Multiple Linear Regression - Estimated Regression Equation |
O[t] = + 15.1221163728982 + 1.88594086825902Gender[t] -0.0545464258288678CM[t] + 0.14601855026369D[t] -0.107909720696322PE[t] -0.222522303520102PC[t] + 0.419080093545205PS[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) | 15.1221163728982 | 1.966696 | 7.6891 | 0 | 0 |
Gender | 1.88594086825902 | 0.580382 | 3.2495 | 0.001423 | 0.000712 |
CM | -0.0545464258288678 | 0.061246 | -0.8906 | 0.374541 | 0.187271 |
D | 0.14601855026369 | 0.111494 | 1.3097 | 0.192289 | 0.096144 |
PE | -0.107909720696322 | 0.10194 | -1.0586 | 0.291481 | 0.14574 |
PC | -0.222522303520102 | 0.126918 | -1.7533 | 0.08157 | 0.040785 |
PS | 0.419080093545205 | 0.073368 | 5.712 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.522382553604487 |
R-squared | 0.272883532310344 |
Adjusted R-squared | 0.244181566480490 |
F-TEST (value) | 9.50748579132165 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 152 |
p-value | 7.26832949382583e-09 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.39491293472217 |
Sum Squared Residuals | 1751.86594282028 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 23 | 23.3061156456720 | -0.306115645672036 |
2 | 25 | 24.0286975617474 | 0.97130243825255 |
3 | 19 | 21.2305737880458 | -2.23057378804582 |
4 | 29 | 22.0767483472711 | 6.92325165272886 |
5 | 25 | 23.8912795558479 | 1.10872044415209 |
6 | 21 | 21.8596674976960 | -0.859667497695954 |
7 | 22 | 20.7483663294695 | 1.25163367053048 |
8 | 25 | 21.6412306574644 | 3.35876934253556 |
9 | 18 | 19.2486894122132 | -1.24868941221316 |
10 | 22 | 17.9096684212613 | 4.09033157873873 |
11 | 15 | 19.7385091727421 | -4.7385091727421 |
12 | 20 | 21.5366822229119 | -1.53668222291188 |
13 | 20 | 20.8320684368761 | -0.832068436876072 |
14 | 21 | 22.2887756216734 | -1.28877562167337 |
15 | 21 | 18.8498041247142 | 2.15019587528576 |
16 | 24 | 21.4350175711598 | 2.5649824288402 |
17 | 24 | 22.8685775157587 | 1.13142248424127 |
18 | 23 | 21.9907959540024 | 1.00920404599763 |
19 | 24 | 21.4881031347154 | 2.51189686528456 |
20 | 18 | 24.4084495769249 | -6.40844957692486 |
21 | 25 | 25.484594349736 | -0.484594349736 |
22 | 21 | 22.1488304412924 | -1.14883044129239 |
23 | 22 | 22.2504533540294 | -0.250453354029424 |
24 | 23 | 22.199827474237 | 0.800172525762988 |
25 | 23 | 23.1468293760691 | -0.146829376069117 |
26 | 24 | 19.8829301188767 | 4.11706988112334 |
27 | 23 | 22.4023627886114 | 0.597637211388627 |
28 | 21 | 22.9966892446778 | -1.99668924467783 |
29 | 28 | 20.7978801533452 | 7.20211984665484 |
30 | 16 | 20.1468708552825 | -4.14687085528253 |
31 | 29 | 22.5849776233438 | 6.41502237665616 |
32 | 27 | 23.2032678629587 | 3.79673213704135 |
33 | 16 | 19.2328611776693 | -3.23286117766927 |
34 | 28 | 22.8274869160097 | 5.17251308399031 |
35 | 25 | 23.1472088920312 | 1.85279110796880 |
36 | 22 | 20.2919939497069 | 1.70800605029306 |
37 | 23 | 21.6717395880646 | 1.32826041193539 |
38 | 26 | 22.4937065340002 | 3.50629346599984 |
39 | 23 | 20.9792701181012 | 2.02072988189882 |
40 | 25 | 22.5412989607855 | 2.45870103921447 |
41 | 21 | 20.6342408758586 | 0.365759124141444 |
42 | 24 | 21.4351892702213 | 2.56481072977866 |
43 | 22 | 22.9400626510478 | -0.940062651047814 |
44 | 27 | 22.7607612169028 | 4.23923878309718 |
45 | 26 | 19.1735682440088 | 6.82643175599116 |
46 | 24 | 21.7245600307183 | 2.27543996928169 |
47 | 24 | 24.0332909200441 | -0.03329092004415 |
48 | 22 | 21.8203337981521 | 0.179666201847870 |
49 | 24 | 21.0708550565957 | 2.92914494340432 |
50 | 20 | 21.6482629337291 | -1.64826293372907 |
51 | 26 | 23.3655538914228 | 2.63444610857723 |
52 | 21 | 19.6265505269633 | 1.37344947303672 |
53 | 19 | 19.7427173939007 | -0.742717393900692 |
54 | 21 | 21.122707387365 | -0.122707387365001 |
55 | 16 | 19.451448951167 | -3.45144895116701 |
56 | 22 | 20.2652422288916 | 1.73475777110845 |
57 | 15 | 20.6274585758766 | -5.62745857587660 |
58 | 17 | 20.0514781848112 | -3.05147818481125 |
59 | 15 | 19.4616414784843 | -4.46164147848427 |
60 | 21 | 20.9560863396967 | 0.0439136603032818 |
61 | 19 | 18.5957097758687 | 0.404290224131271 |
62 | 24 | 17.9095833622307 | 6.09041663776927 |
63 | 17 | 25.0582685418496 | -8.05826854184958 |
64 | 23 | 24.3496094505398 | -1.34960945053977 |
65 | 24 | 21.7027660395424 | 2.29723396045756 |
66 | 14 | 21.8242042423637 | -7.82420424236368 |
67 | 22 | 24.3970992499823 | -2.39709924998229 |
68 | 16 | 20.2364592814665 | -4.23645928146655 |
69 | 19 | 22.4848756185153 | -3.48487561851526 |
70 | 25 | 21.8710781131803 | 3.12892188681974 |
71 | 24 | 22.7226440245256 | 1.27735597547442 |
72 | 26 | 22.728128798486 | 3.27187120151401 |
73 | 26 | 20.8877113536354 | 5.11228864636464 |
74 | 25 | 23.2952411005922 | 1.70475889940781 |
75 | 18 | 21.7356495948753 | -3.73564959487531 |
76 | 21 | 19.1937269322161 | 1.80627306778388 |
77 | 23 | 21.0996869452122 | 1.90031305478778 |
78 | 20 | 21.3709931692890 | -1.37099316928897 |
79 | 13 | 21.2876581748591 | -8.28765817485906 |
80 | 15 | 20.8523916219684 | -5.85239162196839 |
81 | 14 | 22.1949372353157 | -8.19493723531572 |
82 | 22 | 23.5474000683615 | -1.54740006836153 |
83 | 10 | 17.6176644540326 | -7.61766445403256 |
84 | 22 | 21.2315141449011 | 0.76848585509894 |
85 | 24 | 24.6695886050205 | -0.66958860502045 |
86 | 19 | 21.3851804796882 | -2.38518047968824 |
87 | 20 | 21.4013737208431 | -1.4013737208431 |
88 | 13 | 16.4567240674248 | -3.45672406742479 |
89 | 20 | 19.7358861527272 | 0.264113847272804 |
90 | 22 | 22.7596924810015 | -0.759692481001539 |
91 | 24 | 22.4823015396919 | 1.51769846030811 |
92 | 29 | 22.9851186978493 | 6.01488130215072 |
93 | 12 | 20.3529138235261 | -8.3529138235261 |
94 | 20 | 20.6443297946186 | -0.644329794618582 |
95 | 21 | 20.7335556733668 | 0.266444326633248 |
96 | 22 | 21.1962293704397 | 0.803770629560266 |
97 | 20 | 17.2811940171391 | 2.71880598286093 |
98 | 26 | 23.9438504001402 | 2.05614959985980 |
99 | 23 | 22.8816903216367 | 0.118309678363270 |
100 | 24 | 21.4332486458904 | 2.56675135410962 |
101 | 22 | 24.4677217023441 | -2.46772170234414 |
102 | 28 | 25.7440018334609 | 2.25599816653914 |
103 | 12 | 20.2579452096462 | -8.25794520964623 |
104 | 24 | 22.9129178082057 | 1.08708219179430 |
105 | 20 | 21.9003372203891 | -1.90033722038913 |
106 | 23 | 22.0455437928436 | 0.954456207156377 |
107 | 28 | 22.9922957183931 | 5.00770428160695 |
108 | 24 | 21.73374392775 | 2.26625607225001 |
109 | 23 | 23.4508688075582 | -0.450868807558179 |
110 | 29 | 25.3298095551439 | 3.6701904448561 |
111 | 26 | 27.4458698242759 | -1.44586982427592 |
112 | 22 | 26.2421505535834 | -4.24215055358339 |
113 | 22 | 23.3520839339131 | -1.35208393391308 |
114 | 23 | 26.6973691384142 | -3.69736913841416 |
115 | 30 | 24.1989550202522 | 5.80104497974778 |
116 | 17 | 19.9547041499017 | -2.95470414990172 |
117 | 23 | 25.4141210242680 | -2.41412102426805 |
118 | 25 | 23.3564999719722 | 1.64350002802778 |
119 | 24 | 28.3565265785553 | -4.35652657855528 |
120 | 24 | 26.1353513078034 | -2.13535130780339 |
121 | 24 | 23.0659754165434 | 0.934024583456574 |
122 | 20 | 22.1810291593008 | -2.18102915930081 |
123 | 22 | 24.4609687383918 | -2.46096873839178 |
124 | 28 | 24.9499347820965 | 3.05006521790352 |
125 | 25 | 24.1552398194878 | 0.844760180512194 |
126 | 24 | 24.6427298563 | -0.64272985630001 |
127 | 24 | 25.116406477499 | -1.11640647749899 |
128 | 23 | 23.5856818176043 | -0.585681817604278 |
129 | 30 | 27.9400988410546 | 2.05990115894542 |
130 | 24 | 22.7378431447460 | 1.26215685525402 |
131 | 21 | 25.4179998312895 | -4.41799983128947 |
132 | 25 | 23.9636713114004 | 1.03632868859956 |
133 | 25 | 24.4059351833501 | 0.594064816649902 |
134 | 29 | 24.5034642699887 | 4.49653573001132 |
135 | 22 | 22.3943218820612 | -0.394321882061161 |
136 | 27 | 23.7843816449727 | 3.21561835502728 |
137 | 24 | 22.5661765667738 | 1.43382343322619 |
138 | 29 | 25.1215967945279 | 3.87840320547214 |
139 | 21 | 21.7036494703175 | -0.703649470317532 |
140 | 24 | 21.4675569456575 | 2.53244305434253 |
141 | 23 | 22.782081067197 | 0.217918932803005 |
142 | 27 | 22.6742941043707 | 4.32570589562932 |
143 | 25 | 22.9406599877012 | 2.05934001229877 |
144 | 21 | 21.9767110135990 | -0.976711013599046 |
145 | 21 | 22.5444620134524 | -1.54446201345244 |
146 | 29 | 22.7671210588285 | 6.23287894117155 |
147 | 21 | 21.7811786394597 | -0.78117863945972 |
148 | 20 | 23.6697201209574 | -3.66972012095741 |
149 | 19 | 23.7622526184836 | -4.76225261848364 |
150 | 24 | 23.2870718149959 | 0.712928185004062 |
151 | 13 | 21.2180070139171 | -8.21800701391713 |
152 | 25 | 24.4336340428301 | 0.566365957169871 |
153 | 23 | 22.7093710619315 | 0.290628938068539 |
154 | 26 | 24.7341586607193 | 1.26584133928067 |
155 | 23 | 20.9529542215945 | 2.04704577840551 |
156 | 22 | 24.0007563060825 | -2.00075630608249 |
157 | 24 | 22.7519809885885 | 1.24801901141150 |
158 | 24 | 24.9855629546809 | -0.98556295468088 |
159 | 24 | 24.6157539109051 | -0.615753910905134 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.667360977907146 | 0.665278044185708 | 0.332639022092854 |
11 | 0.882627431680766 | 0.234745136638468 | 0.117372568319234 |
12 | 0.815044557601717 | 0.369910884796565 | 0.184955442398283 |
13 | 0.727910098935921 | 0.544179802128158 | 0.272089901064079 |
14 | 0.626495802972272 | 0.747008394055456 | 0.373504197027728 |
15 | 0.566120607327706 | 0.867758785344589 | 0.433879392672294 |
16 | 0.468126731255751 | 0.936253462511502 | 0.531873268744249 |
17 | 0.377975272594961 | 0.755950545189922 | 0.622024727405039 |
18 | 0.299028110839056 | 0.598056221678112 | 0.700971889160944 |
19 | 0.271105134785659 | 0.542210269571317 | 0.728894865214341 |
20 | 0.431190666832706 | 0.862381333665412 | 0.568809333167294 |
21 | 0.360421640856411 | 0.720843281712822 | 0.639578359143589 |
22 | 0.326641172473848 | 0.653282344947696 | 0.673358827526152 |
23 | 0.265063604966092 | 0.530127209932184 | 0.734936395033908 |
24 | 0.206708530991929 | 0.413417061983858 | 0.793291469008071 |
25 | 0.156525729705042 | 0.313051459410084 | 0.843474270294958 |
26 | 0.153477477917775 | 0.306954955835550 | 0.846522522082225 |
27 | 0.126313790409779 | 0.252627580819558 | 0.873686209590221 |
28 | 0.0984160414402037 | 0.196832082880407 | 0.901583958559796 |
29 | 0.215751534946184 | 0.431503069892368 | 0.784248465053816 |
30 | 0.318666475512378 | 0.637332951024757 | 0.681333524487622 |
31 | 0.495536956058978 | 0.991073912117957 | 0.504463043941022 |
32 | 0.497898525315504 | 0.995797050631009 | 0.502101474684496 |
33 | 0.518517133347139 | 0.962965733305723 | 0.481482866652861 |
34 | 0.580942027412914 | 0.838115945174173 | 0.419057972587086 |
35 | 0.529177257844229 | 0.941645484311543 | 0.470822742155771 |
36 | 0.486997888929162 | 0.973995777858324 | 0.513002111070838 |
37 | 0.432644324740772 | 0.865288649481543 | 0.567355675259228 |
38 | 0.419641226316025 | 0.83928245263205 | 0.580358773683975 |
39 | 0.375271539142877 | 0.750543078285755 | 0.624728460857123 |
40 | 0.346523539296928 | 0.693047078593856 | 0.653476460703072 |
41 | 0.297347717664609 | 0.594695435329218 | 0.702652282335391 |
42 | 0.267778229598947 | 0.535556459197894 | 0.732221770401053 |
43 | 0.228713482707738 | 0.457426965415475 | 0.771286517292262 |
44 | 0.233634688349059 | 0.467269376698119 | 0.76636531165094 |
45 | 0.339671111746255 | 0.679342223492509 | 0.660328888253745 |
46 | 0.303159338430546 | 0.606318676861092 | 0.696840661569454 |
47 | 0.259026682962303 | 0.518053365924606 | 0.740973317037697 |
48 | 0.232665655432323 | 0.465331310864647 | 0.767334344567677 |
49 | 0.213919044938378 | 0.427838089876756 | 0.786080955061622 |
50 | 0.188572284528821 | 0.377144569057641 | 0.81142771547118 |
51 | 0.168968786724960 | 0.337937573449921 | 0.83103121327504 |
52 | 0.142372588712727 | 0.284745177425454 | 0.857627411287273 |
53 | 0.121146741749319 | 0.242293483498638 | 0.878853258250681 |
54 | 0.102302319441870 | 0.204604638883741 | 0.89769768055813 |
55 | 0.115320557742797 | 0.230641115485594 | 0.884679442257203 |
56 | 0.0980011599096147 | 0.196002319819229 | 0.901998840090385 |
57 | 0.127353177724174 | 0.254706355448348 | 0.872646822275826 |
58 | 0.128305768646930 | 0.256611537293861 | 0.87169423135307 |
59 | 0.162400118738880 | 0.324800237477759 | 0.83759988126112 |
60 | 0.135709401881264 | 0.271418803762528 | 0.864290598118736 |
61 | 0.11169288256294 | 0.22338576512588 | 0.88830711743706 |
62 | 0.177569042447071 | 0.355138084894141 | 0.822430957552929 |
63 | 0.431362113798148 | 0.862724227596297 | 0.568637886201852 |
64 | 0.4136908285648 | 0.8273816571296 | 0.5863091714352 |
65 | 0.395768987237999 | 0.791537974475998 | 0.604231012762001 |
66 | 0.583616429767779 | 0.832767140464442 | 0.416383570232221 |
67 | 0.552716942208569 | 0.894566115582862 | 0.447283057791431 |
68 | 0.577128830183909 | 0.845742339632182 | 0.422871169816091 |
69 | 0.582257997223764 | 0.835484005552473 | 0.417742002776236 |
70 | 0.58808004329838 | 0.82383991340324 | 0.41191995670162 |
71 | 0.554701213408912 | 0.890597573182176 | 0.445298786591088 |
72 | 0.564398297379662 | 0.871203405240676 | 0.435601702620338 |
73 | 0.64387289026425 | 0.712254219471499 | 0.356127109735750 |
74 | 0.622393451479182 | 0.755213097041636 | 0.377606548520818 |
75 | 0.628417271135854 | 0.743165457728293 | 0.371582728864147 |
76 | 0.617139952997445 | 0.765720094005111 | 0.382860047002555 |
77 | 0.616204893379555 | 0.76759021324089 | 0.383795106620445 |
78 | 0.575971116458307 | 0.848057767083385 | 0.424028883541693 |
79 | 0.749701943966494 | 0.500596112067013 | 0.250298056033506 |
80 | 0.800046198560187 | 0.399907602879625 | 0.199953801439813 |
81 | 0.900356903362721 | 0.199286193274558 | 0.0996430966372788 |
82 | 0.88054685836132 | 0.238906283277361 | 0.119453141638680 |
83 | 0.956560139525645 | 0.0868797209487105 | 0.0434398604743553 |
84 | 0.945460084372517 | 0.109079831254966 | 0.0545399156274828 |
85 | 0.931538640822981 | 0.136922718354037 | 0.0684613591770187 |
86 | 0.921859036626176 | 0.156281926747648 | 0.0781409633738238 |
87 | 0.905400733608073 | 0.189198532783855 | 0.0945992663919274 |
88 | 0.901365128956814 | 0.197269742086373 | 0.0986348710431864 |
89 | 0.879937233121763 | 0.240125533756474 | 0.120062766878237 |
90 | 0.855409846610792 | 0.289180306778417 | 0.144590153389208 |
91 | 0.831863766007233 | 0.336272467985534 | 0.168136233992767 |
92 | 0.907245023647143 | 0.185509952705715 | 0.0927549763528573 |
93 | 0.964498432373311 | 0.0710031352533778 | 0.0355015676266889 |
94 | 0.956999923750577 | 0.0860001524988458 | 0.0430000762494229 |
95 | 0.944537595644048 | 0.110924808711904 | 0.0554624043559522 |
96 | 0.93073350918427 | 0.138532981631461 | 0.0692664908157305 |
97 | 0.918836296934597 | 0.162327406130807 | 0.0811637030654034 |
98 | 0.900337345768944 | 0.199325308462113 | 0.0996626542310564 |
99 | 0.878368090541405 | 0.24326381891719 | 0.121631909458595 |
100 | 0.859303872820741 | 0.281392254358518 | 0.140696127179259 |
101 | 0.854452943095928 | 0.291094113808145 | 0.145547056904072 |
102 | 0.845524027576096 | 0.308951944847807 | 0.154475972423904 |
103 | 0.956200949867877 | 0.0875981002642452 | 0.0437990501321226 |
104 | 0.94748296546564 | 0.105034069068718 | 0.0525170345343591 |
105 | 0.939879673827892 | 0.120240652344216 | 0.0601203261721082 |
106 | 0.923581764542929 | 0.152836470914143 | 0.0764182354570714 |
107 | 0.941992440087715 | 0.116015119824570 | 0.0580075599122851 |
108 | 0.932732207823616 | 0.134535584352768 | 0.0672677921763839 |
109 | 0.914014315222112 | 0.171971369555776 | 0.085985684777888 |
110 | 0.929442148601935 | 0.141115702796130 | 0.0705578513980652 |
111 | 0.912536997909618 | 0.174926004180765 | 0.0874630020903823 |
112 | 0.913570182130401 | 0.172859635739198 | 0.0864298178695991 |
113 | 0.899359527596499 | 0.201280944807002 | 0.100640472403501 |
114 | 0.900510722989115 | 0.198978554021770 | 0.0994892770108849 |
115 | 0.941424690781391 | 0.117150618437217 | 0.0585753092186086 |
116 | 0.93973431901922 | 0.120531361961561 | 0.0602656809807805 |
117 | 0.930168101127397 | 0.139663797745206 | 0.0698318988726032 |
118 | 0.91158937849851 | 0.176821243002982 | 0.0884106215014908 |
119 | 0.922830225556402 | 0.154339548887196 | 0.077169774443598 |
120 | 0.921901636390081 | 0.156196727219838 | 0.0780983636099188 |
121 | 0.901138355428982 | 0.197723289142036 | 0.0988616445710179 |
122 | 0.901683378869523 | 0.196633242260954 | 0.0983166211304771 |
123 | 0.88225869716127 | 0.235482605677460 | 0.117741302838730 |
124 | 0.905739701003877 | 0.188520597992246 | 0.0942602989961232 |
125 | 0.877315623056737 | 0.245368753886525 | 0.122684376943263 |
126 | 0.84192353840785 | 0.316152923184301 | 0.158076461592151 |
127 | 0.830916755824925 | 0.338166488350149 | 0.169083244175075 |
128 | 0.78811733701752 | 0.423765325964960 | 0.211882662982480 |
129 | 0.78862974384603 | 0.422740512307939 | 0.211370256153970 |
130 | 0.778214521341099 | 0.443570957317801 | 0.221785478658901 |
131 | 0.806559869088251 | 0.386880261823497 | 0.193440130911749 |
132 | 0.756360700760065 | 0.48727859847987 | 0.243639299239935 |
133 | 0.699979767905974 | 0.600040464188052 | 0.300020232094026 |
134 | 0.714064011611768 | 0.571871976776464 | 0.285935988388232 |
135 | 0.653405300873577 | 0.693189398252845 | 0.346594699126423 |
136 | 0.741057455635575 | 0.517885088728851 | 0.258942544364425 |
137 | 0.693751057306632 | 0.612497885386737 | 0.306248942693368 |
138 | 0.653596279610249 | 0.692807440779502 | 0.346403720389751 |
139 | 0.57374322181139 | 0.85251355637722 | 0.42625677818861 |
140 | 0.525379793488492 | 0.949240413023017 | 0.474620206511508 |
141 | 0.471089704345162 | 0.942179408690325 | 0.528910295654838 |
142 | 0.465104023158177 | 0.930208046316355 | 0.534895976841823 |
143 | 0.402927838183914 | 0.805855676367828 | 0.597072161816086 |
144 | 0.312501176014207 | 0.625002352028414 | 0.687498823985793 |
145 | 0.228604961793762 | 0.457209923587524 | 0.771395038206238 |
146 | 0.382010303173662 | 0.764020606347323 | 0.617989696826338 |
147 | 0.269470504443929 | 0.538941008887859 | 0.73052949555607 |
148 | 0.330640092450667 | 0.661280184901334 | 0.669359907549333 |
149 | 0.425543663816575 | 0.85108732763315 | 0.574456336183425 |
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 | 4 | 0.0285714285714286 | OK |