Multiple Linear Regression - Estimated Regression Equation |
PStandards[t] = + 8.7962501281589 -0.351026313258320Week[t] + 0.332860819537130Consern[t] -0.359233719372248Doubts[t] + 0.192857556338692PExpect[t] + 0.0149952339047633PCritisism[t] + 0.386464059692393Organisation[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) | 8.7962501281589 | 2.589994 | 3.3962 | 0.000872 | 0.000436 |
Week | -0.351026313258320 | 0.338223 | -1.0379 | 0.300986 | 0.150493 |
Consern | 0.332860819537130 | 0.055715 | 5.9744 | 0 | 0 |
Doubts | -0.359233719372248 | 0.107145 | -3.3528 | 0.00101 | 0.000505 |
PExpect | 0.192857556338692 | 0.101296 | 1.9039 | 0.058813 | 0.029406 |
PCritisism | 0.0149952339047633 | 0.128842 | 0.1164 | 0.907501 | 0.453751 |
Organisation | 0.386464059692393 | 0.073159 | 5.2825 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.609523247377143 |
R-squared | 0.371518589093177 |
Adjusted R-squared | 0.346710112346855 |
F-TEST (value) | 14.9754695901778 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 152 |
p-value | 2.02726724296554e-13 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.40841376090285 |
Sum Squared Residuals | 1765.82722355781 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 24 | 23.7540528911651 | 0.245947108834937 |
2 | 25 | 23.1738115287681 | 1.82618847123193 |
3 | 30 | 25.0085972521040 | 4.99140274789605 |
4 | 19 | 21.0631247416520 | -2.06312474165197 |
5 | 22 | 21.3549137269535 | 0.645086273046456 |
6 | 22 | 23.8053747782492 | -1.80537477824919 |
7 | 25 | 23.3531185595752 | 1.64688144042483 |
8 | 23 | 20.2215519606182 | 2.77844803938184 |
9 | 17 | 19.6104456832432 | -2.61044568324321 |
10 | 21 | 22.0749768827249 | -1.07497688272487 |
11 | 19 | 23.2350440273733 | -4.23504402737327 |
12 | 19 | 23.9612437702189 | -4.96124377021892 |
13 | 15 | 23.6497213680241 | -8.64972136802412 |
14 | 16 | 17.6203859508545 | -1.62038595085451 |
15 | 23 | 19.8791431858008 | 3.12085681419919 |
16 | 27 | 24.4254304106852 | 2.57456958931477 |
17 | 22 | 21.4511275436107 | 0.548872456389319 |
18 | 14 | 17.0922037469936 | -3.09220374699363 |
19 | 22 | 24.5362266651154 | -2.53622666511538 |
20 | 23 | 24.2053917473815 | -1.20539174738148 |
21 | 23 | 21.7140430037114 | 1.28595699628857 |
22 | 21 | 24.6783643235871 | -3.67836432358706 |
23 | 19 | 22.5108340073573 | -3.51083400735726 |
24 | 18 | 23.9697953303735 | -5.96979533037352 |
25 | 20 | 23.1783445088454 | -3.17834450884536 |
26 | 23 | 22.4980324288407 | 0.501967571159322 |
27 | 25 | 23.4252562859027 | 1.57474371409734 |
28 | 19 | 23.4173876944767 | -4.41738769447670 |
29 | 24 | 23.9423571233375 | 0.0576428766624917 |
30 | 22 | 21.6544946549215 | 0.345505345078505 |
31 | 25 | 25.1726408051087 | -0.172640805108744 |
32 | 26 | 23.3034493560463 | 2.69655064395372 |
33 | 29 | 22.9487468413379 | 6.0512531586621 |
34 | 32 | 25.2716807275416 | 6.72831927245836 |
35 | 25 | 21.6979824626058 | 3.30201753739423 |
36 | 29 | 24.5207328660951 | 4.47926713390488 |
37 | 28 | 25.1039060437239 | 2.89609395627608 |
38 | 17 | 17.2140984912314 | -0.21409849123139 |
39 | 28 | 26.2375009152913 | 1.76249908470866 |
40 | 29 | 23.0618177306679 | 5.93818226933214 |
41 | 26 | 27.5821730276651 | -1.58217302766507 |
42 | 25 | 23.5566420106601 | 1.44335798933988 |
43 | 14 | 19.7250429774189 | -5.72504297741893 |
44 | 25 | 22.2180720900328 | 2.78192790996719 |
45 | 26 | 21.7452611929541 | 4.25473880704591 |
46 | 20 | 20.3282753322474 | -0.328275332247418 |
47 | 18 | 21.4962110683218 | -3.49621106832178 |
48 | 32 | 24.7991330049920 | 7.20086699500804 |
49 | 25 | 25.1267236814656 | -0.12672368146564 |
50 | 25 | 21.8689883151578 | 3.13101168484222 |
51 | 23 | 20.9492191363233 | 2.05078086367674 |
52 | 21 | 22.2109524456219 | -1.21095244562185 |
53 | 20 | 24.0632966040934 | -4.06329660409343 |
54 | 15 | 16.6497891157883 | -1.64978911578835 |
55 | 30 | 26.8471716045173 | 3.15282839548272 |
56 | 24 | 25.3692244228919 | -1.36922442289186 |
57 | 26 | 24.3425541834753 | 1.6574458165247 |
58 | 24 | 21.8201218709400 | 2.17987812905996 |
59 | 22 | 21.4538424886006 | 0.546157511399372 |
60 | 14 | 15.8252519300394 | -1.82525193003939 |
61 | 24 | 22.2795509196819 | 1.72044908031812 |
62 | 24 | 23.0131682733902 | 0.986831726609842 |
63 | 24 | 23.3826882245844 | 0.617311775415574 |
64 | 24 | 20.0175825766829 | 3.98241742331714 |
65 | 19 | 18.5645248522072 | 0.43547514779281 |
66 | 31 | 26.8491800092098 | 4.15081999079023 |
67 | 22 | 26.7045192626381 | -4.70451926263810 |
68 | 27 | 21.5772786424205 | 5.4227213575795 |
69 | 19 | 17.7490286715042 | 1.25097132849583 |
70 | 25 | 22.3518131493053 | 2.64818685069468 |
71 | 20 | 25.1108710070759 | -5.11087100707585 |
72 | 21 | 21.5637813025458 | -0.563781302545751 |
73 | 27 | 27.5717783023730 | -0.571778302373033 |
74 | 23 | 24.5326861243508 | -1.53268612435084 |
75 | 25 | 25.8088852628178 | -0.808885262817832 |
76 | 20 | 22.3566306448581 | -2.35663064485807 |
77 | 21 | 19.2998108992965 | 1.70018910070348 |
78 | 22 | 22.5325440926986 | -0.532544092698643 |
79 | 23 | 23.0127172928268 | -0.0127172928268160 |
80 | 25 | 24.2110321713930 | 0.788967828606965 |
81 | 25 | 23.4613281496717 | 1.53867185032834 |
82 | 17 | 23.8687241667847 | -6.86872416678469 |
83 | 19 | 21.5517631830704 | -2.55176318307040 |
84 | 25 | 24.0373284972327 | 0.962671502767348 |
85 | 19 | 22.0710378851961 | -3.07103788519606 |
86 | 20 | 22.8964761436804 | -2.89647614368043 |
87 | 26 | 22.2614316135497 | 3.73856838645031 |
88 | 23 | 20.4189227063368 | 2.58107729366322 |
89 | 27 | 24.1993066790166 | 2.80069332098336 |
90 | 17 | 20.6591658195465 | -3.65916581954647 |
91 | 17 | 23.1123592044767 | -6.11235920447671 |
92 | 19 | 19.8325537603912 | -0.83255376039119 |
93 | 17 | 19.465714624122 | -2.46571462412202 |
94 | 22 | 21.8348616535768 | 0.165138346423220 |
95 | 21 | 23.1893120424487 | -2.18931204244867 |
96 | 32 | 28.396510129026 | 3.60348987097397 |
97 | 21 | 24.459655157015 | -3.45965515701502 |
98 | 21 | 24.142194364357 | -3.14219436435699 |
99 | 18 | 21.0183995389187 | -3.01839953891872 |
100 | 18 | 21.0926729490165 | -3.09267294901653 |
101 | 23 | 22.6141674684254 | 0.385832531574645 |
102 | 19 | 20.3904284656099 | -1.39042846560993 |
103 | 20 | 20.8139286560790 | -0.813928656079017 |
104 | 21 | 22.0547948691766 | -1.05479486917659 |
105 | 20 | 23.4975148431207 | -3.49751484312073 |
106 | 17 | 18.6777634769777 | -1.67776347697769 |
107 | 18 | 20.1117835459183 | -2.11178354591827 |
108 | 19 | 20.601762536503 | -1.60176253650299 |
109 | 22 | 21.8579494639154 | 0.142050536084615 |
110 | 15 | 18.5415140690785 | -3.54151406907845 |
111 | 14 | 18.6075402216834 | -4.60754022168340 |
112 | 18 | 26.3791792080809 | -8.3791792080809 |
113 | 24 | 21.1382991042758 | 2.86170089572419 |
114 | 35 | 23.4053019297676 | 11.5946980702324 |
115 | 29 | 18.8289713313132 | 10.1710286686868 |
116 | 21 | 21.7013100672859 | -0.70131006728592 |
117 | 25 | 20.3701352947869 | 4.62986470521306 |
118 | 20 | 18.2677144387943 | 1.73228556120566 |
119 | 22 | 22.9873511751830 | -0.987351175183036 |
120 | 13 | 16.7246645151032 | -3.72466451510316 |
121 | 26 | 23.0057308718302 | 2.99426912816983 |
122 | 17 | 16.7033077040266 | 0.296692295973389 |
123 | 25 | 19.8935813295805 | 5.10641867041948 |
124 | 20 | 20.4199056469751 | -0.419905646975105 |
125 | 19 | 17.8412546392388 | 1.15874536076121 |
126 | 21 | 22.3850040546944 | -1.38500405469436 |
127 | 22 | 20.7748813448280 | 1.22511865517205 |
128 | 24 | 22.3872508957394 | 1.61274910426061 |
129 | 21 | 22.6743308789582 | -1.67433087895821 |
130 | 26 | 25.2502763319129 | 0.749723668087063 |
131 | 24 | 20.3919608716662 | 3.60803912833382 |
132 | 16 | 20.0348123142121 | -4.03481231421209 |
133 | 23 | 22.0621501741582 | 0.937849825841796 |
134 | 18 | 20.528420548334 | -2.52842054833400 |
135 | 16 | 22.1128108119103 | -6.11281081191028 |
136 | 26 | 23.8858006103059 | 2.11419938969415 |
137 | 19 | 18.8471445482954 | 0.152855451704559 |
138 | 21 | 16.7389731078739 | 4.26102689212608 |
139 | 21 | 21.9012942661034 | -0.901294266103412 |
140 | 22 | 18.3512341653153 | 3.64876583468466 |
141 | 23 | 19.6298693379126 | 3.37013066208739 |
142 | 29 | 24.6121898261332 | 4.38781017386684 |
143 | 21 | 19.1446590999530 | 1.85534090004697 |
144 | 21 | 19.6938327913337 | 1.30616720866632 |
145 | 23 | 21.6579190775089 | 1.34208092249111 |
146 | 27 | 22.783911087518 | 4.216088912482 |
147 | 25 | 25.2340795034825 | -0.234079503482477 |
148 | 21 | 20.7719387424248 | 0.228061257575235 |
149 | 10 | 16.9580950705777 | -6.95809507057771 |
150 | 20 | 22.4204524716016 | -2.42045247160164 |
151 | 26 | 22.2933247683636 | 3.70667523163643 |
152 | 24 | 23.4453285174839 | 0.554671482516143 |
153 | 29 | 31.4517181559671 | -2.45171815596705 |
154 | 19 | 18.9095253390712 | 0.0904746609288042 |
155 | 24 | 21.8791607141571 | 2.12083928584293 |
156 | 19 | 20.5305402222784 | -1.53054022227839 |
157 | 24 | 23.1995081745349 | 0.800491825465104 |
158 | 22 | 21.5900695504639 | 0.409930449536128 |
159 | 17 | 23.5965892775799 | -6.59658927757986 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.298766895345018 | 0.597533790690036 | 0.701233104654982 |
11 | 0.292862818035912 | 0.585725636071823 | 0.707137181964088 |
12 | 0.234114081060344 | 0.468228162120689 | 0.765885918939656 |
13 | 0.51772804289695 | 0.9645439142061 | 0.48227195710305 |
14 | 0.48971989470148 | 0.97943978940296 | 0.51028010529852 |
15 | 0.633425989491412 | 0.733148021017176 | 0.366574010508588 |
16 | 0.546410363223741 | 0.907179273552517 | 0.453589636776259 |
17 | 0.498585270931847 | 0.997170541863694 | 0.501414729068153 |
18 | 0.48037632514435 | 0.96075265028870 | 0.51962367485565 |
19 | 0.401651942004692 | 0.803303884009384 | 0.598348057995308 |
20 | 0.521648956117027 | 0.956702087765946 | 0.478351043882973 |
21 | 0.566160777422926 | 0.867678445154149 | 0.433839222577074 |
22 | 0.501766443035757 | 0.996467113928485 | 0.498233556964243 |
23 | 0.443905785589936 | 0.887811571179871 | 0.556094214410064 |
24 | 0.460750349781693 | 0.921500699563387 | 0.539249650218307 |
25 | 0.410480247936476 | 0.820960495872953 | 0.589519752063524 |
26 | 0.360173161990325 | 0.72034632398065 | 0.639826838009675 |
27 | 0.33394100315796 | 0.66788200631592 | 0.66605899684204 |
28 | 0.321498747507456 | 0.642997495014912 | 0.678501252492544 |
29 | 0.279524598645847 | 0.559049197291694 | 0.720475401354153 |
30 | 0.229642022622237 | 0.459284045244474 | 0.770357977377763 |
31 | 0.191881958068730 | 0.383763916137461 | 0.80811804193127 |
32 | 0.233284439109624 | 0.466568878219248 | 0.766715560890376 |
33 | 0.394010360457278 | 0.788020720914557 | 0.605989639542722 |
34 | 0.647691059806609 | 0.704617880386782 | 0.352308940193391 |
35 | 0.627073224937105 | 0.74585355012579 | 0.372926775062895 |
36 | 0.68835450387327 | 0.623290992253461 | 0.311645496126730 |
37 | 0.677272694405501 | 0.645454611188998 | 0.322727305594499 |
38 | 0.630205167803926 | 0.739589664392147 | 0.369794832196074 |
39 | 0.595967274848936 | 0.808065450302129 | 0.404032725151064 |
40 | 0.676213981586087 | 0.647572036827826 | 0.323786018413913 |
41 | 0.64675041995129 | 0.70649916009742 | 0.35324958004871 |
42 | 0.601785129466713 | 0.796429741066573 | 0.398214870533287 |
43 | 0.688023823593658 | 0.623952352812684 | 0.311976176406342 |
44 | 0.6570904664246 | 0.685819067150801 | 0.342909533575400 |
45 | 0.679845867147657 | 0.640308265704685 | 0.320154132852343 |
46 | 0.63190849000037 | 0.736183019999261 | 0.368091509999630 |
47 | 0.626302703421533 | 0.747394593156933 | 0.373697296578467 |
48 | 0.723918060904944 | 0.552163878190111 | 0.276081939095056 |
49 | 0.683397002545757 | 0.633205994908487 | 0.316602997454243 |
50 | 0.66739393748844 | 0.665212125023119 | 0.332606062511560 |
51 | 0.626374802675746 | 0.747250394648508 | 0.373625197324254 |
52 | 0.585190577518528 | 0.829618844962944 | 0.414809422481472 |
53 | 0.61855538936217 | 0.762889221275659 | 0.381444610637829 |
54 | 0.58325714154869 | 0.83348571690262 | 0.41674285845131 |
55 | 0.635601577465287 | 0.728796845069425 | 0.364398422534713 |
56 | 0.60225319633977 | 0.795493607320459 | 0.397746803660229 |
57 | 0.561523322400797 | 0.876953355198407 | 0.438476677599203 |
58 | 0.527493091749708 | 0.945013816500583 | 0.472506908250292 |
59 | 0.479240186677494 | 0.958480373354988 | 0.520759813322506 |
60 | 0.441976257343637 | 0.883952514687274 | 0.558023742656363 |
61 | 0.408603809675575 | 0.81720761935115 | 0.591396190324425 |
62 | 0.365370182278464 | 0.730740364556928 | 0.634629817721536 |
63 | 0.322185484647086 | 0.644370969294171 | 0.677814515352914 |
64 | 0.355533778227218 | 0.711067556454436 | 0.644466221772782 |
65 | 0.312412143239998 | 0.624824286479996 | 0.687587856760002 |
66 | 0.323445736422026 | 0.646891472844052 | 0.676554263577974 |
67 | 0.386380227359454 | 0.772760454718908 | 0.613619772640546 |
68 | 0.460998806599389 | 0.921997613198778 | 0.539001193400611 |
69 | 0.422443161013477 | 0.844886322026954 | 0.577556838986523 |
70 | 0.407859671974091 | 0.815719343948181 | 0.592140328025909 |
71 | 0.471201033094374 | 0.942402066188747 | 0.528798966905626 |
72 | 0.425358324718032 | 0.850716649436063 | 0.574641675281968 |
73 | 0.383752335876975 | 0.767504671753951 | 0.616247664123025 |
74 | 0.347675070003015 | 0.69535014000603 | 0.652324929996985 |
75 | 0.315138385761927 | 0.630276771523853 | 0.684861614238073 |
76 | 0.290915525912683 | 0.581831051825365 | 0.709084474087317 |
77 | 0.268111710248665 | 0.53622342049733 | 0.731888289751335 |
78 | 0.231980314090994 | 0.463960628181987 | 0.768019685909006 |
79 | 0.200018428048624 | 0.400036856097248 | 0.799981571951376 |
80 | 0.177156260768199 | 0.354312521536398 | 0.8228437392318 |
81 | 0.165992825962023 | 0.331985651924045 | 0.834007174037977 |
82 | 0.241216446238205 | 0.482432892476409 | 0.758783553761795 |
83 | 0.225020397231971 | 0.450040794463942 | 0.774979602768029 |
84 | 0.193184778802020 | 0.386369557604041 | 0.80681522119798 |
85 | 0.190249078361090 | 0.380498156722181 | 0.80975092163891 |
86 | 0.180429490739649 | 0.360858981479298 | 0.819570509260351 |
87 | 0.191464508436194 | 0.382929016872387 | 0.808535491563806 |
88 | 0.181138320822322 | 0.362276641644645 | 0.818861679177678 |
89 | 0.172034328451083 | 0.344068656902167 | 0.827965671548917 |
90 | 0.173203378427212 | 0.346406756854425 | 0.826796621572788 |
91 | 0.240378428879544 | 0.480756857759089 | 0.759621571120455 |
92 | 0.205708652468982 | 0.411417304937964 | 0.794291347531018 |
93 | 0.185305240636398 | 0.370610481272796 | 0.814694759363602 |
94 | 0.156230068865860 | 0.312460137731719 | 0.84376993113414 |
95 | 0.139489366493743 | 0.278978732987485 | 0.860510633506257 |
96 | 0.145634974846141 | 0.291269949692283 | 0.854365025153859 |
97 | 0.143365004764136 | 0.286730009528272 | 0.856634995235864 |
98 | 0.136277002286913 | 0.272554004573827 | 0.863722997713087 |
99 | 0.125731393211147 | 0.251462786422294 | 0.874268606788853 |
100 | 0.117562891664697 | 0.235125783329394 | 0.882437108335303 |
101 | 0.0965543002104032 | 0.193108600420806 | 0.903445699789597 |
102 | 0.0785538312647814 | 0.157107662529563 | 0.921446168735219 |
103 | 0.0624788198764325 | 0.124957639752865 | 0.937521180123568 |
104 | 0.049705494594523 | 0.099410989189046 | 0.950294505405477 |
105 | 0.0508641611755694 | 0.101728322351139 | 0.94913583882443 |
106 | 0.0406411850626796 | 0.0812823701253592 | 0.95935881493732 |
107 | 0.0349212450848357 | 0.0698424901696713 | 0.965078754915164 |
108 | 0.0301907790219146 | 0.0603815580438293 | 0.969809220978085 |
109 | 0.0230347323549735 | 0.0460694647099469 | 0.976965267645027 |
110 | 0.0216185277370544 | 0.0432370554741087 | 0.978381472262946 |
111 | 0.0261466210496592 | 0.0522932420993183 | 0.97385337895034 |
112 | 0.114911107255718 | 0.229822214511436 | 0.885088892744282 |
113 | 0.111059427664653 | 0.222118855329305 | 0.888940572335347 |
114 | 0.52504665069777 | 0.94990669860446 | 0.47495334930223 |
115 | 0.845434393773354 | 0.309131212453292 | 0.154565606226646 |
116 | 0.810530639338856 | 0.378938721322288 | 0.189469360661144 |
117 | 0.868966110477751 | 0.262067779044499 | 0.131033889522249 |
118 | 0.844471636852604 | 0.311056726294792 | 0.155528363147396 |
119 | 0.815063462239049 | 0.369873075521902 | 0.184936537760951 |
120 | 0.847764684975945 | 0.304470630048111 | 0.152235315024055 |
121 | 0.825462935115577 | 0.349074129768846 | 0.174537064884423 |
122 | 0.784933490285733 | 0.430133019428534 | 0.215066509714267 |
123 | 0.81884772019526 | 0.36230455960948 | 0.18115227980474 |
124 | 0.775736548666179 | 0.448526902667643 | 0.224263451333821 |
125 | 0.736948954016555 | 0.52610209196689 | 0.263051045983445 |
126 | 0.687213315889905 | 0.62557336822019 | 0.312786684110095 |
127 | 0.65056692040333 | 0.698866159193339 | 0.349433079596669 |
128 | 0.608879043132354 | 0.782241913735293 | 0.391120956867646 |
129 | 0.548980198719546 | 0.902039602560909 | 0.451019801280454 |
130 | 0.486133536580089 | 0.972267073160179 | 0.513866463419911 |
131 | 0.48512864833697 | 0.97025729667394 | 0.51487135166303 |
132 | 0.481496070194777 | 0.962992140389555 | 0.518503929805223 |
133 | 0.431232964581146 | 0.862465929162292 | 0.568767035418854 |
134 | 0.382007378077292 | 0.764014756154584 | 0.617992621922708 |
135 | 0.527320709199474 | 0.945358581601052 | 0.472679290800526 |
136 | 0.489078932601186 | 0.978157865202373 | 0.510921067398814 |
137 | 0.415828116272502 | 0.831656232545004 | 0.584171883727498 |
138 | 0.426741655609868 | 0.853483311219736 | 0.573258344390132 |
139 | 0.354949247980126 | 0.709898495960253 | 0.645050752019874 |
140 | 0.319580930313584 | 0.639161860627168 | 0.680419069686416 |
141 | 0.285765681679147 | 0.571531363358294 | 0.714234318320853 |
142 | 0.337286385084011 | 0.674572770168021 | 0.66271361491599 |
143 | 0.47898331862229 | 0.95796663724458 | 0.52101668137771 |
144 | 0.402102523662042 | 0.804205047324084 | 0.597897476337958 |
145 | 0.321048768939353 | 0.642097537878705 | 0.678951231060647 |
146 | 0.309641523073978 | 0.619283046147956 | 0.690358476926022 |
147 | 0.256131855465172 | 0.512263710930344 | 0.743868144534828 |
148 | 0.160109246321649 | 0.320218492643297 | 0.839890753678351 |
149 | 0.304811284883757 | 0.609622569767514 | 0.695188715116243 |
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 | 2 | 0.0142857142857143 | OK |
10% type I error level | 7 | 0.05 | OK |