Multiple Linear Regression - Estimated Regression Equation |
PS[t] = + 7.38188475102131 -0.694832870949954Gender[t] + 0.321027523643909CM[t] -0.338195452736301D[t] + 0.173368519441836PE[t] + 0.0172607039353986PC[t] + 0.421685657869128O[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) | 7.38188475102131 | 2.24661 | 3.2858 | 0.001263 | 0.000631 |
Gender | -0.694832870949954 | 0.599422 | -1.1592 | 0.248204 | 0.124102 |
CM | 0.321027523643909 | 0.055821 | 5.751 | 0 | 0 |
D | -0.338195452736301 | 0.109073 | -3.1006 | 0.002302 | 0.001151 |
PE | 0.173368519441836 | 0.101665 | 1.7053 | 0.090183 | 0.045092 |
PC | 0.0172607039353986 | 0.128585 | 0.1342 | 0.893394 | 0.446697 |
O | 0.421685657869128 | 0.073824 | 5.712 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.610418712666873 |
R-squared | 0.372611004773883 |
Adjusted R-squared | 0.347845649699168 |
F-TEST (value) | 15.0456556608918 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 152 |
p-value | 1.78523862359725e-13 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.40545024919715 |
Sum Squared Residuals | 1762.75789276305 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 25 | 22.7378582605858 | 2.26214173941422 |
2 | 30 | 24.4376718452725 | 5.56232815472746 |
3 | 22 | 20.7026126229553 | 1.29738737704470 |
4 | 22 | 23.5665018410154 | -1.56650184101536 |
5 | 25 | 22.9387186728665 | 2.06128132713354 |
6 | 23 | 19.7504954216258 | 3.24950457837419 |
7 | 17 | 19.2275845668015 | -2.22758456680150 |
8 | 21 | 22.0359597998883 | -1.03595979988830 |
9 | 19 | 23.4912102195706 | -4.49121021957063 |
10 | 15 | 23.4166993992758 | -8.4166993992758 |
11 | 16 | 17.2990904377145 | -1.29909043771453 |
12 | 22 | 21.2290798406944 | 0.770920159305645 |
13 | 23 | 24.1698473768574 | -1.16984737685742 |
14 | 23 | 21.8944949628928 | 1.10550503710720 |
15 | 19 | 22.5866509115143 | -3.58665091151426 |
16 | 23 | 22.6890914233386 | 0.310908576661364 |
17 | 25 | 23.5832239533718 | 1.41677604662823 |
18 | 22 | 21.8517186856872 | 0.148281314312751 |
19 | 26 | 23.5137060001167 | 2.48629399988329 |
20 | 29 | 22.8057290969380 | 6.19427090306203 |
21 | 32 | 25.4453978278066 | 6.55460217219336 |
22 | 25 | 21.7536035595225 | 3.24639644047747 |
23 | 28 | 26.2012663450894 | 1.79873365491058 |
24 | 25 | 23.6820069351548 | 1.31799306484518 |
25 | 25 | 22.3545635400774 | 2.64543645992264 |
26 | 18 | 21.7879209859900 | -3.78792098599003 |
27 | 25 | 25.2270064051068 | -0.227006405106815 |
28 | 25 | 21.9542700298337 | 3.04572997016631 |
29 | 20 | 24.4461869816573 | -4.44618698165727 |
30 | 15 | 16.7402392529852 | -1.74023925298516 |
31 | 24 | 25.7794514231810 | -1.77945142318095 |
32 | 26 | 24.6665563710760 | 1.33344362892404 |
33 | 14 | 15.9421852011246 | -1.94218520112462 |
34 | 24 | 23.7782448874890 | 0.221755112510964 |
35 | 25 | 22.6695660358718 | 2.33043396412825 |
36 | 20 | 25.143423425131 | -5.14342342513098 |
37 | 21 | 21.8175603591431 | -0.817560359143123 |
38 | 27 | 27.6886526173553 | -0.688652617355312 |
39 | 23 | 24.6280223698825 | -1.62802236988252 |
40 | 25 | 25.9310747531044 | -0.931074753104354 |
41 | 20 | 22.4574699475051 | -2.45746994750511 |
42 | 22 | 22.7680787111711 | -0.768078711171141 |
43 | 25 | 24.2849448824285 | 0.715055117571483 |
44 | 25 | 23.8426920110873 | 1.15730798891270 |
45 | 17 | 24.1401739101346 | -7.14017391013457 |
46 | 25 | 24.1638307412915 | 0.836169258708496 |
47 | 26 | 22.8553212425766 | 3.14467875742336 |
48 | 27 | 24.6049406195009 | 2.39505938049909 |
49 | 19 | 20.5121508917850 | -1.51215089178504 |
50 | 22 | 22.2003409164468 | -0.200340916446782 |
51 | 32 | 28.7634779167201 | 3.23652208327987 |
52 | 21 | 24.4783026635523 | -3.47830266355227 |
53 | 18 | 21.4664396275648 | -3.46643962756478 |
54 | 23 | 23.0120969137014 | -0.0120969137014117 |
55 | 20 | 20.9722555839277 | -0.972255583927692 |
56 | 21 | 22.5050358588236 | -1.50503585882360 |
57 | 17 | 18.9914786053849 | -1.99147860538493 |
58 | 18 | 20.4410654313943 | -2.44106543139431 |
59 | 19 | 20.7944689039832 | -1.79446890398319 |
60 | 22 | 22.3186308539794 | -0.318630853979425 |
61 | 14 | 19.0629535968650 | -5.06295359686497 |
62 | 18 | 26.7665723383136 | -8.76657233831357 |
63 | 35 | 23.5193619499825 | 11.4806380500175 |
64 | 29 | 19.5175457772127 | 9.4824542227873 |
65 | 21 | 22.2733115687134 | -1.27331156871337 |
66 | 25 | 20.4411846560000 | 4.55881534400004 |
67 | 26 | 23.5312398815506 | 2.46876011844939 |
68 | 17 | 17.1043377886926 | -0.104337788692593 |
69 | 25 | 20.3388084478676 | 4.66119155213239 |
70 | 20 | 21.1776507707811 | -1.17765077078114 |
71 | 22 | 21.4149177828086 | 0.585082217191444 |
72 | 24 | 23.0912516937409 | 0.908748306259118 |
73 | 21 | 23.3247583614503 | -2.32475836145027 |
74 | 26 | 25.8283374850337 | 0.171662514966333 |
75 | 24 | 20.7583406287655 | 3.24165937123445 |
76 | 16 | 20.5484727347340 | -4.54847273473405 |
77 | 18 | 21.1408911291415 | -3.1408911291415 |
78 | 19 | 19.3815389053367 | -0.381538905336737 |
79 | 21 | 16.9930853842372 | 4.00691461576282 |
80 | 22 | 18.6780456381145 | 3.32195436188548 |
81 | 23 | 19.8972363425933 | 3.10276365740674 |
82 | 29 | 25.0045843316053 | 3.9954156683947 |
83 | 21 | 19.0747241041702 | 1.92527589582978 |
84 | 23 | 22.1411389088929 | 0.85886109110711 |
85 | 27 | 23.4116294192455 | 3.58837058075449 |
86 | 25 | 25.404617574799 | -0.404617574799 |
87 | 21 | 21.2202679480633 | -0.220267948063321 |
88 | 10 | 17.1922481757164 | -7.19224817571643 |
89 | 20 | 22.7724061182191 | -2.77240611821914 |
90 | 26 | 22.7745515771450 | 3.22544842285503 |
91 | 24 | 23.9919659006816 | 0.00803409931842777 |
92 | 29 | 31.8512285834216 | -2.85122858342158 |
93 | 19 | 18.9916825867882 | 0.00831741321177223 |
94 | 24 | 22.2077579411796 | 1.79224205882037 |
95 | 19 | 21.008347369949 | -2.00834736994899 |
96 | 22 | 22.0981686897177 | -0.0981686897177283 |
97 | 17 | 23.9264970299455 | -6.92649702994548 |
98 | 24 | 22.7349853748993 | 1.26501462510074 |
99 | 19 | 19.9777428297176 | -0.977742829717594 |
100 | 19 | 22.4288875465789 | -3.4288875465789 |
101 | 23 | 19.1045385730949 | 3.89546142690512 |
102 | 27 | 23.6633693805578 | 3.33663061944223 |
103 | 14 | 15.9022683526125 | -1.90226835261250 |
104 | 22 | 23.5905842779772 | -1.59058427797719 |
105 | 21 | 23.9350746908084 | -2.93507469080843 |
106 | 18 | 23.4747097316158 | -5.4747097316158 |
107 | 20 | 22.9187626148853 | -2.91876261488528 |
108 | 19 | 22.9144636789883 | -3.91446367898825 |
109 | 24 | 23.3339111030885 | 0.666088896911457 |
110 | 25 | 24.9025228969558 | 0.0974771030442204 |
111 | 29 | 24.1765133960819 | 4.82348660391814 |
112 | 28 | 24.5017755519308 | 3.49822444806924 |
113 | 17 | 16.8930926697612 | 0.106907330238805 |
114 | 29 | 22.5544118301732 | 6.44558816982677 |
115 | 26 | 27.2059238528174 | -1.20592385281736 |
116 | 14 | 18.9908623851846 | -4.99086238518461 |
117 | 26 | 21.296188782478 | 4.70381121752199 |
118 | 20 | 20.0314000939660 | -0.0314000939659581 |
119 | 32 | 24.3305605094601 | 7.66943949053988 |
120 | 23 | 20.678981452842 | 2.32101854715798 |
121 | 21 | 21.7607518846793 | -0.760751884679295 |
122 | 30 | 25.9100306229050 | 4.08996937709502 |
123 | 24 | 21.2467641290463 | 2.75323587095369 |
124 | 22 | 21.2618348668142 | 0.738165133185819 |
125 | 24 | 21.8786707228399 | 2.12132927716009 |
126 | 24 | 22.5244861144458 | 1.47551388555424 |
127 | 24 | 19.7317566999021 | 4.26824330009785 |
128 | 19 | 18.2074999536746 | 0.792500046325435 |
129 | 31 | 26.5738900163728 | 4.42610998362725 |
130 | 22 | 26.0989366253446 | -4.09893662534457 |
131 | 27 | 20.9900909541577 | 6.00990904584234 |
132 | 19 | 17.5591495720536 | 1.44085042794643 |
133 | 21 | 19.0251697722184 | 1.97483022778159 |
134 | 23 | 22.8288843005763 | 0.171115699423733 |
135 | 19 | 21.0392453011057 | -2.0392453011057 |
136 | 19 | 22.1947130232512 | -3.19471302325118 |
137 | 20 | 22.7236569239704 | -2.72365692397036 |
138 | 23 | 20.6950147810862 | 2.30498521891381 |
139 | 17 | 20.4612662780441 | -3.46126627804412 |
140 | 17 | 22.9847318490327 | -5.98473184903273 |
141 | 17 | 19.4487326039180 | -2.44873260391805 |
142 | 21 | 23.2079892703595 | -2.20798927035955 |
143 | 21 | 24.3524249235842 | -3.3524249235842 |
144 | 18 | 20.7994617307804 | -2.79946173078042 |
145 | 19 | 20.174481837742 | -1.17448183774199 |
146 | 20 | 23.6444934169919 | -3.64449341699193 |
147 | 15 | 18.4491687158757 | -3.4491687158757 |
148 | 24 | 20.9069638303515 | 3.0930361696485 |
149 | 20 | 18.1002782000208 | 1.89972179997916 |
150 | 22 | 22.8543335487661 | -0.854333548766058 |
151 | 13 | 16.3253568964252 | -3.32535689642517 |
152 | 19 | 18.0725803043903 | 0.927419695609718 |
153 | 21 | 22.1715729658346 | -1.17157296583456 |
154 | 23 | 22.0579450455256 | 0.94205495447439 |
155 | 16 | 21.9639533450056 | -5.96395334500559 |
156 | 26 | 23.5542885105526 | 2.44571148944741 |
157 | 21 | 21.7951805177071 | -0.795180517707085 |
158 | 21 | 19.7760370301778 | 1.22396296982216 |
159 | 24 | 23.1066813379950 | 0.893318662004957 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.96918116290349 | 0.0616376741930187 | 0.0308188370965094 |
11 | 0.94960498325604 | 0.100790033487919 | 0.0503950167439597 |
12 | 0.910199177603614 | 0.179601644792771 | 0.0898008223963856 |
13 | 0.897680475380423 | 0.204639049239154 | 0.102319524619577 |
14 | 0.883161313316011 | 0.233677373367978 | 0.116838686683989 |
15 | 0.846684915490134 | 0.306630169019731 | 0.153315084509866 |
16 | 0.781669637964087 | 0.436660724071826 | 0.218330362035913 |
17 | 0.707839980305813 | 0.584320039388374 | 0.292160019694187 |
18 | 0.633692682254575 | 0.732614635490851 | 0.366307317745426 |
19 | 0.643188863218717 | 0.713622273562565 | 0.356811136781282 |
20 | 0.726301671724044 | 0.547396656551912 | 0.273698328275956 |
21 | 0.829662075037792 | 0.340675849924416 | 0.170337924962208 |
22 | 0.796230309988827 | 0.407539380022346 | 0.203769690011173 |
23 | 0.744859432708105 | 0.510281134583791 | 0.255140567291895 |
24 | 0.684607342947542 | 0.630785314104915 | 0.315392657052458 |
25 | 0.628256505226388 | 0.743486989547225 | 0.371743494773612 |
26 | 0.63606996715192 | 0.72786006569616 | 0.36393003284808 |
27 | 0.574538850013241 | 0.850922299973519 | 0.425461149986759 |
28 | 0.527025027840594 | 0.945949944318812 | 0.472974972159406 |
29 | 0.577454716983629 | 0.84509056603274 | 0.42254528301637 |
30 | 0.527226871665651 | 0.945546256668698 | 0.472773128334349 |
31 | 0.473147974556078 | 0.946295949112157 | 0.526852025443922 |
32 | 0.421896572653231 | 0.843793145306461 | 0.57810342734677 |
33 | 0.372353305666047 | 0.744706611332094 | 0.627646694333953 |
34 | 0.316183568240440 | 0.632367136480879 | 0.68381643175956 |
35 | 0.300866293917917 | 0.601732587835834 | 0.699133706082083 |
36 | 0.406096808839719 | 0.812193617679438 | 0.593903191160281 |
37 | 0.350582297054213 | 0.701164594108426 | 0.649417702945787 |
38 | 0.304031116272859 | 0.608062232545717 | 0.695968883727141 |
39 | 0.271542731878073 | 0.543085463756146 | 0.728457268121927 |
40 | 0.242939987548019 | 0.485879975096039 | 0.75706001245198 |
41 | 0.217921775518445 | 0.43584355103689 | 0.782078224481555 |
42 | 0.180375505036233 | 0.360751010072467 | 0.819624494963767 |
43 | 0.146996612635592 | 0.293993225271185 | 0.853003387364408 |
44 | 0.125740507179212 | 0.251481014358424 | 0.874259492820788 |
45 | 0.240300948018433 | 0.480601896036867 | 0.759699051981567 |
46 | 0.201145836146923 | 0.402291672293845 | 0.798854163853078 |
47 | 0.194690273076082 | 0.389380546152165 | 0.805309726923918 |
48 | 0.190916858604239 | 0.381833717208479 | 0.80908314139576 |
49 | 0.160136028518349 | 0.320272057036699 | 0.839863971481651 |
50 | 0.134814052201527 | 0.269628104403054 | 0.865185947798473 |
51 | 0.121638231323247 | 0.243276462646494 | 0.878361768676753 |
52 | 0.131152121001433 | 0.262304242002866 | 0.868847878998567 |
53 | 0.131148502365931 | 0.262297004731862 | 0.868851497634069 |
54 | 0.105623772384876 | 0.211247544769751 | 0.894376227615124 |
55 | 0.0896494308284256 | 0.179298861656851 | 0.910350569171574 |
56 | 0.0739278401299039 | 0.147855680259808 | 0.926072159870096 |
57 | 0.0612797545511144 | 0.122559509102229 | 0.938720245448886 |
58 | 0.0513345488718286 | 0.102669097743657 | 0.948665451128171 |
59 | 0.0413556893311087 | 0.0827113786622174 | 0.95864431066889 |
60 | 0.0314507019044157 | 0.0629014038088314 | 0.968549298095584 |
61 | 0.0430552512168914 | 0.0861105024337828 | 0.956944748783109 |
62 | 0.156797820407946 | 0.313595640815892 | 0.843202179592054 |
63 | 0.616405781382718 | 0.767188437234565 | 0.383594218617282 |
64 | 0.879027035131405 | 0.241945929737190 | 0.120972964868595 |
65 | 0.859362542657901 | 0.281274914684198 | 0.140637457342099 |
66 | 0.870857207019945 | 0.258285585960110 | 0.129142792980055 |
67 | 0.873062937309524 | 0.253874125380952 | 0.126937062690476 |
68 | 0.846714823197337 | 0.306570353605326 | 0.153285176802663 |
69 | 0.870811100743039 | 0.258377798513923 | 0.129188899256961 |
70 | 0.848825201075586 | 0.302349597848828 | 0.151174798924414 |
71 | 0.820330144476768 | 0.359339711046464 | 0.179669855523232 |
72 | 0.791115562366637 | 0.417768875266726 | 0.208884437633363 |
73 | 0.773838496639695 | 0.452323006720609 | 0.226161503360305 |
74 | 0.741475029102052 | 0.517049941795896 | 0.258524970897948 |
75 | 0.73592191912013 | 0.528156161759742 | 0.264078080879871 |
76 | 0.767326543278044 | 0.465346913443912 | 0.232673456721956 |
77 | 0.765284588489038 | 0.469430823021924 | 0.234715411510962 |
78 | 0.728347088493338 | 0.543305823013324 | 0.271652911506662 |
79 | 0.738912408624129 | 0.522175182751743 | 0.261087591375871 |
80 | 0.73201340729353 | 0.53597318541294 | 0.26798659270647 |
81 | 0.727578188809033 | 0.544843622381934 | 0.272421811190967 |
82 | 0.742919877011291 | 0.514160245977418 | 0.257080122988709 |
83 | 0.754532738768978 | 0.490934522462045 | 0.245467261231022 |
84 | 0.725455816556315 | 0.54908836688737 | 0.274544183443685 |
85 | 0.74260217521899 | 0.51479564956202 | 0.25739782478101 |
86 | 0.708456349202984 | 0.583087301594033 | 0.291543650797016 |
87 | 0.667345811199287 | 0.665308377601425 | 0.332654188800713 |
88 | 0.776505219724246 | 0.446989560551508 | 0.223494780275754 |
89 | 0.762200906445263 | 0.475598187109474 | 0.237799093554737 |
90 | 0.756998662264193 | 0.486002675471614 | 0.243001337735807 |
91 | 0.724676091654013 | 0.550647816691975 | 0.275323908345987 |
92 | 0.705525639929823 | 0.588948720140354 | 0.294474360070177 |
93 | 0.670637255478854 | 0.658725489042292 | 0.329362744521146 |
94 | 0.678775561514647 | 0.642448876970706 | 0.321224438485353 |
95 | 0.640595220939651 | 0.718809558120698 | 0.359404779060349 |
96 | 0.63996149262651 | 0.720077014746981 | 0.360038507373491 |
97 | 0.674437257519553 | 0.651125484960894 | 0.325562742480447 |
98 | 0.631066291884679 | 0.737867416230642 | 0.368933708115321 |
99 | 0.591654287997917 | 0.816691424004167 | 0.408345712002083 |
100 | 0.586947452379846 | 0.826105095240307 | 0.413052547620154 |
101 | 0.602735262742666 | 0.794529474514668 | 0.397264737257334 |
102 | 0.59751019605166 | 0.804979607896679 | 0.402489803948340 |
103 | 0.564618655935961 | 0.870762688128078 | 0.435381344064039 |
104 | 0.522889341787177 | 0.954221316425646 | 0.477110658212823 |
105 | 0.498279128147544 | 0.996558256295089 | 0.501720871852456 |
106 | 0.594605013519398 | 0.810789972961204 | 0.405394986480602 |
107 | 0.582188615340352 | 0.835622769319296 | 0.417811384659648 |
108 | 0.596230577851336 | 0.807538844297327 | 0.403769422148664 |
109 | 0.551895470308002 | 0.896209059383995 | 0.448104529691998 |
110 | 0.508755627603701 | 0.982488744792598 | 0.491244372396299 |
111 | 0.548998016398215 | 0.90200396720357 | 0.451001983601785 |
112 | 0.543093230756007 | 0.913813538487986 | 0.456906769243993 |
113 | 0.495477427802088 | 0.990954855604177 | 0.504522572197912 |
114 | 0.637551502428044 | 0.724896995143913 | 0.362448497571956 |
115 | 0.589414813146293 | 0.821170373707414 | 0.410585186853707 |
116 | 0.620811555338378 | 0.758376889323245 | 0.379188444661622 |
117 | 0.652458317297974 | 0.695083365404053 | 0.347541682702026 |
118 | 0.599897859561427 | 0.800204280877146 | 0.400102140438573 |
119 | 0.84201995112359 | 0.315960097752819 | 0.157980048876410 |
120 | 0.854564612105552 | 0.290870775788895 | 0.145435387894448 |
121 | 0.822737344467218 | 0.354525311065565 | 0.177262655532782 |
122 | 0.820727483876218 | 0.358545032247563 | 0.179272516123782 |
123 | 0.818915182653166 | 0.362169634693667 | 0.181084817346834 |
124 | 0.776602326580686 | 0.446795346838628 | 0.223397673419314 |
125 | 0.740703622361863 | 0.518592755276274 | 0.259296377638137 |
126 | 0.71805738816185 | 0.563885223676300 | 0.281942611838150 |
127 | 0.733814717826463 | 0.532370564347075 | 0.266185282173537 |
128 | 0.679052619314716 | 0.641894761370568 | 0.320947380685284 |
129 | 0.865829557561462 | 0.268340884877077 | 0.134170442438538 |
130 | 0.837946355518949 | 0.324107288962101 | 0.162053644481051 |
131 | 0.95015791611886 | 0.0996841677622797 | 0.0498420838811398 |
132 | 0.92835437746594 | 0.143291245068121 | 0.0716456225340606 |
133 | 0.909991695269687 | 0.180016609460627 | 0.0900083047303134 |
134 | 0.8799091857213 | 0.2401816285574 | 0.1200908142787 |
135 | 0.843587577313524 | 0.312824845372952 | 0.156412422686476 |
136 | 0.799907402702713 | 0.400185194594574 | 0.200092597297287 |
137 | 0.7455328950476 | 0.508934209904801 | 0.254467104952400 |
138 | 0.710196746734597 | 0.579606506530806 | 0.289803253265403 |
139 | 0.673372435874161 | 0.653255128251678 | 0.326627564125839 |
140 | 0.742323680855041 | 0.515352638289917 | 0.257676319144959 |
141 | 0.673917746273234 | 0.652164507453533 | 0.326082253726766 |
142 | 0.606493184266809 | 0.787013631466381 | 0.393506815733191 |
143 | 0.571241608169959 | 0.857516783660082 | 0.428758391830041 |
144 | 0.499260552955808 | 0.998521105911615 | 0.500739447044192 |
145 | 0.391865342497849 | 0.783730684995698 | 0.608134657502151 |
146 | 0.462198532953014 | 0.924397065906029 | 0.537801467046986 |
147 | 0.399827591208458 | 0.799655182416916 | 0.600172408791542 |
148 | 0.421355883832998 | 0.842711767665996 | 0.578644116167002 |
149 | 0.455234100265891 | 0.910468200531782 | 0.544765899734109 |
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 | 5 | 0.0357142857142857 | OK |