Multiple Linear Regression - Estimated Regression Equation |
Celebrity[t] = + 1.64525178041472 -0.44459465358534Gender[t] + 1.67653317331531Age[t] -0.000771955540575894NV[t] + 0.00519221184566125ANX[t] + 0.032351106163234GR[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) | 1.64525178041472 | 1.60223 | 1.0269 | 0.306261 | 0.153131 |
Gender | -0.44459465358534 | 0.235481 | -1.888 | 0.061091 | 0.030546 |
Age | 1.67653317331531 | 1.002441 | 1.6725 | 0.096669 | 0.048334 |
NV | -0.000771955540575894 | 0.01603 | -0.0482 | 0.96166 | 0.48083 |
ANX | 0.00519221184566125 | 0.009182 | 0.5655 | 0.572648 | 0.286324 |
GR | 0.032351106163234 | 0.012284 | 2.6335 | 0.0094 | 0.0047 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.287648778695546 |
R-squared | 0.082741819885039 |
Adjusted R-squared | 0.0499825991666475 |
F-TEST (value) | 2.52575665936359 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 140 |
p-value | 0.0319025204519411 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.35922235913879 |
Sum Squared Residuals | 258.647959021595 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 6 | 4.83333303330175 | 1.16666696669825 |
2 | 4 | 4.85975605127163 | -0.859756051271635 |
3 | 5 | 5.69036871444282 | -0.690368714442823 |
4 | 4 | 5.05716491302367 | -1.05716491302367 |
5 | 4 | 5.18425347105487 | -1.18425347105487 |
6 | 6 | 5.67953632881468 | 0.320463671185325 |
7 | 6 | 5.36100307641768 | 0.638996923582325 |
8 | 4 | 4.81951178578429 | -0.819511785784295 |
9 | 4 | 5.26101861720733 | -1.26101861720733 |
10 | 6 | 4.51009453586077 | 1.48990546413923 |
11 | 4 | 4.87120663667066 | -0.87120663667066 |
12 | 6 | 5.74529885150494 | 0.254701148495056 |
13 | 5 | 5.00383348253941 | -0.00383348253941515 |
14 | 4 | 5.38656326415739 | -1.38656326415739 |
15 | 6 | 5.33784664443990 | 0.662153355560095 |
16 | 3 | 4.52190698788355 | -1.52190698788355 |
17 | 5 | 5.41225512527866 | -0.412255125278662 |
18 | 6 | 5.38445887447403 | 0.615541125525971 |
19 | 4 | 5.18490369250186 | -1.18490369250186 |
20 | 6 | 4.97333335858439 | 1.02666664141561 |
21 | 2 | 4.57578310633813 | -2.57578310633813 |
22 | 7 | 4.85622835275590 | 2.14377164724410 |
23 | 5 | 5.42719440432859 | -0.427194404328585 |
24 | 2 | 5.03824704784922 | -3.03824704784922 |
25 | 4 | 4.8126550606087 | -0.812655060608705 |
26 | 4 | 4.9536825427342 | -0.95368254273420 |
27 | 6 | 5.03481314969503 | 0.965186850304966 |
28 | 6 | 5.19583572983546 | 0.804164270164538 |
29 | 5 | 5.03537362829724 | -0.0353736282972399 |
30 | 6 | 4.96684771746078 | 1.03315228253922 |
31 | 6 | 5.10114200233141 | 0.89885799766859 |
32 | 4 | 5.81175937752288 | -1.81175937752288 |
33 | 6 | 5.09474902972453 | 0.905250970275469 |
34 | 6 | 5.57478261163541 | 0.425217388364591 |
35 | 6 | 5.52448420781675 | 0.475515792183247 |
36 | 2 | 4.93797423381565 | -2.93797423381565 |
37 | 4 | 5.33529136714776 | -1.33529136714776 |
38 | 5 | 5.11020506301274 | -0.110205063012738 |
39 | 3 | 5.43344985221 | -2.43344985221000 |
40 | 7 | 4.90295825936686 | 2.09704174063314 |
41 | 5 | 4.52402537437165 | 0.475974625628353 |
42 | 3 | 5.5315443243473 | -2.53154432434731 |
43 | 8 | 5.27422166495393 | 2.72577833504607 |
44 | 8 | 5.86192610795997 | 2.13807389204003 |
45 | 5 | 4.66681117018862 | 0.333188829811384 |
46 | 6 | 5.34469235836014 | 0.655307641639862 |
47 | 3 | 4.65080865510294 | -1.65080865510294 |
48 | 5 | 5.33960495813138 | -0.339604958131377 |
49 | 4 | 4.79845165790647 | -0.798451657906474 |
50 | 5 | 5.48622372976399 | -0.486223729763992 |
51 | 5 | 4.64652007217942 | 0.353479927820579 |
52 | 6 | 5.28499588900106 | 0.715004110998944 |
53 | 5 | 4.90062660211325 | 0.0993733978867491 |
54 | 6 | 5.42535921275226 | 0.574640787247742 |
55 | 6 | 5.0651565922084 | 0.934843407791596 |
56 | 4 | 4.53229141157487 | -0.532291411574873 |
57 | 8 | 5.73126905272106 | 2.26873094727894 |
58 | 6 | 4.71734605900574 | 1.28265394099426 |
59 | 4 | 4.60561973390119 | -0.605619733901192 |
60 | 6 | 4.67522287757815 | 1.32477712242185 |
61 | 5 | 4.22265346728476 | 0.777346532715245 |
62 | 5 | 5.49218789715023 | -0.492187897150229 |
63 | 6 | 5.47571757197908 | 0.524282428020919 |
64 | 6 | 5.51844023687371 | 0.48155976312629 |
65 | 6 | 4.73249681499403 | 1.26750318500597 |
66 | 6 | 4.36899196967755 | 1.63100803032245 |
67 | 6 | 4.95053992507519 | 1.04946007492481 |
68 | 6 | 4.88699182347407 | 1.11300817652594 |
69 | 7 | 4.79397660610468 | 2.20602339389532 |
70 | 4 | 5.12031214313619 | -1.12031214313619 |
71 | 4 | 5.51034959741597 | -1.51034959741597 |
72 | 3 | 4.78878439425902 | -1.78878439425902 |
73 | 6 | 5.06301319766021 | 0.936986802339787 |
74 | 5 | 5.2871363578773 | -0.287136357877297 |
75 | 5 | 5.37527228587197 | -0.375272285871973 |
76 | 3 | 5.08135366175576 | -2.08135366175576 |
77 | 5 | 5.19799491501553 | -0.197994915015529 |
78 | 4 | 4.23719480051803 | -0.237194800518033 |
79 | 3 | 5.03369511816257 | -2.03369511816257 |
80 | 7 | 5.50299820039024 | 1.49700179960976 |
81 | 4 | 4.72120583670862 | -0.721205836708616 |
82 | 4 | 5.18635786073823 | -1.18635786073823 |
83 | 5 | 4.90176042427759 | 0.0982395757224112 |
84 | 6 | 5.32356164435373 | 0.67643835564627 |
85 | 2 | 5.23766470509593 | -3.23766470509593 |
86 | 2 | 4.23242554254911 | -2.23242554254911 |
87 | 6 | 5.86439865602336 | 0.135601343976637 |
88 | 4 | 4.62998208655164 | -0.629982086551636 |
89 | 5 | 5.17635738605881 | -0.176357386058815 |
90 | 6 | 4.67816031005506 | 1.32183968994494 |
91 | 7 | 5.44649914418688 | 1.55350085581312 |
92 | 8 | 5.11127122472044 | 2.88872877527956 |
93 | 6 | 4.86705265280066 | 1.13294734719934 |
94 | 6 | 4.9751854726374 | 1.0248145273626 |
95 | 3 | 4.94858413125008 | -1.94858413125008 |
96 | 7 | 4.95198824196766 | 2.04801175803234 |
97 | 3 | 5.36776128173263 | -2.36776128173263 |
98 | 6 | 4.86134076104476 | 1.13865923895524 |
99 | 4 | 4.78708087606426 | -0.787080876064256 |
100 | 4 | 5.60740291590567 | -1.60740291590567 |
101 | 6 | 5.30425690449543 | 0.695743095504568 |
102 | 6 | 5.3683986382197 | 0.631601361780305 |
103 | 6 | 6.11985382027483 | -0.119853820274826 |
104 | 4 | 4.86284387343394 | -0.86284387343394 |
105 | 7 | 6.8801461797252 | 0.119853820274797 |
106 | 5 | 5.35351708033843 | -0.353517080338432 |
107 | 7 | 5.62606737360496 | 1.37393262639504 |
108 | 4 | 5.41702145757563 | -1.41702145757563 |
109 | 6 | 5.02597263708486 | 0.974027362915136 |
110 | 6 | 5.81202857562991 | 0.187971424370086 |
111 | 6 | 4.62727934524605 | 1.37272065475395 |
112 | 5 | 4.39443155516849 | 0.605568444831515 |
113 | 5 | 5.30796000075665 | -0.307960000756652 |
114 | 6 | 5.45823808440913 | 0.541761915590867 |
115 | 7 | 5.16143502948558 | 1.83856497051442 |
116 | 4 | 4.85431335762277 | -0.854313357622772 |
117 | 4 | 5.38403299492534 | -1.38403299492534 |
118 | 8 | 5.40530752541348 | 2.59469247458652 |
119 | 6 | 5.21029433383998 | 0.789705666160016 |
120 | 3 | 5.00516299101025 | -2.00516299101025 |
121 | 4 | 5.22874438892895 | -1.22874438892895 |
122 | 5 | 5.36150583385122 | -0.361505833851221 |
123 | 5 | 5.0593648968957 | -0.0593648968957037 |
124 | 6 | 5.08441940152992 | 0.915580598470081 |
125 | 8 | 5.36403610308327 | 2.63596389691673 |
126 | 2 | 4.84566853131909 | -2.84566853131909 |
127 | 4 | 4.48055868766849 | -0.480558687668486 |
128 | 7 | 5.4293756718968 | 1.57062432810320 |
129 | 5 | 5.21114316726541 | -0.211143167265415 |
130 | 6 | 5.38695013884124 | 0.613049861158757 |
131 | 6 | 5.47794077008408 | 0.522059229915923 |
132 | 4 | 5.44383135022937 | -1.44383135022937 |
133 | 5 | 4.72857931612249 | 0.27142068387751 |
134 | 6 | 5.06446151455268 | 0.935538485447317 |
135 | 6 | 5.91456538646045 | 0.085434613539547 |
136 | 6 | 5.36785687592132 | 0.632143124078684 |
137 | 6 | 5.14893221930616 | 0.851067780693838 |
138 | 5 | 5.4984212626435 | -0.498421262643496 |
139 | 5 | 4.46050992600166 | 0.539490073998343 |
140 | 6 | 5.10229611305675 | 0.897703886943246 |
141 | 4 | 5.41507667500589 | -1.41507667500589 |
142 | 6 | 5.21612390217271 | 0.783876097827294 |
143 | 3 | 5.79386980103612 | -2.79386980103612 |
144 | 6 | 5.30551246075336 | 0.694487539246641 |
145 | 8 | 5.38557398033454 | 2.61442601966546 |
146 | 4 | 5.26615603355628 | -1.26615603355628 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.186501488894151 | 0.373002977788302 | 0.813498511105849 |
10 | 0.353060448573535 | 0.706120897147071 | 0.646939551426465 |
11 | 0.501615643978539 | 0.996768712042922 | 0.498384356021461 |
12 | 0.456141778986611 | 0.912283557973222 | 0.543858221013389 |
13 | 0.341848329031239 | 0.683696658062478 | 0.658151670968761 |
14 | 0.302375186454222 | 0.604750372908445 | 0.697624813545778 |
15 | 0.227141246776649 | 0.454282493553298 | 0.772858753223351 |
16 | 0.271842195390626 | 0.543684390781251 | 0.728157804609374 |
17 | 0.197408339456888 | 0.394816678913776 | 0.802591660543112 |
18 | 0.168520835465849 | 0.337041670931698 | 0.831479164534151 |
19 | 0.137718007201575 | 0.275436014403149 | 0.862281992798425 |
20 | 0.134637111860867 | 0.269274223721735 | 0.865362888139133 |
21 | 0.207284520928601 | 0.414569041857203 | 0.792715479071399 |
22 | 0.309124104105386 | 0.618248208210772 | 0.690875895894614 |
23 | 0.245163638456262 | 0.490327276912523 | 0.754836361543738 |
24 | 0.504608367211959 | 0.990783265576082 | 0.495391632788041 |
25 | 0.44135383098551 | 0.88270766197102 | 0.55864616901449 |
26 | 0.391963069553757 | 0.783926139107514 | 0.608036930446243 |
27 | 0.362786373024775 | 0.725572746049551 | 0.637213626975225 |
28 | 0.344286196209513 | 0.688572392419026 | 0.655713803790487 |
29 | 0.286490464382277 | 0.572980928764554 | 0.713509535617723 |
30 | 0.311009539342007 | 0.622019078684014 | 0.688990460657993 |
31 | 0.261223590547796 | 0.522447181095592 | 0.738776409452204 |
32 | 0.283594596873235 | 0.56718919374647 | 0.716405403126765 |
33 | 0.251761111191965 | 0.50352222238393 | 0.748238888808035 |
34 | 0.221662691403237 | 0.443325382806474 | 0.778337308596763 |
35 | 0.183855957382227 | 0.367711914764454 | 0.816144042617773 |
36 | 0.398713669108455 | 0.79742733821691 | 0.601286330891545 |
37 | 0.369876421347216 | 0.739752842694431 | 0.630123578652784 |
38 | 0.325239787791429 | 0.650479575582857 | 0.674760212208571 |
39 | 0.419873608351952 | 0.839747216703905 | 0.580126391648048 |
40 | 0.511221042799263 | 0.977557914401473 | 0.488778957200737 |
41 | 0.478325066757657 | 0.956650133515314 | 0.521674933242343 |
42 | 0.579403940074847 | 0.841192119850305 | 0.420596059925153 |
43 | 0.757904789794127 | 0.484190420411747 | 0.242095210205873 |
44 | 0.827330318675126 | 0.345339362649749 | 0.172669681324875 |
45 | 0.793596844708781 | 0.412806310582437 | 0.206403155291219 |
46 | 0.766424267711638 | 0.467151464576725 | 0.233575732288362 |
47 | 0.776656224637752 | 0.446687550724495 | 0.223343775362248 |
48 | 0.739425527897213 | 0.521148944205574 | 0.260574472102787 |
49 | 0.706486814146312 | 0.587026371707376 | 0.293513185853688 |
50 | 0.664762377119884 | 0.670475245760232 | 0.335237622880116 |
51 | 0.624559832674022 | 0.750880334651956 | 0.375440167325978 |
52 | 0.587794634416928 | 0.824410731166144 | 0.412205365583072 |
53 | 0.537828566342472 | 0.924342867315055 | 0.462171433657528 |
54 | 0.500909833980785 | 0.99818033203843 | 0.499090166019215 |
55 | 0.477195314296544 | 0.954390628593087 | 0.522804685703456 |
56 | 0.432250285210792 | 0.864500570421584 | 0.567749714789208 |
57 | 0.511726601156793 | 0.976546797686414 | 0.488273398843207 |
58 | 0.507474085438926 | 0.985051829122147 | 0.492525914561074 |
59 | 0.464696866645624 | 0.929393733291248 | 0.535303133354376 |
60 | 0.469574351449776 | 0.939148702899553 | 0.530425648550224 |
61 | 0.44127465636164 | 0.88254931272328 | 0.55872534363836 |
62 | 0.397452164887521 | 0.794904329775042 | 0.602547835112479 |
63 | 0.359014969275343 | 0.718029938550686 | 0.640985030724657 |
64 | 0.320323599579638 | 0.640647199159276 | 0.679676400420362 |
65 | 0.312657609086325 | 0.62531521817265 | 0.687342390913675 |
66 | 0.329003767657747 | 0.658007535315495 | 0.670996232342253 |
67 | 0.30978999763666 | 0.61957999527332 | 0.69021000236334 |
68 | 0.299518675352939 | 0.599037350705879 | 0.70048132464706 |
69 | 0.368599399064976 | 0.737198798129951 | 0.631400600935024 |
70 | 0.355700090612370 | 0.711400181224739 | 0.64429990938763 |
71 | 0.363382563212912 | 0.726765126425824 | 0.636617436787088 |
72 | 0.392839437585047 | 0.785678875170093 | 0.607160562414953 |
73 | 0.368858414111889 | 0.737716828223778 | 0.631141585888111 |
74 | 0.325320319223108 | 0.650640638446216 | 0.674679680776892 |
75 | 0.285549974550675 | 0.571099949101349 | 0.714450025449325 |
76 | 0.335610843074452 | 0.671221686148904 | 0.664389156925548 |
77 | 0.292885948500654 | 0.585771897001308 | 0.707114051499346 |
78 | 0.253654221909635 | 0.507308443819270 | 0.746345778090365 |
79 | 0.300051285685775 | 0.600102571371551 | 0.699948714314225 |
80 | 0.306299958797464 | 0.612599917594927 | 0.693700041202536 |
81 | 0.275704063127611 | 0.551408126255222 | 0.724295936872389 |
82 | 0.265048689731732 | 0.530097379463463 | 0.734951310268268 |
83 | 0.226278955541811 | 0.452557911083622 | 0.773721044458189 |
84 | 0.198677368438761 | 0.397354736877522 | 0.801322631561239 |
85 | 0.385558463206689 | 0.771116926413377 | 0.614441536793311 |
86 | 0.47467029804007 | 0.94934059608014 | 0.52532970195993 |
87 | 0.425748614010425 | 0.851497228020851 | 0.574251385989575 |
88 | 0.394254568562871 | 0.788509137125742 | 0.605745431437129 |
89 | 0.348410904908243 | 0.696821809816486 | 0.651589095091757 |
90 | 0.340351566405115 | 0.68070313281023 | 0.659648433594885 |
91 | 0.347653874970436 | 0.695307749940873 | 0.652346125029564 |
92 | 0.504765241349624 | 0.990469517300752 | 0.495234758650376 |
93 | 0.48779467705981 | 0.97558935411962 | 0.51220532294019 |
94 | 0.471641989562357 | 0.943283979124713 | 0.528358010437643 |
95 | 0.512096919974785 | 0.97580616005043 | 0.487903080025215 |
96 | 0.572226925128758 | 0.855546149742484 | 0.427773074871242 |
97 | 0.673595527645624 | 0.652808944708751 | 0.326404472354376 |
98 | 0.648611232442692 | 0.702777535114615 | 0.351388767557308 |
99 | 0.630102716388975 | 0.73979456722205 | 0.369897283611025 |
100 | 0.653567463275449 | 0.692865073449103 | 0.346432536724551 |
101 | 0.614230698242151 | 0.771538603515698 | 0.385769301757849 |
102 | 0.571329242256851 | 0.857341515486297 | 0.428670757743149 |
103 | 0.518673947526787 | 0.962652104946426 | 0.481326052473213 |
104 | 0.493979991547611 | 0.987959983095222 | 0.506020008452389 |
105 | 0.438725221399722 | 0.877450442799445 | 0.561274778600278 |
106 | 0.388667636440774 | 0.777335272881548 | 0.611332363559226 |
107 | 0.378281936257457 | 0.756563872514914 | 0.621718063742543 |
108 | 0.387416497050782 | 0.774832994101564 | 0.612583502949218 |
109 | 0.350061944568123 | 0.700123889136245 | 0.649938055431877 |
110 | 0.298279955598729 | 0.596559911197457 | 0.701720044401271 |
111 | 0.296176174802093 | 0.592352349604185 | 0.703823825197907 |
112 | 0.260418098541572 | 0.520836197083144 | 0.739581901458428 |
113 | 0.221386219446010 | 0.442772438892019 | 0.77861378055399 |
114 | 0.194998623889316 | 0.389997247778632 | 0.805001376110684 |
115 | 0.210201108468087 | 0.420402216936174 | 0.789798891531913 |
116 | 0.199554655492034 | 0.399109310984069 | 0.800445344507966 |
117 | 0.211676859241958 | 0.423353718483916 | 0.788323140758042 |
118 | 0.35655018382916 | 0.71310036765832 | 0.64344981617084 |
119 | 0.339354363338415 | 0.678708726676829 | 0.660645636661585 |
120 | 0.418488695994714 | 0.836977391989428 | 0.581511304005286 |
121 | 0.424074309816765 | 0.84814861963353 | 0.575925690183235 |
122 | 0.394312639291561 | 0.788625278583122 | 0.605687360708439 |
123 | 0.355850641779446 | 0.711701283558891 | 0.644149358220554 |
124 | 0.294513457842883 | 0.589026915685765 | 0.705486542157117 |
125 | 0.415290524180661 | 0.830581048361322 | 0.584709475819339 |
126 | 0.699235678261984 | 0.601528643476033 | 0.300764321738016 |
127 | 0.837331612905111 | 0.325336774189778 | 0.162668387094889 |
128 | 0.849360144305117 | 0.301279711389766 | 0.150639855694883 |
129 | 0.786739224244982 | 0.426521551510037 | 0.213260775755018 |
130 | 0.720999900558748 | 0.558000198882503 | 0.279000099441252 |
131 | 0.646669851796246 | 0.706660296407507 | 0.353330148203754 |
132 | 0.859442334686893 | 0.281115330626214 | 0.140557665313107 |
133 | 0.882987933853674 | 0.234024132292651 | 0.117012066146326 |
134 | 0.809226884881061 | 0.381546230237878 | 0.190773115118939 |
135 | 0.88647441730387 | 0.227051165392260 | 0.113525582696130 |
136 | 0.850055779190663 | 0.299888441618673 | 0.149944220809337 |
137 | 0.751303639178937 | 0.497392721642125 | 0.248696360821063 |
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 |