Multiple Linear Regression - Estimated Regression Equation |
intrinsic[t] = + 54.3924753054961 -0.606890253799587Doubts[t] + 0.0642016921348219Parentalexpectations[t] -0.429106442448299Parentalcriticism[t] + 0.396721573130468organization[t] -1.23923857358372geslacht[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) | 54.3924753054961 | 10.04849 | 5.413 | 1e-06 | 0 |
Doubts | -0.606890253799587 | 0.455825 | -1.3314 | 0.186836 | 0.093418 |
Parentalexpectations | 0.0642016921348219 | 0.397934 | 0.1613 | 0.872234 | 0.436117 |
Parentalcriticism | -0.429106442448299 | 0.549566 | -0.7808 | 0.437219 | 0.21861 |
organization | 0.396721573130468 | 0.330639 | 1.1999 | 0.233733 | 0.116867 |
geslacht | -1.23923857358372 | 2.426081 | -0.5108 | 0.610899 | 0.305449 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.226823336640143 |
R-squared | 0.0514488260445678 |
Adjusted R-squared | -0.00783562232764679 |
F-TEST (value) | 0.867830054208296 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 80 |
p-value | 0.506544612128841 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 11.0635117234388 |
Sum Squared Residuals | 9792.10333237338 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 68 | 57.2368890768943 | 10.7631109231057 |
2 | 48 | 52.2297733160645 | -4.22977331606453 |
3 | 44 | 53.9198918425276 | -9.91989184252756 |
4 | 67 | 52.7442869145778 | 14.2557130854222 |
5 | 46 | 53.3066624891288 | -7.30666248912881 |
6 | 54 | 49.6099386984149 | 4.39006130158509 |
7 | 61 | 55.0919249111535 | 5.90807508884654 |
8 | 52 | 52.0338832959923 | -0.0338832959922875 |
9 | 46 | 50.5284753842138 | -4.52847538421385 |
10 | 55 | 53.4205060819568 | 1.57949391804322 |
11 | 52 | 58.3277503376659 | -6.32775033766592 |
12 | 76 | 54.8372918943441 | 21.1627081056559 |
13 | 49 | 55.2203282954231 | -6.2203282954231 |
14 | 30 | 56.3268599985937 | -26.3268599985937 |
15 | 75 | 51.6440630841506 | 23.3559369158494 |
16 | 51 | 49.1912579263949 | 1.80874207360515 |
17 | 50 | 52.6186004274751 | -2.61860042747511 |
18 | 38 | 57.8316749628075 | -19.8316749628075 |
19 | 47 | 48.493476379088 | -1.49347637908802 |
20 | 52 | 55.3501743455838 | -3.35017434558375 |
21 | 66 | 54.7045404656339 | 11.2954595343661 |
22 | 66 | 53.4653018920502 | 12.5346981079498 |
23 | 33 | 53.3239698636125 | -20.3239698636125 |
24 | 48 | 51.7737661417407 | -3.77376614174068 |
25 | 57 | 53.9922945692716 | 3.00770543072841 |
26 | 64 | 54.5501109688789 | 9.44988903112114 |
27 | 58 | 54.3898907617922 | 3.61010923820777 |
28 | 59 | 49.2252965921068 | 9.77470340789318 |
29 | 42 | 52.6758753162767 | -10.6758753162767 |
30 | 39 | 52.8081316907149 | -13.8081316907149 |
31 | 59 | 53.2575689777032 | 5.7424310222968 |
32 | 37 | 57.1000231844037 | -20.1000231844037 |
33 | 49 | 51.4514580077461 | -2.45145800774610 |
34 | 80 | 61.0804793765963 | 18.9195206234037 |
35 | 62 | 50.8574037486524 | 11.1425962513476 |
36 | 44 | 54.7857377155325 | -10.7857377155325 |
37 | 53 | 50.785850199254 | 2.21414980074603 |
38 | 58 | 55.0758039727798 | 2.92419602722019 |
39 | 69 | 53.4180957576792 | 15.5819042423208 |
40 | 63 | 53.4229864065761 | 9.57701359342393 |
41 | 36 | 48.9624625406883 | -12.9624625406883 |
42 | 38 | 54.7857377155325 | -16.7857377155325 |
43 | 46 | 54.663386515206 | -8.663386515206 |
44 | 56 | 53.1510518000943 | 2.84894819990572 |
45 | 37 | 50.332140652978 | -13.332140652978 |
46 | 51 | 51.4248441915266 | -0.424844191526596 |
47 | 44 | 54.7926645188658 | -10.7926645188658 |
48 | 58 | 55.1333854344707 | 2.86661456552932 |
49 | 37 | 54.5991848230712 | -17.5991848230712 |
50 | 65 | 55.0282912655195 | 9.97170873448052 |
51 | 48 | 55.5215994001026 | -7.5215994001026 |
52 | 53 | 53.2518482677133 | -0.251848267713267 |
53 | 51 | 52.6285305026507 | -1.62853050265070 |
54 | 39 | 51.8750803127521 | -12.8750803127521 |
55 | 64 | 55.9071161258009 | 8.09288387419915 |
56 | 47 | 54.8738363267199 | -7.87383632671991 |
57 | 47 | 55.9828292382572 | -8.98282923825722 |
58 | 64 | 48.1659710233072 | 15.8340289766928 |
59 | 59 | 58.0506127245866 | 0.949387275413355 |
60 | 54 | 52.0238145415618 | 1.97618545843824 |
61 | 55 | 55.8238832624465 | -0.823883262446517 |
62 | 72 | 54.517726099561 | 17.4822739004390 |
63 | 58 | 54.4883196010217 | 3.51168039897835 |
64 | 59 | 53.0874181544603 | 5.9125818455397 |
65 | 36 | 49.0384371267561 | -13.0384371267561 |
66 | 62 | 57.2659641014803 | 4.7340358985197 |
67 | 63 | 58.746195078119 | 4.25380492188101 |
68 | 50 | 54.8656352921107 | -4.86563529211069 |
69 | 70 | 56.405576923873 | 13.5944230761269 |
70 | 59 | 53.2084951235109 | 5.79150487648912 |
71 | 73 | 53.3294290999909 | 19.6705709000091 |
72 | 62 | 54.8178611112388 | 7.18213888876115 |
73 | 41 | 53.3266867607795 | -12.3266867607795 |
74 | 56 | 54.0655719154058 | 1.9344280845942 |
75 | 52 | 54.4359608031616 | -2.43596080316155 |
76 | 54 | 51.6371362808173 | 2.36286371918271 |
77 | 73 | 51.6712507316822 | 21.3287492683178 |
78 | 40 | 49.9375424884691 | -9.93754248846911 |
79 | 41 | 54.429934061263 | -13.4299340612630 |
80 | 54 | 53.6688503422753 | 0.331149657724668 |
81 | 42 | 49.0305426650362 | -7.03054266503625 |
82 | 70 | 54.3011986620595 | 15.6988013379405 |
83 | 51 | 52.3148484571957 | -1.31484845719565 |
84 | 60 | 56.9367540652163 | 3.06324593478370 |
85 | 49 | 54.2263601689933 | -5.22636016899328 |
86 | 52 | 56.1597384302183 | -4.15973843021834 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.290850461246245 | 0.58170092249249 | 0.709149538753755 |
10 | 0.277046229196993 | 0.554092458393986 | 0.722953770803007 |
11 | 0.365075122339522 | 0.730150244679044 | 0.634924877660478 |
12 | 0.427706166707516 | 0.855412333415033 | 0.572293833292484 |
13 | 0.433256262982447 | 0.866512525964894 | 0.566743737017553 |
14 | 0.778829336013884 | 0.442341327972232 | 0.221170663986116 |
15 | 0.936877341692987 | 0.126245316614027 | 0.0631226583070135 |
16 | 0.92383709685731 | 0.152325806285380 | 0.0761629031426902 |
17 | 0.886207523523924 | 0.227584952952152 | 0.113792476476076 |
18 | 0.893484034622549 | 0.213031930754902 | 0.106515965377451 |
19 | 0.868436927790866 | 0.263126144418267 | 0.131563072209134 |
20 | 0.824288736570538 | 0.351422526858924 | 0.175711263429462 |
21 | 0.79878348182297 | 0.402433036354060 | 0.201216518177030 |
22 | 0.779891643539698 | 0.440216712920604 | 0.220108356460302 |
23 | 0.91936200201199 | 0.161275995976019 | 0.0806379979880094 |
24 | 0.889963614720087 | 0.220072770559827 | 0.110036385279913 |
25 | 0.853062567723169 | 0.293874864553662 | 0.146937432276831 |
26 | 0.846120779178102 | 0.307758441643795 | 0.153879220821898 |
27 | 0.804569412113309 | 0.390861175773382 | 0.195430587886691 |
28 | 0.775360353559234 | 0.449279292881532 | 0.224639646440766 |
29 | 0.75691387127055 | 0.486172257458899 | 0.243086128729450 |
30 | 0.78949390264838 | 0.421012194703241 | 0.210506097351620 |
31 | 0.743643870670902 | 0.512712258658196 | 0.256356129329098 |
32 | 0.805506279032056 | 0.388987441935888 | 0.194493720967944 |
33 | 0.762381374563395 | 0.47523725087321 | 0.237618625436605 |
34 | 0.875414116442023 | 0.249171767115953 | 0.124585883557977 |
35 | 0.883381140594628 | 0.233237718810744 | 0.116618859405372 |
36 | 0.878532891314195 | 0.242934217371611 | 0.121467108685805 |
37 | 0.845175445146265 | 0.30964910970747 | 0.154824554853735 |
38 | 0.805650297785761 | 0.388699404428477 | 0.194349702214239 |
39 | 0.847053413393748 | 0.305893173212504 | 0.152946586606252 |
40 | 0.856496091113181 | 0.287007817773637 | 0.143503908886819 |
41 | 0.881605750274183 | 0.236788499451635 | 0.118394249725817 |
42 | 0.921510956002165 | 0.156978087995669 | 0.0784890439978344 |
43 | 0.915545387664042 | 0.168909224671915 | 0.0844546123359575 |
44 | 0.891834965623878 | 0.216330068752244 | 0.108165034376122 |
45 | 0.908877763821441 | 0.182244472357117 | 0.0911222361785586 |
46 | 0.881813522752406 | 0.236372954495187 | 0.118186477247594 |
47 | 0.88191637418152 | 0.236167251636962 | 0.118083625818481 |
48 | 0.851015165510133 | 0.297969668979734 | 0.148984834489867 |
49 | 0.932032710237971 | 0.135934579524058 | 0.067967289762029 |
50 | 0.92205583720792 | 0.155888325584160 | 0.0779441627920798 |
51 | 0.930623718915207 | 0.138752562169585 | 0.0693762810847925 |
52 | 0.905801705869968 | 0.188396588260064 | 0.094198294130032 |
53 | 0.875780319663486 | 0.248439360673027 | 0.124219680336514 |
54 | 0.888912675106945 | 0.222174649786109 | 0.111087324893055 |
55 | 0.901994458411976 | 0.196011083176047 | 0.0980055415880237 |
56 | 0.875363773120977 | 0.249272453758046 | 0.124636226879023 |
57 | 0.860140641221268 | 0.279718717557465 | 0.139859358778732 |
58 | 0.875396666356593 | 0.249206667286815 | 0.124603333643407 |
59 | 0.85728416956082 | 0.285431660878361 | 0.142715830439180 |
60 | 0.820634676511308 | 0.358730646977385 | 0.179365323488693 |
61 | 0.798243999701383 | 0.403512000597234 | 0.201756000298617 |
62 | 0.924515447536486 | 0.150969104927029 | 0.0754845524635143 |
63 | 0.907082170300367 | 0.185835659399266 | 0.0929178296996332 |
64 | 0.871197840911566 | 0.257604318176869 | 0.128802159088434 |
65 | 0.921226047290529 | 0.157547905418942 | 0.078773952709471 |
66 | 0.96715519320361 | 0.0656896135927802 | 0.0328448067963901 |
67 | 0.97517043412391 | 0.0496591317521787 | 0.0248295658760894 |
68 | 0.957289683515912 | 0.0854206329681767 | 0.0427103164840883 |
69 | 0.949522787474762 | 0.100954425050476 | 0.0504772125252382 |
70 | 0.917004697156003 | 0.165990605687993 | 0.0829953028439966 |
71 | 0.964489807487301 | 0.0710203850253972 | 0.0355101925126986 |
72 | 0.984865012086327 | 0.0302699758273460 | 0.0151349879136730 |
73 | 0.971265816725798 | 0.0574683665484033 | 0.0287341832742017 |
74 | 0.943321840930893 | 0.113356318138214 | 0.0566781590691069 |
75 | 0.976954347821199 | 0.0460913043576023 | 0.0230456521788011 |
76 | 0.941328339929482 | 0.117343320141037 | 0.0586716600705183 |
77 | 0.867300079010704 | 0.265399841978592 | 0.132699920989296 |
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 | 3 | 0.0434782608695652 | OK |
10% type I error level | 7 | 0.101449275362319 | NOK |