Multiple Linear Regression - Estimated Regression Equation |
Org[t] = + 16.2504142572588 -0.0582729173029758concern[t] + 0.200529531559346doubts[t] -0.149647777746776Par_Crit[t] -0.260030170005169Par_Stan[t] + 0.414285431761517Pers_Stand[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) | 16.2504142572588 | 2.023595 | 8.0305 | 0 | 0 |
concern | -0.0582729173029758 | 0.063966 | -0.911 | 0.363786 | 0.181893 |
doubts | 0.200529531559346 | 0.114083 | 1.7577 | 0.080873 | 0.040436 |
Par_Crit | -0.149647777746776 | 0.108521 | -1.379 | 0.169998 | 0.084999 |
Par_Stan | -0.260030170005169 | 0.133749 | -1.9442 | 0.053786 | 0.026893 |
Pers_Stand | 0.414285431761517 | 0.077239 | 5.3637 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.470562869770772 |
R-squared | 0.221429414406904 |
Adjusted R-squared | 0.194947421699656 |
F-TEST (value) | 8.3615087752176 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 147 |
p-value | 5.56403168650021e-07 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.51408284048418 |
Sum Squared Residuals | 1815.27039683845 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 25 | 24.7611407855955 | 0.238859214404524 |
2 | 21 | 22.5459799328075 | -1.54597993280755 |
3 | 22 | 21.8368420677031 | 0.163157932296894 |
4 | 25 | 22.3999612765086 | 2.60003872349135 |
5 | 24 | 20.1730133445138 | 3.82698665548617 |
6 | 18 | 19.7853381763504 | -1.78533817635044 |
7 | 22 | 18.4822276329217 | 3.51777236707831 |
8 | 15 | 20.6597038951926 | -5.65970389519259 |
9 | 22 | 23.384343360126 | -1.38434336012602 |
10 | 28 | 24.2541266871992 | 3.74587331280083 |
11 | 20 | 22.2586267469163 | -2.25862674691634 |
12 | 12 | 19.0541858795943 | -7.05418587959432 |
13 | 24 | 21.4392482506961 | 2.5607517493039 |
14 | 20 | 21.3755881014603 | -1.37558810146028 |
15 | 21 | 23.2271563087225 | -2.22715630872253 |
16 | 20 | 20.6236097714002 | -0.623609771400234 |
17 | 21 | 19.2274108828772 | 1.77258911712277 |
18 | 23 | 21.1317858968956 | 1.86821410310437 |
19 | 28 | 21.9083953956296 | 6.09160460437044 |
20 | 24 | 21.8658605671527 | 2.13413943284727 |
21 | 24 | 23.4419598030387 | 0.558040196961282 |
22 | 24 | 20.4171793406447 | 3.58282065935532 |
23 | 23 | 21.9813902489090 | 1.01860975109104 |
24 | 23 | 22.6732178151566 | 0.326782184843355 |
25 | 29 | 24.3072843318668 | 4.69271566813318 |
26 | 24 | 21.9193423359088 | 2.08065766409124 |
27 | 18 | 24.9616099261505 | -6.96160992615047 |
28 | 25 | 26.0389768705303 | -1.03897687053027 |
29 | 21 | 22.5373924894386 | -1.53739248943859 |
30 | 26 | 26.7014199098452 | -0.701419909845158 |
31 | 22 | 25.2262139029839 | -3.22621390298393 |
32 | 22 | 22.6482669942283 | -0.648266994228331 |
33 | 22 | 22.5780053320943 | -0.578005332094254 |
34 | 23 | 25.5982387014831 | -2.59823870148311 |
35 | 30 | 22.8453726236092 | 7.15462737639082 |
36 | 23 | 22.6949712361640 | 0.305028763835966 |
37 | 17 | 18.681835079817 | -1.68183507981698 |
38 | 23 | 23.7271609472060 | -0.727160947206039 |
39 | 23 | 24.2849533150831 | -1.28495331508312 |
40 | 25 | 22.3420165964008 | 2.65798340359919 |
41 | 24 | 20.6541365362309 | 3.34586346376907 |
42 | 24 | 27.4849442247080 | -3.48494422470804 |
43 | 23 | 23.0469160721013 | -0.04691607210127 |
44 | 21 | 23.7104629834278 | -2.7104629834278 |
45 | 24 | 25.6839962740913 | -1.68399627409135 |
46 | 24 | 21.8302469038286 | 2.16975309617141 |
47 | 28 | 21.4999451690205 | 6.50005483097953 |
48 | 16 | 21.0888634862036 | -5.08886348620361 |
49 | 20 | 19.8594217120698 | 0.140578287930204 |
50 | 29 | 23.4090379869267 | 5.59096201307328 |
51 | 27 | 23.8691119249836 | 3.13088807501638 |
52 | 22 | 23.1516113693736 | -1.15161136937356 |
53 | 28 | 23.9814703450438 | 4.01852965495617 |
54 | 16 | 20.2168699623192 | -4.21686996231917 |
55 | 25 | 22.8713459464109 | 2.12865405358905 |
56 | 24 | 23.4692265410271 | 0.530773458972877 |
57 | 28 | 23.5771534909998 | 4.42284650900018 |
58 | 24 | 24.2137822663325 | -0.213782266332461 |
59 | 23 | 22.598127198051 | 0.401872801949008 |
60 | 30 | 26.9621920374856 | 3.03780796251444 |
61 | 24 | 21.4361026568388 | 2.56389734316115 |
62 | 21 | 24.1080387993479 | -3.10803879934794 |
63 | 25 | 23.1476063177736 | 1.85239368222639 |
64 | 25 | 23.9215496371342 | 1.07845036286582 |
65 | 22 | 20.8927329374831 | 1.10726706251687 |
66 | 23 | 22.4809474897711 | 0.51905251022889 |
67 | 26 | 22.9077109835165 | 3.09228901648351 |
68 | 23 | 21.5430156898788 | 1.45698431012120 |
69 | 25 | 23.0923222992209 | 1.90767770077914 |
70 | 21 | 21.3251264171115 | -0.325126417111538 |
71 | 25 | 23.4946717104038 | 1.50532828959624 |
72 | 24 | 22.1119764528605 | 1.88802354713950 |
73 | 29 | 23.5014290002202 | 5.49857099977976 |
74 | 22 | 23.6761310832272 | -1.67613108322715 |
75 | 27 | 23.5289635843994 | 3.47103641560060 |
76 | 26 | 19.7211643598513 | 6.27883564014874 |
77 | 22 | 21.2787981053279 | 0.721201894672111 |
78 | 24 | 22.0516618137119 | 1.94833818628808 |
79 | 27 | 23.09164073259 | 3.90835926740998 |
80 | 24 | 21.3036408422949 | 2.6963591577051 |
81 | 24 | 24.8571231300489 | -0.85712313004888 |
82 | 29 | 24.2852275102976 | 4.71477248970239 |
83 | 22 | 22.1760467850279 | -0.176046785027854 |
84 | 21 | 20.5753919610441 | 0.424608038955942 |
85 | 24 | 20.4102739406619 | 3.58972605933811 |
86 | 24 | 21.7843927034894 | 2.21560729651058 |
87 | 23 | 21.919743917763 | 1.080256082237 |
88 | 20 | 22.2830872047076 | -2.28308720470756 |
89 | 27 | 21.4015614242620 | 5.59843857573795 |
90 | 26 | 23.4434175800843 | 2.55658241991572 |
91 | 25 | 21.9170799743066 | 3.0829200256934 |
92 | 21 | 20.0533555932319 | 0.946644406768094 |
93 | 21 | 20.7891478612462 | 0.210852138753771 |
94 | 19 | 20.4051806931447 | -1.40518069314470 |
95 | 21 | 21.5989790391454 | -0.598979039145424 |
96 | 21 | 21.2954960691061 | -0.295496069106128 |
97 | 16 | 19.7318208532233 | -3.73182085322335 |
98 | 22 | 20.6607136990186 | 1.33928630098142 |
99 | 29 | 21.7568319810854 | 7.24316801891464 |
100 | 15 | 21.6975807012207 | -6.6975807012207 |
101 | 17 | 20.7713680505745 | -3.77136805057448 |
102 | 15 | 19.9823304187306 | -4.98233041873058 |
103 | 21 | 21.6102357290102 | -0.61023572901017 |
104 | 21 | 20.9255152283695 | 0.07448477163047 |
105 | 19 | 19.2811141064587 | -0.281114106458668 |
106 | 24 | 18.1654201129471 | 5.83457988705285 |
107 | 20 | 22.3666077388697 | -2.36660773886969 |
108 | 17 | 25.1432962877541 | -8.14329628775415 |
109 | 23 | 24.8858986199411 | -1.88589861994107 |
110 | 24 | 22.3767059391439 | 1.62329406085607 |
111 | 14 | 22.0792882301598 | -8.07928823015977 |
112 | 19 | 22.8442971257394 | -3.84429712573941 |
113 | 24 | 22.1302960690205 | 1.86970393097949 |
114 | 13 | 20.4391884692570 | -7.43918846925697 |
115 | 22 | 25.4500906041767 | -3.45009060417669 |
116 | 16 | 21.0672860791183 | -5.06728607911828 |
117 | 19 | 23.1775585539504 | -4.17755855395043 |
118 | 25 | 22.8081976989076 | 2.19180230109235 |
119 | 25 | 24.0078492511477 | 0.99215074885234 |
120 | 23 | 21.3665212436075 | 1.63347875639255 |
121 | 24 | 23.5582377914539 | 0.441762208546083 |
122 | 26 | 23.5072642053727 | 2.49273579462734 |
123 | 26 | 21.4714507098892 | 4.52854929011079 |
124 | 25 | 24.1798757386350 | 0.820124261364955 |
125 | 18 | 22.3113323052576 | -4.31133230525765 |
126 | 21 | 19.8753655796270 | 1.12463442037305 |
127 | 26 | 23.6468289724169 | 2.35317102758312 |
128 | 23 | 21.9924709248516 | 1.00752907514835 |
129 | 23 | 19.7845305246714 | 3.21546947532858 |
130 | 22 | 22.5203662884652 | -0.520366288465208 |
131 | 20 | 22.3238545065533 | -2.32385450655328 |
132 | 13 | 22.0221575507547 | -9.02215755075468 |
133 | 24 | 21.4279601195671 | 2.57203988043295 |
134 | 15 | 21.5134079425897 | -6.51340794258974 |
135 | 14 | 23.1511035807478 | -9.1511035807478 |
136 | 22 | 24.0778402717124 | -2.07784027171239 |
137 | 10 | 17.5671216847841 | -7.56712168478412 |
138 | 24 | 24.3869347400251 | -0.386934740025127 |
139 | 22 | 21.7577877429307 | 0.242212257069307 |
140 | 24 | 25.7483722427375 | -1.74837224273750 |
141 | 19 | 21.7215716471969 | -2.72157164719692 |
142 | 20 | 22.1233790169746 | -2.12337901697458 |
143 | 13 | 17.1296228190527 | -4.12962281905268 |
144 | 20 | 20.1629843757919 | -0.162984375791931 |
145 | 22 | 23.2736867726531 | -1.27368677265314 |
146 | 24 | 23.2954896360117 | 0.704510363988297 |
147 | 29 | 23.2933312452641 | 5.70666875473591 |
148 | 12 | 20.9893491556104 | -8.98934915561044 |
149 | 20 | 20.8602833556258 | -0.860283355625828 |
150 | 21 | 21.4303615198721 | -0.430361519872093 |
151 | 24 | 23.6426694616269 | 0.35733053837311 |
152 | 22 | 21.8445551193649 | 0.155444880635079 |
153 | 20 | 17.6914881684905 | 2.30851183150953 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.767979555951333 | 0.464040888097334 | 0.232020444048667 |
10 | 0.675811848431852 | 0.648376303136295 | 0.324188151568148 |
11 | 0.542151194213988 | 0.915697611572025 | 0.457848805786012 |
12 | 0.7238431430688 | 0.5523137138624 | 0.2761568569312 |
13 | 0.626301165161906 | 0.747397669676188 | 0.373698834838094 |
14 | 0.638507095284056 | 0.722985809431887 | 0.361492904715944 |
15 | 0.544115332648313 | 0.911769334703373 | 0.455884667351687 |
16 | 0.456966628594336 | 0.913933257188672 | 0.543033371405664 |
17 | 0.372645358615889 | 0.745290717231779 | 0.62735464138411 |
18 | 0.418609356911593 | 0.837218713823186 | 0.581390643088407 |
19 | 0.622615456537736 | 0.754769086924529 | 0.377384543462264 |
20 | 0.54817640833451 | 0.90364718333098 | 0.45182359166549 |
21 | 0.476671190790816 | 0.953342381581631 | 0.523328809209184 |
22 | 0.458372670067483 | 0.916745340134966 | 0.541627329932517 |
23 | 0.388681697425425 | 0.77736339485085 | 0.611318302574575 |
24 | 0.320254432017438 | 0.640508864034877 | 0.679745567982562 |
25 | 0.328487748921556 | 0.656975497843112 | 0.671512251078444 |
26 | 0.275777889699292 | 0.551555779398584 | 0.724222110300708 |
27 | 0.543245153161149 | 0.913509693677703 | 0.456754846838851 |
28 | 0.508995679199038 | 0.982008641601924 | 0.491004320800962 |
29 | 0.465364475428411 | 0.930728950856822 | 0.534635524571589 |
30 | 0.402141764814656 | 0.804283529629311 | 0.597858235185344 |
31 | 0.387614561083806 | 0.775229122167612 | 0.612385438916194 |
32 | 0.330500847041665 | 0.661001694083329 | 0.669499152958335 |
33 | 0.277948661822004 | 0.555897323644007 | 0.722051338177996 |
34 | 0.246446588237007 | 0.492893176474015 | 0.753553411762993 |
35 | 0.424900456135902 | 0.849800912271804 | 0.575099543864098 |
36 | 0.367960967711573 | 0.735921935423147 | 0.632039032288427 |
37 | 0.331012742665183 | 0.662025485330366 | 0.668987257334817 |
38 | 0.281555558260043 | 0.563111116520085 | 0.718444441739957 |
39 | 0.241175225598946 | 0.482350451197891 | 0.758824774401054 |
40 | 0.222304127596174 | 0.444608255192349 | 0.777695872403826 |
41 | 0.211330001414379 | 0.422660002828758 | 0.788669998585621 |
42 | 0.192994981199642 | 0.385989962399284 | 0.807005018800358 |
43 | 0.157377555342102 | 0.314755110684205 | 0.842622444657898 |
44 | 0.142822631369638 | 0.285645262739276 | 0.857177368630362 |
45 | 0.117781726541127 | 0.235563453082254 | 0.882218273458873 |
46 | 0.0998002956492169 | 0.199600591298434 | 0.900199704350783 |
47 | 0.166411125094085 | 0.332822250188170 | 0.833588874905915 |
48 | 0.202775999911146 | 0.405551999822293 | 0.797224000088854 |
49 | 0.195549101079359 | 0.391098202158718 | 0.80445089892064 |
50 | 0.261833255380224 | 0.523666510760449 | 0.738166744619776 |
51 | 0.252151741303299 | 0.504303482606598 | 0.747848258696701 |
52 | 0.216982170448912 | 0.433964340897824 | 0.783017829551088 |
53 | 0.230459308227441 | 0.460918616454883 | 0.769540691772559 |
54 | 0.253432136897946 | 0.506864273795891 | 0.746567863102054 |
55 | 0.223965243053121 | 0.447930486106241 | 0.77603475694688 |
56 | 0.188751320204082 | 0.377502640408163 | 0.811248679795918 |
57 | 0.208408972367161 | 0.416817944734321 | 0.79159102763284 |
58 | 0.175570920137438 | 0.351141840274875 | 0.824429079862562 |
59 | 0.145378224737635 | 0.29075644947527 | 0.854621775262365 |
60 | 0.140003099965024 | 0.280006199930048 | 0.859996900034976 |
61 | 0.125631810202500 | 0.251263620405000 | 0.8743681897975 |
62 | 0.125676973115518 | 0.251353946231037 | 0.874323026884481 |
63 | 0.108271843646489 | 0.216543687292977 | 0.891728156353511 |
64 | 0.0885262480686746 | 0.177052496137349 | 0.911473751931325 |
65 | 0.0717043804573877 | 0.143408760914775 | 0.928295619542612 |
66 | 0.0566901341068237 | 0.113380268213647 | 0.943309865893176 |
67 | 0.0525936861653169 | 0.105187372330634 | 0.947406313834683 |
68 | 0.0423119605064039 | 0.0846239210128078 | 0.957688039493596 |
69 | 0.0350574658614819 | 0.0701149317229639 | 0.964942534138518 |
70 | 0.0269424960833941 | 0.0538849921667881 | 0.973057503916606 |
71 | 0.0214298478031956 | 0.0428596956063911 | 0.978570152196804 |
72 | 0.0171823457898093 | 0.0343646915796186 | 0.98281765421019 |
73 | 0.0259380918570014 | 0.0518761837140028 | 0.974061908142999 |
74 | 0.02075385716253 | 0.04150771432506 | 0.97924614283747 |
75 | 0.0203661946291400 | 0.0407323892582801 | 0.97963380537086 |
76 | 0.0353989557149713 | 0.0707979114299427 | 0.964601044285029 |
77 | 0.027328057387103 | 0.054656114774206 | 0.972671942612897 |
78 | 0.0227194688935897 | 0.0454389377871793 | 0.97728053110641 |
79 | 0.025131084734482 | 0.050262169468964 | 0.974868915265518 |
80 | 0.0224249730591749 | 0.0448499461183498 | 0.977575026940825 |
81 | 0.0170982981137625 | 0.0341965962275249 | 0.982901701886238 |
82 | 0.0224541849149598 | 0.0449083698299195 | 0.97754581508504 |
83 | 0.0177699581770900 | 0.0355399163541800 | 0.98223004182291 |
84 | 0.0133253529188386 | 0.0266507058376772 | 0.986674647081161 |
85 | 0.0135039329439484 | 0.0270078658878968 | 0.986496067056052 |
86 | 0.0117321259468524 | 0.0234642518937049 | 0.988267874053148 |
87 | 0.00900683612513828 | 0.0180136722502766 | 0.990993163874862 |
88 | 0.00745507708165762 | 0.0149101541633152 | 0.992544922918342 |
89 | 0.0133513887929268 | 0.0267027775858536 | 0.986648611207073 |
90 | 0.0120811413076070 | 0.0241622826152139 | 0.987918858692393 |
91 | 0.0115499613247419 | 0.0230999226494838 | 0.988450038675258 |
92 | 0.0088468558438529 | 0.0176937116877058 | 0.991153144156147 |
93 | 0.00654731977080885 | 0.0130946395416177 | 0.993452680229191 |
94 | 0.00505441190975094 | 0.0101088238195019 | 0.99494558809025 |
95 | 0.00375649093030542 | 0.00751298186061084 | 0.996243509069695 |
96 | 0.00268387163816979 | 0.00536774327633958 | 0.99731612836183 |
97 | 0.00287319771172776 | 0.00574639542345552 | 0.997126802288272 |
98 | 0.00225014462791089 | 0.00450028925582178 | 0.99774985537209 |
99 | 0.00937911180684557 | 0.0187582236136911 | 0.990620888193154 |
100 | 0.0209916711839556 | 0.0419833423679112 | 0.979008328816044 |
101 | 0.021306242833305 | 0.04261248566661 | 0.978693757166695 |
102 | 0.0274860402760212 | 0.0549720805520424 | 0.972513959723979 |
103 | 0.0213505366019137 | 0.0427010732038274 | 0.978649463398086 |
104 | 0.0157197812768646 | 0.0314395625537292 | 0.984280218723135 |
105 | 0.0114707337812696 | 0.0229414675625392 | 0.98852926621873 |
106 | 0.0272197695570097 | 0.0544395391140195 | 0.97278023044299 |
107 | 0.0253672579831398 | 0.0507345159662795 | 0.97463274201686 |
108 | 0.0698603259151817 | 0.139720651830363 | 0.930139674084818 |
109 | 0.0600833163676239 | 0.120166632735248 | 0.939916683632376 |
110 | 0.0492439476513905 | 0.098487895302781 | 0.95075605234861 |
111 | 0.138887553787551 | 0.277775107575103 | 0.861112446212449 |
112 | 0.134100688374156 | 0.268201376748312 | 0.865899311625844 |
113 | 0.119828211826683 | 0.239656423653367 | 0.880171788173317 |
114 | 0.205868671985575 | 0.411737343971151 | 0.794131328014425 |
115 | 0.197797609300692 | 0.395595218601384 | 0.802202390699308 |
116 | 0.233303725380225 | 0.46660745076045 | 0.766696274619775 |
117 | 0.226271796073788 | 0.452543592147577 | 0.773728203926212 |
118 | 0.22535229390359 | 0.45070458780718 | 0.77464770609641 |
119 | 0.206268070714544 | 0.412536141429088 | 0.793731929285456 |
120 | 0.170817063245292 | 0.341634126490584 | 0.829182936754708 |
121 | 0.136061235870412 | 0.272122471740824 | 0.863938764129588 |
122 | 0.140478746435491 | 0.280957492870983 | 0.859521253564509 |
123 | 0.197686394380411 | 0.395372788760823 | 0.802313605619589 |
124 | 0.172534223769342 | 0.345068447538684 | 0.827465776230658 |
125 | 0.153362129099558 | 0.306724258199116 | 0.846637870900442 |
126 | 0.134647415111445 | 0.269294830222889 | 0.865352584888555 |
127 | 0.124951439090553 | 0.249902878181106 | 0.875048560909447 |
128 | 0.103907361155283 | 0.207814722310566 | 0.896092638844717 |
129 | 0.139537176285867 | 0.279074352571734 | 0.860462823714133 |
130 | 0.106245566688325 | 0.212491133376651 | 0.893754433311675 |
131 | 0.0796638677371195 | 0.159327735474239 | 0.92033613226288 |
132 | 0.192529173994852 | 0.385058347989704 | 0.807470826005148 |
133 | 0.26641431136164 | 0.53282862272328 | 0.73358568863836 |
134 | 0.247169719269558 | 0.494339438539116 | 0.752830280730442 |
135 | 0.493680575961812 | 0.987361151923624 | 0.506319424038188 |
136 | 0.445101158082741 | 0.890202316165482 | 0.554898841917259 |
137 | 0.753249111525827 | 0.493501776948347 | 0.246750888474173 |
138 | 0.703270905853057 | 0.593458188293885 | 0.296729094146943 |
139 | 0.604749686879308 | 0.790500626241385 | 0.395250313120692 |
140 | 0.541621502742614 | 0.916756994514771 | 0.458378497257386 |
141 | 0.56393158369546 | 0.87213683260908 | 0.43606841630454 |
142 | 0.436390663689313 | 0.872781327378627 | 0.563609336310687 |
143 | 0.342987203516609 | 0.685974407033219 | 0.65701279648339 |
144 | 0.245804415732924 | 0.491608831465847 | 0.754195584267076 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 4 | 0.0294117647058824 | NOK |
5% type I error level | 30 | 0.220588235294118 | NOK |
10% type I error level | 41 | 0.301470588235294 | NOK |