Multiple Linear Regression - Estimated Regression Equation |
CorrectA[t] = -0.188969467866848 + 0.0447784920776407Weeks[t] + 0.0244227517036987T[t] + 0.256624750933476Used[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) | -0.188969467866848 | 0.247302 | -0.7641 | 0.445993 | 0.222996 |
Weeks | 0.0447784920776407 | 0.05009 | 0.894 | 0.372779 | 0.18639 |
T | 0.0244227517036987 | 0.04603 | 0.5306 | 0.596494 | 0.298247 |
Used | 0.256624750933476 | 0.044525 | 5.7636 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.460225972870465 |
R-squared | 0.211807946104566 |
Adjusted R-squared | 0.196044105026657 |
F-TEST (value) | 13.4363157467625 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 150 |
p-value | 8.1807325469363e-08 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.241126438410097 |
Sum Squared Residuals | 8.72129389505078 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 0.0389900038511125 | -0.0389900038511125 |
2 | 0 | 0.0145672521474138 | -0.0145672521474138 |
3 | 0 | 0.0145672521474139 | -0.0145672521474139 |
4 | 0 | 0.0145672521474141 | -0.0145672521474141 |
5 | 0 | 0.0145672521474139 | -0.0145672521474139 |
6 | 0 | 0.0145672521474139 | -0.0145672521474139 |
7 | 0 | 0.0145672521474139 | -0.0145672521474139 |
8 | 0 | 0.0389900038511126 | -0.0389900038511126 |
9 | 0 | 0.0145672521474139 | -0.0145672521474139 |
10 | 0 | 0.0145672521474139 | -0.0145672521474139 |
11 | 0 | 0.0389900038511126 | -0.0389900038511126 |
12 | 0 | 0.0145672521474139 | -0.0145672521474139 |
13 | 0 | 0.27119200308089 | -0.27119200308089 |
14 | 0 | 0.0389900038511126 | -0.0389900038511126 |
15 | 0 | 0.27119200308089 | -0.27119200308089 |
16 | 0 | 0.295614754784589 | -0.295614754784589 |
17 | 1 | 0.295614754784589 | 0.704385245215411 |
18 | 0 | 0.0389900038511126 | -0.0389900038511126 |
19 | 0 | 0.0145672521474139 | -0.0145672521474139 |
20 | 1 | 0.295614754784589 | 0.704385245215411 |
21 | 0 | 0.0145672521474139 | -0.0145672521474139 |
22 | 0 | 0.27119200308089 | -0.27119200308089 |
23 | 0 | 0.0145672521474139 | -0.0145672521474139 |
24 | 0 | 0.0145672521474139 | -0.0145672521474139 |
25 | 0 | 0.295614754784589 | -0.295614754784589 |
26 | 0 | 0.27119200308089 | -0.27119200308089 |
27 | 0 | 0.0145672521474139 | -0.0145672521474139 |
28 | 0 | 0.27119200308089 | -0.27119200308089 |
29 | 0 | 0.0145672521474139 | -0.0145672521474139 |
30 | 0 | 0.0145672521474139 | -0.0145672521474139 |
31 | 0 | 0.0145672521474139 | -0.0145672521474139 |
32 | 0 | 0.0145672521474139 | -0.0145672521474139 |
33 | 0 | 0.0145672521474139 | -0.0145672521474139 |
34 | 0 | 0.0389900038511126 | -0.0389900038511126 |
35 | 0 | 0.0145672521474139 | -0.0145672521474139 |
36 | 0 | 0.0145672521474139 | -0.0145672521474139 |
37 | 0 | 0.295614754784589 | -0.295614754784589 |
38 | 0 | 0.27119200308089 | -0.27119200308089 |
39 | 0 | 0.0145672521474139 | -0.0145672521474139 |
40 | 0 | 0.0389900038511126 | -0.0389900038511126 |
41 | 1 | 0.27119200308089 | 0.72880799691911 |
42 | 0 | 0.27119200308089 | -0.27119200308089 |
43 | 0 | 0.0145672521474139 | -0.0145672521474139 |
44 | 0 | 0.0389900038511126 | -0.0389900038511126 |
45 | 0 | 0.0145672521474139 | -0.0145672521474139 |
46 | 0 | 0.0145672521474139 | -0.0145672521474139 |
47 | 0 | 0.0145672521474139 | -0.0145672521474139 |
48 | 0 | 0.0145672521474139 | -0.0145672521474139 |
49 | 0 | 0.0145672521474139 | -0.0145672521474139 |
50 | 0 | 0.0145672521474139 | -0.0145672521474139 |
51 | 0 | 0.295614754784589 | -0.295614754784589 |
52 | 1 | 0.295614754784589 | 0.704385245215411 |
53 | 0 | 0.0145672521474139 | -0.0145672521474139 |
54 | 1 | 0.27119200308089 | 0.72880799691911 |
55 | 0 | 0.0145672521474139 | -0.0145672521474139 |
56 | 0 | 0.295614754784589 | -0.295614754784589 |
57 | 0 | 0.27119200308089 | -0.27119200308089 |
58 | 0 | 0.0145672521474139 | -0.0145672521474139 |
59 | 0 | 0.0145672521474139 | -0.0145672521474139 |
60 | 1 | 0.295614754784589 | 0.704385245215411 |
61 | 0 | 0.0389900038511126 | -0.0389900038511126 |
62 | 0 | 0.27119200308089 | -0.27119200308089 |
63 | 0 | 0.0145672521474139 | -0.0145672521474139 |
64 | 0 | 0.0389900038511126 | -0.0389900038511126 |
65 | 0 | 0.0145672521474139 | -0.0145672521474139 |
66 | 0 | 0.0145672521474139 | -0.0145672521474139 |
67 | 1 | 0.295614754784589 | 0.704385245215411 |
68 | 0 | 0.0145672521474139 | -0.0145672521474139 |
69 | 0 | 0.0145672521474139 | -0.0145672521474139 |
70 | 0 | 0.27119200308089 | -0.27119200308089 |
71 | 0 | 0.0145672521474139 | -0.0145672521474139 |
72 | 0 | 0.0145672521474139 | -0.0145672521474139 |
73 | 0 | 0.27119200308089 | -0.27119200308089 |
74 | 0 | 0.27119200308089 | -0.27119200308089 |
75 | 0 | 0.0145672521474139 | -0.0145672521474139 |
76 | 0 | 0.0389900038511126 | -0.0389900038511126 |
77 | 0 | 0.0145672521474139 | -0.0145672521474139 |
78 | 0 | 0.27119200308089 | -0.27119200308089 |
79 | 1 | 0.295614754784589 | 0.704385245215411 |
80 | 0 | 0.0389900038511126 | -0.0389900038511126 |
81 | 0 | 0.0145672521474139 | -0.0145672521474139 |
82 | 0 | 0.27119200308089 | -0.27119200308089 |
83 | 0 | 0.0145672521474139 | -0.0145672521474139 |
84 | 1 | 0.27119200308089 | 0.72880799691911 |
85 | 0 | 0.0145672521474139 | -0.0145672521474139 |
86 | 0 | 0.0145672521474139 | -0.0145672521474139 |
87 | 0 | -0.0261442286004702 | 0.0261442286004702 |
88 | 0 | 0.254903274036705 | -0.254903274036705 |
89 | 0 | -0.0261442286004702 | 0.0261442286004702 |
90 | 0 | -0.0261442286004702 | 0.0261442286004702 |
91 | 0 | -0.0261442286004702 | 0.0261442286004702 |
92 | 0 | -0.00172147689677147 | 0.00172147689677147 |
93 | 0 | -0.0261442286004702 | 0.0261442286004702 |
94 | 0 | -0.0261442286004702 | 0.0261442286004702 |
95 | 0 | -0.00172147689677147 | 0.00172147689677147 |
96 | 0 | -0.0261442286004702 | 0.0261442286004702 |
97 | 0 | -0.00172147689677147 | 0.00172147689677147 |
98 | 0 | -0.0261442286004702 | 0.0261442286004702 |
99 | 0 | -0.0261442286004702 | 0.0261442286004702 |
100 | 0 | -0.0261442286004702 | 0.0261442286004702 |
101 | 0 | -0.0261442286004702 | 0.0261442286004702 |
102 | 0 | -0.0261442286004702 | 0.0261442286004702 |
103 | 0 | -0.0261442286004702 | 0.0261442286004702 |
104 | 0 | -0.0261442286004702 | 0.0261442286004702 |
105 | 0 | 0.254903274036705 | -0.254903274036705 |
106 | 0 | -0.0261442286004702 | 0.0261442286004702 |
107 | 0 | -0.0261442286004702 | 0.0261442286004702 |
108 | 0 | 0.254903274036705 | -0.254903274036705 |
109 | 0 | -0.0261442286004702 | 0.0261442286004702 |
110 | 0 | -0.0261442286004702 | 0.0261442286004702 |
111 | 0 | 0.254903274036705 | -0.254903274036705 |
112 | 0 | -0.00172147689677147 | 0.00172147689677147 |
113 | 0 | 0.230480522333006 | -0.230480522333006 |
114 | 0 | 0.254903274036705 | -0.254903274036705 |
115 | 0 | -0.0261442286004702 | 0.0261442286004702 |
116 | 0 | -0.0261442286004702 | 0.0261442286004702 |
117 | 0 | -0.0261442286004702 | 0.0261442286004702 |
118 | 0 | -0.0261442286004702 | 0.0261442286004702 |
119 | 0 | -0.0261442286004702 | 0.0261442286004702 |
120 | 0 | -0.0261442286004702 | 0.0261442286004702 |
121 | 0 | -0.0261442286004702 | 0.0261442286004702 |
122 | 0 | -0.0261442286004702 | 0.0261442286004702 |
123 | 0 | 0.254903274036705 | -0.254903274036705 |
124 | 0 | 0.230480522333006 | -0.230480522333006 |
125 | 0 | -0.0261442286004702 | 0.0261442286004702 |
126 | 0 | -0.00172147689677147 | 0.00172147689677147 |
127 | 0 | -0.0261442286004702 | 0.0261442286004702 |
128 | 0 | -0.0261442286004702 | 0.0261442286004702 |
129 | 0 | -0.0261442286004702 | 0.0261442286004702 |
130 | 0 | -0.0261442286004702 | 0.0261442286004702 |
131 | 0 | -0.0261442286004702 | 0.0261442286004702 |
132 | 0 | -0.0261442286004702 | 0.0261442286004702 |
133 | 0 | 0.230480522333006 | -0.230480522333006 |
134 | 0 | -0.0261442286004702 | 0.0261442286004702 |
135 | 0 | -0.0261442286004702 | 0.0261442286004702 |
136 | 0 | -0.0261442286004702 | 0.0261442286004702 |
137 | 0 | 0.230480522333006 | -0.230480522333006 |
138 | 0 | 0.254903274036705 | -0.254903274036705 |
139 | 0 | -0.00172147689677147 | 0.00172147689677147 |
140 | 0 | -0.0261442286004702 | 0.0261442286004702 |
141 | 1 | 0.230480522333006 | 0.769519477666994 |
142 | 0 | 0.254903274036705 | -0.254903274036705 |
143 | 0 | -0.0261442286004702 | 0.0261442286004702 |
144 | 0 | -0.0261442286004702 | 0.0261442286004702 |
145 | 0 | -0.0261442286004702 | 0.0261442286004702 |
146 | 0 | -0.00172147689677147 | 0.00172147689677147 |
147 | 0 | 0.254903274036705 | -0.254903274036705 |
148 | 0 | -0.00172147689677147 | 0.00172147689677147 |
149 | 0 | -0.0261442286004702 | 0.0261442286004702 |
150 | 0 | -0.0261442286004702 | 0.0261442286004702 |
151 | 0 | -0.0261442286004702 | 0.0261442286004702 |
152 | 1 | 0.230480522333006 | 0.769519477666994 |
153 | 1 | 0.230480522333006 | 0.769519477666994 |
154 | 0 | 0.230480522333006 | -0.230480522333006 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
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 | 0.421378992700455 | 0.842757985400909 | 0.578621007299545 |
18 | 0.350071253002216 | 0.700142506004432 | 0.649928746997784 |
19 | 0.279151025680452 | 0.558302051360905 | 0.720848974319548 |
20 | 0.686687887644137 | 0.626624224711725 | 0.313312112355863 |
21 | 0.621553420894594 | 0.756893158210812 | 0.378446579105406 |
22 | 0.630788002024162 | 0.738423995951676 | 0.369211997975838 |
23 | 0.565985351815268 | 0.868029296369465 | 0.434014648184732 |
24 | 0.499971659093599 | 0.999943318187199 | 0.500028340906401 |
25 | 0.592102945358877 | 0.815794109282246 | 0.407897054641123 |
26 | 0.569409524101736 | 0.861180951796529 | 0.430590475898264 |
27 | 0.506602636122509 | 0.986794727754981 | 0.493397363877491 |
28 | 0.479026410717935 | 0.958052821435869 | 0.520973589282065 |
29 | 0.418281492793242 | 0.836562985586484 | 0.581718507206758 |
30 | 0.359891791479435 | 0.719783582958871 | 0.640108208520565 |
31 | 0.305035930501043 | 0.610071861002086 | 0.694964069498957 |
32 | 0.254634839915493 | 0.509269679830986 | 0.745365160084507 |
33 | 0.209320044658576 | 0.418640089317153 | 0.790679955341424 |
34 | 0.179276538086096 | 0.358553076172193 | 0.820723461913904 |
35 | 0.143690919003012 | 0.287381838006024 | 0.856309080996988 |
36 | 0.113410491289916 | 0.226820982579833 | 0.886589508710084 |
37 | 0.132098281659116 | 0.264196563318231 | 0.867901718340884 |
38 | 0.119980199328934 | 0.239960398657868 | 0.880019800671066 |
39 | 0.0941949116108711 | 0.188389823221742 | 0.905805088389129 |
40 | 0.0763002698061992 | 0.152600539612398 | 0.923699730193801 |
41 | 0.513494163687728 | 0.973011672624543 | 0.486505836312272 |
42 | 0.509702806130442 | 0.980594387739116 | 0.490297193869558 |
43 | 0.457142214735724 | 0.914284429471447 | 0.542857785264276 |
44 | 0.408609820508654 | 0.817219641017308 | 0.591390179491346 |
45 | 0.358882328215411 | 0.717764656430822 | 0.641117671784589 |
46 | 0.311694172466866 | 0.623388344933731 | 0.688305827533134 |
47 | 0.267644359911044 | 0.535288719822088 | 0.732355640088956 |
48 | 0.227182982829781 | 0.454365965659562 | 0.772817017170219 |
49 | 0.190604132910546 | 0.381208265821093 | 0.809395867089454 |
50 | 0.158049234238251 | 0.316098468476503 | 0.841950765761749 |
51 | 0.173213585677811 | 0.346427171355623 | 0.826786414322189 |
52 | 0.504286076246571 | 0.991427847506858 | 0.495713923753429 |
53 | 0.455526567050358 | 0.911053134100717 | 0.544473432949642 |
54 | 0.810711935596633 | 0.378576128806733 | 0.189288064403367 |
55 | 0.776175109690557 | 0.447649780618885 | 0.223824890309443 |
56 | 0.79933086087627 | 0.401338278247459 | 0.200669139123729 |
57 | 0.806469829767037 | 0.387060340465927 | 0.193530170232963 |
58 | 0.772225975838251 | 0.455548048323498 | 0.227774024161749 |
59 | 0.734973547892646 | 0.530052904214709 | 0.265026452107354 |
60 | 0.925907914133537 | 0.148184171732925 | 0.0740920858664627 |
61 | 0.908773902587947 | 0.182452194824106 | 0.0912260974120532 |
62 | 0.913313669237696 | 0.173372661524609 | 0.0866863307623043 |
63 | 0.893511831075743 | 0.212976337848513 | 0.106488168924257 |
64 | 0.871551916200004 | 0.256896167599991 | 0.128448083799995 |
65 | 0.8457717005868 | 0.3084565988264 | 0.1542282994132 |
66 | 0.816911673814175 | 0.366176652371651 | 0.183088326185825 |
67 | 0.962669525150693 | 0.0746609496986133 | 0.0373304748493067 |
68 | 0.952195753658711 | 0.0956084926825771 | 0.0478042463412886 |
69 | 0.939519379924939 | 0.120961240150123 | 0.0604806200750614 |
70 | 0.943218454647328 | 0.113563090705345 | 0.0567815453526723 |
71 | 0.929017787990347 | 0.141964424019306 | 0.0709822120096531 |
72 | 0.912324676475158 | 0.175350647049684 | 0.0876753235248419 |
73 | 0.919813960586182 | 0.160372078827636 | 0.080186039413818 |
74 | 0.930158484291718 | 0.139683031416564 | 0.069841515708282 |
75 | 0.915298676639807 | 0.169402646720387 | 0.0847013233601934 |
76 | 0.89777644673329 | 0.20444710653342 | 0.10222355326671 |
77 | 0.87899415052318 | 0.24201169895364 | 0.12100584947682 |
78 | 0.905500553058693 | 0.188998893882614 | 0.0944994469413072 |
79 | 0.987361388121999 | 0.0252772237560025 | 0.0126386118780012 |
80 | 0.98380001856082 | 0.0323999628783605 | 0.0161999814391802 |
81 | 0.978978838550649 | 0.0420423228987021 | 0.021021161449351 |
82 | 0.98622222170767 | 0.0275555565846598 | 0.0137777782923299 |
83 | 0.984354600678899 | 0.0312907986422025 | 0.0156453993211013 |
84 | 0.998982415176686 | 0.00203516964662892 | 0.00101758482331446 |
85 | 0.998485100488745 | 0.00302979902251102 | 0.00151489951125551 |
86 | 0.997773072509805 | 0.00445385498039049 | 0.00222692749019525 |
87 | 0.996770039292449 | 0.00645992141510156 | 0.00322996070755078 |
88 | 0.996422613845298 | 0.00715477230940363 | 0.00357738615470182 |
89 | 0.995179439790797 | 0.00964112041840494 | 0.00482056020920247 |
90 | 0.993369662634083 | 0.0132606747318339 | 0.00663033736591694 |
91 | 0.990878663943595 | 0.0182426721128098 | 0.00912133605640488 |
92 | 0.988262658566614 | 0.0234746828667718 | 0.0117373414333859 |
93 | 0.984134418003768 | 0.0317311639924644 | 0.0158655819962322 |
94 | 0.978740821180232 | 0.0425183576395364 | 0.0212591788197682 |
95 | 0.973716204058035 | 0.052567591883929 | 0.0262837959419645 |
96 | 0.965465632491167 | 0.0690687350176655 | 0.0345343675088328 |
97 | 0.958588356156501 | 0.0828232876869988 | 0.0414116438434994 |
98 | 0.946612228574941 | 0.106775542850117 | 0.0533877714250586 |
99 | 0.931925477227279 | 0.136149045545443 | 0.0680745227727213 |
100 | 0.91417504586204 | 0.17164990827592 | 0.0858249541379601 |
101 | 0.893034996556152 | 0.213930006887697 | 0.106965003443848 |
102 | 0.868229531226272 | 0.263540937547456 | 0.131770468773728 |
103 | 0.839557532088003 | 0.320884935823995 | 0.160442467911997 |
104 | 0.806916862730099 | 0.386166274539802 | 0.193083137269901 |
105 | 0.796409498463279 | 0.407181003073441 | 0.203590501536721 |
106 | 0.758711253642665 | 0.482577492714671 | 0.241288746357335 |
107 | 0.717261413110423 | 0.565477173779155 | 0.282738586889577 |
108 | 0.700146070637951 | 0.599707858724098 | 0.299853929362049 |
109 | 0.654081128702955 | 0.69183774259409 | 0.345918871297045 |
110 | 0.605296293661958 | 0.789407412676084 | 0.394703706338042 |
111 | 0.583211939577728 | 0.833576120844544 | 0.416788060422272 |
112 | 0.544456741768815 | 0.91108651646237 | 0.455543258231185 |
113 | 0.568238746564451 | 0.863522506871098 | 0.431761253435549 |
114 | 0.544206684813093 | 0.911586630373814 | 0.455793315186907 |
115 | 0.491135323617543 | 0.982270647235086 | 0.508864676382457 |
116 | 0.437777532108513 | 0.875555064217026 | 0.562222467891487 |
117 | 0.38509877221761 | 0.77019754443522 | 0.61490122778239 |
118 | 0.334049107408229 | 0.668098214816458 | 0.665950892591771 |
119 | 0.285511048730461 | 0.571022097460922 | 0.714488951269539 |
120 | 0.240251671001604 | 0.480503342003209 | 0.759748328998396 |
121 | 0.198883428680182 | 0.397766857360364 | 0.801116571319818 |
122 | 0.161837216425609 | 0.323674432851219 | 0.838162783574391 |
123 | 0.146655136928646 | 0.293310273857293 | 0.853344863071354 |
124 | 0.176117709043877 | 0.352235418087753 | 0.823882290956123 |
125 | 0.140837999138112 | 0.281675998276223 | 0.859162000861888 |
126 | 0.119970498038214 | 0.239940996076428 | 0.880029501961786 |
127 | 0.0925303732582244 | 0.185060746516449 | 0.907469626741776 |
128 | 0.069814449462824 | 0.139628898925648 | 0.930185550537176 |
129 | 0.0514765350867955 | 0.102953070173591 | 0.948523464913204 |
130 | 0.0370531041017909 | 0.0741062082035818 | 0.962946895898209 |
131 | 0.0260101186088376 | 0.0520202372176751 | 0.973989881391162 |
132 | 0.0177880732304652 | 0.0355761464609303 | 0.982211926769535 |
133 | 0.0299238651146082 | 0.0598477302292163 | 0.970076134885392 |
134 | 0.0204277385289345 | 0.0408554770578689 | 0.979572261471066 |
135 | 0.0135692803100328 | 0.0271385606200656 | 0.986430719689967 |
136 | 0.00877139055207452 | 0.017542781104149 | 0.991228609447925 |
137 | 0.0246463701955269 | 0.0492927403910537 | 0.975353629804473 |
138 | 0.0243269569147687 | 0.0486539138295374 | 0.975673043085231 |
139 | 0.0206060052725363 | 0.0412120105450726 | 0.979393994727464 |
140 | 0.0128629266656867 | 0.0257258533313733 | 0.987137073334313 |
141 | 0.0424236042548274 | 0.0848472085096548 | 0.957576395745173 |
142 | 0.0409015791392755 | 0.0818031582785511 | 0.959098420860724 |
143 | 0.0242532001338628 | 0.0485064002677256 | 0.975746799866137 |
144 | 0.0134403984685739 | 0.0268807969371478 | 0.986559601531426 |
145 | 0.00692957088062029 | 0.0138591417612406 | 0.99307042911938 |
146 | 0.00401617149341964 | 0.00803234298683927 | 0.99598382850658 |
147 | 0.00619710452471556 | 0.0123942090494311 | 0.993802895475284 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 17 | 0.120567375886525 | NOK |
5% type I error level | 39 | 0.276595744680851 | NOK |
10% type I error level | 49 | 0.347517730496454 | NOK |