Multiple Linear Regression - Estimated Regression Equation |
CM[t] = -1.97558860391637 -0.584520417545623Gender[t] + 0.825198555334064D[t] + 0.240632907570932PE[t] + 0.182865509202120PC[t] + 0.556669097802935PS[t] -0.0951728207275587O[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) | -1.97558860391637 | 3.057456 | -0.6462 | 0.519154 | 0.259577 |
Gender | -0.584520417545623 | 0.791394 | -0.7386 | 0.461292 | 0.230646 |
D | 0.825198555334064 | 0.132115 | 6.2461 | 0 | 0 |
PE | 0.240632907570932 | 0.133733 | 1.7994 | 0.073946 | 0.036973 |
PC | 0.182865509202120 | 0.168683 | 1.0841 | 0.280046 | 0.140023 |
PS | 0.556669097802935 | 0.096795 | 5.751 | 0 | 0 |
O | -0.0951728207275587 | 0.106862 | -0.8906 | 0.374541 | 0.187271 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.639761924721091 |
R-squared | 0.409295320322835 |
Adjusted R-squared | 0.385978030335578 |
F-TEST (value) | 17.5532971690331 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 152 |
p-value | 2.22044604925031e-15 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 4.48437540723029 |
Sum Squared Residuals | 3056.66266453172 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 25 | 21.9767024997114 | 3.02329750028864 |
2 | 17 | 22.8500386463099 | -5.85003864630991 |
3 | 18 | 19.5978208702674 | -1.59782087026737 |
4 | 16 | 19.9307587552557 | -3.93075875525567 |
5 | 20 | 21.1922278963974 | -1.19222789639742 |
6 | 16 | 22.5648381034507 | -6.5648381034507 |
7 | 18 | 22.7648143433383 | -4.76481434333829 |
8 | 17 | 20.8206124032680 | -3.82061240326797 |
9 | 30 | 22.4691777584082 | 7.53082224159177 |
10 | 23 | 15.3578513250953 | 7.64214867490467 |
11 | 18 | 19.2751604633523 | -1.27516046335227 |
12 | 21 | 19.6059478821611 | 1.39405211783892 |
13 | 31 | 26.5794040356060 | 4.42059596439397 |
14 | 27 | 25.4999013063827 | 1.50009869361730 |
15 | 21 | 19.7753943426879 | 1.22460565731214 |
16 | 16 | 20.4005245871453 | -4.40052458714531 |
17 | 20 | 21.7904648104789 | -1.79046481047888 |
18 | 17 | 19.7343645226558 | -2.73436452265577 |
19 | 25 | 30.6740776103543 | -5.67407761035427 |
20 | 26 | 26.7776084502348 | -0.777608450234776 |
21 | 25 | 24.2277439055271 | 0.772256094472872 |
22 | 17 | 23.1058456154098 | -6.10584561540978 |
23 | 32 | 27.9455051892705 | 4.05449481072949 |
24 | 22 | 22.1936012512419 | -0.193601251241868 |
25 | 17 | 21.9434050295753 | -4.94340502957525 |
26 | 20 | 22.5106030317662 | -2.51060303176620 |
27 | 29 | 22.3546684822319 | 6.64533151776805 |
28 | 23 | 26.8661073736759 | -3.86610737367586 |
29 | 20 | 19.0954588895795 | 0.904541110420521 |
30 | 11 | 11.9781335457252 | -0.978133545725176 |
31 | 26 | 23.7025581260659 | 2.29744187393415 |
32 | 22 | 22.5306462971246 | -0.530646297124649 |
33 | 14 | 21.2641438357338 | -7.26414383573383 |
34 | 19 | 23.2709326973991 | -4.27093269739909 |
35 | 20 | 22.7488884885400 | -2.74888848853996 |
36 | 28 | 17.8332331940746 | 10.1667668059254 |
37 | 19 | 18.3980293037712 | 0.601970696228773 |
38 | 30 | 23.262053892236 | 6.73794610776401 |
39 | 29 | 27.3597170363284 | 1.64028296367165 |
40 | 26 | 21.6952919897513 | 4.30470801024868 |
41 | 23 | 19.7616686346724 | 3.23833136532761 |
42 | 21 | 22.9040168031077 | -1.90401680310770 |
43 | 28 | 23.1499417474603 | 4.85005825253974 |
44 | 23 | 25.8811353466331 | -2.88113534663314 |
45 | 18 | 14.0743701087186 | 3.9256298912814 |
46 | 20 | 21.9373611995242 | -1.93736119952423 |
47 | 21 | 22.0269353241300 | -1.02693532413003 |
48 | 28 | 27.2733012947300 | 0.726698705270044 |
49 | 10 | 13.4652256493285 | -3.46522564932849 |
50 | 22 | 21.3263473553144 | 0.673652644685626 |
51 | 31 | 28.8629919096167 | 2.13700809038331 |
52 | 29 | 24.9691928807116 | 4.03080711928841 |
53 | 22 | 19.0793089880926 | 2.92069101190743 |
54 | 23 | 22.5193056691982 | 0.480694330801768 |
55 | 20 | 21.4624955543769 | -1.46249555437688 |
56 | 18 | 19.6603975421967 | -1.66039754219667 |
57 | 25 | 21.1742630517879 | 3.8257369482121 |
58 | 21 | 16.7144932869646 | 4.28550671303536 |
59 | 24 | 19.5572018318759 | 4.44279816812408 |
60 | 25 | 25.4462963019337 | -0.446296301933674 |
61 | 13 | 14.7787370694396 | -1.77873706943965 |
62 | 28 | 18.4064085333079 | 9.59359146669207 |
63 | 25 | 28.0091946916564 | -3.00919469165641 |
64 | 9 | 20.8666155494301 | -11.8666155494301 |
65 | 16 | 18.0744585395891 | -2.07445853958909 |
66 | 19 | 21.1135941852984 | -2.11359418529838 |
67 | 29 | 21.8970823814334 | 7.10291761856663 |
68 | 14 | 19.2098584910333 | -5.20985849103332 |
69 | 22 | 27.0660163292267 | -5.06601632922667 |
70 | 15 | 15.9210517772642 | -0.921051777264193 |
71 | 15 | 17.7263634054771 | -2.72636340547711 |
72 | 20 | 22.0970465700095 | -2.09704657000947 |
73 | 18 | 20.5066049531815 | -2.50660495318152 |
74 | 33 | 25.7811532523451 | 7.21884674765491 |
75 | 22 | 23.8882914785782 | -1.88829147857816 |
76 | 16 | 16.7097936881266 | -0.709793688126585 |
77 | 16 | 15.354226927422 | 0.645773072578004 |
78 | 18 | 21.4100370051950 | -3.41003700519496 |
79 | 18 | 23.153615825737 | -5.15361582573698 |
80 | 22 | 24.8359669666564 | -2.83596696665641 |
81 | 30 | 24.8596466809997 | 5.14035331900031 |
82 | 30 | 27.4145445459564 | 2.58545545404359 |
83 | 24 | 29.7480139830914 | -5.74801398309136 |
84 | 21 | 25.5638598388168 | -4.56385983881685 |
85 | 29 | 27.7176612631395 | 1.28233873686053 |
86 | 31 | 23.2961912568649 | 7.7038087431351 |
87 | 20 | 19.1648135810958 | 0.835186418904233 |
88 | 16 | 14.3140271763316 | 1.68597282366844 |
89 | 22 | 19.0534411782779 | 2.94655882172207 |
90 | 20 | 20.4731473363914 | -0.473147336391438 |
91 | 28 | 27.6165495259896 | 0.383450474010433 |
92 | 38 | 26.8183371633487 | 11.1816628366513 |
93 | 22 | 19.3518911648210 | 2.64810883517896 |
94 | 20 | 25.7481072085238 | -5.74810720852381 |
95 | 17 | 18.2547028707021 | -1.25470287070208 |
96 | 22 | 24.3430594166699 | -2.34305941666993 |
97 | 31 | 26.285379920609 | 4.71462007939099 |
98 | 24 | 24.7195838552745 | -0.719583855274521 |
99 | 18 | 19.5992647733950 | -1.59926477339498 |
100 | 23 | 22.0232841750937 | 0.976715824906306 |
101 | 15 | 21.3365483375711 | -6.33654833757115 |
102 | 12 | 17.4468675105543 | -5.44686751055433 |
103 | 15 | 14.8026589986181 | 0.197341001381876 |
104 | 20 | 19.3748698685344 | 0.625130131465627 |
105 | 34 | 26.7725754406936 | 7.2274245593064 |
106 | 31 | 20.6929927862602 | 10.3070072137398 |
107 | 19 | 19.095504119797 | -0.0955041197969886 |
108 | 21 | 17.9332605185801 | 3.06673948141986 |
109 | 22 | 21.5336775510352 | 0.466322448964825 |
110 | 24 | 20.1114813992039 | 3.88851860079606 |
111 | 32 | 27.5748675846027 | 4.42513241539726 |
112 | 33 | 23.2728969930397 | 9.72710300696028 |
113 | 13 | 21.8145629073884 | -8.81456290738843 |
114 | 25 | 25.4643560573641 | -0.464356057364075 |
115 | 29 | 26.7709301025624 | 2.22906989743756 |
116 | 18 | 16.9397236359322 | 1.06027636406781 |
117 | 20 | 21.8455513473474 | -1.84555134734740 |
118 | 15 | 20.2062211373137 | -5.20622113731373 |
119 | 33 | 27.7848234087985 | 5.21517659120147 |
120 | 26 | 23.0969359905523 | 2.90306400944772 |
121 | 18 | 18.6231002974130 | -0.623100297412962 |
122 | 28 | 28.2705959064922 | -0.270595906492178 |
123 | 17 | 19.7737894736804 | -2.77378947368044 |
124 | 12 | 15.2140544269744 | -3.21405442697439 |
125 | 17 | 20.3808002792963 | -3.38080027929633 |
126 | 21 | 20.9932080353225 | 0.00679196467747714 |
127 | 18 | 22.8142356910764 | -4.81423569107642 |
128 | 10 | 17.6409040426914 | -7.64090404269142 |
129 | 29 | 23.9986562114259 | 5.00134378857407 |
130 | 31 | 18.1139379323109 | 12.8860620676891 |
131 | 19 | 22.4892662539842 | -3.48926625398418 |
132 | 9 | 19.8683866688697 | -10.8683866688697 |
133 | 13 | 22.5288221425224 | -9.52882214252242 |
134 | 19 | 21.2549042402414 | -2.25490424024137 |
135 | 21 | 20.4163363168353 | 0.583663683164666 |
136 | 23 | 19.8391082584047 | 3.16089174159535 |
137 | 21 | 20.4964944313598 | 0.503505568640237 |
138 | 15 | 22.6646684433386 | -7.66466844333857 |
139 | 19 | 17.3242754145158 | 1.67572458548416 |
140 | 26 | 21.0036824980134 | 4.99631750198659 |
141 | 16 | 16.8714985872778 | -0.871498587277751 |
142 | 19 | 18.4626799460636 | 0.537320053936405 |
143 | 31 | 24.9684486883678 | 6.03155131163216 |
144 | 19 | 17.0557459569847 | 1.94425404301529 |
145 | 15 | 15.7791524349174 | -0.779152434917398 |
146 | 23 | 21.8416579834759 | 1.15834201652414 |
147 | 17 | 19.3288659310441 | -2.32886593104411 |
148 | 21 | 19.6752981232915 | 1.32470187670850 |
149 | 17 | 19.1050626727989 | -2.10506267279891 |
150 | 25 | 24.2105264038011 | 0.789473596198866 |
151 | 20 | 15.1730519865685 | 4.82694801343146 |
152 | 19 | 25.3463762502684 | -6.34637625026839 |
153 | 20 | 21.5718347666633 | -1.57183476666331 |
154 | 17 | 18.7568634163864 | -1.75686341638642 |
155 | 21 | 16.7601261844599 | 4.23987381554009 |
156 | 26 | 27.1883799281907 | -1.18837992819071 |
157 | 17 | 17.9807672512810 | -0.980767251281018 |
158 | 21 | 21.8225305639563 | -0.822530563956327 |
159 | 28 | 24.1784674599212 | 3.82153254007884 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.916865412283638 | 0.166269175432723 | 0.0831345877163616 |
11 | 0.923819281273692 | 0.152361437452615 | 0.0761807187263076 |
12 | 0.86696345560563 | 0.266073088788741 | 0.133036544394370 |
13 | 0.882994334228045 | 0.234011331543909 | 0.117005665771955 |
14 | 0.835429749502 | 0.329140500995999 | 0.164570250498000 |
15 | 0.776613219837136 | 0.446773560325729 | 0.223386780162864 |
16 | 0.735292586829922 | 0.529414826340155 | 0.264707413170078 |
17 | 0.660466739586066 | 0.679066520827868 | 0.339533260413934 |
18 | 0.578034704602716 | 0.843930590794568 | 0.421965295397284 |
19 | 0.558739042937225 | 0.88252191412555 | 0.441260957062775 |
20 | 0.47787448801398 | 0.95574897602796 | 0.52212551198602 |
21 | 0.468381891160474 | 0.936763782320948 | 0.531618108839526 |
22 | 0.489505315835564 | 0.979010631671127 | 0.510494684164436 |
23 | 0.541398066095625 | 0.91720386780875 | 0.458601933904375 |
24 | 0.469634806118568 | 0.939269612237136 | 0.530365193881432 |
25 | 0.427957680529828 | 0.855915361059656 | 0.572042319470172 |
26 | 0.363098475400166 | 0.726196950800332 | 0.636901524599834 |
27 | 0.484124496146307 | 0.968248992292614 | 0.515875503853693 |
28 | 0.433843716465696 | 0.867687432931392 | 0.566156283534304 |
29 | 0.401474964858175 | 0.80294992971635 | 0.598525035141825 |
30 | 0.368735458706193 | 0.737470917412385 | 0.631264541293807 |
31 | 0.356054323384974 | 0.712108646769949 | 0.643945676615026 |
32 | 0.298983460308220 | 0.597966920616439 | 0.70101653969178 |
33 | 0.365342992686561 | 0.730685985373121 | 0.634657007313439 |
34 | 0.330439173820368 | 0.660878347640736 | 0.669560826179632 |
35 | 0.294151186100221 | 0.588302372200443 | 0.705848813899779 |
36 | 0.555570002036792 | 0.888859995926415 | 0.444429997963208 |
37 | 0.497182770415163 | 0.994365540830325 | 0.502817229584837 |
38 | 0.577528381033656 | 0.844943237932687 | 0.422471618966344 |
39 | 0.54903122869466 | 0.901937542610681 | 0.450968771305340 |
40 | 0.564359338843561 | 0.871281322312878 | 0.435640661156439 |
41 | 0.534686596108021 | 0.930626807783958 | 0.465313403891979 |
42 | 0.485954873515682 | 0.971909747031365 | 0.514045126484318 |
43 | 0.511615745988337 | 0.976768508023325 | 0.488384254011663 |
44 | 0.472236970597281 | 0.944473941194563 | 0.527763029402719 |
45 | 0.441404607471685 | 0.88280921494337 | 0.558595392528315 |
46 | 0.4053380788824 | 0.8106761577648 | 0.5946619211176 |
47 | 0.356139540149527 | 0.712279080299054 | 0.643860459850473 |
48 | 0.308217862193063 | 0.616435724386127 | 0.691782137806937 |
49 | 0.312299654509936 | 0.624599309019872 | 0.687700345490064 |
50 | 0.270914747584070 | 0.541829495168139 | 0.72908525241593 |
51 | 0.237577439677334 | 0.475154879354669 | 0.762422560322666 |
52 | 0.228819613553470 | 0.457639227106941 | 0.77118038644653 |
53 | 0.204134648833000 | 0.408269297666000 | 0.795865351167 |
54 | 0.169833316336179 | 0.339666632672359 | 0.83016668366382 |
55 | 0.147042097747925 | 0.294084195495851 | 0.852957902252075 |
56 | 0.127003085250397 | 0.254006170500795 | 0.872996914749603 |
57 | 0.125038357112197 | 0.250076714224394 | 0.874961642887803 |
58 | 0.116151857702009 | 0.232303715404018 | 0.883848142297991 |
59 | 0.106920825331619 | 0.213841650663238 | 0.89307917466838 |
60 | 0.0858517106149708 | 0.171703421229942 | 0.91414828938503 |
61 | 0.0725398186680013 | 0.145079637336003 | 0.927460181331999 |
62 | 0.144173466565904 | 0.288346933131808 | 0.855826533434096 |
63 | 0.13645846681602 | 0.27291693363204 | 0.86354153318398 |
64 | 0.347007211374299 | 0.694014422748598 | 0.652992788625701 |
65 | 0.31400234264971 | 0.62800468529942 | 0.68599765735029 |
66 | 0.286279203769625 | 0.572558407539251 | 0.713720796230375 |
67 | 0.378524880368781 | 0.757049760737562 | 0.621475119631219 |
68 | 0.400206799531263 | 0.800413599062525 | 0.599793200468737 |
69 | 0.408043088416295 | 0.81608617683259 | 0.591956911583705 |
70 | 0.364149782074936 | 0.728299564149872 | 0.635850217925064 |
71 | 0.336658290783443 | 0.673316581566887 | 0.663341709216557 |
72 | 0.303254106661520 | 0.606508213323041 | 0.69674589333848 |
73 | 0.278362229696094 | 0.556724459392188 | 0.721637770303906 |
74 | 0.347594491656763 | 0.695188983313526 | 0.652405508343237 |
75 | 0.313094361740644 | 0.626188723481287 | 0.686905638259356 |
76 | 0.274821819217423 | 0.549643638434846 | 0.725178180782577 |
77 | 0.237115342424741 | 0.474230684849482 | 0.762884657575259 |
78 | 0.223577971318985 | 0.447155942637969 | 0.776422028681016 |
79 | 0.237658798025799 | 0.475317596051598 | 0.762341201974201 |
80 | 0.218858830549254 | 0.437717661098508 | 0.781141169450746 |
81 | 0.227494527841219 | 0.454989055682439 | 0.77250547215878 |
82 | 0.203831697898577 | 0.407663395797154 | 0.796168302101423 |
83 | 0.237831217654596 | 0.475662435309192 | 0.762168782345404 |
84 | 0.251318054119413 | 0.502636108238827 | 0.748681945880587 |
85 | 0.217917578341276 | 0.435835156682552 | 0.782082421658724 |
86 | 0.271201937730116 | 0.542403875460232 | 0.728798062269884 |
87 | 0.233972948299980 | 0.467945896599961 | 0.76602705170002 |
88 | 0.201879417070249 | 0.403758834140498 | 0.798120582929751 |
89 | 0.180102488733972 | 0.360204977467943 | 0.819897511266028 |
90 | 0.152433222793873 | 0.304866445587747 | 0.847566777206127 |
91 | 0.127448165010070 | 0.254896330020140 | 0.87255183498993 |
92 | 0.300046921133984 | 0.600093842267968 | 0.699953078866016 |
93 | 0.275286198252167 | 0.550572396504333 | 0.724713801747833 |
94 | 0.297993884032354 | 0.595987768064708 | 0.702006115967646 |
95 | 0.260771438328869 | 0.521542876657737 | 0.739228561671131 |
96 | 0.244750645936698 | 0.489501291873396 | 0.755249354063302 |
97 | 0.227640178217521 | 0.455280356435042 | 0.772359821782479 |
98 | 0.196790951735935 | 0.39358190347187 | 0.803209048264065 |
99 | 0.168471224202114 | 0.336942448404228 | 0.831528775797886 |
100 | 0.140921905951150 | 0.281843811902299 | 0.85907809404885 |
101 | 0.168409862052628 | 0.336819724105256 | 0.831590137947372 |
102 | 0.157373873897125 | 0.31474774779425 | 0.842626126102875 |
103 | 0.135212777107084 | 0.270425554214168 | 0.864787222892916 |
104 | 0.113497630366606 | 0.226995260733212 | 0.886502369633394 |
105 | 0.154900645347182 | 0.309801290694364 | 0.845099354652818 |
106 | 0.310664365378879 | 0.621328730757758 | 0.689335634621121 |
107 | 0.269320963361609 | 0.538641926723218 | 0.730679036638391 |
108 | 0.248921233440605 | 0.49784246688121 | 0.751078766559395 |
109 | 0.210317575919245 | 0.420635151838489 | 0.789682424080755 |
110 | 0.198658051001164 | 0.397316102002329 | 0.801341948998836 |
111 | 0.187148630554629 | 0.374297261109259 | 0.81285136944537 |
112 | 0.292130727073060 | 0.584261454146119 | 0.70786927292694 |
113 | 0.418817577535921 | 0.837635155071842 | 0.581182422464079 |
114 | 0.36958345762303 | 0.73916691524606 | 0.63041654237697 |
115 | 0.345962430735081 | 0.691924861470162 | 0.654037569264919 |
116 | 0.298488332676857 | 0.596976665353714 | 0.701511667323143 |
117 | 0.264832274493222 | 0.529664548986445 | 0.735167725506778 |
118 | 0.271701325609062 | 0.543402651218124 | 0.728298674390938 |
119 | 0.290451154962427 | 0.580902309924853 | 0.709548845037573 |
120 | 0.285912134698727 | 0.571824269397453 | 0.714087865301273 |
121 | 0.241597250663634 | 0.483194501327269 | 0.758402749336366 |
122 | 0.221226472130995 | 0.442452944261989 | 0.778773527869005 |
123 | 0.193596031280021 | 0.387192062560042 | 0.806403968719979 |
124 | 0.167333113892619 | 0.334666227785239 | 0.83266688610738 |
125 | 0.158559206246466 | 0.317118412492933 | 0.841440793753534 |
126 | 0.125714430809553 | 0.251428861619106 | 0.874285569190447 |
127 | 0.128704205806982 | 0.257408411613963 | 0.871295794193018 |
128 | 0.179498513294582 | 0.358997026589164 | 0.820501486705418 |
129 | 0.30583707665818 | 0.61167415331636 | 0.69416292334182 |
130 | 0.747788538686879 | 0.504422922626242 | 0.252211461313121 |
131 | 0.699191491650317 | 0.601617016699365 | 0.300808508349683 |
132 | 0.893640015686247 | 0.212719968627507 | 0.106359984313753 |
133 | 0.963911901665727 | 0.0721761966685456 | 0.0360880983342728 |
134 | 0.946261847524804 | 0.107476304950391 | 0.0537381524751956 |
135 | 0.922091200689842 | 0.155817598620316 | 0.0779087993101578 |
136 | 0.943832887997952 | 0.112334224004096 | 0.0561671120020478 |
137 | 0.915888270929476 | 0.168223458141048 | 0.0841117290705242 |
138 | 0.942855927069664 | 0.114288145860671 | 0.0571440729303357 |
139 | 0.912423477250327 | 0.175153045499346 | 0.087576522749673 |
140 | 0.908161731887006 | 0.183676536225988 | 0.0918382681129941 |
141 | 0.862098626407462 | 0.275802747185076 | 0.137901373592538 |
142 | 0.800988453832128 | 0.398023092335744 | 0.199011546167872 |
143 | 0.899130198770117 | 0.201739602459767 | 0.100869801229883 |
144 | 0.84247018730781 | 0.315059625384381 | 0.157529812692191 |
145 | 0.780345607236105 | 0.439308785527789 | 0.219654392763895 |
146 | 0.710870832385727 | 0.578258335228545 | 0.289129167614273 |
147 | 0.630616538028545 | 0.73876692394291 | 0.369383461971455 |
148 | 0.493272067666649 | 0.986544135333298 | 0.506727932333351 |
149 | 0.474838263140947 | 0.949676526281894 | 0.525161736859053 |
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 | 1 | 0.00714285714285714 | OK |