Multiple Linear Regression - Estimated Regression Equation |
CorrectAnalysis[t] = + 0.019302128684081 -0.0356310600070104PR4[t] + 0.0196818913779413UseLimit[t] -0.0204004840824279T[t] + 0.030932151490127PR_T[t] + 0.240886186179452Used[t] -0.248989269264305T_Used[t] + 0.550914039104012PR_T_Used[t] + 0.0282262083942369Useful[t] -0.0305769395691072Outcome[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) | 0.019302128684081 | 0.037602 | 0.5133 | 0.608514 | 0.304257 |
PR4 | -0.0356310600070104 | 0.043389 | -0.8212 | 0.412885 | 0.206443 |
UseLimit | 0.0196818913779413 | 0.040459 | 0.4865 | 0.627379 | 0.313689 |
T | -0.0204004840824279 | 0.085858 | -0.2376 | 0.812524 | 0.406262 |
PR_T | 0.030932151490127 | 0.112504 | 0.2749 | 0.783754 | 0.391877 |
Used | 0.240886186179452 | 0.052018 | 4.6308 | 8e-06 | 4e-06 |
T_Used | -0.248989269264305 | 0.120785 | -2.0614 | 0.041061 | 0.02053 |
PR_T_Used | 0.550914039104012 | 0.145706 | 3.781 | 0.000228 | 0.000114 |
Useful | 0.0282262083942369 | 0.043812 | 0.6443 | 0.520437 | 0.260219 |
Outcome | -0.0305769395691072 | 0.037951 | -0.8057 | 0.421751 | 0.210875 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.592495998607993 |
R-squared | 0.351051508366482 |
Adjusted R-squared | 0.310492227639387 |
F-TEST (value) | 8.65526957266698 |
F-TEST (DF numerator) | 9 |
F-TEST (DF denominator) | 144 |
p-value | 2.56308974044828e-10 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.223304925438483 |
Sum Squared Residuals | 7.18057292041243 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | -0.0166923121063962 | 0.0166923121063962 |
2 | 0 | -0.0163289313229295 | 0.0163289313229295 |
3 | 0 | -0.0163289313229294 | 0.0163289313229294 |
4 | 0 | -0.0163289313229294 | 0.0163289313229294 |
5 | 0 | -0.0163289313229294 | 0.0163289313229294 |
6 | 0 | 0.0010022288801416 | -0.0010022288801416 |
7 | 0 | -0.0163289313229294 | 0.0163289313229294 |
8 | 0 | -0.00579726391523035 | 0.00579726391523035 |
9 | 0 | -0.0469058708920366 | 0.0469058708920366 |
10 | 0 | 0.0033529600550119 | -0.0033529600550119 |
11 | 0 | 0.013884627462711 | -0.013884627462711 |
12 | 0 | -0.0163289313229294 | 0.0163289313229294 |
13 | 0 | 0.25278346325076 | -0.25278346325076 |
14 | 0 | 0.013884627462711 | -0.013884627462711 |
15 | 0 | 0.222206523681652 | -0.222206523681652 |
16 | 0 | 0.534662960929059 | -0.534662960929059 |
17 | 1 | 0.584921791876107 | 0.415078208123893 |
18 | 0 | 0.013884627462711 | -0.013884627462711 |
19 | 0 | -0.0469058708920366 | 0.0469058708920366 |
20 | 1 | 0.534662960929059 | 0.465337039070941 |
21 | 0 | 0.0315791684492488 | -0.0315791684492488 |
22 | 0 | 0.241888415059594 | -0.241888415059594 |
23 | 0 | -0.0186796624977997 | 0.0186796624977997 |
24 | 0 | 0.00100222888014162 | -0.00100222888014162 |
25 | 0 | 0.506436752534822 | -0.506436752534822 |
26 | 0 | 0.25278346325076 | -0.25278346325076 |
27 | 0 | -0.0272239795140952 | 0.0272239795140952 |
28 | 0 | 0.224557254856523 | -0.224557254856523 |
29 | 0 | -0.0469058708920366 | 0.0469058708920366 |
30 | 0 | 0.0118972770713075 | -0.0118972770713075 |
31 | 0 | -0.0163289313229294 | 0.0163289313229294 |
32 | 0 | 0.00335296005501194 | -0.00335296005501194 |
33 | 0 | 0.0315791684492488 | -0.0315791684492488 |
34 | 0 | -0.0363742034843375 | 0.0363742034843375 |
35 | 0 | -0.0163289313229294 | 0.0163289313229294 |
36 | 0 | -0.0163289313229294 | 0.0163289313229294 |
37 | 0 | 0.584921791876107 | -0.584921791876107 |
38 | 0 | 0.193980315287416 | -0.193980315287416 |
39 | 0 | -0.0186796624977997 | 0.0186796624977997 |
40 | 0 | 0.0224289444790065 | -0.0224289444790065 |
41 | 1 | 0.222206523681652 | 0.777793476318348 |
42 | 0 | 0.193980315287416 | -0.193980315287416 |
43 | 0 | 0.00100222888014162 | -0.00100222888014162 |
44 | 0 | 0.013884627462711 | -0.013884627462711 |
45 | 0 | 0.0118972770713075 | -0.0118972770713075 |
46 | 0 | -0.0186796624977997 | 0.0186796624977997 |
47 | 0 | -0.0163289313229294 | 0.0163289313229294 |
48 | 0 | -0.0469058708920366 | 0.0469058708920366 |
49 | 0 | -0.0186796624977997 | 0.0186796624977997 |
50 | 0 | -0.0163289313229294 | 0.0163289313229294 |
51 | 0 | 0.537013692103929 | -0.537013692103929 |
52 | 1 | 0.584921791876107 | 0.415078208123893 |
53 | 0 | -0.0469058708920366 | 0.0469058708920366 |
54 | 1 | 0.224557254856523 | 0.775442745143477 |
55 | 0 | -0.0163289313229294 | 0.0163289313229294 |
56 | 0 | 0.506436752534822 | -0.506436752534822 |
57 | 0 | 0.222206523681652 | -0.222206523681652 |
58 | 0 | -0.0469058708920366 | 0.0469058708920366 |
59 | 0 | -0.0469058708920366 | 0.0469058708920366 |
60 | 1 | 0.554344852307 | 0.445655147693 |
61 | 0 | -0.0166923121063962 | 0.0166923121063962 |
62 | 0 | 0.25278346325076 | -0.25278346325076 |
63 | 0 | -0.0163289313229294 | 0.0163289313229294 |
64 | 0 | -0.0166923121063962 | 0.0166923121063962 |
65 | 0 | -0.0163289313229294 | 0.0163289313229294 |
66 | 0 | -0.0163289313229294 | 0.0163289313229294 |
67 | 1 | 0.565239900498166 | 0.434760099501834 |
68 | 0 | 0.00335296005501194 | -0.00335296005501194 |
69 | 0 | -0.0469058708920366 | 0.0469058708920366 |
70 | 0 | 0.224557254856523 | -0.224557254856523 |
71 | 0 | -0.0163289313229294 | 0.0163289313229294 |
72 | 0 | -0.0469058708920366 | 0.0469058708920366 |
73 | 0 | 0.193980315287416 | -0.193980315287416 |
74 | 0 | 0.244239146234464 | -0.244239146234464 |
75 | 0 | -0.0469058708920366 | 0.0469058708920366 |
76 | 0 | -0.00814799509010065 | 0.00814799509010065 |
77 | 0 | -0.0469058708920366 | 0.0469058708920366 |
78 | 0 | 0.222206523681652 | -0.222206523681652 |
79 | 1 | 0.506436752534822 | 0.493563247465178 |
80 | 0 | 0.0224289444790065 | -0.0224289444790065 |
81 | 0 | -0.0163289313229294 | 0.0163289313229294 |
82 | 0 | 0.213662206665357 | -0.213662206665357 |
83 | 0 | -0.0163289313229294 | 0.0163289313229294 |
84 | 1 | 0.224557254856523 | 0.775442745143477 |
85 | 0 | -0.0186796624977997 | 0.0186796624977997 |
86 | 0 | 0.00335296005501194 | -0.00335296005501194 |
87 | 0 | 0.00840708049291515 | -0.00840708049291515 |
88 | 0 | -0.0200964866743659 | 0.0200964866743659 |
89 | 0 | 0.019302128684081 | -0.019302128684081 |
90 | 0 | -0.0112748108850262 | 0.0112748108850262 |
91 | 0 | 0.0475283370783178 | -0.0475283370783178 |
92 | 0 | 0.0185835359795944 | -0.0185835359795944 |
93 | 0 | 0.0672102284562592 | -0.0672102284562592 |
94 | 0 | 0.019302128684081 | -0.019302128684081 |
95 | 0 | -0.00109835539834695 | 0.00109835539834695 |
96 | 0 | -0.0112748108850262 | 0.0112748108850262 |
97 | 0 | 0.0185835359795944 | -0.0185835359795944 |
98 | 0 | 0.019302128684081 | -0.019302128684081 |
99 | 0 | 0.0389840200620223 | -0.0389840200620223 |
100 | 0 | -0.0112748108850262 | 0.0112748108850262 |
101 | 0 | 0.00840708049291515 | -0.00840708049291515 |
102 | 0 | 0.019302128684081 | -0.019302128684081 |
103 | 0 | 0.019302128684081 | -0.019302128684081 |
104 | 0 | 0.019302128684081 | -0.019302128684081 |
105 | 0 | -0.00920143848320001 | 0.00920143848320001 |
106 | 0 | 0.019302128684081 | -0.019302128684081 |
107 | 0 | 0.019302128684081 | -0.019302128684081 |
108 | 0 | 0.0104804528947413 | -0.0104804528947413 |
109 | 0 | 0.019302128684081 | -0.019302128684081 |
110 | 0 | 0.0389840200620223 | -0.0389840200620223 |
111 | 0 | 0.0387066612889782 | -0.0387066612889782 |
112 | 0 | -0.00109835539834695 | 0.00109835539834695 |
113 | 0 | 0.260188314863533 | -0.260188314863533 |
114 | 0 | 0.0104804528947413 | -0.0104804528947413 |
115 | 0 | 0.0389840200620223 | -0.0389840200620223 |
116 | 0 | 0.019302128684081 | -0.019302128684081 |
117 | 0 | 0.00840708049291515 | -0.00840708049291515 |
118 | 0 | 0.0389840200620223 | -0.0389840200620223 |
119 | 0 | 0.019302128684081 | -0.019302128684081 |
120 | 0 | -0.0112748108850262 | 0.0112748108850262 |
121 | 0 | 0.0389840200620223 | -0.0389840200620223 |
122 | 0 | 0.019302128684081 | -0.019302128684081 |
123 | 0 | 0.0104804528947413 | -0.0104804528947413 |
124 | 0 | 0.257837583688663 | -0.257837583688663 |
125 | 0 | -0.0112748108850262 | 0.0112748108850262 |
126 | 0 | -0.00109835539834695 | 0.00109835539834695 |
127 | 0 | 0.0475283370783178 | -0.0475283370783178 |
128 | 0 | -0.0112748108850262 | 0.0112748108850262 |
129 | 0 | 0.019302128684081 | -0.019302128684081 |
130 | 0 | -0.0112748108850262 | 0.0112748108850262 |
131 | 0 | 0.0389840200620223 | -0.0389840200620223 |
132 | 0 | 0.00840708049291515 | -0.00840708049291515 |
133 | 0 | 0.279870206241474 | -0.279870206241474 |
134 | 0 | 0.019302128684081 | -0.019302128684081 |
135 | 0 | 0.019302128684081 | -0.019302128684081 |
136 | 0 | 0.019302128684081 | -0.019302128684081 |
137 | 0 | 0.277519475066604 | -0.277519475066604 |
138 | 0 | 0.00812972171987101 | -0.00812972171987101 |
139 | 0 | -0.00109835539834695 | 0.00109835539834695 |
140 | 0 | 0.019302128684081 | -0.019302128684081 |
141 | 1 | 0.229611375294426 | 0.770388624705574 |
142 | 0 | -0.0397783780523072 | 0.0397783780523072 |
143 | 0 | 0.0389840200620223 | -0.0389840200620223 |
144 | 0 | 0.0169513975092107 | -0.0169513975092107 |
145 | 0 | 0.0475283370783178 | -0.0475283370783178 |
146 | 0 | -0.0316752949674542 | 0.0316752949674542 |
147 | 0 | -0.00920143848320001 | 0.00920143848320001 |
148 | 0 | -0.00109835539834695 | 0.00109835539834695 |
149 | 0 | 0.0389840200620223 | -0.0389840200620223 |
150 | 0 | 0.0169513975092107 | -0.0169513975092107 |
151 | 0 | -0.0112748108850262 | 0.0112748108850262 |
152 | 1 | 0.279870206241474 | 0.720129793758526 |
153 | 1 | 0.308096414635711 | 0.691903585364289 |
154 | 0 | 0.279870206241474 | -0.279870206241474 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
13 | 0 | 0 | 1 |
14 | 0 | 0 | 1 |
15 | 0 | 0 | 1 |
16 | 0 | 0 | 1 |
17 | 0.469898219413187 | 0.939796438826375 | 0.530101780586813 |
18 | 0.373063346205858 | 0.746126692411716 | 0.626936653794142 |
19 | 0.310916098663861 | 0.621832197327721 | 0.689083901336139 |
20 | 0.686972120502743 | 0.626055758994513 | 0.313027879497257 |
21 | 0.604795955059073 | 0.790408089881855 | 0.395204044940927 |
22 | 0.534032554815467 | 0.931934890369067 | 0.465967445184533 |
23 | 0.463150069274379 | 0.926300138548758 | 0.536849930725621 |
24 | 0.380876308517168 | 0.761752617034335 | 0.619123691482832 |
25 | 0.629796313453266 | 0.740407373093467 | 0.370203686546734 |
26 | 0.575036385043759 | 0.849927229912481 | 0.424963614956241 |
27 | 0.508505917026346 | 0.982988165947309 | 0.491494082973655 |
28 | 0.456960785133865 | 0.91392157026773 | 0.543039214866135 |
29 | 0.402794452097952 | 0.805588904195904 | 0.597205547902048 |
30 | 0.346743049126384 | 0.693486098252769 | 0.653256950873616 |
31 | 0.284366739080595 | 0.56873347816119 | 0.715633260919405 |
32 | 0.23176595158866 | 0.463531903177321 | 0.76823404841134 |
33 | 0.198668980198774 | 0.397337960397548 | 0.801331019801226 |
34 | 0.16175955423802 | 0.32351910847604 | 0.83824044576198 |
35 | 0.12443232678954 | 0.248864653579079 | 0.87556767321046 |
36 | 0.093891166224093 | 0.187782332448186 | 0.906108833775907 |
37 | 0.323341493215434 | 0.646682986430868 | 0.676658506784566 |
38 | 0.286679512337888 | 0.573359024675776 | 0.713320487662112 |
39 | 0.237159975995425 | 0.474319951990851 | 0.762840024004575 |
40 | 0.195241771837717 | 0.390483543675433 | 0.804758228162283 |
41 | 0.876506050728402 | 0.246987898543196 | 0.123493949271598 |
42 | 0.857299621328862 | 0.285400757342277 | 0.142700378671138 |
43 | 0.824811608604353 | 0.350376782791294 | 0.175188391395647 |
44 | 0.786804479910993 | 0.426391040178013 | 0.213195520089007 |
45 | 0.746286060670861 | 0.507427878658279 | 0.253713939329139 |
46 | 0.702638429946831 | 0.594723140106338 | 0.297361570053169 |
47 | 0.654203958232978 | 0.691592083534045 | 0.345796041767022 |
48 | 0.603831737839893 | 0.792336524320215 | 0.396168262160107 |
49 | 0.553267945492586 | 0.893464109014829 | 0.446732054507414 |
50 | 0.500239969652206 | 0.999520060695587 | 0.499760030347794 |
51 | 0.693416609632111 | 0.613166780735778 | 0.306583390367889 |
52 | 0.835456149186871 | 0.329087701626258 | 0.164543850813129 |
53 | 0.803117451098692 | 0.393765097802616 | 0.196882548901308 |
54 | 0.989806679483693 | 0.0203866410326147 | 0.0101933205163073 |
55 | 0.985850792836468 | 0.0282984143270637 | 0.0141492071635318 |
56 | 0.999094961669087 | 0.00181007666182559 | 0.000905038330912793 |
57 | 0.999041427016412 | 0.00191714596717673 | 0.000958572983588364 |
58 | 0.998594512571089 | 0.0028109748578211 | 0.00140548742891055 |
59 | 0.997965684852775 | 0.0040686302944493 | 0.00203431514722465 |
60 | 0.999051462514739 | 0.00189707497052224 | 0.00094853748526112 |
61 | 0.998566467312372 | 0.00286706537525576 | 0.00143353268762788 |
62 | 0.99865297452339 | 0.00269405095322043 | 0.00134702547661022 |
63 | 0.998002078030698 | 0.00399584393860342 | 0.00199792196930171 |
64 | 0.997063602127704 | 0.00587279574459243 | 0.00293639787229622 |
65 | 0.995768626026451 | 0.00846274794709704 | 0.00423137397354852 |
66 | 0.993989584922595 | 0.0120208301548101 | 0.00601041507740504 |
67 | 0.996110273697208 | 0.00777945260558324 | 0.00388972630279162 |
68 | 0.994488566834863 | 0.0110228663302734 | 0.00551143316513672 |
69 | 0.992446754517799 | 0.0151064909644024 | 0.00755324548220118 |
70 | 0.992869805478098 | 0.0142603890438035 | 0.00713019452190174 |
71 | 0.990058227374444 | 0.019883545251112 | 0.00994177262555601 |
72 | 0.986646531074782 | 0.0267069378504368 | 0.0133534689252184 |
73 | 0.986965503803502 | 0.026068992392996 | 0.013034496196498 |
74 | 0.98976397996763 | 0.0204720400647391 | 0.0102360200323695 |
75 | 0.986035568013491 | 0.0279288639730176 | 0.0139644319865088 |
76 | 0.981173846220559 | 0.0376523075588819 | 0.018826153779441 |
77 | 0.974970992099112 | 0.0500580158017765 | 0.0250290079008882 |
78 | 0.98109861754795 | 0.0378027649041008 | 0.0189013824520504 |
79 | 0.987637782782158 | 0.0247244344356841 | 0.012362217217842 |
80 | 0.983143602015329 | 0.0337127959693429 | 0.0168563979846715 |
81 | 0.977546835710474 | 0.0449063285790522 | 0.0224531642895261 |
82 | 0.989334265953384 | 0.0213314680932324 | 0.0106657340466162 |
83 | 0.987370827001038 | 0.0252583459979237 | 0.0126291729989618 |
84 | 0.999146821910306 | 0.00170635617938715 | 0.000853178089693574 |
85 | 0.9986974498925 | 0.00260510021500001 | 0.00130255010750001 |
86 | 0.998035205520953 | 0.00392958895809358 | 0.00196479447904679 |
87 | 0.997076126651766 | 0.00584774669646821 | 0.0029238733482341 |
88 | 0.995709524129203 | 0.00858095174159398 | 0.00429047587079699 |
89 | 0.99379985115752 | 0.0124002976849596 | 0.0062001488424798 |
90 | 0.9911638192264 | 0.0176723615471994 | 0.00883618077359969 |
91 | 0.987668501621882 | 0.0246629967562369 | 0.0123314983781184 |
92 | 0.982889145073782 | 0.034221709852436 | 0.017110854926218 |
93 | 0.976707461473704 | 0.0465850770525914 | 0.0232925385262957 |
94 | 0.968551686914369 | 0.0628966261712629 | 0.0314483130856315 |
95 | 0.958128380527366 | 0.0837432389452671 | 0.0418716194726335 |
96 | 0.945156886778017 | 0.109686226443967 | 0.0548431132219835 |
97 | 0.92898279649356 | 0.14203440701288 | 0.0710172035064398 |
98 | 0.909259649630848 | 0.181480700738303 | 0.0907403503691517 |
99 | 0.885693130612776 | 0.228613738774447 | 0.114306869387224 |
100 | 0.858101443462431 | 0.283797113075138 | 0.141898556537569 |
101 | 0.826021891521039 | 0.347956216957923 | 0.173978108478961 |
102 | 0.789373386654229 | 0.421253226691542 | 0.210626613345771 |
103 | 0.748345829490148 | 0.503308341019704 | 0.251654170509852 |
104 | 0.703213689047883 | 0.593572621904235 | 0.296786310952117 |
105 | 0.654536940226075 | 0.690926119547851 | 0.345463059773925 |
106 | 0.602773991625682 | 0.794452016748636 | 0.397226008374318 |
107 | 0.548828095713318 | 0.902343808573364 | 0.451171904286682 |
108 | 0.49382568092712 | 0.98765136185424 | 0.50617431907288 |
109 | 0.438427839325794 | 0.876855678651588 | 0.561572160674206 |
110 | 0.384033200890632 | 0.768066401781264 | 0.615966799109368 |
111 | 0.331955736031583 | 0.663911472063165 | 0.668044263968417 |
112 | 0.282046634319384 | 0.564093268638767 | 0.717953365680616 |
113 | 0.366193299732017 | 0.732386599464033 | 0.633806700267983 |
114 | 0.312946121585109 | 0.625892243170219 | 0.687053878414891 |
115 | 0.26291545815538 | 0.525830916310761 | 0.73708454184462 |
116 | 0.217457247780482 | 0.434914495560965 | 0.782542752219518 |
117 | 0.176995292042215 | 0.35399058408443 | 0.823004707957785 |
118 | 0.14061361737312 | 0.28122723474624 | 0.85938638262688 |
119 | 0.109772752403319 | 0.219545504806637 | 0.890227247596681 |
120 | 0.0836992544379143 | 0.167398508875829 | 0.916300745562086 |
121 | 0.0622790612920723 | 0.124558122584145 | 0.937720938707928 |
122 | 0.0454512855270732 | 0.0909025710541465 | 0.954548714472927 |
123 | 0.0321954900723801 | 0.0643909801447602 | 0.96780450992762 |
124 | 0.0678853089888155 | 0.135770617977631 | 0.932114691011184 |
125 | 0.0488580783263443 | 0.0977161566526886 | 0.951141921673656 |
126 | 0.0340460529304545 | 0.0680921058609091 | 0.965953947069546 |
127 | 0.0232440942096673 | 0.0464881884193347 | 0.976755905790333 |
128 | 0.0152706315286971 | 0.0305412630573941 | 0.984729368471303 |
129 | 0.00973932262811876 | 0.0194786452562375 | 0.990260677371881 |
130 | 0.00596535704525481 | 0.0119307140905096 | 0.994034642954745 |
131 | 0.00366285724742216 | 0.00732571449484432 | 0.996337142752578 |
132 | 0.00237930008034201 | 0.00475860016068402 | 0.997620699919658 |
133 | 0.00943889421322382 | 0.0188777884264476 | 0.990561105786776 |
134 | 0.00547355944216248 | 0.010947118884325 | 0.994526440557838 |
135 | 0.00303592752363937 | 0.00607185504727874 | 0.996964072476361 |
136 | 0.00161522672344277 | 0.00323045344688555 | 0.998384773276557 |
137 | 0.021907805043055 | 0.04381561008611 | 0.978092194956945 |
138 | 0.0115926819927614 | 0.0231853639855229 | 0.988407318007239 |
139 | 0.00555653521353273 | 0.0111130704270655 | 0.994443464786467 |
140 | 0.00237799481328927 | 0.00475598962657854 | 0.997622005186711 |
141 | 0.00646205915564551 | 0.012924118311291 | 0.993537940844355 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 25 | 0.193798449612403 | NOK |
5% type I error level | 58 | 0.449612403100775 | NOK |
10% type I error level | 65 | 0.503875968992248 | NOK |