Multiple Linear Regression - Estimated Regression Equation |
PStandards[t] = + 9.08042770775861 -0.59742840663213Week[t] + 0.334373957930553Consern[t] -0.360543884942166Doubts[t] + 0.194459349122136PExpect[t] + 0.0119042895646442PCritisism[t] + 0.390931450917962Organisation[t] + 0.00518174230172207t + 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) | 9.08042770775861 | 2.675944 | 3.3934 | 0.000882 | 0.000441 |
Week | -0.59742840663213 | 0.654515 | -0.9128 | 0.362813 | 0.181407 |
Consern | 0.334373957930553 | 0.055969 | 5.9743 | 0 | 0 |
Doubts | -0.360543884942166 | 0.107471 | -3.3548 | 0.001004 | 0.000502 |
PExpect | 0.194459349122136 | 0.101631 | 1.9134 | 0.057591 | 0.028795 |
PCritisism | 0.0119042895646442 | 0.129376 | 0.092 | 0.926809 | 0.463405 |
Organisation | 0.390931450917962 | 0.074053 | 5.2791 | 0 | 0 |
t | 0.00518174230172207 | 0.011773 | 0.4402 | 0.660454 | 0.330227 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.610183506023453 |
R-squared | 0.372323911023073 |
Adjusted R-squared | 0.343226343984408 |
F-TEST (value) | 12.7957059271767 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 151 |
p-value | 7.55950857467269e-13 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.41748962153724 |
Sum Squared Residuals | 1763.56453231053 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 24 | 23.9116636835574 | 0.0883363164425639 |
2 | 25 | 23.3346021311152 | 1.66539786888483 |
3 | 30 | 25.1939680277406 | 4.80603197225942 |
4 | 19 | 21.227182072629 | -2.22718207262898 |
5 | 22 | 21.5116365388364 | 0.488363461163561 |
6 | 22 | 24.0124885254431 | -2.01248852544306 |
7 | 25 | 23.5612680779791 | 1.43873192202093 |
8 | 23 | 20.3880143268971 | 2.61198567310293 |
9 | 17 | 19.7969982021306 | -2.79699820213059 |
10 | 21 | 22.0403507064565 | -1.04035070645649 |
11 | 19 | 23.1937377724846 | -4.19373777248459 |
12 | 19 | 23.9196025188496 | -4.91960251884957 |
13 | 15 | 23.6177711534672 | -8.61777115346725 |
14 | 16 | 17.5541194816704 | -1.55411948167037 |
15 | 23 | 19.8477027406705 | 3.15229725932953 |
16 | 27 | 24.4493787475134 | 2.55062125248656 |
17 | 22 | 21.426520432226 | 0.573479567773982 |
18 | 14 | 17.0355651132225 | -3.03556511322252 |
19 | 22 | 24.5586458613607 | -2.55864586136073 |
20 | 23 | 23.9651407792001 | -0.965140779200138 |
21 | 23 | 21.4726495818933 | 1.52735041810667 |
22 | 21 | 24.4519977168330 | -3.45199771683305 |
23 | 19 | 22.2710278341914 | -3.27102783419144 |
24 | 18 | 23.7617337886120 | -5.76173378861203 |
25 | 20 | 22.9851762942856 | -2.98517629428555 |
26 | 23 | 22.2948837000035 | 0.705116299996546 |
27 | 25 | 23.2413045203913 | 1.75869547960871 |
28 | 19 | 23.2276543910732 | -4.22765439107323 |
29 | 24 | 23.7596566877539 | 0.240343312246051 |
30 | 22 | 21.4738777243426 | 0.526122275657438 |
31 | 25 | 25.0268845962352 | -0.02688459623522 |
32 | 26 | 23.1176967699704 | 2.88230323002964 |
33 | 29 | 22.7834360041946 | 6.2165639958054 |
34 | 32 | 25.1294480842145 | 6.87055191578552 |
35 | 25 | 21.5314737991977 | 3.46852620080227 |
36 | 29 | 24.3917273087814 | 4.60827269121863 |
37 | 28 | 24.9702766300526 | 3.02972336994737 |
38 | 17 | 17.0567335468342 | -0.0567335468342179 |
39 | 28 | 26.1072821512704 | 1.89271784872955 |
40 | 29 | 22.9365000964202 | 6.06349990357978 |
41 | 26 | 27.4970790204123 | -1.49707902041231 |
42 | 25 | 23.4381006394321 | 1.56189936056794 |
43 | 14 | 19.5822090191191 | -5.58220901911912 |
44 | 25 | 22.1178958743684 | 2.88210412563156 |
45 | 26 | 21.6346123794808 | 4.36538762051923 |
46 | 20 | 20.2231588132035 | -0.223158813203450 |
47 | 18 | 21.3953777508513 | -3.39537775085134 |
48 | 32 | 24.727507042381 | 7.272492957619 |
49 | 25 | 25.0536236683069 | -0.0536236683069085 |
50 | 25 | 21.7889156774668 | 3.21108432253324 |
51 | 23 | 20.8797008182701 | 2.12029918172988 |
52 | 21 | 22.1425306938361 | -1.14253069383611 |
53 | 20 | 24.0196422707286 | -4.01964227072863 |
54 | 15 | 16.5520832674171 | -1.55208326741709 |
55 | 30 | 26.7749972455585 | 3.2250027544415 |
56 | 24 | 25.3507310413086 | -1.35073104130858 |
57 | 26 | 24.3181857048787 | 1.68181429512134 |
58 | 24 | 21.7830382919371 | 2.21696170806288 |
59 | 22 | 21.4374588120518 | 0.562541187948228 |
60 | 14 | 15.7502332326531 | -1.75023323265312 |
61 | 24 | 22.2576281571037 | 1.74237184289633 |
62 | 24 | 23.0075768756957 | 0.992423124304322 |
63 | 24 | 23.3930123746106 | 0.60698762538941 |
64 | 24 | 19.9966029547642 | 4.00339704523579 |
65 | 19 | 18.5532541266379 | 0.446745873362123 |
66 | 31 | 26.8985986428594 | 4.10140135714059 |
67 | 22 | 26.7332028172792 | -4.73320281727917 |
68 | 27 | 21.5814775249625 | 5.41852247503753 |
69 | 19 | 17.7572833253661 | 1.24271667463385 |
70 | 25 | 22.3799343030397 | 2.62006569696029 |
71 | 20 | 25.1515000704160 | -5.15150007041597 |
72 | 21 | 21.5943257099521 | -0.594325709952094 |
73 | 27 | 27.6409800161059 | -0.640980016105898 |
74 | 23 | 24.5829167645659 | -1.58291676456588 |
75 | 25 | 25.8872033493752 | -0.887203349375234 |
76 | 20 | 22.4054240610342 | -2.40542406103416 |
77 | 21 | 19.3590672579264 | 1.64093274207362 |
78 | 22 | 22.5995692004550 | -0.599569200454967 |
79 | 23 | 23.1009185954322 | -0.100918595432204 |
80 | 25 | 24.2990591558625 | 0.700940844137541 |
81 | 25 | 23.5530138665333 | 1.44698613346670 |
82 | 17 | 23.9670181704281 | -6.96701817042806 |
83 | 19 | 21.6372513714409 | -2.63725137144087 |
84 | 25 | 24.1392842239123 | 0.860715776087671 |
85 | 19 | 21.9444942356742 | -2.94449423567416 |
86 | 20 | 22.7692487362938 | -2.76924873629376 |
87 | 26 | 22.1388690387977 | 3.86113096120232 |
88 | 23 | 20.2970829187869 | 2.70291708121311 |
89 | 27 | 24.0663349088872 | 2.93366509111278 |
90 | 17 | 20.5311399253393 | -3.53113992533928 |
91 | 17 | 23.008381173949 | -6.00838117394901 |
92 | 19 | 19.7179098799793 | -0.717909879979271 |
93 | 17 | 19.3576956688508 | -2.35769566885085 |
94 | 22 | 21.7355310752216 | 0.264468924778369 |
95 | 21 | 23.1044347468696 | -2.10443474686963 |
96 | 32 | 28.3390307188285 | 3.66096928117148 |
97 | 21 | 24.3930893880104 | -3.39308938801039 |
98 | 21 | 24.0609793307881 | -3.06097933078813 |
99 | 18 | 20.9383194909969 | -2.93831949099694 |
100 | 18 | 21.010579958999 | -3.01057995899902 |
101 | 23 | 22.5447258384408 | 0.455274161559222 |
102 | 19 | 20.3255523664996 | -1.32555236649959 |
103 | 20 | 20.7356914760935 | -0.735691476093464 |
104 | 21 | 22.0004204964955 | -1.00042049649547 |
105 | 20 | 23.4728914787342 | -3.47289147873415 |
106 | 17 | 18.6142593762223 | -1.61425937622229 |
107 | 18 | 20.0564207282979 | -2.05642072829787 |
108 | 19 | 20.5414084736735 | -1.54140847367351 |
109 | 22 | 21.8246564425116 | 0.175343557488359 |
110 | 15 | 18.5119470261793 | -3.51194702617930 |
111 | 14 | 18.5729376341405 | -4.57293763414053 |
112 | 18 | 26.3857448443021 | -8.38574484430213 |
113 | 24 | 21.1134633439985 | 2.88653665600147 |
114 | 35 | 23.3940245923100 | 11.6059754076900 |
115 | 29 | 18.8107621069514 | 10.1892378930486 |
116 | 21 | 21.7272762440235 | -0.72727624402346 |
117 | 25 | 20.3609033860040 | 4.63909661399597 |
118 | 20 | 18.2697916702172 | 1.73020832978275 |
119 | 22 | 23.0254596391535 | -1.02545963915346 |
120 | 13 | 16.7194203948531 | -3.71942039485315 |
121 | 26 | 23.0578914676694 | 2.94210853233062 |
122 | 17 | 16.7098847498096 | 0.290115250190359 |
123 | 25 | 19.9177567099860 | 5.08224329001397 |
124 | 20 | 20.4759765211343 | -0.475976521134335 |
125 | 19 | 17.8929504636612 | 1.10704953633881 |
126 | 21 | 22.4575766582009 | -1.45757665820091 |
127 | 22 | 20.8546191144808 | 1.14538088551920 |
128 | 24 | 22.4739784008254 | 1.52602159917458 |
129 | 21 | 22.7662384491393 | -1.76623844913926 |
130 | 26 | 25.3586402327816 | 0.641359767218398 |
131 | 24 | 20.4554515031862 | 3.54454849681380 |
132 | 16 | 20.1180994027268 | -4.11809940272676 |
133 | 23 | 22.1821401397328 | 0.817859860267226 |
134 | 18 | 20.6398744684833 | -2.63987446848331 |
135 | 16 | 22.2268334361784 | -6.22683343617845 |
136 | 26 | 24.0108052344949 | 1.98919476550514 |
137 | 19 | 18.9558404602806 | 0.0441595397194419 |
138 | 21 | 16.8152181489148 | 4.18478185108522 |
139 | 21 | 22.0339880840301 | -1.03398808403006 |
140 | 22 | 18.4375542912706 | 3.56244570872936 |
141 | 23 | 19.7352571555317 | 3.26474284446833 |
142 | 29 | 24.7676386593589 | 4.23236134064111 |
143 | 21 | 19.2234885109231 | 1.77651148907692 |
144 | 21 | 19.8536715287965 | 1.14632847120354 |
145 | 23 | 21.8140973677558 | 1.18590263224418 |
146 | 27 | 22.9682244779554 | 4.03177552204464 |
147 | 25 | 25.4137730395503 | -0.413773039550292 |
148 | 21 | 20.9412080216718 | 0.0587919783282198 |
149 | 10 | 17.0906417040770 | -7.09064170407698 |
150 | 20 | 22.5999542231388 | -2.59995422313884 |
151 | 26 | 22.4835124994265 | 3.51648750057351 |
152 | 24 | 23.6610462985751 | 0.338953701424892 |
153 | 29 | 31.7277367555290 | -2.72773675552905 |
154 | 19 | 19.0850685418013 | -0.085068541801287 |
155 | 24 | 22.0779523273866 | 1.92204767261340 |
156 | 19 | 20.7474859458915 | -1.74748594589149 |
157 | 24 | 23.4357460343574 | 0.564253965642631 |
158 | 22 | 21.8150109877998 | 0.184989012200154 |
159 | 17 | 23.8153269286905 | -6.81532692869054 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
11 | 0.45330165034606 | 0.90660330069212 | 0.54669834965394 |
12 | 0.348817051836565 | 0.697634103673131 | 0.651182948163435 |
13 | 0.461664840572019 | 0.923329681144038 | 0.538335159427981 |
14 | 0.373255236166306 | 0.746510472332611 | 0.626744763833694 |
15 | 0.633768216198002 | 0.732463567603996 | 0.366231783801998 |
16 | 0.566200127021235 | 0.86759974595753 | 0.433799872978765 |
17 | 0.571086172781664 | 0.857827654436673 | 0.428913827218336 |
18 | 0.546604481746558 | 0.906791036506884 | 0.453395518253442 |
19 | 0.458956640215519 | 0.917913280431037 | 0.541043359784481 |
20 | 0.572015782557865 | 0.855968434884269 | 0.427984217442135 |
21 | 0.612999741971446 | 0.774000516057107 | 0.387000258028554 |
22 | 0.54749609814778 | 0.90500780370444 | 0.45250390185222 |
23 | 0.483379063869196 | 0.966758127738393 | 0.516620936130804 |
24 | 0.47582933437832 | 0.95165866875664 | 0.52417066562168 |
25 | 0.416347724308251 | 0.832695448616503 | 0.583652275691749 |
26 | 0.372959935178656 | 0.745919870357311 | 0.627040064821344 |
27 | 0.357107794410066 | 0.714215588820132 | 0.642892205589934 |
28 | 0.324354572922373 | 0.648709145844746 | 0.675645427077627 |
29 | 0.303420222453375 | 0.60684044490675 | 0.696579777546625 |
30 | 0.254891602776697 | 0.509783205553393 | 0.745108397223303 |
31 | 0.222883491383068 | 0.445766982766135 | 0.777116508616932 |
32 | 0.257429546700414 | 0.514859093400827 | 0.742570453299586 |
33 | 0.359917141578272 | 0.719834283156545 | 0.640082858421728 |
34 | 0.480774513980847 | 0.961549027961693 | 0.519225486019154 |
35 | 0.430664622805647 | 0.861329245611295 | 0.569335377194353 |
36 | 0.396868841903905 | 0.79373768380781 | 0.603131158096095 |
37 | 0.344425349856268 | 0.688850699712536 | 0.655574650143732 |
38 | 0.337727445906457 | 0.675454891812915 | 0.662272554093543 |
39 | 0.307087504028610 | 0.614175008057221 | 0.69291249597139 |
40 | 0.304673961414871 | 0.609347922829741 | 0.69532603858513 |
41 | 0.384617901632646 | 0.769235803265293 | 0.615382098367354 |
42 | 0.350636520363868 | 0.701273040727735 | 0.649363479636132 |
43 | 0.586158212972036 | 0.827683574055927 | 0.413841787027964 |
44 | 0.548911709284171 | 0.902176581431658 | 0.451088290715829 |
45 | 0.52436379089627 | 0.95127241820746 | 0.47563620910373 |
46 | 0.49311984723313 | 0.98623969446626 | 0.50688015276687 |
47 | 0.538729570985174 | 0.922540858029651 | 0.461270429014826 |
48 | 0.590908702717332 | 0.818182594565336 | 0.409091297282668 |
49 | 0.583667818062155 | 0.83266436387569 | 0.416332181937845 |
50 | 0.552334091479206 | 0.895331817041589 | 0.447665908520794 |
51 | 0.51565376399874 | 0.96869247200252 | 0.48434623600126 |
52 | 0.503619914705028 | 0.992760170589945 | 0.496380085294973 |
53 | 0.587049095699573 | 0.825901808600855 | 0.412950904300427 |
54 | 0.561088262702726 | 0.877823474594549 | 0.438911737297274 |
55 | 0.55129422676115 | 0.8974115464777 | 0.44870577323885 |
56 | 0.543651514782118 | 0.912696970435764 | 0.456348485217882 |
57 | 0.498347469244222 | 0.996694938488444 | 0.501652530755778 |
58 | 0.460303928865576 | 0.920607857731153 | 0.539696071134424 |
59 | 0.413985463926883 | 0.827970927853767 | 0.586014536073117 |
60 | 0.382785975455276 | 0.765571950910552 | 0.617214024544724 |
61 | 0.340946971339271 | 0.681893942678543 | 0.659053028660729 |
62 | 0.307687224549679 | 0.615374449099358 | 0.692312775450321 |
63 | 0.27197597395141 | 0.54395194790282 | 0.72802402604859 |
64 | 0.279919341555579 | 0.559838683111157 | 0.720080658444421 |
65 | 0.242324751997316 | 0.484649503994632 | 0.757675248002684 |
66 | 0.245397761647327 | 0.490795523294653 | 0.754602238352673 |
67 | 0.359264860320586 | 0.718529720641171 | 0.640735139679414 |
68 | 0.407183535358206 | 0.814367070716413 | 0.592816464641794 |
69 | 0.366917630995067 | 0.733835261990134 | 0.633082369004933 |
70 | 0.344145064074794 | 0.688290128149587 | 0.655854935925206 |
71 | 0.453144848051643 | 0.906289696103286 | 0.546855151948357 |
72 | 0.411635243123268 | 0.823270486246536 | 0.588364756876732 |
73 | 0.379160923730190 | 0.758321847460381 | 0.62083907626981 |
74 | 0.352387917314153 | 0.704775834628307 | 0.647612082685847 |
75 | 0.325586740813563 | 0.651173481627126 | 0.674413259186437 |
76 | 0.304480381064307 | 0.608960762128615 | 0.695519618935693 |
77 | 0.280680293450984 | 0.561360586901968 | 0.719319706549016 |
78 | 0.244761065769667 | 0.489522131539333 | 0.755238934230334 |
79 | 0.211968339694138 | 0.423936679388276 | 0.788031660305862 |
80 | 0.189143062476510 | 0.378286124953019 | 0.81085693752349 |
81 | 0.176937131330905 | 0.35387426266181 | 0.823062868669095 |
82 | 0.259925787376070 | 0.519851574752139 | 0.74007421262393 |
83 | 0.242015348617196 | 0.484030697234391 | 0.757984651382804 |
84 | 0.208745812990384 | 0.417491625980767 | 0.791254187009616 |
85 | 0.202003787515489 | 0.404007575030978 | 0.797996212484511 |
86 | 0.189144997109618 | 0.378289994219236 | 0.810855002890382 |
87 | 0.209201275156253 | 0.418402550312507 | 0.790798724843747 |
88 | 0.205337819342912 | 0.410675638685824 | 0.794662180657088 |
89 | 0.202580446196324 | 0.405160892392649 | 0.797419553803676 |
90 | 0.196103230361503 | 0.392206460723005 | 0.803896769638497 |
91 | 0.251531488708055 | 0.50306297741611 | 0.748468511291945 |
92 | 0.215090706641149 | 0.430181413282298 | 0.784909293358851 |
93 | 0.190901902146039 | 0.381803804292077 | 0.809098097853961 |
94 | 0.163258885820493 | 0.326517771640986 | 0.836741114179507 |
95 | 0.142769049032862 | 0.285538098065725 | 0.857230950967138 |
96 | 0.158851186659358 | 0.317702373318716 | 0.841148813340642 |
97 | 0.148961384154724 | 0.297922768309449 | 0.851038615845276 |
98 | 0.135164020949581 | 0.270328041899163 | 0.864835979050419 |
99 | 0.121488843423344 | 0.242977686846688 | 0.878511156576656 |
100 | 0.11067860150851 | 0.22135720301702 | 0.88932139849149 |
101 | 0.0909031862889883 | 0.181806372577977 | 0.909096813711012 |
102 | 0.0732307713587914 | 0.146461542717583 | 0.926769228641209 |
103 | 0.057845194213585 | 0.11569038842717 | 0.942154805786415 |
104 | 0.0455998233242062 | 0.0911996466484125 | 0.954400176675794 |
105 | 0.0464495853445728 | 0.0928991706891456 | 0.953550414655427 |
106 | 0.0372461147169879 | 0.0744922294339758 | 0.962753885283012 |
107 | 0.032697582356061 | 0.065395164712122 | 0.967302417643939 |
108 | 0.0299515060117436 | 0.0599030120234871 | 0.970048493988256 |
109 | 0.0236117662894677 | 0.0472235325789353 | 0.976388233710532 |
110 | 0.0244250123500386 | 0.0488500247000773 | 0.975574987649961 |
111 | 0.0342124629968627 | 0.0684249259937254 | 0.965787537003137 |
112 | 0.236070374008425 | 0.47214074801685 | 0.763929625991575 |
113 | 0.248487412381767 | 0.496974824763533 | 0.751512587618233 |
114 | 0.606362014104736 | 0.787275971790529 | 0.393637985895264 |
115 | 0.865538296951172 | 0.268923406097656 | 0.134461703048828 |
116 | 0.834116930171712 | 0.331766139656576 | 0.165883069828288 |
117 | 0.863453455877002 | 0.273093088245995 | 0.136546544122998 |
118 | 0.834858998849552 | 0.330282002300896 | 0.165141001150448 |
119 | 0.813301729600703 | 0.373396540798593 | 0.186698270399297 |
120 | 0.869419979961048 | 0.261160040077903 | 0.130580020038952 |
121 | 0.841827920548363 | 0.316344158903273 | 0.158172079451637 |
122 | 0.807092304550098 | 0.385815390899804 | 0.192907695449902 |
123 | 0.814538458847391 | 0.370923082305217 | 0.185461541152609 |
124 | 0.770843605539375 | 0.45831278892125 | 0.229156394460625 |
125 | 0.735905896480925 | 0.52818820703815 | 0.264094103519075 |
126 | 0.697070504839785 | 0.60585899032043 | 0.302929495160215 |
127 | 0.6481192245101 | 0.7037615509798 | 0.3518807754899 |
128 | 0.595162179873622 | 0.809675640252756 | 0.404837820126378 |
129 | 0.540291195054718 | 0.919417609890565 | 0.459708804945282 |
130 | 0.488731477759475 | 0.97746295551895 | 0.511268522240525 |
131 | 0.459190230523929 | 0.918380461047857 | 0.540809769476071 |
132 | 0.483568704051726 | 0.967137408103452 | 0.516431295948274 |
133 | 0.418495132258111 | 0.836990264516221 | 0.581504867741889 |
134 | 0.389643766766899 | 0.779287533533798 | 0.610356233233101 |
135 | 0.691552618295808 | 0.616894763408384 | 0.308447381704192 |
136 | 0.622062805228564 | 0.755874389542871 | 0.377937194771436 |
137 | 0.607927809959527 | 0.784144380080945 | 0.392072190040473 |
138 | 0.551288579810449 | 0.897422840379101 | 0.448711420189551 |
139 | 0.575083456983905 | 0.84983308603219 | 0.424916543016095 |
140 | 0.497478808790314 | 0.994957617580629 | 0.502521191209686 |
141 | 0.43440511573545 | 0.8688102314709 | 0.56559488426455 |
142 | 0.390236903892568 | 0.780473807785136 | 0.609763096107432 |
143 | 0.408535104891144 | 0.817070209782289 | 0.591464895108855 |
144 | 0.348871685720814 | 0.697743371441629 | 0.651128314279186 |
145 | 0.249788471075978 | 0.499576942151957 | 0.750211528924022 |
146 | 0.212466133782871 | 0.424932267565741 | 0.78753386621713 |
147 | 0.172160470749873 | 0.344320941499745 | 0.827839529250127 |
148 | 0.0951785911136146 | 0.190357182227229 | 0.904821408886385 |
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 | 0.0144927536231884 | OK |
10% type I error level | 8 | 0.0579710144927536 | OK |