986330099529 |
17 | 0.369297502540126 | 0.738595005080253 | 0.630702497459874 |
18 | 0.303121964330646 | 0.606243928661292 | 0.696878035669354 |
19 | 0.450620990594263 | 0.901241981188525 | 0.549379009405737 |
20 | 0.530200446733734 | 0.939599106532532 | 0.469799553266266 |
21 | 0.602577268530126 | 0.794845462939747 | 0.397422731469874 |
22 | 0.55617664935158 | 0.887646701296841 | 0.44382335064842 |
23 | 0.534102665359292 | 0.931794669281415 | 0.465897334640708 |
24 | 0.492097610222416 | 0.984195220444833 | 0.507902389777584 |
25 | 0.531333134718669 | 0.937333730562662 | 0.468666865281331 |
26 | 0.623829456409268 | 0.752341087181464 | 0.376170543590732 |
27 | 0.679179897764788 | 0.641640204470424 | 0.320820102235212 |
28 | 0.65515269533734 | 0.68969460932532 | 0.34484730466266 |
29 | 0.697972743250183 | 0.604054513499635 | 0.302027256749817 |
30 | 0.719443360562471 | 0.561113278875059 | 0.280556639437529 |
31 | 0.690693518552596 | 0.618612962894809 | 0.309306481447404 |
32 | 0.660102150616024 | 0.679795698767953 | 0.339897849383976 |
33 | 0.666736331391759 | 0.666527337216483 | 0.333263668608241 |
34 | 0.706396104567221 | 0.587207790865557 | 0.293603895432779 |
35 | 0.679917313487829 | 0.640165373024342 | 0.320082686512171 |
36 | 0.652270458100537 | 0.695459083798927 | 0.347729541899463 |
37 | 0.677272973061967 | 0.645454053876067 | 0.322727026938033 |
38 | 0.685947289182528 | 0.628105421634943 | 0.314052710817472 |
39 | 0.688708536354646 | 0.622582927290708 | 0.311291463645354 |
40 | 0.690045039154855 | 0.61990992169029 | 0.309954960845145 |
41 | 0.677261510570763 | 0.645476978858475 | 0.322738489429237 |
42 | 0.674989490560193 | 0.650021018879614 | 0.325010509439807 |
43 | 0.679758697689207 | 0.640482604621586 | 0.320241302310793 |
44 | 0.657789209754464 | 0.684421580491072 | 0.342210790245536 |
45 | 0.659717993998185 | 0.680564012003629 | 0.340282006001815 |
46 | 0.661718036766214 | 0.676563926467572 | 0.338281963233786 |
47 | 0.64060408858825 | 0.7187918228235 | 0.35939591141175 |
48 | 0.67133018568033 | 0.657339628639339 | 0.32866981431967 |
49 | 0.667416139814111 | 0.665167720371777 | 0.332583860185889 |
50 | 0.648147204499652 | 0.703705591000696 | 0.351852795500348 |
51 | 0.646353484390687 | 0.707293031218626 | 0.353646515609313 |
52 | 0.658553676529621 | 0.682892646940758 | 0.341446323470379 |
53 | 0.684507601695581 | 0.630984796608838 | 0.315492398304419 |
54 | 0.659946751915591 | 0.680106496168818 | 0.340053248084409 |
55 | 0.643208477678519 | 0.713583044642962 | 0.356791522321481 |
56 | 0.646680336498304 | 0.706639327003392 | 0.353319663501696 |
57 | 0.61994545846329 | 0.760109083073421 | 0.38005454153671 |
58 | 0.645453558754226 | 0.709092882491547 | 0.354546441245774 |
59 | 0.668373828390999 | 0.663252343218002 | 0.331626171609001 |
60 | 0.667919167571682 | 0.664161664856635 | 0.332080832428318 |
61 | 0.689768553514063 | 0.620462892971874 | 0.310231446485937 |
62 | 0.717742060722077 | 0.564515878555847 | 0.282257939277923 |
63 | 0.70359389152882 | 0.592812216942361 | 0.29640610847118 |
64 | 0.721821752652323 | 0.556356494695353 | 0.278178247347677 |
65 | 0.707916014667658 | 0.584167970664683 | 0.292083985332342 |
66 | 0.694745392026907 | 0.610509215946185 | 0.305254607973093 |
67 | 0.702837560243839 | 0.594324879512323 | 0.297162439756161 |
68 | 0.692431767044519 | 0.615136465910963 | 0.307568232955481 |
69 | 0.707347826294083 | 0.585304347411834 | 0.292652173705917 |
70 | 0.709560371361461 | 0.580879257277079 | 0.290439628638539 |
71 | 0.702390944368507 | 0.595218111262986 | 0.297609055631493 |
72 | 0.714049305803354 | 0.571901388393293 | 0.285950694196646 |
73 | 0.7135979554189 | 0.572804089162199 | 0.2864020445811 |
74 | 0.717798890404408 | 0.564402219191183 | 0.282201109595592 |
75 | 0.729890753218153 | 0.540218493563694 | 0.270109246781847 |
76 | 0.718308429603905 | 0.563383140792191 | 0.281691570396095 |
77 | 0.738323589980105 | 0.52335282003979 | 0.261676410019895 |
78 | 0.723489138676451 | 0.553021722647097 | 0.276510861323549 |
79 | 0.759096995618878 | 0.481806008762244 | 0.240903004381122 |
80 | 0.759567276548411 | 0.480865446903179 | 0.240432723451589 |
81 | 0.742766435832557 | 0.514467128334886 | 0.257233564167443 |
82 | 0.759747665959313 | 0.480504668081373 | 0.240252334040687 |
83 | 0.738138638524729 | 0.523722722950542 | 0.261861361475271 |
84 | 0.716459098316075 | 0.567081803367849 | 0.283540901683925 |
85 | 0.723375696927705 | 0.55324860614459 | 0.276624303072295 |
86 | 0.69323018992028 | 0.61353962015944 | 0.30676981007972 |
87 | 0.707301819461363 | 0.585396361077273 | 0.292698180538637 |
88 | 0.721814084593191 | 0.556371830813617 | 0.278185915406809 |
89 | 0.72723155705001 | 0.545536885899981 | 0.27276844294999 |
90 | 0.752794213329156 | 0.494411573341688 | 0.247205786670844 |
91 | 0.772040250937734 | 0.455919498124531 | 0.227959749062266 |
92 | 0.755268314504889 | 0.489463370990223 | 0.244731685495111 |
93 | 0.763539299649838 | 0.472921400700323 | 0.236460700350162 |
94 | 0.739324251688845 | 0.521351496622311 | 0.260675748311155 |
95 | 0.712388980843415 | 0.575222038313171 | 0.287611019156586 |
96 | 0.759455622637899 | 0.481088754724201 | 0.240544377362101 |
97 | 0.733995874735879 | 0.532008250528243 | 0.266004125264121 |
98 | 0.706276099589233 | 0.587447800821534 | 0.293723900410767 |
99 | 0.676640447734342 | 0.646719104531317 | 0.323359552265658 |
100 | 0.729279338782882 | 0.541441322434237 | 0.270720661217118 |
101 | 0.779186952148979 | 0.441626095702043 | 0.220813047851021 |
102 | 0.753343367162257 | 0.493313265675487 | 0.246656632837743 |
103 | 0.72533259885694 | 0.54933480228612 | 0.27466740114306 |
104 | 0.695382477658647 | 0.609235044682706 | 0.304617522341353 |
105 | 0.667084988853924 | 0.665830022292152 | 0.332915011146076 |
106 | 0.633414377362881 | 0.733171245274238 | 0.366585622637119 |
107 | 0.598657140120314 | 0.802685719759373 | 0.401342859879686 |
108 | 0.565125997011552 | 0.869748005976895 | 0.434874002988448 |
109 | 0.528552886788944 | 0.942894226422113 | 0.471447113211057 |
110 | 0.492056035288112 | 0.984112070576224 | 0.507943964711888 |
111 | 0.505854112330922 | 0.988291775338157 | 0.494145887669078 |
112 | 0.468550839292726 | 0.937101678585453 | 0.531449160707274 |
113 | 0.436207584593334 | 0.872415169186668 | 0.563792415406666 |
114 | 0.408147689486599 | 0.816295378973197 | 0.591852310513401 |
115 | 0.37236289065399 | 0.74472578130798 | 0.62763710934601 |
116 | 0.338410473492013 | 0.676820946984027 | 0.661589526507987 |
117 | 0.396244672771799 | 0.792489345543598 | 0.603755327228201 |
118 | 0.359801747789934 | 0.719603495579868 | 0.640198252210066 |
119 | 0.325472739740246 | 0.650945479480491 | 0.674527260259754 |
120 | 0.382466254195328 | 0.764932508390656 | 0.617533745804672 |
121 | 0.34507242997769 | 0.690144859955381 | 0.65492757002231 |
122 | 0.310171415423067 | 0.620342830846134 | 0.689828584576933 |
123 | 0.29069086973229 | 0.581381739464581 | 0.70930913026771 |
124 | 0.270470617480996 | 0.540941234961993 | 0.729529382519004 |
125 | 0.319856967199045 | 0.639713934398091 | 0.680143032800955 |
126 | 0.283507567826322 | 0.567015135652645 | 0.716492432173678 |
127 | 0.297699332236817 | 0.595398664473634 | 0.702300667763183 |
128 | 0.354043447263046 | 0.708086894526093 | 0.645956552736954 |
129 | 0.313006473566782 | 0.626012947133564 | 0.686993526433218 |
130 | 0.38022560630747 | 0.76045121261494 | 0.61977439369253 |
131 | 0.33259540056147 | 0.66519080112294 | 0.66740459943853 |
132 | 0.417704166033693 | 0.835408332067386 | 0.582295833966307 |
133 | 0.39082628301964 | 0.78165256603928 | 0.60917371698036 |
134 | 0.334766431660657 | 0.669532863321313 | 0.665233568339343 |
135 | 0.283241980702442 | 0.566483961404885 | 0.716758019297558 |
136 | 0.237616495790357 | 0.475232991580715 | 0.762383504209643 |
137 | 0.196991187457208 | 0.393982374914415 | 0.803008812542792 |
138 | 0.172476264281059 | 0.344952528562118 | 0.827523735718941 |
139 | 0.143570633090087 | 0.287141266180174 | 0.856429366909913 |
140 | 0.123735663626739 | 0.247471327253479 | 0.876264336373261 |
141 | 0.217070661271201 | 0.434141322542401 | 0.782929338728799 |
142 | 0.336627100746986 | 0.673254201493972 | 0.663372899253014 |
143 | 0.313848547693517 | 0.627697095387033 | 0.686151452306483 |
144 | 0.278273939452961 | 0.556547878905922 | 0.721726060547039 |
145 | 0.337312041212908 | 0.674624082425815 | 0.662687958787092 |
146 | 0.341061518780202 | 0.682123037560403 | 0.658938481219798 |
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 |