Multiple Linear Regression - Estimated Regression Equation |
PS[t] = + 8.8810887487407 -1.23162104238467Gender[t] + 0.252442484510157CM[t] + 0.0447956145838131CM_G[t] -0.183344002951501D[t] -0.130645172512862D_G[t] + 0.573211458789485PE[t] -0.284652770114989PE_G[t] -0.144270406337447PC[t] + 0.110306020586238PC_G[t] + 0.207928610225239O[t] + 0.161964789752110O_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) | 8.8810887487407 | 6.847064 | 1.2971 | 0.196641 | 0.09832 |
Gender | -1.23162104238467 | 4.877395 | -0.2525 | 0.800995 | 0.400497 |
CM | 0.252442484510157 | 0.17497 | 1.4428 | 0.151211 | 0.075605 |
CM_G | 0.0447956145838131 | 0.113897 | 0.3933 | 0.694667 | 0.347334 |
D | -0.183344002951501 | 0.345782 | -0.5302 | 0.596752 | 0.298376 |
D_G | -0.130645172512862 | 0.226144 | -0.5777 | 0.564345 | 0.282172 |
PE | 0.573211458789485 | 0.315116 | 1.8191 | 0.070939 | 0.035469 |
PE_G | -0.284652770114989 | 0.21516 | -1.323 | 0.187896 | 0.093948 |
PC | -0.144270406337447 | 0.392223 | -0.3678 | 0.713531 | 0.356766 |
PC_G | 0.110306020586238 | 0.277517 | 0.3975 | 0.691594 | 0.345797 |
O | 0.207928610225239 | 0.224399 | 0.9266 | 0.355652 | 0.177826 |
O_G | 0.161964789752110 | 0.159538 | 1.0152 | 0.311673 | 0.155837 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.6216762962826 |
R-squared | 0.386481417359652 |
Adjusted R-squared | 0.340571863556632 |
F-TEST (value) | 8.41832223022466 |
F-TEST (DF numerator) | 11 |
F-TEST (DF denominator) | 147 |
p-value | 2.19315676730503e-11 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.42438888696967 |
Sum Squared Residuals | 1723.78656963260 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 25 | 21.8822831877882 | 3.11771681221184 |
2 | 30 | 24.6996979590579 | 5.30030204094214 |
3 | 22 | 20.6728394782353 | 1.32716052176470 |
4 | 22 | 23.2172477003945 | -1.21724770039453 |
5 | 25 | 22.7399609654402 | 2.26003903455985 |
6 | 23 | 19.5196950934321 | 3.48030490656795 |
7 | 17 | 19.3385350459548 | -2.33853504595485 |
8 | 21 | 22.0094817127892 | -1.00948171278924 |
9 | 19 | 23.7341169344749 | -4.7341169344749 |
10 | 15 | 22.9461870992115 | -7.94618709921148 |
11 | 16 | 17.3941561848707 | -1.39415618487066 |
12 | 22 | 20.7547819340067 | 1.24521806599330 |
13 | 23 | 24.3977577855181 | -1.39775778551813 |
14 | 23 | 21.6012862531107 | 1.39871374688932 |
15 | 19 | 22.4316112343517 | -3.43161123435169 |
16 | 23 | 22.7935063459576 | 0.206493654042416 |
17 | 25 | 23.7703627241227 | 1.22963727587727 |
18 | 22 | 21.9316376495145 | 0.0683623504855226 |
19 | 26 | 23.5846611998534 | 2.41533880014656 |
20 | 29 | 23.6060930196684 | 5.39390698033157 |
21 | 32 | 25.0407953432596 | 6.95920465674042 |
22 | 25 | 22.2441924470041 | 2.75580755299586 |
23 | 28 | 26.3173553384188 | 1.68264466158119 |
24 | 25 | 23.6044936764052 | 1.39550632359481 |
25 | 25 | 22.8312781012892 | 2.16872189871082 |
26 | 18 | 21.7760006151216 | -3.77600061512158 |
27 | 25 | 24.8280182030008 | 0.171981796999167 |
28 | 25 | 22.5256039357486 | 2.47439606425144 |
29 | 20 | 24.0023423110419 | -4.00234231104185 |
30 | 15 | 16.5489407322832 | -1.54894073228325 |
31 | 24 | 25.2136967791899 | -1.21369677918993 |
32 | 26 | 24.2269251092524 | 1.77307489074756 |
33 | 14 | 16.4988057281025 | -2.49880572810254 |
34 | 24 | 23.6882076241194 | 0.31179237588064 |
35 | 25 | 22.2901142469709 | 2.70988575302905 |
36 | 20 | 24.8228294406094 | -4.82282944060945 |
37 | 21 | 21.3379147072532 | -0.337914707253221 |
38 | 27 | 27.3806373577635 | -0.38063735776349 |
39 | 23 | 24.8875313004724 | -1.88753130047237 |
40 | 25 | 25.9236847186639 | -0.923684718663891 |
41 | 20 | 22.3048028084823 | -2.30480280848232 |
42 | 22 | 22.7351814508955 | -0.735181450895486 |
43 | 25 | 24.2033849886421 | 0.796615011357932 |
44 | 25 | 23.4888364236610 | 1.51116357633896 |
45 | 17 | 23.6354773260822 | -6.63547732608217 |
46 | 25 | 24.2370530452567 | 0.762946954743253 |
47 | 26 | 22.6333412788056 | 3.36665872119444 |
48 | 27 | 24.4833567931915 | 2.51664320680848 |
49 | 19 | 20.034027614319 | -1.03402761431901 |
50 | 22 | 22.5712761469369 | -0.571276146936909 |
51 | 32 | 28.9933452561864 | 3.00665474381355 |
52 | 21 | 24.7417584656952 | -3.74175846569519 |
53 | 18 | 21.5563365981081 | -3.55633659810815 |
54 | 23 | 23.1025501030034 | -0.10255010300339 |
55 | 20 | 21.8295927359971 | -1.82959273599709 |
56 | 21 | 22.6142313584396 | -1.61423135843962 |
57 | 17 | 19.2372963735279 | -2.23729637352785 |
58 | 18 | 20.3155783697159 | -2.31557836971593 |
59 | 19 | 20.9172996003486 | -1.91729960034864 |
60 | 22 | 22.4071052135827 | -0.407105213582672 |
61 | 14 | 19.2545777542679 | -5.25457775426786 |
62 | 18 | 26.5470290665061 | -8.54702906650608 |
63 | 35 | 23.9911319079473 | 11.0088680920527 |
64 | 29 | 18.8830850110273 | 10.1169149889727 |
65 | 21 | 22.3522465116134 | -1.35224651161343 |
66 | 25 | 21.2253467574949 | 3.77465324250507 |
67 | 26 | 22.8371997271915 | 3.16280027280852 |
68 | 17 | 17.5001681270367 | -0.500168127036699 |
69 | 25 | 20.4870454276716 | 4.51295457232843 |
70 | 20 | 20.3710266060241 | -0.371026606024123 |
71 | 22 | 21.2232967322472 | 0.776703267752821 |
72 | 24 | 22.6600076469483 | 1.33999235305170 |
73 | 21 | 23.211232304497 | -2.211232304497 |
74 | 26 | 25.2122420087995 | 0.787757991200536 |
75 | 24 | 20.7705608654128 | 3.22943913458719 |
76 | 16 | 20.5381252902889 | -4.53812529028890 |
77 | 18 | 20.8620827426893 | -2.86208274268930 |
78 | 19 | 19.5746801581445 | -0.574680158144457 |
79 | 21 | 17.4860810651882 | 3.51391893481175 |
80 | 22 | 18.6764148543751 | 3.32358514562487 |
81 | 23 | 19.6406185486665 | 3.35938145133348 |
82 | 29 | 24.9251318457098 | 4.0748681542902 |
83 | 21 | 20.3323884410475 | 0.667611558952548 |
84 | 23 | 22.4791527699975 | 0.520847230002503 |
85 | 27 | 23.0933466330199 | 3.90665336698007 |
86 | 25 | 25.665739034365 | -0.665739034365012 |
87 | 21 | 21.1025899837641 | -0.102589983764137 |
88 | 10 | 17.5450137047189 | -7.5450137047189 |
89 | 20 | 22.7748382661863 | -2.7748382661863 |
90 | 26 | 22.4024263631451 | 3.59757363685486 |
91 | 24 | 24.1709732057960 | -0.170973205796026 |
92 | 29 | 32.039524903068 | -3.03952490306796 |
93 | 19 | 19.637559433908 | -0.637559433907986 |
94 | 24 | 22.8678535163986 | 1.13214648360137 |
95 | 19 | 21.1918508495598 | -2.19185084955978 |
96 | 22 | 22.2332378774937 | -0.233237877493683 |
97 | 17 | 24.1770748831824 | -7.17707488318235 |
98 | 24 | 23.1891525756979 | 0.810847424302144 |
99 | 19 | 20.1213719624976 | -1.12137196249761 |
100 | 19 | 22.2397545862169 | -3.2397545862169 |
101 | 23 | 19.0119528982715 | 3.98804710172847 |
102 | 27 | 23.9996984663534 | 3.00030153364658 |
103 | 14 | 15.0272740449086 | -1.02727404490862 |
104 | 22 | 23.0668347665730 | -1.06683476657305 |
105 | 21 | 22.480071673226 | -1.48007167322600 |
106 | 18 | 23.6785415443543 | -5.67854154435434 |
107 | 20 | 23.5712368913594 | -3.57123689135942 |
108 | 19 | 23.1012937277056 | -4.10129372770564 |
109 | 24 | 22.9231870073325 | 1.07681299266752 |
110 | 25 | 26.0974028906659 | -1.09740289066594 |
111 | 29 | 24.5702919430365 | 4.42970805696351 |
112 | 28 | 25.0080646376826 | 2.99193536231745 |
113 | 17 | 15.8795947450843 | 1.12040525491573 |
114 | 29 | 22.4470781605261 | 6.55292183947392 |
115 | 26 | 26.9014120632511 | -0.901412063251095 |
116 | 14 | 17.8390211128728 | -3.83902111287284 |
117 | 26 | 21.6947080858076 | 4.30529191419238 |
118 | 20 | 20.1628931194827 | -0.162893119482687 |
119 | 32 | 24.7378779732098 | 7.2621220267902 |
120 | 23 | 21.2860663376028 | 1.71393366239721 |
121 | 21 | 21.9949450332778 | -0.994945033277755 |
122 | 30 | 24.6954543998494 | 5.3045456001506 |
123 | 24 | 20.8889578555672 | 3.11104214443277 |
124 | 22 | 22.6345480739457 | -0.634548073945693 |
125 | 24 | 22.2611111441645 | 1.73888885583554 |
126 | 24 | 22.4276344752233 | 1.57236552477667 |
127 | 24 | 20.2771256019659 | 3.72287439803414 |
128 | 19 | 18.0492519630842 | 0.95074803691578 |
129 | 31 | 27.8184536659721 | 3.18154633402794 |
130 | 22 | 26.8821117405066 | -4.88211174050664 |
131 | 27 | 20.7453100963267 | 6.25468990367333 |
132 | 19 | 17.5094673012092 | 1.49053269879080 |
133 | 21 | 18.4446855636216 | 2.55531443637837 |
134 | 23 | 23.6545548145521 | -0.654554814552146 |
135 | 19 | 20.62733266948 | -1.62733266948002 |
136 | 19 | 22.8328678522258 | -3.83286785222581 |
137 | 20 | 22.0710595177597 | -2.07105951775966 |
138 | 23 | 21.3932453453271 | 1.60675465467294 |
139 | 17 | 20.2204281949549 | -3.22042819495491 |
140 | 17 | 22.5158548399329 | -5.51585483993291 |
141 | 17 | 19.6490080600547 | -2.64900806005468 |
142 | 21 | 24.0813306672545 | -3.08133066725446 |
143 | 21 | 23.9449545369319 | -2.94495453693186 |
144 | 18 | 20.6650625429321 | -2.66506254293213 |
145 | 19 | 20.1098547493404 | -1.10985474934042 |
146 | 20 | 24.2900101615384 | -4.29001016153839 |
147 | 15 | 17.6814817408554 | -2.68148174085542 |
148 | 24 | 21.5555549121971 | 2.44444508780294 |
149 | 20 | 17.9399506496497 | 2.06004935035035 |
150 | 22 | 22.2540686796497 | -0.254068679649664 |
151 | 13 | 15.6183134640767 | -2.61831346407669 |
152 | 19 | 17.8858937998625 | 1.11410620013752 |
153 | 21 | 21.2774151677469 | -0.277415167746949 |
154 | 23 | 22.4836968759943 | 0.516303124005703 |
155 | 16 | 22.0445536366044 | -6.04455363660442 |
156 | 26 | 22.0728915894783 | 3.92710841052168 |
157 | 21 | 22.1738873024122 | -1.17388730241222 |
158 | 21 | 20.1046855891451 | 0.89531441085486 |
159 | 24 | 23.1882045116100 | 0.811795488390044 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
15 | 0.991089928435447 | 0.0178201431291054 | 0.00891007156455268 |
16 | 0.978993076153767 | 0.0420138476924657 | 0.0210069238462329 |
17 | 0.958232340501966 | 0.0835353189960685 | 0.0417676594980342 |
18 | 0.928479973760277 | 0.143040052479446 | 0.071520026239723 |
19 | 0.921914894597965 | 0.156170210804070 | 0.0780851054020348 |
20 | 0.940872745606796 | 0.118254508786408 | 0.0591272543932041 |
21 | 0.967651616648574 | 0.0646967667028513 | 0.0323483833514256 |
22 | 0.954107122819172 | 0.091785754361657 | 0.0458928771808285 |
23 | 0.931532985387778 | 0.136934029224444 | 0.0684670146122221 |
24 | 0.900828688693332 | 0.198342622613336 | 0.0991713113066681 |
25 | 0.866627613273007 | 0.266744773453985 | 0.133372386726993 |
26 | 0.864506687232454 | 0.270986625535092 | 0.135493312767546 |
27 | 0.821665547592747 | 0.356668904814507 | 0.178334452407253 |
28 | 0.781784167264594 | 0.436431665470812 | 0.218215832735406 |
29 | 0.806956764426897 | 0.386086471146207 | 0.193043235573103 |
30 | 0.764594033575444 | 0.470811932849111 | 0.235405966424556 |
31 | 0.715003696060088 | 0.569992607879825 | 0.284996303939912 |
32 | 0.66522335944443 | 0.669553281111139 | 0.334776640555569 |
33 | 0.614292727158252 | 0.771414545683496 | 0.385707272841748 |
34 | 0.550609387042139 | 0.898781225915723 | 0.449390612957861 |
35 | 0.5283169689455 | 0.943366062109 | 0.4716830310545 |
36 | 0.625447078009828 | 0.749105843980343 | 0.374552921990172 |
37 | 0.564390643747607 | 0.871218712504786 | 0.435609356252393 |
38 | 0.508839557003748 | 0.982320885992505 | 0.491160442996252 |
39 | 0.466948294109281 | 0.933896588218561 | 0.53305170589072 |
40 | 0.427423880464196 | 0.854847760928392 | 0.572576119535804 |
41 | 0.390875235140014 | 0.78175047028003 | 0.609124764859986 |
42 | 0.336958003070702 | 0.673916006141404 | 0.663041996929298 |
43 | 0.286507786180004 | 0.573015572360008 | 0.713492213819996 |
44 | 0.251951714383037 | 0.503903428766073 | 0.748048285616963 |
45 | 0.390474184075862 | 0.780948368151724 | 0.609525815924138 |
46 | 0.338603067586609 | 0.677206135173219 | 0.66139693241339 |
47 | 0.330401806044187 | 0.660803612088374 | 0.669598193955813 |
48 | 0.320280738578884 | 0.640561477157768 | 0.679719261421116 |
49 | 0.274291624070354 | 0.548583248140707 | 0.725708375929646 |
50 | 0.236929977813501 | 0.473859955627003 | 0.763070022186499 |
51 | 0.217828677216026 | 0.435657354432051 | 0.782171322783974 |
52 | 0.228580048111317 | 0.457160096222634 | 0.771419951888683 |
53 | 0.225761286385817 | 0.451522572771633 | 0.774238713614184 |
54 | 0.187330445476787 | 0.374660890953573 | 0.812669554523213 |
55 | 0.161890690296248 | 0.323781380592495 | 0.838109309703752 |
56 | 0.135818449185777 | 0.271636898371555 | 0.864181550814223 |
57 | 0.115689563144121 | 0.231379126288242 | 0.884310436855879 |
58 | 0.0995442952146908 | 0.199088590429382 | 0.90045570478531 |
59 | 0.0845276793080299 | 0.169055358616060 | 0.91547232069197 |
60 | 0.0661396861046587 | 0.132279372209317 | 0.933860313895341 |
61 | 0.0844773504422512 | 0.168954700884502 | 0.915522649557749 |
62 | 0.253780187053352 | 0.507560374106703 | 0.746219812946648 |
63 | 0.70212922613842 | 0.595741547723159 | 0.297870773861580 |
64 | 0.923934497026453 | 0.152131005947093 | 0.0760655029735466 |
65 | 0.90820295789655 | 0.183594084206900 | 0.0917970421034502 |
66 | 0.919212439900795 | 0.161575120198411 | 0.0807875600992054 |
67 | 0.918423374626801 | 0.163153250746397 | 0.0815766253731985 |
68 | 0.898285557316561 | 0.203428885366878 | 0.101714442683439 |
69 | 0.91000670078832 | 0.179986598423359 | 0.0899932992116797 |
70 | 0.889099009056177 | 0.221801981887647 | 0.110900990943823 |
71 | 0.868656798231746 | 0.262686403536507 | 0.131343201768254 |
72 | 0.845843415731828 | 0.308313168536345 | 0.154156584268172 |
73 | 0.82426933749693 | 0.351461325006139 | 0.175730662503070 |
74 | 0.796757597733303 | 0.406484804533393 | 0.203242402266697 |
75 | 0.789833411238326 | 0.420333177523347 | 0.210166588761674 |
76 | 0.802410046824846 | 0.395179906350308 | 0.197589953175154 |
77 | 0.788384621167522 | 0.423230757664955 | 0.211615378832478 |
78 | 0.753383931789521 | 0.493232136420958 | 0.246616068210479 |
79 | 0.753901481978203 | 0.492197036043595 | 0.246098518021797 |
80 | 0.738061747195006 | 0.523876505609989 | 0.261938252804994 |
81 | 0.724422180204356 | 0.551155639591287 | 0.275577819795644 |
82 | 0.74486933914194 | 0.51026132171612 | 0.25513066085806 |
83 | 0.772488421496388 | 0.455023157007225 | 0.227511578503612 |
84 | 0.73885237518055 | 0.522295249638899 | 0.261147624819450 |
85 | 0.747706606416283 | 0.504586787167433 | 0.252293393583717 |
86 | 0.723671336633689 | 0.552657326732622 | 0.276328663366311 |
87 | 0.681729909974356 | 0.636540180051287 | 0.318270090025644 |
88 | 0.78495549835949 | 0.430089003281021 | 0.215044501640510 |
89 | 0.769433838985687 | 0.461132322028627 | 0.230566161014313 |
90 | 0.799046546049216 | 0.401906907901568 | 0.200953453950784 |
91 | 0.777233585788498 | 0.445532828423004 | 0.222766414211502 |
92 | 0.753196435829288 | 0.493607128341424 | 0.246803564170712 |
93 | 0.71232585691901 | 0.57534828616198 | 0.28767414308099 |
94 | 0.668776669325121 | 0.662446661349759 | 0.331223330674879 |
95 | 0.62779186022122 | 0.74441627955756 | 0.37220813977878 |
96 | 0.579436122289843 | 0.841127755420313 | 0.420563877710157 |
97 | 0.610803191721143 | 0.778393616557714 | 0.389196808278857 |
98 | 0.56305988252169 | 0.873880234956621 | 0.436940117478311 |
99 | 0.515419726282714 | 0.969160547434573 | 0.484580273717286 |
100 | 0.493308076048108 | 0.986616152096215 | 0.506691923951892 |
101 | 0.483156204953539 | 0.966312409907078 | 0.516843795046461 |
102 | 0.467953348302502 | 0.935906696605003 | 0.532046651697498 |
103 | 0.420904224779434 | 0.841808449558869 | 0.579095775220566 |
104 | 0.389479119291345 | 0.77895823858269 | 0.610520880708655 |
105 | 0.362525352015146 | 0.725050704030293 | 0.637474647984854 |
106 | 0.433324250141309 | 0.866648500282618 | 0.566675749858691 |
107 | 0.428895674135222 | 0.857791348270444 | 0.571104325864778 |
108 | 0.431411429331738 | 0.862822858663476 | 0.568588570668262 |
109 | 0.390370071107653 | 0.780740142215306 | 0.609629928892347 |
110 | 0.352740732054552 | 0.705481464109105 | 0.647259267945448 |
111 | 0.368190926655984 | 0.736381853311967 | 0.631809073344016 |
112 | 0.366324938492512 | 0.732649876985024 | 0.633675061507488 |
113 | 0.325703879125683 | 0.651407758251366 | 0.674296120874317 |
114 | 0.448544038377966 | 0.897088076755932 | 0.551455961622034 |
115 | 0.394796671119665 | 0.789593342239331 | 0.605203328880335 |
116 | 0.406195153091627 | 0.812390306183255 | 0.593804846908373 |
117 | 0.428563770795835 | 0.85712754159167 | 0.571436229204165 |
118 | 0.372116719784850 | 0.744233439569699 | 0.62788328021515 |
119 | 0.621211216646473 | 0.757577566707055 | 0.378788783353527 |
120 | 0.640558863033936 | 0.718882273932127 | 0.359441136966064 |
121 | 0.587104062916222 | 0.825791874167555 | 0.412895937083778 |
122 | 0.625105106436965 | 0.749789787126069 | 0.374894893563034 |
123 | 0.61744444957885 | 0.7651111008423 | 0.38255555042115 |
124 | 0.555486926514507 | 0.889026146970985 | 0.444513073485493 |
125 | 0.50427776886023 | 0.99144446227954 | 0.49572223113977 |
126 | 0.470549917653022 | 0.941099835306044 | 0.529450082346978 |
127 | 0.480032512679873 | 0.960065025359746 | 0.519967487320127 |
128 | 0.412664922414594 | 0.825329844829187 | 0.587335077585406 |
129 | 0.63514123534114 | 0.72971752931772 | 0.36485876465886 |
130 | 0.594301002917109 | 0.811397994165782 | 0.405698997082891 |
131 | 0.799401464823038 | 0.401197070353924 | 0.200598535176962 |
132 | 0.738203627454924 | 0.523592745090153 | 0.261796372545076 |
133 | 0.688652100677116 | 0.622695798645767 | 0.311347899322883 |
134 | 0.61932478158588 | 0.76135043682824 | 0.38067521841412 |
135 | 0.542998598279952 | 0.914002803440097 | 0.457001401720048 |
136 | 0.468036793584562 | 0.936073587169125 | 0.531963206415438 |
137 | 0.382235539899655 | 0.76447107979931 | 0.617764460100345 |
138 | 0.326107184438964 | 0.652214368877927 | 0.673892815561036 |
139 | 0.272257765770569 | 0.544515531541139 | 0.72774223422943 |
140 | 0.308337983616509 | 0.616675967233019 | 0.69166201638349 |
141 | 0.225118962606646 | 0.450237925213291 | 0.774881037393354 |
142 | 0.158919981688500 | 0.317839963377001 | 0.8410800183115 |
143 | 0.116192285727414 | 0.232384571454828 | 0.883807714272586 |
144 | 0.0679527430220946 | 0.135905486044189 | 0.932047256977905 |
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 | 0.0153846153846154 | OK |
10% type I error level | 5 | 0.0384615384615385 | OK |