Multiple Linear Regression - Estimated Regression Equation |
Learning[t] = + 12.3537171110201 + 0.0061848539683367Concern[t] -0.277968257641376Doubts[t] + 0.107111545991711Expectations[t] + 0.0278119768219914Standards[t] + 0.156915805748762Organization[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) | 12.3537171110201 | 1.434908 | 8.6094 | 0 | 0 |
Concern | 0.0061848539683367 | 0.037642 | 0.1643 | 0.86972 | 0.43486 |
Doubts | -0.277968257641376 | 0.06854 | -4.0556 | 8.2e-05 | 4.1e-05 |
Expectations | 0.107111545991711 | 0.054197 | 1.9764 | 0.050026 | 0.025013 |
Standards | 0.0278119768219914 | 0.048586 | 0.5724 | 0.567929 | 0.283964 |
Organization | 0.156915805748762 | 0.048636 | 3.2263 | 0.001552 | 0.000776 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.455153141765681 |
R-squared | 0.20716438245917 |
Adjusted R-squared | 0.179635367961225 |
F-TEST (value) | 7.52531052190885 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 144 |
p-value | 2.64790903370393e-06 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.05867599198798 |
Sum Squared Residuals | 610.293144958229 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 13 | 16.237676749569 | -3.23767674956899 |
2 | 16 | 16.0436518200102 | -0.0436518200102288 |
3 | 19 | 15.3051058498086 | 3.69489415019138 |
4 | 15 | 13.8346865519938 | 1.1653134480062 |
5 | 14 | 14.4991527236661 | -0.499152723666114 |
6 | 13 | 15.11990077253 | -2.11990077253001 |
7 | 19 | 15.015912139308 | 3.98408786069198 |
8 | 15 | 15.9552780263987 | -0.955278026398673 |
9 | 14 | 15.7919941762064 | -1.79199417620643 |
10 | 15 | 14.5403008384594 | 0.459699161540607 |
11 | 16 | 14.7091720611112 | 1.29082793888877 |
12 | 16 | 14.508158333997 | 1.49184166600298 |
13 | 16 | 14.5361233983854 | 1.46387660161461 |
14 | 17 | 17.3692008128715 | -0.369200812871485 |
15 | 15 | 12.2200792548616 | 2.7799207451384 |
16 | 15 | 15.9784052913679 | -0.97840529136786 |
17 | 20 | 16.9849016812223 | 3.01509831877772 |
18 | 18 | 16.8464994844386 | 1.1535005155614 |
19 | 16 | 17.1375388881396 | -1.13753888813958 |
20 | 16 | 14.3613122950457 | 1.63868770495427 |
21 | 19 | 14.5048314008867 | 4.49516859911328 |
22 | 16 | 14.4779449011594 | 1.52205509884059 |
23 | 17 | 16.0001156668081 | 0.999884333191923 |
24 | 17 | 15.0091394329932 | 1.99086056700677 |
25 | 16 | 14.6588892857774 | 1.34111071422255 |
26 | 15 | 13.1458324766417 | 1.85416752335834 |
27 | 14 | 15.6687417210632 | -1.6687417210632 |
28 | 15 | 16.1315563710884 | -1.13155637108838 |
29 | 12 | 14.6763499444261 | -2.67634994442608 |
30 | 14 | 14.8530961849425 | -0.85309618494249 |
31 | 16 | 15.1266339770549 | 0.873366022945099 |
32 | 14 | 15.5986995668105 | -1.59869956681046 |
33 | 7 | 14.1418162827441 | -7.14181628274409 |
34 | 10 | 13.0082437267695 | -3.00824372676953 |
35 | 14 | 14.3380319425102 | -0.338031942510166 |
36 | 16 | 16.5280764979524 | -0.528076497952433 |
37 | 16 | 14.2470312027612 | 1.75296879723879 |
38 | 16 | 13.565054146457 | 2.43494585354299 |
39 | 14 | 15.34309680436 | -1.34309680435999 |
40 | 20 | 18.0673014531094 | 1.93269854689056 |
41 | 14 | 14.8736687804919 | -0.873668780491858 |
42 | 14 | 15.108129766971 | -1.10812976697097 |
43 | 11 | 14.3520151480577 | -3.3520151480577 |
44 | 15 | 15.7685729328424 | -0.768572932842354 |
45 | 16 | 15.5705224299071 | 0.429477570092938 |
46 | 14 | 15.1010220034835 | -1.10102200348353 |
47 | 16 | 14.2527798407994 | 1.74722015920055 |
48 | 14 | 15.0433101812154 | -1.04331018121537 |
49 | 12 | 15.4081204104562 | -3.40812041045617 |
50 | 16 | 14.9288894189712 | 1.07111058102877 |
51 | 9 | 13.673328209816 | -4.67332820981603 |
52 | 14 | 14.2750540312293 | -0.275054031229348 |
53 | 16 | 15.5968727758157 | 0.403127224184315 |
54 | 16 | 14.9765225575175 | 1.02347744248246 |
55 | 15 | 15.0507010730665 | -0.0507010730665349 |
56 | 16 | 14.6960682445673 | 1.30393175543272 |
57 | 12 | 13.4138868529087 | -1.41388685290866 |
58 | 16 | 16.4524072391691 | -0.452407239169051 |
59 | 16 | 16.1207526067982 | -0.12075260679821 |
60 | 14 | 16.3828093530209 | -2.38280935302086 |
61 | 16 | 12.4482077844049 | 3.55179221559515 |
62 | 17 | 16.0090764099168 | 0.990923590083235 |
63 | 18 | 14.5845673118244 | 3.41543268817564 |
64 | 18 | 15.396959538259 | 2.60304046174096 |
65 | 12 | 14.4904952319956 | -2.49049523199564 |
66 | 16 | 15.8328664490569 | 0.167133550943142 |
67 | 10 | 14.3182316106513 | -4.31823161065129 |
68 | 14 | 12.5632518673365 | 1.43674813266347 |
69 | 18 | 15.3445478155233 | 2.65545218447667 |
70 | 18 | 16.2374444281417 | 1.76255557185832 |
71 | 16 | 15.5298333475318 | 0.470166652468223 |
72 | 16 | 15.4941531841508 | 0.505846815849227 |
73 | 16 | 14.7267817886006 | 1.27321821139936 |
74 | 13 | 14.695053449334 | -1.69505344933404 |
75 | 16 | 15.0296604558526 | 0.970339544147362 |
76 | 16 | 14.7682325149164 | 1.23176748508362 |
77 | 20 | 15.9685202920334 | 4.03147970796663 |
78 | 16 | 15.2578667533836 | 0.742133246616405 |
79 | 15 | 12.6781168976852 | 2.32188310231477 |
80 | 15 | 15.3452887554362 | -0.345288755436168 |
81 | 16 | 15.84878601265 | 0.151213987349972 |
82 | 14 | 14.1044637626414 | -0.10446376264139 |
83 | 15 | 13.2278422445353 | 1.77215775546466 |
84 | 12 | 14.8664806881124 | -2.8664806881124 |
85 | 17 | 16.0140744788799 | 0.985925521120118 |
86 | 16 | 15.2161849265094 | 0.783815073490602 |
87 | 15 | 12.9992695660541 | 2.0007304339459 |
88 | 13 | 14.4158407684455 | -1.4158407684455 |
89 | 16 | 15.9752929983482 | 0.0247070016518326 |
90 | 16 | 15.3006055492998 | 0.699394450700157 |
91 | 16 | 16.2412567081343 | -0.241256708134275 |
92 | 16 | 15.8777713568705 | 0.122228643129508 |
93 | 14 | 15.6097101492979 | -1.60971014929793 |
94 | 16 | 14.226652417437 | 1.77334758256299 |
95 | 16 | 15.2184260085378 | 0.781573991462233 |
96 | 20 | 16.4287316236433 | 3.57126837635668 |
97 | 15 | 15.5416876056774 | -0.54168760567739 |
98 | 16 | 14.1305514539328 | 1.86944854606722 |
99 | 13 | 14.3489714691489 | -1.34897146914894 |
100 | 17 | 15.9329522632788 | 1.06704773672119 |
101 | 16 | 14.2862281951954 | 1.7137718048046 |
102 | 12 | 13.3344846738315 | -1.33448467383146 |
103 | 16 | 15.0669541168445 | 0.933045883155495 |
104 | 16 | 15.3749042516497 | 0.625095748350275 |
105 | 17 | 15.5413292769015 | 1.45867072309846 |
106 | 13 | 13.1969179746937 | -0.196917974693656 |
107 | 12 | 15.8841708509294 | -3.88417085092944 |
108 | 18 | 15.8548587319919 | 2.14514126800808 |
109 | 14 | 13.7807154719128 | 0.219284528087229 |
110 | 14 | 14.5468809554179 | -0.546880955417902 |
111 | 13 | 13.8035393596059 | -0.803539359605925 |
112 | 16 | 15.4601551324916 | 0.539844867508437 |
113 | 13 | 12.6215505513634 | 0.378449448636596 |
114 | 16 | 15.367797834869 | 0.632202165131008 |
115 | 13 | 14.8762945057604 | -1.87629450576037 |
116 | 16 | 15.8704829704835 | 0.129517029516503 |
117 | 15 | 14.782731170255 | 0.217268829745022 |
118 | 16 | 15.4043203272014 | 0.595679672798566 |
119 | 15 | 14.9516011720379 | 0.0483988279620662 |
120 | 17 | 15.6717021473854 | 1.32829785261461 |
121 | 15 | 15.8851225166506 | -0.885122516650605 |
122 | 12 | 13.6514492823763 | -1.6514492823763 |
123 | 16 | 14.4408949925792 | 1.55910500742083 |
124 | 10 | 14.2264598280807 | -4.22645982808073 |
125 | 16 | 14.3244427790839 | 1.67555722091608 |
126 | 14 | 14.7449208386032 | -0.744920838603168 |
127 | 15 | 16.4749559248351 | -1.4749559248351 |
128 | 13 | 14.5210053366415 | -1.52100533664155 |
129 | 15 | 15.4337746836742 | -0.433774683674172 |
130 | 11 | 13.7744896650045 | -2.7744896650045 |
131 | 12 | 14.2703404373367 | -2.27034043733666 |
132 | 8 | 14.6012988711791 | -6.60129887117906 |
133 | 16 | 16.2835266176361 | -0.283526617636069 |
134 | 15 | 14.8894380543754 | 0.110561945624628 |
135 | 17 | 15.3197770758723 | 1.68022292412767 |
136 | 16 | 15.4619518205776 | 0.538048179422432 |
137 | 10 | 15.0690118825599 | -5.06901188255991 |
138 | 18 | 13.8990484520381 | 4.1009515479619 |
139 | 13 | 13.9545025069759 | -0.954502506975867 |
140 | 15 | 14.3165551093662 | 0.683444890633833 |
141 | 16 | 14.6588892857774 | 1.34111071422255 |
142 | 16 | 15.0253844245968 | 0.974615575403246 |
143 | 14 | 13.4643186970832 | 0.535681302916778 |
144 | 10 | 13.1271356772014 | -3.12713567720144 |
145 | 17 | 16.0140744788799 | 0.985925521120118 |
146 | 13 | 14.4004669878333 | -1.40046698783329 |
147 | 15 | 15.8851225166506 | -0.885122516650605 |
148 | 16 | 15.9714096625069 | 0.0285903374931292 |
149 | 12 | 15.3026117423253 | -3.30261174232529 |
150 | 13 | 13.5543242505955 | -0.554324250595498 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.542937923805889 | 0.914124152388222 | 0.457062076194111 |
10 | 0.878242484064457 | 0.243515031871086 | 0.121757515935543 |
11 | 0.805471577314012 | 0.389056845371977 | 0.194528422685989 |
12 | 0.713622598297131 | 0.572754803405738 | 0.286377401702869 |
13 | 0.623316918361144 | 0.753366163277711 | 0.376683081638856 |
14 | 0.552760488360424 | 0.894479023279151 | 0.447239511639576 |
15 | 0.504913599239875 | 0.99017280152025 | 0.495086400760125 |
16 | 0.428671042182649 | 0.857342084365298 | 0.571328957817351 |
17 | 0.501123441348738 | 0.997753117302523 | 0.498876558651262 |
18 | 0.421571652688251 | 0.843143305376503 | 0.578428347311749 |
19 | 0.350804434195236 | 0.701608868390472 | 0.649195565804764 |
20 | 0.289081488759066 | 0.578162977518133 | 0.710918511240934 |
21 | 0.481059739783455 | 0.96211947956691 | 0.518940260216545 |
22 | 0.432152894650588 | 0.864305789301175 | 0.567847105349412 |
23 | 0.375237660525749 | 0.750475321051497 | 0.624762339474251 |
24 | 0.317079470267044 | 0.634158940534088 | 0.682920529732956 |
25 | 0.260141747067839 | 0.520283494135678 | 0.739858252932161 |
26 | 0.2298577607525 | 0.459715521505001 | 0.7701422392475 |
27 | 0.185466920342036 | 0.370933840684072 | 0.814533079657964 |
28 | 0.254791735149358 | 0.509583470298716 | 0.745208264850642 |
29 | 0.335602146563614 | 0.671204293127228 | 0.664397853436386 |
30 | 0.289502817254976 | 0.579005634509952 | 0.710497182745024 |
31 | 0.250485393038421 | 0.500970786076841 | 0.74951460696158 |
32 | 0.214109802020969 | 0.428219604041938 | 0.78589019797903 |
33 | 0.909426185018366 | 0.181147629963269 | 0.0905738149816343 |
34 | 0.94419770025212 | 0.111604599495761 | 0.0558022997478807 |
35 | 0.926292924036293 | 0.147414151927415 | 0.0737070759637074 |
36 | 0.911064457825953 | 0.177871084348094 | 0.0889355421740472 |
37 | 0.89884047458533 | 0.202319050829339 | 0.10115952541467 |
38 | 0.891769084973123 | 0.216461830053754 | 0.108230915026877 |
39 | 0.872404243577225 | 0.25519151284555 | 0.127595756422775 |
40 | 0.895122020853726 | 0.209755958292547 | 0.104877979146274 |
41 | 0.872393088615957 | 0.255213822768086 | 0.127606911384043 |
42 | 0.856689438027999 | 0.286621123944002 | 0.143310561972001 |
43 | 0.915086612230865 | 0.16982677553827 | 0.0849133877691349 |
44 | 0.898829687261274 | 0.202340625477452 | 0.101170312738726 |
45 | 0.874888080978087 | 0.250223838043826 | 0.125111919021913 |
46 | 0.85105448607621 | 0.297891027847578 | 0.148945513923789 |
47 | 0.83291377608919 | 0.334172447821619 | 0.16708622391081 |
48 | 0.805989276927003 | 0.388021446145993 | 0.194010723072997 |
49 | 0.853638196167488 | 0.292723607665024 | 0.146361803832512 |
50 | 0.830447320887573 | 0.339105358224853 | 0.169552679112427 |
51 | 0.92172223048686 | 0.156555539026282 | 0.0782777695131409 |
52 | 0.902644030594762 | 0.194711938810476 | 0.097355969405238 |
53 | 0.884067766349561 | 0.231864467300878 | 0.115932233650439 |
54 | 0.86865281892337 | 0.26269436215326 | 0.13134718107663 |
55 | 0.841153212445802 | 0.317693575108395 | 0.158846787554198 |
56 | 0.830085636673044 | 0.339828726653913 | 0.169914363326956 |
57 | 0.811426693444093 | 0.377146613111813 | 0.188573306555907 |
58 | 0.777313479235043 | 0.445373041529913 | 0.222686520764957 |
59 | 0.738897720550812 | 0.522204558898377 | 0.261102279449188 |
60 | 0.740863706078396 | 0.518272587843208 | 0.259136293921604 |
61 | 0.802734603796781 | 0.394530792406438 | 0.197265396203219 |
62 | 0.780064123757039 | 0.439871752485922 | 0.219935876242961 |
63 | 0.835373364767057 | 0.329253270465886 | 0.164626635232943 |
64 | 0.858263078183253 | 0.283473843633493 | 0.141736921816747 |
65 | 0.872054031203344 | 0.255891937593313 | 0.127945968796656 |
66 | 0.845918405301685 | 0.308163189396629 | 0.154081594698315 |
67 | 0.92110275898926 | 0.157794482021481 | 0.0788972410107406 |
68 | 0.909780132539447 | 0.180439734921107 | 0.0902198674605535 |
69 | 0.928537110338736 | 0.142925779322527 | 0.0714628896612637 |
70 | 0.927351289838899 | 0.145297420322202 | 0.072648710161101 |
71 | 0.910099056949653 | 0.179801886100694 | 0.0899009430503471 |
72 | 0.890314524022223 | 0.219370951955555 | 0.109685475977777 |
73 | 0.877287961680415 | 0.245424076639169 | 0.122712038319585 |
74 | 0.867980332025085 | 0.264039335949829 | 0.132019667974915 |
75 | 0.847109406507455 | 0.30578118698509 | 0.152890593492545 |
76 | 0.827694549462457 | 0.344610901075087 | 0.172305450537543 |
77 | 0.901637754542174 | 0.196724490915651 | 0.0983622454578256 |
78 | 0.882273269674707 | 0.235453460650586 | 0.117726730325293 |
79 | 0.888970330969545 | 0.222059338060911 | 0.111029669030455 |
80 | 0.864741677646265 | 0.270516644707471 | 0.135258322353735 |
81 | 0.836751778304778 | 0.326496443390443 | 0.163248221695222 |
82 | 0.809133582140433 | 0.381732835719134 | 0.190866417859567 |
83 | 0.809290431525817 | 0.381419136948366 | 0.190709568474183 |
84 | 0.839015156593465 | 0.321969686813071 | 0.160984843406535 |
85 | 0.814682122123909 | 0.370635755752183 | 0.185317877876091 |
86 | 0.785879499832503 | 0.428241000334994 | 0.214120500167497 |
87 | 0.790846892207134 | 0.418306215585733 | 0.209153107792866 |
88 | 0.770998334377145 | 0.45800333124571 | 0.229001665622855 |
89 | 0.731964366161471 | 0.536071267677058 | 0.268035633838529 |
90 | 0.695825801706555 | 0.608348396586891 | 0.304174198293445 |
91 | 0.652700145916509 | 0.694599708166983 | 0.347299854083491 |
92 | 0.606352113918735 | 0.78729577216253 | 0.393647886081265 |
93 | 0.591266815450365 | 0.81746636909927 | 0.408733184549635 |
94 | 0.603500771745819 | 0.792998456508362 | 0.396499228254181 |
95 | 0.567386517700287 | 0.865226964599426 | 0.432613482299713 |
96 | 0.659728219451359 | 0.680543561097282 | 0.340271780548641 |
97 | 0.613282943477555 | 0.773434113044889 | 0.386717056522445 |
98 | 0.633368925368596 | 0.733262149262809 | 0.366631074631404 |
99 | 0.601756103401759 | 0.796487793196483 | 0.398243896598241 |
100 | 0.574888403900847 | 0.850223192198306 | 0.425111596099153 |
101 | 0.595235696164164 | 0.809528607671673 | 0.404764303835836 |
102 | 0.560927723980292 | 0.878144552039416 | 0.439072276019708 |
103 | 0.524434901778949 | 0.951130196442102 | 0.475565098221051 |
104 | 0.502367623942266 | 0.995264752115468 | 0.497632376057734 |
105 | 0.509942902664223 | 0.980114194671554 | 0.490057097335777 |
106 | 0.457759600355051 | 0.915519200710101 | 0.542240399644949 |
107 | 0.598110377803215 | 0.80377924439357 | 0.401889622196785 |
108 | 0.609947582109585 | 0.78010483578083 | 0.390052417890415 |
109 | 0.61273970534223 | 0.77452058931554 | 0.38726029465777 |
110 | 0.562745612606525 | 0.87450877478695 | 0.437254387393475 |
111 | 0.509686695587908 | 0.980626608824185 | 0.490313304412092 |
112 | 0.457585795175883 | 0.915171590351766 | 0.542414204824117 |
113 | 0.429721444199351 | 0.859442888398701 | 0.570278555800649 |
114 | 0.391684839501555 | 0.78336967900311 | 0.608315160498445 |
115 | 0.375124202346405 | 0.75024840469281 | 0.624875797653595 |
116 | 0.320362498211981 | 0.640724996423962 | 0.679637501788019 |
117 | 0.29360363404872 | 0.587207268097441 | 0.70639636595128 |
118 | 0.296591452479692 | 0.593182904959384 | 0.703408547520308 |
119 | 0.245727890925742 | 0.491455781851484 | 0.754272109074258 |
120 | 0.21531342346389 | 0.43062684692778 | 0.78468657653611 |
121 | 0.179592184155114 | 0.359184368310228 | 0.820407815844886 |
122 | 0.164129007226705 | 0.32825801445341 | 0.835870992773295 |
123 | 0.155755616796569 | 0.311511233593138 | 0.844244383203431 |
124 | 0.207757779101591 | 0.415515558203182 | 0.792242220898409 |
125 | 0.16960563341694 | 0.33921126683388 | 0.83039436658306 |
126 | 0.133229688815761 | 0.266459377631521 | 0.86677031118424 |
127 | 0.10260941026088 | 0.205218820521759 | 0.89739058973912 |
128 | 0.0791126415369807 | 0.158225283073961 | 0.920887358463019 |
129 | 0.0578319745875705 | 0.115663949175141 | 0.94216802541243 |
130 | 0.0486812666505442 | 0.0973625333010885 | 0.951318733349456 |
131 | 0.0371988114039727 | 0.0743976228079453 | 0.962801188596027 |
132 | 0.241994223126728 | 0.483988446253455 | 0.758005776873272 |
133 | 0.180504696332892 | 0.361009392665783 | 0.819495303667108 |
134 | 0.131222507673446 | 0.262445015346892 | 0.868777492326554 |
135 | 0.137096213245877 | 0.274192426491755 | 0.862903786754123 |
136 | 0.100014035517835 | 0.20002807103567 | 0.899985964482165 |
137 | 0.444485793800294 | 0.888971587600589 | 0.555514206199705 |
138 | 0.694165943625938 | 0.611668112748124 | 0.305834056374062 |
139 | 0.576879323753421 | 0.846241352493157 | 0.423120676246579 |
140 | 0.461809008842616 | 0.923618017685232 | 0.538190991157384 |
141 | 0.333076697503629 | 0.666153395007259 | 0.66692330249637 |
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 | 2 | 0.0150375939849624 | OK |