Multiple Linear Regression - Estimated Regression Equation |
Expectations[t] = -10.8320565427915 + 1.68568675733013Month[t] + 0.0840562331438496Concern[t] -0.127108617518687Doubts[t] + 0.675069637385821Criticisim[t] + 0.122866330775621Standards[t] -0.081037211004229Organization[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) | -10.8320565427915 | 11.553534 | -0.9376 | 0.349961 | 0.174981 |
Month | 1.68568675733013 | 1.132127 | 1.489 | 0.138571 | 0.069285 |
Concern | 0.0840562331438496 | 0.048144 | 1.7459 | 0.082844 | 0.041422 |
Doubts | -0.127108617518687 | 0.086888 | -1.4629 | 0.145559 | 0.072779 |
Criticisim | 0.675069637385821 | 0.086207 | 7.8308 | 0 | 0 |
Standards | 0.122866330775621 | 0.063107 | 1.9469 | 0.053385 | 0.026693 |
Organization | -0.081037211004229 | 0.061812 | -1.311 | 0.191823 | 0.095912 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.644906763989631 |
R-squared | 0.415904734239578 |
Adjusted R-squared | 0.392848342170087 |
F-TEST (value) | 18.0385869994781 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 152 |
p-value | 9.9920072216264e-16 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.68471758499523 |
Sum Squared Residuals | 1095.57169369976 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 11 | 13.5196133245052 | -2.51961332450524 |
2 | 7 | 11.6506948244502 | -4.65069482445017 |
3 | 17 | 12.0660452787625 | 4.93395472123755 |
4 | 10 | 10.1979945902708 | -0.197994590270813 |
5 | 12 | 12.0742465340752 | -0.0742465340751619 |
6 | 12 | 9.49140544793615 | 2.50859455206385 |
7 | 11 | 10.180856062028 | 0.819143937972007 |
8 | 11 | 14.5214261561003 | -3.52142615610033 |
9 | 12 | 10.5354817895934 | 1.46451821040664 |
10 | 13 | 11.3353223341327 | 1.66467766586726 |
11 | 14 | 14.7960952343406 | -0.796095234340558 |
12 | 16 | 14.6476814751199 | 1.35231852488008 |
13 | 11 | 13.7521081460683 | -2.75210814606832 |
14 | 10 | 12.1633800433079 | -2.16338004330791 |
15 | 11 | 12.3311237997948 | -1.33112379979479 |
16 | 15 | 10.2736789305279 | 4.72632106947213 |
17 | 9 | 13.8039561623139 | -4.80395616231392 |
18 | 11 | 12.4170247854126 | -1.41702478541256 |
19 | 17 | 12.1727204279002 | 4.8272795720998 |
20 | 17 | 15.4819810117062 | 1.51801898829376 |
21 | 11 | 13.5874709758363 | -2.58747097583629 |
22 | 18 | 15.2341998145492 | 2.76580018545082 |
23 | 14 | 16.0545985085261 | -2.05459850852611 |
24 | 10 | 12.599328812658 | -2.59932881265799 |
25 | 11 | 11.8125264740180 | -0.812526474017952 |
26 | 15 | 13.3095011008721 | 1.69049889912794 |
27 | 15 | 11.7391411653226 | 3.26085883467745 |
28 | 13 | 13.1112083259701 | -0.111208325970142 |
29 | 16 | 13.8906334239963 | 2.10936657600368 |
30 | 13 | 11.1994106845684 | 1.80058931543163 |
31 | 9 | 11.5430714253581 | -2.54307142535812 |
32 | 18 | 18.1432247130448 | -0.143224713044827 |
33 | 18 | 12.2918802808903 | 5.70811971910969 |
34 | 12 | 13.7406276903714 | -1.74062769037142 |
35 | 17 | 13.7552930110612 | 3.24470698893885 |
36 | 9 | 12.1874465415120 | -3.18744654151196 |
37 | 9 | 13.1083283754905 | -4.10832837549054 |
38 | 12 | 8.76506134910247 | 3.23493865089753 |
39 | 18 | 16.9475813491429 | 1.05241865085707 |
40 | 12 | 13.0256686499783 | -1.02566864997827 |
41 | 18 | 14.1970257903173 | 3.80297420968270 |
42 | 14 | 14.0134997547719 | -0.0134997547719437 |
43 | 15 | 12.0097901947856 | 2.99020980521441 |
44 | 16 | 10.8929400395094 | 5.10705996049059 |
45 | 10 | 13.1660753643554 | -3.16607536435536 |
46 | 11 | 11.5923045569366 | -0.592304556936554 |
47 | 14 | 12.9438123118431 | 1.05618768815694 |
48 | 9 | 13.0563934240285 | -4.05639342402851 |
49 | 12 | 13.7997151318744 | -1.79971513187438 |
50 | 17 | 12.2739480475592 | 4.72605195244082 |
51 | 5 | 9.75784630523196 | -4.75784630523196 |
52 | 12 | 12.429702650704 | -0.429702650704013 |
53 | 12 | 12.0236913246805 | -0.0236913246804886 |
54 | 6 | 9.43345602508995 | -3.43345602508995 |
55 | 24 | 22.9281550692886 | 1.07184493071145 |
56 | 12 | 12.5571309830858 | -0.557130983085779 |
57 | 12 | 13.0100389866261 | -1.01003898662614 |
58 | 14 | 11.6532891746425 | 2.34671082535747 |
59 | 7 | 9.2780214240937 | -2.27802142409371 |
60 | 13 | 11.1190593856210 | 1.88094061437902 |
61 | 12 | 13.3082778362686 | -1.30827783626862 |
62 | 13 | 11.5732224501721 | 1.42677754982791 |
63 | 14 | 11.5018135422159 | 2.49818645778407 |
64 | 8 | 12.9649368103419 | -4.96493681034195 |
65 | 11 | 9.44023980533005 | 1.55976019466995 |
66 | 9 | 11.8173351098224 | -2.81733510982235 |
67 | 11 | 13.7724086298684 | -2.77240862986836 |
68 | 13 | 13.4940685015143 | -0.494068501514273 |
69 | 10 | 9.4878529350075 | 0.512147064992493 |
70 | 11 | 12.7540259940526 | -1.75402599405259 |
71 | 12 | 12.7615120535082 | -0.761512053508211 |
72 | 9 | 11.9197264574663 | -2.91972645746627 |
73 | 15 | 14.6885706484613 | 0.311429351538706 |
74 | 18 | 14.9436482948872 | 3.05635170511283 |
75 | 15 | 12.1624413531814 | 2.83755864681858 |
76 | 12 | 12.8431205011416 | -0.84312050114164 |
77 | 13 | 9.94270191161546 | 3.05729808838454 |
78 | 14 | 13.0984814657409 | 0.901518534259057 |
79 | 10 | 11.9729796378219 | -1.97297963782190 |
80 | 13 | 12.3194482174444 | 0.680551782555568 |
81 | 13 | 13.8129336936913 | -0.812933693691265 |
82 | 11 | 12.1574887581491 | -1.15748875814913 |
83 | 13 | 12.2168872580367 | 0.783112741963282 |
84 | 16 | 14.5665283323845 | 1.43347166761548 |
85 | 8 | 9.70038752210843 | -1.70038752210843 |
86 | 16 | 11.6297181469367 | 4.37028185306325 |
87 | 11 | 11.1438854743375 | -0.143885474337513 |
88 | 9 | 11.3825374702091 | -2.38253747020913 |
89 | 16 | 17.8386293605636 | -1.83862936056356 |
90 | 12 | 11.4632269388536 | 0.536773061146441 |
91 | 14 | 11.9751441051589 | 2.02485589484111 |
92 | 8 | 10.6698153193051 | -2.66981531930508 |
93 | 9 | 9.57173592512322 | -0.571735925123223 |
94 | 15 | 11.7356948657816 | 3.26430513421838 |
95 | 11 | 13.6207865256068 | -2.62078652560682 |
96 | 21 | 17.2850588301220 | 3.71494116987798 |
97 | 14 | 13.2267057853248 | 0.773294214675158 |
98 | 18 | 15.7892769277676 | 2.21072307223242 |
99 | 12 | 11.7132018871479 | 0.286798112852134 |
100 | 13 | 12.675406028455 | 0.324593971544992 |
101 | 15 | 14.5618587682401 | 0.438141231759855 |
102 | 12 | 11.0789908829996 | 0.92100911700036 |
103 | 19 | 14.4733857490216 | 4.52661425097843 |
104 | 15 | 14.0690249650028 | 0.9309750349972 |
105 | 11 | 13.0365276178047 | -2.03652761780470 |
106 | 11 | 10.5952138588956 | 0.404786141104359 |
107 | 10 | 12.3325718149712 | -2.33257181497117 |
108 | 13 | 14.7677815618256 | -1.76778156182557 |
109 | 15 | 14.7737400710633 | 0.226259928936702 |
110 | 12 | 9.86587770355405 | 2.13412229644595 |
111 | 12 | 11.0065822047094 | 0.993417795290568 |
112 | 16 | 15.7290531568776 | 0.270946843122381 |
113 | 9 | 15.5269367161555 | -6.52693671615549 |
114 | 18 | 17.5849115377941 | 0.415088462205912 |
115 | 8 | 15.1436991743321 | -7.14369917433208 |
116 | 13 | 10.3634898897775 | 2.63651011022246 |
117 | 17 | 14.1969221695487 | 2.80307783045130 |
118 | 9 | 11.0236096319967 | -2.02360963199667 |
119 | 15 | 13.1804891632790 | 1.81951083672103 |
120 | 8 | 9.5517980072526 | -1.55179800725261 |
121 | 7 | 11.1762315065923 | -4.17623150659226 |
122 | 12 | 11.3210232106368 | 0.67897678936323 |
123 | 14 | 15.0522447859671 | -1.05224478596707 |
124 | 6 | 10.7505997522397 | -4.75059975223966 |
125 | 8 | 10.1137245812010 | -2.11372458120102 |
126 | 17 | 12.4246350929586 | 4.57536490704143 |
127 | 10 | 9.72723035002349 | 0.272769649976514 |
128 | 11 | 12.5501224522727 | -1.55012245227274 |
129 | 14 | 12.8155892485627 | 1.18441075143731 |
130 | 11 | 13.5882975031422 | -2.58829750314220 |
131 | 13 | 15.3917415187517 | -2.39174151875174 |
132 | 12 | 11.8903701635509 | 0.109629836449102 |
133 | 11 | 10.4040957449455 | 0.595904255054518 |
134 | 9 | 9.40085847106908 | -0.400858471069082 |
135 | 12 | 12.021468289743 | -0.0214682897430010 |
136 | 20 | 14.7202633964383 | 5.27973660356174 |
137 | 12 | 10.6495450883233 | 1.35045491167670 |
138 | 13 | 13.6148557565803 | -0.614855756580293 |
139 | 12 | 13.1478246724647 | -1.14782467246467 |
140 | 12 | 16.4850425299475 | -4.48504252994745 |
141 | 9 | 14.5340087698161 | -5.53400876981613 |
142 | 15 | 15.5521959388592 | -0.552195938859213 |
143 | 24 | 21.5338535646627 | 2.46614643533726 |
144 | 7 | 9.89401073286598 | -2.89401073286598 |
145 | 17 | 14.6064528757780 | 2.39354712422202 |
146 | 11 | 11.8516196025376 | -0.85161960253763 |
147 | 17 | 15.0941546970835 | 1.90584530291650 |
148 | 11 | 12.2468943236228 | -1.24689432362281 |
149 | 12 | 12.4765395043168 | -0.476539504316828 |
150 | 14 | 14.4444579888110 | -0.444457988811036 |
151 | 11 | 14.3035080653015 | -3.30350806530147 |
152 | 16 | 12.7491036518386 | 3.25089634816144 |
153 | 21 | 13.7592850323416 | 7.24071496765838 |
154 | 14 | 12.1425021790073 | 1.85749782099273 |
155 | 20 | 16.4116939052272 | 3.58830609477278 |
156 | 13 | 10.9928861142500 | 2.00711388575003 |
157 | 11 | 13.0033208868759 | -2.00332088687594 |
158 | 15 | 13.8925731407604 | 1.10742685923961 |
159 | 19 | 17.8659139789443 | 1.13408602105574 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.549283110987454 | 0.901433778025092 | 0.450716889012546 |
11 | 0.637559566511153 | 0.724880866977693 | 0.362440433488847 |
12 | 0.7251676981439 | 0.5496646037122 | 0.2748323018561 |
13 | 0.79581310368261 | 0.40837379263478 | 0.20418689631739 |
14 | 0.72264378599765 | 0.554712428004699 | 0.277356214002349 |
15 | 0.65435737380628 | 0.691285252387439 | 0.345642626193720 |
16 | 0.582110937190987 | 0.835778125618026 | 0.417889062809013 |
17 | 0.675780776263919 | 0.648438447472163 | 0.324219223736082 |
18 | 0.595481823029939 | 0.809036353940122 | 0.404518176970061 |
19 | 0.669461932876104 | 0.661076134247792 | 0.330538067123896 |
20 | 0.711199799363249 | 0.577600401273501 | 0.288800200636751 |
21 | 0.674066733205646 | 0.651866533588707 | 0.325933266794354 |
22 | 0.733155898798578 | 0.533688202402845 | 0.266844101201422 |
23 | 0.673596028954296 | 0.652807942091407 | 0.326403971045704 |
24 | 0.706176179738258 | 0.587647640523485 | 0.293823820261742 |
25 | 0.66104969543946 | 0.67790060912108 | 0.33895030456054 |
26 | 0.61190044192783 | 0.77619911614434 | 0.38809955807217 |
27 | 0.573399023241747 | 0.853201953516507 | 0.426600976758253 |
28 | 0.506156570726607 | 0.987686858546785 | 0.493843429273393 |
29 | 0.458791038029844 | 0.917582076059687 | 0.541208961970156 |
30 | 0.401225845143809 | 0.802451690287618 | 0.598774154856191 |
31 | 0.532059868603224 | 0.935880262793552 | 0.467940131396776 |
32 | 0.483568648341542 | 0.967137296683083 | 0.516431351658459 |
33 | 0.53753457933481 | 0.92493084133038 | 0.46246542066519 |
34 | 0.638576554311887 | 0.722846891376226 | 0.361423445688113 |
35 | 0.637556824776502 | 0.724886350446996 | 0.362443175223498 |
36 | 0.6980910613924 | 0.6038178772152 | 0.3019089386076 |
37 | 0.765393034880754 | 0.469213930238491 | 0.234606965119246 |
38 | 0.756533881880028 | 0.486932236239945 | 0.243466118119972 |
39 | 0.734574977856317 | 0.530850044287367 | 0.265425022143683 |
40 | 0.70528291164179 | 0.58943417671642 | 0.29471708835821 |
41 | 0.759366931165905 | 0.481266137668189 | 0.240633068834095 |
42 | 0.715991727363547 | 0.568016545272906 | 0.284008272636453 |
43 | 0.731817102983863 | 0.536365794032274 | 0.268182897016137 |
44 | 0.790377526436605 | 0.41924494712679 | 0.209622473563395 |
45 | 0.824831303485933 | 0.350337393028133 | 0.175168696514067 |
46 | 0.798409527998179 | 0.403180944003642 | 0.201590472001821 |
47 | 0.765758647695374 | 0.468482704609252 | 0.234241352304626 |
48 | 0.803987565425671 | 0.392024869148658 | 0.196012434574329 |
49 | 0.778833688521647 | 0.442332622956706 | 0.221166311478353 |
50 | 0.840651572962803 | 0.318696854074394 | 0.159348427037197 |
51 | 0.897514068850457 | 0.204971862299087 | 0.102485931149543 |
52 | 0.876587515039473 | 0.246824969921055 | 0.123412484960527 |
53 | 0.849363317967443 | 0.301273364065114 | 0.150636682032557 |
54 | 0.879762448008581 | 0.240475103982837 | 0.120237551991419 |
55 | 0.856442483091959 | 0.287115033816082 | 0.143557516908041 |
56 | 0.827797011063462 | 0.344405977873076 | 0.172202988936538 |
57 | 0.80291951031036 | 0.394160979379281 | 0.197080489689640 |
58 | 0.790499302673021 | 0.419001394653958 | 0.209500697326979 |
59 | 0.796914539074666 | 0.406170921850668 | 0.203085460925334 |
60 | 0.774041144975605 | 0.451917710048789 | 0.225958855024394 |
61 | 0.752965287440835 | 0.494069425118329 | 0.247034712559165 |
62 | 0.724854494487312 | 0.550291011025375 | 0.275145505512688 |
63 | 0.715954093757127 | 0.568091812485745 | 0.284045906242873 |
64 | 0.818626051561085 | 0.362747896877830 | 0.181373948438915 |
65 | 0.798470732956971 | 0.403058534086057 | 0.201529267043029 |
66 | 0.796164012141329 | 0.407671975717343 | 0.203835987858671 |
67 | 0.795495127461871 | 0.409009745076258 | 0.204504872538129 |
68 | 0.765259893374738 | 0.469480213250525 | 0.234740106625262 |
69 | 0.73784594244677 | 0.52430811510646 | 0.26215405755323 |
70 | 0.715648438195015 | 0.568703123609969 | 0.284351561804985 |
71 | 0.684390889449743 | 0.631218221100514 | 0.315609110550257 |
72 | 0.690431195116099 | 0.619137609767802 | 0.309568804883901 |
73 | 0.65387432363166 | 0.69225135273668 | 0.34612567636834 |
74 | 0.672280417601885 | 0.655439164796231 | 0.327719582398115 |
75 | 0.67945126751925 | 0.641097464961499 | 0.320548732480749 |
76 | 0.641113647694874 | 0.717772704610253 | 0.358886352305126 |
77 | 0.671328828903035 | 0.65734234219393 | 0.328671171096965 |
78 | 0.633718446277879 | 0.732563107444242 | 0.366281553722121 |
79 | 0.610323743052502 | 0.779352513894995 | 0.389676256947498 |
80 | 0.569199927529526 | 0.861600144940947 | 0.430800072470474 |
81 | 0.525680452645112 | 0.948639094709776 | 0.474319547354888 |
82 | 0.48965554810346 | 0.97931109620692 | 0.51034445189654 |
83 | 0.447526323921068 | 0.895052647842136 | 0.552473676078932 |
84 | 0.414376122654386 | 0.828752245308772 | 0.585623877345614 |
85 | 0.386071202389717 | 0.772142404779435 | 0.613928797610283 |
86 | 0.466493088215215 | 0.93298617643043 | 0.533506911784785 |
87 | 0.420941608381425 | 0.84188321676285 | 0.579058391618575 |
88 | 0.404260409579288 | 0.808520819158577 | 0.595739590420712 |
89 | 0.384374862853931 | 0.768749725707862 | 0.615625137146069 |
90 | 0.341525400643602 | 0.683050801287204 | 0.658474599356398 |
91 | 0.324659133557072 | 0.649318267114144 | 0.675340866442928 |
92 | 0.320654129340531 | 0.641308258681063 | 0.679345870659468 |
93 | 0.280349730003019 | 0.560699460006038 | 0.719650269996981 |
94 | 0.298879762346353 | 0.597759524692707 | 0.701120237653647 |
95 | 0.297397174543506 | 0.594794349087012 | 0.702602825456494 |
96 | 0.325800350315921 | 0.651600700631842 | 0.674199649684079 |
97 | 0.289777225076745 | 0.57955445015349 | 0.710222774923255 |
98 | 0.269314481434777 | 0.538628962869554 | 0.730685518565223 |
99 | 0.230986474110237 | 0.461972948220473 | 0.769013525889763 |
100 | 0.195795074636855 | 0.391590149273709 | 0.804204925363145 |
101 | 0.164259425676263 | 0.328518851352525 | 0.835740574323737 |
102 | 0.140419731857487 | 0.280839463714974 | 0.859580268142513 |
103 | 0.191515084994985 | 0.383030169989969 | 0.808484915005015 |
104 | 0.164198842969408 | 0.328397685938815 | 0.835801157030592 |
105 | 0.156494845574926 | 0.312989691149852 | 0.843505154425074 |
106 | 0.128920331919353 | 0.257840663838706 | 0.871079668080647 |
107 | 0.122755606995228 | 0.245511213990455 | 0.877244393004772 |
108 | 0.111602432524408 | 0.223204865048816 | 0.888397567475592 |
109 | 0.089388627754956 | 0.178777255509912 | 0.910611372245044 |
110 | 0.0828719150757708 | 0.165743830151542 | 0.91712808492423 |
111 | 0.0683976867199734 | 0.136795373439947 | 0.931602313280027 |
112 | 0.0590178294324843 | 0.118035658864969 | 0.940982170567516 |
113 | 0.178706506914131 | 0.357413013828263 | 0.821293493085869 |
114 | 0.15254487108425 | 0.3050897421685 | 0.84745512891575 |
115 | 0.353576391112079 | 0.707152782224157 | 0.646423608887921 |
116 | 0.350909701131534 | 0.701819402263067 | 0.649090298868466 |
117 | 0.375551411723649 | 0.751102823447298 | 0.624448588276351 |
118 | 0.338407635910827 | 0.676815271821653 | 0.661592364089173 |
119 | 0.303176666454781 | 0.606353332909561 | 0.69682333354522 |
120 | 0.26387518859654 | 0.52775037719308 | 0.73612481140346 |
121 | 0.31081877735576 | 0.62163755471152 | 0.68918122264424 |
122 | 0.286883256364967 | 0.573766512729934 | 0.713116743635033 |
123 | 0.242851867953807 | 0.485703735907615 | 0.757148132046193 |
124 | 0.351974565340902 | 0.703949130681805 | 0.648025434659097 |
125 | 0.311916452024626 | 0.623832904049251 | 0.688083547975374 |
126 | 0.392509597616287 | 0.785019195232574 | 0.607490402383713 |
127 | 0.338302357739922 | 0.676604715479845 | 0.661697642260078 |
128 | 0.312516253873746 | 0.625032507747492 | 0.687483746126254 |
129 | 0.261027256374209 | 0.522054512748418 | 0.738972743625791 |
130 | 0.306488832257923 | 0.612977664515846 | 0.693511167742077 |
131 | 0.292403801123541 | 0.584807602247082 | 0.707596198876459 |
132 | 0.237739197233899 | 0.475478394467798 | 0.762260802766101 |
133 | 0.189373480783455 | 0.378746961566909 | 0.810626519216545 |
134 | 0.14657137554008 | 0.29314275108016 | 0.85342862445992 |
135 | 0.114915154128367 | 0.229830308256734 | 0.885084845871633 |
136 | 0.188871030603486 | 0.377742061206972 | 0.811128969396514 |
137 | 0.177176218892441 | 0.354352437784882 | 0.822823781107559 |
138 | 0.153863444253771 | 0.307726888507542 | 0.846136555746229 |
139 | 0.136527159544628 | 0.273054319089256 | 0.863472840455372 |
140 | 0.169718593085683 | 0.339437186171365 | 0.830281406914318 |
141 | 0.346076909944318 | 0.692153819888637 | 0.653923090055682 |
142 | 0.331362674352443 | 0.662725348704885 | 0.668637325647558 |
143 | 0.256612519330566 | 0.513225038661131 | 0.743387480669434 |
144 | 0.231562730201344 | 0.463125460402688 | 0.768437269798656 |
145 | 0.199314225509511 | 0.398628451019022 | 0.800685774490489 |
146 | 0.186096284802119 | 0.372192569604238 | 0.813903715197881 |
147 | 0.122855696404053 | 0.245711392808106 | 0.877144303595947 |
148 | 0.0814694869929269 | 0.162938973985854 | 0.918530513007073 |
149 | 0.0400811090852339 | 0.0801622181704679 | 0.959918890914766 |
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 | 0 | 0 | OK |
10% type I error level | 1 | 0.00714285714285714 | OK |