Multiple Linear Regression - Estimated Regression Equation |
PS[t] = + 6.85249471188449 + 0.334156412849869CM[t] -0.370092394686342Doubts_about_actions[t] + 0.159316471007100PE[t] + 0.0649584207606242PC[t] + 0.40340194756281O[t] -0.112988112395837M1[t] + 0.301657650441828M2[t] + 0.663745180491901M3[t] + 0.151960848781341M4[t] + 0.372819591437056M5[t] + 1.02662475283370M6[t] + 0.417404861828108M7[t] + 1.66380986838678M8[t] + 1.41001962150359M9[t] + 0.924259509685394M10[t] -0.535671626926259M11[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) | 6.85249471188449 | 2.478774 | 2.7645 | 0.006459 | 0.003229 |
CM | 0.334156412849869 | 0.059692 | 5.598 | 0 | 0 |
Doubts_about_actions | -0.370092394686342 | 0.116287 | -3.1826 | 0.001793 | 0.000897 |
PE | 0.159316471007100 | 0.106628 | 1.4941 | 0.137359 | 0.068679 |
PC | 0.0649584207606242 | 0.139434 | 0.4659 | 0.642021 | 0.32101 |
O | 0.40340194756281 | 0.076139 | 5.2982 | 0 | 0 |
M1 | -0.112988112395837 | 1.367893 | -0.0826 | 0.934286 | 0.467143 |
M2 | 0.301657650441828 | 1.369878 | 0.2202 | 0.826026 | 0.413013 |
M3 | 0.663745180491901 | 1.362393 | 0.4872 | 0.626874 | 0.313437 |
M4 | 0.151960848781341 | 1.404563 | 0.1082 | 0.913997 | 0.456999 |
M5 | 0.372819591437056 | 1.399561 | 0.2664 | 0.790331 | 0.395165 |
M6 | 1.02662475283370 | 1.401881 | 0.7323 | 0.465181 | 0.23259 |
M7 | 0.417404861828108 | 1.423488 | 0.2932 | 0.769777 | 0.384888 |
M8 | 1.66380986838678 | 1.397453 | 1.1906 | 0.235797 | 0.117898 |
M9 | 1.41001962150359 | 1.382136 | 1.0202 | 0.309381 | 0.15469 |
M10 | 0.924259509685394 | 1.371739 | 0.6738 | 0.501542 | 0.250771 |
M11 | -0.535671626926259 | 1.422233 | -0.3766 | 0.707002 | 0.353501 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.622661478001645 |
R-squared | 0.387707316187193 |
Adjusted R-squared | 0.318716591250539 |
F-TEST (value) | 5.61970201854202 |
F-TEST (DF numerator) | 16 |
F-TEST (DF denominator) | 142 |
p-value | 3.06102809766173e-09 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.48067319339608 |
Sum Squared Residuals | 1720.34219485010 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 24 | 22.5983998491152 | 1.40160015088476 |
2 | 25 | 22.3501737991026 | 2.64982620089742 |
3 | 30 | 24.2894406049820 | 5.71055939501796 |
4 | 19 | 19.9692391258280 | -0.969239125827973 |
5 | 22 | 20.4404510197526 | 1.55954898024735 |
6 | 22 | 23.5898612001837 | -1.58986120018373 |
7 | 25 | 22.3494674370374 | 2.65053256296262 |
8 | 23 | 20.7302555525834 | 2.26974444741663 |
9 | 17 | 19.5972008934956 | -2.59720089349562 |
10 | 21 | 21.9972686559548 | -0.997268655954795 |
11 | 19 | 21.8827978343171 | -2.88279783431708 |
12 | 19 | 22.8959611609948 | -3.89596116099485 |
13 | 15 | 22.7412731726110 | -7.74127317261105 |
14 | 16 | 16.8917203469860 | -0.891720346985974 |
15 | 23 | 19.6045611371196 | 3.39543886288044 |
16 | 27 | 23.4787982160266 | 3.52120178397345 |
17 | 22 | 20.9982803981574 | 1.00171960184259 |
18 | 14 | 17.0436984178923 | -3.04369841789228 |
19 | 22 | 23.8370243671717 | -1.83702436717173 |
20 | 23 | 25.1848214397522 | -2.18482143975215 |
21 | 23 | 22.5418994267821 | 0.458100573217885 |
22 | 21 | 24.8668720012348 | -3.86687200123479 |
23 | 19 | 21.5496071654349 | -2.54960716543491 |
24 | 18 | 23.4211268547222 | -5.42112685472224 |
25 | 20 | 22.5848651810082 | -2.58486518100816 |
26 | 23 | 22.1959354038930 | 0.804064596106974 |
27 | 25 | 23.3296809283744 | 1.67031907162564 |
28 | 19 | 23.0282953297813 | -4.02829532978134 |
29 | 24 | 23.6578579507454 | 0.342142049254590 |
30 | 22 | 21.9680563725895 | 0.0319436274104627 |
31 | 25 | 25.1109847781951 | -0.110984778195149 |
32 | 26 | 24.5374145383417 | 1.46258546165828 |
33 | 29 | 23.3332883639964 | 5.66671163600362 |
34 | 32 | 25.6214806718057 | 6.37851932819433 |
35 | 25 | 20.4310972440142 | 4.56890275598577 |
36 | 29 | 23.9360710083595 | 5.0639289916405 |
37 | 28 | 24.394093491994 | 3.60590650800599 |
38 | 17 | 16.6881400166633 | 0.311859983336738 |
39 | 28 | 26.2901767409732 | 1.70982325902682 |
40 | 29 | 22.5620085370306 | 6.43799146296938 |
41 | 26 | 27.3538958629773 | -1.35389586297727 |
42 | 25 | 23.9930301701279 | 1.00696982987215 |
43 | 14 | 19.3510385979061 | -5.35103859790606 |
44 | 25 | 23.0182324804033 | 1.98176751959671 |
45 | 26 | 22.6357955136226 | 3.36420448637735 |
46 | 20 | 20.7051889143151 | -0.70518891431514 |
47 | 18 | 20.3803193595599 | -2.38031935955988 |
48 | 32 | 24.2036083154564 | 7.79639168454357 |
49 | 25 | 24.4388284373862 | 0.561171562613768 |
50 | 25 | 21.2929861835286 | 3.70701381647143 |
51 | 23 | 21.0208910910769 | 1.97910890892308 |
52 | 21 | 21.801551199464 | -0.801551199464008 |
53 | 20 | 23.9342381633844 | -3.93423816338436 |
54 | 15 | 17.0044493080387 | -2.00444930803873 |
55 | 30 | 26.8563426466573 | 3.14365735334275 |
56 | 24 | 26.5232916809371 | -2.52329168093708 |
57 | 26 | 25.2363490715878 | 0.763650928412177 |
58 | 24 | 21.9916980475719 | 2.00830195242813 |
59 | 22 | 20.4063567882031 | 1.59364321179687 |
60 | 14 | 15.0245112216698 | -1.02451122166975 |
61 | 24 | 21.6708061937604 | 2.3291938062396 |
62 | 24 | 22.6130244744736 | 1.38697552552639 |
63 | 24 | 23.4044970714702 | 0.595502928529774 |
64 | 24 | 19.7488741574509 | 4.25112584254914 |
65 | 19 | 18.2214725637826 | 0.778527436217351 |
66 | 31 | 27.3593378655659 | 3.64066213443408 |
67 | 22 | 26.6218045032383 | -4.62180450323831 |
68 | 27 | 22.5966672602380 | 4.40333273976202 |
69 | 19 | 18.5266848418194 | 0.473315158180565 |
70 | 25 | 22.7460633732508 | 2.25393662674917 |
71 | 20 | 23.9538129310552 | -3.95381293105519 |
72 | 21 | 21.0374369821878 | -0.0374369821878016 |
73 | 27 | 26.8961909213928 | 0.103809078607203 |
74 | 23 | 24.1537863151167 | -1.15378631511666 |
75 | 25 | 25.7380213530364 | -0.738021353036376 |
76 | 20 | 21.8920350263386 | -1.89203502633858 |
77 | 21 | 18.9339674814873 | 2.06603251851267 |
78 | 22 | 22.9519985207818 | -0.951998520781768 |
79 | 23 | 22.9892512371015 | 0.0107487628985287 |
80 | 25 | 25.1373752925557 | -0.137375292555674 |
81 | 25 | 24.3793692182207 | 0.62063078177933 |
82 | 17 | 24.3316144685456 | -7.3316144685456 |
83 | 19 | 20.3586233541285 | -1.35862335412847 |
84 | 25 | 23.4551782966184 | 1.54482170338161 |
85 | 19 | 21.7349870254826 | -2.73498702548262 |
86 | 20 | 22.7858399135692 | -2.78583991356919 |
87 | 26 | 22.5915206417489 | 3.40847935825114 |
88 | 23 | 20.4876803122754 | 2.51231968772456 |
89 | 27 | 24.4739094000259 | 2.52609059997409 |
90 | 17 | 21.3651148582308 | -4.36511485823084 |
91 | 17 | 23.2084174838922 | -6.20841748389221 |
92 | 19 | 21.3533357694662 | -2.35333576946622 |
93 | 17 | 20.5748857342479 | -3.57488573424786 |
94 | 22 | 22.27480789833 | -0.274807898330001 |
95 | 21 | 22.6288813498089 | -1.62888134980886 |
96 | 32 | 28.1240171402766 | 3.87598285972337 |
97 | 21 | 24.0769821528684 | -3.07698215286836 |
98 | 21 | 24.1521256301243 | -3.15212563012434 |
99 | 18 | 21.3723276805754 | -3.37232768057538 |
100 | 18 | 20.9103911893702 | -2.91039118937019 |
101 | 23 | 22.7207600235368 | 0.279239976463159 |
102 | 19 | 21.0738079701298 | -2.07380797012977 |
103 | 20 | 20.7532245962790 | -0.753224596278977 |
104 | 21 | 23.4845549731727 | -2.48455497317272 |
105 | 20 | 24.8675401713321 | -4.86754017133209 |
106 | 17 | 19.0776735155312 | -2.07767351553116 |
107 | 18 | 19.2790753612779 | -1.27907536127786 |
108 | 19 | 20.3131446122449 | -1.31314461224493 |
109 | 22 | 21.4878539874189 | 0.512146012581061 |
110 | 15 | 18.4265069306332 | -3.42650693063324 |
111 | 14 | 18.9306777030369 | -4.93067770303689 |
112 | 18 | 26.4103072897199 | -8.41030728971993 |
113 | 24 | 21.498289634365 | 2.50171036563499 |
114 | 35 | 24.0824552382229 | 10.9175447617771 |
115 | 29 | 19.3240721116116 | 9.67592788838835 |
116 | 21 | 22.9796209967813 | -1.97962099678127 |
117 | 25 | 21.2666064485025 | 3.73339355149745 |
118 | 20 | 18.8746326657889 | 1.12536733421109 |
119 | 22 | 22.1454594740557 | -0.145459474055698 |
120 | 13 | 16.2431973967479 | -3.24319739674791 |
121 | 26 | 22.6089180570591 | 3.39108194294092 |
122 | 17 | 16.5822635590892 | 0.41773644091077 |
123 | 25 | 20.2959976756244 | 4.70400232437565 |
124 | 20 | 20.4867606355997 | -0.486760635599709 |
125 | 19 | 17.9867276561936 | 1.01327234380639 |
126 | 21 | 22.9975235473161 | -1.99752354731611 |
127 | 22 | 20.8561517435908 | 1.14384825640918 |
128 | 24 | 23.889015679515 | 0.110984320484983 |
129 | 21 | 23.8799128354004 | -2.87991283540036 |
130 | 26 | 25.9798195562401 | 0.0201804437599116 |
131 | 24 | 19.6441396336953 | 4.35586036630469 |
132 | 16 | 19.7710716822945 | -3.7710716822945 |
133 | 23 | 21.6550579872736 | 1.34494201272639 |
134 | 18 | 20.5118425264845 | -2.51184252648450 |
135 | 16 | 22.542310427475 | -6.54231042747502 |
136 | 26 | 23.59207763797 | 2.40792236202999 |
137 | 19 | 18.7985157316019 | 0.201484268398138 |
138 | 21 | 17.3527913880341 | 3.64720861196585 |
139 | 21 | 22.1678896151079 | -1.16788961510788 |
140 | 22 | 19.8638308674614 | 2.13616913253862 |
141 | 23 | 20.7720144850642 | 2.22798551493581 |
142 | 29 | 25.2745119899244 | 3.72548801007562 |
143 | 21 | 18.3120666627572 | 2.68793333724275 |
144 | 21 | 19.4400476037968 | 1.55995239620315 |
145 | 23 | 21.2433556202828 | 1.75664437971718 |
146 | 27 | 22.7470884671403 | 4.25291153285969 |
147 | 25 | 25.5018999362049 | -0.501899936204929 |
148 | 21 | 20.6319813431448 | 0.368018656855221 |
149 | 10 | 16.9816341139897 | -6.9816341139897 |
150 | 20 | 23.2178751428864 | -3.21787514288639 |
151 | 26 | 22.5743308822111 | 3.42566911778890 |
152 | 24 | 24.7015834687921 | -0.70158346879213 |
153 | 29 | 32.3884529959283 | -3.38845299592827 |
154 | 19 | 19.2583682415068 | -0.258368241506761 |
155 | 24 | 21.0277628416921 | 2.97223715830786 |
156 | 19 | 20.1346277246302 | -1.13462772463022 |
157 | 24 | 22.8683879223467 | 1.13161207765330 |
158 | 22 | 21.6085664331955 | 0.391433566804472 |
159 | 17 | 24.0879970083019 | -7.08799700830192 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
20 | 0.757430088246458 | 0.485139823507084 | 0.242569911753542 |
21 | 0.701305383097989 | 0.597389233804021 | 0.298694616902011 |
22 | 0.579490272149175 | 0.84101945570165 | 0.420509727850825 |
23 | 0.453100827960762 | 0.906201655921525 | 0.546899172039238 |
24 | 0.398295763542317 | 0.796591527084634 | 0.601704236457683 |
25 | 0.295997842478435 | 0.591995684956871 | 0.704002157521565 |
26 | 0.226468938381627 | 0.452937876763253 | 0.773531061618373 |
27 | 0.16875529749765 | 0.3375105949953 | 0.83124470250235 |
28 | 0.215091006110744 | 0.430182012221488 | 0.784908993889256 |
29 | 0.153246074352870 | 0.306492148705739 | 0.84675392564713 |
30 | 0.120766196519901 | 0.241532393039801 | 0.8792338034801 |
31 | 0.0890305257935383 | 0.178061051587077 | 0.910969474206462 |
32 | 0.0598377976279825 | 0.119675595255965 | 0.940162202372018 |
33 | 0.162701365282741 | 0.325402730565482 | 0.83729863471726 |
34 | 0.258165920890452 | 0.516331841780904 | 0.741834079109548 |
35 | 0.333645706474622 | 0.667291412949244 | 0.666354293525378 |
36 | 0.473623156311011 | 0.947246312622022 | 0.526376843688989 |
37 | 0.452654039260112 | 0.905308078520225 | 0.547345960739888 |
38 | 0.393627562432704 | 0.787255124865407 | 0.606372437567296 |
39 | 0.341324685574294 | 0.682649371148589 | 0.658675314425706 |
40 | 0.478786711196821 | 0.957573422393642 | 0.521213288803179 |
41 | 0.441375449563054 | 0.882750899126109 | 0.558624550436946 |
42 | 0.410868484588935 | 0.821736969177871 | 0.589131515411065 |
43 | 0.382445635036376 | 0.764891270072752 | 0.617554364963624 |
44 | 0.384559773906191 | 0.769119547812381 | 0.615440226093809 |
45 | 0.346320312132222 | 0.692640624264445 | 0.653679687867778 |
46 | 0.292232898062271 | 0.584465796124542 | 0.707767101937729 |
47 | 0.26430576074041 | 0.52861152148082 | 0.73569423925959 |
48 | 0.406058592009268 | 0.812117184018537 | 0.593941407990732 |
49 | 0.350937438920878 | 0.701874877841756 | 0.649062561079122 |
50 | 0.35263612944142 | 0.70527225888284 | 0.64736387055858 |
51 | 0.373962270196830 | 0.747924540393661 | 0.62603772980317 |
52 | 0.325267931889751 | 0.650535863779503 | 0.674732068110249 |
53 | 0.374967105249709 | 0.749934210499419 | 0.625032894750291 |
54 | 0.344189363711347 | 0.688378727422693 | 0.655810636288653 |
55 | 0.483387715533512 | 0.966775431067025 | 0.516612284466488 |
56 | 0.515353030655373 | 0.969293938689254 | 0.484646969344627 |
57 | 0.479538063411826 | 0.959076126823652 | 0.520461936588174 |
58 | 0.437027765465334 | 0.874055530930668 | 0.562972234534666 |
59 | 0.390905544835725 | 0.78181108967145 | 0.609094455164275 |
60 | 0.353160651356887 | 0.706321302713774 | 0.646839348643113 |
61 | 0.340891297374976 | 0.681782594749953 | 0.659108702625024 |
62 | 0.309817424042619 | 0.619634848085237 | 0.690182575957381 |
63 | 0.282445980731753 | 0.564891961463506 | 0.717554019268247 |
64 | 0.321488148466317 | 0.642976296932634 | 0.678511851533683 |
65 | 0.285368676766167 | 0.570737353532335 | 0.714631323233833 |
66 | 0.287060464600542 | 0.574120929201083 | 0.712939535399458 |
67 | 0.337942708461558 | 0.675885416923116 | 0.662057291538442 |
68 | 0.351191990462686 | 0.702383980925372 | 0.648808009537314 |
69 | 0.307810044093833 | 0.615620088187667 | 0.692189955906167 |
70 | 0.282188724983377 | 0.564377449966753 | 0.717811275016623 |
71 | 0.307826574755284 | 0.615653149510568 | 0.692173425244716 |
72 | 0.267457927345408 | 0.534915854690815 | 0.732542072654592 |
73 | 0.227260046688532 | 0.454520093377064 | 0.772739953311468 |
74 | 0.197169720948465 | 0.39433944189693 | 0.802830279051535 |
75 | 0.196215200310023 | 0.392430400620046 | 0.803784799689977 |
76 | 0.176078179659133 | 0.352156359318265 | 0.823921820340867 |
77 | 0.167304107711089 | 0.334608215422178 | 0.832695892288911 |
78 | 0.138376594004867 | 0.276753188009735 | 0.861623405995133 |
79 | 0.113189954357791 | 0.226379908715583 | 0.886810045642209 |
80 | 0.0939762060425675 | 0.187952412085135 | 0.906023793957432 |
81 | 0.0768987251293895 | 0.153797450258779 | 0.92310127487061 |
82 | 0.173304959345507 | 0.346609918691015 | 0.826695040654493 |
83 | 0.144972482426724 | 0.289944964853449 | 0.855027517573276 |
84 | 0.122750536609681 | 0.245501073219361 | 0.877249463390319 |
85 | 0.113143230046173 | 0.226286460092346 | 0.886856769953827 |
86 | 0.108020529073348 | 0.216041058146696 | 0.891979470926652 |
87 | 0.134450256987585 | 0.268900513975171 | 0.865549743012415 |
88 | 0.133884299338040 | 0.267768598676081 | 0.86611570066196 |
89 | 0.122142753286298 | 0.244285506572596 | 0.877857246713702 |
90 | 0.137022923668243 | 0.274045847336486 | 0.862977076331757 |
91 | 0.222345261571378 | 0.444690523142756 | 0.777654738428622 |
92 | 0.203627402308831 | 0.407254804617663 | 0.796372597691169 |
93 | 0.201465833918449 | 0.402931667836898 | 0.798534166081551 |
94 | 0.167081662161434 | 0.334163324322867 | 0.832918337838566 |
95 | 0.144713615508955 | 0.28942723101791 | 0.855286384491045 |
96 | 0.174180445582543 | 0.348360891165087 | 0.825819554417456 |
97 | 0.179381097499802 | 0.358762194999603 | 0.820618902500198 |
98 | 0.175243195000591 | 0.350486390001183 | 0.824756804999409 |
99 | 0.169689067597424 | 0.339378135194847 | 0.830310932402576 |
100 | 0.153577874386715 | 0.30715574877343 | 0.846422125613285 |
101 | 0.128265494474378 | 0.256530988948755 | 0.871734505525622 |
102 | 0.116020386141730 | 0.232040772283461 | 0.88397961385827 |
103 | 0.110888781055962 | 0.221777562111924 | 0.889111218944038 |
104 | 0.0953862111331429 | 0.190772422266286 | 0.904613788866857 |
105 | 0.119463157948182 | 0.238926315896364 | 0.880536842051818 |
106 | 0.110664351959289 | 0.221328703918579 | 0.88933564804071 |
107 | 0.101138461989134 | 0.202276923978269 | 0.898861538010866 |
108 | 0.0797927720794109 | 0.159585544158822 | 0.92020722792059 |
109 | 0.0660014108534534 | 0.132002821706907 | 0.933998589146547 |
110 | 0.06661986955296 | 0.13323973910592 | 0.93338013044704 |
111 | 0.0664026659503052 | 0.132805331900610 | 0.933597334049695 |
112 | 0.189661786981589 | 0.379323573963177 | 0.810338213018411 |
113 | 0.184156110987379 | 0.368312221974757 | 0.815843889012622 |
114 | 0.709300461453208 | 0.581399077093583 | 0.290699538546792 |
115 | 0.920716115651404 | 0.158567768697191 | 0.0792838843485956 |
116 | 0.896781829260608 | 0.206436341478785 | 0.103218170739393 |
117 | 0.932452219219889 | 0.135095561560223 | 0.0675477807801113 |
118 | 0.909532939441306 | 0.180934121117389 | 0.0904670605586943 |
119 | 0.92501658644059 | 0.14996682711882 | 0.07498341355941 |
120 | 0.94092821529941 | 0.118143569401182 | 0.0590717847005909 |
121 | 0.921645000133646 | 0.156709999732708 | 0.0783549998663538 |
122 | 0.893829439338043 | 0.212341121323914 | 0.106170560661957 |
123 | 0.973182285040207 | 0.0536354299195853 | 0.0268177149597927 |
124 | 0.958949522819624 | 0.0821009543607515 | 0.0410504771803757 |
125 | 0.942029402498017 | 0.115941195003966 | 0.0579705975019832 |
126 | 0.919290955379192 | 0.161418089241616 | 0.0807090446208081 |
127 | 0.891152243929228 | 0.217695512141544 | 0.108847756070772 |
128 | 0.856561792979405 | 0.286876414041189 | 0.143438207020595 |
129 | 0.833100649568395 | 0.333798700863209 | 0.166899350431605 |
130 | 0.795659756050792 | 0.408680487898416 | 0.204340243949208 |
131 | 0.736863007331623 | 0.526273985336753 | 0.263136992668377 |
132 | 0.666299524712448 | 0.667400950575103 | 0.333700475287552 |
133 | 0.598642025444178 | 0.802715949111643 | 0.401357974555822 |
134 | 0.519200493673635 | 0.96159901265273 | 0.480799506326365 |
135 | 0.45077478501338 | 0.90154957002676 | 0.54922521498662 |
136 | 0.38468875474502 | 0.76937750949004 | 0.61531124525498 |
137 | 0.469536621271028 | 0.939073242542056 | 0.530463378728972 |
138 | 0.657909620584822 | 0.684180758830356 | 0.342090379415178 |
139 | 0.529867836935511 | 0.940264326128978 | 0.470132163064489 |
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 | 2 | 0.0166666666666667 | OK |