Multiple Linear Regression - Estimated Regression Equation
Motivation[t] = + 31.2493029952481 -4.51155152959856Month[t] + 0.646256750774323I1[t] + 0.916477777271674I2[t] + 1.23147142872843I3[t] + 1.4067809878659E1[t] + 1.04413529591756E2[t] + 0.800316870309133E3[t] -0.944759235590694A[t] + 0.163273280683192Happiness[t] + 0.437721551104317Depression[t] + 0.0347231136916052t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)31.249302995248125.0717791.24640.2145630.107281
Month-4.511551529598562.656561-1.69830.0915310.045765
I10.6462567507743230.2995912.15710.0325880.016294
I20.9164777772716740.2582073.54940.0005160.000258
I31.231471428728430.2036046.048400
E11.40678098786590.2883664.87853e-061e-06
E21.044135295917560.2205964.73335e-063e-06
E30.8003168703091330.2272513.52170.0005680.000284
A-0.9447592355906940.317306-2.97740.003390.001695
Happiness0.1632732806831920.3776230.43240.6660920.333046
Depression0.4377215511043170.283441.54430.1246190.062309
t0.03472311369160520.0283091.22660.2218980.110949


Multiple Linear Regression - Regression Statistics
Multiple R0.876009044196898
R-squared0.767391845514763
Adjusted R-squared0.750333914185846
F-TEST (value)44.9873921237945
F-TEST (DF numerator)11
F-TEST (DF denominator)150
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation9.19567322980735
Sum Squared Residuals12684.0609224093


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1127124.8626695577652.13733044223451
2108108.269836656649-0.269836656649063
3110110.613457175102-0.613457175101629
410299.62887500004572.37112499995426
5104106.359011372928-2.35901137292809
6140140.725429531516-0.725429531516037
7112113.323217133878-1.32321713387849
8115117.271024252993-2.27102425299277
9121117.4564921445633.54350785543679
10112111.032591818140.967408181859766
11118116.589956243441.41004375655967
12122119.7852192298752.21478077012452
13105107.157900171354-2.15790017135396
14111109.8673498811751.13265011882537
15151150.7573633423160.242636657683569
16106105.6001022901860.39989770981374
17100101.8295182887-1.82951828869995
18149149.121551947203-0.121551947202948
19122118.6184806404343.38151935956641
20115115.880969586228-0.880969586227998
218683.5006957316912.499304268309
22124124.667419634552-0.667419634552071
236971.2586013350266-2.25860133502664
24117117.671488954644-0.671488954644432
25113113.943416076903-0.943416076903167
26123120.8846024480942.11539755190567
27123122.9376816287770.0623183712230852
288481.47199169279722.52800830720281
299792.32383393436134.67616606563873
30121120.7279462073930.2720537926072
31132131.4390707404060.560929259594153
32119120.321016625333-1.32101662533254
339899.4552023885179-1.45520238851795
348787.6650306785593-0.665030678559354
3510198.91518685839452.08481314160552
36115114.5142724951180.485727504881908
37109110.49382037113-1.49382037113023
38109110.083417555477-1.08341755547722
39159158.9194575221820.0805424778177516
40129128.5550480112590.444951988741048
41119119.473738521424-0.473738521423743
42119117.6643649316861.33563506831351
43122120.4488948497341.55110515026636
44131131.22844232799-0.228442327990187
45120116.3705984249583.62940157504195
468282.5253283597792-0.525328359779219
478685.69428933351340.305710666486624
48105101.7490582713723.25094172862828
49114117.864480995423-3.86448099542266
5010099.96663166130330.0333683386967008
51100101.552118595764-1.55211859576396
5299101.02357524534-2.02357524533962
53132134.413523765239-2.41352376523892
548286.6301055178537-4.6301055178537
55132131.243734944640.756265055360377
56107107.527363811603-0.527363811603255
57114116.179189111678-2.17918911167801
58110107.6688582971972.3311417028027
59105103.3243624525461.67563754745391
60121118.2173030573492.782696942651
61109106.9409388270682.05906117293222
62106106.009113283242-0.00911328324167099
63124124.167680677846-0.167680677846042
64120121.133094963119-1.1330949631187
659195.1375248803134-4.13752488031342
66126121.389257390714.61074260929024
67138137.1194920201530.880507979846945
68118114.6841538259473.3158461740531
69128125.5172495470652.48275045293532
709896.97515447060621.02484552939384
71133131.5654685863371.43453141366297
72130128.0863820281251.91361797187455
7310398.55460962427164.44539037572839
74124122.6362379412221.3637620587784
75142138.674995882883.32500411712049
769696.4337497025503-0.433749702550286
779391.16345833333091.83654166666908
78129128.7631336770650.236866322935042
79150148.5052820009961.49471799900444
808885.24548656327152.75451343672849
81125121.7386144062483.26138559375185
829289.06800391113232.93199608886772
830109.345352779391-109.345352779391
84117114.9163434704732.08365652952656
85112111.2508187144490.749181285551013
86144140.8787192813163.12128071868435
87130127.2694799038012.73052009619872
888784.25007658971122.74992341028881
899291.04895617442830.951043825571687
90114112.931358635011.0686413649898
918178.42830161356632.57169838643365
92127124.8432087744122.15679122558791
93115113.5159904100461.48400958995443
94123123.494500923936-0.49450092393635
95115113.4341058281351.56589417186466
96117115.0471868657781.95281313422219
97117113.9470193056533.05298069434722
98103100.4116343776192.58836562238079
99108106.1925599036071.80744009639313
100139135.9348096919713.06519030802865
101113110.0645341957542.9354658042464
1029793.71446964792813.28553035207193
103117113.9508424251413.04915757485889
104133130.7078689567012.29213104329864
105115115.035404137852-0.0354041378522152
106103103.739583482592-0.739583482592092
1079593.4275287102511.57247128974904
108117117.401220015821-0.401220015820747
109113111.8020044131371.19799558686324
110127129.194700004463-2.19470000446266
111126124.388253268961.61174673103982
112119116.7961420824322.20385791756761
1139793.30426881501223.69573118498784
114105103.8401305989641.15986940103565
115140139.9448814608820.0551185391177514
1169188.22651441891822.77348558108179
117112111.1210238238520.878976176147543
118113112.6990753537060.300924646294279
11910296.25959726707685.74040273292323
1209290.32548413626721.67451586373277
1219898.6999320588694-0.699932058869385
122122121.9662479115010.0337520884991126
12310099.1929199457950.807080054205019
1248481.51054929838082.48945070161924
125142137.4325635882554.56743641174508
126124122.2297314278641.77026857213554
127137134.4802350163882.51976498361221
128105103.9823945594631.01760544053655
129106105.4870426594690.512957340531429
130125123.4132727348911.58672726510915
131104102.5692909671791.4307090328214
132130132.385261152476-2.38526115247623
1337979.9380332079596-0.938033207959584
134108109.29243204455-1.29243204454953
135136134.5293513360771.47064866392296
1369896.89920586277911.10079413722089
137120124.667401840036-4.66740184003587
138108108.631281225528-0.631281225527681
139139140.005831042139-1.00583104213871
140123122.5019210653890.498078934610773
1419087.79760836621662.20239163378343
142119119.472628515234-0.472628515233945
143105108.023426764516-3.02342676451573
144110108.5720809521261.42791904787438
145135135.31413342072-0.314133420719566
14610198.0015347978022.99846520219805
147114112.8408630438741.15913695612575
148118116.5639843720291.43601562797111
149120118.8179053970251.18209460297456
150108111.329981234971-3.32998123497107
151114111.8763304556092.12366954439092
152122122.392379108571-0.392379108570879
153132131.0946010122710.905398987729093
154130133.544146301127-3.5441463011267
155130132.623215246069-2.62321524606894
156112113.468987690843-1.46898769084313
157114118.258862627077-4.25886262707715
158103104.553528363456-1.55352836345567
159115115.585365934216-0.585365934215644
160108107.157042161470.842957838530111
1619495.8386040915634-1.83860409156343
162105102.1986785642152.80132143578484


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
154.3961443679384e-468.7922887358768e-461
161.12221471856813e-602.24442943713627e-601
175.99671501062401e-791.1993430021248e-781
185.32631583480094e-951.06526316696019e-941
191.4720224798454e-1042.9440449596908e-1041
202.44561317863365e-1194.89122635726729e-1191
212.14155152992171e-1374.28310305984341e-1371
229.94150224642491e-1561.98830044928498e-1551
234.17429663289577e-1638.34859326579154e-1631
243.70193208154878e-1797.40386416309755e-1791
252.80820170756337e-2015.61640341512673e-2011
261.71765420184186e-2143.43530840368372e-2141
277.79588057965603e-2291.55917611593121e-2281
285.15258856484324e-2461.03051771296865e-2451
291.52797521124352e-2513.05595042248705e-2511
305.50363328832411e-2791.10072665766482e-2781
316.47102081610366e-2931.29420416322073e-2921
322.39805282214752e-3084.79610564429504e-3081
331.18995710800864e-3192.37991421601728e-3191
34001
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12914.94065645841247e-3232.47032822920623e-323
13011.70732243613907e-2988.53661218069533e-299
13115.26242879649718e-2882.63121439824859e-288
13211.28955340515892e-2706.44776702579459e-271
13319.93391705898235e-2514.96695852949118e-251
13417.79117096707144e-2513.89558548353572e-251
13514.77822810408425e-2332.38911405204213e-233
13615.96737173054915e-2122.98368586527458e-212
13712.74094761413078e-1941.37047380706539e-194
13814.41484685992468e-1832.20742342996234e-183
13915.14291306299364e-1682.57145653149682e-168
14012.81237820049952e-1491.40618910024976e-149
14113.03123157598842e-1341.51561578799421e-134
14211.19426104293487e-1245.97130521467434e-125
14316.18615291565865e-1093.09307645782933e-109
14413.91663943767624e-941.95831971883812e-94
14511.63048519310666e-788.15242596553329e-79
14611.98365506502173e-619.91827532510865e-62
14714.32101645611691e-452.16050822805846e-45


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level1331NOK
5% type I error level1331NOK
10% type I error level1331NOK