Multiple Linear Regression - Estimated Regression Equation |
PS[t] = + 9.56730396906726 + 0.137042226462313CM[t] -0.132584963543833D[t] + 0.0273702108583212PE[t] + 0.93014119644806Organization[t] + 2.54347193311708Goals[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) | 9.56730396906726 | 1.534874 | 6.2333 | 0 | 0 |
CM | 0.137042226462313 | 0.048349 | 2.8344 | 0.005215 | 0.002608 |
D | -0.132584963543833 | 0.086392 | -1.5347 | 0.126939 | 0.06347 |
PE | 0.0273702108583212 | 0.066747 | 0.4101 | 0.68234 | 0.34117 |
Organization | 0.93014119644806 | 0.25964 | 3.5824 | 0.000458 | 0.000229 |
Goals | 2.54347193311708 | 0.241493 | 10.5323 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.783062592768742 |
R-squared | 0.613187024193705 |
Adjusted R-squared | 0.600462913147445 |
F-TEST (value) | 48.190951962334 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 152 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.66923088196573 |
Sum Squared Residuals | 1082.96861218841 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 24 | 23.5823220155822 | 0.417677984417778 |
2 | 25 | 20.5340251596776 | 4.46597484032243 |
3 | 30 | 25.4612581405156 | 4.53874185948438 |
4 | 19 | 19.5242552434725 | -0.524255243472516 |
5 | 22 | 23.3359969927025 | -1.33599699270254 |
6 | 22 | 20.5002223358003 | 1.49977766419974 |
7 | 25 | 23.5644929639083 | 1.43550703609173 |
8 | 23 | 24.4970698311842 | -1.49706983118421 |
9 | 17 | 15.5750426814487 | 1.42495731855131 |
10 | 21 | 19.601908613129 | 1.398091386871 |
11 | 19 | 20.1863622556735 | -1.18636225567353 |
12 | 19 | 23.8370352443697 | -4.83703524436967 |
13 | 15 | 15.0506421139074 | -0.0506421139073731 |
14 | 16 | 12.2730837384877 | 3.72691626151227 |
15 | 23 | 21.9166177100231 | 1.08338228997686 |
16 | 27 | 25.3057666026326 | 1.69423339736737 |
17 | 22 | 25.8105562362231 | -3.81055623622311 |
18 | 14 | 15.0637429596978 | -1.0637429596978 |
19 | 22 | 20.2322257364032 | 1.76777426359684 |
20 | 23 | 22.9307225349772 | 0.069277465022762 |
21 | 23 | 23.4055526995608 | -0.405552699560756 |
22 | 21 | 24.9860895900413 | -3.98608959004132 |
23 | 19 | 22.0406342603949 | -3.04063426039491 |
24 | 18 | 21.2948657739021 | -3.29486577390213 |
25 | 20 | 19.4608336321319 | 0.539166367868087 |
26 | 23 | 23.4198895075544 | -0.419889507554415 |
27 | 25 | 26.4152474460659 | -1.41524744606592 |
28 | 19 | 20.7213441713374 | -1.72134417133736 |
29 | 24 | 24.4105504733337 | -0.41055047333375 |
30 | 22 | 22.6712521847099 | -0.671252184709905 |
31 | 25 | 21.715644594517 | 3.28435540548297 |
32 | 26 | 21.1988011789195 | 4.80119882108053 |
33 | 29 | 23.1555749708348 | 5.84442502916515 |
34 | 32 | 29.520031316767 | 2.47996868323297 |
35 | 25 | 25.4456933447106 | -0.445693344710555 |
36 | 29 | 28.7021884557749 | 0.297811544225055 |
37 | 28 | 29.3634446787023 | -1.36344467870227 |
38 | 17 | 14.8186107705976 | 2.18138922940243 |
39 | 28 | 24.6252351166595 | 3.37476488334048 |
40 | 29 | 32.5460684901362 | -3.54606849013617 |
41 | 26 | 26.6666037496207 | -0.666603749620719 |
42 | 25 | 30.9262762248518 | -5.92627622485179 |
43 | 14 | 14.9662742354739 | -0.966274235473857 |
44 | 25 | 24.150453489719 | 0.849546510281025 |
45 | 26 | 23.5271680382749 | 2.47283196172513 |
46 | 20 | 21.6426506127428 | -1.64265061274276 |
47 | 18 | 14.9177643018125 | 3.08223569818753 |
48 | 32 | 33.4385739495964 | -1.43857394959643 |
49 | 25 | 19.2057467282566 | 5.7942532717434 |
50 | 25 | 24.4968740798212 | 0.503125920178834 |
51 | 23 | 27.0636944220548 | -4.06369442205483 |
52 | 21 | 21.1182500452014 | -0.118250045201449 |
53 | 20 | 19.8472342700528 | 0.152765729947164 |
54 | 15 | 10.9650029840736 | 4.03499701592642 |
55 | 30 | 27.4728897097919 | 2.52711029020812 |
56 | 24 | 23.4792783643602 | 0.520721635639757 |
57 | 26 | 22.0270337146188 | 3.97296628538118 |
58 | 24 | 24.756429199408 | -0.756429199407985 |
59 | 22 | 25.7303008831187 | -3.73030088311867 |
60 | 14 | 13.3133214589235 | 0.686678541076512 |
61 | 24 | 20.2826624825221 | 3.71733751747792 |
62 | 24 | 20.7009195098162 | 3.29908049018383 |
63 | 24 | 21.8804017913291 | 2.11959820867087 |
64 | 24 | 21.1769856366029 | 2.82301436339708 |
65 | 19 | 17.6974914830428 | 1.30250851695722 |
66 | 31 | 35.9504581187504 | -4.9504581187504 |
67 | 22 | 20.2281068593755 | 1.77189314062454 |
68 | 27 | 24.5449595050988 | 2.45504049490115 |
69 | 19 | 13.9582948707993 | 5.0417051292007 |
70 | 25 | 25.5496165875396 | -0.549616587539556 |
71 | 20 | 19.031682149708 | 0.968317850291995 |
72 | 21 | 21.7204529686256 | -0.7204529686256 |
73 | 27 | 25.7830677272411 | 1.21693227275892 |
74 | 23 | 22.6288121296593 | 0.371187870340736 |
75 | 25 | 25.5293767245884 | -0.529376724588386 |
76 | 20 | 17.6559848166483 | 2.34401518335175 |
77 | 21 | 19.9750039627408 | 1.0249960372592 |
78 | 22 | 24.6783825326171 | -2.67838253261706 |
79 | 23 | 21.6528450373315 | 1.34715496266848 |
80 | 25 | 23.5000202108365 | 1.49997978916348 |
81 | 25 | 27.4169940391458 | -2.41699403914577 |
82 | 17 | 18.0174925554344 | -1.01749255543442 |
83 | 19 | 17.0363727488395 | 1.96362725116052 |
84 | 25 | 25.8895560269798 | -0.889556026979772 |
85 | 19 | 19.2321881515532 | -0.232188151553213 |
86 | 20 | 16.7713939939225 | 3.22860600607748 |
87 | 26 | 27.8376734888218 | -1.83767348882182 |
88 | 23 | 22.1458426394797 | 0.854157360520261 |
89 | 27 | 29.9812078187391 | -2.98120781873914 |
90 | 17 | 20.4649039715166 | -3.46490397151663 |
91 | 17 | 18.2314129513123 | -1.23141295131226 |
92 | 19 | 20.4252443467853 | -1.42524434678534 |
93 | 17 | 17.0877758673701 | -0.0877758673700634 |
94 | 22 | 22.0165637678727 | -0.0165637678727072 |
95 | 21 | 19.4326034298111 | 1.56739657018891 |
96 | 32 | 31.8849451767405 | 0.115054823259466 |
97 | 21 | 26.2050403241149 | -5.20504032411486 |
98 | 21 | 25.6572647154001 | -4.65726471540005 |
99 | 18 | 22.9631766421015 | -4.96317664210148 |
100 | 18 | 18.1549592902804 | -0.154959290280435 |
101 | 23 | 23.8307938035214 | -0.830793803521384 |
102 | 19 | 21.9858984178706 | -2.98589841787061 |
103 | 20 | 19.1914461519395 | 0.808553848060547 |
104 | 21 | 21.9018078560028 | -0.901807856002795 |
105 | 20 | 18.8419967864662 | 1.15800321353384 |
106 | 17 | 19.4657217770348 | -2.46572177703478 |
107 | 18 | 17.9660917325567 | 0.0339082674432657 |
108 | 19 | 19.8987038890297 | -0.89870388902973 |
109 | 22 | 27.1069247080872 | -5.10692470808724 |
110 | 15 | 19.4939831906049 | -4.49398319060487 |
111 | 14 | 17.5892386274209 | -3.5892386274209 |
112 | 18 | 13.5082103697284 | 4.4917896302716 |
113 | 24 | 17.9958531326457 | 6.00414686735431 |
114 | 35 | 30.1185884310922 | 4.88141156890777 |
115 | 29 | 30.4060932104153 | -1.40609321041527 |
116 | 21 | 19.8750602005441 | 1.12493979945588 |
117 | 25 | 21.7020041803515 | 3.29799581964846 |
118 | 20 | 18.3552319559126 | 1.64476804408736 |
119 | 22 | 25.4025711086592 | -3.40257110865919 |
120 | 13 | 13.169137931761 | -0.169137931760993 |
121 | 26 | 27.2332705264357 | -1.23327052643568 |
122 | 17 | 16.0735377354535 | 0.926462264546504 |
123 | 25 | 22.9206568381586 | 2.0793431618414 |
124 | 20 | 19.5458773398675 | 0.454122660132474 |
125 | 19 | 19.7358468726182 | -0.735846872618248 |
126 | 21 | 18.6434684182609 | 2.35653158173909 |
127 | 22 | 20.5017668039164 | 1.49823319608362 |
128 | 24 | 22.8989060139935 | 1.10109398600653 |
129 | 21 | 21.429032790412 | -0.429032790412031 |
130 | 26 | 23.9004504821096 | 2.09954951789041 |
131 | 24 | 27.702666102896 | -3.70266610289603 |
132 | 16 | 17.8992819847342 | -1.89928198473419 |
133 | 23 | 27.296612366982 | -4.29661236698198 |
134 | 18 | 22.2552922716638 | -4.25529227166376 |
135 | 16 | 15.8486540664446 | 0.151345933555434 |
136 | 26 | 22.9727975720802 | 3.02720242791982 |
137 | 19 | 17.6063658760475 | 1.39363412395252 |
138 | 21 | 17.4288213597851 | 3.57117864021491 |
139 | 21 | 17.1342972145985 | 3.86570278540154 |
140 | 22 | 20.5594113632952 | 1.44058863670475 |
141 | 23 | 20.392556881546 | 2.60744311845396 |
142 | 29 | 31.6911831005133 | -2.69118310051328 |
143 | 21 | 24.5424602658872 | -3.54246026588716 |
144 | 21 | 19.6077191719929 | 1.3922808280071 |
145 | 23 | 21.6156939574751 | 1.38430604252489 |
146 | 27 | 28.0519532239084 | -1.05195322390844 |
147 | 25 | 24.9066543381079 | 0.0933456618920731 |
148 | 21 | 26.2989117768828 | -5.29891177688283 |
149 | 10 | 10.7122448469304 | -0.712244846930381 |
150 | 20 | 18.6454373947607 | 1.35456260523926 |
151 | 26 | 25.0720308521873 | 0.927969147812676 |
152 | 24 | 25.3291728550554 | -1.32917285505539 |
153 | 29 | 31.2628494236075 | -2.26284942360752 |
154 | 19 | 21.2217118312064 | -2.22171183120641 |
155 | 24 | 24.8670785402167 | -0.867078540216665 |
156 | 19 | 20.7438216581005 | -1.74382165810047 |
157 | 24 | 24.6201621731866 | -0.620162173186625 |
158 | 22 | 27.6351269677012 | -5.63512696770117 |
159 | 17 | NA | NA |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.257266786736688 | 0.514533573473376 | 0.742733213263312 |
10 | 0.140509943586665 | 0.281019887173329 | 0.859490056413335 |
11 | 0.351478396431982 | 0.702956792863964 | 0.648521603568018 |
12 | 0.802039645202383 | 0.395920709595235 | 0.197960354797617 |
13 | 0.715370321936827 | 0.569259356126347 | 0.284629678063173 |
14 | 0.69000261323477 | 0.619994773530459 | 0.30999738676523 |
15 | 0.63037266575519 | 0.73925466848962 | 0.36962733424481 |
16 | 0.549054059257429 | 0.901891881485143 | 0.450945940742571 |
17 | 0.544940857624598 | 0.910118284750804 | 0.455059142375402 |
18 | 0.473953909664688 | 0.947907819329377 | 0.526046090335312 |
19 | 0.420258877103396 | 0.840517754206792 | 0.579741122896604 |
20 | 0.342873709335568 | 0.685747418671137 | 0.657126290664432 |
21 | 0.276729989376957 | 0.553459978753913 | 0.723270010623043 |
22 | 0.390109622293539 | 0.780219244587078 | 0.609890377706461 |
23 | 0.397757258824783 | 0.795514517649566 | 0.602242741175217 |
24 | 0.528698902988643 | 0.942602194022715 | 0.471301097011357 |
25 | 0.457946704560399 | 0.915893409120799 | 0.542053295439601 |
26 | 0.38902535575288 | 0.778050711505761 | 0.61097464424712 |
27 | 0.343020363712708 | 0.686040727425416 | 0.656979636287292 |
28 | 0.294047683271015 | 0.58809536654203 | 0.705952316728985 |
29 | 0.240402125835273 | 0.480804251670546 | 0.759597874164727 |
30 | 0.194514267537045 | 0.389028535074091 | 0.805485732462955 |
31 | 0.200087916054444 | 0.400175832108888 | 0.799912083945556 |
32 | 0.383838926778712 | 0.767677853557425 | 0.616161073221288 |
33 | 0.630033226359596 | 0.739933547280808 | 0.369966773640404 |
34 | 0.59984140384349 | 0.80031719231302 | 0.40015859615651 |
35 | 0.552895631282165 | 0.89420873743567 | 0.447104368717835 |
36 | 0.495996653481539 | 0.991993306963078 | 0.504003346518461 |
37 | 0.460343425210802 | 0.920686850421604 | 0.539656574789198 |
38 | 0.418092279728321 | 0.836184559456642 | 0.581907720271679 |
39 | 0.430290652780377 | 0.860581305560754 | 0.569709347219623 |
40 | 0.549456280867923 | 0.901087438264153 | 0.450543719132077 |
41 | 0.502244602275149 | 0.995510795449702 | 0.497755397724851 |
42 | 0.699388891846684 | 0.601222216306632 | 0.300611108153316 |
43 | 0.659150599854239 | 0.681698800291522 | 0.340849400145761 |
44 | 0.61261657866631 | 0.774766842667381 | 0.38738342133369 |
45 | 0.614360640718943 | 0.771278718562114 | 0.385639359281057 |
46 | 0.581712359331663 | 0.836575281336673 | 0.418287640668337 |
47 | 0.579888938573267 | 0.840222122853465 | 0.420111061426733 |
48 | 0.549916381788182 | 0.900167236423635 | 0.450083618211818 |
49 | 0.699927355996021 | 0.600145288007958 | 0.300072644003979 |
50 | 0.655451334791276 | 0.689097330417449 | 0.344548665208724 |
51 | 0.710642646097036 | 0.578714707805928 | 0.289357353902964 |
52 | 0.666038130118869 | 0.667923739762263 | 0.333961869881131 |
53 | 0.62134864200092 | 0.75730271599816 | 0.37865135799908 |
54 | 0.647351119487362 | 0.705297761025275 | 0.352648880512638 |
55 | 0.639162231153473 | 0.721675537693054 | 0.360837768846527 |
56 | 0.593301590733549 | 0.813396818532902 | 0.406698409266451 |
57 | 0.643216060954489 | 0.713567878091023 | 0.356783939045511 |
58 | 0.599738579870529 | 0.800522840258942 | 0.400261420129471 |
59 | 0.636369378904517 | 0.727261242190966 | 0.363630621095483 |
60 | 0.593141079393605 | 0.81371784121279 | 0.406858920606395 |
61 | 0.624782492761479 | 0.750435014477043 | 0.375217507238521 |
62 | 0.642153456830941 | 0.715693086338118 | 0.357846543169059 |
63 | 0.633267375605332 | 0.733465248789335 | 0.366732624394668 |
64 | 0.639289059829317 | 0.721421880341366 | 0.360710940170683 |
65 | 0.603829916389799 | 0.792340167220403 | 0.396170083610201 |
66 | 0.721366482421632 | 0.557267035156736 | 0.278633517578368 |
67 | 0.697736595572646 | 0.604526808854708 | 0.302263404427354 |
68 | 0.693409802029825 | 0.61318039594035 | 0.306590197970175 |
69 | 0.7869095132308 | 0.426180973538401 | 0.213090486769201 |
70 | 0.754329988627615 | 0.49134002274477 | 0.245670011372385 |
71 | 0.721079458132792 | 0.557841083734417 | 0.278920541867208 |
72 | 0.686423791946748 | 0.627152416106504 | 0.313576208053252 |
73 | 0.662650841926502 | 0.674698316146996 | 0.337349158073498 |
74 | 0.622815318603046 | 0.754369362793908 | 0.377184681396954 |
75 | 0.581222342038926 | 0.837555315922148 | 0.418777657961074 |
76 | 0.5805560352585 | 0.838887929483 | 0.4194439647415 |
77 | 0.552353456381906 | 0.895293087236187 | 0.447646543618094 |
78 | 0.55080410858602 | 0.89839178282796 | 0.44919589141398 |
79 | 0.515722357473093 | 0.968555285053814 | 0.484277642526907 |
80 | 0.49313437979647 | 0.98626875959294 | 0.50686562020353 |
81 | 0.488263343754896 | 0.976526687509793 | 0.511736656245104 |
82 | 0.451492400247172 | 0.902984800494344 | 0.548507599752828 |
83 | 0.435106682462737 | 0.870213364925474 | 0.564893317537263 |
84 | 0.393655250768624 | 0.787310501537248 | 0.606344749231376 |
85 | 0.357910304302251 | 0.715820608604501 | 0.642089695697749 |
86 | 0.383084737360308 | 0.766169474720616 | 0.616915262639692 |
87 | 0.354966254595792 | 0.709932509191583 | 0.645033745404208 |
88 | 0.318646499465067 | 0.637292998930134 | 0.681353500534933 |
89 | 0.324783834852699 | 0.649567669705398 | 0.675216165147301 |
90 | 0.349579019218022 | 0.699158038436043 | 0.650420980781978 |
91 | 0.311797471076438 | 0.623594942152876 | 0.688202528923562 |
92 | 0.281313689032769 | 0.562627378065537 | 0.718686310967231 |
93 | 0.24323645237137 | 0.486472904742739 | 0.75676354762863 |
94 | 0.209638953893932 | 0.419277907787863 | 0.790361046106068 |
95 | 0.199793845807043 | 0.399587691614086 | 0.800206154192957 |
96 | 0.173700290973347 | 0.347400581946694 | 0.826299709026653 |
97 | 0.259765925394397 | 0.519531850788795 | 0.740234074605603 |
98 | 0.336854179198392 | 0.673708358396784 | 0.663145820801608 |
99 | 0.439489325106515 | 0.87897865021303 | 0.560510674893485 |
100 | 0.393037116086645 | 0.78607423217329 | 0.606962883913355 |
101 | 0.349509572899813 | 0.699019145799626 | 0.650490427100187 |
102 | 0.347933193637521 | 0.695866387275043 | 0.652066806362479 |
103 | 0.313618330954673 | 0.627236661909346 | 0.686381669045327 |
104 | 0.274576028315041 | 0.549152056630081 | 0.72542397168496 |
105 | 0.245456110201953 | 0.490912220403906 | 0.754543889798047 |
106 | 0.235442917623559 | 0.470885835247118 | 0.76455708237644 |
107 | 0.198581126814363 | 0.397162253628725 | 0.801418873185637 |
108 | 0.167826159106107 | 0.335652318212215 | 0.832173840893893 |
109 | 0.234518400922786 | 0.469036801845571 | 0.765481599077214 |
110 | 0.311952078002179 | 0.623904156004357 | 0.688047921997821 |
111 | 0.332608006742247 | 0.665216013484494 | 0.667391993257753 |
112 | 0.402407033349336 | 0.804814066698672 | 0.597592966650664 |
113 | 0.615512087933351 | 0.768975824133299 | 0.384487912066649 |
114 | 0.7286646089335 | 0.542670782133001 | 0.271335391066501 |
115 | 0.688192549253661 | 0.623614901492679 | 0.311807450746339 |
116 | 0.66565534170841 | 0.66868931658318 | 0.33434465829159 |
117 | 0.693575009367302 | 0.612849981265396 | 0.306424990632698 |
118 | 0.659106283047756 | 0.681787433904489 | 0.340893716952244 |
119 | 0.718309833669582 | 0.563380332660836 | 0.281690166330418 |
120 | 0.66895798340588 | 0.662084033188241 | 0.33104201659412 |
121 | 0.622615256040371 | 0.754769487919257 | 0.377384743959629 |
122 | 0.591885543396111 | 0.816228913207778 | 0.408114456603889 |
123 | 0.552517143978612 | 0.894965712042775 | 0.447482856021388 |
124 | 0.493624181032176 | 0.987248362064353 | 0.506375818967824 |
125 | 0.436458186010149 | 0.872916372020298 | 0.563541813989851 |
126 | 0.434615506270784 | 0.869231012541568 | 0.565384493729216 |
127 | 0.407273071291543 | 0.814546142583085 | 0.592726928708457 |
128 | 0.369563949593786 | 0.739127899187572 | 0.630436050406214 |
129 | 0.314614927221758 | 0.629229854443517 | 0.685385072778242 |
130 | 0.311278176332614 | 0.622556352665229 | 0.688721823667386 |
131 | 0.32447536681193 | 0.64895073362386 | 0.67552463318807 |
132 | 0.272063240823279 | 0.544126481646558 | 0.727936759176721 |
133 | 0.323717757216435 | 0.64743551443287 | 0.676282242783565 |
134 | 0.455748079514834 | 0.911496159029669 | 0.544251920485166 |
135 | 0.40603730863505 | 0.8120746172701 | 0.59396269136495 |
136 | 0.402438881501297 | 0.804877763002593 | 0.597561118498703 |
137 | 0.353344261991411 | 0.706688523982822 | 0.646655738008589 |
138 | 0.416265763762443 | 0.832531527524886 | 0.583734236237557 |
139 | 0.633098965000126 | 0.733802069999748 | 0.366901034999874 |
140 | 0.624698203331407 | 0.750603593337186 | 0.375301796668593 |
141 | 0.660069881459465 | 0.67986023708107 | 0.339930118540535 |
142 | 0.580650706331305 | 0.83869858733739 | 0.419349293668695 |
143 | 0.76294675141347 | 0.474106497173061 | 0.23705324858653 |
144 | 0.88211235880454 | 0.235775282390919 | 0.11788764119546 |
145 | 0.817838571683145 | 0.364322856633709 | 0.182161428316855 |
146 | 0.724453248053103 | 0.551093503893794 | 0.275546751946897 |
147 | 0.668327747006115 | 0.66334450598777 | 0.331672252993885 |
148 | 0.631574942547554 | 0.736850114904892 | 0.368425057452446 |
149 | 0.469541957141955 | 0.93908391428391 | 0.530458042858045 |
150 | 0.343330148750339 | 0.686660297500678 | 0.65666985124966 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 0 | 0 | OK |
5% type I error level | 0 | 0 | OK |
10% type I error level | 0 | 0 | OK |