Multiple Linear Regression - Estimated Regression Equation |
Difference[t] = -0.479003249542286 + 0.114896982380482Weeks[t] + 0.102581298492572Treatment[t] + 0.00222142412628218t + 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) | -0.479003249542286 | 0.197456 | -2.4259 | 0.016459 | 0.008229 |
Weeks | 0.114896982380482 | 0.041637 | 2.7595 | 0.006511 | 0.003256 |
Treatment | 0.102581298492572 | 0.048157 | 2.1301 | 0.034791 | 0.017396 |
t | 0.00222142412628218 | 0.000931 | 2.3861 | 0.018277 | 0.009139 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.269184308316193 |
R-squared | 0.0724601918436672 |
Adjusted R-squared | 0.0539093956805404 |
F-TEST (value) | 3.9060421561688 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 150 |
p-value | 0.0101146237437044 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.261574307446178 |
Sum Squared Residuals | 10.2631677473921 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 0.0853874025984966 | -0.0853874025984966 |
2 | 0 | -0.0149724717677938 | 0.0149724717677938 |
3 | 0 | -0.0127510476415113 | 0.0127510476415113 |
4 | 0 | -0.0105296235152293 | 0.0105296235152293 |
5 | 0 | -0.00830819938894712 | 0.00830819938894712 |
6 | 0 | -0.00608677526266494 | 0.00608677526266494 |
7 | 0 | -0.00386535113638277 | 0.00386535113638277 |
8 | 0 | 0.100937371482472 | -0.100937371482472 |
9 | 0 | 0.000577497116181585 | -0.000577497116181585 |
10 | 0 | 0.00279892124246377 | -0.00279892124246377 |
11 | 0 | 0.107601643861318 | -0.107601643861318 |
12 | 0 | 0.00724176949502811 | -0.00724176949502811 |
13 | 0 | 0.00946319362131029 | -0.00946319362131029 |
14 | 0 | 0.114265916240165 | -0.114265916240165 |
15 | 0 | 0.0139060418738746 | -0.0139060418738746 |
16 | 0 | 0.118708764492729 | -0.118708764492729 |
17 | 1 | 0.120930188619012 | 0.879069811380988 |
18 | 0 | 0.123151612745294 | -0.123151612745294 |
19 | 0 | 0.0227917383790033 | -0.0227917383790033 |
20 | 1 | 0.127594460997858 | 0.872405539002142 |
21 | 0 | 0.0272345866315677 | -0.0272345866315677 |
22 | 0 | 0.0294560107578499 | -0.0294560107578499 |
23 | 0 | 0.031677434884132 | -0.031677434884132 |
24 | 0 | 0.0338988590104142 | -0.0338988590104142 |
25 | 0 | 0.138701581629269 | -0.138701581629269 |
26 | 0 | 0.0383417072629786 | -0.0383417072629786 |
27 | 0 | 0.0405631313892608 | -0.0405631313892608 |
28 | 0 | 0.0427845555155429 | -0.0427845555155429 |
29 | 0 | 0.0450059796418251 | -0.0450059796418251 |
30 | 0 | 0.0472274037681073 | -0.0472274037681073 |
31 | 0 | 0.0494488278943895 | -0.0494488278943895 |
32 | 0 | 0.0516702520206716 | -0.0516702520206716 |
33 | 0 | 0.0538916761469538 | -0.0538916761469538 |
34 | 0 | 0.158694398765808 | -0.158694398765808 |
35 | 0 | 0.0583345243995182 | -0.0583345243995182 |
36 | 0 | 0.0605559485258003 | -0.0605559485258003 |
37 | 0 | 0.165358671144655 | -0.165358671144655 |
38 | 0 | 0.0649987967783647 | -0.0649987967783647 |
39 | 0 | 0.0672202209046469 | -0.0672202209046469 |
40 | 0 | 0.172022943523502 | -0.172022943523502 |
41 | 1 | 0.0716630691572112 | 0.928336930842789 |
42 | 0 | 0.0738844932834934 | -0.0738844932834934 |
43 | 0 | 0.0761059174097756 | -0.0761059174097756 |
44 | 0 | 0.18090864002863 | -0.18090864002863 |
45 | 0 | 0.0805487656623399 | -0.0805487656623399 |
46 | 0 | 0.0827701897886221 | -0.0827701897886221 |
47 | 0 | 0.0849916139149043 | -0.0849916139149043 |
48 | 0 | 0.0872130380411864 | -0.0872130380411864 |
49 | 0 | 0.0894344621674686 | -0.0894344621674686 |
50 | 0 | 0.0916558862937508 | -0.0916558862937508 |
51 | 0 | 0.196458608912605 | -0.196458608912605 |
52 | 1 | 0.198680033038888 | 0.801319966961112 |
53 | 0 | 0.0983201586725973 | -0.0983201586725973 |
54 | 1 | 0.10054158279888 | 0.89945841720112 |
55 | 0 | 0.102763006925162 | -0.102763006925162 |
56 | 0 | 0.207565729544016 | -0.207565729544016 |
57 | 0 | 0.107205855177726 | -0.107205855177726 |
58 | 0 | 0.109427279304008 | -0.109427279304008 |
59 | 0 | 0.11164870343029 | -0.11164870343029 |
60 | 1 | 0.216451426049145 | 0.783548573950855 |
61 | 0 | 0.218672850175427 | -0.218672850175427 |
62 | 0 | 0.118312975809137 | -0.118312975809137 |
63 | 0 | 0.120534399935419 | -0.120534399935419 |
64 | 0 | 0.225337122554274 | -0.225337122554274 |
65 | 0 | 0.124977248187983 | -0.124977248187983 |
66 | 0 | 0.127198672314266 | -0.127198672314266 |
67 | 1 | 0.23200139493312 | 0.76799860506688 |
68 | 0 | 0.13164152056683 | -0.13164152056683 |
69 | 0 | 0.133862944693112 | -0.133862944693112 |
70 | 0 | 0.136084368819394 | -0.136084368819394 |
71 | 0 | 0.138305792945677 | -0.138305792945677 |
72 | 0 | 0.140527217071959 | -0.140527217071959 |
73 | 0 | 0.142748641198241 | -0.142748641198241 |
74 | 0 | 0.144970065324523 | -0.144970065324523 |
75 | 0 | 0.147191489450805 | -0.147191489450805 |
76 | 0 | 0.25199421206966 | -0.25199421206966 |
77 | 0 | 0.15163433770337 | -0.15163433770337 |
78 | 0 | 0.153855761829652 | -0.153855761829652 |
79 | 1 | 0.258658484448506 | 0.741341515551494 |
80 | 0 | 0.260879908574789 | -0.260879908574789 |
81 | 0 | 0.160520034208498 | -0.160520034208498 |
82 | 0 | 0.16274145833478 | -0.16274145833478 |
83 | 0 | 0.164962882461063 | -0.164962882461063 |
84 | 1 | 0.167184306587345 | 0.832815693412655 |
85 | 0 | 0.169405730713627 | -0.169405730713627 |
86 | 0 | 0.171627154839909 | -0.171627154839909 |
87 | 0 | -0.0559453857947725 | 0.0559453857947725 |
88 | 0 | 0.0488573368240822 | -0.0488573368240822 |
89 | 0 | -0.0515025375422081 | 0.0515025375422081 |
90 | 0 | -0.049281113415926 | 0.049281113415926 |
91 | 0 | -0.0470596892896438 | 0.0470596892896438 |
92 | 0 | 0.0577430333292109 | -0.0577430333292109 |
93 | 0 | -0.0426168410370794 | 0.0426168410370794 |
94 | 0 | -0.0403954169107973 | 0.0403954169107973 |
95 | 0 | 0.0644073057080574 | -0.0644073057080574 |
96 | 0 | -0.0359525686582329 | 0.0359525686582329 |
97 | 0 | 0.0688501539606217 | -0.0688501539606217 |
98 | 0 | -0.0315097204056685 | 0.0315097204056685 |
99 | 0 | -0.0292882962793864 | 0.0292882962793864 |
100 | 0 | -0.0270668721531042 | 0.0270668721531042 |
101 | 0 | -0.024845448026822 | 0.024845448026822 |
102 | 0 | -0.0226240239005398 | 0.0226240239005398 |
103 | 0 | -0.0204025997742577 | 0.0204025997742577 |
104 | 0 | -0.0181811756479755 | 0.0181811756479755 |
105 | 0 | 0.0866215469708791 | -0.0866215469708791 |
106 | 0 | -0.0137383273954111 | 0.0137383273954111 |
107 | 0 | -0.011516903269129 | 0.011516903269129 |
108 | 0 | 0.0932858193497257 | -0.0932858193497257 |
109 | 0 | -0.00707405501656461 | 0.00707405501656461 |
110 | 0 | -0.00485263089028243 | 0.00485263089028243 |
111 | 0 | 0.0999500917285722 | -0.0999500917285722 |
112 | 0 | 0.102171515854854 | -0.102171515854854 |
113 | 0 | 0.0018116414885641 | -0.0018116414885641 |
114 | 0 | 0.106614364107419 | -0.106614364107419 |
115 | 0 | 0.00625448974112845 | -0.00625448974112845 |
116 | 0 | 0.00847591386741062 | -0.00847591386741062 |
117 | 0 | 0.0106973379936928 | -0.0106973379936928 |
118 | 0 | 0.012918762119975 | -0.012918762119975 |
119 | 0 | 0.0151401862462572 | -0.0151401862462572 |
120 | 0 | 0.0173616103725393 | -0.0173616103725393 |
121 | 0 | 0.0195830344988215 | -0.0195830344988215 |
122 | 0 | 0.0218044586251037 | -0.0218044586251037 |
123 | 0 | 0.126607181243958 | -0.126607181243958 |
124 | 0 | 0.026247306877668 | -0.026247306877668 |
125 | 0 | 0.0284687310039502 | -0.0284687310039502 |
126 | 0 | 0.133271453622805 | -0.133271453622805 |
127 | 0 | 0.0329115792565146 | -0.0329115792565146 |
128 | 0 | 0.0351330033827967 | -0.0351330033827967 |
129 | 0 | 0.0373544275090789 | -0.0373544275090789 |
130 | 0 | 0.0395758516353611 | -0.0395758516353611 |
131 | 0 | 0.0417972757616433 | -0.0417972757616433 |
132 | 0 | 0.0440186998879254 | -0.0440186998879254 |
133 | 0 | 0.0462401240142076 | -0.0462401240142076 |
134 | 0 | 0.0484615481404898 | -0.0484615481404898 |
135 | 0 | 0.050682972266772 | -0.050682972266772 |
136 | 0 | 0.0529043963930541 | -0.0529043963930541 |
137 | 0 | 0.0551258205193363 | -0.0551258205193363 |
138 | 0 | 0.159928543138191 | -0.159928543138191 |
139 | 0 | 0.162149967264473 | -0.162149967264473 |
140 | 0 | 0.0617900928981828 | -0.0617900928981828 |
141 | 1 | 0.0640115170244649 | 0.935988482975535 |
142 | 0 | 0.16881423964332 | -0.16881423964332 |
143 | 0 | 0.0684543652770294 | -0.0684543652770294 |
144 | 0 | 0.0706757894033116 | -0.0706757894033116 |
145 | 0 | 0.0728972135295937 | -0.0728972135295937 |
146 | 0 | 0.177699936148448 | -0.177699936148448 |
147 | 0 | 0.179921360274731 | -0.179921360274731 |
148 | 0 | 0.182142784401013 | -0.182142784401013 |
149 | 0 | 0.0817829100347224 | -0.0817829100347224 |
150 | 0 | 0.0840043341610046 | -0.0840043341610046 |
151 | 0 | 0.0862257582872868 | -0.0862257582872868 |
152 | 1 | 0.0884471824135689 | 0.911552817586431 |
153 | 1 | 0.0906686065398511 | 0.909331393460149 |
154 | 0 | 0.0928900306661333 | -0.0928900306661333 |
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 | 0.344036321362846 | 0.688072642725691 | 0.655963678637154 |
18 | 0.33212233234474 | 0.664244664689481 | 0.66787766765526 |
19 | 0.273441432520052 | 0.546882865040105 | 0.726558567479948 |
20 | 0.745344090867414 | 0.509311818265172 | 0.254655909132586 |
21 | 0.712384664487226 | 0.575230671025549 | 0.287615335512774 |
22 | 0.669070312371391 | 0.661859375257218 | 0.330929687628609 |
23 | 0.618758543734437 | 0.762482912531125 | 0.381241456265563 |
24 | 0.563732174127501 | 0.872535651744998 | 0.436267825872499 |
25 | 0.582086628113575 | 0.835826743772851 | 0.417913371886425 |
26 | 0.52119051862503 | 0.957618962749939 | 0.47880948137497 |
27 | 0.45969409373721 | 0.919388187474419 | 0.54030590626279 |
28 | 0.399273199271513 | 0.798546398543027 | 0.600726800728487 |
29 | 0.341420386446883 | 0.682840772893766 | 0.658579613553117 |
30 | 0.287371808582223 | 0.574743617164445 | 0.712628191417777 |
31 | 0.238056495449512 | 0.476112990899023 | 0.761943504550488 |
32 | 0.194075066688766 | 0.388150133377532 | 0.805924933311234 |
33 | 0.155707962276195 | 0.311415924552391 | 0.844292037723805 |
34 | 0.150621363041038 | 0.301242726082077 | 0.849378636958962 |
35 | 0.118511201973017 | 0.237022403946035 | 0.881488798026983 |
36 | 0.0918009316383362 | 0.183601863276672 | 0.908199068361664 |
37 | 0.0825401049089996 | 0.165080209817999 | 0.917459895091 |
38 | 0.062654353121105 | 0.12530870624221 | 0.937345646878895 |
39 | 0.0468562744514656 | 0.0937125489029311 | 0.953143725548534 |
40 | 0.0397276355568049 | 0.0794552711136098 | 0.960272364443195 |
41 | 0.5157080718177 | 0.968583856364601 | 0.4842919281823 |
42 | 0.466774435812409 | 0.933548871624818 | 0.533225564187591 |
43 | 0.418171206416312 | 0.836342412832624 | 0.581828793583688 |
44 | 0.393854647933658 | 0.787709295867317 | 0.606145352066342 |
45 | 0.346823186165968 | 0.693646372331937 | 0.653176813834032 |
46 | 0.302143205280192 | 0.604286410560385 | 0.697856794719808 |
47 | 0.26038897302737 | 0.520777946054741 | 0.73961102697263 |
48 | 0.221991470546239 | 0.443982941092477 | 0.778008529453762 |
49 | 0.187231869379916 | 0.374463738759832 | 0.812768130620084 |
50 | 0.156245179206576 | 0.312490358413151 | 0.843754820793424 |
51 | 0.139534643038881 | 0.279069286077762 | 0.860465356961119 |
52 | 0.495714583085071 | 0.991429166170142 | 0.504285416914929 |
53 | 0.450844005470268 | 0.901688010940536 | 0.549155994529732 |
54 | 0.8774437470266 | 0.2451125059468 | 0.1225562529734 |
55 | 0.856438403539137 | 0.287123192921726 | 0.143561596460863 |
56 | 0.85055226489498 | 0.29889547021004 | 0.14944773510502 |
57 | 0.825617344192187 | 0.348765311615626 | 0.174382655807813 |
58 | 0.79799731953008 | 0.404005360939841 | 0.20200268046992 |
59 | 0.76779734721618 | 0.464405305567641 | 0.23220265278382 |
60 | 0.949235209047896 | 0.101529581904208 | 0.0507647909521039 |
61 | 0.94763365733548 | 0.104732685329039 | 0.0523663426645195 |
62 | 0.936157512412957 | 0.127684975174087 | 0.0638424875870433 |
63 | 0.922748574668747 | 0.154502850662505 | 0.0772514253312526 |
64 | 0.918108689421086 | 0.163782621157828 | 0.0818913105789142 |
65 | 0.901809934920722 | 0.196380130158555 | 0.0981900650792777 |
66 | 0.883369481644326 | 0.233261036711349 | 0.116630518355674 |
67 | 0.98510684572655 | 0.0297863085468998 | 0.0148931542734499 |
68 | 0.980979220121052 | 0.0380415597578958 | 0.0190207798789479 |
69 | 0.975925434208508 | 0.0481491315829839 | 0.024074565791492 |
70 | 0.969827588910824 | 0.0603448221783516 | 0.0301724110891758 |
71 | 0.96258690054699 | 0.0748261989060205 | 0.0374130994530102 |
72 | 0.954140909602515 | 0.0917181807949702 | 0.0458590903974851 |
73 | 0.944486742298393 | 0.111026515403214 | 0.0555132577016071 |
74 | 0.933712552192036 | 0.132574895615928 | 0.0662874478079638 |
75 | 0.922040798691147 | 0.155918402617705 | 0.0779592013088526 |
76 | 0.919058900431044 | 0.161882199137913 | 0.0809410995689563 |
77 | 0.907514683423939 | 0.184970633152121 | 0.0924853165760605 |
78 | 0.896935851682363 | 0.206128296635274 | 0.103064148317637 |
79 | 0.988474269213321 | 0.0230514615733571 | 0.0115257307866785 |
80 | 0.987432917265257 | 0.0251341654694855 | 0.0125670827347428 |
81 | 0.984748350346975 | 0.0305032993060502 | 0.0152516496530251 |
82 | 0.982487170788425 | 0.0350256584231509 | 0.0175128292115754 |
83 | 0.981916982217477 | 0.0361660355650464 | 0.0180830177825232 |
84 | 0.999664596126898 | 0.000670807746204018 | 0.000335403873102009 |
85 | 0.999498038124627 | 0.00100392375074695 | 0.000501961875373474 |
86 | 0.99925508879216 | 0.00148982241568018 | 0.000744911207840092 |
87 | 0.998888133789453 | 0.00222373242109331 | 0.00111186621054665 |
88 | 0.998499547422305 | 0.00300090515538966 | 0.00150045257769483 |
89 | 0.997835998906676 | 0.00432800218664822 | 0.00216400109332411 |
90 | 0.996893767140182 | 0.0062124657196355 | 0.00310623285981775 |
91 | 0.995582214679207 | 0.00883557064158634 | 0.00441778532079317 |
92 | 0.994262061383147 | 0.0114758772337056 | 0.00573793861685278 |
93 | 0.992027290713921 | 0.0159454185721584 | 0.00797270928607918 |
94 | 0.989033946649749 | 0.0219321067005011 | 0.0109660533502505 |
95 | 0.986131580229721 | 0.0277368395405579 | 0.0138684197702789 |
96 | 0.981337048793649 | 0.0373259024127017 | 0.0186629512063508 |
97 | 0.976864043946449 | 0.0462719121071022 | 0.0231359560535511 |
98 | 0.969517042978906 | 0.0609659140421876 | 0.0304829570210938 |
99 | 0.9602594964822 | 0.0794810070355998 | 0.0397405035177999 |
100 | 0.948750739626769 | 0.102498520746462 | 0.0512492603732308 |
101 | 0.934637302842294 | 0.130725394315412 | 0.0653626971577061 |
102 | 0.917567611092222 | 0.164864777815557 | 0.0824323889077785 |
103 | 0.897210420502376 | 0.205579158995248 | 0.102789579497624 |
104 | 0.873276438377843 | 0.253447123244315 | 0.126723561622157 |
105 | 0.853374635912412 | 0.293250728175175 | 0.146625364087588 |
106 | 0.822861936944728 | 0.354276126110543 | 0.177138063055272 |
107 | 0.788381896801024 | 0.423236206397953 | 0.211618103198976 |
108 | 0.761290852488024 | 0.477418295023952 | 0.238709147511976 |
109 | 0.720359182441836 | 0.559281635116329 | 0.279640817558164 |
110 | 0.67595382644731 | 0.64809234710538 | 0.32404617355269 |
111 | 0.643456259965132 | 0.713087480069736 | 0.356543740034868 |
112 | 0.613000999189646 | 0.773998001620708 | 0.386999000810354 |
113 | 0.563009872719244 | 0.873980254561512 | 0.436990127280756 |
114 | 0.536091944581908 | 0.927816110836183 | 0.463908055418091 |
115 | 0.484660751101468 | 0.969321502202937 | 0.515339248898532 |
116 | 0.432931925240488 | 0.865863850480975 | 0.567068074759512 |
117 | 0.381764814176816 | 0.763529628353631 | 0.618235185823184 |
118 | 0.332019401949951 | 0.664038803899902 | 0.667980598050049 |
119 | 0.284513667607572 | 0.569027335215144 | 0.715486332392428 |
120 | 0.239981865852319 | 0.479963731704638 | 0.760018134147681 |
121 | 0.199037188313883 | 0.398074376627767 | 0.800962811686117 |
122 | 0.162142080951677 | 0.324284161903354 | 0.837857919048323 |
123 | 0.144213572485381 | 0.288427144970762 | 0.855786427514619 |
124 | 0.114196563024851 | 0.228393126049701 | 0.885803436975149 |
125 | 0.0885333571385959 | 0.177066714277192 | 0.911466642861404 |
126 | 0.0791198833776063 | 0.158239766755213 | 0.920880116622394 |
127 | 0.059524712224301 | 0.119049424448602 | 0.940475287775699 |
128 | 0.0436685399130464 | 0.0873370798260927 | 0.956331460086954 |
129 | 0.0311846074095339 | 0.0623692148190678 | 0.968815392590466 |
130 | 0.0216404561255688 | 0.0432809122511377 | 0.978359543874431 |
131 | 0.0145704192565029 | 0.0291408385130057 | 0.985429580743497 |
132 | 0.00950726611769341 | 0.0190145322353868 | 0.990492733882307 |
133 | 0.00601006797040217 | 0.0120201359408043 | 0.993989932029598 |
134 | 0.00368586763309769 | 0.00737173526619538 | 0.996314132366902 |
135 | 0.00220367331904174 | 0.00440734663808349 | 0.997796326680958 |
136 | 0.00130063608538265 | 0.0026012721707653 | 0.998699363914617 |
137 | 0.000782302504455002 | 0.00156460500891 | 0.999217697495545 |
138 | 0.000436240609559414 | 0.000872481219118828 | 0.999563759390441 |
139 | 0.000234100541164096 | 0.000468201082328192 | 0.999765899458836 |
140 | 0.000142762424671461 | 0.000285524849342921 | 0.999857237575329 |
141 | 0.0229572638245822 | 0.0459145276491643 | 0.977042736175418 |
142 | 0.0169774061602793 | 0.0339548123205586 | 0.983022593839721 |
143 | 0.00992244824004215 | 0.0198448964800843 | 0.990077551759958 |
144 | 0.00543921701458521 | 0.0108784340291704 | 0.994560782985415 |
145 | 0.00306734219844377 | 0.00613468439688753 | 0.996932657801556 |
146 | 0.00143710870006174 | 0.00287421740012348 | 0.998562891299938 |
147 | 0.00053659761339306 | 0.00107319522678612 | 0.999463402386607 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 28 | 0.198581560283688 | NOK |
5% type I error level | 50 | 0.354609929078014 | NOK |
10% type I error level | 59 | 0.418439716312057 | NOK |