Multiple Linear Regression - Estimated Regression Equation |
Depression[t] = + 14.2746162191590 -0.199901806823605Doubts[t] -0.054501555912315Expect[t] -0.038947120698009Criticism[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) | 14.2746162191590 | 1.365305 | 10.4553 | 0 | 0 |
Doubts | -0.199901806823605 | 0.228178 | -0.8761 | 0.382343 | 0.191172 |
Expect | -0.054501555912315 | 0.182095 | -0.2993 | 0.76511 | 0.382555 |
Criticism | -0.038947120698009 | 0.23449 | -0.1661 | 0.8683 | 0.43415 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.0855457044326433 |
R-squared | 0.00731806754687717 |
Adjusted R-squared | -0.0118951311457638 |
F-TEST (value) | 0.380887517167045 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 155 |
p-value | 0.766914280365275 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.16405509068659 |
Sum Squared Residuals | 1551.74291561946 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 12 | 12.621724819241 | -0.621724819240985 |
2 | 11 | 13.0485043406500 | -2.04850434064998 |
3 | 14 | 13.1758001747356 | 0.824199825264388 |
4 | 12 | 12.8867912840521 | -0.88679128405206 |
5 | 21 | 13.1326590587085 | 7.86734094129149 |
6 | 12 | 13.0116847339476 | -1.01168473394764 |
7 | 22 | 13.0973561929508 | 8.9026438070492 |
8 | 11 | 12.8810805477783 | -1.88108054777833 |
9 | 10 | 12.5319203975710 | -2.53192039757098 |
10 | 13 | 12.9044732332620 | 0.0955267667379638 |
11 | 10 | 12.6199332081020 | -2.61993320810197 |
12 | 8 | 12.6843394956171 | -4.68433949561711 |
13 | 15 | 13.1404362763157 | 1.85956372368434 |
14 | 14 | 12.8867912840521 | 1.11320871594794 |
15 | 10 | 12.9395012288253 | -2.93950122882535 |
16 | 14 | 13.4681174175028 | 0.53188258249717 |
17 | 14 | 13.1344506698475 | 0.865549330152459 |
18 | 11 | 13.1793833970137 | -2.17938339701367 |
19 | 10 | 13.0353522896257 | -3.03535228962573 |
20 | 13 | 12.4776937118531 | 0.522306288146938 |
21 | 7 | 12.6001847775586 | -5.60018477755857 |
22 | 14 | 12.2905214884380 | 1.70947851156198 |
23 | 12 | 12.9203025386707 | -0.920302538670735 |
24 | 14 | 12.7268698385932 | 1.27313016140682 |
25 | 11 | 12.9395012288253 | -1.93950122882535 |
26 | 9 | 13.0509067248400 | -4.05090672484004 |
27 | 11 | 13.0293666831576 | -2.02936668315761 |
28 | 15 | 13.0254475580229 | 1.97455244197709 |
29 | 14 | 12.9436952241544 | 1.05630477584556 |
30 | 13 | 13.0838682390699 | -0.083868239069925 |
31 | 9 | 13.1129106281651 | -4.11291062816511 |
32 | 15 | 12.193153686693 | 2.80684631330700 |
33 | 10 | 12.8071664641793 | -2.80716646417926 |
34 | 11 | 13.1716061794065 | -2.17160617940652 |
35 | 13 | 12.9164444461983 | 0.0835555538017188 |
36 | 8 | 12.6331462917885 | -4.63314629178846 |
37 | 20 | 13.0329499054357 | 6.96705009456433 |
38 | 12 | 12.570867518269 | -0.570867518268993 |
39 | 10 | 12.5908908190068 | -2.59089081900678 |
40 | 10 | 12.8517632884888 | -2.85176328848875 |
41 | 9 | 12.4699164942459 | -3.46991649424591 |
42 | 14 | 12.9981967800668 | 1.00180321993325 |
43 | 8 | 12.9104588397302 | -4.91045883973016 |
44 | 14 | 13.0215894655505 | 0.978410534449543 |
45 | 11 | 13.0467127295109 | -2.04671272951095 |
46 | 13 | 12.8595405060959 | 0.140459493904095 |
47 | 9 | 12.5789196060705 | -3.57891960607054 |
48 | 11 | 12.7930677372473 | -1.79306773724734 |
49 | 15 | 12.9922111735986 | 2.00778882640137 |
50 | 11 | 12.5555879532491 | -1.55558795324908 |
51 | 10 | 12.7810965243111 | -2.7810965243111 |
52 | 14 | 13.0721718963281 | 0.927828103671927 |
53 | 18 | 12.9922111735986 | 5.00778882640137 |
54 | 14 | 13.5534529736494 | 0.446547026350637 |
55 | 11 | 12.5914405593956 | -1.59144055939557 |
56 | 12 | 12.7523290054103 | -0.752329005410305 |
57 | 13 | 12.9922111735986 | 0.00778882640136876 |
58 | 9 | 13.1365781838432 | -4.13657818384321 |
59 | 10 | 13.4462414729638 | -3.44624147296376 |
60 | 15 | 12.5651567819953 | 2.43484321800474 |
61 | 20 | 13.0526983359791 | 6.94730166402093 |
62 | 12 | 13.0039075163405 | -1.00390751634048 |
63 | 12 | 12.7972617325764 | -0.797261732576437 |
64 | 14 | 12.8418585568859 | 1.15814144311407 |
65 | 13 | 13.0778826326018 | -0.0778826326018025 |
66 | 11 | 13.0524234657847 | -2.05242346578468 |
67 | 17 | 13.1793833970137 | 3.82061660298633 |
68 | 12 | 13.0449211183719 | -1.04492111837192 |
69 | 13 | 12.8457776820206 | 0.154222317979371 |
70 | 14 | 12.9395012288253 | 1.06049877117465 |
71 | 13 | 13.1716061794065 | -0.17160617940652 |
72 | 15 | 13.1733977905456 | 1.82660220945445 |
73 | 13 | 12.9709460021106 | 0.0290539978894038 |
74 | 10 | 12.3704822111675 | -2.37048221116746 |
75 | 11 | 13.0293666831576 | -2.02936668315761 |
76 | 19 | 12.9922111735986 | 6.00778882640137 |
77 | 13 | 12.6840646254227 | 0.315935374577285 |
78 | 17 | 12.7583146118784 | 4.24168538812157 |
79 | 13 | 12.8867912840521 | 0.113208715947938 |
80 | 9 | 12.9239467936110 | -3.92394679361104 |
81 | 11 | 12.6061703840267 | -1.60617038402670 |
82 | 10 | 13.3393048424726 | -3.33930484247256 |
83 | 9 | 12.8050389501836 | -3.80503895018359 |
84 | 12 | 13.0041823865349 | -1.00418238653488 |
85 | 12 | 12.8397920755525 | -0.839792075552507 |
86 | 13 | 12.8227208993936 | 0.177279100606436 |
87 | 13 | 13.0778826326018 | -0.0778826326018025 |
88 | 12 | 12.7541206165493 | -0.754120616549335 |
89 | 15 | 12.6064452542211 | 2.39355474577891 |
90 | 22 | 13.0116847339476 | 8.98831526605236 |
91 | 13 | 12.6178667267685 | 0.382133273231452 |
92 | 15 | 13.5399650197685 | 1.46003498023152 |
93 | 13 | 13.0524234657847 | -0.0524234657846753 |
94 | 15 | 12.9494059604282 | 2.05059403957183 |
95 | 10 | 13.0604755535862 | -3.06047555358622 |
96 | 11 | 12.6690599305972 | -1.66905993059720 |
97 | 16 | 12.4384717209607 | 3.56152827903934 |
98 | 11 | 12.5109300962773 | -1.51093009627734 |
99 | 11 | 13.0916454566771 | -2.09164545667708 |
100 | 10 | 12.9649603956425 | -2.96496039564247 |
101 | 10 | 12.8715117190321 | -2.87151171903215 |
102 | 16 | 13.2710404624850 | 2.72895953751503 |
103 | 12 | 12.8424693299370 | -0.842469329936962 |
104 | 11 | 13.0314331644910 | -2.03143316449103 |
105 | 16 | 12.660671939939 | 3.33932806006099 |
106 | 19 | 12.7580397416840 | 6.24196025831596 |
107 | 11 | 13.2261077353188 | -2.22610773531883 |
108 | 16 | 13.0059739976739 | 2.99402600232609 |
109 | 15 | 12.5321952677654 | 2.46780473223462 |
110 | 24 | 12.7113154033789 | 11.2886845966211 |
111 | 14 | 13.1716061794065 | 0.82839382059348 |
112 | 15 | 12.9652352658369 | 2.03476473416313 |
113 | 11 | 13.1754642718790 | -2.17546427187897 |
114 | 15 | 13.010167993003 | 1.989832006997 |
115 | 12 | 13.3626364952940 | -1.36263649529402 |
116 | 10 | 13.1833025221484 | -3.18330252214837 |
117 | 14 | 13.1758001747356 | 0.824199825264388 |
118 | 13 | 13.0329499054357 | -0.0329499054356707 |
119 | 9 | 12.5711423884634 | -3.57114238846339 |
120 | 15 | 13.0991478040898 | 1.90085219591016 |
121 | 15 | 13.126398582046 | 1.87360141795401 |
122 | 14 | 12.9317240112182 | 1.06827598878181 |
123 | 11 | 12.5594460457215 | -1.55944604572153 |
124 | 8 | 13.3545844074925 | -5.35458440749247 |
125 | 11 | 12.3210806184778 | -1.32108061847785 |
126 | 11 | 12.7759965610884 | -1.77599656108840 |
127 | 8 | 13.2845284163659 | -5.28452841636585 |
128 | 10 | 12.9395012288253 | -2.93950122882535 |
129 | 11 | 12.9182360573373 | -1.91823605733731 |
130 | 13 | 12.6996190606370 | 0.300380939362979 |
131 | 11 | 12.8265789918660 | -1.82657899186602 |
132 | 20 | 13.0721718963281 | 6.92782810367193 |
133 | 10 | 13.1578433553312 | -3.15784335533124 |
134 | 15 | 13.311779194322 | 1.68822080567799 |
135 | 12 | 12.9922111735986 | -0.992211173598631 |
136 | 14 | 12.4953756610630 | 1.50462433893696 |
137 | 23 | 12.7912761261083 | 10.2087238738917 |
138 | 14 | 12.7855653898346 | 1.21443461016541 |
139 | 16 | 13.1326590587085 | 2.86734094129149 |
140 | 11 | 12.6549612036653 | -1.65496120366528 |
141 | 12 | 12.7346470562003 | -0.734647056200331 |
142 | 10 | 12.7115902735733 | -2.71159027357327 |
143 | 14 | 12.1116762230189 | 1.88832377698108 |
144 | 12 | 12.7870821307792 | -0.787082130779222 |
145 | 12 | 12.5576544345825 | -0.557654434582504 |
146 | 11 | 12.5786447358761 | -1.57864473587615 |
147 | 12 | 12.9164444461983 | -0.916444446198281 |
148 | 13 | 13.1188962346332 | -0.118896234633235 |
149 | 11 | 13.0526983359791 | -2.05269833597907 |
150 | 19 | 13.0586839424472 | 5.94131605755281 |
151 | 12 | 13.2398705593941 | -1.23987055939411 |
152 | 17 | 12.4034437253973 | 4.59655627460265 |
153 | 9 | 12.6864670096128 | -3.68646700961278 |
154 | 12 | 13.0566174611138 | -1.05661746111377 |
155 | 19 | 12.5968764254749 | 6.4031235745251 |
156 | 18 | 13.0838682390699 | 4.91613176093007 |
157 | 15 | 12.6996190606370 | 2.30038093936298 |
158 | 14 | 12.6316295508438 | 1.36837044915618 |
159 | 11 | 12.1659029087368 | -1.16590290873684 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.976394534322343 | 0.047210931355314 | 0.023605465677657 |
8 | 0.951903386473852 | 0.0961932270522953 | 0.0480966135261477 |
9 | 0.91986285096968 | 0.160274298060641 | 0.0801371490303206 |
10 | 0.873498134910829 | 0.253003730178342 | 0.126501865089171 |
11 | 0.812066070024099 | 0.375867859951802 | 0.187933929975901 |
12 | 0.787588045557719 | 0.424823908884563 | 0.212411954442281 |
13 | 0.710785546943447 | 0.578428906113106 | 0.289214453056553 |
14 | 0.627513994637113 | 0.744972010725774 | 0.372486005362887 |
15 | 0.65500430365723 | 0.689991392685539 | 0.344995696342770 |
16 | 0.723185586279466 | 0.553628827441068 | 0.276814413720534 |
17 | 0.654820272702685 | 0.69035945459463 | 0.345179727297315 |
18 | 0.671761928492559 | 0.656476143014882 | 0.328238071507441 |
19 | 0.648164279953095 | 0.70367144009381 | 0.351835720046905 |
20 | 0.680104363237949 | 0.639791273524102 | 0.319895636762051 |
21 | 0.723983109251041 | 0.552033781497918 | 0.276016890748959 |
22 | 0.775713522373843 | 0.448572955252315 | 0.224286477626157 |
23 | 0.721378411229249 | 0.557243177541502 | 0.278621588770751 |
24 | 0.680923814105871 | 0.638152371788258 | 0.319076185894129 |
25 | 0.640954701922063 | 0.718090596155874 | 0.359045298077937 |
26 | 0.670988404431302 | 0.658023191137396 | 0.329011595568698 |
27 | 0.639738613068442 | 0.720522773863115 | 0.360261386931558 |
28 | 0.607490711163808 | 0.785018577672384 | 0.392509288836192 |
29 | 0.559087494711717 | 0.881825010576565 | 0.440912505288282 |
30 | 0.498827205162897 | 0.997654410325795 | 0.501172794837103 |
31 | 0.552115623552737 | 0.895768752894526 | 0.447884376447263 |
32 | 0.587547937127836 | 0.824904125744328 | 0.412452062872164 |
33 | 0.559270668049349 | 0.881458663901303 | 0.440729331950651 |
34 | 0.524836877078318 | 0.950326245843364 | 0.475163122921682 |
35 | 0.467408388198834 | 0.934816776397668 | 0.532591611801166 |
36 | 0.47138656714291 | 0.94277313428582 | 0.52861343285709 |
37 | 0.711000334430102 | 0.577999331139796 | 0.288999665569898 |
38 | 0.667104736426316 | 0.665790527147369 | 0.332895263573684 |
39 | 0.638064769765422 | 0.723870460469155 | 0.361935230234578 |
40 | 0.615647898320574 | 0.768704203358852 | 0.384352101679426 |
41 | 0.598069122896711 | 0.803861754206577 | 0.401930877103289 |
42 | 0.552087478340426 | 0.895825043319147 | 0.447912521659574 |
43 | 0.604185923977923 | 0.791628152044153 | 0.395814076022076 |
44 | 0.564921584085115 | 0.87015683182977 | 0.435078415914885 |
45 | 0.533138973517078 | 0.933722052965845 | 0.466861026482922 |
46 | 0.483940215940761 | 0.967880431881523 | 0.516059784059239 |
47 | 0.47562958197234 | 0.95125916394468 | 0.52437041802766 |
48 | 0.434205389575811 | 0.868410779151622 | 0.565794610424189 |
49 | 0.409280129116146 | 0.818560258232291 | 0.590719870883854 |
50 | 0.368709532449743 | 0.737419064899485 | 0.631290467550257 |
51 | 0.346114995324537 | 0.692229990649073 | 0.653885004675463 |
52 | 0.305191302860988 | 0.610382605721977 | 0.694808697139012 |
53 | 0.384515857804276 | 0.769031715608552 | 0.615484142195724 |
54 | 0.340871069985912 | 0.681742139971824 | 0.659128930014088 |
55 | 0.306438385786578 | 0.612876771573156 | 0.693561614213422 |
56 | 0.267161098788423 | 0.534322197576846 | 0.732838901211577 |
57 | 0.228588099283011 | 0.457176198566023 | 0.771411900716989 |
58 | 0.256883181049084 | 0.513766362098167 | 0.743116818950916 |
59 | 0.274588059569756 | 0.549176119139511 | 0.725411940430244 |
60 | 0.279156326473110 | 0.558312652946219 | 0.72084367352689 |
61 | 0.455411491901356 | 0.910822983802713 | 0.544588508098644 |
62 | 0.412293207540601 | 0.824586415081202 | 0.587706792459399 |
63 | 0.370127462888605 | 0.740254925777211 | 0.629872537111395 |
64 | 0.333428561573203 | 0.666857123146407 | 0.666571438426797 |
65 | 0.292119828075272 | 0.584239656150544 | 0.707880171924728 |
66 | 0.268115914455727 | 0.536231828911454 | 0.731884085544273 |
67 | 0.283486402870827 | 0.566972805741654 | 0.716513597129173 |
68 | 0.249055649246785 | 0.49811129849357 | 0.750944350753215 |
69 | 0.215710535492542 | 0.431421070985083 | 0.784289464507459 |
70 | 0.187214212040947 | 0.374428424081893 | 0.812785787959053 |
71 | 0.157548154261003 | 0.315096308522006 | 0.842451845738997 |
72 | 0.138407129598372 | 0.276814259196743 | 0.861592870401628 |
73 | 0.114303309002813 | 0.228606618005626 | 0.885696690997187 |
74 | 0.103947477666358 | 0.207894955332716 | 0.896052522333642 |
75 | 0.0918498770573997 | 0.183699754114799 | 0.9081501229426 |
76 | 0.156789477427883 | 0.313578954855766 | 0.843210522572117 |
77 | 0.135658713798873 | 0.271317427597746 | 0.864341286201127 |
78 | 0.162484131249669 | 0.324968262499339 | 0.83751586875033 |
79 | 0.135691384304701 | 0.271382768609401 | 0.8643086156953 |
80 | 0.150486361071601 | 0.300972722143201 | 0.8495136389284 |
81 | 0.131515605976590 | 0.263031211953181 | 0.86848439402341 |
82 | 0.139842719963208 | 0.279685439926416 | 0.860157280036792 |
83 | 0.152712261058875 | 0.30542452211775 | 0.847287738941125 |
84 | 0.129523428728073 | 0.259046857456147 | 0.870476571271927 |
85 | 0.109827746320157 | 0.219655492640313 | 0.890172253679843 |
86 | 0.091969424694932 | 0.183938849389864 | 0.908030575305068 |
87 | 0.0748478211911326 | 0.149695642382265 | 0.925152178808867 |
88 | 0.061101763360132 | 0.122203526720264 | 0.938898236639868 |
89 | 0.0561871396774585 | 0.112374279354917 | 0.943812860322542 |
90 | 0.220619282243407 | 0.441238564486814 | 0.779380717756593 |
91 | 0.191734645334902 | 0.383469290669804 | 0.808265354665098 |
92 | 0.171533977666561 | 0.343067955333122 | 0.828466022333439 |
93 | 0.143821097134713 | 0.287642194269427 | 0.856178902865287 |
94 | 0.128877093529039 | 0.257754187058078 | 0.871122906470961 |
95 | 0.126834837357408 | 0.253669674714817 | 0.873165162642592 |
96 | 0.111394400062505 | 0.22278880012501 | 0.888605599937495 |
97 | 0.116623847047130 | 0.233247694094260 | 0.88337615295287 |
98 | 0.102268085583787 | 0.204536171167573 | 0.897731914416213 |
99 | 0.0913589435060657 | 0.182717887012131 | 0.908641056493934 |
100 | 0.0902812303778817 | 0.180562460755763 | 0.909718769622118 |
101 | 0.0882223469861226 | 0.176444693972245 | 0.911777653013877 |
102 | 0.0824345309079994 | 0.164869061815999 | 0.917565469092 |
103 | 0.0683992185733129 | 0.136798437146626 | 0.931600781426687 |
104 | 0.0599471534027872 | 0.119894306805574 | 0.940052846597213 |
105 | 0.0602354306592319 | 0.120470861318464 | 0.939764569340768 |
106 | 0.103229356050117 | 0.206458712100235 | 0.896770643949883 |
107 | 0.0920132622354364 | 0.184026524470873 | 0.907986737764564 |
108 | 0.0887288354770994 | 0.177457670954199 | 0.9112711645229 |
109 | 0.0791138836175985 | 0.158227767235197 | 0.920886116382401 |
110 | 0.469495517498109 | 0.938991034996219 | 0.530504482501891 |
111 | 0.422601212941633 | 0.845202425883266 | 0.577398787058367 |
112 | 0.390118575475749 | 0.780237150951497 | 0.609881424524251 |
113 | 0.358204890458748 | 0.716409780917496 | 0.641795109541252 |
114 | 0.324430903406466 | 0.648861806812933 | 0.675569096593534 |
115 | 0.284101187740825 | 0.56820237548165 | 0.715898812259175 |
116 | 0.286555843389544 | 0.573111686779087 | 0.713444156610456 |
117 | 0.244894626674674 | 0.489789253349348 | 0.755105373325326 |
118 | 0.205392778984916 | 0.410785557969831 | 0.794607221015085 |
119 | 0.222061136792562 | 0.444122273585124 | 0.777938863207438 |
120 | 0.198184961737775 | 0.396369923475551 | 0.801815038262225 |
121 | 0.179147871348368 | 0.358295742696736 | 0.820852128651632 |
122 | 0.148882284826899 | 0.297764569653797 | 0.851117715173101 |
123 | 0.127405813631577 | 0.254811627263155 | 0.872594186368423 |
124 | 0.165855250402198 | 0.331710500804396 | 0.834144749597802 |
125 | 0.137990332677587 | 0.275980665355174 | 0.862009667322413 |
126 | 0.122720030492509 | 0.245440060985019 | 0.87727996950749 |
127 | 0.185498757440324 | 0.370997514880648 | 0.814501242559676 |
128 | 0.187085528829706 | 0.374171057659412 | 0.812914471170294 |
129 | 0.173231281788721 | 0.346462563577441 | 0.82676871821128 |
130 | 0.137811807341951 | 0.275623614683902 | 0.862188192658049 |
131 | 0.123452485953459 | 0.246904971906917 | 0.876547514046541 |
132 | 0.221672627715068 | 0.443345255430136 | 0.778327372284932 |
133 | 0.241648622422646 | 0.483297244845292 | 0.758351377577354 |
134 | 0.197335687546180 | 0.394671375092359 | 0.80266431245382 |
135 | 0.166414078240956 | 0.332828156481911 | 0.833585921759044 |
136 | 0.130123211166473 | 0.260246422332947 | 0.869876788833527 |
137 | 0.59495868211983 | 0.81008263576034 | 0.40504131788017 |
138 | 0.527551394236181 | 0.944897211527637 | 0.472448605763819 |
139 | 0.488535085834113 | 0.977070171668226 | 0.511464914165887 |
140 | 0.447976322557999 | 0.895952645115998 | 0.552023677442001 |
141 | 0.379257995471569 | 0.758515990943138 | 0.620742004528431 |
142 | 0.387257939715211 | 0.774515879430423 | 0.612742060284789 |
143 | 0.316592306749893 | 0.633184613499786 | 0.683407693250107 |
144 | 0.248631282647622 | 0.497262565295245 | 0.751368717352378 |
145 | 0.198210025648444 | 0.396420051296887 | 0.801789974351556 |
146 | 0.16885831478444 | 0.33771662956888 | 0.83114168521556 |
147 | 0.125888632990712 | 0.251777265981425 | 0.874111367009288 |
148 | 0.0864737044462057 | 0.172947408892411 | 0.913526295553794 |
149 | 0.0938770751296552 | 0.187754150259310 | 0.906122924870345 |
150 | 0.115922567769026 | 0.231845135538052 | 0.884077432230974 |
151 | 0.112701268950409 | 0.225402537900817 | 0.887298731049591 |
152 | 0.354598120010481 | 0.709196240020963 | 0.645401879989519 |
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 | 1 | 0.00684931506849315 | OK |
10% type I error level | 2 | 0.0136986301369863 | OK |