Multiple Linear Regression - Estimated Regression Equation |
Anxiety[t] = + 58.3998859288407 -0.359270126672522Concern[t] + 0.262562939642511Doubts[t] + 0.882346066972115Pexpectations[t] -1.23270117276060Pcriticism[t] + 0.0505647857106037Standards[t] -0.167665890991060Organization[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) | 58.3998859288407 | 9.185523 | 6.3578 | 0 | 0 |
Concern | -0.359270126672522 | 0.242166 | -1.4836 | 0.140108 | 0.070054 |
Doubts | 0.262562939642511 | 0.444627 | 0.5905 | 0.555765 | 0.277882 |
Pexpectations | 0.882346066972115 | 0.410304 | 2.1505 | 0.033187 | 0.016594 |
Pcriticism | -1.23270117276060 | 0.512813 | -2.4038 | 0.017498 | 0.008749 |
Standards | 0.0505647857106037 | 0.310606 | 0.1628 | 0.870909 | 0.435454 |
Organization | -0.167665890991060 | 0.317686 | -0.5278 | 0.59847 | 0.299235 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.243095200709022 |
R-squared | 0.0590952766077596 |
Adjusted R-squared | 0.0198909131330829 |
F-TEST (value) | 1.50736477703384 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 144 |
p-value | 0.17973315446958 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 13.2487068800742 |
Sum Squared Residuals | 25276.0656951542 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 69 | 54.3333854281444 | 14.6666145718556 |
2 | 53 | 56.6566720791707 | -3.65667207917067 |
3 | 43 | 46.9857566349114 | -3.98575663491143 |
4 | 60 | 46.9540950946205 | 13.0459049053795 |
5 | 49 | 51.2101152421977 | -2.21011524219767 |
6 | 62 | 51.4541427714986 | 10.5458572285014 |
7 | 45 | 60.1141710608863 | -15.1141710608863 |
8 | 50 | 50.635821331768 | -0.63582133176802 |
9 | 75 | 51.5253481315628 | 23.4746518684372 |
10 | 82 | 51.5486872336563 | 30.4513127663437 |
11 | 60 | 51.0668996370154 | 8.93310036298456 |
12 | 59 | 49.3278564350063 | 9.67214356499369 |
13 | 21 | 45.2209183985484 | -24.2209183985484 |
14 | 62 | 56.3312414662457 | 5.6687585337543 |
15 | 54 | 52.0239562950907 | 1.97604370490928 |
16 | 47 | 53.2394754797964 | -6.23947547979641 |
17 | 59 | 50.8837547086767 | 8.11624529132335 |
18 | 37 | 45.1267338027659 | -8.12673380276593 |
19 | 43 | 54.1402405953095 | -11.1402405953095 |
20 | 48 | 52.06159931917 | -4.06159931916995 |
21 | 79 | 46.028942334786 | 32.971057665214 |
22 | 62 | 47.0688532823266 | 14.9311467176734 |
23 | 16 | 51.4968585869687 | -35.4968585869687 |
24 | 38 | 52.8782765931134 | -14.8782765931134 |
25 | 58 | 53.2175641889696 | 4.78243581103044 |
26 | 60 | 54.3421711572765 | 5.65782884272353 |
27 | 67 | 50.5312175860085 | 16.4687824139915 |
28 | 55 | 52.4980369976799 | 2.50196300232014 |
29 | 47 | 48.0471716399238 | -1.04717163992383 |
30 | 59 | 50.9791578367782 | 8.02084216322176 |
31 | 49 | 50.4545713793986 | -1.45457137939855 |
32 | 47 | 52.0605126432358 | -5.06051264323576 |
33 | 57 | 48.5003733182886 | 8.49962668171144 |
34 | 39 | 49.879804001012 | -10.8798040010119 |
35 | 49 | 51.1500456477889 | -2.15004564778891 |
36 | 26 | 49.8528868325116 | -23.8528868325116 |
37 | 53 | 49.0499743648828 | 3.95002563511721 |
38 | 75 | 56.3976087723516 | 18.6023912276484 |
39 | 65 | 48.741029223314 | 16.258970776686 |
40 | 49 | 60.1138867473164 | -11.1138867473164 |
41 | 48 | 52.1381959248921 | -4.13819592489212 |
42 | 45 | 46.0273979230087 | -1.0273979230087 |
43 | 31 | 51.8023825193945 | -20.8023825193945 |
44 | 61 | 56.3040687478239 | 4.69593125217614 |
45 | 49 | 55.9857618591032 | -6.98576185910325 |
46 | 69 | 50.2603330151331 | 18.7396669848669 |
47 | 54 | 50.1882356466698 | 3.81176435333024 |
48 | 80 | 51.1601071652987 | 28.8398928347013 |
49 | 57 | 53.3899749707722 | 3.61002502922785 |
50 | 34 | 49.6931818994059 | -15.6931818994059 |
51 | 69 | 53.6514512085572 | 15.3485487914428 |
52 | 44 | 49.7296990521499 | -5.72969905214989 |
53 | 70 | 49.7227166059001 | 20.2772833940999 |
54 | 51 | 53.029226641001 | -2.02922664100097 |
55 | 66 | 53.2852470051652 | 12.7147529948348 |
56 | 18 | 47.8241912392161 | -29.8241912392161 |
57 | 74 | 51.8444530844945 | 22.1555469155055 |
58 | 59 | 56.77440574358 | 2.22559425642002 |
59 | 48 | 53.4865523397392 | -5.48655233973921 |
60 | 55 | 50.9043067414718 | 4.09569325852823 |
61 | 44 | 46.9601349290329 | -2.96013492903292 |
62 | 56 | 49.1843849576482 | 6.81561504235184 |
63 | 65 | 52.4549762409838 | 12.5450237590162 |
64 | 77 | 49.9870393180124 | 27.0129606819876 |
65 | 46 | 47.1870874119503 | -1.18708741195033 |
66 | 70 | 51.1711100632884 | 18.8288899367116 |
67 | 39 | 56.7761102910232 | -17.7761102910232 |
68 | 55 | 56.9426904827073 | -1.94269048270728 |
69 | 44 | 49.8288553505976 | -5.82885535059765 |
70 | 45 | 53.5899831019140 | -8.58998310191404 |
71 | 45 | 54.7447079724858 | -9.74470797248582 |
72 | 49 | 55.6875872054548 | -6.68758720545485 |
73 | 65 | 50.0250623921715 | 14.9749376078284 |
74 | 45 | 47.7042360489941 | -2.70423604899415 |
75 | 48 | 52.8254350985071 | -4.82543509850708 |
76 | 41 | 47.8504964310968 | -6.85049643109675 |
77 | 40 | 51.3124880493052 | -11.3124880493052 |
78 | 64 | 54.7083252075465 | 9.2916747924535 |
79 | 56 | 50.8011147773533 | 5.19888522264669 |
80 | 52 | 52.5197347620798 | -0.519734762079786 |
81 | 41 | 49.5922666441831 | -8.59226664418313 |
82 | 42 | 55.2642270326336 | -13.2642270326336 |
83 | 54 | 55.3113774646975 | -1.31137746469753 |
84 | 40 | 47.8509513548666 | -7.85095135486657 |
85 | 40 | 51.019345454055 | -11.0193454540550 |
86 | 51 | 52.3396784185856 | -1.33967841858559 |
87 | 48 | 57.9266650315225 | -9.92666503152247 |
88 | 80 | 60.017195589912 | 19.982804410088 |
89 | 38 | 54.8922899979350 | -16.8922899979350 |
90 | 57 | 54.0319565565153 | 2.96804344348475 |
91 | 28 | 46.2956567755890 | -18.2956567755890 |
92 | 51 | 55.4804675910415 | -4.48046759104147 |
93 | 46 | 53.9868305790284 | -7.98683057902839 |
94 | 58 | 55.4181252892165 | 2.58187471078350 |
95 | 67 | 52.3456505154579 | 14.6543494845421 |
96 | 72 | 50.6227939792013 | 21.3772060207987 |
97 | 26 | 50.360933596059 | -24.360933596059 |
98 | 54 | 55.7898215207578 | -1.78982152075781 |
99 | 53 | 50.8833069798584 | 2.11669302014162 |
100 | 64 | 48.358852228782 | 15.6411477712180 |
101 | 47 | 49.3607677858263 | -2.36076778582625 |
102 | 43 | 56.7196639723006 | -13.7196639723006 |
103 | 66 | 48.8709766814946 | 17.1290233185054 |
104 | 54 | 51.6096187563907 | 2.39038124360933 |
105 | 62 | 59.5259800115174 | 2.47401998848256 |
106 | 52 | 52.3149173409705 | -0.314917340970525 |
107 | 64 | 55.001338010657 | 8.99866198934296 |
108 | 55 | 51.8329268201483 | 3.16707317985171 |
109 | 57 | 52.2412163182036 | 4.75878368179641 |
110 | 74 | 56.14570073987 | 17.8542992601300 |
111 | 32 | 50.2802577635798 | -18.2802577635798 |
112 | 38 | 54.9809277821275 | -16.9809277821275 |
113 | 66 | 53.5847188622457 | 12.4152811377543 |
114 | 37 | 52.3629910596434 | -15.3629910596434 |
115 | 26 | 50.9245186575052 | -24.9245186575052 |
116 | 64 | 53.1830421917704 | 10.8169578082296 |
117 | 28 | 49.5499682906021 | -21.5499682906021 |
118 | 66 | 58.079530367138 | 7.92046963286203 |
119 | 65 | 56.0924374264196 | 8.90756257358043 |
120 | 48 | 49.2899549814081 | -1.28995498140812 |
121 | 44 | 56.3944881870575 | -12.3944881870575 |
122 | 64 | 54.3206508413799 | 9.67934915862008 |
123 | 39 | 51.1415687140846 | -12.1415687140846 |
124 | 50 | 54.4623814138904 | -4.46238141389043 |
125 | 66 | 53.4972451590971 | 12.5027548409029 |
126 | 48 | 49.1316650836027 | -1.13166508360275 |
127 | 70 | 52.8869393596788 | 17.1130606403212 |
128 | 66 | 56.4464944950274 | 9.55350550497262 |
129 | 61 | 51.0434240482184 | 9.95657595178162 |
130 | 31 | 50.5058076389855 | -19.5058076389855 |
131 | 61 | 52.323338268607 | 8.67666173139299 |
132 | 54 | 46.6521336565823 | 7.3478663434177 |
133 | 34 | 47.3403340549265 | -13.3403340549265 |
134 | 62 | 46.6857937254558 | 15.3142062745442 |
135 | 47 | 56.2193487974417 | -9.21934879744167 |
136 | 52 | 49.4584458651551 | 2.54155413484487 |
137 | 37 | 56.7643877364826 | -19.7643877364826 |
138 | 46 | 48.7562220956256 | -2.75622209562558 |
139 | 38 | 49.4904902675992 | -11.4904902675992 |
140 | 63 | 53.2175641889696 | 9.78243581103044 |
141 | 34 | 52.35294682904 | -18.3529468290400 |
142 | 46 | 48.8915391456998 | -2.89153914569980 |
143 | 40 | 47.0697358359429 | -7.06973583594288 |
144 | 30 | 47.8509513548666 | -17.8509513548666 |
145 | 35 | 49.74089719584 | -14.74089719584 |
146 | 51 | 49.2899549814081 | 1.71004501859188 |
147 | 56 | 57.0969395421922 | -1.09693954219220 |
148 | 68 | 54.8162279809236 | 13.1837720190764 |
149 | 39 | 52.8344638819052 | -13.8344638819052 |
150 | 44 | 51.1500456477889 | -7.15004564778891 |
151 | 58 | 52.8344638819052 | 5.16553611809477 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.911146501905794 | 0.177706996188412 | 0.0888534980942058 |
11 | 0.83720655469473 | 0.325586890610540 | 0.162793445305270 |
12 | 0.749575071920995 | 0.500849856158011 | 0.250424928079005 |
13 | 0.942444672159739 | 0.115110655680522 | 0.0575553278402612 |
14 | 0.906814221884336 | 0.186371556231327 | 0.0931857781156637 |
15 | 0.862292453595272 | 0.275415092809455 | 0.137707546404728 |
16 | 0.870623175136293 | 0.258753649727414 | 0.129376824863707 |
17 | 0.822365539632849 | 0.355268920734302 | 0.177634460367151 |
18 | 0.77767950024534 | 0.444640999509321 | 0.222320499754660 |
19 | 0.821627798213232 | 0.356744403573537 | 0.178372201786768 |
20 | 0.813289437750062 | 0.373421124499876 | 0.186710562249938 |
21 | 0.90156970767888 | 0.196860584642241 | 0.0984302923211203 |
22 | 0.898898444800412 | 0.202203110399177 | 0.101101555199588 |
23 | 0.97565396992041 | 0.0486920601591811 | 0.0243460300795905 |
24 | 0.982611083419082 | 0.0347778331618359 | 0.0173889165809179 |
25 | 0.974332978065764 | 0.0513340438684727 | 0.0256670219342364 |
26 | 0.96383579272279 | 0.072328414554419 | 0.0361642072772095 |
27 | 0.965269779588375 | 0.0694604408232501 | 0.0347302204116251 |
28 | 0.951567706093554 | 0.096864587812892 | 0.048432293906446 |
29 | 0.934409138082439 | 0.131181723835123 | 0.0655908619175613 |
30 | 0.914566783823743 | 0.170866432352515 | 0.0854332161762574 |
31 | 0.897997795282129 | 0.204004409435743 | 0.102002204717871 |
32 | 0.87668236125301 | 0.246635277493981 | 0.123317638746990 |
33 | 0.849768372821794 | 0.300463254356413 | 0.150231627178206 |
34 | 0.857321271506089 | 0.285357456987822 | 0.142678728493911 |
35 | 0.827057370457543 | 0.345885259084914 | 0.172942629542457 |
36 | 0.890613457919886 | 0.218773084160228 | 0.109386542080114 |
37 | 0.862338312675116 | 0.275323374649768 | 0.137661687324884 |
38 | 0.881493232411485 | 0.237013535177029 | 0.118506767588515 |
39 | 0.886373377760856 | 0.227253244478289 | 0.113626622239144 |
40 | 0.870379367894077 | 0.259241264211847 | 0.129620632105923 |
41 | 0.846213671235132 | 0.307572657529736 | 0.153786328764868 |
42 | 0.815884730893107 | 0.368230538213786 | 0.184115269106893 |
43 | 0.85808278706089 | 0.28383442587822 | 0.14191721293911 |
44 | 0.829185502363844 | 0.341628995272312 | 0.170814497636156 |
45 | 0.802530096144802 | 0.394939807710395 | 0.197469903855198 |
46 | 0.821080295928896 | 0.357839408142207 | 0.178919704071104 |
47 | 0.785734162788818 | 0.428531674422365 | 0.214265837211182 |
48 | 0.89193740325402 | 0.21612519349196 | 0.10806259674598 |
49 | 0.866903456836555 | 0.266193086326889 | 0.133096543163445 |
50 | 0.87040261401892 | 0.259194771962158 | 0.129597385981079 |
51 | 0.866885253805213 | 0.266229492389574 | 0.133114746194787 |
52 | 0.865915104516875 | 0.268169790966249 | 0.134084895483125 |
53 | 0.88784432885794 | 0.224311342284119 | 0.112155671142060 |
54 | 0.864620049749279 | 0.270759900501442 | 0.135379950250721 |
55 | 0.857385849113662 | 0.285228301772675 | 0.142614150886338 |
56 | 0.954459048183343 | 0.0910819036333147 | 0.0455409518166574 |
57 | 0.970826267966408 | 0.058347464067183 | 0.0291737320335915 |
58 | 0.962153211719614 | 0.0756935765607712 | 0.0378467882803856 |
59 | 0.952685926385016 | 0.094628147229967 | 0.0473140736149835 |
60 | 0.940241852067872 | 0.119516295864255 | 0.0597581479321277 |
61 | 0.935875156376224 | 0.128249687247551 | 0.0641248436237756 |
62 | 0.924197158759804 | 0.151605682480392 | 0.0758028412401958 |
63 | 0.920723480041835 | 0.158553039916331 | 0.0792765199581653 |
64 | 0.96509051822945 | 0.0698189635411015 | 0.0349094817705508 |
65 | 0.955467135783528 | 0.0890657284329438 | 0.0445328642164719 |
66 | 0.96575528021861 | 0.0684894395627802 | 0.0342447197813901 |
67 | 0.973305077248333 | 0.053389845503334 | 0.026694922751667 |
68 | 0.965252274232808 | 0.0694954515343848 | 0.0347477257671924 |
69 | 0.95872413263182 | 0.0825517347363592 | 0.0412758673681796 |
70 | 0.952317242432603 | 0.0953655151347941 | 0.0476827575673971 |
71 | 0.947587208512252 | 0.104825582975496 | 0.0524127914877478 |
72 | 0.938051869695295 | 0.123896260609411 | 0.0619481303047053 |
73 | 0.943032078809006 | 0.113935842381988 | 0.0569679211909942 |
74 | 0.930994396854809 | 0.138011206290383 | 0.0690056031451913 |
75 | 0.91557550147013 | 0.168848997059739 | 0.0844244985298694 |
76 | 0.900077742189484 | 0.199844515621032 | 0.0999222578105162 |
77 | 0.895159977999986 | 0.209680044000027 | 0.104840022000014 |
78 | 0.897277457835477 | 0.205445084329045 | 0.102722542164523 |
79 | 0.878384279892682 | 0.243231440214636 | 0.121615720107318 |
80 | 0.852547252156552 | 0.294905495686895 | 0.147452747843448 |
81 | 0.83327088158632 | 0.33345823682736 | 0.16672911841368 |
82 | 0.831217865416703 | 0.337564269166593 | 0.168782134583297 |
83 | 0.799503118164238 | 0.400993763671523 | 0.200496881835762 |
84 | 0.775849623460614 | 0.448300753078773 | 0.224150376539386 |
85 | 0.764068805342419 | 0.471862389315162 | 0.235931194657581 |
86 | 0.734633940367607 | 0.530732119264785 | 0.265366059632393 |
87 | 0.727582201836136 | 0.544835596327727 | 0.272417798163864 |
88 | 0.758201827239592 | 0.483596345520815 | 0.241798172760408 |
89 | 0.795660887061815 | 0.40867822587637 | 0.204339112938185 |
90 | 0.760043668350047 | 0.479912663299905 | 0.239956331649953 |
91 | 0.781591487478468 | 0.436817025043064 | 0.218408512521532 |
92 | 0.748724564231269 | 0.502550871537463 | 0.251275435768731 |
93 | 0.729449766880204 | 0.541100466239593 | 0.270550233119796 |
94 | 0.688874845222971 | 0.622250309554058 | 0.311125154777029 |
95 | 0.684936221871595 | 0.63012755625681 | 0.315063778128405 |
96 | 0.750923012541848 | 0.498153974916303 | 0.249076987458151 |
97 | 0.837291488301237 | 0.325417023397527 | 0.162708511698763 |
98 | 0.804124509224816 | 0.391750981550368 | 0.195875490775184 |
99 | 0.766572076872158 | 0.466855846255684 | 0.233427923127842 |
100 | 0.81373069259526 | 0.372538614809479 | 0.186269307404739 |
101 | 0.779456746124135 | 0.441086507751729 | 0.220543253875865 |
102 | 0.793941922241918 | 0.412116155516164 | 0.206058077758082 |
103 | 0.824243111368934 | 0.351513777262131 | 0.175756888631066 |
104 | 0.794258482465436 | 0.411483035069128 | 0.205741517534564 |
105 | 0.760700937164353 | 0.478598125671294 | 0.239299062835647 |
106 | 0.716435953357829 | 0.567128093284343 | 0.283564046642171 |
107 | 0.685223770775814 | 0.629552458448372 | 0.314776229224186 |
108 | 0.648575210229906 | 0.702849579540188 | 0.351424789770094 |
109 | 0.600613382319744 | 0.798773235360512 | 0.399386617680256 |
110 | 0.64589561002356 | 0.70820877995288 | 0.35410438997644 |
111 | 0.680343188903277 | 0.639313622193445 | 0.319656811096723 |
112 | 0.67577452151177 | 0.64845095697646 | 0.32422547848823 |
113 | 0.653452750028858 | 0.693094499942284 | 0.346547249971142 |
114 | 0.651292398808089 | 0.697415202383823 | 0.348707601191912 |
115 | 0.792270887917716 | 0.415458224164569 | 0.207729112082284 |
116 | 0.77683250105898 | 0.44633499788204 | 0.22316749894102 |
117 | 0.858275797411942 | 0.283448405176115 | 0.141724202588058 |
118 | 0.8267790124036 | 0.346441975192799 | 0.173220987596399 |
119 | 0.800723959415297 | 0.398552081169406 | 0.199276040584703 |
120 | 0.753331130466252 | 0.493337739067496 | 0.246668869533748 |
121 | 0.730987531687666 | 0.538024936624667 | 0.269012468312334 |
122 | 0.705003315471948 | 0.589993369056104 | 0.294996684528052 |
123 | 0.701791408285096 | 0.596417183429808 | 0.298208591714904 |
124 | 0.640277923621333 | 0.719444152757334 | 0.359722076378667 |
125 | 0.630149828883618 | 0.739700342232764 | 0.369850171116382 |
126 | 0.559812157809727 | 0.880375684380545 | 0.440187842190273 |
127 | 0.61765765108344 | 0.764684697833119 | 0.382342348916560 |
128 | 0.58978058456426 | 0.820438830871481 | 0.410219415435740 |
129 | 0.674169407854343 | 0.651661184291314 | 0.325830592145657 |
130 | 0.717810714144086 | 0.564378571711828 | 0.282189285855914 |
131 | 0.727926085536777 | 0.544147828926445 | 0.272073914463223 |
132 | 0.652356055438803 | 0.695287889122394 | 0.347643944561197 |
133 | 0.716300088017466 | 0.567399823965068 | 0.283699911982534 |
134 | 0.65935993826491 | 0.68128012347018 | 0.34064006173509 |
135 | 0.605867879586721 | 0.788264240826558 | 0.394132120413279 |
136 | 0.609379409142875 | 0.78124118171425 | 0.390620590857125 |
137 | 0.620824655768853 | 0.758350688462293 | 0.379175344231147 |
138 | 0.51354880710378 | 0.97290238579244 | 0.48645119289622 |
139 | 0.394802115840547 | 0.789604231681093 | 0.605197884159453 |
140 | 0.360530027510884 | 0.721060055021768 | 0.639469972489116 |
141 | 0.41848607076154 | 0.83697214152308 | 0.58151392923846 |
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 | 2 | 0.0151515151515152 | OK |
10% type I error level | 17 | 0.128787878787879 | NOK |