Multiple Linear Regression - Estimated Regression Equation |
Learning[t] = + 13.1917916230188 + 0.00507035408271898Concern[t] -0.278495426258174Doubts[t] + 0.102339576505264Expectations[t] + 0.0218241062211261Standards[t] + 0.149071998317463Organization[t] -0.00581208015894894t + 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) | 13.1917916230188 | 1.538649 | 8.5736 | 0 | 0 |
Concern | 0.00507035408271898 | 0.037499 | 0.1352 | 0.892634 | 0.446317 |
Doubts | -0.278495426258174 | 0.068266 | -4.0796 | 7.5e-05 | 3.7e-05 |
Expectations | 0.102339576505264 | 0.054077 | 1.8925 | 0.060448 | 0.030224 |
Standards | 0.0218241062211261 | 0.048563 | 0.4494 | 0.653824 | 0.326912 |
Organization | 0.149071998317463 | 0.048734 | 3.0589 | 0.002653 | 0.001327 |
t | -0.00581208015894894 | 0.003953 | -1.4702 | 0.143708 | 0.071854 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.467941938785642 |
R-squared | 0.218969658074466 |
Adjusted R-squared | 0.186199154217451 |
F-TEST (value) | 6.6819130712752 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 143 |
p-value | 2.98374156970649e-06 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.05042365740092 |
Sum Squared Residuals | 601.205916000599 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 13 | 16.6188461737307 | -3.6188461737307 |
2 | 16 | 16.433539970758 | -0.433539970757996 |
3 | 19 | 15.7522980358974 | 3.24770196410265 |
4 | 15 | 14.2716739496675 | 0.72832605033253 |
5 | 14 | 14.9916988963256 | -0.991698896325595 |
6 | 13 | 15.5607953284484 | -2.56079532844845 |
7 | 19 | 15.3777940064387 | 3.62220599356127 |
8 | 15 | 16.2923341433693 | -1.29233414336929 |
9 | 14 | 16.1515845429881 | -2.15158454298806 |
10 | 15 | 14.8760024774379 | 0.123997522562093 |
11 | 16 | 15.0510766677365 | 0.94892333226353 |
12 | 16 | 14.8979243869056 | 1.10207561309442 |
13 | 16 | 14.8643729584423 | 1.13562704155769 |
14 | 17 | 17.6469419078106 | -0.646941907810596 |
15 | 15 | 12.5912132112229 | 2.40878678877711 |
16 | 15 | 16.2937550286648 | -1.29375502866482 |
17 | 20 | 17.1885874362399 | 2.81141256376011 |
18 | 18 | 17.0934936735179 | 0.906506326482109 |
19 | 16 | 17.3157040045319 | -1.31570400453186 |
20 | 16 | 14.6899350948281 | 1.31006490517191 |
21 | 19 | 14.8236827552756 | 4.17631724472436 |
22 | 16 | 14.7220249899223 | 1.27797501007769 |
23 | 17 | 16.1879171685154 | 0.812082831484633 |
24 | 17 | 15.2864230377611 | 1.71357696223893 |
25 | 16 | 14.966368989074 | 1.03363101092601 |
26 | 15 | 13.5166555006161 | 1.48334449938387 |
27 | 14 | 15.9576845305297 | -1.95768453052971 |
28 | 15 | 16.3465243130601 | -1.34652431306008 |
29 | 12 | 14.9445589498498 | -2.94455894984981 |
30 | 14 | 15.1441621067236 | -1.1441621067236 |
31 | 16 | 15.4095134098322 | 0.590486590167794 |
32 | 14 | 15.8547217034238 | -1.85472170342379 |
33 | 7 | 14.3910419308745 | -7.39104193087447 |
34 | 10 | 13.2614635688658 | -3.26146356886583 |
35 | 14 | 14.6043998204022 | -0.60439982040218 |
36 | 16 | 16.7754676568077 | -0.775467656807679 |
37 | 16 | 14.4470204543235 | 1.55297954567652 |
38 | 16 | 13.8441411048174 | 2.15585889518264 |
39 | 14 | 15.5295400375299 | -1.52954003752993 |
40 | 20 | 18.2045314290592 | 1.79546857094084 |
41 | 14 | 15.0279400332493 | -1.02794003324931 |
42 | 14 | 15.2539771105999 | -1.25397711059986 |
43 | 11 | 14.5476592328971 | -3.54765923289707 |
44 | 15 | 15.9316846998921 | -0.93168469989212 |
45 | 16 | 15.7491859916837 | 0.250814008316335 |
46 | 14 | 15.2603672428834 | -1.26036724288341 |
47 | 16 | 14.4000360745228 | 1.59996392547725 |
48 | 14 | 15.2402515274475 | -1.2402515274475 |
49 | 12 | 15.547054913684 | -3.54705491368401 |
50 | 16 | 15.0198308960276 | 0.980169103972404 |
51 | 9 | 13.9636042445511 | -4.96360424455107 |
52 | 14 | 14.485945603947 | -0.485945603946969 |
53 | 16 | 15.7418988843152 | 0.258101115684824 |
54 | 16 | 15.1603787057035 | 0.839621294296542 |
55 | 15 | 15.2134259002349 | -0.213425900234918 |
56 | 16 | 14.8489602252927 | 1.15103977470734 |
57 | 12 | 13.5419603216229 | -1.54196032162286 |
58 | 16 | 16.5257657424622 | -0.525765742462179 |
59 | 16 | 16.176343502517 | -0.176343502517003 |
60 | 14 | 16.3951085305603 | -2.39510853056028 |
61 | 16 | 12.6004479962679 | 3.39955200373214 |
62 | 17 | 15.9847966636491 | 1.01520333635086 |
63 | 18 | 14.7078404748236 | 3.29215952517635 |
64 | 18 | 15.4226482646647 | 2.57735173533533 |
65 | 12 | 14.5023541910462 | -2.50235419104622 |
66 | 16 | 15.8665849409177 | 0.133415059082348 |
67 | 10 | 14.3924286389481 | -4.3924286389481 |
68 | 14 | 12.7112276902394 | 1.28877230976062 |
69 | 18 | 15.4161695346175 | 2.58383046538255 |
70 | 18 | 16.2668456023684 | 1.73315439763157 |
71 | 16 | 15.5325781083834 | 0.46742189161659 |
72 | 16 | 15.4879126256698 | 0.512087374330196 |
73 | 16 | 14.7250400708633 | 1.27495992913671 |
74 | 13 | 14.6772848128695 | -1.67728481286954 |
75 | 16 | 15.0606743409731 | 0.939325659026948 |
76 | 16 | 14.7732011509984 | 1.22679884900157 |
77 | 20 | 15.9431248688009 | 4.05687513119906 |
78 | 16 | 15.2376733072732 | 0.762326692726783 |
79 | 15 | 12.8109606543201 | 2.18903934567988 |
80 | 15 | 15.2901684502364 | -0.290168450236375 |
81 | 16 | 15.7942574990226 | 0.205742500977424 |
82 | 14 | 14.0343154660725 | -0.0343154660724661 |
83 | 15 | 13.2233972099907 | 1.77660279000925 |
84 | 12 | 14.9075084558678 | -2.90750845586783 |
85 | 17 | 15.95269709246 | 1.04730290753996 |
86 | 16 | 15.1280480771863 | 0.871951922813655 |
87 | 15 | 13.0441233469337 | 1.95587665306625 |
88 | 13 | 14.3138981661038 | -1.31389816610381 |
89 | 16 | 15.8659455128691 | 0.134054487130918 |
90 | 16 | 15.2069714224284 | 0.793028577571585 |
91 | 16 | 16.1308306340966 | -0.130830634096586 |
92 | 16 | 15.7698914529362 | 0.23010854706376 |
93 | 14 | 15.5511003966015 | -1.55110039660146 |
94 | 16 | 14.0704389152734 | 1.92956108472664 |
95 | 16 | 15.0448349275519 | 0.95516507244812 |
96 | 20 | 16.2680394385802 | 3.73196056141977 |
97 | 15 | 15.3971403052019 | -0.397140305201947 |
98 | 16 | 13.9957666010059 | 2.00423339899415 |
99 | 13 | 14.2975629042617 | -1.29756290426171 |
100 | 17 | 15.7656094215713 | 1.23439057842874 |
101 | 16 | 14.0703127913228 | 1.92968720867717 |
102 | 12 | 13.2268880271215 | -1.22688802712149 |
103 | 16 | 14.9164048446782 | 1.08359515532182 |
104 | 16 | 15.1404128163076 | 0.859587183692447 |
105 | 17 | 15.3499887707194 | 1.65001122928063 |
106 | 13 | 13.0643675959213 | -0.064367595921327 |
107 | 12 | 15.7061858506417 | -3.70618585064166 |
108 | 18 | 15.6473858898329 | 2.35261411016713 |
109 | 14 | 13.5421025031089 | 0.457897496891092 |
110 | 14 | 14.3383780014259 | -0.338378001425947 |
111 | 13 | 13.641649460122 | -0.641649460122025 |
112 | 16 | 15.2750991868165 | 0.724900813183524 |
113 | 13 | 12.4956745715902 | 0.504325428409848 |
114 | 16 | 15.1191819234747 | 0.880818076525294 |
115 | 13 | 14.6838321886214 | -1.68383218862135 |
116 | 16 | 15.6399320422475 | 0.360067957752462 |
117 | 15 | 14.5191263454622 | 0.48087365453776 |
118 | 16 | 15.0922962476339 | 0.907703752366064 |
119 | 15 | 14.7349526834103 | 0.26504731658967 |
120 | 17 | 15.4236879666569 | 1.5763120333431 |
121 | 15 | 15.6132150879246 | -0.613215087924564 |
122 | 12 | 13.474489808847 | -1.47448980884695 |
123 | 16 | 14.2153036955599 | 1.78469630444011 |
124 | 10 | 13.9470944444123 | -3.9470944444123 |
125 | 16 | 14.176633965939 | 1.82336603406102 |
126 | 14 | 14.5004486764702 | -0.500448676470243 |
127 | 15 | 16.0995257007937 | -1.09952570079375 |
128 | 13 | 14.2370341590664 | -1.23703415906641 |
129 | 15 | 15.1067256678637 | -0.106725667863693 |
130 | 11 | 13.4595577191945 | -2.45955771919452 |
131 | 12 | 13.97596184158 | -1.97596184157998 |
132 | 8 | 14.245371870554 | -6.24537187055398 |
133 | 16 | 15.940786561813 | 0.0592134381870081 |
134 | 15 | 14.5159604751947 | 0.484039524805347 |
135 | 17 | 15.0284964332569 | 1.97150356674313 |
136 | 16 | 15.0960197764248 | 0.903980223575158 |
137 | 10 | 14.6532788396021 | -4.65327883960213 |
138 | 18 | 13.6310895836648 | 4.3689104163352 |
139 | 13 | 13.5200642166552 | -0.520064216655248 |
140 | 15 | 13.9636875153357 | 1.0363124846643 |
141 | 16 | 14.2921676906359 | 1.70783230936408 |
142 | 16 | 14.6216209286447 | 1.3783790713553 |
143 | 14 | 13.0783340759605 | 0.921665924039515 |
144 | 10 | 12.7902445582836 | -2.79024455828365 |
145 | 17 | 15.6039722829231 | 1.3960277170769 |
146 | 13 | 13.9902062596416 | -0.990206259641559 |
147 | 15 | 15.4621010037919 | -0.462101003791891 |
148 | 16 | 15.5512146995837 | 0.448785300416284 |
149 | 12 | 14.9214999964229 | -2.92149999642287 |
150 | 13 | 13.2788983865779 | -0.278898386577896 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.909866210603569 | 0.180267578792862 | 0.0901337893964308 |
11 | 0.833524475390171 | 0.332951049219657 | 0.166475524609829 |
12 | 0.736812850201841 | 0.526374299596318 | 0.263187149798159 |
13 | 0.673421575736842 | 0.653156848526316 | 0.326578424263158 |
14 | 0.65525573597948 | 0.689488528041039 | 0.344744264020519 |
15 | 0.601544102856176 | 0.796911794287649 | 0.398455897143824 |
16 | 0.509632673105515 | 0.980734653788971 | 0.490367326894485 |
17 | 0.5839202416549 | 0.8321595166902 | 0.4160797583451 |
18 | 0.503097938665911 | 0.993804122668178 | 0.496902061334089 |
19 | 0.428330325125642 | 0.856660650251285 | 0.571669674874358 |
20 | 0.357004086007692 | 0.714008172015383 | 0.642995913992308 |
21 | 0.454309695119821 | 0.908619390239643 | 0.545690304880179 |
22 | 0.423955991326476 | 0.847911982652951 | 0.576044008673524 |
23 | 0.354405242433203 | 0.708810484866406 | 0.645594757566797 |
24 | 0.29854982181586 | 0.59709964363172 | 0.70145017818414 |
25 | 0.246771594392438 | 0.493543188784876 | 0.753228405607562 |
26 | 0.242200814108075 | 0.484401628216149 | 0.757799185891925 |
27 | 0.206665769472337 | 0.413331538944674 | 0.793334230527663 |
28 | 0.294888974899528 | 0.589777949799055 | 0.705111025100472 |
29 | 0.370328881146278 | 0.740657762292555 | 0.629671118853722 |
30 | 0.314596942012666 | 0.629193884025332 | 0.685403057987334 |
31 | 0.282522322214606 | 0.565044644429212 | 0.717477677785394 |
32 | 0.239554620504843 | 0.479109241009685 | 0.760445379495157 |
33 | 0.889243268407149 | 0.221513463185703 | 0.110756731592851 |
34 | 0.91691534157029 | 0.166169316859422 | 0.0830846584297108 |
35 | 0.896622490066763 | 0.206755019866474 | 0.103377509933237 |
36 | 0.895892152327348 | 0.208215695345303 | 0.104107847672652 |
37 | 0.891463219497908 | 0.217073561004185 | 0.108536780502092 |
38 | 0.890319313701304 | 0.219361372597392 | 0.109680686298696 |
39 | 0.867997221219926 | 0.264005557560149 | 0.132002778780074 |
40 | 0.904899171435692 | 0.190201657128616 | 0.095100828564308 |
41 | 0.882160404962097 | 0.235679190075806 | 0.117839595037903 |
42 | 0.861673616823244 | 0.276652766353512 | 0.138326383176756 |
43 | 0.906244883379505 | 0.187510233240991 | 0.0937551166204954 |
44 | 0.884300213959072 | 0.231399572081856 | 0.115699786040928 |
45 | 0.863840809003296 | 0.272318381993409 | 0.136159190996704 |
46 | 0.839234248615915 | 0.321531502768171 | 0.160765751384085 |
47 | 0.825862226527356 | 0.348275546945287 | 0.174137773472644 |
48 | 0.798361629013855 | 0.40327674197229 | 0.201638370986145 |
49 | 0.83919869252127 | 0.32160261495746 | 0.16080130747873 |
50 | 0.822818954015804 | 0.354362091968392 | 0.177181045984196 |
51 | 0.92039986205842 | 0.159200275883159 | 0.0796001379415793 |
52 | 0.909673296710763 | 0.180653406578474 | 0.0903267032892368 |
53 | 0.902946427672464 | 0.194107144655072 | 0.0970535723275361 |
54 | 0.896764842612183 | 0.206470314775634 | 0.103235157387817 |
55 | 0.880469800437468 | 0.239060399125064 | 0.119530199562532 |
56 | 0.878994906016144 | 0.242010187967712 | 0.121005093983856 |
57 | 0.868178003535675 | 0.26364399292865 | 0.131821996464325 |
58 | 0.845519340700573 | 0.308961318598854 | 0.154480659299427 |
59 | 0.820175873300697 | 0.359648253398605 | 0.179824126699303 |
60 | 0.836405491566855 | 0.32718901686629 | 0.163594508433145 |
61 | 0.877915498704494 | 0.244169002591011 | 0.122084501295506 |
62 | 0.863695387169896 | 0.272609225660207 | 0.136304612830104 |
63 | 0.896855201153344 | 0.206289597693311 | 0.103144798846656 |
64 | 0.909881210121303 | 0.180237579757395 | 0.0901187898786975 |
65 | 0.928039152438182 | 0.143921695123635 | 0.0719608475618177 |
66 | 0.912921372022981 | 0.174157255954037 | 0.0870786279770186 |
67 | 0.968633147984988 | 0.0627337040300236 | 0.0313668520150118 |
68 | 0.961260901638187 | 0.0774781967236264 | 0.0387390983618132 |
69 | 0.968550294380607 | 0.062899411238785 | 0.0314497056193925 |
70 | 0.966936408738449 | 0.0661271825231027 | 0.0330635912615513 |
71 | 0.957700611587494 | 0.0845987768250116 | 0.0422993884125058 |
72 | 0.94680327179107 | 0.106393456417858 | 0.0531967282089289 |
73 | 0.934752249293285 | 0.130495501413429 | 0.0652477507067145 |
74 | 0.940537412032094 | 0.118925175935812 | 0.0594625879679058 |
75 | 0.928948073938857 | 0.142103852122286 | 0.0710519260611432 |
76 | 0.914218404689837 | 0.171563190620325 | 0.0857815953101626 |
77 | 0.94605977983531 | 0.107880440329379 | 0.0539402201646893 |
78 | 0.93145697752695 | 0.137086044946102 | 0.0685430224730511 |
79 | 0.924484163043414 | 0.151031673913172 | 0.0755158369565861 |
80 | 0.90927380188742 | 0.181452396225159 | 0.0907261981125796 |
81 | 0.888029411568446 | 0.223941176863108 | 0.111970588431554 |
82 | 0.86526203435746 | 0.269475931285081 | 0.134737965642541 |
83 | 0.852768092578754 | 0.294463814842491 | 0.147231907421246 |
84 | 0.900639178956048 | 0.198721642087904 | 0.0993608210439518 |
85 | 0.884914732033992 | 0.230170535932016 | 0.115085267966008 |
86 | 0.859685898769045 | 0.280628202461911 | 0.140314101230955 |
87 | 0.842992720105906 | 0.314014559788188 | 0.157007279894094 |
88 | 0.836244753142422 | 0.327510493715156 | 0.163755246857578 |
89 | 0.807681624856724 | 0.384636750286552 | 0.192318375143276 |
90 | 0.772128418425759 | 0.455743163148483 | 0.227871581574241 |
91 | 0.74282640937607 | 0.514347181247859 | 0.257173590623929 |
92 | 0.704677455366553 | 0.590645089266894 | 0.295322544633447 |
93 | 0.735328230459725 | 0.52934353908055 | 0.264671769540275 |
94 | 0.725222786688035 | 0.54955442662393 | 0.274777213311965 |
95 | 0.685487099936091 | 0.629025800127818 | 0.314512900063909 |
96 | 0.731782756984787 | 0.536434486030425 | 0.268217243015213 |
97 | 0.696888027299852 | 0.606223945400296 | 0.303111972700148 |
98 | 0.689294668468745 | 0.621410663062511 | 0.310705331531256 |
99 | 0.67977453030079 | 0.640450939398421 | 0.32022546969921 |
100 | 0.637390627446188 | 0.725218745107624 | 0.362609372553812 |
101 | 0.619762799479761 | 0.760474401040479 | 0.380237200520239 |
102 | 0.591646594407718 | 0.816706811184563 | 0.408353405592282 |
103 | 0.544107084854174 | 0.911785830291652 | 0.455892915145826 |
104 | 0.507732958591658 | 0.984534082816684 | 0.492267041408342 |
105 | 0.492232808545272 | 0.984465617090543 | 0.507767191454728 |
106 | 0.439845840367415 | 0.87969168073483 | 0.560154159632585 |
107 | 0.618341846429254 | 0.763316307141492 | 0.381658153570746 |
108 | 0.606979471275439 | 0.786041057449123 | 0.393020528724561 |
109 | 0.592603038537055 | 0.81479392292589 | 0.407396961462945 |
110 | 0.540420550511882 | 0.919158898976235 | 0.459579449488118 |
111 | 0.48853312462531 | 0.97706624925062 | 0.51146687537469 |
112 | 0.432819971817275 | 0.86563994363455 | 0.567180028182725 |
113 | 0.397730274100847 | 0.795460548201694 | 0.602269725899153 |
114 | 0.358568761807934 | 0.717137523615867 | 0.641431238192066 |
115 | 0.346278443894417 | 0.692556887788834 | 0.653721556105583 |
116 | 0.292992329213789 | 0.585984658427578 | 0.707007670786211 |
117 | 0.263311693030945 | 0.52662338606189 | 0.736688306969055 |
118 | 0.265780809992912 | 0.531561619985823 | 0.734219190007088 |
119 | 0.217190759038245 | 0.43438151807649 | 0.782809240961755 |
120 | 0.191406310539477 | 0.382812621078954 | 0.808593689460523 |
121 | 0.155042888219786 | 0.310085776439571 | 0.844957111780214 |
122 | 0.139319930830981 | 0.278639861661962 | 0.860680069169019 |
123 | 0.13217585516348 | 0.264351710326959 | 0.86782414483652 |
124 | 0.176850342133763 | 0.353700684267527 | 0.823149657866237 |
125 | 0.14370897018203 | 0.287417940364061 | 0.85629102981797 |
126 | 0.116324191862826 | 0.232648383725653 | 0.883675808137174 |
127 | 0.087913151248406 | 0.175826302496812 | 0.912086848751594 |
128 | 0.0727171559416297 | 0.145434311883259 | 0.92728284405837 |
129 | 0.0508111566621314 | 0.101622313324263 | 0.949188843337869 |
130 | 0.0511974463032324 | 0.102394892606465 | 0.948802553696768 |
131 | 0.0425516557745547 | 0.0851033115491094 | 0.957448344225445 |
132 | 0.433632905851438 | 0.867265811702875 | 0.566367094148562 |
133 | 0.347660055481819 | 0.695320110963637 | 0.652339944518181 |
134 | 0.285227266883766 | 0.570454533767532 | 0.714772733116234 |
135 | 0.230400763894476 | 0.460801527788952 | 0.769599236105524 |
136 | 0.175638978979725 | 0.35127795795945 | 0.824361021020275 |
137 | 0.733713036835001 | 0.532573926329997 | 0.266286963164999 |
138 | 0.657980042471367 | 0.684039915057266 | 0.342019957528633 |
139 | 0.540068004219057 | 0.919863991561886 | 0.459931995780943 |
140 | 0.384927668935354 | 0.769855337870708 | 0.615072331064646 |
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 | 6 | 0.0458015267175573 | OK |