Multiple Linear Regression - Estimated Regression Equation |
D[t] = + 7.28981769944956 + 0.881039528223467Gender[t] + 0.247509655175127CM[t] -0.088425700420726PE[t] + 0.151038276304408PC[t] -0.175896134084292PS[t] + 0.0764167144019203O[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) | 7.28981769944956 | 1.569054 | 4.646 | 7e-06 | 4e-06 |
Gender | 0.881039528223467 | 0.428277 | 2.0572 | 0.041379 | 0.020689 |
CM | 0.247509655175127 | 0.039626 | 6.2461 | 0 | 0 |
PE | -0.088425700420726 | 0.073669 | -1.2003 | 0.231884 | 0.115942 |
PC | 0.151038276304408 | 0.091926 | 1.643 | 0.10244 | 0.05122 |
PS | -0.175896134084292 | 0.056729 | -3.1006 | 0.002302 | 0.001151 |
O | 0.0764167144019203 | 0.058349 | 1.3097 | 0.192289 | 0.096144 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.510045197445894 |
R-squared | 0.260146103437621 |
Adjusted R-squared | 0.23094134436279 |
F-TEST (value) | 8.90766134283299 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 152 |
p-value | 2.48383622558634e-08 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.45594595312024 |
Sum Squared Residuals | 916.81391974645 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 11 | 11.4270664654548 | -0.427066465454784 |
2 | 6 | 7.8360849782289 | -1.83608497822890 |
3 | 8 | 9.62543019807488 | -1.62543019807488 |
4 | 10 | 9.592501479135 | 0.407498520864995 |
5 | 10 | 9.38449571148246 | 0.615504288517541 |
6 | 11 | 9.49785043547371 | 1.50214956452629 |
7 | 16 | 10.4320844590933 | 5.56791554090673 |
8 | 11 | 9.62181471036602 | 1.37818528963398 |
9 | 12 | 12.8441532226489 | -0.844153222648853 |
10 | 8 | 12.5629655324714 | -4.56296553247144 |
11 | 12 | 10.4009532695100 | 1.59904673049001 |
12 | 9 | 10.7096529792644 | -1.70965297926435 |
13 | 14 | 12.6035243461743 | 1.39647565382566 |
14 | 15 | 11.9183800897913 | 3.08161991020871 |
15 | 9 | 11.4757826990331 | -2.47578269903315 |
16 | 8 | 9.07132122438775 | -1.07132122438775 |
17 | 9 | 9.25645274800645 | -0.256452748006450 |
18 | 9 | 9.14204687117348 | -0.142046871173476 |
19 | 16 | 11.5632105515797 | 4.43678944842031 |
20 | 11 | 9.16311047874194 | 1.83688952125806 |
21 | 8 | 9.75546017726055 | -1.75546017726055 |
22 | 9 | 8.56093706734708 | 0.439062932652920 |
23 | 12 | 12.1869993356155 | -0.186999335615527 |
24 | 9 | 10.2165958732887 | -1.21659587328873 |
25 | 9 | 8.19804309135401 | 0.801956908645985 |
26 | 14 | 11.1803044922348 | 2.81969550776515 |
27 | 10 | 11.9749765840517 | -1.97497658405167 |
28 | 14 | 9.74391844578902 | 4.25608155421097 |
29 | 10 | 11.0089539299066 | -1.00895392990658 |
30 | 6 | 8.67024822823558 | -2.67024822823558 |
31 | 13 | 11.8668440390221 | 1.13315596097790 |
32 | 10 | 10.3721797213492 | -0.372179721349167 |
33 | 15 | 9.5738465301178 | 5.4261534698822 |
34 | 12 | 9.72997006124843 | 2.27002993875157 |
35 | 11 | 9.9886488167001 | 1.01135118329991 |
36 | 8 | 12.3794926085917 | -4.37949260859167 |
37 | 9 | 10.3177033935953 | -1.31770339359533 |
38 | 9 | 11.9857052893062 | -2.9857052893062 |
39 | 15 | 12.2493294786091 | 2.75067052139088 |
40 | 9 | 10.8179273934591 | -1.81792739345913 |
41 | 10 | 11.2165658946185 | -1.21656589461852 |
42 | 12 | 10.5731913347684 | 1.42680866523160 |
43 | 11 | 11.2605479614451 | -0.260547961445076 |
44 | 14 | 11.0092363627967 | 2.99076363720333 |
45 | 6 | 10.9772152934261 | -4.97721529342609 |
46 | 8 | 9.77218015280336 | -1.77218015280336 |
47 | 10 | 9.53073079447578 | 0.469269205524219 |
48 | 12 | 11.8517848024496 | 0.148215197550421 |
49 | 5 | 8.45571290370601 | -3.45571290370601 |
50 | 10 | 9.9734936030019 | 0.0265063969981023 |
51 | 10 | 11.2762949004487 | -1.27629490044874 |
52 | 13 | 12.5993265942783 | 0.400673405721733 |
53 | 10 | 11.0795893783874 | -1.07958937838741 |
54 | 10 | 10.7256769437123 | -0.725676943712285 |
55 | 9 | 9.77505000674727 | -0.775050006747274 |
56 | 8 | 9.91633765040715 | -1.91633765040715 |
57 | 14 | 11.4160841923176 | 2.58391580768237 |
58 | 8 | 10.7934851193662 | -2.79348511936621 |
59 | 9 | 11.3951222496545 | -2.39512224965451 |
60 | 14 | 11.5476306644512 | 2.45236933554876 |
61 | 8 | 9.49297444226475 | -1.49297444226476 |
62 | 8 | 13.2856068854032 | -5.28560688540323 |
63 | 7 | 8.69003696248559 | -1.69003696248559 |
64 | 6 | 7.12801657480809 | -1.12801657480809 |
65 | 8 | 8.99581178818015 | -0.995811788180153 |
66 | 6 | 8.37000110057948 | -2.37000110057948 |
67 | 11 | 11.5606391324515 | -0.560639132451452 |
68 | 11 | 8.98354555198125 | 2.01645444801875 |
69 | 14 | 10.2130055682899 | 3.78699443171013 |
70 | 8 | 9.77063316074073 | -1.77063316074073 |
71 | 8 | 8.6866448238785 | -0.686644823878504 |
72 | 11 | 10.2409616651863 | 0.759038334813698 |
73 | 10 | 10.1593919321312 | -0.159391932131153 |
74 | 14 | 13.0303781998924 | 0.969621800107553 |
75 | 11 | 10.4009106883930 | 0.599089311607034 |
76 | 9 | 10.1875828447298 | -1.1875828447298 |
77 | 8 | 9.6497480014096 | -1.64974800140960 |
78 | 13 | 9.77642048581644 | 3.22357951418356 |
79 | 12 | 9.25440034532692 | 2.74559965467308 |
80 | 13 | 10.9139550663853 | 2.08604493361467 |
81 | 14 | 12.3028434553447 | 1.69715654465532 |
82 | 12 | 11.4792844398343 | 0.520715560165656 |
83 | 14 | 11.1989464678924 | 2.80105353210758 |
84 | 13 | 10.2812612232269 | 2.71873877677309 |
85 | 16 | 11.4859501780969 | 4.51404982190309 |
86 | 9 | 11.8732388109950 | -2.87323881099502 |
87 | 9 | 10.1591115047232 | -1.15911150472325 |
88 | 9 | 10.7826642103246 | -1.78266421032460 |
89 | 8 | 11.0178646768088 | -3.01786467680884 |
90 | 7 | 9.73454081571445 | -2.73454081571445 |
91 | 16 | 11.6260769756798 | 4.37392302432015 |
92 | 11 | 13.0106096506112 | -2.01060965061122 |
93 | 9 | 9.97827399046014 | -0.978273990460137 |
94 | 11 | 9.74182145651029 | 1.25817854348971 |
95 | 9 | 9.51690184462251 | -0.516901844622511 |
96 | 13 | 10.7304801370234 | 2.26951986297663 |
97 | 16 | 14.2372411313607 | 1.76275886863933 |
98 | 14 | 12.7161929193279 | 1.28380708067209 |
99 | 12 | 11.3656381106959 | 0.634361889304061 |
100 | 13 | 12.9300534045082 | 0.0699465954917786 |
101 | 11 | 9.75468219401075 | 1.24531780598925 |
102 | 4 | 7.80921307165918 | -3.80921307165918 |
103 | 8 | 10.5735802567502 | -2.57358025675017 |
104 | 8 | 10.6393675539457 | -2.63936755394575 |
105 | 16 | 14.4904594076710 | 1.50954059232896 |
106 | 14 | 14.7591597620569 | -0.75915976205688 |
107 | 11 | 11.7309095033756 | -0.730909503375649 |
108 | 9 | 12.0703449656655 | -3.07034496566547 |
109 | 9 | 11.0966801347550 | -2.09668013475504 |
110 | 10 | 12.0401686714644 | -2.04016867146438 |
111 | 16 | 13.0874112333225 | 2.91258876667753 |
112 | 11 | 13.2051501649742 | -2.20515016497421 |
113 | 16 | 9.7734991588323 | 6.22650084116771 |
114 | 12 | 11.0113546789331 | 0.98864532106695 |
115 | 14 | 12.9865593290887 | 1.01344067091126 |
116 | 10 | 11.3444899926022 | -1.34448999260225 |
117 | 10 | 10.6293844824562 | -0.629384482456151 |
118 | 12 | 10.5116207394694 | 1.48837926053062 |
119 | 14 | 12.6543990574409 | 1.34560094255912 |
120 | 16 | 12.5565229270477 | 3.44347707295229 |
121 | 9 | 10.9134111560878 | -1.91341115608782 |
122 | 8 | 12.2511265540770 | -4.25112655407697 |
123 | 8 | 9.50645171640571 | -1.50645171640571 |
124 | 7 | 9.39609934544645 | -2.39609934544645 |
125 | 9 | 10.3656680893661 | -1.36566808936615 |
126 | 10 | 10.7377494663308 | -0.737749466330787 |
127 | 13 | 10.8904638318223 | 2.10953616817774 |
128 | 10 | 8.84402033996097 | 1.15597966003903 |
129 | 11 | 12.1477185809318 | -1.14771858093178 |
130 | 8 | 14.0435662397009 | -6.04356623970091 |
131 | 9 | 9.78786816313071 | -0.787868163130714 |
132 | 13 | 8.98880809031482 | 4.01119190968518 |
133 | 14 | 9.36177734158457 | 4.63822265841543 |
134 | 12 | 11.3680635159454 | 0.63193648405458 |
135 | 12 | 11.7664732605572 | 0.233526739442779 |
136 | 14 | 12.6325898161075 | 1.36741018389252 |
137 | 11 | 11.3270951777102 | -0.327095177710184 |
138 | 14 | 10.4664505956656 | 3.53354940433436 |
139 | 10 | 11.4842169280899 | -1.48421692808995 |
140 | 14 | 13.4202215329846 | 0.579778467015447 |
141 | 11 | 10.8577219400218 | 0.142278059978229 |
142 | 9 | 11.7806732074983 | -2.78067320749825 |
143 | 16 | 14.1816402632293 | 1.81835973677065 |
144 | 9 | 11.3083207940057 | -2.30832079400566 |
145 | 7 | 9.99134776291645 | -2.99134776291645 |
146 | 14 | 13.0994413910869 | 0.900558608913107 |
147 | 14 | 11.1899516096039 | 2.81004839039613 |
148 | 8 | 11.5409767919281 | -3.54097679192805 |
149 | 11 | 10.4229146116407 | 0.577085388359251 |
150 | 14 | 12.3558437832717 | 1.64415621672835 |
151 | 11 | 11.7245653771566 | -0.72456537715656 |
152 | 20 | 11.7917943192120 | 8.20820568078805 |
153 | 11 | 10.8898852499325 | 0.110114750067473 |
154 | 9 | 10.1022535330555 | -1.10225353305546 |
155 | 10 | 12.4590040776327 | -2.45900407763274 |
156 | 13 | 11.4558452475065 | 1.54415475249345 |
157 | 8 | 10.8169397772171 | -2.81693977721710 |
158 | 15 | 11.6449537948036 | 3.35504620519639 |
159 | 14 | 12.9492450060069 | 1.05075499399306 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.920560292559603 | 0.158879414880793 | 0.0794397074403965 |
11 | 0.870766057191831 | 0.258467885616338 | 0.129233942808169 |
12 | 0.805534722332077 | 0.388930555335846 | 0.194465277667923 |
13 | 0.849644630916183 | 0.300710738167635 | 0.150355369083817 |
14 | 0.88067573675122 | 0.238648526497558 | 0.119324263248779 |
15 | 0.83028880609617 | 0.33942238780766 | 0.16971119390383 |
16 | 0.767343977026904 | 0.465312045946192 | 0.232656022973096 |
17 | 0.709196412373852 | 0.581607175252296 | 0.290803587626148 |
18 | 0.642396821485437 | 0.715206357029125 | 0.357603178514563 |
19 | 0.841389313733352 | 0.317221372533297 | 0.158610686266648 |
20 | 0.79402023518469 | 0.411959529630618 | 0.205979764815309 |
21 | 0.768475054461398 | 0.463049891077204 | 0.231524945538602 |
22 | 0.70620224277173 | 0.587595514456541 | 0.293797757228270 |
23 | 0.644066104636299 | 0.711867790727402 | 0.355933895363701 |
24 | 0.5928594506332 | 0.814281098733599 | 0.407140549366799 |
25 | 0.522603776011809 | 0.954792447976382 | 0.477396223988191 |
26 | 0.514745906432083 | 0.970508187135834 | 0.485254093567917 |
27 | 0.479560256489632 | 0.959120512979264 | 0.520439743510368 |
28 | 0.546105612696136 | 0.907788774607727 | 0.453894387303864 |
29 | 0.489688972260135 | 0.97937794452027 | 0.510311027739865 |
30 | 0.479035240635118 | 0.958070481270237 | 0.520964759364882 |
31 | 0.43031389241846 | 0.86062778483692 | 0.56968610758154 |
32 | 0.368824353546552 | 0.737648707093104 | 0.631175646453448 |
33 | 0.510525762099101 | 0.978948475801797 | 0.489474237900899 |
34 | 0.486353736534236 | 0.972707473068473 | 0.513646263465763 |
35 | 0.447143421402457 | 0.894286842804915 | 0.552856578597543 |
36 | 0.568552386457343 | 0.862895227085315 | 0.431447613542657 |
37 | 0.516734421247039 | 0.966531157505922 | 0.483265578752961 |
38 | 0.525862075931596 | 0.948275848136808 | 0.474137924068404 |
39 | 0.508606211681789 | 0.982787576636423 | 0.491393788318211 |
40 | 0.481201018541067 | 0.962402037082134 | 0.518798981458933 |
41 | 0.437124433137084 | 0.874248866274168 | 0.562875566862916 |
42 | 0.393166764501818 | 0.786333529003635 | 0.606833235498182 |
43 | 0.343606457338632 | 0.687212914677264 | 0.656393542661368 |
44 | 0.375552156342335 | 0.75110431268467 | 0.624447843657665 |
45 | 0.540777578302884 | 0.918444843394231 | 0.459222421697116 |
46 | 0.547708782732924 | 0.904582434534153 | 0.452291217267076 |
47 | 0.504923492057137 | 0.990153015885727 | 0.495076507942863 |
48 | 0.453800629730759 | 0.907601259461518 | 0.546199370269241 |
49 | 0.484610159632274 | 0.969220319264549 | 0.515389840367726 |
50 | 0.435707809369982 | 0.871415618739963 | 0.564292190630018 |
51 | 0.425159077101731 | 0.850318154203462 | 0.574840922898269 |
52 | 0.378233854124927 | 0.756467708249853 | 0.621766145875073 |
53 | 0.343211230681168 | 0.686422461362335 | 0.656788769318832 |
54 | 0.306392129826863 | 0.612784259653726 | 0.693607870173137 |
55 | 0.298308190817282 | 0.596616381634563 | 0.701691809182718 |
56 | 0.293532033645806 | 0.587064067291613 | 0.706467966354194 |
57 | 0.302537616058857 | 0.605075232117715 | 0.697462383941143 |
58 | 0.310810262465321 | 0.621620524930642 | 0.689189737534679 |
59 | 0.311065069411716 | 0.622130138823432 | 0.688934930588284 |
60 | 0.306957166704542 | 0.613914333409084 | 0.693042833295458 |
61 | 0.284210390702237 | 0.568420781404473 | 0.715789609297763 |
62 | 0.453369111098378 | 0.906738222196757 | 0.546630888901621 |
63 | 0.444878308590582 | 0.889756617181164 | 0.555121691409418 |
64 | 0.408061774272904 | 0.816123548545808 | 0.591938225727096 |
65 | 0.372436086298574 | 0.744872172597149 | 0.627563913701426 |
66 | 0.380196565702611 | 0.760393131405223 | 0.619803434297388 |
67 | 0.343432522522803 | 0.686865045045606 | 0.656567477477197 |
68 | 0.326230420287963 | 0.652460840575925 | 0.673769579712037 |
69 | 0.382767024264364 | 0.765534048528727 | 0.617232975735636 |
70 | 0.368329803691718 | 0.736659607383436 | 0.631670196308282 |
71 | 0.331609475726211 | 0.663218951452423 | 0.668390524273789 |
72 | 0.297101783183351 | 0.594203566366701 | 0.702898216816649 |
73 | 0.26082943149197 | 0.52165886298394 | 0.73917056850803 |
74 | 0.235183472320016 | 0.470366944640032 | 0.764816527679984 |
75 | 0.201976495527828 | 0.403952991055656 | 0.798023504472172 |
76 | 0.184516007444063 | 0.369032014888127 | 0.815483992555937 |
77 | 0.180221766291806 | 0.360443532583611 | 0.819778233708194 |
78 | 0.193528307630399 | 0.387056615260798 | 0.806471692369601 |
79 | 0.193880707923050 | 0.387761415846099 | 0.80611929207695 |
80 | 0.178750146839893 | 0.357500293679787 | 0.821249853160107 |
81 | 0.161596799327869 | 0.323193598655739 | 0.83840320067213 |
82 | 0.13488057615116 | 0.26976115230232 | 0.86511942384884 |
83 | 0.158886375271734 | 0.317772750543467 | 0.841113624728266 |
84 | 0.162750205961903 | 0.325500411923805 | 0.837249794038097 |
85 | 0.243599038572092 | 0.487198077144184 | 0.756400961427908 |
86 | 0.254797349981771 | 0.509594699963542 | 0.745202650018229 |
87 | 0.226922519404062 | 0.453845038808123 | 0.773077480595939 |
88 | 0.213676745717185 | 0.427353491434371 | 0.786323254282815 |
89 | 0.242109304852523 | 0.484218609705046 | 0.757890695147477 |
90 | 0.273989910457488 | 0.547979820914975 | 0.726010089542512 |
91 | 0.33488735074803 | 0.66977470149606 | 0.66511264925197 |
92 | 0.335516379717769 | 0.671032759435539 | 0.66448362028223 |
93 | 0.306532229077806 | 0.613064458155611 | 0.693467770922194 |
94 | 0.271542383093073 | 0.543084766186145 | 0.728457616906927 |
95 | 0.262115393302898 | 0.524230786605796 | 0.737884606697102 |
96 | 0.236984363352317 | 0.473968726704633 | 0.763015636647683 |
97 | 0.205390533902447 | 0.410781067804894 | 0.794609466097553 |
98 | 0.18014853045513 | 0.36029706091026 | 0.81985146954487 |
99 | 0.150746693442547 | 0.301493386885095 | 0.849253306557453 |
100 | 0.126626058500074 | 0.253252117000148 | 0.873373941499926 |
101 | 0.109640033544546 | 0.219280067089093 | 0.890359966455454 |
102 | 0.166019214987134 | 0.332038429974267 | 0.833980785012866 |
103 | 0.152623838817585 | 0.305247677635171 | 0.847376161182415 |
104 | 0.156141782922664 | 0.312283565845327 | 0.843858217077336 |
105 | 0.163475311188926 | 0.326950622377852 | 0.836524688811074 |
106 | 0.134677989522881 | 0.269355979045763 | 0.865322010477119 |
107 | 0.114800491626555 | 0.229600983253110 | 0.885199508373445 |
108 | 0.120292285295007 | 0.240584570590013 | 0.879707714704993 |
109 | 0.105696262499609 | 0.211392524999219 | 0.89430373750039 |
110 | 0.1113284271949 | 0.2226568543898 | 0.8886715728051 |
111 | 0.126362703464412 | 0.252725406928825 | 0.873637296535588 |
112 | 0.111709095223264 | 0.223418190446529 | 0.888290904776736 |
113 | 0.280940811139448 | 0.561881622278897 | 0.719059188860552 |
114 | 0.249881169166168 | 0.499762338332337 | 0.750118830833832 |
115 | 0.214724247556329 | 0.429448495112658 | 0.785275752443671 |
116 | 0.180872363677695 | 0.36174472735539 | 0.819127636322305 |
117 | 0.148045745048186 | 0.296091490096372 | 0.851954254951814 |
118 | 0.127074353705162 | 0.254148707410324 | 0.872925646294838 |
119 | 0.114070412324093 | 0.228140824648187 | 0.885929587675907 |
120 | 0.138558760450007 | 0.277117520900015 | 0.861441239549993 |
121 | 0.127388569466693 | 0.254777138933386 | 0.872611430533307 |
122 | 0.128455058254028 | 0.256910116508056 | 0.871544941745972 |
123 | 0.107359360293524 | 0.214718720587048 | 0.892640639706476 |
124 | 0.157105539555202 | 0.314211079110404 | 0.842894460444798 |
125 | 0.135578933478434 | 0.271157866956868 | 0.864421066521566 |
126 | 0.110142038405405 | 0.220284076810809 | 0.889857961594595 |
127 | 0.107479284476083 | 0.214958568952166 | 0.892520715523917 |
128 | 0.0870976943139808 | 0.174195388627962 | 0.91290230568602 |
129 | 0.0846098267434806 | 0.169219653486961 | 0.91539017325652 |
130 | 0.260084616987087 | 0.520169233974174 | 0.739915383012913 |
131 | 0.212369551179317 | 0.424739102358635 | 0.787630448820683 |
132 | 0.255291038808177 | 0.510582077616355 | 0.744708961191823 |
133 | 0.369201145737146 | 0.738402291474293 | 0.630798854262854 |
134 | 0.312511870397302 | 0.625023740794604 | 0.687488129602698 |
135 | 0.256284412586973 | 0.512568825173946 | 0.743715587413027 |
136 | 0.251176236637339 | 0.502352473274677 | 0.748823763362661 |
137 | 0.200428368562623 | 0.400856737125245 | 0.799571631437377 |
138 | 0.221422529643532 | 0.442845059287064 | 0.778577470356468 |
139 | 0.174111007667818 | 0.348222015335637 | 0.825888992332181 |
140 | 0.134316009915565 | 0.268632019831130 | 0.865683990084435 |
141 | 0.0966495206990035 | 0.193299041398007 | 0.903350479300997 |
142 | 0.0843895094180379 | 0.168779018836076 | 0.915610490581962 |
143 | 0.0621277084946032 | 0.124255416989206 | 0.937872291505397 |
144 | 0.0508476942242718 | 0.101695388448544 | 0.949152305775728 |
145 | 0.0440895796437044 | 0.0881791592874088 | 0.955910420356296 |
146 | 0.0274164351618264 | 0.0548328703236528 | 0.972583564838174 |
147 | 0.0215212742218939 | 0.0430425484437878 | 0.978478725778106 |
148 | 0.0175934924084013 | 0.0351869848168026 | 0.982406507591599 |
149 | 0.00744838902495838 | 0.0148967780499168 | 0.992551610975042 |
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 | 3 | 0.0214285714285714 | OK |
10% type I error level | 5 | 0.0357142857142857 | OK |