Multiple Linear Regression - Estimated Regression Equation |
Parental.Expectations[t] = -10.7203715104562 + 1.67214624631751Month[t] + 0.0839950133200945Concern.over.Mistakes[t] -0.127162346021620Doubts.about.actions[t] + 0.675005667880218Parental.Criticism[t] + 0.122931469316262Personal.Standards[t] -0.0806109913942159Organization[t] + 0.000183508410492625t + 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) | -10.7203715104562 | 11.994434 | -0.8938 | 0.372863 | 0.186431 |
Month | 1.67214624631751 | 1.19575 | 1.3984 | 0.164041 | 0.08202 |
Concern.over.Mistakes | 0.0839950133200945 | 0.048333 | 1.7379 | 0.084276 | 0.042138 |
Doubts.about.actions | -0.127162346021620 | 0.087187 | -1.4585 | 0.146781 | 0.073391 |
Parental.Criticism | 0.675005667880218 | 0.08651 | 7.8026 | 0 | 0 |
Personal.Standards | 0.122931469316262 | 0.063341 | 1.9408 | 0.054147 | 0.027074 |
Organization | -0.0806109913942159 | 0.063121 | -1.2771 | 0.203534 | 0.101767 |
t | 0.000183508410492625 | 0.005064 | 0.0362 | 0.971142 | 0.485571 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.644910701893747 |
R-squared | 0.415909813417085 |
Adjusted R-squared | 0.388832784899996 |
F-TEST (value) | 15.3602457948662 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 151 |
p-value | 4.32986979603811e-15 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.69358099715557 |
Sum Squared Residuals | 1095.56216682387 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 11 | 13.5192731920947 | -2.51927319209472 |
2 | 7 | 11.6496805238682 | -4.6496805238682 |
3 | 17 | 12.0671510196189 | 4.93284898038108 |
4 | 10 | 10.1973312855293 | -0.197331285529335 |
5 | 12 | 12.0724082194322 | -0.0724082194321785 |
6 | 12 | 9.49415575945664 | 2.50584424054336 |
7 | 11 | 10.1686869373500 | 0.831313062649986 |
8 | 11 | 14.5073487485644 | -3.50734874856437 |
9 | 12 | 10.5214880746943 | 1.47851192530570 |
10 | 13 | 11.3233812029752 | 1.67661879702480 |
11 | 14 | 14.7829864914258 | -0.782986491425795 |
12 | 16 | 14.6319520517034 | 1.36804794829657 |
13 | 11 | 13.7386500081178 | -2.73865000811783 |
14 | 10 | 12.1474061391567 | -2.14740613915671 |
15 | 11 | 12.3190102990829 | -1.31901029908286 |
16 | 15 | 10.2653824470633 | 4.73461755293671 |
17 | 9 | 13.7909682692200 | -4.79096826922004 |
18 | 11 | 12.400774552475 | -1.40077455247500 |
19 | 17 | 12.1620473174053 | 4.83795268259475 |
20 | 17 | 15.4686000026211 | 1.53139999737894 |
21 | 11 | 13.5750187845749 | -2.5750187845749 |
22 | 18 | 15.2207644287266 | 2.77923557127344 |
23 | 14 | 16.0426865918609 | -2.04268659186087 |
24 | 10 | 12.5878267118584 | -2.58782671185842 |
25 | 11 | 11.8043650801541 | -0.804365080154082 |
26 | 15 | 13.3002946280750 | 1.69970537192498 |
27 | 15 | 11.7301417787361 | 3.26985822126386 |
28 | 13 | 13.1017484882098 | -0.101748488209810 |
29 | 16 | 13.8811953479159 | 2.11880465208408 |
30 | 13 | 11.1905238474528 | 1.80947615254724 |
31 | 9 | 11.5366385626658 | -2.53663856266579 |
32 | 18 | 18.1338861133562 | -0.133886113356170 |
33 | 18 | 12.2812743748265 | 5.71872562517346 |
34 | 12 | 13.7334787119315 | -1.73347871193151 |
35 | 17 | 13.7464747838831 | 3.25352521611690 |
36 | 9 | 12.1801009865970 | -3.18010098659698 |
37 | 9 | 13.0996037346963 | -4.09960373469627 |
38 | 12 | 8.75682341623767 | 3.24317658376233 |
39 | 18 | 16.9388473994568 | 1.06115260054315 |
40 | 12 | 13.0183579531476 | -1.01835795314763 |
41 | 18 | 14.1921424787276 | 3.80785752127238 |
42 | 14 | 14.0065124265686 | -0.00651242656858649 |
43 | 15 | 11.9999676536833 | 3.00003234631672 |
44 | 16 | 10.8868817052682 | 5.11311829473177 |
45 | 10 | 13.1598363805743 | -3.1598363805743 |
46 | 11 | 11.5869093316551 | -0.586909331655076 |
47 | 14 | 12.9375026031449 | 1.06249739685507 |
48 | 9 | 13.0506391836234 | -4.05063918362344 |
49 | 12 | 13.7935940647809 | -1.79359406478086 |
50 | 17 | 12.2673744240925 | 4.73262557590748 |
51 | 5 | 9.75250536396423 | -4.75250536396423 |
52 | 12 | 12.4250249208537 | -0.425024920853655 |
53 | 12 | 12.0206606749896 | -0.0206606749895912 |
54 | 6 | 9.42619032623413 | -3.42619032623413 |
55 | 24 | 22.9215831292935 | 1.07841687070647 |
56 | 12 | 12.5548091279476 | -0.554809127947605 |
57 | 12 | 13.0075845425635 | -1.00758454256354 |
58 | 14 | 11.6492983589949 | 2.35070164100508 |
59 | 7 | 9.2771289240683 | -2.27712892406830 |
60 | 13 | 11.1119065046674 | 1.88809349533261 |
61 | 12 | 13.3058705676628 | -1.30587056766278 |
62 | 13 | 11.5704657710856 | 1.42953422891441 |
63 | 14 | 11.500896263116 | 2.49910373688399 |
64 | 8 | 12.9623777135221 | -4.96237771352209 |
65 | 11 | 9.43801912672872 | 1.56198087327128 |
66 | 9 | 11.8178462342350 | -2.81784623423502 |
67 | 11 | 13.7698065355102 | -2.76980653551015 |
68 | 13 | 13.4913778588218 | -0.491377858821848 |
69 | 10 | 9.48705479407752 | 0.512945205922478 |
70 | 11 | 12.7531082927103 | -1.7531082927103 |
71 | 12 | 12.7589089054675 | -0.758908905467533 |
72 | 9 | 11.9182954258976 | -2.9182954258976 |
73 | 15 | 14.6881912583045 | 0.311808741695511 |
74 | 18 | 14.9415241099432 | 3.0584758900568 |
75 | 15 | 12.1623092709661 | 2.83769072903386 |
76 | 12 | 12.8411433481507 | -0.841143348150716 |
77 | 13 | 9.94320350725274 | 3.05679649274726 |
78 | 14 | 13.0982312786184 | 0.901768721381636 |
79 | 10 | 11.9752956048536 | -1.97529560485363 |
80 | 13 | 12.3187251217982 | 0.681274878201805 |
81 | 13 | 13.8144142400931 | -0.814414240093145 |
82 | 11 | 12.1590693511798 | -1.15906935117982 |
83 | 13 | 12.2165707276303 | 0.783429272369743 |
84 | 16 | 14.5677867756767 | 1.43221322432329 |
85 | 8 | 9.70253111843646 | -1.70253111843646 |
86 | 16 | 11.6309874175310 | 4.36901258246903 |
87 | 11 | 11.1459107521002 | -0.145910752100214 |
88 | 9 | 11.3866424352244 | -2.38664243522445 |
89 | 16 | 17.8391226331453 | -1.83912263314527 |
90 | 12 | 11.4639323367882 | 0.536067663211767 |
91 | 14 | 11.9766042480505 | 2.02339575194953 |
92 | 8 | 10.6731802604061 | -2.67318026040613 |
93 | 9 | 9.57410215748894 | -0.574102157488939 |
94 | 15 | 11.7369140804858 | 3.26308591951421 |
95 | 11 | 13.6250891574027 | -2.62508915740272 |
96 | 21 | 17.2889189692663 | 3.71108103073375 |
97 | 14 | 13.2294762268217 | 0.77052377317829 |
98 | 18 | 15.7906177158744 | 2.20938228412561 |
99 | 12 | 11.7156777278205 | 0.284322272179452 |
100 | 13 | 12.6769115808384 | 0.323088419161647 |
101 | 15 | 14.5645368021223 | 0.435463197877748 |
102 | 12 | 11.0824986932509 | 0.917501306749067 |
103 | 19 | 14.4743416740269 | 4.52565832597313 |
104 | 15 | 14.0729630227698 | 0.92703697723024 |
105 | 11 | 13.0429391125752 | -2.04293911257523 |
106 | 11 | 10.5958437797951 | 0.404156220204941 |
107 | 10 | 12.3347421333432 | -2.33474213334316 |
108 | 13 | 14.7689187914377 | -1.76891879143766 |
109 | 15 | 14.7774197105239 | 0.222580289476144 |
110 | 12 | 9.87009448775867 | 2.12990551224133 |
111 | 12 | 11.0105682003709 | 0.9894317996291 |
112 | 16 | 15.7343761682779 | 0.265623831722135 |
113 | 9 | 15.5316216970419 | -6.53162169704191 |
114 | 18 | 17.5890267414159 | 0.410973258584075 |
115 | 8 | 15.1511976184637 | -7.15119761846366 |
116 | 13 | 10.3709247748660 | 2.62907522513404 |
117 | 17 | 14.2002708101278 | 2.79972918987216 |
118 | 9 | 11.0289289224772 | -2.02892892247722 |
119 | 15 | 13.1874104846857 | 1.8125895153143 |
120 | 8 | 9.55441530664951 | -1.55441530664951 |
121 | 7 | 11.1831641135043 | -4.18316411350431 |
122 | 12 | 11.3257221502730 | 0.674277849727017 |
123 | 14 | 15.0580201790477 | -1.05802017904769 |
124 | 6 | 10.7598610359995 | -4.75986103599955 |
125 | 8 | 10.1221506439949 | -2.12215064399493 |
126 | 17 | 12.4328808692213 | 4.56711913077873 |
127 | 10 | 9.73687415549733 | 0.263125844502671 |
128 | 11 | 12.5602093198084 | -1.56020931980840 |
129 | 14 | 12.8257764075318 | 1.17422359246825 |
130 | 11 | 13.5974984017525 | -2.59749840175249 |
131 | 13 | 15.3986548064744 | -2.39865480647444 |
132 | 12 | 11.8988911946542 | 0.101108805345784 |
133 | 11 | 10.4155180409869 | 0.584481959013099 |
134 | 9 | 9.41103884182004 | -0.411038841820042 |
135 | 12 | 12.0310324576761 | -0.0310324576761144 |
136 | 20 | 14.7296410149395 | 5.27035898506052 |
137 | 12 | 10.6585434428430 | 1.34145655715705 |
138 | 13 | 13.6210461793078 | -0.621046179307752 |
139 | 12 | 13.1591631531483 | -1.15916315314826 |
140 | 12 | 16.4919630614362 | -4.49196306143619 |
141 | 9 | 14.5404641195754 | -5.54046411957543 |
142 | 15 | 15.5626788726532 | -0.562678872653223 |
143 | 24 | 21.5385044301026 | 2.46149556989742 |
144 | 7 | 9.90590165480888 | -2.90590165480888 |
145 | 17 | 14.6175287839649 | 2.38247121603512 |
146 | 11 | 11.8636609159468 | -0.86366091594679 |
147 | 17 | 15.1041798951280 | 1.89582010487197 |
148 | 11 | 12.2580700525978 | -1.25807005259778 |
149 | 12 | 12.4843156207690 | -0.484315620768967 |
150 | 14 | 14.4556749764050 | -0.455674976404969 |
151 | 11 | 14.3163919694258 | -3.31639196942581 |
152 | 16 | 12.7619838809013 | 3.23801611909870 |
153 | 21 | 13.7745259743509 | 7.22547402564915 |
154 | 14 | 12.1511804543419 | 1.84881954565809 |
155 | 20 | 16.4238583346581 | 3.57614166534192 |
156 | 13 | 11.0060734820145 | 1.99392651798552 |
157 | 11 | 13.017226114997 | -2.01722611499701 |
158 | 15 | 13.9059722694249 | 1.09402773057510 |
159 | 19 | 17.8772225031398 | 1.12277749686019 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
11 | 0.658658755878906 | 0.682682488242187 | 0.341341244121094 |
12 | 0.549077615906845 | 0.90184476818631 | 0.450922384093155 |
13 | 0.426496573831552 | 0.852993147663103 | 0.573503426168448 |
14 | 0.600633939899325 | 0.79873212020135 | 0.399366060100675 |
15 | 0.719708485652366 | 0.560583028695268 | 0.280291514347634 |
16 | 0.643828713086307 | 0.712342573827386 | 0.356171286913693 |
17 | 0.740556580542859 | 0.518886838914283 | 0.259443419457141 |
18 | 0.66513258731971 | 0.66973482536058 | 0.33486741268029 |
19 | 0.720181930300299 | 0.559636139399402 | 0.279818069699701 |
20 | 0.678518795061071 | 0.642962409877858 | 0.321481204938929 |
21 | 0.701783173009988 | 0.596433653980025 | 0.298216826990012 |
22 | 0.711944119455768 | 0.576111761088463 | 0.288055880544232 |
23 | 0.662829922088142 | 0.674340155823716 | 0.337170077911858 |
24 | 0.741815806783423 | 0.516368386433153 | 0.258184193216577 |
25 | 0.711903524902944 | 0.576192950194112 | 0.288096475097056 |
26 | 0.656727735110542 | 0.686544529778916 | 0.343272264889458 |
27 | 0.608182452574199 | 0.783635094851603 | 0.391817547425801 |
28 | 0.544032782507238 | 0.911934434985523 | 0.455967217492762 |
29 | 0.485776457449606 | 0.971552914899213 | 0.514223542550394 |
30 | 0.425027305782438 | 0.850054611564876 | 0.574972694217562 |
31 | 0.575914618266744 | 0.848170763466513 | 0.424085381733256 |
32 | 0.522826409357754 | 0.954347181284492 | 0.477173590642246 |
33 | 0.557004732242412 | 0.885990535515177 | 0.442995267757588 |
34 | 0.66611027688441 | 0.66777944623118 | 0.33388972311559 |
35 | 0.650933286115643 | 0.698133427768714 | 0.349066713884357 |
36 | 0.723149012962529 | 0.553701974074942 | 0.276850987037471 |
37 | 0.790401305293445 | 0.419197389413110 | 0.209598694706555 |
38 | 0.773424492096641 | 0.453151015806718 | 0.226575507903359 |
39 | 0.745188304225058 | 0.509623391549883 | 0.254811695774942 |
40 | 0.721889334488805 | 0.556221331022391 | 0.278110665511195 |
41 | 0.759242861915379 | 0.481514276169243 | 0.240757138084621 |
42 | 0.72068663705195 | 0.5586267258961 | 0.27931336294805 |
43 | 0.704844032721676 | 0.590311934556649 | 0.295155967278324 |
44 | 0.745313388331734 | 0.509373223336532 | 0.254686611668266 |
45 | 0.815137653257031 | 0.369724693485938 | 0.184862346742969 |
46 | 0.799907313962098 | 0.400185372075805 | 0.200092686037902 |
47 | 0.76294395914919 | 0.474112081701619 | 0.237056040850809 |
48 | 0.807655080676167 | 0.384689838647667 | 0.192344919323833 |
49 | 0.786233239606965 | 0.427533520786069 | 0.213766760393035 |
50 | 0.838143284513206 | 0.323713430973588 | 0.161856715486794 |
51 | 0.901029137790675 | 0.197941724418649 | 0.0989708622093247 |
52 | 0.88276743280981 | 0.234465134380379 | 0.117232567190190 |
53 | 0.856787047443088 | 0.286425905113824 | 0.143212952556912 |
54 | 0.886058772715988 | 0.227882454568024 | 0.113941227284012 |
55 | 0.863818088945584 | 0.272363822108833 | 0.136181911054416 |
56 | 0.835732468889129 | 0.328535062221742 | 0.164267531110871 |
57 | 0.810039609022595 | 0.37992078195481 | 0.189960390977405 |
58 | 0.798814225945212 | 0.402371548109576 | 0.201185774054788 |
59 | 0.800769674169296 | 0.398460651661408 | 0.199230325830704 |
60 | 0.781482531916463 | 0.437034936167074 | 0.218517468083537 |
61 | 0.757295038747982 | 0.485409922504035 | 0.242704961252018 |
62 | 0.732025074684961 | 0.535949850630077 | 0.267974925315039 |
63 | 0.726416259247262 | 0.547167481505476 | 0.273583740752738 |
64 | 0.817295547842604 | 0.365408904314791 | 0.182704452157396 |
65 | 0.79870174603864 | 0.402596507922720 | 0.201298253961360 |
66 | 0.791547195804891 | 0.416905608390218 | 0.208452804195109 |
67 | 0.787340785094952 | 0.425318429810096 | 0.212659214905048 |
68 | 0.75304661347896 | 0.49390677304208 | 0.24695338652104 |
69 | 0.722922988455694 | 0.554154023088612 | 0.277077011544306 |
70 | 0.69362426869603 | 0.61275146260794 | 0.30637573130397 |
71 | 0.665862429166732 | 0.668275141666537 | 0.334137570833268 |
72 | 0.662385060307592 | 0.675229879384816 | 0.337614939692408 |
73 | 0.631658294028041 | 0.736683411943918 | 0.368341705971959 |
74 | 0.664097487567307 | 0.671805024865386 | 0.335902512432693 |
75 | 0.676549025637078 | 0.646901948725844 | 0.323450974362922 |
76 | 0.637435624976722 | 0.725128750046556 | 0.362564375023278 |
77 | 0.670265017340882 | 0.659469965318235 | 0.329734982659118 |
78 | 0.633927271976122 | 0.732145456047756 | 0.366072728023878 |
79 | 0.607492515582031 | 0.785014968835938 | 0.392507484417969 |
80 | 0.56755006476515 | 0.8648998704697 | 0.43244993523485 |
81 | 0.522631470429064 | 0.954737059141871 | 0.477368529570936 |
82 | 0.485103598344401 | 0.970207196688801 | 0.514896401655599 |
83 | 0.444270865126832 | 0.888541730253664 | 0.555729134873168 |
84 | 0.412751308969673 | 0.825502617939346 | 0.587248691030327 |
85 | 0.382311261131586 | 0.764622522263171 | 0.617688738868414 |
86 | 0.466719673764492 | 0.933439347528983 | 0.533280326235508 |
87 | 0.421808482783923 | 0.843616965567847 | 0.578191517216077 |
88 | 0.40288484341274 | 0.80576968682548 | 0.59711515658726 |
89 | 0.378627190220381 | 0.757254380440761 | 0.62137280977962 |
90 | 0.336512912412601 | 0.673025824825203 | 0.663487087587399 |
91 | 0.321173682424268 | 0.642347364848536 | 0.678826317575732 |
92 | 0.314734579116251 | 0.629469158232502 | 0.685265420883749 |
93 | 0.274080995793447 | 0.548161991586895 | 0.725919004206553 |
94 | 0.297823390123759 | 0.595646780247517 | 0.702176609876241 |
95 | 0.291831663318195 | 0.58366332663639 | 0.708168336681805 |
96 | 0.326583400802839 | 0.653166801605679 | 0.673416599197161 |
97 | 0.289227727693072 | 0.578455455386145 | 0.710772272306928 |
98 | 0.27128658697595 | 0.5425731739519 | 0.72871341302405 |
99 | 0.233328652811451 | 0.466657305622903 | 0.766671347188549 |
100 | 0.198073902104615 | 0.39614780420923 | 0.801926097895385 |
101 | 0.167810368990086 | 0.335620737980172 | 0.832189631009914 |
102 | 0.146197881287439 | 0.292395762574877 | 0.853802118712561 |
103 | 0.216464074295397 | 0.432928148590794 | 0.783535925704603 |
104 | 0.194927415148686 | 0.389854830297373 | 0.805072584851314 |
105 | 0.173766983701549 | 0.347533967403098 | 0.826233016298451 |
106 | 0.148452760188124 | 0.296905520376249 | 0.851547239811876 |
107 | 0.136855504302670 | 0.273711008605339 | 0.86314449569733 |
108 | 0.119793628753219 | 0.239587257506437 | 0.880206371246781 |
109 | 0.097725869595077 | 0.195451739190154 | 0.902274130404923 |
110 | 0.0995994073492811 | 0.199198814698562 | 0.900400592650719 |
111 | 0.0886083264839568 | 0.177216652967914 | 0.911391673516043 |
112 | 0.0704858265364107 | 0.140971653072821 | 0.92951417346359 |
113 | 0.174663918501696 | 0.349327837003393 | 0.825336081498304 |
114 | 0.152660829653794 | 0.305321659307587 | 0.847339170346206 |
115 | 0.339187216528738 | 0.678374433057475 | 0.660812783471262 |
116 | 0.347780138189278 | 0.695560276378556 | 0.652219861810722 |
117 | 0.402226803129021 | 0.804453606258041 | 0.59777319687098 |
118 | 0.359885559914151 | 0.719771119828302 | 0.640114440085849 |
119 | 0.344972814650850 | 0.689945629301699 | 0.65502718534915 |
120 | 0.310960690746572 | 0.621921381493144 | 0.689039309253428 |
121 | 0.319248108048598 | 0.638496216097197 | 0.680751891951402 |
122 | 0.315659136660352 | 0.631318273320703 | 0.684340863339648 |
123 | 0.267862945806517 | 0.535725891613034 | 0.732137054193483 |
124 | 0.345943743987018 | 0.691887487974037 | 0.654056256012982 |
125 | 0.298875639940614 | 0.597751279881227 | 0.701124360059386 |
126 | 0.434739448262936 | 0.869478896525872 | 0.565260551737064 |
127 | 0.388359949790297 | 0.776719899580595 | 0.611640050209703 |
128 | 0.340568150799983 | 0.681136301599967 | 0.659431849200017 |
129 | 0.292761795038938 | 0.585523590077876 | 0.707238204961062 |
130 | 0.287914641706011 | 0.575829283412023 | 0.712085358293989 |
131 | 0.257674391617799 | 0.515348783235597 | 0.742325608382201 |
132 | 0.206904290513505 | 0.413808581027011 | 0.793095709486495 |
133 | 0.164071752182260 | 0.328143504364520 | 0.83592824781774 |
134 | 0.124910385058355 | 0.249820770116711 | 0.875089614941645 |
135 | 0.0924821877990713 | 0.184964375598143 | 0.907517812200929 |
136 | 0.197604779774703 | 0.395209559549406 | 0.802395220225297 |
137 | 0.243717814552236 | 0.487435629104472 | 0.756282185447764 |
138 | 0.24363190349426 | 0.48726380698852 | 0.75636809650574 |
139 | 0.185162248200208 | 0.370324496400416 | 0.814837751799792 |
140 | 0.183360259232114 | 0.366720518464227 | 0.816639740767886 |
141 | 0.322974332218596 | 0.645948664437191 | 0.677025667781404 |
142 | 0.278027880719270 | 0.556055761438541 | 0.72197211928073 |
143 | 0.213818188112 | 0.427636376224 | 0.786181811888 |
144 | 0.170295437401175 | 0.34059087480235 | 0.829704562598825 |
145 | 0.187068179596723 | 0.374136359193445 | 0.812931820403277 |
146 | 0.129528681764359 | 0.259057363528718 | 0.870471318235641 |
147 | 0.0754584987823203 | 0.150916997564641 | 0.92454150121768 |
148 | 0.0413569204578931 | 0.0827138409157862 | 0.958643079542107 |
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 | 0.0072463768115942 | OK |