Multiple Linear Regression - Estimated Regression Equation |
Org[t] = + 17.4786370540133 -0.0540349079271798concern[t] + 0.198638591131809doubts[t] -0.146651984124796Par_Crit[t] -0.257571601145397Par_Stan[t] + 0.410140826539548Pers_Stand[t] -0.0822244901852577Days[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) | 17.4786370540133 | 2.275018 | 7.6829 | 0 | 0 |
concern | -0.0540349079271798 | 0.063984 | -0.8445 | 0.399771 | 0.199886 |
doubts | 0.198638591131809 | 0.113947 | 1.7433 | 0.083394 | 0.041697 |
Par_Crit | -0.146651984124796 | 0.10841 | -1.3527 | 0.178227 | 0.089114 |
Par_Stan | -0.257571601145397 | 0.133592 | -1.928 | 0.055791 | 0.027895 |
Pers_Stand | 0.410140826539548 | 0.077219 | 5.3114 | 0 | 0 |
Days | -0.0822244901852577 | 0.069938 | -1.1757 | 0.241639 | 0.120819 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.47825847489625 |
R-squared | 0.228731168810087 |
Adjusted R-squared | 0.197035189446118 |
F-TEST (value) | 7.21640956991855 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 146 |
p-value | 9.27772276893002e-07 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.5095232926118 |
Sum Squared Residuals | 1798.24604624218 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 25 | 25.9121627501368 | -0.912162750136833 |
2 | 21 | 23.6214336216953 | -2.62143362169528 |
3 | 22 | 22.9293462227194 | -0.929346222719448 |
4 | 25 | 23.4018750068357 | 1.59812499316427 |
5 | 24 | 21.2201510986054 | 2.77984890139461 |
6 | 18 | 20.7828828958393 | -2.78288289583926 |
7 | 22 | 19.4592695012681 | 2.54073049873192 |
8 | 15 | 21.5959344183863 | -6.59593441838635 |
9 | 22 | 24.1192853723176 | -2.11928537231761 |
10 | 28 | 24.8929372422318 | 3.10706275776818 |
11 | 20 | 22.9411657928703 | -2.9411657928703 |
12 | 12 | 19.6676531796957 | -7.66765317969573 |
13 | 24 | 22.0562649487728 | 1.94373505122716 |
14 | 20 | 21.7868934597669 | -1.7868934597669 |
15 | 21 | 23.5145022994617 | -2.51450229946174 |
16 | 20 | 20.8906833006746 | -0.89068330067457 |
17 | 21 | 19.4538500469345 | 1.54614995306546 |
18 | 23 | 21.3710190390084 | 1.62898096099159 |
19 | 28 | 22.0971518296934 | 5.90284817030656 |
20 | 24 | 22.0495837220536 | 1.95041627794639 |
21 | 24 | 23.625079137992 | 0.374920862008009 |
22 | 24 | 20.6307884356409 | 3.36921156435908 |
23 | 23 | 22.1875017080371 | 0.812498291962904 |
24 | 23 | 22.8500653504045 | 0.149934649595523 |
25 | 29 | 24.4874900021639 | 4.51250999783614 |
26 | 24 | 22.1398435989899 | 1.86015640101005 |
27 | 18 | 25.1563258276217 | -7.15632582762173 |
28 | 25 | 26.2096361442301 | -1.20963614423011 |
29 | 21 | 22.7211650900877 | -1.72116509008775 |
30 | 26 | 26.8876055916955 | -0.887605591695466 |
31 | 22 | 25.4302369015697 | -3.43023690156969 |
32 | 22 | 22.8101945726083 | -0.810194572608312 |
33 | 22 | 22.8176129366331 | -0.817612936633136 |
34 | 23 | 25.7737680291387 | -2.77376802913870 |
35 | 30 | 23.07185639189 | 6.92814360811001 |
36 | 23 | 22.8909465028262 | 0.109053497173763 |
37 | 17 | 18.9050952507523 | -1.90509525075233 |
38 | 23 | 23.8981034787941 | -0.89810347879413 |
39 | 23 | 24.3697507838113 | -1.36975078381128 |
40 | 25 | 22.4297055623487 | 2.57029443765129 |
41 | 24 | 20.7814273972322 | 3.21857260276785 |
42 | 24 | 27.5844914909381 | -3.58449149093805 |
43 | 23 | 23.1799918176775 | -0.179991817677518 |
44 | 21 | 23.8230673102893 | -2.82306731028925 |
45 | 24 | 25.7704967286260 | -1.77049672862597 |
46 | 24 | 21.9351739075865 | 2.06482609241351 |
47 | 28 | 21.6156018563244 | 6.3843981436756 |
48 | 16 | 21.1668558397744 | -5.1668558397744 |
49 | 20 | 20.0367706527965 | -0.0367706527965078 |
50 | 29 | 23.5278714883149 | 5.47212851168506 |
51 | 27 | 23.8861525095221 | 3.11384749047793 |
52 | 22 | 23.1606074478565 | -1.16060744785645 |
53 | 28 | 23.9535688344458 | 4.04643116555419 |
54 | 16 | 20.2432828259992 | -4.24328282599918 |
55 | 25 | 22.8798352038017 | 2.12016479619833 |
56 | 24 | 23.4883969825361 | 0.511603017463852 |
57 | 28 | 23.5895203953839 | 4.41047960461607 |
58 | 24 | 24.2069625969009 | -0.206962596900906 |
59 | 23 | 22.5829524064324 | 0.417047593567626 |
60 | 30 | 26.9699216336719 | 3.03007836632806 |
61 | 24 | 21.5086498338804 | 2.49135016611957 |
62 | 21 | 24.1131074845865 | -3.11310748458655 |
63 | 25 | 23.1219834707344 | 1.87801652926562 |
64 | 25 | 23.9293720740935 | 1.07062792590652 |
65 | 22 | 20.9613925216035 | 1.03860747839652 |
66 | 23 | 22.4964420629938 | 0.503557937006159 |
67 | 26 | 22.9678479279926 | 3.03215207200742 |
68 | 23 | 21.6180519218872 | 1.38194807811276 |
69 | 25 | 23.1364207100584 | 1.86357928994160 |
70 | 21 | 21.2890481521723 | -0.28904815217234 |
71 | 25 | 23.4025836406769 | 1.59741635932308 |
72 | 24 | 22.0638012339744 | 1.93619876602557 |
73 | 29 | 23.4261914140129 | 5.57380858598708 |
74 | 22 | 23.636707554532 | -1.63670755453199 |
75 | 27 | 23.4725114629817 | 3.52748853701827 |
76 | 26 | 19.6808978317872 | 6.31910216821285 |
77 | 22 | 21.2376023396260 | 0.762397660374026 |
78 | 24 | 22.0028286875980 | 1.99717131240197 |
79 | 27 | 22.9505599399101 | 4.04944006008985 |
80 | 24 | 21.1844957336195 | 2.81550426638054 |
81 | 24 | 24.6951052246397 | -0.695105224639718 |
82 | 29 | 24.1040357219248 | 4.89596427807521 |
83 | 22 | 22.0728745470201 | -0.0728745470200756 |
84 | 21 | 20.4501124152226 | 0.549887584777446 |
85 | 24 | 20.3155468548645 | 3.68445314513546 |
86 | 24 | 21.6076948216318 | 2.39230517836819 |
87 | 23 | 21.7659548848011 | 1.23404511519892 |
88 | 20 | 22.1563274729098 | -2.15632747290976 |
89 | 27 | 21.2659743109375 | 5.73402568906246 |
90 | 26 | 23.3460800553395 | 2.65391994466053 |
91 | 25 | 21.8256412025051 | 3.17435879749494 |
92 | 21 | 19.9784725050286 | 1.02152749497138 |
93 | 21 | 20.5793901604450 | 0.420609839554965 |
94 | 19 | 20.2117004425251 | -1.21170044252511 |
95 | 21 | 21.3999224967553 | -0.399922496755288 |
96 | 21 | 21.0659650375751 | -0.0659650375750816 |
97 | 16 | 19.5463582132872 | -3.54635821328719 |
98 | 22 | 20.4525382010485 | 1.54746179895153 |
99 | 29 | 21.5506623181631 | 7.44933768183694 |
100 | 15 | 21.5000280284170 | -6.50002802841704 |
101 | 17 | 20.5659857217085 | -3.56598572170846 |
102 | 15 | 19.7999896597877 | -4.7999896597877 |
103 | 21 | 21.4186946177432 | -0.41869461774322 |
104 | 21 | 20.7078020534852 | 0.292197946514808 |
105 | 19 | 19.0643977107181 | -0.064397710718112 |
106 | 24 | 18.0199714557424 | 5.98002854425756 |
107 | 20 | 22.1431962604890 | -2.14319626048896 |
108 | 17 | 24.9200992724603 | -7.9200992724603 |
109 | 23 | 24.5916940901740 | -1.59169409017404 |
110 | 24 | 22.1417699908794 | 1.85823000912059 |
111 | 14 | 21.8636286510571 | -7.86362865105707 |
112 | 19 | 22.6025463651619 | -3.60254636516190 |
113 | 24 | 21.933837820034 | 2.06616217996599 |
114 | 13 | 20.2312510420191 | -7.2312510420191 |
115 | 22 | 25.2234195998134 | -3.22341959981341 |
116 | 16 | 20.836701055805 | -4.8367010558050 |
117 | 19 | 22.9578738052682 | -3.9578738052682 |
118 | 25 | 22.5546563599952 | 2.44534364000478 |
119 | 25 | 23.7611634259337 | 1.23883657406633 |
120 | 23 | 21.0799989024455 | 1.92000109755452 |
121 | 24 | 23.2212487886807 | 0.778751211319337 |
122 | 26 | 23.1903332868129 | 2.80966671318710 |
123 | 26 | 21.1718144783970 | 4.82818552160297 |
124 | 25 | 23.9040769102341 | 1.09592308976591 |
125 | 18 | 22.0162446992728 | -4.01624469927276 |
126 | 21 | 19.5814171398168 | 1.41858286018318 |
127 | 26 | 23.3177348052275 | 2.68226519477253 |
128 | 23 | 21.6733025587201 | 1.32669744127991 |
129 | 23 | 19.5098811913127 | 3.49011880868727 |
130 | 22 | 22.2486716151786 | -0.248671615178583 |
131 | 20 | 22.0134673703991 | -2.01346737039914 |
132 | 13 | 21.7157436447854 | -8.71574364478544 |
133 | 24 | 21.1218761723102 | 2.87812382768982 |
134 | 15 | 21.2247490102913 | -6.22474901029129 |
135 | 14 | 22.8714915215012 | -8.87149152150118 |
136 | 22 | 23.7975757925807 | -1.79757579258068 |
137 | 10 | 17.3423519415139 | -7.34235194151386 |
138 | 24 | 24.0597530037297 | -0.0597530037296909 |
139 | 22 | 21.4708080264248 | 0.529191973575171 |
140 | 24 | 25.4427777530368 | -1.44277775303677 |
141 | 19 | 21.4713294379957 | -2.47132943799568 |
142 | 20 | 21.8202052260760 | -1.82020522607604 |
143 | 13 | 16.8630005794341 | -3.86300057943414 |
144 | 20 | 19.8906852367397 | 0.109314763260257 |
145 | 22 | 22.9584889742194 | -0.958488974219369 |
146 | 24 | 23.0179870584305 | 0.982012941569469 |
147 | 29 | 23.0594608367188 | 5.94053916328116 |
148 | 12 | 20.6272449157283 | -8.62724491572833 |
149 | 20 | 20.5003829337775 | -0.5003829337775 |
150 | 21 | 21.044071439489 | -0.0440714394890285 |
151 | 24 | 23.2717453066056 | 0.728254693394364 |
152 | 22 | 21.3930588809826 | 0.606941119017426 |
153 | 20 | 17.2376943167788 | 2.76230568322118 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.685160708846054 | 0.629678582307892 | 0.314839291153946 |
11 | 0.5948479568571 | 0.8103040862858 | 0.4051520431429 |
12 | 0.695991168718186 | 0.608017662563627 | 0.304008831281814 |
13 | 0.590676311058693 | 0.818647377882614 | 0.409323688941307 |
14 | 0.482027443346449 | 0.964054886692897 | 0.517972556653551 |
15 | 0.482480076823677 | 0.964960153647353 | 0.517519923176323 |
16 | 0.383229343141282 | 0.766458686282564 | 0.616770656858718 |
17 | 0.361135061879226 | 0.722270123758451 | 0.638864938120774 |
18 | 0.510936499860675 | 0.97812700027865 | 0.489063500139325 |
19 | 0.723720943180791 | 0.552558113638419 | 0.276279056819209 |
20 | 0.650516434465266 | 0.698967131069468 | 0.349483565534734 |
21 | 0.5843100029923 | 0.8313799940154 | 0.4156899970077 |
22 | 0.549159124759206 | 0.901681750481587 | 0.450840875240794 |
23 | 0.478128576905257 | 0.956257153810513 | 0.521871423094743 |
24 | 0.407130656821965 | 0.81426131364393 | 0.592869343178035 |
25 | 0.401146485615755 | 0.80229297123151 | 0.598853514384245 |
26 | 0.338099599305596 | 0.676199198611192 | 0.661900400694404 |
27 | 0.626758543136807 | 0.746482913726386 | 0.373241456863193 |
28 | 0.592059148333509 | 0.815881703332982 | 0.407940851666491 |
29 | 0.55799061452178 | 0.88401877095644 | 0.44200938547822 |
30 | 0.495662717835621 | 0.991325435671241 | 0.504337282164379 |
31 | 0.488618843156897 | 0.977237686313795 | 0.511381156843103 |
32 | 0.43042977961718 | 0.86085955923436 | 0.569570220382820 |
33 | 0.376358768812761 | 0.752717537625522 | 0.623641231187239 |
34 | 0.350977165265543 | 0.701954330531086 | 0.649022834734457 |
35 | 0.526505894524673 | 0.946988210950654 | 0.473494105475327 |
36 | 0.469155301774269 | 0.938310603548538 | 0.530844698225731 |
37 | 0.448158317620889 | 0.896316635241778 | 0.551841682379111 |
38 | 0.399050800865459 | 0.798101601730917 | 0.600949199134541 |
39 | 0.358430121020074 | 0.716860242040149 | 0.641569878979926 |
40 | 0.32538261539509 | 0.65076523079018 | 0.67461738460491 |
41 | 0.29727877270495 | 0.5945575454099 | 0.70272122729505 |
42 | 0.286295581242768 | 0.572591162485536 | 0.713704418757232 |
43 | 0.244309905501591 | 0.488619811003182 | 0.755690094498409 |
44 | 0.240527313000121 | 0.481054626000241 | 0.75947268699988 |
45 | 0.216325887953687 | 0.432651775907373 | 0.783674112046313 |
46 | 0.182642749155040 | 0.365285498310081 | 0.81735725084496 |
47 | 0.244372453802771 | 0.488744907605543 | 0.755627546197229 |
48 | 0.337089145779105 | 0.674178291558211 | 0.662910854220895 |
49 | 0.329244355796532 | 0.658488711593064 | 0.670755644203468 |
50 | 0.386000474458133 | 0.772000948916265 | 0.613999525541868 |
51 | 0.36259307798612 | 0.72518615597224 | 0.63740692201388 |
52 | 0.328658702828558 | 0.657317405657116 | 0.671341297171442 |
53 | 0.329176082913474 | 0.658352165826948 | 0.670823917086526 |
54 | 0.402971270320294 | 0.805942540640588 | 0.597028729679706 |
55 | 0.357932048276886 | 0.715864096553771 | 0.642067951723114 |
56 | 0.313816765645807 | 0.627633531291613 | 0.686183234354193 |
57 | 0.320049503819737 | 0.640099007639473 | 0.679950496180263 |
58 | 0.283212362511101 | 0.566424725022202 | 0.716787637488899 |
59 | 0.244198662870556 | 0.488397325741113 | 0.755801337129444 |
60 | 0.229983415291975 | 0.45996683058395 | 0.770016584708025 |
61 | 0.200730028319071 | 0.401460056638142 | 0.799269971680929 |
62 | 0.218840430458807 | 0.437680860917615 | 0.781159569541193 |
63 | 0.188559552151459 | 0.377119104302918 | 0.811440447848541 |
64 | 0.157679478392270 | 0.315358956784539 | 0.84232052160773 |
65 | 0.130595741489630 | 0.261191482979259 | 0.86940425851037 |
66 | 0.10785598848703 | 0.21571197697406 | 0.89214401151297 |
67 | 0.0929425547360386 | 0.185885109472077 | 0.907057445263961 |
68 | 0.0754617495730467 | 0.150923499146093 | 0.924538250426953 |
69 | 0.0609925580314137 | 0.121985116062827 | 0.939007441968586 |
70 | 0.0500341404338396 | 0.100068280867679 | 0.94996585956616 |
71 | 0.0395548282870849 | 0.0791096565741699 | 0.960445171712915 |
72 | 0.0306077603826847 | 0.0612155207653695 | 0.969392239617315 |
73 | 0.0369619627536271 | 0.0739239255072542 | 0.963038037246373 |
74 | 0.0328161762197153 | 0.0656323524394306 | 0.967183823780285 |
75 | 0.0280881814883856 | 0.0561763629767713 | 0.971911818511614 |
76 | 0.0374210507625804 | 0.0748421015251609 | 0.96257894923742 |
77 | 0.0286864489585422 | 0.0573728979170844 | 0.971313551041458 |
78 | 0.0221225794683745 | 0.044245158936749 | 0.977877420531626 |
79 | 0.0215994488979033 | 0.0431988977958066 | 0.978400551102097 |
80 | 0.0175935738247355 | 0.0351871476494711 | 0.982406426175265 |
81 | 0.0136665150236770 | 0.0273330300473539 | 0.986333484976323 |
82 | 0.0156271781391358 | 0.0312543562782716 | 0.984372821860864 |
83 | 0.0125666200226473 | 0.0251332400452946 | 0.987433379977353 |
84 | 0.00936858482495938 | 0.0187371696499188 | 0.99063141517504 |
85 | 0.00843143763815089 | 0.0168628752763018 | 0.99156856236185 |
86 | 0.00698808768641923 | 0.0139761753728385 | 0.99301191231358 |
87 | 0.00518215577180655 | 0.0103643115436131 | 0.994817844228193 |
88 | 0.00458248347314176 | 0.00916496694628353 | 0.995417516526858 |
89 | 0.00756214568072326 | 0.0151242913614465 | 0.992437854319277 |
90 | 0.00668517134357354 | 0.0133703426871471 | 0.993314828656426 |
91 | 0.00638116876881507 | 0.0127623375376301 | 0.993618831231185 |
92 | 0.00518898729341944 | 0.0103779745868389 | 0.99481101270658 |
93 | 0.00395273640491287 | 0.00790547280982573 | 0.996047263595087 |
94 | 0.00325224341479013 | 0.00650448682958025 | 0.99674775658521 |
95 | 0.00255371479550356 | 0.00510742959100711 | 0.997446285204497 |
96 | 0.00187864648908171 | 0.00375729297816343 | 0.998121353510918 |
97 | 0.00214819348505547 | 0.00429638697011094 | 0.997851806514945 |
98 | 0.00175138260290924 | 0.00350276520581848 | 0.99824861739709 |
99 | 0.00846736959058756 | 0.0169347391811751 | 0.991532630409412 |
100 | 0.0189192919709565 | 0.037838583941913 | 0.981080708029043 |
101 | 0.0197535995645308 | 0.0395071991290616 | 0.980246400435469 |
102 | 0.0255774967529259 | 0.0511549935058518 | 0.974422503247074 |
103 | 0.0206781957510034 | 0.0413563915020067 | 0.979321804248997 |
104 | 0.0154428892301454 | 0.0308857784602908 | 0.984557110769855 |
105 | 0.0114983939143913 | 0.0229967878287826 | 0.988501606085609 |
106 | 0.0410134310952607 | 0.0820268621905214 | 0.95898656890474 |
107 | 0.0422330537645198 | 0.0844661075290396 | 0.95776694623548 |
108 | 0.0981661907655589 | 0.196332381531118 | 0.901833809234441 |
109 | 0.086085684950896 | 0.172171369901792 | 0.913914315049104 |
110 | 0.0751312795413084 | 0.150262559082617 | 0.924868720458692 |
111 | 0.162397840741528 | 0.324795681483057 | 0.837602159258472 |
112 | 0.152344960234352 | 0.304689920468703 | 0.847655039765648 |
113 | 0.154594801964200 | 0.309189603928401 | 0.8454051980358 |
114 | 0.220161799622457 | 0.440323599244914 | 0.779838200377543 |
115 | 0.202215138835516 | 0.404430277671031 | 0.797784861164484 |
116 | 0.222102987146934 | 0.444205974293868 | 0.777897012853066 |
117 | 0.209160896999597 | 0.418321793999194 | 0.790839103000403 |
118 | 0.216147536157873 | 0.432295072315745 | 0.783852463842127 |
119 | 0.216928313398242 | 0.433856626796485 | 0.783071686601758 |
120 | 0.182190197747022 | 0.364380395494044 | 0.817809802252978 |
121 | 0.145645735644910 | 0.291291471289820 | 0.85435426435509 |
122 | 0.149042434053455 | 0.29808486810691 | 0.850957565946545 |
123 | 0.216359043826398 | 0.432718087652796 | 0.783640956173602 |
124 | 0.194712392142003 | 0.389424784284005 | 0.805287607857997 |
125 | 0.171885514589612 | 0.343771029179224 | 0.828114485410388 |
126 | 0.158384804616360 | 0.316769609232719 | 0.84161519538364 |
127 | 0.143299192225236 | 0.286598384450472 | 0.856700807774764 |
128 | 0.119441853058068 | 0.238883706116136 | 0.880558146941932 |
129 | 0.193522539615623 | 0.387045079231246 | 0.806477460384377 |
130 | 0.148229882564912 | 0.296459765129824 | 0.851770117435088 |
131 | 0.112369928354094 | 0.224739856708188 | 0.887630071645906 |
132 | 0.227804729178251 | 0.455609458356502 | 0.772195270821749 |
133 | 0.320741234095704 | 0.641482468191407 | 0.679258765904296 |
134 | 0.286468416300824 | 0.572936832601649 | 0.713531583699176 |
135 | 0.489913653170988 | 0.979827306341977 | 0.510086346829012 |
136 | 0.432068722948002 | 0.864137445896004 | 0.567931277051998 |
137 | 0.677611580864494 | 0.644776838271012 | 0.322388419135506 |
138 | 0.613763114818354 | 0.772473770363293 | 0.386236885181647 |
139 | 0.502755535638005 | 0.99448892872399 | 0.497244464361995 |
140 | 0.440113157139238 | 0.880226314278475 | 0.559886842860762 |
141 | 0.461725802190097 | 0.923451604380194 | 0.538274197809903 |
142 | 0.326361514734642 | 0.652723029469285 | 0.673638485265358 |
143 | 0.213958000036500 | 0.427916000073001 | 0.7860419999635 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 7 | 0.0522388059701493 | NOK |
5% type I error level | 27 | 0.201492537313433 | NOK |
10% type I error level | 37 | 0.276119402985075 | NOK |