Multiple Linear Regression - Estimated Regression Equation |
Org[t] = + 15.5287004980391 -0.0536894023314702concern[t] + 0.199935118355062doubts[t] -0.147908652466377Par_Crit[t] -0.232432985498191Par_Stan[t] + 0.379676563293621Pers_Stan[t] + 0.249702635338725Days[t] -0.035096925566633t + 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) | 15.5287004980391 | 2.347401 | 6.6153 | 0 | 0 |
concern | -0.0536894023314702 | 0.062701 | -0.8563 | 0.393257 | 0.196629 |
doubts | 0.199935118355062 | 0.111662 | 1.7905 | 0.075454 | 0.037727 |
Par_Crit | -0.147908652466377 | 0.106237 | -1.3923 | 0.165976 | 0.082988 |
Par_Stan | -0.232432985498191 | 0.131255 | -1.7709 | 0.078686 | 0.039343 |
Pers_Stan | 0.379676563293621 | 0.076536 | 4.9607 | 2e-06 | 1e-06 |
Days | 0.249702635338725 | 0.14265 | 1.7505 | 0.082155 | 0.041078 |
t | -0.035096925566633 | 0.013229 | -2.6531 | 0.008864 | 0.004432 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.514236415207976 |
R-squared | 0.26443909072595 |
Adjusted R-squared | 0.228929253726513 |
F-TEST (value) | 7.44692493885971 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 145 |
p-value | 1.20832214567379e-07 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.43911727777500 |
Sum Squared Residuals | 1714.99150929212 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 25 | 23.6040563079501 | 1.39594369204993 |
2 | 21 | 21.8469707203285 | -0.846970720328523 |
3 | 22 | 21.2079344916389 | 0.792065508361099 |
4 | 25 | 21.8473516126753 | 3.15264838732472 |
5 | 24 | 19.8205618032854 | 4.17943819671463 |
6 | 18 | 19.6284552444457 | -1.62845524444574 |
7 | 22 | 18.3902806709365 | 3.60971932906345 |
8 | 15 | 20.4158224172039 | -5.4158224172039 |
9 | 22 | 23.3510911415430 | -1.35109114154303 |
10 | 28 | 24.1840228151258 | 3.81597718487415 |
11 | 20 | 22.4923010311905 | -2.49230103119049 |
12 | 12 | 19.7283112108128 | -7.72831121081281 |
13 | 24 | 21.8071608506377 | 2.19283914936228 |
14 | 20 | 22.5801437368723 | -2.58014373687232 |
15 | 21 | 24.56176006012 | -3.56176006012 |
16 | 20 | 22.3408954070786 | -2.3408954070786 |
17 | 21 | 20.9716303956175 | 0.0283696043824669 |
18 | 23 | 22.7734380125743 | 0.226561987425655 |
19 | 28 | 23.3942530340410 | 4.60574696595896 |
20 | 24 | 23.2353810549208 | 0.764618945079206 |
21 | 24 | 24.6421137214652 | -0.642113721465157 |
22 | 24 | 21.8737863622435 | 2.12621363775649 |
23 | 23 | 23.2396568934144 | -0.239656893414380 |
24 | 23 | 23.8546787668116 | -0.854678766811559 |
25 | 29 | 25.3743554430261 | 3.62564455697393 |
26 | 24 | 23.2093486613727 | 0.790651338627347 |
27 | 18 | 25.8166792720602 | -7.8166792720602 |
28 | 25 | 26.7970820274426 | -1.79708202744260 |
29 | 21 | 23.5292902624992 | -2.52929026249918 |
30 | 26 | 27.487672559846 | -1.48767255984600 |
31 | 22 | 26.0195340768790 | -4.01953407687896 |
32 | 22 | 23.6701656215863 | -1.67016562158627 |
33 | 22 | 23.4771889612457 | -1.47718896124569 |
34 | 23 | 26.2472112575822 | -3.24721125758219 |
35 | 30 | 23.6734463982261 | 6.3265536017739 |
36 | 23 | 23.4588907292745 | -0.458890729274526 |
37 | 17 | 19.7465686681908 | -2.74656866819082 |
38 | 23 | 24.2910585268586 | -1.29105852685862 |
39 | 23 | 25.1143606695887 | -2.11436066958867 |
40 | 25 | 23.3216129601614 | 1.67838703983859 |
41 | 24 | 21.7499942046648 | 2.25000579533521 |
42 | 24 | 28.0016821392244 | -4.00168213922439 |
43 | 23 | 23.8152744781125 | -0.815274478112536 |
44 | 21 | 24.3949441631213 | -3.39494416312127 |
45 | 24 | 26.3114989267742 | -2.31149892677421 |
46 | 24 | 22.5819257555293 | 1.41807424447074 |
47 | 28 | 22.2597085803611 | 5.74029141963887 |
48 | 16 | 21.8268768426804 | -5.8268768426804 |
49 | 20 | 20.5927952512274 | -0.592795251227375 |
50 | 29 | 23.9507929979121 | 5.04920700208792 |
51 | 27 | 24.5397040885321 | 2.46029591146789 |
52 | 22 | 23.7828794773891 | -1.78287947738909 |
53 | 28 | 24.5571678567985 | 3.44283214320148 |
54 | 16 | 21.1595767102694 | -5.15957671026945 |
55 | 25 | 23.4760421674824 | 1.52395783251757 |
56 | 24 | 23.9755130549732 | 0.0244869450268235 |
57 | 28 | 24.0673235328150 | 3.93267646718496 |
58 | 24 | 24.7084370717368 | -0.708437071736818 |
59 | 23 | 23.0906731778823 | -0.0906731778822884 |
60 | 30 | 27.087348790829 | 2.91265120917101 |
61 | 24 | 21.9348623744643 | 2.06513762553568 |
62 | 21 | 24.3465389067657 | -3.34653890676574 |
63 | 25 | 23.5192558999806 | 1.48074410001940 |
64 | 25 | 24.1589900683566 | 0.841009931643362 |
65 | 22 | 21.2807140856368 | 0.719285914363234 |
66 | 23 | 22.7521594201012 | 0.247840579898821 |
67 | 26 | 23.0522205628555 | 2.94777943714454 |
68 | 23 | 21.8431255681807 | 1.15687443181934 |
69 | 25 | 23.1347301509554 | 1.8652698490446 |
70 | 21 | 21.7908163560116 | -0.79081635601161 |
71 | 25 | 23.7889878090036 | 1.21101219099645 |
72 | 24 | 22.4589743824077 | 1.54102561759230 |
73 | 29 | 23.7350004201613 | 5.26499957983867 |
74 | 22 | 23.7972568954409 | -1.7972568954409 |
75 | 27 | 23.7006803946040 | 3.29931960539596 |
76 | 26 | 20.0578203034344 | 5.94217969656557 |
77 | 22 | 21.5248017026582 | 0.475198297341756 |
78 | 24 | 22.1131211573691 | 1.88687884263095 |
79 | 27 | 23.4336441377373 | 3.56635586226266 |
80 | 24 | 21.6376620343347 | 2.36233796566531 |
81 | 24 | 24.885098603503 | -0.885098603502989 |
82 | 29 | 24.4313672239027 | 4.56863277609726 |
83 | 22 | 22.3871856042376 | -0.387185604237574 |
84 | 21 | 20.8573229383607 | 0.142677061639320 |
85 | 24 | 20.7178903794631 | 3.28210962053694 |
86 | 24 | 21.8540788383863 | 2.14592116161372 |
87 | 23 | 22.0216274154058 | 0.978372584594233 |
88 | 20 | 22.2429568736669 | -2.24295687366690 |
89 | 27 | 21.4512191413187 | 5.54878085868125 |
90 | 26 | 23.2042742066992 | 2.79572579330079 |
91 | 25 | 21.9250053187923 | 3.07499468120767 |
92 | 21 | 20.1085482764634 | 0.891451723536632 |
93 | 21 | 20.9708946885383 | 0.0291053114617316 |
94 | 19 | 20.5943230363677 | -1.59432303636772 |
95 | 21 | 21.6432362490086 | -0.643236249008586 |
96 | 21 | 21.2926008332459 | -0.29260083324594 |
97 | 16 | 19.8035111867683 | -3.8035111867683 |
98 | 22 | 20.6471691206687 | 1.35283087933133 |
99 | 29 | 21.7551939401469 | 7.24480605985306 |
100 | 15 | 21.6358534475275 | -6.63585344752746 |
101 | 17 | 20.6786226659200 | -3.67862266591996 |
102 | 15 | 19.9210443011139 | -4.92104430111389 |
103 | 21 | 21.442712964441 | -0.442712964441015 |
104 | 21 | 20.7852861993609 | 0.214713800639119 |
105 | 19 | 19.1532266241979 | -0.153226624197947 |
106 | 24 | 18.0776953794773 | 5.92230462052272 |
107 | 20 | 21.9642772027555 | -1.9642772027555 |
108 | 17 | 24.3597518735404 | -7.35975187354037 |
109 | 23 | 24.1847774118242 | -1.18477741182424 |
110 | 24 | 21.7913670509557 | 2.20863294904428 |
111 | 14 | 21.4251043684990 | -7.42510436849896 |
112 | 19 | 22.2468142136299 | -3.24681421362987 |
113 | 24 | 21.5566096797711 | 2.44339032022893 |
114 | 13 | 19.9705908359096 | -6.9705908359096 |
115 | 22 | 24.5359932646432 | -2.53599326464319 |
116 | 16 | 20.4523060855796 | -4.45230608557956 |
117 | 19 | 22.3993625558498 | -3.39936255584980 |
118 | 25 | 21.9875320672270 | 3.01246793277304 |
119 | 25 | 23.2289720988706 | 1.77102790112938 |
120 | 23 | 20.7862146100073 | 2.21378538999266 |
121 | 24 | 22.7645284135839 | 1.2354715864161 |
122 | 26 | 22.7425023635532 | 3.25749763644680 |
123 | 26 | 20.7996604915163 | 5.20033950848374 |
124 | 25 | 23.3335047637633 | 1.66649523623675 |
125 | 18 | 21.5367165207630 | -3.53671652076304 |
126 | 21 | 19.2316808750871 | 1.76831912491292 |
127 | 26 | 22.6458380992053 | 3.35416190079472 |
128 | 23 | 21.0943629315779 | 1.90563706842211 |
129 | 23 | 19.0578782050849 | 3.94212179491511 |
130 | 22 | 21.5027700651349 | 0.497229934865092 |
131 | 20 | 21.3524535768885 | -1.35245357688847 |
132 | 13 | 21.0315670505931 | -8.03156705059306 |
133 | 24 | 20.3983277064040 | 3.60167229359597 |
134 | 15 | 20.5444039822562 | -5.54440398225622 |
135 | 14 | 22.0328614190784 | -8.0328614190784 |
136 | 22 | 22.7560687362669 | -0.756068736266917 |
137 | 10 | 16.7500582278710 | -6.75005822787096 |
138 | 24 | 23.0769065020551 | 0.923093497944933 |
139 | 22 | 20.5276080287126 | 1.47239197128736 |
140 | 24 | 24.2311243350231 | -0.231124335023130 |
141 | 19 | 20.3449987784280 | -1.34499877842805 |
142 | 20 | 20.7340969111277 | -0.734096911127747 |
143 | 13 | 16.1245407751944 | -3.1245407751944 |
144 | 20 | 18.8358876597892 | 1.16411234021085 |
145 | 22 | 21.6624527431894 | 0.337547256810550 |
146 | 24 | 21.7307932607457 | 2.26920673925433 |
147 | 29 | 21.5503992597234 | 7.44960074027656 |
148 | 12 | 19.6951930899155 | -7.69519308991555 |
149 | 20 | 19.5512452089045 | 0.448754791095511 |
150 | 21 | 20.041354902906 | 0.958645097093987 |
151 | 24 | 22.144684293873 | 1.85531570612701 |
152 | 22 | 20.6656375918297 | 1.33436240817029 |
153 | 20 | 17.112228696361 | 2.887771303639 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
11 | 0.716893198347154 | 0.566213603305692 | 0.283106801652846 |
12 | 0.785774731310745 | 0.428450537378511 | 0.214225268689255 |
13 | 0.68061492082909 | 0.63877015834182 | 0.31938507917091 |
14 | 0.59824498916899 | 0.80351002166202 | 0.40175501083101 |
15 | 0.602677548974136 | 0.794644902051727 | 0.397322451025864 |
16 | 0.500796303024003 | 0.998407393951994 | 0.499203696975997 |
17 | 0.464668576259671 | 0.929337152519341 | 0.535331423740329 |
18 | 0.616522925898572 | 0.766954148202856 | 0.383477074101428 |
19 | 0.79205396354958 | 0.415892072900841 | 0.207946036450421 |
20 | 0.72700045163663 | 0.54599909672674 | 0.27299954836337 |
21 | 0.675325401594835 | 0.64934919681033 | 0.324674598405165 |
22 | 0.625427101617398 | 0.749145796765204 | 0.374572898382602 |
23 | 0.568190757429135 | 0.86361848514173 | 0.431809242570865 |
24 | 0.498076928264513 | 0.996153856529025 | 0.501923071735487 |
25 | 0.469511960427748 | 0.939023920855497 | 0.530488039572252 |
26 | 0.397364971979872 | 0.794729943959745 | 0.602635028020128 |
27 | 0.698175023092589 | 0.603649953814822 | 0.301824976907411 |
28 | 0.653552365586799 | 0.692895268826403 | 0.346447634413202 |
29 | 0.600628611035043 | 0.798742777929914 | 0.399371388964957 |
30 | 0.546034168106265 | 0.90793166378747 | 0.453965831893735 |
31 | 0.514847635957721 | 0.970304728084558 | 0.485152364042279 |
32 | 0.465989730439557 | 0.931979460879114 | 0.534010269560443 |
33 | 0.41098856700867 | 0.82197713401734 | 0.58901143299133 |
34 | 0.368203894221564 | 0.736407788443127 | 0.631796105778436 |
35 | 0.608040657209810 | 0.783918685580379 | 0.391959342790190 |
36 | 0.549138600950737 | 0.901722798098526 | 0.450861399049263 |
37 | 0.508884671289471 | 0.982230657421058 | 0.491115328710529 |
38 | 0.452394819800984 | 0.904789639601968 | 0.547605180199016 |
39 | 0.40543774311631 | 0.81087548623262 | 0.59456225688369 |
40 | 0.381545655414374 | 0.763091310828747 | 0.618454344585626 |
41 | 0.358805561960884 | 0.717611123921768 | 0.641194438039116 |
42 | 0.348329888864618 | 0.696659777729236 | 0.651670111135382 |
43 | 0.303334703537916 | 0.606669407075832 | 0.696665296462084 |
44 | 0.29237808391336 | 0.58475616782672 | 0.70762191608664 |
45 | 0.265835638622324 | 0.531671277244649 | 0.734164361377676 |
46 | 0.232071975367675 | 0.46414395073535 | 0.767928024632325 |
47 | 0.31051673516036 | 0.62103347032072 | 0.68948326483964 |
48 | 0.400046883877738 | 0.800093767755476 | 0.599953116122262 |
49 | 0.378643518485982 | 0.757287036971965 | 0.621356481514018 |
50 | 0.454907281010378 | 0.909814562020755 | 0.545092718989622 |
51 | 0.428106944536917 | 0.856213889073833 | 0.571893055463083 |
52 | 0.395210014624035 | 0.79042002924807 | 0.604789985375965 |
53 | 0.39264428798767 | 0.78528857597534 | 0.60735571201233 |
54 | 0.468595510651620 | 0.937191021303241 | 0.53140448934838 |
55 | 0.421811875307868 | 0.843623750615736 | 0.578188124692132 |
56 | 0.375782704454471 | 0.751565408908941 | 0.62421729554553 |
57 | 0.38077195690537 | 0.76154391381074 | 0.61922804309463 |
58 | 0.341497821010063 | 0.682995642020126 | 0.658502178989937 |
59 | 0.297799979116548 | 0.595599958233096 | 0.702200020883452 |
60 | 0.277780932135128 | 0.555561864270256 | 0.722219067864872 |
61 | 0.242107385197613 | 0.484214770395227 | 0.757892614802387 |
62 | 0.265386421935849 | 0.530772843871698 | 0.734613578064151 |
63 | 0.230140079423531 | 0.460280158847062 | 0.769859920576469 |
64 | 0.194188330790771 | 0.388376661581543 | 0.805811669209229 |
65 | 0.161931615112155 | 0.323863230224309 | 0.838068384887845 |
66 | 0.134226372209861 | 0.268452744419723 | 0.865773627790139 |
67 | 0.116002513160506 | 0.232005026321013 | 0.883997486839494 |
68 | 0.0936880870951785 | 0.187376174190357 | 0.906311912904821 |
69 | 0.0757253767885398 | 0.151450753577080 | 0.92427462321146 |
70 | 0.0635643707177557 | 0.127128741435511 | 0.936435629282244 |
71 | 0.0502194371938501 | 0.100438874387700 | 0.94978056280615 |
72 | 0.0389193983554841 | 0.0778387967109682 | 0.961080601644516 |
73 | 0.0446488959899425 | 0.089297791979885 | 0.955351104010058 |
74 | 0.0412628493071150 | 0.0825256986142301 | 0.958737150692885 |
75 | 0.0347842383956438 | 0.0695684767912877 | 0.965215761604356 |
76 | 0.0465588360892819 | 0.0931176721785639 | 0.953441163910718 |
77 | 0.0364455638670782 | 0.0728911277341563 | 0.963554436132922 |
78 | 0.0294014452024608 | 0.0588028904049217 | 0.97059855479754 |
79 | 0.0262344945009501 | 0.0524689890019002 | 0.97376550549905 |
80 | 0.0204658116744854 | 0.0409316233489707 | 0.979534188325515 |
81 | 0.0170203495539574 | 0.0340406991079149 | 0.982979650446043 |
82 | 0.0172093768822258 | 0.0344187537644516 | 0.982790623117774 |
83 | 0.0147526340252826 | 0.0295052680505652 | 0.985247365974717 |
84 | 0.0112849299264620 | 0.0225698598529240 | 0.988715070073538 |
85 | 0.00958686919048707 | 0.0191737383809741 | 0.990413130809513 |
86 | 0.00787540444259952 | 0.0157508088851990 | 0.9921245955574 |
87 | 0.00585246598401224 | 0.0117049319680245 | 0.994147534015988 |
88 | 0.0056514788389303 | 0.0113029576778606 | 0.99434852116107 |
89 | 0.0088552433410972 | 0.0177104866821944 | 0.991144756658903 |
90 | 0.00742480658796388 | 0.0148496131759278 | 0.992575193412036 |
91 | 0.00673381287466156 | 0.0134676257493231 | 0.993266187125338 |
92 | 0.00572093427823266 | 0.0114418685564653 | 0.994279065721767 |
93 | 0.00432130101620042 | 0.00864260203240083 | 0.9956786989838 |
94 | 0.00375563041744314 | 0.00751126083488628 | 0.996244369582557 |
95 | 0.00297987257529094 | 0.00595974515058188 | 0.99702012742471 |
96 | 0.00219274982767844 | 0.00438549965535689 | 0.997807250172322 |
97 | 0.00284121863411939 | 0.00568243726823878 | 0.99715878136588 |
98 | 0.00213203549685143 | 0.00426407099370287 | 0.997867964503149 |
99 | 0.00794180860711597 | 0.0158836172142319 | 0.992058191392884 |
100 | 0.0212978513531616 | 0.0425957027063232 | 0.978702148646838 |
101 | 0.0238445685399219 | 0.0476891370798437 | 0.976155431460078 |
102 | 0.0337171401408696 | 0.0674342802817393 | 0.96628285985913 |
103 | 0.0264302667641975 | 0.0528605335283951 | 0.973569733235802 |
104 | 0.0194929638217722 | 0.0389859276435444 | 0.980507036178228 |
105 | 0.0143177879580013 | 0.0286355759160025 | 0.985682212041999 |
106 | 0.0400853664310051 | 0.0801707328620103 | 0.959914633568995 |
107 | 0.0398944684147913 | 0.0797889368295826 | 0.960105531585209 |
108 | 0.0969297701868554 | 0.193859540373711 | 0.903070229813145 |
109 | 0.082284738070299 | 0.164569476140598 | 0.917715261929701 |
110 | 0.0700600694596319 | 0.140120138919264 | 0.929939930540368 |
111 | 0.171171619883192 | 0.342343239766383 | 0.828828380116808 |
112 | 0.161106455953812 | 0.322212911907623 | 0.838893544046188 |
113 | 0.152802249846012 | 0.305604499692025 | 0.847197750153988 |
114 | 0.228453756030011 | 0.456907512060023 | 0.771546243969988 |
115 | 0.225950839538695 | 0.451901679077390 | 0.774049160461305 |
116 | 0.254408540727379 | 0.508817081454758 | 0.745591459272621 |
117 | 0.23902613968181 | 0.47805227936362 | 0.76097386031819 |
118 | 0.242037925828197 | 0.484075851656394 | 0.757962074171803 |
119 | 0.247827234867109 | 0.495654469734218 | 0.752172765132891 |
120 | 0.208691368100152 | 0.417382736200303 | 0.791308631899848 |
121 | 0.182020285866376 | 0.364040571732751 | 0.817979714133624 |
122 | 0.1621756796819 | 0.3243513593638 | 0.8378243203181 |
123 | 0.194557287586439 | 0.389114575172877 | 0.805442712413561 |
124 | 0.161157441597222 | 0.322314883194445 | 0.838842558402778 |
125 | 0.142894571769777 | 0.285789143539553 | 0.857105428230223 |
126 | 0.121787729756878 | 0.243575459513756 | 0.878212270243122 |
127 | 0.105261709129099 | 0.210523418258198 | 0.8947382908709 |
128 | 0.0851155840005305 | 0.170231168001061 | 0.91488441599947 |
129 | 0.175378469995883 | 0.350756939991767 | 0.824621530004117 |
130 | 0.136908004514851 | 0.273816009029703 | 0.863091995485149 |
131 | 0.112310890218499 | 0.224621780436997 | 0.887689109781501 |
132 | 0.166591354976365 | 0.33318270995273 | 0.833408645023635 |
133 | 0.429172623310088 | 0.858345246620175 | 0.570827376689912 |
134 | 0.371183056249561 | 0.742366112499122 | 0.628816943750439 |
135 | 0.501663818434207 | 0.996672363131587 | 0.498336181565793 |
136 | 0.40477849497815 | 0.8095569899563 | 0.59522150502185 |
137 | 0.615498724179908 | 0.769002551640184 | 0.384501275820092 |
138 | 0.622909485677371 | 0.754181028645258 | 0.377090514322629 |
139 | 0.557224698153065 | 0.885550603693871 | 0.442775301846935 |
140 | 0.439754771596666 | 0.879509543193332 | 0.560245228403334 |
141 | 0.335482209087972 | 0.670964418175945 | 0.664517790912028 |
142 | 0.292733965240929 | 0.585467930481859 | 0.70726603475907 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 6 | 0.0454545454545455 | NOK |
5% type I error level | 24 | 0.181818181818182 | NOK |
10% type I error level | 36 | 0.272727272727273 | NOK |