Multiple Linear Regression - Estimated Regression Equation
Depression[t] = + 5.70984648766359 -0.0799607227294421Doubts[t] -0.021800622364926Expectat[t] -0.0155788482792036Criticism[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)5.709846487663590.54612210.455300
Doubts-0.07996072272944210.091271-0.87610.3823430.191172
Expectat-0.0218006223649260.072838-0.29930.765110.382555
Criticism-0.01557884827920360.093796-0.16610.86830.43415


Multiple Linear Regression - Regression Statistics
Multiple R0.0855457044326433
R-squared0.00731806754687717
Adjusted R-squared-0.0118951311457638
F-TEST (value)0.380887517167045
F-TEST (DF numerator)3
F-TEST (DF denominator)155
p-value0.766914280365275
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation1.26562203627464
Sum Squared Residuals248.278866499113


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
14.85.0486899276964-0.248689927696399
24.45.21940173625999-0.81940173625999
35.65.270320069894240.329679930105755
44.85.15471651362082-0.354716513620825
58.45.25306362348343.1469363765166
64.85.20467389357905-0.404673893579054
78.85.238942477180323.56105752281968
84.45.15243221911133-0.752432219111333
945.01276815902839-1.01276815902839
105.25.161789293304810.0382107066951858
1145.04797328324079-1.04797328324079
123.25.07373579824684-1.87373579824684
1365.256174510526270.743825489473734
145.65.154716513620820.445283486379175
1545.17580049153014-1.17580049153014
165.65.387246967001130.212753032998868
175.65.253780267939020.346219732060983
184.45.27175335880547-0.87175335880547
1945.21414091585029-1.21414091585029
205.24.991077484741220.208922515258775
212.85.04007391102343-2.24007391102343
225.64.916208595375210.683791404624792
234.85.16812101546829-0.368121015468295
245.65.090747935437270.509252064562729
254.45.17580049153014-0.775800491530138
263.65.22036268993602-1.62036268993602
274.45.21174667326304-0.811746673263044
2865.210179023209160.789820976790835
295.65.177478089661780.422521910338224
305.25.23354729562797-0.0335472956279698
313.65.24516425126605-1.64516425126604
3264.87726147467721.1227385253228
3345.1228665856717-1.1228665856717
344.45.26864247176261-0.868642471762608
355.25.166577778479310.0334222215206876
363.25.05325851671538-1.85325851671538
3785.213179962174272.78682003782573
384.85.0283470073076-0.228347007307597
3945.03635632760271-1.03635632760271
4045.1407053153955-1.1407053153955
413.64.98796659769836-1.38796659769836
425.65.19927871202670.400721287973298
433.25.16418353589206-1.96418353589206
445.65.208635786220180.391364213779817
454.45.21868509180438-0.818685091804378
465.25.143816202438360.0561837975616383
473.65.03156784242822-1.43156784242822
484.45.11722709489894-0.717227094898937
4965.196884469439450.803115530560548
504.45.02223518129963-0.622235181299632
5145.11243860972444-1.11243860972444
525.65.228868758531230.37113124146877
537.25.196884469439452.00311553056055
545.65.421381189459750.178618810540255
554.45.03657622375823-0.636576223758228
564.85.10093160216412-0.300931602164122
575.25.196884469439450.00311553056054765
583.65.25463127353728-1.65463127353728
5945.37849658918551-1.37849658918551
6065.02606271279810.973937287201895
6185.221079334391632.77892066560837
624.85.20156300653619-0.401563006536193
634.85.11890469303057-0.318904693030575
645.65.136743422754370.463256577245627
655.25.23115305304072-0.0311530530407207
664.45.22096938631387-0.82096938631387
676.85.271753358805471.52824664119453
684.85.21796844734877-0.417968447348766
695.25.138311072808250.0616889271917487
705.65.175800491530140.424199508469861
715.25.26864247176261-0.0686424717626078
7265.269359116218220.73064088378178
735.25.188378400844240.0116215991557616
7444.94819288446698-0.948192884466985
754.45.21174667326304-0.811746673263044
767.65.196884469439452.40311553056055
775.25.073625850169090.126374149830914
786.85.103325844751371.69667415524863
795.25.154716513620820.0452834863791753
803.65.16957871744442-1.56957871744442
814.45.04246815361068-0.642468153610678
8245.33572193698902-1.33572193698902
833.65.12201558007344-1.52201558007344
844.85.20167295461395-0.401672954613951
854.85.135916830221-0.335916830221003
865.25.129088359757430.0709116402425748
875.25.23115305304072-0.0311530530407207
884.85.10164824661973-0.301648246619734
8965.042578101688440.957421898311564
908.85.204673893579053.59532610642095
915.25.047146690707420.152853309292581
9265.415986007907390.584013992092608
935.25.22096938631387-0.0209693863138698
9465.179762384171270.820237615828733
9545.22419022143449-1.22419022143449
964.45.06762397223888-0.667623972238878
976.44.975388688384261.42461131161574
984.45.00437203851094-0.604372038510936
994.45.23665818267083-0.83665818267083
10045.18598415825699-1.18598415825699
10145.14860468761286-1.14860468761286
1026.45.308416184993991.09158381500601
1034.85.13698773197478-0.336987731974785
1044.45.21257326579641-0.812573265796413
1056.45.06426877597561.3357312240244
1067.65.103215896673612.49678410332639
1074.45.29044309412753-0.890443094127534
1086.45.202389599069561.19761040093044
10965.012878107106150.98712189289385
1109.65.084526161351554.51547383864845
1115.65.268642471762610.331357528237392
11265.186094106334750.813905893665253
1134.45.27018570875159-0.87018570875159
11465.20406719720120.7959328027988
1154.85.34505459811761-0.545054598117607
11645.27332100885935-1.27332100885935
1175.65.270320069894240.329679930105755
1185.25.21317996217427-0.013179962174268
1193.65.02845695538536-1.42845695538535
12065.239659121635930.760340878364065
12165.25055943281840.749440567181602
1225.65.172689604487280.427310395512722
1234.45.02377841828861-0.623778418288613
1243.25.34183376299699-2.14183376299699
1254.44.92843224739114-0.528432247391138
1264.45.11039862443536-0.71039862443536
1273.25.31381136654634-2.11381136654634
12845.17580049153014-1.17580049153014
1294.45.16729442293492-0.767294422934924
1305.25.079847624254810.120152375745192
1314.45.13063159674641-0.730631596746407
13285.228868758531232.77113124146877
13345.2631373421325-1.2631373421325
13465.32471167772880.675288322271198
1354.85.19688446943945-0.396884469439453
1365.64.998150264425210.601849735574785
1379.25.116510450443334.08348954955667
1385.65.114226155933830.485773844066166
1396.45.25306362348341.1469363765166
1404.45.06198448146611-0.661984481466113
1414.85.09385882248013-0.293858822480133
14245.08463610942931-1.08463610942931
1435.64.844670489207570.755329510792432
1444.85.11483285231169-0.314832852311689
1454.85.023061773833-0.223061773833002
1464.45.03145789435046-0.631457894350458
1474.85.16657777847931-0.366577778479313
1485.25.24755849385329-0.047558493853294
1494.45.22107933439163-0.821079334391627
1507.65.223473576978882.37652642302112
1514.85.29594822375764-0.495948223757644
1526.84.961377490158941.83862250984106
1533.65.07458680384511-1.47458680384511
1544.85.22264698444551-0.422646984445507
1557.65.038750570189962.56124942981004
1567.25.233547295627971.96645270437203
15765.079847624254810.920152375745192
1585.65.052651820337530.54734817966247
1594.44.86636116349474-0.466361163494736


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
70.9763945343223430.04721093135531380.0236054656776569
80.9519033864738520.09619322705229550.0480966135261478
90.919862850969680.1602742980606410.0801371490303205
100.8734981349108290.2530037301783420.126501865089171
110.81206607002410.3758678599518010.1879339299759
120.7875880455577190.4248239088845620.212411954442281
130.7107855469434470.5784289061131060.289214453056553
140.6275139946371140.7449720107257730.372486005362886
150.6550043036572310.6899913926855380.344995696342769
160.7231855862794660.5536288274410670.276814413720534
170.6548202727026850.690359454594630.345179727297315
180.671761928492560.6564761430148810.328238071507441
190.6481642799530960.7036714400938080.351835720046904
200.6801043632379490.6397912735241010.319895636762051
210.7239831092510410.5520337814979180.276016890748959
220.7757135223738430.4485729552523150.224286477626157
230.7213784112292490.5572431775415030.278621588770751
240.6809238141058710.6381523717882580.319076185894129
250.6409547019220620.7180905961558750.359045298077938
260.6709884044313020.6580231911373960.329011595568698
270.6397386130684430.7205227738631140.360261386931557
280.6074907111638090.7850185776723820.392509288836191
290.5590874947117190.8818250105765630.440912505288281
300.49882720516290.99765441032580.5011727948371
310.5521156235527370.8957687528945260.447884376447263
320.5875479371278360.8249041257443290.412452062872164
330.559270668049350.88145866390130.44072933195065
340.5248368770783180.9503262458433650.475163122921682
350.4674083881988330.9348167763976660.532591611801167
360.4713865671429050.942773134285810.528613432857095
370.7110003344301010.5779993311397970.288999665569899
380.6671047364263150.665790527147370.332895263573685
390.6380647697654220.7238704604691560.361935230234578
400.6156478983205740.7687042033588520.384352101679426
410.598069122896710.803861754206580.40193087710329
420.5520874783404270.8958250433191460.447912521659573
430.6041859239779240.7916281520441520.395814076022076
440.5649215840851170.8701568318297670.435078415914883
450.5331389735170790.9337220529658420.466861026482921
460.4839402159407610.9678804318815230.516059784059239
470.4756295819723370.9512591639446750.524370418027663
480.4342053895758120.8684107791516230.565794610424188
490.4092801291161460.8185602582322910.590719870883854
500.3687095324497430.7374190648994870.631290467550257
510.3461149953245360.6922299906490730.653885004675464
520.3051913028609870.6103826057219740.694808697139013
530.3845158578042750.769031715608550.615484142195725
540.3408710699859130.6817421399718250.659128930014087
550.3064383857865790.6128767715731580.693561614213421
560.2671610987884230.5343221975768460.732838901211577
570.2285880992830120.4571761985660230.771411900716988
580.2568831810490850.5137663620981690.743116818950916
590.2745880595697550.549176119139510.725411940430245
600.279156326473110.558312652946220.72084367352689
610.4554114919013560.9108229838027130.544588508098644
620.4122932075406010.8245864150812010.587706792459399
630.3701274628886060.7402549257772120.629872537111394
640.3334285615732030.6668571231464060.666571438426797
650.2921198280752720.5842396561505430.707880171924728
660.2681159144557260.5362318289114520.731884085544274
670.2834864028708270.5669728057416550.716513597129173
680.2490556492467850.4981112984935710.750944350753215
690.2157105354925420.4314210709850830.784289464507458
700.1872142120409470.3744284240818940.812785787959053
710.1575481542610030.3150963085220070.842451845738997
720.1384071295983720.2768142591967450.861592870401628
730.1143033090028130.2286066180056260.885696690997187
740.1039474776663580.2078949553327170.896052522333642
750.09184987705740020.18369975411480.9081501229426
760.1567894774278830.3135789548557660.843210522572117
770.1356587137988720.2713174275977440.864341286201128
780.1624841312496690.3249682624993390.83751586875033
790.1356913843047010.2713827686094020.864308615695299
800.1504863610716010.3009727221432020.849513638928399
810.1315156059765910.2630312119531810.86848439402341
820.1398427199632090.2796854399264170.860157280036791
830.1527122610588740.3054245221177490.847287738941126
840.1295234287280740.2590468574561480.870476571271926
850.1098277463201570.2196554926403130.890172253679843
860.09196942469493250.1839388493898650.908030575305067
870.07484782119113250.1496956423822650.925152178808867
880.06110176336013210.1222035267202640.938898236639868
890.05618713967745890.1123742793549180.94381286032254
900.2206192822434050.4412385644868110.779380717756595
910.1917346453349030.3834692906698060.808265354665097
920.1715339776665610.3430679553331220.828466022333439
930.1438210971347150.2876421942694290.856178902865285
940.128877093529040.257754187058080.87112290647096
950.1268348373574090.2536696747148190.87316516264259
960.1113944000625050.222788800125010.888605599937495
970.1166238470471290.2332476940942580.883376152952871
980.1022680855837870.2045361711675740.897731914416213
990.09135894350606630.1827178870121330.908641056493934
1000.0902812303778820.1805624607557640.909718769622118
1010.08822234698612240.1764446939722450.911777653013878
1020.0824345309079990.1648690618159980.917565469092001
1030.06839921857331340.1367984371466270.931600781426687
1040.05994715340278720.1198943068055740.940052846597213
1050.06023543065923270.1204708613184650.939764569340767
1060.1032293560501180.2064587121002360.896770643949882
1070.0920132622354370.1840265244708740.907986737764563
1080.08872883547709980.17745767095420.9112711645229
1090.07911388361759820.1582277672351960.920886116382402
1100.4694955174981110.9389910349962220.530504482501889
1110.4226012129416360.8452024258832730.577398787058363
1120.3901185754757490.7802371509514980.609881424524251
1130.3582048904587480.7164097809174970.641795109541252
1140.3244309034064680.6488618068129360.675569096593532
1150.2841011877408250.568202375481650.715898812259175
1160.2865558433895450.573111686779090.713444156610455
1170.2448946266746760.4897892533493510.755105373325324
1180.2053927789849160.4107855579698310.794607221015084
1190.2220611367925610.4441222735851230.777938863207439
1200.1981849617377760.3963699234755520.801815038262224
1210.1791478713483690.3582957426967390.82085212865163
1220.1488822848268990.2977645696537980.8511177151731
1230.1274058136315780.2548116272631550.872594186368422
1240.1658552504021990.3317105008043980.8341447495978
1250.1379903326775870.2759806653551740.862009667322413
1260.1227200304925090.2454400609850190.87727996950749
1270.1854987574403240.3709975148806470.814501242559676
1280.1870855288297060.3741710576594110.812914471170294
1290.1732312817887210.3464625635774420.826768718211279
1300.1378118073419510.2756236146839030.862188192658049
1310.1234524859534590.2469049719069180.876547514046541
1320.2216726277150680.4433452554301370.778327372284932
1330.2416486224226450.4832972448452910.758351377577354
1340.197335687546180.394671375092360.80266431245382
1350.1664140782409560.3328281564819120.833585921759044
1360.1301232111664740.2602464223329480.869876788833526
1370.594958682119830.810082635760340.40504131788017
1380.5275513942361820.9448972115276360.472448605763818
1390.4885350858341140.9770701716682270.511464914165886
1400.4479763225580.8959526451159990.552023677442
1410.3792579954715690.7585159909431380.620742004528431
1420.3872579397152110.7745158794304220.612742060284789
1430.3165923067498940.6331846134997870.683407693250106
1440.2486312826476230.4972625652952460.751368717352377
1450.1982100256484440.3964200512968880.801789974351556
1460.168858314784440.3377166295688810.83114168521556
1470.1258886329907130.2517772659814250.874111367009287
1480.08647370444620570.1729474088924110.913526295553794
1490.09387707512965530.1877541502593110.906122924870345
1500.1159225677690260.2318451355380520.884077432230974
1510.1127012689504090.2254025379008170.887298731049591
1520.3545981200104820.7091962400209640.645401879989518


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level10.00684931506849315OK
10% type I error level20.0136986301369863OK