Multiple Linear Regression - Estimated Regression Equation |
Parental.Expectations[t] = -10.8320565427912 + 1.68568675733010Month[t] + 0.0840562331438502Concern.over.Mistakes[t] -0.127108617518688Doubts.about.actions[t] + 0.67506963738582Parental.Criticism[t] + 0.122866330775620Personal.Standards[t] -0.0810372110042295Organization[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) | -10.8320565427912 | 11.553534 | -0.9376 | 0.349961 | 0.174981 |
Month | 1.68568675733010 | 1.132127 | 1.489 | 0.138571 | 0.069285 |
Concern.over.Mistakes | 0.0840562331438502 | 0.048144 | 1.7459 | 0.082844 | 0.041422 |
Doubts.about.actions | -0.127108617518688 | 0.086888 | -1.4629 | 0.145559 | 0.072779 |
Parental.Criticism | 0.67506963738582 | 0.086207 | 7.8308 | 0 | 0 |
Personal.Standards | 0.122866330775620 | 0.063107 | 1.9469 | 0.053385 | 0.026693 |
Organization | -0.0810372110042295 | 0.061812 | -1.311 | 0.191823 | 0.095912 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.644906763989631 |
R-squared | 0.415904734239577 |
Adjusted R-squared | 0.392848342170087 |
F-TEST (value) | 18.0385869994780 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 152 |
p-value | 8.88178419700125e-16 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.68471758499524 |
Sum Squared Residuals | 1095.57169369976 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 11 | 13.5196133245054 | -2.51961332450539 |
2 | 7 | 11.6506948244502 | -4.6506948244502 |
3 | 17 | 12.0660452787625 | 4.93395472123752 |
4 | 10 | 10.1979945902708 | -0.197994590270839 |
5 | 12 | 12.0742465340752 | -0.074246534075181 |
6 | 12 | 9.49140544793617 | 2.50859455206383 |
7 | 11 | 10.180856062028 | 0.81914393797201 |
8 | 11 | 14.5214261561003 | -3.52142615610032 |
9 | 12 | 10.5354817895934 | 1.46451821040664 |
10 | 13 | 11.3353223341327 | 1.66467766586726 |
11 | 14 | 14.7960952343406 | -0.796095234340552 |
12 | 16 | 14.6476814751199 | 1.35231852488007 |
13 | 11 | 13.7521081460683 | -2.75210814606833 |
14 | 10 | 12.1633800433079 | -2.16338004330791 |
15 | 11 | 12.3311237997948 | -1.33112379979478 |
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 | 11.8125264740179 | -0.812526474017948 |
26 | 15 | 13.3095011008721 | 1.69049889912794 |
27 | 15 | 11.7391411653226 | 3.26085883467745 |
28 | 13 | 13.1112083259701 | -0.111208325970141 |
29 | 16 | 13.8906334239963 | 2.10936657600368 |
30 | 13 | 11.1994106845684 | 1.80058931543163 |
31 | 9 | 11.5430714253581 | -2.54307142535812 |
32 | 18 | 18.1432247130448 | -0.143224713044811 |
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 | -4.10832837549055 |
38 | 12 | 8.76506134910246 | 3.23493865089754 |
39 | 18 | 16.9475813491429 | 1.05241865085707 |
40 | 12 | 13.0256686499783 | -1.02566864997827 |
41 | 18 | 14.1970257903173 | 3.80297420968271 |
42 | 14 | 14.0134997547719 | -0.0134997547719412 |
43 | 15 | 12.0097901947856 | 2.99020980521441 |
44 | 16 | 10.8929400395094 | 5.10705996049059 |
45 | 10 | 13.1660753643554 | -3.16607536435535 |
46 | 11 | 11.5923045569365 | -0.592304556936548 |
47 | 14 | 12.9438123118431 | 1.05618768815695 |
48 | 9 | 13.0563934240285 | -4.05639342402850 |
49 | 12 | 13.7997151318744 | -1.79971513187438 |
50 | 17 | 12.2739480475592 | 4.72605195244083 |
51 | 5 | 9.75784630523196 | -4.75784630523196 |
52 | 12 | 12.429702650704 | -0.42970265070401 |
53 | 12 | 12.0236913246805 | -0.0236913246804852 |
54 | 6 | 9.43345602508996 | -3.43345602508996 |
55 | 24 | 22.9281550692885 | 1.07184493071146 |
56 | 12 | 12.5571309830858 | -0.557130983085775 |
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 | -1.30827783626861 |
62 | 13 | 11.5732224501721 | 1.42677754982791 |
63 | 14 | 11.5018135422159 | 2.49818645778408 |
64 | 8 | 12.9649368103419 | -4.96493681034194 |
65 | 11 | 9.44023980533005 | 1.55976019466995 |
66 | 9 | 11.8173351098224 | -2.81733510982235 |
67 | 11 | 13.7724086298684 | -2.77240862986837 |
68 | 13 | 13.4940685015143 | -0.49406850151427 |
69 | 10 | 9.4878529350075 | 0.512147064992501 |
70 | 11 | 12.7540259940526 | -1.75402599405259 |
71 | 12 | 12.7615120535082 | -0.761512053508218 |
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 | -0.843120501141642 |
77 | 13 | 9.94270191161545 | 3.05729808838455 |
78 | 14 | 13.0984814657409 | 0.901518534259061 |
79 | 10 | 11.9729796378219 | -1.97297963782189 |
80 | 13 | 12.3194482174444 | 0.680551782555565 |
81 | 13 | 13.8129336936913 | -0.812933693691256 |
82 | 11 | 12.1574887581491 | -1.15748875814913 |
83 | 13 | 12.2168872580367 | 0.783112741963283 |
84 | 16 | 14.5665283323845 | 1.43347166761548 |
85 | 8 | 9.70038752210843 | -1.70038752210843 |
86 | 16 | 11.6297181469367 | 4.37028185306326 |
87 | 11 | 11.1438854743375 | -0.143885474337513 |
88 | 9 | 11.3825374702091 | -2.38253747020912 |
89 | 16 | 17.8386293605636 | -1.83862936056355 |
90 | 12 | 11.4632269388536 | 0.53677306114644 |
91 | 14 | 11.9751441051589 | 2.02485589484111 |
92 | 8 | 10.6698153193051 | -2.66981531930508 |
93 | 9 | 9.57173592512322 | -0.571735925123222 |
94 | 15 | 11.7356948657816 | 3.26430513421838 |
95 | 11 | 13.6207865256068 | -2.62078652560681 |
96 | 21 | 17.285058830122 | 3.71494116987798 |
97 | 14 | 13.2267057853248 | 0.77329421467516 |
98 | 18 | 15.7892769277676 | 2.21072307223242 |
99 | 12 | 11.7132018871479 | 0.286798112852132 |
100 | 13 | 12.675406028455 | 0.324593971544990 |
101 | 15 | 14.5618587682401 | 0.438141231759857 |
102 | 12 | 11.0789908829996 | 0.921009117000357 |
103 | 19 | 14.4733857490216 | 4.52661425097843 |
104 | 15 | 14.0690249650028 | 0.930975034997202 |
105 | 11 | 13.0365276178047 | -2.03652761780470 |
106 | 11 | 10.5952138588956 | 0.404786141104352 |
107 | 10 | 12.3325718149712 | -2.33257181497117 |
108 | 13 | 14.7677815618256 | -1.76778156182558 |
109 | 15 | 14.7737400710633 | 0.226259928936707 |
110 | 12 | 9.86587770355405 | 2.13412229644595 |
111 | 12 | 11.0065822047094 | 0.993417795290567 |
112 | 16 | 15.7290531568776 | 0.270946843122379 |
113 | 9 | 15.5269367161555 | -6.52693671615549 |
114 | 18 | 17.5849115377941 | 0.415088462205915 |
115 | 8 | 15.1436991743321 | -7.14369917433207 |
116 | 13 | 10.3634898897775 | 2.63651011022246 |
117 | 17 | 14.1969221695487 | 2.8030778304513 |
118 | 9 | 11.0236096319967 | -2.02360963199667 |
119 | 15 | 13.1804891632790 | 1.81951083672104 |
120 | 8 | 9.55179800725262 | -1.55179800725262 |
121 | 7 | 11.1762315065923 | -4.17623150659226 |
122 | 12 | 11.3210232106368 | 0.678976789363231 |
123 | 14 | 15.0522447859671 | -1.05224478596706 |
124 | 6 | 10.7505997522397 | -4.75059975223966 |
125 | 8 | 10.113724581201 | -2.11372458120101 |
126 | 17 | 12.4246350929586 | 4.57536490704143 |
127 | 10 | 9.72723035002349 | 0.272769649976514 |
128 | 11 | 12.5501224522727 | -1.55012245227274 |
129 | 14 | 12.8155892485627 | 1.18441075143732 |
130 | 11 | 13.5882975031422 | -2.58829750314220 |
131 | 13 | 15.3917415187517 | -2.39174151875173 |
132 | 12 | 11.8903701635509 | 0.109629836449102 |
133 | 11 | 10.4040957449455 | 0.595904255054519 |
134 | 9 | 9.40085847106909 | -0.400858471069086 |
135 | 12 | 12.021468289743 | -0.0214682897430019 |
136 | 20 | 14.7202633964383 | 5.27973660356174 |
137 | 12 | 10.6495450883233 | 1.35045491167670 |
138 | 13 | 13.6148557565803 | -0.614855756580292 |
139 | 12 | 13.1478246724647 | -1.14782467246467 |
140 | 12 | 16.4850425299474 | -4.48504252994745 |
141 | 9 | 14.5340087698161 | -5.53400876981613 |
142 | 15 | 15.5521959388592 | -0.55219593885921 |
143 | 24 | 21.5338535646627 | 2.46614643533727 |
144 | 7 | 9.89401073286598 | -2.89401073286597 |
145 | 17 | 14.6064528757780 | 2.39354712422203 |
146 | 11 | 11.8516196025376 | -0.85161960253763 |
147 | 17 | 15.0941546970835 | 1.90584530291649 |
148 | 11 | 12.2468943236228 | -1.24689432362281 |
149 | 12 | 12.4765395043168 | -0.476539504316833 |
150 | 14 | 14.4444579888110 | -0.444457988811036 |
151 | 11 | 14.3035080653015 | -3.30350806530147 |
152 | 16 | 12.7491036518386 | 3.25089634816144 |
153 | 21 | 13.7592850323416 | 7.24071496765837 |
154 | 14 | 12.1425021790073 | 1.85749782099272 |
155 | 20 | 16.4116939052272 | 3.58830609477279 |
156 | 13 | 10.9928861142500 | 2.00711388575003 |
157 | 11 | 13.0033208868759 | -2.00332088687593 |
158 | 15 | 13.8925731407604 | 1.10742685923962 |
159 | 19 | 17.8659139789442 | 1.13408602105575 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.549283110987453 | 0.901433778025094 | 0.450716889012547 |
11 | 0.637559566511153 | 0.724880866977693 | 0.362440433488847 |
12 | 0.725167698143901 | 0.549664603712198 | 0.274832301856099 |
13 | 0.79581310368261 | 0.408373792634781 | 0.204186896317391 |
14 | 0.72264378599765 | 0.5547124280047 | 0.27735621400235 |
15 | 0.654357373806281 | 0.691285252387437 | 0.345642626193719 |
16 | 0.582110937190986 | 0.835778125618027 | 0.417889062809014 |
17 | 0.675780776263919 | 0.648438447472163 | 0.324219223736081 |
18 | 0.595481823029938 | 0.809036353940123 | 0.404518176970062 |
19 | 0.669461932876104 | 0.661076134247793 | 0.330538067123896 |
20 | 0.711199799363249 | 0.577600401273502 | 0.288800200636751 |
21 | 0.674066733205645 | 0.65186653358871 | 0.325933266794355 |
22 | 0.733155898798577 | 0.533688202402846 | 0.266844101201423 |
23 | 0.673596028954296 | 0.652807942091409 | 0.326403971045704 |
24 | 0.706176179738255 | 0.587647640523491 | 0.293823820261745 |
25 | 0.661049695439459 | 0.677900609121083 | 0.338950304560541 |
26 | 0.611900441927829 | 0.776199116144341 | 0.388099558072171 |
27 | 0.573399023241748 | 0.853201953516505 | 0.426600976758252 |
28 | 0.506156570726608 | 0.987686858546783 | 0.493843429273392 |
29 | 0.458791038029842 | 0.917582076059683 | 0.541208961970158 |
30 | 0.40122584514381 | 0.80245169028762 | 0.59877415485619 |
31 | 0.532059868603224 | 0.935880262793553 | 0.467940131396776 |
32 | 0.483568648341544 | 0.967137296683087 | 0.516431351658456 |
33 | 0.537534579334807 | 0.924930841330385 | 0.462465420665193 |
34 | 0.638576554311888 | 0.722846891376224 | 0.361423445688112 |
35 | 0.637556824776501 | 0.724886350446997 | 0.362443175223499 |
36 | 0.6980910613924 | 0.603817877215201 | 0.301908938607600 |
37 | 0.765393034880752 | 0.469213930238496 | 0.234606965119248 |
38 | 0.756533881880029 | 0.486932236239942 | 0.243466118119971 |
39 | 0.734574977856315 | 0.530850044287369 | 0.265425022143685 |
40 | 0.70528291164179 | 0.589434176716419 | 0.294717088358210 |
41 | 0.759366931165905 | 0.481266137668189 | 0.240633068834095 |
42 | 0.715991727363545 | 0.568016545272911 | 0.284008272636455 |
43 | 0.731817102983865 | 0.53636579403227 | 0.268182897016135 |
44 | 0.790377526436607 | 0.419244947126786 | 0.209622473563393 |
45 | 0.824831303485934 | 0.350337393028132 | 0.175168696514066 |
46 | 0.798409527998178 | 0.403180944003645 | 0.201590472001822 |
47 | 0.765758647695378 | 0.468482704609245 | 0.234241352304622 |
48 | 0.803987565425671 | 0.392024869148658 | 0.196012434574329 |
49 | 0.778833688521648 | 0.442332622956705 | 0.221166311478352 |
50 | 0.8406515729628 | 0.318696854074399 | 0.159348427037200 |
51 | 0.897514068850458 | 0.204971862299085 | 0.102485931149542 |
52 | 0.876587515039473 | 0.246824969921055 | 0.123412484960527 |
53 | 0.849363317967444 | 0.301273364065112 | 0.150636682032556 |
54 | 0.879762448008581 | 0.240475103982838 | 0.120237551991419 |
55 | 0.856442483091958 | 0.287115033816084 | 0.143557516908042 |
56 | 0.827797011063464 | 0.344405977873071 | 0.172202988936536 |
57 | 0.802919510310358 | 0.394160979379284 | 0.197080489689642 |
58 | 0.790499302673022 | 0.419001394653956 | 0.209500697326978 |
59 | 0.796914539074665 | 0.406170921850670 | 0.203085460925335 |
60 | 0.774041144975603 | 0.451917710048794 | 0.225958855024397 |
61 | 0.752965287440835 | 0.49406942511833 | 0.247034712559165 |
62 | 0.724854494487312 | 0.550291011025376 | 0.275145505512688 |
63 | 0.71595409375713 | 0.568091812485741 | 0.284045906242871 |
64 | 0.818626051561084 | 0.362747896877831 | 0.181373948438916 |
65 | 0.798470732956973 | 0.403058534086053 | 0.201529267043027 |
66 | 0.79616401214133 | 0.407671975717339 | 0.203835987858669 |
67 | 0.795495127461871 | 0.409009745076258 | 0.204504872538129 |
68 | 0.765259893374742 | 0.469480213250517 | 0.234740106625258 |
69 | 0.737845942446769 | 0.524308115106462 | 0.262154057553231 |
70 | 0.715648438195014 | 0.568703123609972 | 0.284351561804986 |
71 | 0.684390889449743 | 0.631218221100515 | 0.315609110550257 |
72 | 0.690431195116098 | 0.619137609767804 | 0.309568804883902 |
73 | 0.65387432363166 | 0.692251352736679 | 0.346125676368340 |
74 | 0.672280417601878 | 0.655439164796244 | 0.327719582398122 |
75 | 0.679451267519246 | 0.641097464961509 | 0.320548732480754 |
76 | 0.641113647694872 | 0.717772704610257 | 0.358886352305128 |
77 | 0.671328828903036 | 0.657342342193928 | 0.328671171096964 |
78 | 0.633718446277876 | 0.732563107444247 | 0.366281553722124 |
79 | 0.610323743052498 | 0.779352513895003 | 0.389676256947502 |
80 | 0.569199927529534 | 0.861600144940933 | 0.430800072470466 |
81 | 0.52568045264512 | 0.94863909470976 | 0.47431954735488 |
82 | 0.489655548103455 | 0.97931109620691 | 0.510344451896545 |
83 | 0.447526323921063 | 0.895052647842126 | 0.552473676078937 |
84 | 0.414376122654386 | 0.828752245308772 | 0.585623877345614 |
85 | 0.386071202389716 | 0.772142404779431 | 0.613928797610285 |
86 | 0.466493088215212 | 0.932986176430425 | 0.533506911784787 |
87 | 0.42094160838143 | 0.84188321676286 | 0.57905839161857 |
88 | 0.404260409579289 | 0.808520819158578 | 0.595739590420711 |
89 | 0.384374862853932 | 0.768749725707863 | 0.615625137146068 |
90 | 0.341525400643607 | 0.683050801287215 | 0.658474599356393 |
91 | 0.324659133557072 | 0.649318267114144 | 0.675340866442928 |
92 | 0.320654129340527 | 0.641308258681054 | 0.679345870659473 |
93 | 0.280349730003015 | 0.560699460006029 | 0.719650269996985 |
94 | 0.298879762346349 | 0.597759524692697 | 0.701120237653651 |
95 | 0.297397174543510 | 0.594794349087019 | 0.70260282545649 |
96 | 0.325800350315922 | 0.651600700631845 | 0.674199649684078 |
97 | 0.289777225076743 | 0.579554450153485 | 0.710222774923257 |
98 | 0.269314481434781 | 0.538628962869561 | 0.73068551856522 |
99 | 0.230986474110237 | 0.461972948220474 | 0.769013525889763 |
100 | 0.195795074636855 | 0.39159014927371 | 0.804204925363145 |
101 | 0.164259425676263 | 0.328518851352526 | 0.835740574323737 |
102 | 0.140419731857484 | 0.280839463714969 | 0.859580268142516 |
103 | 0.191515084994981 | 0.383030169989962 | 0.808484915005019 |
104 | 0.164198842969408 | 0.328397685938816 | 0.835801157030592 |
105 | 0.156494845574924 | 0.312989691149848 | 0.843505154425076 |
106 | 0.128920331919352 | 0.257840663838704 | 0.871079668080648 |
107 | 0.122755606995226 | 0.245511213990451 | 0.877244393004774 |
108 | 0.111602432524406 | 0.223204865048813 | 0.888397567475594 |
109 | 0.0893886277549547 | 0.178777255509909 | 0.910611372245045 |
110 | 0.082871915075769 | 0.165743830151538 | 0.917128084924231 |
111 | 0.0683976867199743 | 0.136795373439949 | 0.931602313280026 |
112 | 0.059017829432485 | 0.11803565886497 | 0.940982170567515 |
113 | 0.178706506914131 | 0.357413013828262 | 0.82129349308587 |
114 | 0.152544871084249 | 0.305089742168498 | 0.847455128915751 |
115 | 0.353576391112077 | 0.707152782224155 | 0.646423608887922 |
116 | 0.350909701131536 | 0.701819402263072 | 0.649090298868464 |
117 | 0.375551411723652 | 0.751102823447305 | 0.624448588276348 |
118 | 0.338407635910829 | 0.676815271821658 | 0.661592364089171 |
119 | 0.303176666454781 | 0.606353332909562 | 0.696823333545219 |
120 | 0.263875188596536 | 0.527750377193072 | 0.736124811403464 |
121 | 0.310818777355757 | 0.621637554711514 | 0.689181222644243 |
122 | 0.286883256364963 | 0.573766512729926 | 0.713116743635037 |
123 | 0.242851867953807 | 0.485703735907613 | 0.757148132046193 |
124 | 0.351974565340902 | 0.703949130681804 | 0.648025434659098 |
125 | 0.311916452024627 | 0.623832904049255 | 0.688083547975373 |
126 | 0.392509597616288 | 0.785019195232576 | 0.607490402383712 |
127 | 0.338302357739919 | 0.676604715479838 | 0.661697642260081 |
128 | 0.312516253873743 | 0.625032507747486 | 0.687483746126257 |
129 | 0.261027256374205 | 0.522054512748411 | 0.738972743625795 |
130 | 0.306488832257922 | 0.612977664515844 | 0.693511167742078 |
131 | 0.292403801123543 | 0.584807602247087 | 0.707596198876457 |
132 | 0.237739197233903 | 0.475478394467806 | 0.762260802766097 |
133 | 0.189373480783456 | 0.378746961566913 | 0.810626519216544 |
134 | 0.146571375540079 | 0.293142751080159 | 0.853428624459921 |
135 | 0.114915154128369 | 0.229830308256739 | 0.885084845871631 |
136 | 0.188871030603488 | 0.377742061206977 | 0.811128969396512 |
137 | 0.177176218892442 | 0.354352437784883 | 0.822823781107558 |
138 | 0.153863444253771 | 0.307726888507541 | 0.84613655574623 |
139 | 0.136527159544631 | 0.273054319089262 | 0.863472840455369 |
140 | 0.169718593085680 | 0.339437186171359 | 0.83028140691432 |
141 | 0.346076909944317 | 0.692153819888634 | 0.653923090055683 |
142 | 0.331362674352442 | 0.662725348704884 | 0.668637325647558 |
143 | 0.256612519330568 | 0.513225038661137 | 0.743387480669432 |
144 | 0.231562730201343 | 0.463125460402685 | 0.768437269798657 |
145 | 0.199314225509513 | 0.398628451019025 | 0.800685774490487 |
146 | 0.186096284802118 | 0.372192569604236 | 0.813903715197882 |
147 | 0.122855696404053 | 0.245711392808106 | 0.877144303595947 |
148 | 0.0814694869929278 | 0.162938973985856 | 0.918530513007072 |
149 | 0.0400811090852343 | 0.0801622181704685 | 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 |