Multiple Linear Regression - Estimated Regression Equation
PS[t] = + 7.64946770635602 -1.23162104238459Gender[t] + 0.297238099093969CM[t] + 0.0447956145838136CM_G[t] -0.313989175464361D[t] -0.130645172512864D_G[t] + 0.288558688674496PE[t] -0.284652770114991PE_G[t] -0.0339643857512098PC[t] + 0.110306020586238PC_G[t] + 0.369893399977349O[t] + 0.161964789752108O_G[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)7.649467706356022.7744852.75710.0065720.003286
Gender-1.231621042384594.877395-0.25250.8009950.400497
CM0.2972380990939690.0766863.87610.000168e-05
CM_G0.04479561458381360.1138970.39330.6946670.347334
D-0.3139891754643610.151023-2.07910.0393470.019674
D_G-0.1306451725128640.226144-0.57770.5643450.282172
PE0.2885586886744960.1329212.17090.0315430.015772
PE_G-0.2846527701149910.21516-1.3230.1878960.093948
PC-0.03396438575120980.160025-0.21220.832210.416105
PC_G0.1103060205862380.2775170.39750.6915940.345797
O0.3698933999773490.0911094.05998e-054e-05
O_G0.1619647897521080.1595381.01520.3116730.155837


Multiple Linear Regression - Regression Statistics
Multiple R0.6216762962826
R-squared0.386481417359652
Adjusted R-squared0.340571863556632
F-TEST (value)8.41832223022465
F-TEST (DF numerator)11
F-TEST (DF denominator)147
p-value2.19315676730503e-11
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.42438888696967
Sum Squared Residuals1723.7865696326


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12521.88228318778813.11771681221192
23024.69969795905785.30030204094217
32220.67283947823531.32716052176471
42223.2172477003945-1.21724770039454
52522.73996096544022.26003903455985
62319.5196950934323.48030490656795
71719.3385350459549-2.33853504595486
82122.0094817127892-1.00948171278925
91923.7341169344749-4.7341169344749
101522.9461870992115-7.94618709921147
111617.3941561848707-1.39415618487066
122220.75478193400671.24521806599331
132324.3977577855181-1.39775778551813
142321.60128625311071.39871374688932
151922.4316112343517-3.43161123435168
162322.79350634595760.206493654042417
172523.77036272412271.22963727587727
182221.93163764951450.0683623504855215
192623.58466119985342.41533880014656
202923.60609301966845.39390698033157
213225.04079534325966.95920465674041
222522.24419244700412.75580755299586
232826.31735533841881.68264466158119
242523.60449367640521.39550632359481
252522.83127810128922.16872189871082
261821.7760006151216-3.77600061512159
272524.82801820300080.171981796999167
282522.52560393574862.47439606425143
292024.0023423110419-4.00234231104186
301516.5489407322832-1.54894073228325
312425.2136967791899-1.21369677918994
322624.22692510925241.77307489074756
331416.4988057281025-2.49880572810254
342423.68820762411940.311792375880633
352522.2901142469712.70988575302905
362024.8228294406094-4.82282944060945
372121.3379147072532-0.337914707253222
382727.3806373577635-0.380637357763492
392324.8875313004724-1.88753130047238
402525.9236847186639-0.923684718663894
412022.3048028084823-2.30480280848232
422222.7351814508955-0.735181450895489
432524.20338498864210.79661501135793
442523.4888364236611.51116357633895
451723.6354773260822-6.63547732608217
462524.23705304525670.762946954743253
472622.63334127880563.36665872119444
482724.48335679319152.51664320680848
491920.034027614319-1.03402761431901
502222.5712761469369-0.571276146936908
513228.99334525618653.00665474381355
522124.7417584656952-3.74175846569519
531821.5563365981081-3.55633659810815
542323.1025501030034-0.102550103003389
552021.8295927359971-1.82959273599708
562122.6142313584396-1.61423135843961
571719.2372963735278-2.23729637352785
581820.3155783697159-2.31557836971592
591920.9172996003486-1.91729960034863
602222.4071052135827-0.407105213582673
611419.2545777542679-5.25457775426786
621826.5470290665061-8.54702906650608
633523.991131907947311.0088680920527
642918.883085011027310.1169149889727
652122.3522465116134-1.35224651161343
662521.22534675749493.77465324250508
672622.83719972719153.16280027280852
681717.5001681270367-0.500168127036698
692520.48704542767164.51295457232843
702020.3710266060241-0.371026606024125
712221.22329673224720.776703267752819
722422.66000764694831.3399923530517
732123.211232304497-2.211232304497
742625.21224200879950.787757991200532
752420.77056086541283.22943913458719
761620.5381252902889-4.5381252902889
771820.8620827426893-2.8620827426893
781919.5746801581445-0.57468015814446
792117.48608106518823.51391893481176
802218.67641485437513.32358514562488
812319.64061854866653.35938145133348
822924.92513184570984.0748681542902
832120.33238844104740.667611558952558
842322.47915276999750.520847230002501
852723.09334663301993.90665336698006
862525.665739034365-0.665739034365009
872121.1025899837641-0.102589983764136
881017.5450137047189-7.5450137047189
892022.7748382661863-2.7748382661863
902622.40242636314513.59757363685486
912424.170973205796-0.170973205796031
922932.039524903068-3.03952490306797
931919.637559433908-0.63755943390798
942422.86785351639861.13214648360138
951921.1918508495598-2.19185084955978
962222.2332378774937-0.233237877493685
971724.1770748831824-7.17707488318235
982423.18915257569790.810847424302147
991920.1213719624976-1.12137196249761
1001922.2397545862169-3.2397545862169
1012319.01195289827153.98804710172846
1022723.99969846635343.00030153364658
1031415.0272740449086-1.02727404490865
1042223.066834766573-1.06683476657305
1052122.480071673226-1.480071673226
1061823.6785415443543-5.67854154435434
1072023.5712368913594-3.57123689135941
1081923.1012937277056-4.10129372770564
1092422.92318700733251.07681299266752
1102526.0974028906659-1.09740289066594
1112924.57029194303654.42970805696352
1122825.00806463768262.99193536231744
1131715.87959474508431.12040525491573
1142922.44707816052616.55292183947392
1152626.9014120632511-0.901412063251076
1161417.8390211128729-3.83902111287285
1172621.69470808580764.30529191419237
1182020.1628931194827-0.162893119482684
1193224.73787797320987.2621220267902
1202321.28606633760281.71393366239721
1212121.9949450332778-0.994945033277758
1223024.69545439984945.3045456001506
1232420.88895785556723.11104214443276
1242222.6345480739457-0.634548073945696
1252422.26111114416451.73888885583554
1262422.42763447522331.57236552477667
1272420.27712560196593.72287439803414
1281918.04925196308420.95074803691578
1293127.81845366597213.18154633402794
1302226.8821117405067-4.88211174050666
1312720.74531009632676.25468990367332
1321917.50946730120921.4905326987908
1332118.44468556362162.55531443637838
1342323.6545548145521-0.654554814552138
1351920.62733266948-1.62733266948002
1361922.8328678522258-3.83286785222581
1372022.0710595177597-2.07105951775965
1382321.3932453453271.60675465467295
1391720.2204281949549-3.22042819495492
1401722.5158548399329-5.51585483993291
1411719.6490080600547-2.64900806005468
1422124.0813306672545-3.08133066725446
1432123.9449545369319-2.94495453693186
1441820.6650625429321-2.66506254293214
1451920.1098547493404-1.10985474934043
1462024.2900101615384-4.29001016153838
1471517.6814817408554-2.68148174085542
1482421.55555491219712.44444508780293
1492017.93995064964972.06004935035033
1502222.2540686796497-0.254068679649658
1511315.6183134640767-2.61831346407671
1521917.88589379986251.11410620013753
1532121.2774151677469-0.277415167746945
1542322.48369687599430.516303124005703
1551622.0445536366044-6.04455363660443
1562622.07289158947833.92710841052169
1572122.1738873024122-1.17388730241223
1582120.10468558914510.895314410854858
1592423.188204511610.811795488390044


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
150.9910899284354470.01782014312910540.00891007156455272
160.9789930761537670.04201384769246580.0210069238462329
170.9582323405019660.08353531899606840.0417676594980342
180.9284799737602770.1430400524794470.0715200262397233
190.9219148945979640.1561702108040720.0780851054020359
200.9408727456067950.118254508786410.0591272543932048
210.9676516166485740.06469676670285130.0323483833514256
220.9541071228191720.09178575436165660.0458928771808283
230.9315329853877780.1369340292244440.0684670146122219
240.9008286886933320.1983426226133360.0991713113066681
250.8666276132730070.2667447734539860.133372386726993
260.8645066872324540.2709866255350920.135493312767546
270.8216655475927460.3566689048145070.178334452407254
280.7817841672645940.4364316654708120.218215832735406
290.8069567644268960.3860864711462090.193043235573104
300.7645940335754450.4708119328491110.235405966424555
310.7150036960600860.5699926078798280.284996303939914
320.6652233594444310.6695532811111380.334776640555569
330.6142927271582530.7714145456834950.385707272841747
340.5506093870421420.8987812259157170.449390612957858
350.5283169689455010.9433660621089990.471683031054499
360.6254470780098260.7491058439803480.374552921990174
370.5643906437476040.8712187125047910.435609356252396
380.5088395570037470.9823208859925060.491160442996253
390.4669482941092780.9338965882185550.533051705890722
400.4274238804641970.8548477609283940.572576119535803
410.3908752351400160.7817504702800320.609124764859984
420.3369580030707020.6739160061414030.663041996929298
430.2865077861800010.5730155723600010.71349221382
440.2519517143830350.503903428766070.748048285616965
450.3904741840758630.7809483681517270.609525815924137
460.3386030675866070.6772061351732140.661396932413393
470.3304018060441880.6608036120883760.669598193955812
480.3202807385788850.640561477157770.679719261421115
490.2742916240703520.5485832481407050.725708375929648
500.2369299778134990.4738599556269980.763070022186501
510.2178286772160250.4356573544320510.782171322783975
520.2285800481113150.4571600962226310.771419951888685
530.2257612863858130.4515225727716270.774238713614187
540.1873304454767870.3746608909535740.812669554523213
550.1618906902962480.3237813805924960.838109309703752
560.1358184491857760.2716368983715530.864181550814224
570.1156895631441220.2313791262882440.884310436855878
580.0995442952146910.1990885904293820.900455704785309
590.0845276793080290.1690553586160580.915472320691971
600.06613968610465860.1322793722093170.933860313895341
610.08447735044225220.1689547008845040.915522649557748
620.2537801870533560.5075603741067120.746219812946644
630.7021292261384270.5957415477231470.297870773861573
640.9239344970264530.1521310059470940.0760655029735472
650.9082029578965510.1835940842068980.091797042103449
660.9192124399007940.1615751201984110.0807875600992057
670.91842337462680.1631532507463980.0815766253731991
680.8982855573165620.2034288853668760.101714442683438
690.9100067007883210.1799865984233580.089993299211679
700.8890990090561770.2218019818876470.110900990943823
710.8686567982317480.2626864035365050.131343201768252
720.8458434157318270.3083131685363450.154156584268173
730.8242693374969320.3514613250061360.175730662503068
740.7967575977333030.4064848045333930.203242402266697
750.7898334112383270.4203331775233470.210166588761673
760.8024100468248450.3951799063503110.197589953175155
770.7883846211675230.4232307576649540.211615378832477
780.7533839317895220.4932321364209560.246616068210478
790.7539014819782030.4921970360435950.246098518021797
800.7380617471950060.5238765056099890.261938252804994
810.7244221802043560.5511556395912880.275577819795644
820.744869339141940.5102613217161190.25513066085806
830.7724884214963870.4550231570072260.227511578503613
840.7388523751805490.5222952496389020.261147624819451
850.7477066064162840.5045867871674320.252293393583716
860.723671336633690.5526573267326190.276328663366309
870.6817299099743540.6365401800512920.318270090025646
880.784955498359490.430089003281020.21504450164051
890.7694338389856890.4611323220286230.230566161014311
900.7990465460492160.4019069079015680.200953453950784
910.77723358578850.4455328284229990.2227664142115
920.753196435829290.4936071283414190.246803564170709
930.712325856919010.5753482861619790.287674143080989
940.6687766693251210.6624466613497580.331223330674879
950.627791860221220.7444162795575590.372208139778779
960.5794361222898430.8411277554203140.420563877710157
970.6108031917211420.7783936165577150.389196808278858
980.563059882521690.8738802349566210.436940117478311
990.5154197262827140.9691605474345720.484580273717286
1000.4933080760481130.9866161520962250.506691923951887
1010.4831562049535240.9663124099070480.516843795046476
1020.4679533483025180.9359066966050360.532046651697482
1030.4209042247794360.8418084495588730.579095775220564
1040.3894791192913420.7789582385826830.610520880708658
1050.3625253520151430.7250507040302870.637474647984857
1060.433324250141310.8666485002826190.56667574985869
1070.4288956741352230.8577913482704450.571104325864777
1080.4314114293317380.8628228586634770.568588570668262
1090.3903700711076510.7807401422153020.609629928892349
1100.3527407320545510.7054814641091030.647259267945449
1110.3681909266559830.7363818533119670.631809073344017
1120.3663249384925120.7326498769850240.633675061507488
1130.3257038791256790.6514077582513580.674296120874321
1140.4485440383779670.8970880767559330.551455961622033
1150.3947966711196650.789593342239330.605203328880335
1160.4061951530916280.8123903061832560.593804846908372
1170.4285637707958340.8571275415916680.571436229204166
1180.3721167197848510.7442334395697020.627883280215149
1190.6212112166464730.7575775667070540.378788783353527
1200.6405588630339350.7188822739321290.359441136966065
1210.5871040629162230.8257918741675540.412895937083777
1220.6251051064369660.7497897871260690.374894893563034
1230.6174444495788510.7651111008422970.382555550421149
1240.5554869265145080.8890261469709830.444513073485492
1250.5042777688602290.9914444622795420.495722231139771
1260.4705499176530220.9410998353060430.529450082346979
1270.4800325126798730.9600650253597450.519967487320127
1280.4126649224145960.8253298448291930.587335077585404
1290.635141235341140.7297175293177190.364858764658859
1300.594301002917110.811397994165780.40569899708289
1310.7994014648230380.4011970703539240.200598535176962
1320.7382036274549230.5235927450901530.261796372545077
1330.6886521006771160.6226957986457670.311347899322884
1340.6193247815858820.7613504368282360.380675218414118
1350.5429985982799510.9140028034400980.457001401720049
1360.468036793584560.936073587169120.53196320641544
1370.3822355398996550.764471079799310.617764460100345
1380.3261071844389640.6522143688779270.673892815561036
1390.2722577657705680.5445155315411370.727742234229432
1400.308337983616510.616675967233020.69166201638349
1410.2251189626066450.4502379252132910.774881037393355
1420.15891998168850.3178399633769990.8410800183115
1430.1161922857274140.2323845714548280.883807714272586
1440.06795274302209460.1359054860441890.932047256977905


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level20.0153846153846154OK
10% type I error level50.0384615384615385OK