Multiple Linear Regression - Estimated Regression Equation |
Depression[t] = + 14.1649413765651 -0.229535622522770Concerns[t] -0.0358463929726011Criticism[t] -0.00365780052241122Expectat[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) | 14.1649413765651 | 1.194343 | 11.86 | 0 | 0 |
Concerns | -0.229535622522770 | 0.212105 | -1.0822 | 0.280854 | 0.140427 |
Criticism | -0.0358463929726011 | 0.233418 | -0.1536 | 0.878147 | 0.439074 |
Expectat | -0.00365780052241122 | 0.184625 | -0.0198 | 0.984219 | 0.492109 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.0994157252602019 |
R-squared | 0.00988348642901194 |
Adjusted R-squared | -0.00928005899494266 |
F-TEST (value) | 0.515744149131063 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 155 |
p-value | 0.672036190260502 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.15996396263658 |
Sum Squared Residuals | 1547.73269800009 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 12 | 12.7132063164855 | -0.713206316485528 |
2 | 11 | 12.7233540167187 | -1.72335401671874 |
3 | 14 | 13.1182291346477 | 0.881770865352333 |
4 | 12 | 13.0851243119716 | -1.08512431197155 |
5 | 21 | 13.0635433149628 | 7.93645668503716 |
6 | 12 | 13.1912039569446 | -1.19120395694455 |
7 | 22 | 13.0631739486464 | 8.93682605135356 |
8 | 11 | 13.1213400712606 | -2.12134007126055 |
9 | 10 | 13.0993897079354 | -3.09938970793544 |
10 | 13 | 13.1434679321788 | -0.14346793217879 |
11 | 10 | 12.7536267402065 | -2.75362674020648 |
12 | 8 | 12.4185583366202 | -4.41855833662024 |
13 | 15 | 12.7949598339627 | 2.2050401660373 |
14 | 14 | 13.0851243119716 | 0.914875688028448 |
15 | 10 | 13.2439703474763 | -3.24397034747629 |
16 | 14 | 13.4460689058903 | 0.553931094109673 |
17 | 14 | 12.9083550799805 | 1.09164492001948 |
18 | 11 | 13.2439703474763 | -2.24397034747629 |
19 | 10 | 12.9984309576203 | -2.99843095762031 |
20 | 13 | 12.3528991153682 | 0.64710088463182 |
21 | 7 | 12.6063009701785 | -5.60630097017851 |
22 | 14 | 12.1903952793410 | 1.80960472065897 |
23 | 12 | 12.8275177927293 | -0.827517792729288 |
24 | 14 | 12.4194710066555 | 1.58052899334448 |
25 | 11 | 13.0373882872058 | -2.03738828720579 |
26 | 9 | 13.1498708631883 | -4.14987086318833 |
27 | 11 | 13.0200119546290 | -2.02001195462902 |
28 | 15 | 12.9010394789357 | 2.09896052106430 |
29 | 14 | 12.8496456536475 | 1.15035434635247 |
30 | 13 | 13.1613911286651 | -0.161391128665091 |
31 | 9 | 12.8244032959258 | -3.82440329592576 |
32 | 15 | 12.5598505419551 | 2.44014945804493 |
33 | 10 | 12.7110985787998 | -2.71109857879982 |
34 | 11 | 12.7321327118990 | -1.73213271189901 |
35 | 13 | 13.1003059381614 | -0.100305938161367 |
36 | 8 | 12.4112391753848 | -4.41123917538477 |
37 | 20 | 12.3653320508802 | 7.63466794911978 |
38 | 12 | 13.3877252856831 | -1.38772528568309 |
39 | 10 | 12.2872398941161 | -2.28723989411612 |
40 | 10 | 12.7321327118990 | -2.73213271189901 |
41 | 9 | 12.4837612228547 | -3.48376122285466 |
42 | 14 | 12.8533034541699 | 1.14669654583006 |
43 | 8 | 13.0759798106655 | -5.07597981066553 |
44 | 14 | 13.1738276243678 | 0.826172375632225 |
45 | 11 | 12.9933100629624 | -1.99331006296244 |
46 | 13 | 13.2439703474763 | -0.243970347476285 |
47 | 9 | 12.9501480689450 | -3.95014806894502 |
48 | 11 | 12.3653320508802 | -1.36533205088022 |
49 | 15 | 12.5305810173945 | 2.46941898260551 |
50 | 11 | 12.8377560218544 | -1.83775602185437 |
51 | 10 | 12.7527974786818 | -2.7527974786818 |
52 | 14 | 13.0814665114491 | 0.918533488550859 |
53 | 18 | 12.9896522624400 | 5.01034773755997 |
54 | 14 | 13.531389694998 | 0.468610305001992 |
55 | 11 | 12.3394629809290 | -1.33946298092897 |
56 | 12 | 12.6683023909082 | -0.668302390908156 |
57 | 13 | 12.8748844511786 | 0.125115548821352 |
58 | 9 | 13.1595622284039 | -4.15956222840389 |
59 | 10 | 13.4607001079800 | -3.46070010797997 |
60 | 15 | 13.2862196714584 | 1.71378032854157 |
61 | 20 | 13.1094504394674 | 6.8905495605326 |
62 | 12 | 12.9548090683946 | -0.954809068394598 |
63 | 12 | 13.0498247829085 | -1.04982478290848 |
64 | 14 | 13.0708589160077 | 0.929141083992337 |
65 | 13 | 13.5502291217102 | -0.550229121710234 |
66 | 11 | 12.5898373076370 | -1.58983730763701 |
67 | 17 | 12.4176421063943 | 4.58235789360569 |
68 | 12 | 13.0337304866834 | -1.03373048668338 |
69 | 13 | 13.5800419499897 | -0.580041949989693 |
70 | 14 | 12.9914811627012 | 1.00851883729876 |
71 | 13 | 12.5944113383853 | 0.405588661614651 |
72 | 15 | 13.0589692842145 | 1.94103071578550 |
73 | 13 | 12.4383104333677 | 0.561689566632254 |
74 | 10 | 12.4658380263684 | -2.46583802636836 |
75 | 11 | 12.6986620830971 | -1.69866208309714 |
76 | 19 | 12.8289773266741 | 6.17102267332591 |
77 | 13 | 13.3679731889356 | -0.367973188935583 |
78 | 17 | 12.8992105786745 | 4.10078942132551 |
79 | 13 | 13.039217187467 | -0.0392171874669982 |
80 | 9 | 12.6105056346104 | -3.61050563461044 |
81 | 11 | 12.7913020334403 | -1.79130203344029 |
82 | 10 | 13.0832954117103 | -3.08329541171035 |
83 | 9 | 12.918962675422 | -3.918962675422 |
84 | 12 | 12.9464902684226 | -0.94649026842261 |
85 | 12 | 12.8900625171778 | -0.890062517177819 |
86 | 13 | 12.9313991711247 | 0.0686008288753193 |
87 | 13 | 12.9763900654033 | 0.0236099345966903 |
88 | 12 | 13.2476281479987 | -1.24762814799870 |
89 | 15 | 12.4616333619364 | 2.53836663806358 |
90 | 22 | 13.0534825834309 | 8.94651741656911 |
91 | 13 | 12.6646445903857 | 0.335355409614255 |
92 | 15 | 13.5377926260075 | 1.46220737399245 |
93 | 13 | 13.2325370507008 | -0.232537050700767 |
94 | 15 | 12.9052441433676 | 2.09475585663237 |
95 | 10 | 13.0015418942332 | -3.00154189423319 |
96 | 11 | 12.3276603178371 | -1.32766031783706 |
97 | 16 | 12.3942322091244 | 3.6057677908756 |
98 | 11 | 12.4479148298821 | -1.44791482988206 |
99 | 11 | 13.0534825834309 | -2.05348258343089 |
100 | 10 | 12.8730555509174 | -2.87305555091744 |
101 | 10 | 12.7876442329179 | -2.78764423291788 |
102 | 16 | 13.2779878401877 | 2.72201215981232 |
103 | 12 | 12.941003567639 | -0.941003567638993 |
104 | 11 | 13.0401334176929 | -2.04013341769292 |
105 | 16 | 12.7949598339627 | 3.2050401660373 |
106 | 19 | 12.7698080051328 | 6.23019199486718 |
107 | 11 | 12.9423725726919 | -1.94237257269191 |
108 | 16 | 12.7453949089357 | 3.25460509106427 |
109 | 15 | 12.6549532251702 | 2.34504677482981 |
110 | 24 | 13.1632200289263 | 10.8367799710737 |
111 | 14 | 13.3518788927105 | 0.648121107289512 |
112 | 15 | 12.4974797549090 | 2.50252024509098 |
113 | 11 | 12.8725086870079 | -1.87250868700792 |
114 | 15 | 12.6494665243866 | 2.35053347561343 |
115 | 12 | 13.4940837680806 | -1.4940837680806 |
116 | 10 | 13.2252214496559 | -3.22522144965595 |
117 | 14 | 13.0264148856386 | 0.97358511436144 |
118 | 13 | 13.1687067297099 | -0.168706729709913 |
119 | 9 | 12.6907996181428 | -3.69079961814279 |
120 | 15 | 13.0686606494301 | 1.93133935056994 |
121 | 15 | 12.6114183046457 | 2.38858169535428 |
122 | 14 | 13.3059717682059 | 0.694028231794066 |
123 | 11 | 12.8174570611973 | -1.81745706119734 |
124 | 8 | 13.2889612417549 | -5.28896124175491 |
125 | 11 | 13.0607981844757 | -2.06079818447571 |
126 | 11 | 12.980507761134 | -1.98050776113401 |
127 | 8 | 13.3174920336827 | -5.31749203368269 |
128 | 10 | 12.9914811627012 | -2.99148116270124 |
129 | 11 | 13.0598855144404 | -2.05988551444043 |
130 | 13 | 12.3258278573852 | 0.674172142614793 |
131 | 11 | 12.8192859614585 | -1.81928596145854 |
132 | 20 | 13.1732807604582 | 6.82671923954175 |
133 | 10 | 13.1829721256738 | -3.1829721256738 |
134 | 15 | 13.2504602471871 | 1.74953975281293 |
135 | 12 | 12.9207915756832 | -0.920791575683202 |
136 | 14 | 12.6178247958459 | 1.38217520415409 |
137 | 23 | 13.1173129044217 | 9.88268709557826 |
138 | 14 | 13.0617144147016 | 0.938285585298365 |
139 | 16 | 13.1094504394674 | 2.89054956053261 |
140 | 11 | 12.7852684687471 | -1.78526846874715 |
141 | 12 | 12.4492838349350 | -0.449283834934979 |
142 | 10 | 12.4203872368814 | -2.42038723688144 |
143 | 14 | 12.5460450411995 | 1.45395495880053 |
144 | 12 | 12.9837056664481 | -0.983705666448132 |
145 | 12 | 12.8578774849183 | -0.857877484918273 |
146 | 11 | 12.5682563106283 | -1.5682563106283 |
147 | 12 | 12.3887455083408 | -0.388745508340781 |
148 | 13 | 13.0094043591875 | -0.00940435918753933 |
149 | 11 | 13.1553575639719 | -2.15535756397195 |
150 | 19 | 12.8353802576836 | 6.16461974231636 |
151 | 12 | 12.9735579662149 | -0.973557966214938 |
152 | 17 | 12.5691725408542 | 4.43082745914577 |
153 | 9 | 12.0729728664844 | -3.07297286648440 |
154 | 12 | 12.9070730436288 | -0.907073043628838 |
155 | 19 | 12.8854050779189 | 6.11459492208111 |
156 | 18 | 13.1613911286651 | 4.83860887133491 |
157 | 15 | 12.5783170421603 | 2.42168295783975 |
158 | 14 | 12.8335513574224 | 1.16644864257757 |
159 | 11 | 12.2596253324143 | -1.25962533241427 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.979678820306521 | 0.0406423593869571 | 0.0203211796934785 |
8 | 0.95622575593217 | 0.087548488135661 | 0.0437742440678305 |
9 | 0.973408504855963 | 0.0531829902880748 | 0.0265914951440374 |
10 | 0.957172628586854 | 0.0856547428262916 | 0.0428273714131458 |
11 | 0.935245850344444 | 0.129508299311112 | 0.064754149655556 |
12 | 0.929303469402726 | 0.141393061194549 | 0.0706965305972745 |
13 | 0.922084502787729 | 0.155830994424542 | 0.077915497212271 |
14 | 0.884172133013607 | 0.231655733972785 | 0.115827866986393 |
15 | 0.899902197412811 | 0.200195605174377 | 0.100097802587189 |
16 | 0.872976918118862 | 0.254046163762276 | 0.127023081881138 |
17 | 0.829255844055818 | 0.341488311888365 | 0.170744155944182 |
18 | 0.803897515799534 | 0.392204968400933 | 0.196102484200466 |
19 | 0.783497282970281 | 0.433005434059437 | 0.216502717029719 |
20 | 0.755523167639414 | 0.488953664721172 | 0.244476832360586 |
21 | 0.845771259737194 | 0.308457480525611 | 0.154228740262806 |
22 | 0.838365043747632 | 0.323269912504735 | 0.161634956252368 |
23 | 0.802108657839811 | 0.395782684320378 | 0.197891342160189 |
24 | 0.756256274984631 | 0.487487450030737 | 0.243743725015369 |
25 | 0.721725120443323 | 0.556549759113354 | 0.278274879556677 |
26 | 0.72176653143144 | 0.55646693713712 | 0.27823346856856 |
27 | 0.694415559382633 | 0.611168881234735 | 0.305584440617367 |
28 | 0.674558545464621 | 0.650882909070758 | 0.325441454535379 |
29 | 0.633981984676767 | 0.732036030646466 | 0.366018015323233 |
30 | 0.57563672840173 | 0.84872654319654 | 0.42436327159827 |
31 | 0.628564446163763 | 0.742871107672474 | 0.371435553836237 |
32 | 0.640119465858258 | 0.719761068283485 | 0.359880534141742 |
33 | 0.62215258275036 | 0.755694834499279 | 0.377847417249640 |
34 | 0.576252248739269 | 0.847495502521462 | 0.423747751260731 |
35 | 0.51958637232601 | 0.96082725534798 | 0.48041362767399 |
36 | 0.535107716078371 | 0.929784567843259 | 0.464892283921629 |
37 | 0.789067912956098 | 0.421864174087804 | 0.210932087043902 |
38 | 0.751834689385322 | 0.496330621229356 | 0.248165310614678 |
39 | 0.724515422707559 | 0.550969154584882 | 0.275484577292441 |
40 | 0.707142200428162 | 0.585715599143676 | 0.292857799571838 |
41 | 0.700398478988253 | 0.599203042023494 | 0.299601521011747 |
42 | 0.664621420386088 | 0.670757159227824 | 0.335378579613912 |
43 | 0.711916026088274 | 0.576167947823453 | 0.288083973911726 |
44 | 0.675618758642116 | 0.648762482715768 | 0.324381241357884 |
45 | 0.642360813697356 | 0.715278372605289 | 0.357639186302645 |
46 | 0.593967014054909 | 0.812065971890182 | 0.406032985945091 |
47 | 0.602744358072137 | 0.794511283855726 | 0.397255641927863 |
48 | 0.562241151005701 | 0.875517697988598 | 0.437758848994299 |
49 | 0.548688534519602 | 0.902622930960797 | 0.451311465480398 |
50 | 0.509770960702381 | 0.980458078595237 | 0.490229039297619 |
51 | 0.49895223633166 | 0.99790447266332 | 0.50104776366834 |
52 | 0.458879572109884 | 0.917759144219767 | 0.541120427890116 |
53 | 0.54867584646129 | 0.902648307077419 | 0.451324153538710 |
54 | 0.500907349263548 | 0.998185301472904 | 0.499092650736452 |
55 | 0.45847559585117 | 0.91695119170234 | 0.54152440414883 |
56 | 0.41173126387641 | 0.82346252775282 | 0.58826873612359 |
57 | 0.366201585866053 | 0.732403171732106 | 0.633798414133947 |
58 | 0.389817408395989 | 0.779634816791978 | 0.610182591604011 |
59 | 0.393764228143291 | 0.787528456286582 | 0.606235771856709 |
60 | 0.369010538216701 | 0.738021076433403 | 0.630989461783299 |
61 | 0.557200320085944 | 0.885599359828113 | 0.442799679914056 |
62 | 0.513653615014085 | 0.972692769971829 | 0.486346384985915 |
63 | 0.471030638323744 | 0.942061276647488 | 0.528969361676256 |
64 | 0.428263751852872 | 0.856527503705743 | 0.571736248147128 |
65 | 0.384461213941407 | 0.768922427882814 | 0.615538786058593 |
66 | 0.349103432298322 | 0.698206864596643 | 0.650896567701678 |
67 | 0.405953075663357 | 0.811906151326713 | 0.594046924336643 |
68 | 0.365647365419549 | 0.731294730839098 | 0.634352634580451 |
69 | 0.325015379092397 | 0.650030758184795 | 0.674984620907603 |
70 | 0.289011031885855 | 0.578022063771709 | 0.710988968114145 |
71 | 0.251840676615882 | 0.503681353231764 | 0.748159323384118 |
72 | 0.229537444142686 | 0.459074888285373 | 0.770462555857314 |
73 | 0.198009693129778 | 0.396019386259555 | 0.801990306870222 |
74 | 0.183111431941335 | 0.366222863882670 | 0.816888568058665 |
75 | 0.162089418538905 | 0.324178837077811 | 0.837910581461095 |
76 | 0.259086582287188 | 0.518173164574377 | 0.740913417712812 |
77 | 0.225531809261338 | 0.451063618522676 | 0.774468190738662 |
78 | 0.251846438867230 | 0.503692877734460 | 0.74815356113277 |
79 | 0.216380691015023 | 0.432761382030046 | 0.783619308984977 |
80 | 0.225484261353008 | 0.450968522706016 | 0.774515738646992 |
81 | 0.202021699218781 | 0.404043398437561 | 0.79797830078122 |
82 | 0.200913017891139 | 0.401826035782278 | 0.799086982108861 |
83 | 0.219416558530784 | 0.438833117061568 | 0.780583441469216 |
84 | 0.191048989601200 | 0.382097979202401 | 0.8089510103988 |
85 | 0.163568569677358 | 0.327137139354716 | 0.836431430322642 |
86 | 0.139407670072430 | 0.278815340144859 | 0.86059232992757 |
87 | 0.116133264049346 | 0.232266528098693 | 0.883866735950654 |
88 | 0.0984574295826483 | 0.196914859165297 | 0.901542570417352 |
89 | 0.0930916613449117 | 0.186183322689823 | 0.906908338655088 |
90 | 0.295662254311469 | 0.591324508622939 | 0.704337745688531 |
91 | 0.257713921388014 | 0.515427842776028 | 0.742286078611986 |
92 | 0.227317212979993 | 0.454634425959986 | 0.772682787020007 |
93 | 0.194292673843046 | 0.388585347686091 | 0.805707326156954 |
94 | 0.175853124521577 | 0.351706249043154 | 0.824146875478423 |
95 | 0.171774460944713 | 0.343548921889426 | 0.828225539055287 |
96 | 0.150669137776634 | 0.301338275553267 | 0.849330862223366 |
97 | 0.157989016043785 | 0.31597803208757 | 0.842010983956215 |
98 | 0.137288072087889 | 0.274576144175777 | 0.86271192791211 |
99 | 0.124579898274747 | 0.249159796549494 | 0.875420101725253 |
100 | 0.122248833248881 | 0.244497666497762 | 0.87775116675112 |
101 | 0.119119326766695 | 0.238238653533391 | 0.880880673233305 |
102 | 0.109610620097825 | 0.219221240195651 | 0.890389379902175 |
103 | 0.0950556133250052 | 0.190111226650010 | 0.904944386674995 |
104 | 0.0869464622385325 | 0.173892924477065 | 0.913053537761467 |
105 | 0.0876850514409576 | 0.175370102881915 | 0.912314948559042 |
106 | 0.148797864291120 | 0.297595728582239 | 0.85120213570888 |
107 | 0.131501532453448 | 0.263003064906896 | 0.868498467546552 |
108 | 0.131685146691815 | 0.26337029338363 | 0.868314853308185 |
109 | 0.118887995753205 | 0.237775991506410 | 0.881112004246795 |
110 | 0.51396475922903 | 0.97207048154194 | 0.48603524077097 |
111 | 0.464315181580657 | 0.928630363161313 | 0.535684818419343 |
112 | 0.443633486782436 | 0.887266973564873 | 0.556366513217564 |
113 | 0.404243436241197 | 0.808486872482395 | 0.595756563758803 |
114 | 0.374864720891147 | 0.749729441782293 | 0.625135279108853 |
115 | 0.336063774433124 | 0.672127548866249 | 0.663936225566875 |
116 | 0.352878412633685 | 0.70575682526737 | 0.647121587366315 |
117 | 0.307900521635744 | 0.615801043271488 | 0.692099478364256 |
118 | 0.26308332055766 | 0.52616664111532 | 0.73691667944234 |
119 | 0.282909499504766 | 0.565818999009532 | 0.717090500495234 |
120 | 0.255642143057877 | 0.511284286115754 | 0.744357856942123 |
121 | 0.263723563128933 | 0.527447126257865 | 0.736276436871067 |
122 | 0.221728709525835 | 0.44345741905167 | 0.778271290474165 |
123 | 0.196695666761989 | 0.393391333523977 | 0.803304333238011 |
124 | 0.257131312402607 | 0.514262624805214 | 0.742868687597393 |
125 | 0.230183147571908 | 0.460366295143816 | 0.769816852428092 |
126 | 0.228605834677433 | 0.457211669354865 | 0.771394165322568 |
127 | 0.396240023445292 | 0.792480046890584 | 0.603759976554708 |
128 | 0.418378689283459 | 0.836757378566919 | 0.58162131071654 |
129 | 0.446681999092015 | 0.893363998184031 | 0.553318000907985 |
130 | 0.428683608453685 | 0.857367216907369 | 0.571316391546315 |
131 | 0.400967587916697 | 0.801935175833393 | 0.599032412083303 |
132 | 0.499363693769705 | 0.99872738753941 | 0.500636306230295 |
133 | 0.623552680635004 | 0.752894638729992 | 0.376447319364996 |
134 | 0.56701907239611 | 0.86596185520778 | 0.43298092760389 |
135 | 0.532231509955278 | 0.935536980089444 | 0.467768490044722 |
136 | 0.467635964524509 | 0.935271929049019 | 0.532364035475491 |
137 | 0.824025058502407 | 0.351949882995186 | 0.175974941497593 |
138 | 0.775138061286718 | 0.449723877426564 | 0.224861938713282 |
139 | 0.72806702572295 | 0.5438659485541 | 0.27193297427705 |
140 | 0.689610388889354 | 0.620779222221292 | 0.310389611110646 |
141 | 0.632630629308515 | 0.73473874138297 | 0.367369370691485 |
142 | 0.578721933862848 | 0.842556132274304 | 0.421278066137152 |
143 | 0.509387654662908 | 0.981224690674184 | 0.490612345337092 |
144 | 0.426080408098394 | 0.852160816196789 | 0.573919591901606 |
145 | 0.421666048725201 | 0.843332097450402 | 0.578333951274799 |
146 | 0.333123125906313 | 0.666246251812627 | 0.666876874093687 |
147 | 0.249252643441651 | 0.498505286883303 | 0.750747356558349 |
148 | 0.185090032942969 | 0.370180065885938 | 0.81490996705703 |
149 | 0.324849045209418 | 0.649698090418837 | 0.675150954790582 |
150 | 0.374415341345407 | 0.748830682690815 | 0.625584658654593 |
151 | 0.411212034748996 | 0.822424069497993 | 0.588787965251004 |
152 | 0.489453196330052 | 0.978906392660103 | 0.510546803669948 |
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 | 4 | 0.0273972602739726 | OK |