Multiple Linear Regression - Estimated Regression Equation |
PC[t] = + 2.61515355647915 -0.186727876789125Gender[t] + 0.0419567686003162CM[t] + 0.115537660006242D[t] + 0.416737645843195PE[t] + 0.00686726142762619PS[t] -0.0890820950933585O[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) | 2.61515355647915 | 1.451109 | 1.8022 | 0.073499 | 0.03675 |
Gender | -0.186727876789125 | 0.379455 | -0.4921 | 0.623362 | 0.311681 |
CM | 0.0419567686003162 | 0.038703 | 1.0841 | 0.280046 | 0.140023 |
D | 0.115537660006242 | 0.070319 | 1.643 | 0.10244 | 0.05122 |
PE | 0.416737645843195 | 0.055211 | 7.5481 | 0 | 0 |
PS | 0.00686726142762619 | 0.051158 | 0.1342 | 0.893394 | 0.446697 |
O | -0.0890820950933585 | 0.050809 | -1.7533 | 0.08157 | 0.040785 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.627923982678522 |
R-squared | 0.394288528022856 |
Adjusted R-squared | 0.370378864655337 |
F-TEST (value) | 16.4907603240661 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 152 |
p-value | 1.37667655053519e-14 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.14801385679095 |
Sum Squared Residuals | 701.322456402819 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 8 | 5.97494390100148 | 2.02505609899852 |
2 | 8 | 9.0851500275511 | -1.0851500275511 |
3 | 9 | 7.75404836608707 | 1.24595163391293 |
4 | 7 | 7.01038919796534 | -0.0103891979653377 |
5 | 4 | 7.13840879117972 | -3.13840879117972 |
6 | 11 | 7.42871323430288 | 3.57128676569712 |
7 | 7 | 8.3767670537188 | -1.3767670537188 |
8 | 7 | 7.9340823913609 | -0.934082391360898 |
9 | 10 | 10.4551111234991 | -0.455111123499092 |
10 | 10 | 7.231777447972 | 2.768222552028 |
11 | 8 | 7.69784852623333 | 0.302151473766673 |
12 | 9 | 6.65616129927132 | 2.34383870072868 |
13 | 11 | 10.9941857134789 | 0.00581428652112604 |
14 | 9 | 8.35238832893132 | 0.647611671068675 |
15 | 13 | 8.63016564911106 | 4.36983435088894 |
16 | 9 | 8.48180455237686 | 0.518195447623143 |
17 | 6 | 8.77890380963962 | -2.77890380963962 |
18 | 6 | 7.88803852296276 | -1.88803852296276 |
19 | 16 | 11.0545314716421 | 4.9454685283579 |
20 | 5 | 11.0738942950542 | -6.07389429505424 |
21 | 7 | 7.5819257900054 | -0.581925790005396 |
22 | 9 | 9.75375508080513 | -0.753755080805132 |
23 | 12 | 11.0779769248613 | 0.922023075138685 |
24 | 9 | 8.53516179609041 | 0.464838203909588 |
25 | 5 | 9.15885324477522 | -4.15885324477522 |
26 | 10 | 8.89178363383425 | 1.10821636616575 |
27 | 8 | 8.11092154461248 | -0.110921544612478 |
28 | 7 | 10.5831839924382 | -3.58318399243824 |
29 | 8 | 7.25356384460471 | 0.746436155395291 |
30 | 4 | 4.9480252460999 | -0.9480252460999 |
31 | 8 | 7.79030438684248 | 0.209695613157522 |
32 | 8 | 7.46776304546446 | 0.532236954535543 |
33 | 8 | 9.02403075143176 | -1.02403075143176 |
34 | 7 | 8.30362673341377 | -1.30362673341377 |
35 | 8 | 7.25394645118596 | 0.746053548814037 |
36 | 7 | 7.8926352439549 | -0.892635243954906 |
37 | 7 | 6.29813421536299 | 0.701865784637014 |
38 | 9 | 9.03404182831131 | -0.0340418283113137 |
39 | 11 | 11.1753011968476 | -0.175301196847603 |
40 | 6 | 8.94156232614815 | -2.94156232614815 |
41 | 8 | 8.00300881605917 | -0.0030088160591673 |
42 | 9 | 8.73013412813259 | 0.269865871867416 |
43 | 6 | 8.69032217695496 | -2.69032217695496 |
44 | 10 | 8.38174083850531 | 1.61825916149469 |
45 | 8 | 6.44832442743975 | 1.55167557256025 |
46 | 10 | 9.08010379547657 | 0.919896204523431 |
47 | 5 | 7.27631491630102 | -2.27631491630102 |
48 | 14 | 10.069807297346 | 3.93019270265396 |
49 | 6 | 4.93881839414337 | 1.06118160585663 |
50 | 6 | 9.31408160293704 | -3.31408160293704 |
51 | 12 | 11.7262984391152 | 0.27370156088483 |
52 | 12 | 11.1086555441666 | 0.891344455833416 |
53 | 8 | 8.5422193606335 | -0.54221936063351 |
54 | 10 | 9.27382353787163 | 0.72617646212837 |
55 | 10 | 11.1241748466211 | -1.12417484662113 |
56 | 10 | 8.73014775690895 | 1.26985224309105 |
57 | 5 | 8.64622613371884 | -3.64622613371884 |
58 | 7 | 7.19713852467784 | -0.197138524677844 |
59 | 10 | 8.87379087962896 | 1.12620912037104 |
60 | 11 | 9.8130204536696 | 1.1869795463304 |
61 | 7 | 7.48932643166448 | -0.489326431664481 |
62 | 12 | 9.36768711428572 | 2.63231288571428 |
63 | 11 | 10.7000725500881 | 0.299927449911931 |
64 | 11 | 5.17015399491892 | 5.82984600508108 |
65 | 5 | 7.63459473783522 | -2.63459473783522 |
66 | 8 | 10.1146303036405 | -2.11463030364055 |
67 | 4 | 6.23872033192373 | -2.23872033192373 |
68 | 7 | 8.16574424984648 | -1.16574424984648 |
69 | 11 | 9.46917847649505 | 1.53082152350495 |
70 | 6 | 4.57952509181155 | 1.42047490818845 |
71 | 4 | 6.34929229313294 | -2.34929229313294 |
72 | 8 | 7.15799709466498 | 0.842002905335022 |
73 | 9 | 8.18815705070481 | 0.81184294929519 |
74 | 8 | 8.15286468443642 | -0.152864684436425 |
75 | 11 | 8.78804268429887 | 2.21195731570113 |
76 | 8 | 7.56630473014021 | 0.433695269859793 |
77 | 4 | 6.03612446527292 | -2.03612446527292 |
78 | 6 | 8.22205278674204 | -2.22205278674204 |
79 | 9 | 9.16056196108776 | -0.160561961087758 |
80 | 13 | 8.85589212089298 | 4.14410787910702 |
81 | 9 | 8.15282034869315 | 0.847179651306848 |
82 | 10 | 9.75071771155872 | 0.249282288441275 |
83 | 20 | 14.4947382822574 | 5.50526171774264 |
84 | 11 | 10.2809161772828 | 0.719083822717247 |
85 | 6 | 8.31206228656863 | -2.31206228656863 |
86 | 9 | 10.5193140313963 | -1.51931403139628 |
87 | 7 | 7.44081256092977 | -0.440812560929767 |
88 | 9 | 8.23775792232132 | 0.762242077678682 |
89 | 10 | 8.65253411422612 | 1.34746588577388 |
90 | 9 | 7.0659093578687 | 1.9340906421313 |
91 | 8 | 10.3331919629014 | -2.33319196290141 |
92 | 7 | 11.8476854097607 | -4.84768540976067 |
93 | 6 | 9.4738612735516 | -3.4738612735516 |
94 | 13 | 11.4431284778139 | 1.55687152218612 |
95 | 6 | 8.0456009288666 | -2.0456009288666 |
96 | 10 | 9.48253039276905 | 0.517469607230946 |
97 | 16 | 12.017532756612 | 3.98246724338801 |
98 | 12 | 7.48570927229584 | 4.51429072770416 |
99 | 8 | 6.81906567298021 | 1.18093432701979 |
100 | 12 | 8.72225566426745 | 3.27774433573255 |
101 | 8 | 7.11094649382008 | 0.88905350617992 |
102 | 4 | 7.33623962649857 | -3.33623962649857 |
103 | 8 | 7.5933491118863 | 0.406650888113696 |
104 | 7 | 9.28951178024776 | -2.28951178024776 |
105 | 11 | 11.5674065854911 | -0.567406585491123 |
106 | 8 | 7.58871172336918 | 0.41128827663082 |
107 | 8 | 6.72367921337831 | 1.27632078662168 |
108 | 9 | 7.75945384119866 | 1.24054615880134 |
109 | 9 | 9.17504194956005 | -0.175041949560051 |
110 | 6 | 5.92970431673204 | 0.0702956832679627 |
111 | 6 | 7.2532997565626 | -1.2532997565626 |
112 | 6 | 7.06702934407751 | -1.06702934407751 |
113 | 5 | 7.9802553339281 | -2.98025533392809 |
114 | 7 | 8.01491095914508 | -1.01491095914508 |
115 | 10 | 10.2700627786816 | -0.270062778681604 |
116 | 8 | 9.17183484560572 | -1.17183484560572 |
117 | 8 | 6.71997472016174 | 1.28002527983826 |
118 | 8 | 6.93863608426337 | 1.06136391573663 |
119 | 6 | 7.26294717962003 | -1.26294717962003 |
120 | 4 | 5.47156918320888 | -1.47156918320888 |
121 | 8 | 7.23058041240977 | 0.76941958759023 |
122 | 20 | 12.9535959217471 | 7.0464040782529 |
123 | 6 | 8.1053272499592 | -2.1053272499592 |
124 | 4 | 4.31461513263361 | -0.314615132633609 |
125 | 9 | 7.12014333299897 | 1.87985666700103 |
126 | 6 | 7.90932780834303 | -1.90932780834303 |
127 | 9 | 6.04638225334484 | 2.95361774665516 |
128 | 5 | 6.6690738500084 | -1.66907385000839 |
129 | 5 | 6.20714729321226 | -1.20714729321226 |
130 | 8 | 7.25061035979207 | 0.749389640207929 |
131 | 8 | 7.99772468069911 | 0.00227531930088638 |
132 | 6 | 6.37882822539689 | -0.378828225396891 |
133 | 6 | 7.92614042018923 | -1.92614042018923 |
134 | 8 | 6.35399891673088 | 1.64600108326912 |
135 | 8 | 8.2842310114041 | -0.284231011404103 |
136 | 5 | 6.07012116393445 | -1.07012116393445 |
137 | 7 | 9.24760936016835 | -2.24760936016835 |
138 | 8 | 6.0005095164989 | 1.99949048350109 |
139 | 7 | 7.6278520805859 | -0.627852080585899 |
140 | 8 | 8.9499291072194 | -0.949929107219393 |
141 | 5 | 6.18914230707489 | -1.18914230707489 |
142 | 10 | 6.58855324988682 | 3.41144675011318 |
143 | 9 | 9.3291752208506 | -0.329175220850604 |
144 | 7 | 7.51918168200728 | -0.519181682007283 |
145 | 6 | 7.12714654902116 | -1.12714654902116 |
146 | 10 | 7.14903717270495 | 2.85096282729505 |
147 | 6 | 7.99235466055498 | -1.99235466055498 |
148 | 11 | 6.3676302853312 | 4.63236971466879 |
149 | 6 | 6.60802924033152 | -0.60802924033152 |
150 | 9 | 9.3590462916004 | -0.359046291600403 |
151 | 4 | 6.80358364085604 | -2.80358364085604 |
152 | 7 | 6.77368423975736 | 0.226315760242644 |
153 | 8 | 9.71833959393222 | -1.71833959393222 |
154 | 5 | 6.6074563306348 | -1.60745633063479 |
155 | 8 | 7.52673416617219 | 0.473265833827812 |
156 | 10 | 11.5747868653077 | -1.57478686530767 |
157 | 9 | 7.07308598380321 | 1.92691401619679 |
158 | 5 | 5.9659884490322 | -0.965988449032196 |
159 | 8 | 7.83170053688383 | 0.168299463116175 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.731509331271365 | 0.53698133745727 | 0.268490668728635 |
11 | 0.722251082160055 | 0.55549783567989 | 0.277748917839945 |
12 | 0.601198849456443 | 0.797602301087114 | 0.398801150543557 |
13 | 0.542372293855122 | 0.915255412289756 | 0.457627706144878 |
14 | 0.430478492708622 | 0.860956985417245 | 0.569521507291378 |
15 | 0.605172809164436 | 0.789654381671128 | 0.394827190835564 |
16 | 0.505878426329618 | 0.988243147340764 | 0.494121573670382 |
17 | 0.540567719326042 | 0.918864561347915 | 0.459432280673958 |
18 | 0.538050088444841 | 0.923899823110318 | 0.461949911555159 |
19 | 0.910380559802638 | 0.179238880394725 | 0.0896194401973624 |
20 | 0.98269753576335 | 0.0346049284733008 | 0.0173024642366504 |
21 | 0.973292946861726 | 0.0534141062765472 | 0.0267070531382736 |
22 | 0.960911947016484 | 0.0781761059670321 | 0.0390880529835161 |
23 | 0.9494333496686 | 0.101133300662801 | 0.0505666503314006 |
24 | 0.929408876745724 | 0.141182246508551 | 0.0705911232542757 |
25 | 0.95112358306377 | 0.0977528338724603 | 0.0488764169362301 |
26 | 0.932876089680552 | 0.134247820638896 | 0.0671239103194481 |
27 | 0.913422171856898 | 0.173155656286204 | 0.086577828143102 |
28 | 0.926676893207095 | 0.14664621358581 | 0.0733231067929051 |
29 | 0.905187965917578 | 0.189624068164845 | 0.0948120340824223 |
30 | 0.888941482593987 | 0.222117034812027 | 0.111058517406013 |
31 | 0.86580173884925 | 0.2683965223015 | 0.13419826115075 |
32 | 0.83071228435448 | 0.338575431291041 | 0.16928771564552 |
33 | 0.795024490999777 | 0.409951018000445 | 0.204975509000223 |
34 | 0.765547361480863 | 0.468905277038274 | 0.234452638519137 |
35 | 0.723137052476948 | 0.553725895046105 | 0.276862947523052 |
36 | 0.716088045186278 | 0.567823909627443 | 0.283911954813722 |
37 | 0.666784942684516 | 0.666430114630968 | 0.333215057315484 |
38 | 0.613499475716707 | 0.773001048566585 | 0.386500524283293 |
39 | 0.558124653653004 | 0.883750692693992 | 0.441875346346996 |
40 | 0.598056272363199 | 0.803887455273602 | 0.401943727636801 |
41 | 0.544442340017017 | 0.911115319965966 | 0.455557659982983 |
42 | 0.490019915197005 | 0.98003983039401 | 0.509980084802995 |
43 | 0.522259147655188 | 0.955481704689625 | 0.477740852344812 |
44 | 0.487969750711953 | 0.975939501423906 | 0.512030249288047 |
45 | 0.448800896913462 | 0.897601793826925 | 0.551199103086538 |
46 | 0.43005554613151 | 0.86011109226302 | 0.56994445386849 |
47 | 0.431319721472337 | 0.862639442944675 | 0.568680278527663 |
48 | 0.593738405215228 | 0.812523189569544 | 0.406261594784772 |
49 | 0.5541471460591 | 0.8917057078818 | 0.4458528539409 |
50 | 0.599534142595242 | 0.800931714809516 | 0.400465857404758 |
51 | 0.567776683879909 | 0.864446632240182 | 0.432223316120091 |
52 | 0.524570891619125 | 0.95085821676175 | 0.475429108380875 |
53 | 0.47760521144842 | 0.95521042289684 | 0.52239478855158 |
54 | 0.438786122748006 | 0.877572245496012 | 0.561213877251994 |
55 | 0.397828723190977 | 0.795657446381954 | 0.602171276809023 |
56 | 0.374723677404446 | 0.749447354808892 | 0.625276322595554 |
57 | 0.464618586104059 | 0.929237172208117 | 0.535381413895941 |
58 | 0.415647421367282 | 0.831294842734564 | 0.584352578632718 |
59 | 0.392311769290039 | 0.784623538580078 | 0.607688230709961 |
60 | 0.361073356136333 | 0.722146712272665 | 0.638926643863667 |
61 | 0.31845560147254 | 0.63691120294508 | 0.68154439852746 |
62 | 0.322079180420962 | 0.644158360841924 | 0.677920819579038 |
63 | 0.326326541399648 | 0.652653082799296 | 0.673673458600352 |
64 | 0.638681506473539 | 0.722636987052921 | 0.361318493526461 |
65 | 0.657795479199947 | 0.684409041600106 | 0.342204520800053 |
66 | 0.646506590246336 | 0.706986819507327 | 0.353493409753664 |
67 | 0.663339483947296 | 0.673321032105408 | 0.336660516052704 |
68 | 0.62928955072441 | 0.741420898551181 | 0.370710449275591 |
69 | 0.612073290008839 | 0.775853419982323 | 0.387926709991161 |
70 | 0.587436479556048 | 0.825127040887904 | 0.412563520443952 |
71 | 0.598289849609013 | 0.803420300781974 | 0.401710150390987 |
72 | 0.558498256651697 | 0.883003486696605 | 0.441501743348303 |
73 | 0.519695630060456 | 0.960608739879087 | 0.480304369939544 |
74 | 0.474808882387347 | 0.949617764774695 | 0.525191117612653 |
75 | 0.482609774673043 | 0.965219549346087 | 0.517390225326957 |
76 | 0.44072374158562 | 0.88144748317124 | 0.55927625841438 |
77 | 0.432698657431803 | 0.865397314863606 | 0.567301342568197 |
78 | 0.431099240225043 | 0.862198480450087 | 0.568900759774957 |
79 | 0.391039554937728 | 0.782079109875456 | 0.608960445062272 |
80 | 0.511009637794639 | 0.977980724410722 | 0.488990362205361 |
81 | 0.470104126989592 | 0.940208253979185 | 0.529895873010408 |
82 | 0.424078912157844 | 0.848157824315688 | 0.575921087842156 |
83 | 0.680837347828273 | 0.638325304343454 | 0.319162652171727 |
84 | 0.646756676619909 | 0.706486646760183 | 0.353243323380091 |
85 | 0.643299761589071 | 0.713400476821858 | 0.356700238410929 |
86 | 0.616241308895893 | 0.767517382208214 | 0.383758691104107 |
87 | 0.571327674172938 | 0.857344651654123 | 0.428672325827062 |
88 | 0.535928538583822 | 0.928142922832357 | 0.464071461416178 |
89 | 0.514738852592685 | 0.97052229481463 | 0.485261147407315 |
90 | 0.526433651800167 | 0.947132696399667 | 0.473566348199833 |
91 | 0.516350009571011 | 0.967299980857978 | 0.483649990428989 |
92 | 0.723987355998504 | 0.552025288002992 | 0.276012644001496 |
93 | 0.785242066775927 | 0.429515866448146 | 0.214757933224073 |
94 | 0.75800188551815 | 0.483996228963701 | 0.241998114481851 |
95 | 0.791646455969422 | 0.416707088061156 | 0.208353544030578 |
96 | 0.787861985747534 | 0.424276028504932 | 0.212138014252466 |
97 | 0.79429301229891 | 0.41141397540218 | 0.20570698770109 |
98 | 0.858570473674881 | 0.282859052650237 | 0.141429526325119 |
99 | 0.852953822137315 | 0.29409235572537 | 0.147046177862685 |
100 | 0.880176413418914 | 0.239647173162172 | 0.119823586581086 |
101 | 0.866914296963688 | 0.266171406072625 | 0.133085703036312 |
102 | 0.94352008883983 | 0.112959822320341 | 0.0564799111601703 |
103 | 0.936033488034972 | 0.127933023930056 | 0.0639665119650282 |
104 | 0.95232844446761 | 0.0953431110647797 | 0.0476715555323899 |
105 | 0.940190566515771 | 0.119618866968457 | 0.0598094334842287 |
106 | 0.928695235453273 | 0.142609529093453 | 0.0713047645467266 |
107 | 0.913013579563642 | 0.173972840872716 | 0.086986420436358 |
108 | 0.895802392801554 | 0.208395214396891 | 0.104197607198445 |
109 | 0.873473568630238 | 0.253052862739524 | 0.126526431369762 |
110 | 0.847652337261566 | 0.304695325476867 | 0.152347662738434 |
111 | 0.828030043836583 | 0.343939912326835 | 0.171969956163418 |
112 | 0.808145944542512 | 0.383708110914977 | 0.191854055457488 |
113 | 0.816596513656416 | 0.366806972687168 | 0.183403486343584 |
114 | 0.798601752612993 | 0.402796494774014 | 0.201398247387007 |
115 | 0.770968406936499 | 0.458063186127001 | 0.229031593063501 |
116 | 0.731210309979254 | 0.537579380041492 | 0.268789690020746 |
117 | 0.693070679392612 | 0.613858641214775 | 0.306929320607388 |
118 | 0.658742484162671 | 0.682515031674659 | 0.341257515837329 |
119 | 0.666393746388045 | 0.667212507223909 | 0.333606253611954 |
120 | 0.640213783279163 | 0.719572433441674 | 0.359786216720837 |
121 | 0.590121496257418 | 0.819757007485164 | 0.409878503742582 |
122 | 0.959855250949253 | 0.080289498101494 | 0.040144749050747 |
123 | 0.957367096322364 | 0.0852658073552716 | 0.0426329036776358 |
124 | 0.957391895669351 | 0.0852162086612973 | 0.0426081043306487 |
125 | 0.950779095305504 | 0.0984418093889913 | 0.0492209046944956 |
126 | 0.95144625690338 | 0.097107486193241 | 0.0485537430966205 |
127 | 0.96291526267457 | 0.0741694746508589 | 0.0370847373254294 |
128 | 0.956546483284021 | 0.0869070334319581 | 0.0434535167159791 |
129 | 0.991294857339188 | 0.0174102853216237 | 0.00870514266081184 |
130 | 0.989754540615198 | 0.020490918769605 | 0.0102454593848025 |
131 | 0.984469712540978 | 0.031060574918043 | 0.0155302874590215 |
132 | 0.976914071132233 | 0.0461718577355347 | 0.0230859288677673 |
133 | 0.966748978304442 | 0.0665020433911156 | 0.0332510216955578 |
134 | 0.950992330628986 | 0.0980153387420277 | 0.0490076693710138 |
135 | 0.930695410803573 | 0.138609178392855 | 0.0693045891964274 |
136 | 0.951597197700142 | 0.0968056045997169 | 0.0484028022998584 |
137 | 0.942042619711218 | 0.115914760577565 | 0.0579573802887823 |
138 | 0.918154978988672 | 0.163690042022656 | 0.0818450210113282 |
139 | 0.879474096972402 | 0.241051806055196 | 0.120525903027598 |
140 | 0.829214460008977 | 0.341571079982046 | 0.170785539991023 |
141 | 0.789049630349895 | 0.42190073930021 | 0.210950369650105 |
142 | 0.766830017125939 | 0.466339965748122 | 0.233169982874061 |
143 | 0.692816623063783 | 0.614366753872434 | 0.307183376936217 |
144 | 0.594040154148304 | 0.811919691703392 | 0.405959845851696 |
145 | 0.499366093146376 | 0.998732186292751 | 0.500633906853624 |
146 | 0.470057760237561 | 0.940115520475123 | 0.529942239762439 |
147 | 0.353861728587268 | 0.707723457174536 | 0.646138271412732 |
148 | 0.697677375728875 | 0.60464524854225 | 0.302322624271125 |
149 | 0.587806678161713 | 0.824386643676574 | 0.412193321838287 |
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 | 5 | 0.0357142857142857 | OK |
10% type I error level | 19 | 0.135714285714286 | NOK |