Multiple Linear Regression - Estimated Regression Equation

Depression[t] = + 11.0492891845945 + 0.288174165510478Month[t] -0.00848639366683415Expect[t] -0.0502769907245564Criticism[t] -0.224886096320656Concerns[t] + 0.00382140890724104t + 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)	11.0492891845945	8.673509	1.2739	0.204626	0.102313
Month	0.288174165510478	0.961714	0.2996	0.764854	0.382427
Expect	-0.00848639366683415	0.186079	-0.0456	0.963683	0.481842
Criticism	-0.0502769907245564	0.234592	-0.2143	0.830586	0.415293
Concerns	-0.224886096320656	0.216168	-1.0403	0.299829	0.149914
t	0.00382140890724104	0.016961	0.2253	0.822041	0.411021

Multiple Linear Regression - Regression Statistics
Multiple R	0.162386978482884
R-squared	0.0263695307808006
Adjusted R-squared	-0.00544845840936947
F-TEST (value)	0.828761699024885
F-TEST (DF numerator)	5
F-TEST (DF denominator)	153
p-value	0.531063059143865
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	3.15396006269207
Sum Squared Residuals	1521.96200378965

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	12	12.0996980801921	-0.0996980801920628
2	11	12.1693224557283	-1.16932245572832
3	14	12.5310091477522	1.46899085224784
4	12	12.5150579933028	-0.51505799330278
5	21	12.4852545131809	8.51474548681909
6	12	12.6383027951938	-0.638302795193795
7	22	12.5238831222591	9.4761168777409
8	11	12.5496348283926	-1.54963482839258
9	10	12.5508171395344	-2.55081713953443
10	13	12.5998702927988	0.400129707201204
11	10	12.1746575199548	-2.17465751995476
12	8	11.8694472156595	-3.8694472156595
13	15	12.2453069189940	2.75469308100595
14	14	12.5532720823752	1.44672791762481
15	10	12.7035239789839	-2.70352397898385
16	14	12.9393514055782	1.06064859442183
17	14	12.3931673260332	1.60683267396679
18	11	12.7149882057056	-1.71498820570558
19	10	12.4688653620587	-2.46886536205866
20	13	11.8211618535312	1.17883814646882
21	7	12.1008680598889	-5.10086805988887
22	14	11.6738877899774	2.32611221002259
23	12	12.2943258138605	-0.29432581386046
24	14	11.9415653530809	2.05843464691910
25	11	12.5415894423309	-1.54158944233088
26	9	12.6517243921138	-3.65172439211381
27	11	12.5330615223457	-1.53306152234570
28	15	12.4182300366792	2.58176996332081
29	14	12.3598469138956	1.64015308610436
30	13	12.7014369663059	0.298563033694105
31	9	12.3736577132498	-3.37365771324979
32	15	12.0361815948797	2.96381840512026
33	10	12.2670515115815	-2.2670515115815
34	11	12.2955300519552	-1.29553005195523
35	13	12.6281557374216	0.371844262578402
36	8	11.9924675063352	-3.99246750633523
37	20	11.9468139740519	8.05318602594808
38	12	12.9615385554849	-0.961538555484902
39	10	11.8149119893825	-1.81491198938252
40	10	12.3184585053987	-2.31845850539868
41	9	12.0235054824564	-3.02350548245640
42	14	12.4180116233566	1.58198837664339
43	8	12.6428769565181	-4.64287695651809
44	14	12.7673455958693	1.23265440413070
45	11	12.5727858761186	-1.57278587611857
46	13	12.8219876551083	0.178012344891675
47	9	12.5131789158748	-3.51317891587483
48	11	11.9888494720316	-0.988849472031573
49	15	12.1298129254394	2.87018707456061
50	11	12.4366553536483	-1.43665535364830
51	10	12.4161369261085	-2.41613692610854
52	14	12.6899992271835	1.31000077281649
53	18	12.5948707537097	5.40512924629033
54	14	13.4626516832183	0.537348316781686
55	11	12.1378101792355	-1.13781017923552
56	12	12.5931617768722	-0.593161776872189
57	13	12.7971318115048	0.202868188495186
58	9	13.0923673843857	-4.09236738438571
59	10	13.4257917287674	-3.42579172876735
60	15	13.2046500928439	1.79534990715611
61	20	13.0369025186874	6.96309748131257
62	12	12.9117475911227	-0.911747591122703
63	12	12.9873860511785	-0.987386051178544
64	14	13.0158645915523	0.984135408447724
65	13	13.5078076428591	-0.507807642859146
66	11	12.5710961189601	-1.57109611896005
67	17	12.3898169047693	4.61018309523067
68	12	12.9855977971859	-0.985597797185888
69	13	13.5516729211498	-0.551672921149793
70	14	12.9522520674767	1.04774793252334
71	13	12.576671523462	0.423328476538006
72	15	13.0429947155108	1.95700528448920
73	13	12.4201090167074	0.579890983292626
74	10	12.4126476465436	-2.41264764654356
75	11	12.7033159463341	-1.70331594633407
76	19	12.8202636395518	6.17973636044815
77	13	13.3693659761821	-0.369365976182086
78	17	12.8932314507183	4.10676854928169
79	13	13.0403628856658	-0.0403628856657909
80	9	12.6319595021560	-3.63195950215603
81	11	12.7848504965301	-1.78485049653008
82	10	13.0970588567446	-3.09705885674464
83	9	12.9417201874502	-3.94172018745021
84	12	12.9342588172864	-0.934258817286393
85	12	12.9470445931375	-0.947044593137522
86	13	12.9655933190340	0.0344066809660417
87	13	13.0409077028328	-0.0409077028328412
88	12	13.2791473883898	-1.27914738838976
89	15	12.4525146289227	2.54748537107728
90	22	13.0990504853409	8.90094951465911
91	13	12.7184246949588	0.281575305041209
92	15	13.5985767784926	1.40142322150737
93	13	13.3219461168590	-0.32194611685905
94	15	12.9760713412970	2.02392865870296
95	10	13.0469852406237	-3.04698524062367
96	11	12.3576518132960	-1.35765181329604
97	16	12.4665910861240	3.53340891387597
98	11	12.4792229649551	-1.47922296495506
99	11	13.1334431655061	-2.13344316550606
100	10	12.9572091976828	-2.95720919768276
101	10	12.8527922810081	-2.85279228100807
102	16	13.3701945133154	2.62980548668456
103	12	12.9941359960237	-0.99413599602372
104	11	13.1138800746457	-2.11388007464572
105	16	12.8850507039707	3.1149492960293
106	19	12.9133658463450	6.08663415365496
107	11	13.0713020870865	-2.07130208708652
108	16	12.8385535958350	3.16144640416495
109	15	13.0452004790699	1.9547995209301
110	24	13.5877412067396	10.4122587932604
111	14	13.7665727460099	0.233427253990101
112	15	12.8788581900243	2.12114180997570
113	11	13.2860939214248	-2.28609392142475
114	15	13.0515779331059	1.94842206689414
115	12	13.8984258132488	-1.89842581324880
116	10	13.6810398999024	-3.68103989990240
117	14	13.4440482118175	0.555951788182491
118	13	13.6310420684977	-0.631042068497732
119	9	13.1336915588669	-4.13369155886687
120	15	13.5447802502986	1.45521974970145
121	15	13.1030726633979	1.8969273366021
122	14	13.759133302799	0.240866697200994
123	11	13.2536170851395	-2.25361708513953
124	8	13.7678988557857	-5.76789885578573
125	11	13.5379467499385	-2.53794674993847
126	11	13.4289659507921	-2.42896595079213
127	8	13.8126672858983	-5.81266728589834
128	10	13.4620679496071	-3.46206794960712
129	11	13.5269711550329	-2.52697115503292
130	13	12.8197899490549	0.180210050945095
131	11	13.2884315532309	-2.28843155323088
132	20	13.6710101531648	6.32898984683515
133	10	13.7050153038018	-3.70501530380179
134	15	13.7919365429287	1.20806345707131
135	12	13.4328508129706	-1.43285081297064
136	14	13.1028260895701	0.897173910429943
137	23	13.6414443060445	9.35855569395548
138	14	13.5656070320315	0.434392967968494
139	16	13.6231465789627	2.37685342103729
140	11	13.2767904395049	-2.27679043950491
141	12	12.9935981689107	-0.993598168910745
142	10	12.9468219014552	-2.94682190145521
143	14	12.9624169543086	1.03758304569141
144	12	13.5638749633897	-1.56387496338973
145	12	13.3744334317891	-1.37443343178913
146	11	13.1313581080207	-2.1313581080207
147	12	12.9331061064963	-0.93310610649631
148	13	13.5636346231142	-0.563634623114218
149	11	13.7108356092257	-2.71083560922566
150	19	13.3819336209973	5.61806637900268
151	12	13.5248218591114	-1.52482185911138
152	17	13.1322685277630	3.86773147223695
153	9	12.6407653140336	-3.64076531403363
154	12	13.4977732380754	-1.49777323807540
155	19	13.4013647417905	5.59863525820952
156	18	13.7592828196392	4.24071718036078
157	15	13.1725915564663	1.82740844353366
158	14	13.4082616954218	0.59173830457817
159	11	12.7945071521804	-1.79450715218042

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
9	0.994712349525612	0.0105753009487762	0.00528765047438808
10	0.98813593348303	0.0237281330339419	0.0118640665169709
11	0.97538040368224	0.0492391926355209	0.0246195963177605
12	0.96379605158239	0.0724078968352212	0.0362039484176106
13	0.9705574609338	0.0588850781324017	0.0294425390662009
14	0.950806395899729	0.0983872082005423	0.0491936041002712
15	0.94397886790798	0.112042264184041	0.0560211320920207
16	0.917614165163924	0.164771669672152	0.082385834836076
17	0.897266592027123	0.205466815945755	0.102733407972877
18	0.861379482445373	0.277241035109254	0.138620517554627
19	0.821277303686182	0.357445392627636	0.178722696313818
20	0.825004575719188	0.349990848561624	0.174995424280812
21	0.849742035127992	0.300515929744017	0.150257964872009
22	0.860451553089915	0.279096893820171	0.139548446910085
23	0.846423824007952	0.307152351984097	0.153576175992048
24	0.817266282561415	0.36546743487717	0.182733717438585
25	0.770692380402775	0.458615239194449	0.229307619597225
26	0.737323065090689	0.525353869818622	0.262676934909311
27	0.686327588430183	0.627344823139633	0.313672411569817
28	0.714095600545581	0.571808798908839	0.285904399454419
29	0.693935245577751	0.612129508844499	0.306064754422249
30	0.637746252758251	0.724507494483497	0.362253747241749
31	0.639396749816301	0.721206500367399	0.360603250183699
32	0.69443702253105	0.6111259549379	0.30556297746895
33	0.663849540495435	0.67230091900913	0.336150459504565
34	0.609368548066428	0.781262903867144	0.390631451933572
35	0.559144270809999	0.881711458380002	0.440855729190001
36	0.542503790352362	0.914992419295277	0.457496209647638
37	0.83624950968319	0.327500980633621	0.163750490316810
38	0.80005939737073	0.399881205258541	0.199940602629271
39	0.766992338139806	0.466015323720388	0.233007661860194
40	0.736716918392436	0.526566163215128	0.263283081607564
41	0.715436622465093	0.569126755069814	0.284563377534907
42	0.696828827757217	0.606342344485565	0.303171172242783
43	0.711580320682043	0.576839358635914	0.288419679317957
44	0.686648866913752	0.626702266172496	0.313351133086248
45	0.642968415416852	0.714063169166296	0.357031584583148
46	0.603694634147388	0.792610731705224	0.396305365852612
47	0.589965234165538	0.820069531668923	0.410034765834462
48	0.542085799276546	0.915828401446909	0.457914200723454
49	0.550036397648573	0.899927204702853	0.449963602351427
50	0.507318618190915	0.985362763618171	0.492681381809085
51	0.482141353494504	0.964282706989009	0.517858646505496
52	0.460508778602625	0.92101755720525	0.539491221397375
53	0.578971233119704	0.842057533760592	0.421028766880296
54	0.530264366990342	0.939471266019317	0.469735633009658
55	0.483520157809045	0.96704031561809	0.516479842190955
56	0.435659478340243	0.871318956680487	0.564340521659757
57	0.387952096912755	0.77590419382551	0.612047903087245
58	0.404989721853905	0.80997944370781	0.595010278146095
59	0.394610088809811	0.789220177619621	0.60538991119019
60	0.381298356578564	0.762596713157128	0.618701643421436
61	0.578190150643809	0.843619698712383	0.421809849356191
62	0.533705269843493	0.932589460313015	0.466294730156507
63	0.489329446787223	0.978658893574445	0.510670553212777
64	0.446400333805255	0.89280066761051	0.553599666194745
65	0.400637097902892	0.801274195805785	0.599362902097108
66	0.364357548388636	0.728715096777272	0.635642451611364
67	0.417592788832606	0.835185577665212	0.582407211167394
68	0.37556271443582	0.75112542887164	0.62443728556418
69	0.33292668156067	0.66585336312134	0.66707331843933
70	0.295748083581523	0.591496167163047	0.704251916418477
71	0.257170468448045	0.51434093689609	0.742829531551955
72	0.234419807081388	0.468839614162775	0.765580192918612
73	0.201432388530166	0.402864777060332	0.798567611469834
74	0.185190012594234	0.370380025188469	0.814809987405766
75	0.162794069682867	0.325588139365735	0.837205930317133
76	0.258795086854903	0.517590173709806	0.741204913145097
77	0.223313676240897	0.446627352481794	0.776686323759103
78	0.247952831547952	0.495905663095905	0.752047168452048
79	0.213619330636654	0.427238661273309	0.786380669363346
80	0.221262424407868	0.442524848815737	0.778737575592132
81	0.197581606291134	0.395163212582267	0.802418393708866
82	0.194932008321399	0.389864016642798	0.805067991678601
83	0.210768234140841	0.421536468281682	0.78923176585916
84	0.182040099729805	0.364080199459611	0.817959900270195
85	0.154941235748747	0.309882471497494	0.845058764251253
86	0.131211690340401	0.262423380680802	0.8687883096596
87	0.108730562077893	0.217461124155786	0.891269437922107
88	0.0916166379453867	0.183233275890773	0.908383362054613
89	0.086173319237361	0.172346638474722	0.913826680762639
90	0.277702581426437	0.555405162852874	0.722297418573563
91	0.239824126919408	0.479648253838816	0.760175873080592
92	0.210145108598830	0.420290217197661	0.78985489140117
93	0.178065741409277	0.356131482818555	0.821934258590723
94	0.158965149351880	0.317930298703760	0.84103485064812
95	0.154919915692214	0.309839831384427	0.845080084307786
96	0.133661037863853	0.267322075727705	0.866338962136147
97	0.140516926358572	0.281033852717145	0.859483073641428
98	0.119926226151205	0.239852452302409	0.880073773848795
99	0.108222667512177	0.216445335024353	0.891777332487823
100	0.107851121732213	0.215702243464425	0.892148878267787
101	0.109948805984194	0.219897611968388	0.890051194015806
102	0.0977761657694837	0.195552331538967	0.902223834230516
103	0.090709063541506	0.181418127083012	0.909290936458494
104	0.100894265276111	0.201788530552221	0.89910573472389
105	0.0891529006972885	0.178305801394577	0.910847099302711
106	0.122648877521078	0.245297755042156	0.877351122478922
107	0.121588978736141	0.243177957472282	0.878411021263859
108	0.105563674538690	0.211127349077380	0.89443632546131
109	0.0934876022624589	0.186975204524918	0.906512397737541
110	0.459821332860726	0.919642665721452	0.540178667139274
111	0.415104788348246	0.830209576696491	0.584895211651754
112	0.425445101139062	0.850890202278125	0.574554898860938
113	0.397517505064288	0.795035010128577	0.602482494935712
114	0.403793343060174	0.807586686120348	0.596206656939826
115	0.364254454114792	0.728508908229584	0.635745545885208
116	0.368507030983811	0.737014061967622	0.631492969016189
117	0.32720749880272	0.65441499760544	0.67279250119728
118	0.285713597589268	0.571427195178536	0.714286402410732
119	0.280879926364791	0.561759852729582	0.719120073635209
120	0.269651711800176	0.539303423600352	0.730348288199824
121	0.341100919553641	0.682201839107281	0.65889908044636
122	0.297419736266568	0.594839472533136	0.702580263733432
123	0.256946306226487	0.513892612452975	0.743053693773513
124	0.304308518125449	0.608617036250897	0.695691481874551
125	0.264151700411054	0.528303400822108	0.735848299588946
126	0.233263255627736	0.466526511255471	0.766736744372264
127	0.356030541205571	0.712061082411143	0.643969458794429
128	0.353075306399597	0.706150612799195	0.646924693600403
129	0.359989819973777	0.719979639947553	0.640010180026223
130	0.358774971241769	0.717549942483539	0.64122502875823
131	0.31912314043937	0.63824628087874	0.68087685956063
132	0.431942957530451	0.863885915060902	0.568057042469549
133	0.521452022270956	0.95709595545809	0.478547977729045
134	0.456955339098075	0.913910678196149	0.543044660901925
135	0.415033728717488	0.830067457434975	0.584966271282512
136	0.349615324591956	0.699230649183912	0.650384675408044
137	0.779978695728158	0.440042608543685	0.220021304271842
138	0.717428954398521	0.565142091202958	0.282571045601479
139	0.698850436546122	0.602299126907756	0.301149563453878
140	0.633643374481206	0.732713251037588	0.366356625518794
141	0.597690473835498	0.804619052329003	0.402309526164502
142	0.514625758713534	0.970748482572932	0.485374241286466
143	0.429805120291531	0.859610240583061	0.570194879708469
144	0.339132905195457	0.678265810390913	0.660867094804543
145	0.27485470919733	0.54970941839466	0.72514529080267
146	0.196461596902626	0.392923193805253	0.803538403097374
147	0.130154376280119	0.260308752560237	0.869845623719881
148	0.0795957983078335	0.159191596615667	0.920404201692167
149	0.158675078662526	0.317350157325052	0.841324921337474
150	0.153995110201816	0.307990220403632	0.846004889798184

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	3	0.0211267605633803	OK
10% type I error level	6	0.0422535211267606	OK