Multiple Linear Regression - Estimated Regression Equation |
Depression[t] = + 14.167093773377 -0.00374346986010154Expect[t] -0.0356071628680679Criticism[t] -0.230056642873884Concerns[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) | 14.167093773377 | 1.194134 | 11.8639 | 0 | 0 |
Expect | -0.00374346986010154 | 0.184582 | -0.0203 | 0.983845 | 0.491923 |
Criticism | -0.0356071628680679 | 0.233426 | -0.1525 | 0.878958 | 0.439479 |
Concerns | -0.230056642873884 | 0.211821 | -1.0861 | 0.279125 | 0.139562 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.099685842877191 |
R-squared | 0.00993726727013599 |
Adjusted R-squared | -0.0092252372343129 |
F-TEST (value) | 0.518578731074993 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 155 |
p-value | 0.67010300974329 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.15987814050084 |
Sum Squared Residuals | 1547.64862873633 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 12 | 12.7066598054202 | -0.706659805420193 |
2 | 11 | 12.7324480430155 | -1.73244804301554 |
3 | 14 | 13.1232315180305 | 0.876768481969457 |
4 | 12 | 13.0857212011086 | -1.08572120110864 |
5 | 21 | 13.0641741498145 | 7.9358258501855 |
6 | 12 | 13.2010062355471 | -1.20100623554709 |
7 | 22 | 13.0538388690502 | 8.94616113094978 |
8 | 11 | 13.131663644741 | -2.131663644741 |
9 | 10 | 13.0997813126826 | -3.09978131268258 |
10 | 13 | 13.1485220391848 | -0.14852203918478 |
11 | 10 | 12.7516570620623 | -2.75165706206229 |
12 | 8 | 12.424632392187 | -4.424632392187 |
13 | 15 | 12.7928794297205 | 2.20712057027949 |
14 | 14 | 13.0857212011086 | 0.914278798891356 |
15 | 10 | 13.2379874169041 | -3.23798741690409 |
16 | 14 | 13.4535521872168 | 0.546447812783209 |
17 | 14 | 12.9156514038792 | 1.08434859612084 |
18 | 11 | 13.2379874169041 | -2.23798741690409 |
19 | 10 | 12.9891977151678 | -2.98919771516781 |
20 | 13 | 12.3543446143907 | 0.645655385609337 |
21 | 7 | 12.6059325989968 | -5.60593259899679 |
22 | 14 | 12.1983349287351 | 1.80166507126489 |
23 | 12 | 12.8350784034928 | -0.835078403492769 |
24 | 14 | 12.4208575032031 | 1.57914249679688 |
25 | 11 | 13.0332370047463 | -2.03323700474634 |
26 | 9 | 13.1597838678889 | -4.15978386788886 |
27 | 11 | 13.0107447664619 | -2.01074476646195 |
28 | 15 | 12.908164464159 | 2.09183553584104 |
29 | 14 | 12.8519367979365 | 1.14806320206345 |
30 | 13 | 13.1663256206188 | -0.166325620618814 |
31 | 9 | 12.8172247638845 | -3.8172247638845 |
32 | 15 | 12.5694303073127 | 2.43056969268729 |
33 | 10 | 12.7146572416548 | -2.71465724165483 |
34 | 11 | 12.7408929497993 | -1.74089294979932 |
35 | 13 | 13.1054279365965 | -0.105427936596509 |
36 | 8 | 12.407723939569 | -4.40772393956898 |
37 | 20 | 12.3571114781367 | 7.64288852186327 |
38 | 12 | 13.3907513491407 | -1.39075134914066 |
39 | 10 | 12.2840568365943 | -2.28405683659432 |
40 | 10 | 12.7408929497993 | -2.74089294979932 |
41 | 9 | 12.4738019501879 | -3.47380195018789 |
42 | 14 | 12.8556802677967 | 1.14431973220335 |
43 | 8 | 13.0763625264584 | -5.07636252645839 |
44 | 14 | 13.1785139972627 | 0.821486002737304 |
45 | 11 | 12.9844962782441 | -1.98449627824413 |
46 | 13 | 13.2379874169041 | -0.237987416904095 |
47 | 9 | 12.9414021756559 | -3.94140217565586 |
48 | 11 | 12.3571114781367 | -1.35711147813673 |
49 | 15 | 12.5206395226363 | 2.47936047736373 |
50 | 11 | 12.8350597644423 | -1.83505976444231 |
51 | 10 | 12.7567933771795 | -2.75679337717952 |
52 | 14 | 13.0819777312485 | 0.918022268751458 |
53 | 18 | 12.980752808384 | 5.01924719161597 |
54 | 14 | 13.5233108294482 | 0.476689170551759 |
55 | 11 | 12.3351481876995 | -1.3351481876995 |
56 | 12 | 12.672476906933 | -0.672476906933029 |
57 | 13 | 12.8772273190908 | 0.122772680909214 |
58 | 9 | 13.1644538856888 | -4.16445388568876 |
59 | 10 | 13.4685260666572 | -3.4685260666572 |
60 | 15 | 13.2848564084762 | 1.71514359152375 |
61 | 20 | 13.1147866112468 | 6.88521338875324 |
62 | 12 | 12.9615752084611 | -0.961575208461058 |
63 | 12 | 13.0454253813902 | -1.04542538139022 |
64 | 14 | 13.0716610895347 | 0.928338910465289 |
65 | 13 | 13.5467610347962 | -0.546761034796208 |
66 | 11 | 12.5796654717285 | -1.57966547172852 |
67 | 17 | 12.4189857682731 | 4.58101423172693 |
68 | 12 | 13.0294935348862 | -1.02949353488624 |
69 | 13 | 13.5814416497245 | -0.581441649724479 |
70 | 14 | 12.9826245433141 | 1.01737545668592 |
71 | 13 | 12.5890555655026 | 0.410944434497445 |
72 | 15 | 13.0547840560405 | 1.94521594395953 |
73 | 13 | 12.4443077085511 | 0.555692291448913 |
74 | 10 | 12.4559983687539 | -2.45599836875386 |
75 | 11 | 12.7024688650109 | -1.70246886501094 |
76 | 19 | 12.8266148576585 | 6.17338514234147 |
77 | 13 | 13.3710760327766 | -0.371076032776571 |
78 | 17 | 12.9062927292289 | 4.0937072707711 |
79 | 13 | 13.0351087396764 | -0.0351087396763895 |
80 | 9 | 12.6049874120065 | -3.60498741200654 |
81 | 11 | 12.7891359598604 | -1.78913595986041 |
82 | 10 | 13.0838494661786 | -3.08384946617859 |
83 | 9 | 12.925968045593 | -3.92596804559299 |
84 | 12 | 12.9376587057958 | -0.937658705795762 |
85 | 12 | 12.8875125416808 | -0.887512541680836 |
86 | 13 | 12.9381564222369 | 0.0618435777631288 |
87 | 13 | 12.9831222597552 | 0.016877740244807 |
88 | 12 | 13.2417308867642 | -1.2417308867642 |
89 | 15 | 12.4569435557441 | 2.54305644425589 |
90 | 22 | 13.0491688512503 | 8.95083114874968 |
91 | 13 | 12.6687334370729 | 0.331266562927072 |
92 | 15 | 13.5345726581523 | 1.46542734184767 |
93 | 13 | 13.2422286032053 | -0.242228603205305 |
94 | 15 | 12.9072192771687 | 2.0927807228313 |
95 | 10 | 12.9976298418783 | -2.99762984187827 |
96 | 11 | 12.3290540932364 | -1.32905409323643 |
97 | 16 | 12.3955669820489 | 3.60443301795112 |
98 | 11 | 12.4381947873198 | -1.43819478731983 |
99 | 11 | 13.0491688512503 | -2.04916885125032 |
100 | 10 | 12.8753555841607 | -2.87535558416074 |
101 | 10 | 12.7853924900003 | -2.78539249000031 |
102 | 16 | 13.2717228448421 | 2.72827715515789 |
103 | 12 | 12.9320435010056 | -0.93204350100561 |
104 | 11 | 13.0407553635903 | -2.04075536359032 |
105 | 16 | 12.7928794297205 | 3.20712057027949 |
106 | 19 | 12.7783718475974 | 6.22162815240256 |
107 | 11 | 12.9493868318172 | -1.94938683181718 |
108 | 16 | 12.7385234984282 | 3.26147650157184 |
109 | 15 | 12.664063419273 | 2.33593658072697 |
110 | 24 | 13.1681973555489 | 10.8318026444511 |
111 | 14 | 13.3551441862726 | 0.644855813727413 |
112 | 15 | 12.4925507186122 | 2.50744928138782 |
113 | 11 | 12.8800442410111 | -1.88004424101109 |
114 | 15 | 12.6584482144829 | 2.34155178551712 |
115 | 12 | 13.4961672124144 | -1.49616721241441 |
116 | 10 | 13.2347416634851 | -3.2347416634851 |
117 | 14 | 13.022006595166 | 0.977993404833966 |
118 | 13 | 13.173812560339 | -0.173812560339017 |
119 | 9 | 12.6996705821411 | -3.6996705821411 |
120 | 15 | 13.0594540738404 | 1.94054592615963 |
121 | 15 | 12.6012125230227 | 2.39878747697734 |
122 | 14 | 13.3045317248403 | 0.695468275159667 |
123 | 11 | 12.8200731049286 | -1.82007310492858 |
124 | 8 | 13.2829532544224 | -5.28295325442242 |
125 | 11 | 13.0566557909705 | -2.05665579097052 |
126 | 11 | 12.9713941337338 | -1.97139413373378 |
127 | 8 | 13.3110734775703 | -5.31107347757028 |
128 | 10 | 12.9826245433141 | -2.98262454331408 |
129 | 11 | 13.0604306799544 | -2.06043067995441 |
130 | 13 | 12.3177608454086 | 0.68223915459144 |
131 | 11 | 12.8219448398586 | -1.82194483985863 |
132 | 20 | 13.1832026541131 | 6.81679734588695 |
133 | 10 | 13.1878726719129 | -3.18787267191295 |
134 | 15 | 13.2600321846393 | 1.73996781536066 |
135 | 12 | 12.927839780523 | -0.92783978052304 |
136 | 14 | 12.6218958646246 | 1.37810413537545 |
137 | 23 | 13.1175848941166 | 9.8824151058834 |
138 | 14 | 13.0623024148845 | 0.937697585115542 |
139 | 16 | 13.1147866112468 | 2.88521338875324 |
140 | 11 | 12.7882094119206 | -1.78820941192062 |
141 | 12 | 12.4555381181314 | -0.455538118131391 |
142 | 10 | 12.4265041271171 | -2.42650412711705 |
143 | 14 | 12.5398985998573 | 1.46010140014274 |
144 | 12 | 12.9906091994754 | -0.990609199475396 |
145 | 12 | 12.8650703615707 | -0.865070361570685 |
146 | 11 | 12.5581184204344 | -1.55811842043438 |
147 | 12 | 12.3899517772587 | -0.389951777258731 |
148 | 13 | 13.0004281247481 | -0.000428124748118182 |
149 | 11 | 13.165399072679 | -2.16539907267902 |
150 | 19 | 12.8378766863626 | 6.16212331363738 |
151 | 12 | 12.9648209618801 | -0.96482096188005 |
152 | 17 | 12.5637650443483 | 4.43623495565168 |
153 | 9 | 12.0614842039521 | -3.06148420395208 |
154 | 12 | 12.9090910120988 | -0.909091012098752 |
155 | 19 | 12.8767610217735 | 6.12323897822654 |
156 | 18 | 13.1663256206188 | 4.83367437938119 |
157 | 15 | 12.5731237189986 | 2.42687628100143 |
158 | 14 | 12.8360049514326 | 1.16399504856743 |
159 | 11 | 12.2615832373604 | -1.26158323736039 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.979153320591476 | 0.0416933588170488 | 0.0208466794085244 |
8 | 0.955073871594818 | 0.0898522568103642 | 0.0449261284051821 |
9 | 0.972604516765093 | 0.0547909664698138 | 0.0273954832349069 |
10 | 0.95577303438501 | 0.088453931229981 | 0.0442269656149905 |
11 | 0.934300151067005 | 0.131399697865991 | 0.0656998489329954 |
12 | 0.931673862778714 | 0.136652274442572 | 0.0683261372212861 |
13 | 0.924381999410865 | 0.151236001178271 | 0.0756180005891354 |
14 | 0.887234595972923 | 0.225530808054153 | 0.112765404027077 |
15 | 0.900753780201612 | 0.198492439596775 | 0.0992462197983876 |
16 | 0.873536240047257 | 0.252927519905487 | 0.126463759952743 |
17 | 0.829865207146101 | 0.340269585707797 | 0.170134792853898 |
18 | 0.80375664409993 | 0.392486711800141 | 0.196243355900071 |
19 | 0.783691861967779 | 0.432616276064443 | 0.216308138032221 |
20 | 0.754869772747396 | 0.490260454505208 | 0.245130227252604 |
21 | 0.846237593381558 | 0.307524813236885 | 0.153762406618442 |
22 | 0.838372096291887 | 0.323255807416227 | 0.161627903708113 |
23 | 0.80225496271169 | 0.39549007457662 | 0.19774503728831 |
24 | 0.756327627365949 | 0.487344745268102 | 0.243672372634051 |
25 | 0.721813350655717 | 0.556373298688566 | 0.278186649344283 |
26 | 0.721650368707474 | 0.556699262585052 | 0.278349631292526 |
27 | 0.694492217985778 | 0.611015564028444 | 0.305507782014222 |
28 | 0.67473222282821 | 0.65053555434358 | 0.32526777717179 |
29 | 0.63416271375647 | 0.731674572487061 | 0.36583728624353 |
30 | 0.575808469007133 | 0.848383061985735 | 0.424191530992867 |
31 | 0.62874100139156 | 0.74251799721688 | 0.37125899860844 |
32 | 0.640170683186908 | 0.719658633626183 | 0.359829316813092 |
33 | 0.622228326057523 | 0.755543347884953 | 0.377771673942477 |
34 | 0.576460813783471 | 0.847078372433057 | 0.423539186216528 |
35 | 0.519799738085183 | 0.960400523829634 | 0.480200261914817 |
36 | 0.535177439693196 | 0.929645120613608 | 0.464822560306804 |
37 | 0.789400259228532 | 0.421199481542936 | 0.210599740771468 |
38 | 0.752204002763523 | 0.495591994472955 | 0.247795997236477 |
39 | 0.724917169608227 | 0.550165660783545 | 0.275082830391773 |
40 | 0.707714961522894 | 0.584570076954212 | 0.292285038477106 |
41 | 0.700795834981328 | 0.598408330037344 | 0.299204165018672 |
42 | 0.665029701703648 | 0.669940596592705 | 0.334970298296352 |
43 | 0.71229982607266 | 0.575400347854678 | 0.287700173927339 |
44 | 0.675998345619904 | 0.648003308760193 | 0.324001654380096 |
45 | 0.642645120133346 | 0.714709759733307 | 0.357354879866654 |
46 | 0.594264480672837 | 0.811471038654326 | 0.405735519327163 |
47 | 0.602843914886612 | 0.794312170226777 | 0.397156085113388 |
48 | 0.562193721075974 | 0.875612557848052 | 0.437806278924026 |
49 | 0.54889659516285 | 0.902206809674301 | 0.451103404837151 |
50 | 0.509949681797777 | 0.980100636404446 | 0.490050318202223 |
51 | 0.499203190288746 | 0.998406380577492 | 0.500796809711254 |
52 | 0.459129149585905 | 0.91825829917181 | 0.540870850414095 |
53 | 0.549358975763393 | 0.901282048473213 | 0.450641024236607 |
54 | 0.501647474690565 | 0.99670505061887 | 0.498352525309435 |
55 | 0.459219165759487 | 0.918438331518973 | 0.540780834240513 |
56 | 0.412473693611207 | 0.824947387222414 | 0.587526306388793 |
57 | 0.366912370561912 | 0.733824741123823 | 0.633087629438088 |
58 | 0.390711297419381 | 0.781422594838762 | 0.609288702580619 |
59 | 0.394812741041222 | 0.789625482082445 | 0.605187258958778 |
60 | 0.370162204903771 | 0.740324409807542 | 0.629837795096229 |
61 | 0.558193253717077 | 0.883613492565847 | 0.441806746282923 |
62 | 0.51471428440557 | 0.97057143118886 | 0.48528571559443 |
63 | 0.472067263427144 | 0.944134526854287 | 0.527932736572856 |
64 | 0.429296685680719 | 0.858593371361438 | 0.570703314319281 |
65 | 0.385480723668148 | 0.770961447336296 | 0.614519276331852 |
66 | 0.3499453644487 | 0.6998907288974 | 0.6500546355513 |
67 | 0.406722375236096 | 0.813444750472192 | 0.593277624763904 |
68 | 0.366357499557753 | 0.732714999115506 | 0.633642500442247 |
69 | 0.325725958813916 | 0.651451917627831 | 0.674274041186084 |
70 | 0.289772699305552 | 0.579545398611103 | 0.710227300694448 |
71 | 0.25256244242408 | 0.50512488484816 | 0.74743755757592 |
72 | 0.230301533143322 | 0.460603066286644 | 0.769698466856678 |
73 | 0.198668786661973 | 0.397337573323946 | 0.801331213338027 |
74 | 0.183577241080461 | 0.367154482160922 | 0.816422758919539 |
75 | 0.162562442225519 | 0.325124884451038 | 0.837437557774481 |
76 | 0.259860274322569 | 0.519720548645138 | 0.740139725677431 |
77 | 0.226298704345742 | 0.452597408691485 | 0.773701295654258 |
78 | 0.252413361337772 | 0.504826722675544 | 0.747586638662228 |
79 | 0.216900930092459 | 0.433801860184919 | 0.78309906990754 |
80 | 0.225837716387888 | 0.451675432775775 | 0.774162283612112 |
81 | 0.202320648204036 | 0.404641296408072 | 0.797679351795964 |
82 | 0.201226414852491 | 0.402452829704981 | 0.79877358514751 |
83 | 0.219984940448215 | 0.43996988089643 | 0.780015059551785 |
84 | 0.191512111615067 | 0.383024223230134 | 0.808487888384933 |
85 | 0.163965369516436 | 0.327930739032872 | 0.836034630483564 |
86 | 0.139782553145113 | 0.279565106290226 | 0.860217446854887 |
87 | 0.116469192644836 | 0.232938385289673 | 0.883530807355164 |
88 | 0.0987178686133083 | 0.197435737226617 | 0.901282131386692 |
89 | 0.0934151787299262 | 0.186830357459852 | 0.906584821270074 |
90 | 0.296735443641746 | 0.593470887283492 | 0.703264556358254 |
91 | 0.258701148363892 | 0.517402296727784 | 0.741298851636108 |
92 | 0.228258091082351 | 0.456516182164703 | 0.771741908917649 |
93 | 0.19519004504489 | 0.39038009008978 | 0.80480995495511 |
94 | 0.176661022966976 | 0.353322045933953 | 0.823338977033024 |
95 | 0.172487292397801 | 0.344974584795602 | 0.827512707602199 |
96 | 0.15132298122849 | 0.302645962456979 | 0.84867701877151 |
97 | 0.158710026538032 | 0.317420053076064 | 0.841289973461968 |
98 | 0.137825606498786 | 0.275651212997573 | 0.862174393501214 |
99 | 0.125034629078452 | 0.250069258156903 | 0.874965370921548 |
100 | 0.122742015830017 | 0.245484031660034 | 0.877257984169983 |
101 | 0.119564379914554 | 0.239128759829108 | 0.880435620085446 |
102 | 0.110089341525213 | 0.220178683050426 | 0.889910658474787 |
103 | 0.0954409757084338 | 0.190881951416868 | 0.904559024291566 |
104 | 0.0873274202551513 | 0.174654840510303 | 0.912672579744849 |
105 | 0.0881359762606834 | 0.176271952521367 | 0.911864023739317 |
106 | 0.149030927930302 | 0.298061855860604 | 0.850969072069698 |
107 | 0.131822499812597 | 0.263644999625194 | 0.868177500187403 |
108 | 0.132214131611816 | 0.264428263223632 | 0.867785868388184 |
109 | 0.119234040118229 | 0.238468080236458 | 0.880765959881771 |
110 | 0.513945638599574 | 0.972108722800852 | 0.486054361400426 |
111 | 0.464284692129966 | 0.928569384259931 | 0.535715307870035 |
112 | 0.443781527929871 | 0.887563055859742 | 0.556218472070129 |
113 | 0.404513811682943 | 0.809027623365886 | 0.595486188317057 |
114 | 0.37487339855524 | 0.74974679711048 | 0.62512660144476 |
115 | 0.336030818747368 | 0.672061637494735 | 0.663969181252632 |
116 | 0.353550815203963 | 0.707101630407927 | 0.646449184796037 |
117 | 0.308529645815714 | 0.617059291631428 | 0.691470354184286 |
118 | 0.2636858992733 | 0.5273717985466 | 0.7363141007267 |
119 | 0.284232631824177 | 0.568465263648354 | 0.715767368175823 |
120 | 0.257200670454049 | 0.514401340908099 | 0.742799329545951 |
121 | 0.266469771622559 | 0.532939543245118 | 0.733530228377441 |
122 | 0.224237866370253 | 0.448475732740505 | 0.775762133629748 |
123 | 0.199148261757036 | 0.398296523514073 | 0.800851738242964 |
124 | 0.259214635223307 | 0.518429270446614 | 0.740785364776693 |
125 | 0.231830293701845 | 0.46366058740369 | 0.768169706298155 |
126 | 0.229669525525086 | 0.459339051050172 | 0.770330474474914 |
127 | 0.3949141474747 | 0.7898282949494 | 0.6050858525253 |
128 | 0.414719750091026 | 0.829439500182053 | 0.585280249908974 |
129 | 0.441836852312032 | 0.883673704624064 | 0.558163147687968 |
130 | 0.424197131064682 | 0.848394262129363 | 0.575802868935318 |
131 | 0.396567425188674 | 0.793134850377348 | 0.603432574811326 |
132 | 0.493362780369842 | 0.986725560739684 | 0.506637219630158 |
133 | 0.617002958462268 | 0.765994083075464 | 0.382997041537732 |
134 | 0.560569890109839 | 0.878860219780322 | 0.439430109890161 |
135 | 0.526627991097605 | 0.94674401780479 | 0.473372008902395 |
136 | 0.462461062023742 | 0.924922124047485 | 0.537538937976258 |
137 | 0.820861708631857 | 0.358276582736286 | 0.179138291368143 |
138 | 0.771327640737168 | 0.457344718525664 | 0.228672359262832 |
139 | 0.723809253008328 | 0.552381493983344 | 0.276190746991672 |
140 | 0.685026645711085 | 0.62994670857783 | 0.314973354288915 |
141 | 0.62635664425124 | 0.747286711497519 | 0.37364335574876 |
142 | 0.574235185251457 | 0.851529629497086 | 0.425764814748543 |
143 | 0.504097422359712 | 0.991805155280576 | 0.495902577640288 |
144 | 0.421607010505872 | 0.843214021011744 | 0.578392989494128 |
145 | 0.418346788735205 | 0.83669357747041 | 0.581653211264795 |
146 | 0.32998145457549 | 0.65996290915098 | 0.67001854542451 |
147 | 0.246873320493041 | 0.493746640986083 | 0.753126679506959 |
148 | 0.182263474150936 | 0.364526948301872 | 0.817736525849064 |
149 | 0.32483265509225 | 0.6496653101845 | 0.67516734490775 |
150 | 0.371920875764899 | 0.743841751529798 | 0.628079124235101 |
151 | 0.40033500905172 | 0.80067001810344 | 0.59966499094828 |
152 | 0.475808539758062 | 0.951617079516124 | 0.524191460241938 |
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 |