Multiple Linear Regression - Estimated Regression Equation |
PS[t] = + 7.26199343419243 -4.64054039140916Gender[t] + 0.311331028298378CM[t] -0.209468291018821CM_G[t] -0.355090814190106D[t] + 0.247487525828207D_G[t] + 0.199005472933621PE[t] -0.100117147433695PE_G[t] + 0.000738451867712845PC[t] -0.0123779601043173PC_G[t] + 0.657302554450284PS_G[t] + 0.420848350295368O[t] -0.294086826997431O_G[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) | 7.26199343419243 | 2.288787 | 3.1729 | 0.001841 | 0.00092 |
Gender | -4.64054039140916 | 1.633075 | -2.8416 | 0.005131 | 0.002566 |
CM | 0.311331028298378 | 0.0585 | 5.3219 | 0 | 0 |
CM_G | -0.209468291018821 | 0.038783 | -5.401 | 0 | 0 |
D | -0.355090814190106 | 0.11567 | -3.0699 | 0.002554 | 0.001277 |
D_G | 0.247487525828207 | 0.076382 | 3.2401 | 0.00148 | 0.00074 |
PE | 0.199005472933621 | 0.105879 | 1.8796 | 0.062161 | 0.03108 |
PE_G | -0.100117147433695 | 0.072109 | -1.3884 | 0.167125 | 0.083563 |
PC | 0.000738451867712845 | 0.13115 | 0.0056 | 0.995515 | 0.497758 |
PC_G | -0.0123779601043173 | 0.092816 | -0.1334 | 0.894092 | 0.447046 |
PS_G | 0.657302554450284 | 0.019215 | 34.2073 | 0 | 0 |
O | 0.420848350295368 | 0.075252 | 5.5925 | 0 | 0 |
O_G | -0.294086826997431 | 0.054959 | -5.351 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.965371417259928 |
R-squared | 0.931941973262442 |
Adjusted R-squared | 0.926348162845657 |
F-TEST (value) | 166.602352211638 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 146 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.14443500794398 |
Sum Squared Residuals | 191.220797161529 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 25 | 23.9315664125076 | 1.06843358749244 |
2 | 30 | 28.1836000299271 | 1.81639997007285 |
3 | 22 | 21.5451854793568 | 0.454814520643217 |
4 | 22 | 22.4171476775265 | -0.417147677526475 |
5 | 25 | 24.2254903960137 | 0.774509603986297 |
6 | 23 | 21.8073083987850 | 1.19269160121498 |
7 | 17 | 17.8014099865772 | -0.801409986577212 |
8 | 21 | 21.3459468043020 | -0.345946804302022 |
9 | 19 | 20.6223697803782 | -1.62236978037821 |
10 | 15 | 17.7231380207599 | -2.72313802075988 |
11 | 16 | 16.4777737632525 | -0.477773763252486 |
12 | 22 | 21.5732669496318 | 0.426733050368246 |
13 | 23 | 23.4790080225943 | -0.479008022594289 |
14 | 23 | 22.5206643718858 | 0.479335628114240 |
15 | 19 | 20.1760044041320 | -1.17600440413203 |
16 | 23 | 22.9292351522374 | 0.0707648477625605 |
17 | 25 | 24.5786064466041 | 0.421393553395853 |
18 | 22 | 21.9765723971168 | 0.0234276028831615 |
19 | 26 | 25.1722695630527 | 0.827730436947342 |
20 | 29 | 27.1515218563076 | 1.84847814369241 |
21 | 32 | 29.6150983410774 | 2.38490165892263 |
22 | 25 | 24.0555917911617 | 0.944408208838294 |
23 | 28 | 27.4233619727083 | 0.57663802729174 |
24 | 25 | 24.5217635476556 | 0.478236452344414 |
25 | 25 | 24.2567845452041 | 0.743215454795929 |
26 | 18 | 19.2940257651963 | -1.29402576519632 |
27 | 25 | 24.9410622774873 | 0.0589377225126632 |
28 | 25 | 24.1520307895028 | 0.847969210497239 |
29 | 20 | 21.3715924862096 | -1.37159248620959 |
30 | 15 | 15.5308180322614 | -0.530818032261378 |
31 | 24 | 24.4159307859003 | -0.415930785900308 |
32 | 26 | 25.3923717641725 | 0.607628235827527 |
33 | 14 | 14.8563343399457 | -0.856334339945736 |
34 | 24 | 23.8931495492438 | 0.106850450756172 |
35 | 25 | 24.0713290747054 | 0.928670925294622 |
36 | 20 | 21.6527713296188 | -1.65277132961882 |
37 | 21 | 21.1158025069894 | -0.115802506989361 |
38 | 27 | 27.1304434501863 | -0.130443450186342 |
39 | 23 | 23.646852155067 | -0.646852155067015 |
40 | 25 | 25.3165443935794 | -0.316544393579424 |
41 | 20 | 20.7898500349627 | -0.789850034962703 |
42 | 22 | 22.2519448052374 | -0.251944805237418 |
43 | 25 | 24.7270020705211 | 0.272997929478921 |
44 | 25 | 24.4821281025809 | 0.517871897419133 |
45 | 17 | 19.2739611296514 | -2.27396112965142 |
46 | 25 | 24.7385400275196 | 0.261459972480446 |
47 | 26 | 24.846254656209 | 1.15374534379101 |
48 | 27 | 26.1375528016667 | 0.86244719833331 |
49 | 19 | 19.354358622055 | -0.354358622054994 |
50 | 22 | 22.1957748762588 | -0.195774876258763 |
51 | 32 | 30.9696270996452 | 1.03037290035484 |
52 | 21 | 22.2822910680578 | -1.28229106805777 |
53 | 18 | 19.2187474676866 | -1.21874746768663 |
54 | 23 | 23.0351436583401 | -0.0351436583401234 |
55 | 20 | 20.6269967570225 | -0.626996757022517 |
56 | 21 | 21.5531929630635 | -0.553192963063506 |
57 | 17 | 17.7667157521456 | -0.766715752145637 |
58 | 18 | 18.7935427922718 | -0.793542792271826 |
59 | 19 | 19.6570536753930 | -0.65705367539297 |
60 | 22 | 22.1395139167648 | -0.139513916764754 |
61 | 14 | 15.8007303738300 | -1.80073037382996 |
62 | 18 | 20.9290450281308 | -2.92904502813081 |
63 | 35 | 31.2272890264598 | 3.77271097354023 |
64 | 29 | 25.5329590764354 | 3.46704092356458 |
65 | 21 | 21.4634114252834 | -0.463411425283437 |
66 | 25 | 23.7064359759576 | 1.29356402404244 |
67 | 26 | 24.9161164257246 | 1.08388357427542 |
68 | 17 | 17.1714063394809 | -0.171406339480863 |
69 | 25 | 23.4534219961811 | 1.54657800381886 |
70 | 20 | 20.1271498701154 | -0.127149870115450 |
71 | 22 | 21.733825774191 | 0.266174225809007 |
72 | 24 | 23.5407880435530 | 0.459211956446970 |
73 | 21 | 21.7577836622681 | -0.757783662268134 |
74 | 26 | 25.7300373487042 | 0.269962651295798 |
75 | 24 | 22.8932794580187 | 1.10672054198131 |
76 | 16 | 17.5552039445666 | -1.55520394456657 |
77 | 18 | 18.9808284448715 | -0.98082844487155 |
78 | 19 | 19.1969414222042 | -0.196941422204213 |
79 | 21 | 19.7957889571712 | 1.20421104282876 |
80 | 22 | 20.8610158605274 | 1.13898413947262 |
81 | 23 | 21.8487485580009 | 1.15125144199908 |
82 | 29 | 27.6035530925729 | 1.39644690742714 |
83 | 21 | 20.7712112241275 | 0.228788775872502 |
84 | 23 | 22.8215069847565 | 0.178493015243502 |
85 | 27 | 25.6611998704877 | 1.33880012951227 |
86 | 25 | 25.2281470664796 | -0.228147066479624 |
87 | 21 | 21.0351573253750 | -0.0351573253749579 |
88 | 10 | 12.5856569232448 | -2.58565692324476 |
89 | 20 | 20.9509299856356 | -0.95092998563565 |
90 | 26 | 24.7671207044728 | 1.23287929552716 |
91 | 24 | 24.0585920808837 | -0.058592080883744 |
92 | 29 | 30.0416374199661 | -1.04163741996613 |
93 | 19 | 19.2184899893864 | -0.218489989386392 |
94 | 24 | 23.6120162920817 | 0.387983707918283 |
95 | 19 | 19.7511416871701 | -0.751141687170112 |
96 | 22 | 22.0799300248225 | -0.0799300248225236 |
97 | 17 | 19.4595652289856 | -2.45956522898562 |
98 | 24 | 24.2550967422243 | -0.255096742224325 |
99 | 19 | 18.6472106516204 | 0.352789348379607 |
100 | 19 | 17.9807566555921 | 1.01924334440788 |
101 | 23 | 24.2546599927399 | -1.25465999273988 |
102 | 27 | 27.9439101907274 | -0.943910190727428 |
103 | 14 | 13.6768143372308 | 0.323185662769222 |
104 | 22 | 21.6643683320834 | 0.335631667916626 |
105 | 21 | 20.5343618900641 | 0.465638109935911 |
106 | 18 | 16.213501819042 | 1.786498180958 |
107 | 20 | 18.8764706288841 | 1.12352937111586 |
108 | 19 | 17.7097120401619 | 1.29028795983805 |
109 | 24 | 24.3387708688237 | -0.338770868823711 |
110 | 25 | 24.6547514440742 | 0.345248555925757 |
111 | 29 | 30.3936087856587 | -1.39360878565874 |
112 | 28 | 28.9412781504853 | -0.941278150485337 |
113 | 17 | 17.3524852172355 | -0.352485217235538 |
114 | 29 | 31.0615826889246 | -2.06158268892461 |
115 | 26 | 25.7164111596766 | 0.283588840323385 |
116 | 14 | 12.7922243447131 | 1.20777565528695 |
117 | 26 | 27.3544668315132 | -1.35446683151322 |
118 | 20 | 19.948752992406 | 0.0512470075940035 |
119 | 32 | 34.2847006910876 | -2.28470069108755 |
120 | 23 | 23.5392122865068 | -0.539212286506824 |
121 | 21 | 20.6869852094556 | 0.31301479054443 |
122 | 30 | 31.6688371462034 | -1.66883714620341 |
123 | 24 | 24.9787497526435 | -0.978749752643525 |
124 | 22 | 21.8003679340937 | 0.199632065906332 |
125 | 24 | 24.5470633178561 | -0.547063317856124 |
126 | 24 | 24.4946742271539 | -0.494674227153864 |
127 | 24 | 25.1712353054167 | -1.17123530541667 |
128 | 19 | 19.2991101896909 | -0.29911018969089 |
129 | 31 | 32.0009307308891 | -1.00093073088907 |
130 | 22 | 20.4640627042132 | 1.53593729578684 |
131 | 27 | 28.9677573982844 | -1.96775739828443 |
132 | 19 | 19.4689292020229 | -0.46892920202294 |
133 | 21 | 21.803914976532 | -0.803914976532019 |
134 | 23 | 22.7940737112864 | 0.205926288713565 |
135 | 19 | 18.4880328283008 | 0.511967171699217 |
136 | 19 | 17.794160191949 | 1.20583980805099 |
137 | 20 | 19.3484340948757 | 0.651565905124333 |
138 | 23 | 23.5054932231099 | -0.50549322310988 |
139 | 17 | 15.9868368370197 | 1.01316316298025 |
140 | 17 | 15.2646838874032 | 1.73531611259682 |
141 | 17 | 16.166608530788 | 0.83339146921199 |
142 | 21 | 20.0305976298697 | 0.969402370130253 |
143 | 21 | 20.0735022572013 | 0.926497742798667 |
144 | 18 | 17.161557708454 | 0.838442291545996 |
145 | 19 | 18.6508340257199 | 0.349165974280063 |
146 | 20 | 18.6503408859447 | 1.34965911405533 |
147 | 15 | 14.1563921449033 | 0.843607855096707 |
148 | 24 | 24.7690349130497 | -0.769034913049695 |
149 | 20 | 20.6481020502075 | -0.648102050207509 |
150 | 22 | 21.9200686953706 | 0.0799313046294029 |
151 | 13 | 12.1762652074983 | 0.823734792501688 |
152 | 19 | 19.3505035024211 | -0.350503502421069 |
153 | 21 | 20.9127237709403 | 0.087276229059696 |
154 | 23 | 23.1624316005535 | -0.162431600553518 |
155 | 16 | 14.0983525449007 | 1.90164745509927 |
156 | 26 | 27.2354883691565 | -1.23548836915652 |
157 | 21 | 20.6306890573876 | 0.369310942612396 |
158 | 21 | 21.2816704877272 | -0.281670487727240 |
159 | 24 | 24.2553950080299 | -0.255395008029941 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 1.29756876392999e-46 | 2.59513752785998e-46 | 1 |
17 | 1.36622729011009e-59 | 2.73245458022018e-59 | 1 |
18 | 1.6790581738272e-76 | 3.3581163476544e-76 | 1 |
19 | 4.48554595174962e-89 | 8.97109190349924e-89 | 1 |
20 | 5.20915658563737e-102 | 1.04183131712747e-101 | 1 |
21 | 8.82611643193157e-119 | 1.76522328638631e-118 | 1 |
22 | 6.91656942940653e-137 | 1.38331388588131e-136 | 1 |
23 | 6.11175439829846e-146 | 1.22235087965969e-145 | 1 |
24 | 2.01969521373594e-165 | 4.03939042747188e-165 | 1 |
25 | 2.66351445284917e-184 | 5.32702890569834e-184 | 1 |
26 | 1.20729510146235e-201 | 2.41459020292469e-201 | 1 |
27 | 9.92288897420879e-206 | 1.98457779484176e-205 | 1 |
28 | 2.55451406966593e-246 | 5.10902813933187e-246 | 1 |
29 | 1.36289751799107e-239 | 2.72579503598213e-239 | 1 |
30 | 7.70032334006682e-250 | 1.54006466801336e-249 | 1 |
31 | 1.09240602643824e-279 | 2.18481205287648e-279 | 1 |
32 | 1.64647057830898e-280 | 3.29294115661795e-280 | 1 |
33 | 6.04542558596022e-304 | 1.20908511719204e-303 | 1 |
34 | 3.21690106884044e-315 | 6.43380213768087e-315 | 1 |
35 | 6.22522713759971e-322 | 1.24504542751994e-321 | 1 |
36 | 0 | 0 | 1 |
37 | 0 | 0 | 1 |
38 | 0 | 0 | 1 |
39 | 0 | 0 | 1 |
40 | 0 | 0 | 1 |
41 | 0 | 0 | 1 |
42 | 0 | 0 | 1 |
43 | 0 | 0 | 1 |
44 | 0 | 0 | 1 |
45 | 0 | 0 | 1 |
46 | 0 | 0 | 1 |
47 | 0 | 0 | 1 |
48 | 0 | 0 | 1 |
49 | 0 | 0 | 1 |
50 | 0 | 0 | 1 |
51 | 0 | 0 | 1 |
52 | 0 | 0 | 1 |
53 | 0 | 0 | 1 |
54 | 0 | 0 | 1 |
55 | 0 | 0 | 1 |
56 | 0 | 0 | 1 |
57 | 0 | 0 | 1 |
58 | 0 | 0 | 1 |
59 | 0 | 0 | 1 |
60 | 0 | 0 | 1 |
61 | 0 | 0 | 1 |
62 | 0 | 0 | 1 |
63 | 0 | 0 | 1 |
64 | 0 | 0 | 1 |
65 | 0 | 0 | 1 |
66 | 0 | 0 | 1 |
67 | 0 | 0 | 1 |
68 | 0 | 0 | 1 |
69 | 0 | 0 | 1 |
70 | 0 | 0 | 1 |
71 | 0 | 0 | 1 |
72 | 0 | 0 | 1 |
73 | 0 | 0 | 1 |
74 | 0 | 0 | 1 |
75 | 0 | 0 | 1 |
76 | 0 | 0 | 1 |
77 | 0 | 0 | 1 |
78 | 0 | 0 | 1 |
79 | 0 | 0 | 1 |
80 | 0 | 0 | 1 |
81 | 0 | 0 | 1 |
82 | 0 | 0 | 1 |
83 | 0 | 0 | 1 |
84 | 0 | 0 | 1 |
85 | 0 | 0 | 1 |
86 | 0 | 0 | 1 |
87 | 0 | 0 | 1 |
88 | 0 | 0 | 1 |
89 | 0 | 0 | 1 |
90 | 0 | 0 | 1 |
91 | 1.41525658376083e-35 | 2.83051316752167e-35 | 1 |
92 | 8.82148611599365e-30 | 1.76429722319873e-29 | 1 |
93 | 1.40455807523342e-87 | 2.80911615046683e-87 | 1 |
94 | 0.972801821269422 | 0.0543963574611568 | 0.0271981787305784 |
95 | 0.000132117389704902 | 0.000264234779409804 | 0.999867882610295 |
96 | 1.44939012853835e-13 | 2.8987802570767e-13 | 0.999999999999855 |
97 | 6.55802392624468e-24 | 1.31160478524894e-23 | 1 |
98 | 1 | 1.90283839691508e-74 | 9.51419198457538e-75 |
99 | 1 | 7.41866399569162e-21 | 3.70933199784581e-21 |
100 | 1 | 2.59040308760938e-61 | 1.29520154380469e-61 |
101 | 1 | 3.01424673228369e-70 | 1.50712336614184e-70 |
102 | 1 | 1.54218903122032e-69 | 7.7109451561016e-70 |
103 | 1 | 9.32761823045113e-37 | 4.66380911522557e-37 |
104 | 1 | 0 | 0 |
105 | 1 | 0 | 0 |
106 | 1 | 0 | 0 |
107 | 1 | 0 | 0 |
108 | 1 | 0 | 0 |
109 | 1 | 0 | 0 |
110 | 1 | 0 | 0 |
111 | 1 | 0 | 0 |
112 | 1 | 0 | 0 |
113 | 1 | 0 | 0 |
114 | 1 | 0 | 0 |
115 | 1 | 0 | 0 |
116 | 1 | 0 | 0 |
117 | 1 | 0 | 0 |
118 | 1 | 0 | 0 |
119 | 1 | 0 | 0 |
120 | 1 | 0 | 0 |
121 | 1 | 0 | 0 |
122 | 1 | 0 | 0 |
123 | 1 | 0 | 0 |
124 | 1 | 1.77863632502849e-322 | 8.89318162514244e-323 |
125 | 1 | 0 | 0 |
126 | 1 | 1.73330036219458e-297 | 8.66650181097291e-298 |
127 | 1 | 2.15530627154343e-283 | 1.07765313577172e-283 |
128 | 1 | 1.21028861735151e-275 | 6.05144308675757e-276 |
129 | 1 | 1.36770249851865e-255 | 6.83851249259327e-256 |
130 | 1 | 3.48834161612654e-233 | 1.74417080806327e-233 |
131 | 1 | 1.94699091611288e-230 | 9.7349545805644e-231 |
132 | 1 | 4.83663542918988e-206 | 2.41831771459494e-206 |
133 | 1 | 3.72666988361690e-195 | 1.86333494180845e-195 |
134 | 1 | 8.37515702102717e-182 | 4.18757851051359e-182 |
135 | 1 | 1.93405502257998e-162 | 9.67027511289989e-163 |
136 | 1 | 3.9301989953312e-154 | 1.9650994976656e-154 |
137 | 1 | 2.25751757306952e-136 | 1.12875878653476e-136 |
138 | 1 | 2.97875046288305e-120 | 1.48937523144152e-120 |
139 | 1 | 3.89346238772773e-113 | 1.94673119386387e-113 |
140 | 1 | 5.29816569519424e-89 | 2.64908284759712e-89 |
141 | 1 | 4.0419857455965e-74 | 2.02099287279825e-74 |
142 | 1 | 0 | 0 |
143 | 1 | 1.82431973496946e-45 | 9.12159867484728e-46 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 127 | 0.9921875 | NOK |
5% type I error level | 127 | 0.9921875 | NOK |
10% type I error level | 128 | 1 | NOK |