Multiple Linear Regression - Estimated Regression Equation |
PE[t] = + 6.09929709007711 -0.572369992530578Gender[t] + 0.0866727583352752CM[t] -0.106187261755795D[t] + 0.654214401976763PC[t] + 0.108281106271803PS[t] -0.0678164122781242O[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) | 6.09929709007711 | 1.769616 | 3.4467 | 0.000734 | 0.000367 |
Gender | -0.572369992530578 | 0.473541 | -1.2087 | 0.228654 | 0.114327 |
CM | 0.0866727583352752 | 0.048169 | 1.7994 | 0.073946 | 0.036973 |
D | -0.106187261755795 | 0.088466 | -1.2003 | 0.231884 | 0.115942 |
PC | 0.654214401976763 | 0.086673 | 7.5481 | 0 | 0 |
PS | 0.108281106271803 | 0.063497 | 1.7053 | 0.090183 | 0.045092 |
O | -0.0678164122781242 | 0.064065 | -1.0586 | 0.291481 | 0.14574 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.642671903267808 |
R-squared | 0.413027175249867 |
Adjusted R-squared | 0.38985719532552 |
F-TEST (value) | 17.8259617228176 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 152 |
p-value | 1.33226762955019e-15 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.69132262201377 |
Sum Squared Residuals | 1100.96905327598 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 7 | 13.4790215593576 | -6.4790215593576 |
2 | 17 | 13.7223485082571 | 3.27765149174287 |
3 | 12 | 13.7915107685519 | -1.79151076855189 |
4 | 12 | 11.419197801635 | 0.580802198365016 |
5 | 11 | 10.3993545969737 | 0.600645403026295 |
6 | 11 | 14.580680552283 | -3.58068055228304 |
7 | 12 | 10.8887291023586 | 1.11127089764138 |
8 | 13 | 11.5626678410552 | 1.43733215894484 |
9 | 16 | 14.8040223169915 | 1.19597768300851 |
10 | 11 | 13.917671981468 | -2.91767198146803 |
11 | 10 | 12.3341263310336 | -2.33412633103363 |
12 | 9 | 13.8775253695238 | -4.8775253695238 |
13 | 17 | 15.6300265543229 | 1.36997344567709 |
14 | 11 | 13.8009030429944 | -2.80090304299436 |
15 | 14 | 16.1017232463373 | -2.10172324633732 |
16 | 15 | 13.3873642967625 | 1.61263570323748 |
17 | 15 | 11.8817870749611 | 3.11821292503885 |
18 | 13 | 11.364741893418 | 1.63525810658196 |
19 | 18 | 18.2222651603864 | -0.222265160386393 |
20 | 18 | 12.3752575982404 | 5.6247424017596 |
21 | 12 | 13.7657038619946 | -1.76570386199458 |
22 | 17 | 13.78786124272 | 3.21213875728002 |
23 | 18 | 16.9890609449493 | 1.0109390550507 |
24 | 14 | 14.0855922098401 | -0.0855922098401114 |
25 | 16 | 11.0353708102567 | 4.96462918974332 |
26 | 14 | 13.2097406301866 | 0.7902593698134 |
27 | 12 | 13.9318998544545 | -1.93189985445448 |
28 | 17 | 12.4685326799991 | 4.53146732000087 |
29 | 12 | 12.2713574366874 | -0.271357436687365 |
30 | 6 | 9.57158546676449 | -3.57158546676449 |
31 | 12 | 12.8381402142407 | -0.838140214240721 |
32 | 12 | 13.1622060032669 | -1.16220600326686 |
33 | 13 | 11.3844948876034 | 1.61550511239659 |
34 | 14 | 11.751220177951 | 2.24877982204905 |
35 | 11 | 12.910024943125 | -1.91002494312496 |
36 | 12 | 12.9297980985731 | -0.929798098573139 |
37 | 9 | 12.0840207057935 | -3.08402070579355 |
38 | 15 | 14.7920872522315 | 0.207912747768452 |
39 | 18 | 15.1470445390622 | 2.85295546093781 |
40 | 15 | 12.3340072126947 | 2.66599278730533 |
41 | 12 | 13.0060905976401 | -1.00609059764006 |
42 | 14 | 13.2876979351439 | 0.712302064856083 |
43 | 13 | 12.498427442688 | 0.501572557311992 |
44 | 13 | 14.0242774122607 | -1.02427741226068 |
45 | 11 | 12.3335504727808 | -1.33355047278083 |
46 | 16 | 14.604831944624 | 1.39516805537601 |
47 | 11 | 11.3163392758357 | -0.316339275835669 |
48 | 16 | 17.8425176092899 | -1.84251760928992 |
49 | 8 | 10.7901219010008 | -2.79012190100075 |
50 | 15 | 11.895367660173 | 3.10463233982701 |
51 | 21 | 17.2766214861003 | 3.72337851389967 |
52 | 18 | 15.9327040765632 | 2.06729592343682 |
53 | 13 | 12.8384884513174 | 0.161511548682574 |
54 | 15 | 14.639362720409 | 0.360637279591004 |
55 | 19 | 14.4997704497342 | 4.50022955026582 |
56 | 15 | 14.1339948274225 | 0.866005172577521 |
57 | 11 | 10.8740990162105 | 0.125900983789524 |
58 | 10 | 12.4456086390732 | -2.44560863907323 |
59 | 13 | 14.8059967890816 | -1.8059967890816 |
60 | 15 | 14.9338924857613 | 0.0661075142386731 |
61 | 12 | 11.1834693227476 | 0.816530677252438 |
62 | 16 | 15.8486750713571 | 0.151324928642902 |
63 | 18 | 17.3561233486978 | 0.643876651302167 |
64 | 8 | 15.0189613657897 | -7.01896136578966 |
65 | 13 | 10.5539444763119 | 2.44605552368813 |
66 | 17 | 14.100269028628 | 2.89973097137198 |
67 | 7 | 11.3849525033416 | -4.38495250334156 |
68 | 12 | 11.4798728514652 | 0.520127148534764 |
69 | 14 | 15.1343503541272 | -1.13435035412716 |
70 | 6 | 10.9453886014034 | -4.94538860140342 |
71 | 10 | 9.92133842227163 | 0.0786615777283697 |
72 | 11 | 12.733927424575 | -1.73392742457503 |
73 | 14 | 12.9961402528216 | 1.00385974717837 |
74 | 11 | 13.826490122488 | -2.82649012248796 |
75 | 13 | 15.4124474454009 | -2.41244744540086 |
76 | 12 | 12.0724441259617 | -0.0724441259617144 |
77 | 9 | 9.64270316779782 | -0.642703167797816 |
78 | 12 | 10.9052715227491 | 1.09472847725091 |
79 | 13 | 13.6653790889257 | -0.665379088925654 |
80 | 12 | 16.4953887501336 | -4.49538875013357 |
81 | 9 | 14.6418234657028 | -5.64182346570285 |
82 | 15 | 15.615567730597 | -0.61556773059703 |
83 | 24 | 21.3728487740045 | 2.62715122599552 |
84 | 17 | 14.7338534081697 | 2.2661465918303 |
85 | 11 | 12.1350932802317 | -1.13509328023167 |
86 | 17 | 15.1369126839701 | 1.86308731602992 |
87 | 11 | 12.3741427009632 | -1.37414270096319 |
88 | 12 | 12.6195031885327 | -0.61950318853265 |
89 | 14 | 14.508037579048 | -0.508037579048024 |
90 | 11 | 14.3007187352311 | -3.30071873523108 |
91 | 16 | 13.0320060070345 | 2.96799399296549 |
92 | 21 | 13.9777789671579 | 7.02222103284213 |
93 | 14 | 12.2192429013384 | 1.78075709866163 |
94 | 20 | 16.4118979081276 | 3.58810209187241 |
95 | 13 | 11.1755313991589 | 1.82446860084113 |
96 | 15 | 14.0580306582564 | 0.941969341743591 |
97 | 19 | 18.0390374030643 | 0.96096259693569 |
98 | 11 | 14.8065442880252 | -3.80654428802522 |
99 | 10 | 11.5440683590935 | -1.54406835909346 |
100 | 14 | 14.420286084643 | -0.420286084642973 |
101 | 11 | 11.8911781832088 | -0.891178183208771 |
102 | 15 | 9.78383908400493 | 5.21616091599507 |
103 | 11 | 11.9133741348112 | -0.913374134811166 |
104 | 17 | 11.7449754273477 | 5.25502457265228 |
105 | 18 | 14.888738100743 | 3.11126189925704 |
106 | 10 | 12.3501585876686 | -2.35015858766865 |
107 | 11 | 11.5061274240657 | -0.506127424065716 |
108 | 13 | 12.7090464090653 | 0.290953590934688 |
109 | 16 | 13.4049411110377 | 2.59505888896227 |
110 | 9 | 11.2108387926253 | -2.21083879262526 |
111 | 9 | 11.9036709506943 | -2.90367095069427 |
112 | 9 | 12.6842645606492 | -3.68426456064922 |
113 | 12 | 8.57456651419814 | 3.42543348580186 |
114 | 12 | 12.5793743281817 | -0.579374328181662 |
115 | 18 | 13.8767758391792 | 4.12322416082082 |
116 | 15 | 11.6219358249148 | 3.37806417508522 |
117 | 10 | 12.6877561431782 | -2.68775614317823 |
118 | 11 | 11.2566983658032 | -0.256698365803193 |
119 | 9 | 12.6631943759128 | -3.6631943759128 |
120 | 5 | 9.56115178365452 | -4.56115178365452 |
121 | 12 | 12.0113759446263 | -0.0113759446263311 |
122 | 24 | 22.0806592190148 | 1.91934078098524 |
123 | 14 | 11.182937787465 | 2.81706221253502 |
124 | 7 | 8.92387176737853 | -1.92387176737852 |
125 | 12 | 12.8359444948051 | -0.835944494805105 |
126 | 13 | 11.1816214727382 | 1.81837852726175 |
127 | 8 | 12.5656846183953 | -4.56568461839533 |
128 | 11 | 9.10041760999256 | 1.89958239000744 |
129 | 9 | 11.4656711459218 | -2.46567114592177 |
130 | 11 | 13.3525901710125 | -2.35259017101251 |
131 | 13 | 12.9511845774268 | 0.0488154225732003 |
132 | 10 | 9.21376464381042 | 0.786235356189582 |
133 | 13 | 9.67083062793933 | 3.32916937206067 |
134 | 10 | 11.6569670688472 | -1.65696706884721 |
135 | 13 | 11.8719030463774 | 1.12809695362259 |
136 | 8 | 9.53114877221546 | -1.53114877221546 |
137 | 16 | 11.296524187872 | 4.703475812128 |
138 | 9 | 11.0979015119945 | -2.09790151199452 |
139 | 12 | 11.1079718509762 | 0.892028149023793 |
140 | 14 | 11.7406972774423 | 2.25930272255766 |
141 | 9 | 9.29770468570481 | -0.297704685704813 |
142 | 11 | 13.2030282700808 | -2.20302827008076 |
143 | 14 | 12.981208960393 | 1.01879103960702 |
144 | 12 | 11.3224402190038 | 0.677559780996194 |
145 | 12 | 10.6421904134693 | 1.35780958653066 |
146 | 11 | 12.7748690638148 | -1.77486906381483 |
147 | 12 | 9.6391006727621 | 2.36089932723789 |
148 | 9 | 14.9363336552461 | -5.93633365524615 |
149 | 9 | 10.6347008139448 | -1.63470081394476 |
150 | 15 | 12.8496444524428 | 2.15035554755715 |
151 | 8 | 9.23522101476318 | -1.23522101476318 |
152 | 8 | 9.99139579684937 | -1.99139579684937 |
153 | 17 | 12.0401633500634 | 4.95983664993658 |
154 | 11 | 10.0429893683481 | 0.957010631651875 |
155 | 12 | 11.6916178387955 | 0.308382161204532 |
156 | 20 | 14.2654761241541 | 5.73452387584586 |
157 | 12 | 12.6851048500236 | -0.685104850023614 |
158 | 7 | 9.6716274431671 | -2.6716274431671 |
159 | 11 | 12.6720105380155 | -1.67201053801552 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.966779411538558 | 0.066441176922885 | 0.0332205884614425 |
11 | 0.940169091742564 | 0.119661816514871 | 0.0598309082574355 |
12 | 0.939965018015625 | 0.120069963968749 | 0.0600349819843745 |
13 | 0.933423682587285 | 0.133152634825429 | 0.0665763174127147 |
14 | 0.918539231807907 | 0.162921536384186 | 0.081460768192093 |
15 | 0.876821646945461 | 0.246356706109077 | 0.123178353054539 |
16 | 0.855937793985203 | 0.288124412029595 | 0.144062206014797 |
17 | 0.852072387032613 | 0.295855225934775 | 0.147927612967387 |
18 | 0.808676049181311 | 0.382647901637378 | 0.191323950818689 |
19 | 0.757370773750539 | 0.485258452498923 | 0.242629226249461 |
20 | 0.83588332184247 | 0.328233356315059 | 0.164116678157529 |
21 | 0.855258627979334 | 0.289482744041331 | 0.144741372020666 |
22 | 0.863422068311847 | 0.273155863376306 | 0.136577931688153 |
23 | 0.832198712581362 | 0.335602574837275 | 0.167801287418638 |
24 | 0.782718532227274 | 0.434562935545452 | 0.217281467772726 |
25 | 0.818538435539538 | 0.362923128920925 | 0.181461564460462 |
26 | 0.785525972937995 | 0.42894805412401 | 0.214474027062005 |
27 | 0.75371795950932 | 0.49256408098136 | 0.24628204049068 |
28 | 0.768621314981016 | 0.462757370037969 | 0.231378685018984 |
29 | 0.717440169019046 | 0.565119661961908 | 0.282559830980954 |
30 | 0.721824443426854 | 0.556351113146293 | 0.278175556573146 |
31 | 0.683982084090175 | 0.632035831819649 | 0.316017915909825 |
32 | 0.648635747742433 | 0.702728504515133 | 0.351364252257567 |
33 | 0.604148354617243 | 0.791703290765513 | 0.395851645382757 |
34 | 0.560391527889729 | 0.879216944220541 | 0.439608472110271 |
35 | 0.559105432677874 | 0.881789134644251 | 0.440894567322126 |
36 | 0.513248870105965 | 0.97350225978807 | 0.486751129894035 |
37 | 0.515955058606998 | 0.968089882786003 | 0.484044941393002 |
38 | 0.465031316381868 | 0.930062632763736 | 0.534968683618132 |
39 | 0.470557574007248 | 0.941115148014496 | 0.529442425992752 |
40 | 0.463077715414813 | 0.926155430829626 | 0.536922284585187 |
41 | 0.409988390267911 | 0.819976780535821 | 0.590011609732089 |
42 | 0.3597387719205 | 0.719477543841001 | 0.6402612280795 |
43 | 0.312224765337636 | 0.624449530675272 | 0.687775234662364 |
44 | 0.287238521458278 | 0.574477042916556 | 0.712761478541722 |
45 | 0.259359059489708 | 0.518718118979416 | 0.740640940510292 |
46 | 0.239995783269358 | 0.479991566538715 | 0.760004216730642 |
47 | 0.216253170270383 | 0.432506340540766 | 0.783746829729617 |
48 | 0.189235864918961 | 0.378471729837922 | 0.810764135081039 |
49 | 0.176935385122426 | 0.353870770244851 | 0.823064614877575 |
50 | 0.184862450474873 | 0.369724900949746 | 0.815137549525127 |
51 | 0.216334523951937 | 0.432669047903873 | 0.783665476048063 |
52 | 0.219242334064987 | 0.438484668129974 | 0.780757665935013 |
53 | 0.187577920999049 | 0.375155841998098 | 0.81242207900095 |
54 | 0.156855153310095 | 0.313710306620189 | 0.843144846689905 |
55 | 0.251278562709181 | 0.502557125418362 | 0.748721437290819 |
56 | 0.225700578775367 | 0.451401157550734 | 0.774299421224633 |
57 | 0.192875489411007 | 0.385750978822014 | 0.807124510588993 |
58 | 0.180129375579453 | 0.360258751158905 | 0.819870624420547 |
59 | 0.1581108351822 | 0.316221670364399 | 0.8418891648178 |
60 | 0.130254587870966 | 0.260509175741932 | 0.869745412129034 |
61 | 0.119082191816173 | 0.238164383632346 | 0.880917808183827 |
62 | 0.112155343486853 | 0.224310686973707 | 0.887844656513147 |
63 | 0.0973147939441823 | 0.194629587888365 | 0.902685206055818 |
64 | 0.252494488677236 | 0.504988977354473 | 0.747505511322764 |
65 | 0.245966305927588 | 0.491932611855176 | 0.754033694072412 |
66 | 0.262567715704239 | 0.525135431408478 | 0.737432284295761 |
67 | 0.393719831456051 | 0.787439662912102 | 0.606280168543949 |
68 | 0.350361291226664 | 0.700722582453328 | 0.649638708773336 |
69 | 0.319256039958456 | 0.638512079916913 | 0.680743960041544 |
70 | 0.424617304746242 | 0.849234609492484 | 0.575382695253758 |
71 | 0.378704879969507 | 0.757409759939013 | 0.621295120030493 |
72 | 0.356942649087228 | 0.713885298174456 | 0.643057350912772 |
73 | 0.323937506818168 | 0.647875013636335 | 0.676062493181832 |
74 | 0.348494619336173 | 0.696989238672346 | 0.651505380663827 |
75 | 0.341661370725868 | 0.683322741451737 | 0.658338629274132 |
76 | 0.307110064407145 | 0.614220128814289 | 0.692889935592855 |
77 | 0.276452714894196 | 0.552905429788393 | 0.723547285105804 |
78 | 0.240706443598245 | 0.48141288719649 | 0.759293556401755 |
79 | 0.208567884184758 | 0.417135768369516 | 0.791432115815242 |
80 | 0.272228444465567 | 0.544456888931135 | 0.727771555534433 |
81 | 0.430739193808435 | 0.861478387616869 | 0.569260806191565 |
82 | 0.391841977949965 | 0.783683955899929 | 0.608158022050036 |
83 | 0.405610524768198 | 0.811221049536395 | 0.594389475231802 |
84 | 0.381040178666372 | 0.762080357332744 | 0.618959821333628 |
85 | 0.354135388527263 | 0.708270777054527 | 0.645864611472737 |
86 | 0.32610169338674 | 0.65220338677348 | 0.67389830661326 |
87 | 0.309771538437517 | 0.619543076875034 | 0.690228461562483 |
88 | 0.297260135263193 | 0.594520270526385 | 0.702739864736807 |
89 | 0.282593972378593 | 0.565187944757185 | 0.717406027621407 |
90 | 0.380362643903924 | 0.760725287807848 | 0.619637356096076 |
91 | 0.356183232150662 | 0.712366464301324 | 0.643816767849338 |
92 | 0.549810913954294 | 0.900378172091412 | 0.450189086045706 |
93 | 0.513521533890916 | 0.972956932218168 | 0.486478466109084 |
94 | 0.523385528699341 | 0.953228942601318 | 0.476614471300659 |
95 | 0.488007483592213 | 0.976014967184426 | 0.511992516407787 |
96 | 0.442093368098805 | 0.88418673619761 | 0.557906631901195 |
97 | 0.397496149223594 | 0.794992298447188 | 0.602503850776406 |
98 | 0.406292425672514 | 0.812584851345029 | 0.593707574327486 |
99 | 0.385588611209518 | 0.771177222419035 | 0.614411388790482 |
100 | 0.356294468883437 | 0.712588937766874 | 0.643705531116563 |
101 | 0.321049850655612 | 0.642099701311225 | 0.678950149344388 |
102 | 0.499659823681798 | 0.999319647363597 | 0.500340176318202 |
103 | 0.493332582305717 | 0.986665164611434 | 0.506667417694283 |
104 | 0.641049609352423 | 0.717900781295154 | 0.358950390647577 |
105 | 0.63411163247452 | 0.73177673505096 | 0.36588836752548 |
106 | 0.6355103391277 | 0.7289793217446 | 0.3644896608723 |
107 | 0.590361005727276 | 0.819277988545447 | 0.409638994272724 |
108 | 0.540874716044979 | 0.918250567910042 | 0.459125283955021 |
109 | 0.535727136212754 | 0.928545727574492 | 0.464272863787246 |
110 | 0.508790865011774 | 0.982418269976452 | 0.491209134988226 |
111 | 0.495386180679796 | 0.990772361359591 | 0.504613819320204 |
112 | 0.498225531580964 | 0.996451063161928 | 0.501774468419036 |
113 | 0.514165858626285 | 0.97166828274743 | 0.485834141373715 |
114 | 0.466290725251463 | 0.932581450502926 | 0.533709274748537 |
115 | 0.581887570186869 | 0.836224859626263 | 0.418112429813131 |
116 | 0.564503542258399 | 0.870992915483201 | 0.435496457741601 |
117 | 0.553647665200042 | 0.892704669599915 | 0.446352334799958 |
118 | 0.50035312025066 | 0.99929375949868 | 0.49964687974934 |
119 | 0.489440042632618 | 0.978880085265236 | 0.510559957367382 |
120 | 0.563457466196512 | 0.873085067606977 | 0.436542533803488 |
121 | 0.506195396078436 | 0.987609207843128 | 0.493804603921564 |
122 | 0.47691276465641 | 0.95382552931282 | 0.52308723534359 |
123 | 0.483207066115303 | 0.966414132230606 | 0.516792933884697 |
124 | 0.444115200594394 | 0.888230401188787 | 0.555884799405606 |
125 | 0.387042689885584 | 0.774085379771167 | 0.612957310114416 |
126 | 0.361189398866449 | 0.722378797732898 | 0.638810601133551 |
127 | 0.458374426696394 | 0.916748853392788 | 0.541625573303606 |
128 | 0.418102383021859 | 0.836204766043718 | 0.581897616978141 |
129 | 0.375084521337691 | 0.750169042675382 | 0.624915478662309 |
130 | 0.357790920898801 | 0.715581841797603 | 0.642209079101199 |
131 | 0.298507147485611 | 0.597014294971222 | 0.701492852514389 |
132 | 0.251834127689038 | 0.503668255378077 | 0.748165872310962 |
133 | 0.312491733669882 | 0.624983467339765 | 0.687508266330118 |
134 | 0.264286719547978 | 0.528573439095957 | 0.735713280452022 |
135 | 0.215926627366841 | 0.431853254733682 | 0.784073372633159 |
136 | 0.208881914036179 | 0.417763828072357 | 0.791118085963821 |
137 | 0.273485838086986 | 0.546971676173972 | 0.726514161913014 |
138 | 0.220460481652622 | 0.440920963305243 | 0.779539518347378 |
139 | 0.170597835388591 | 0.341195670777181 | 0.82940216461141 |
140 | 0.137792907493941 | 0.275585814987883 | 0.862207092506059 |
141 | 0.0971157532493388 | 0.194231506498678 | 0.902884246750661 |
142 | 0.0772499628127193 | 0.154499925625439 | 0.922750037187281 |
143 | 0.050102221013551 | 0.100204442027102 | 0.94989777898645 |
144 | 0.0309109576610268 | 0.0618219153220535 | 0.969089042338973 |
145 | 0.0200899926085775 | 0.040179985217155 | 0.979910007391423 |
146 | 0.0162264183342963 | 0.0324528366685926 | 0.983773581665704 |
147 | 0.0142033092684797 | 0.0284066185369594 | 0.98579669073152 |
148 | 0.209173249039185 | 0.41834649807837 | 0.790826750960815 |
149 | 0.180304093064731 | 0.360608186129461 | 0.81969590693527 |
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 |