Multiple Linear Regression - Estimated Regression Equation
Conn[t] = + 33.2324706807633 + 0.158472808251304Happ[t] -0.0645138156938048Depr[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)33.23247068076332.82220611.775400
Happ0.1584728082513040.1349131.17460.2418980.120949
Depr-0.06451381569380480.099608-0.64770.5181270.259064


Multiple Linear Regression - Regression Statistics
Multiple R0.151458819815009
R-squared0.0229397740997553
Adjusted R-squared0.0106497083651611
F-TEST (value)1.86652981319571
F-TEST (DF numerator)2
F-TEST (DF denominator)159
p-value0.158032381913384
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.35710886629123
Sum Squared Residuals1791.95861048086


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
14134.67692420795646.32307579204359
23935.3753292566553.624670743345
33034.0724781518145-4.07247815181446
43134.3599785914534-3.35997859145337
53434.4132454832143-0.413245483214345
63535.3108154409612-0.310815440961197
73934.03178605101794.96821394898207
83434.7414380236498-0.741438023649784
93634.96442464759491.03557535240511
103734.77088320051352.22911679948652
113835.28137026409752.7186297359025
123635.72734351198770.272656488012279
133833.84949152786934.15050847213065
143934.8648421930714.13515780692902
153335.4398430723488-2.43984307234881
163234.5478965765684-2.54789657656837
173634.54789657656841.45210342343163
183835.21685644840372.7831435515963
193934.80595183934364.19404816065641
203234.9293560087648-2.92935600876478
213235.6333845194302-3.63338451943022
223134.0724781518145-3.07247815181446
233934.6769242079564.32307579204402
243734.23095096006582.76904903993424
253935.21685644840373.7831435515963
264134.07810161378096.92189838621913
273635.05838364015240.941616359847607
283334.4833827608746-1.48338276087456
293334.7063693848197-1.70636938481967
303434.1369919675083-0.136991967508261
313135.18741127154-4.18741127154
322734.3249099526233-7.32490995262326
333735.28137026409751.71862973590250
343434.8999108319011-0.899910831901089
353434.6124103922622-0.612410392262174
363235.2519250872338-3.25192508723381
372933.368449641149-4.36844964114902
383634.83539701620731.16460298379272
392935.2813702640975-6.2813702640975
403534.64747903109230.352520968907715
413735.02893846328871.9710615367113
423434.864842193071-0.864842193070979
433835.25192508723382.74807491276619
443534.23095096006580.769049039934239
453834.42449240714723.57550759285282
463734.13699196750832.86300803249174
473835.02893846328872.9710615367113
483334.8999108319011-1.89991083190109
493634.95880118562851.04119881437152
503834.58296521539853.41703478460152
513235.1228974558462-3.1228974558462
523234.5478965765684-2.54789657656837
533233.8144228890392-1.81442288903924
543434.2309509600658-0.230950960065761
553234.4244924071472-2.42449240714718
563734.83539701620732.16460298379272
573934.92935600876484.07064399123522
582935.0289384632887-6.0289384632887
593734.4890062228412.51099377715902
603534.16643714437200.833562855628044
613033.2099768328977-3.20997683289771
623834.51845139970473.48154860029532
633434.2015057832021-0.201505783202066
643134.5478965765684-3.54789657656837
653434.7708832005135-0.77088320051348
663534.10754679064460.892453209355433
673633.87893670473302.12106329526696
683034.3599785914534-4.35997859145337
693934.77088320051354.22911679948652
703534.70636938481970.293630615180326
713834.61241039226223.38758960773783
723134.8003283773772-3.80032837737717
733434.7708832005135-0.77088320051348
743834.96442464759493.03557535240511
753434.5829652153985-0.58296521539848
763933.90838188159675.09161811840326
773735.08782881701611.91217118298391
783434.1958823212357-0.195882321235650
792834.7708832005135-6.77088320051348
803734.71199284678612.28800715321391
813334.8999108319011-1.89991083190109
823735.12289745584621.87710254415380
833535.0289384632887-0.0289384632886986
843734.99386982445862.00613017554141
853234.8353970162073-2.83539701620728
863334.6124103922622-1.61241039226218
873834.77088320051353.22911679948652
883334.676924207956-1.67692420795598
892934.3249099526233-5.32490995262326
903332.92247639325880.0775236067412003
913135.0878288170161-4.08782881701609
923634.32490995262331.67509004737674
933534.77088320051350.229116799486521
943234.4833827608746-2.48338276087456
952934.6474790310923-5.64747903109228
963935.05838364015243.94161635984761
973734.10192332867822.89807667132185
983534.74143802364980.258561976350216
993735.21685644840371.7831435515963
1003234.9644246475949-2.96442464759489
1013835.28137026409752.7186297359025
1023734.10192332867822.89807667132185
1033634.99386982445861.00613017554141
1043234.2660195988959-2.26601959889587
1053334.5773417534321-1.57734175343207
1064033.43296345684286.56703654315718
1073835.05838364015242.94161635984761
1084134.57734175343216.42265824656794
1093633.84949152786932.15050847213065
1104333.26886718662519.7311328133749
1113034.7063693848197-4.70636938481967
1123134.0079643361207-3.00796433612065
1133234.5829652153985-2.58296521539848
1143234.4833827608746-2.48338276087456
1153735.31081544096121.68918455903880
1163735.12289745584621.87710254415380
1173334.5478965765684-1.54789657656837
1183434.6124103922622-0.612410392262174
1193334.8704656550374-1.87046565503739
1203834.48338276087463.51661723912544
1213334.1664371443720-1.16643714437196
1223134.5478965765684-3.54789657656837
1233834.89991083190113.10008916809891
1243735.09345227898251.90654772101750
1253334.8999108319011-1.89991083190109
1263134.5829652153985-3.58296521539848
1273935.41039789548513.58960210451489
1284435.28137026409758.7186297359025
1293335.5338020649063-2.53380206490631
1303534.77088320051350.229116799486521
1313234.5829652153985-2.58296521539848
1322833.368449641149-5.36844964114902
1334034.96442464759495.03557535240511
1342734.6418555691259-7.64185556912587
1353734.83539701620732.16460298379272
1363234.864842193071-2.86484219307098
1372833.4918538105702-5.49185381057021
1383434.5478965765684-0.54789657656837
1393033.9434505204268-3.94345052042685
1403534.89991083190110.100089168098911
1413134.5184513997047-3.51845139970468
1423234.9644246475949-2.96442464759489
1433034.864842193071-4.86484219307098
1443034.676924207956-4.67692420795598
1453134.8353970162073-3.83539701620728
1464035.05838364015244.94161635984761
1473234.9938698244586-2.99386982445859
1483634.13699196750831.86300803249174
1493234.4244924071472-2.42449240714718
1503533.43296345684281.56703654315718
1513834.99386982445863.00613017554141
1524234.19588232123577.80411767876435
1533435.18741127154-1.18741127154000
1543534.35997859145340.64002140854663
1553533.43296345684281.56703654315718
1563334.1313685055418-1.13136850554185
1573634.32490995262331.67509004737674
1583234.5478965765684-2.54789657656837
1593335.5338020649063-2.53380206490631
1603434.7119928467861-0.71199284678609
1613233.9728956972905-1.97289569729054
1623434.2603961369295-0.260396136929455


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
60.8244485871330940.3511028257338110.175551412866906
70.8751529606767480.2496940786465030.124847039323252
80.7959718577346830.4080562845306350.204028142265317
90.7017325166214660.5965349667570680.298267483378534
100.6110175372713020.7779649254573960.388982462728698
110.511749282205380.976501435589240.48825071779462
120.4544159086180310.9088318172360620.545584091381969
130.5309355915643180.9381288168713640.469064408435682
140.4912428752380560.9824857504761120.508757124761944
150.5105852721619810.9788294556760370.489414727838019
160.519550469643450.96089906071310.48044953035655
170.4401643027305980.8803286054611970.559835697269402
180.3869446972693700.7738893945387410.61305530273063
190.4075915548911820.8151831097823630.592408445108819
200.4462293424955990.8924586849911990.553770657504401
210.471045273675120.942090547350240.52895472632488
220.4794420740565060.9588841481130120.520557925943494
230.5047837543105840.9904324913788310.495216245689416
240.4638690753018780.9277381506037550.536130924698123
250.4535113665255770.9070227330511530.546488633474423
260.6016598881693380.7966802236613250.398340111830662
270.5402671402008540.9194657195982920.459732859799146
280.5155954219905750.9688091560188510.484404578009425
290.4900695970038240.9801391940076470.509930402996176
300.44174461243780.88348922487560.5582553875622
310.5005426680478020.9989146639043950.499457331952198
320.7457488476906760.5085023046186490.254251152309324
330.7060186485642510.5879627028714980.293981351435749
340.6632597357118360.6734805285763290.336740264288164
350.6157294597753720.7685410804492560.384270540224628
360.6175186248301690.7649627503396620.382481375169831
370.663545956570110.6729080868597810.336454043429891
380.6164823305853530.7670353388292930.383517669414647
390.7364605521306130.5270788957387730.263539447869387
400.6914256939334500.6171486121330990.308574306066550
410.6569916762535030.6860166474929940.343008323746497
420.6109268740156120.7781462519687750.389073125984388
430.588167406332270.823665187335460.41183259366773
440.538740213388510.922519573222980.46125978661149
450.5339729173713330.9320541652573350.466027082628667
460.510498863164930.979002273670140.48950113683507
470.4906083289641380.9812166579282760.509391671035862
480.4613677966959680.9227355933919360.538632203304032
490.4175714625273440.8351429250546880.582428537472656
500.4091039696084140.8182079392168280.590896030391586
510.4090939390261660.8181878780523320.590906060973834
520.3923687297639770.7847374595279540.607631270236023
530.3610986816384020.7221973632768050.638901318361598
540.317417921078170.634835842156340.68258207892183
550.3046258332378510.6092516664757020.695374166762149
560.2787590694295130.5575181388590260.721240930570487
570.2968719693391770.5937439386783540.703128030660823
580.4047738409418120.8095476818836240.595226159058188
590.3811591436880130.7623182873760270.618840856311987
600.3387901056182120.6775802112364240.661209894381788
610.3355288852670760.6710577705341530.664471114732924
620.3359764064668430.6719528129336860.664023593533157
630.2953146181449110.5906292362898210.70468538185509
640.3005495361632330.6010990723264660.699450463836767
650.2632663321507220.5265326643014440.736733667849278
660.2297366650946680.4594733301893360.770263334905332
670.2098481702208370.4196963404416740.790151829779163
680.2354991657575540.4709983315151080.764500834242446
690.255769724343360.511539448686720.74423027565664
700.2202444673654610.4404889347309220.779755532634539
710.2200037145428330.4400074290856650.779996285457167
720.2303364941310340.4606729882620690.769663505868965
730.1987404049787310.3974808099574610.80125959502127
740.1922473124268350.384494624853670.807752687573165
750.1640440508606260.3280881017212510.835955949139374
760.2036901591229710.4073803182459410.79630984087703
770.1816932762457390.3633865524914780.81830672375426
780.1532803834429360.3065607668858730.846719616557064
790.2510564087535070.5021128175070140.748943591246493
800.2340355814940250.4680711629880510.765964418505975
810.2110116415421030.4220232830842060.788988358457897
820.1892859198149170.3785718396298340.810714080185083
830.1606760789154810.3213521578309630.839323921084519
840.1432389954957090.2864779909914190.85676100450429
850.1357268942054140.2714537884108270.864273105794586
860.1174036553654320.2348073107308650.882596344634568
870.1154686566929410.2309373133858820.884531343307059
880.09944869056046370.1988973811209270.900551309439536
890.1312955041763310.2625910083526620.86870449582367
900.1086157808109330.2172315616218660.891384219189067
910.1196640564572010.2393281129144020.880335943542799
920.1034130889162940.2068261778325880.896586911083706
930.08436289800977810.1687257960195560.915637101990222
940.07655538972899350.1531107794579870.923444610271007
950.1066571328522560.2133142657045110.893342867147744
960.1139926903890640.2279853807781280.886007309610936
970.1081884366535440.2163768733070880.891811563346456
980.08857807466933780.1771561493386760.911421925330662
990.07583572758016140.1516714551603230.924164272419839
1000.07094623425074490.1418924685014900.929053765749255
1010.06565440558260570.1313088111652110.934345594417394
1020.06175739968534110.1235147993706820.93824260031466
1030.04992603999224040.09985207998448090.95007396000776
1040.0427638620633790.0855277241267580.957236137936621
1050.03500165625843710.07000331251687430.964998343741563
1060.06838489616832590.1367697923366520.931615103831674
1070.06477095661599520.1295419132319900.935229043384005
1080.1121912405220720.2243824810441440.887808759477928
1090.1020645887089850.2041291774179700.897935411291015
1100.4262088980893820.8524177961787630.573791101910618
1110.4588232237786690.9176464475573380.541176776221331
1120.4372506382950250.8745012765900510.562749361704975
1130.4154493064503230.8308986129006460.584550693549677
1140.385033268715350.77006653743070.61496673128465
1150.3524657237883190.7049314475766380.647534276211681
1160.3200985463290950.6401970926581910.679901453670905
1170.2815163066336230.5630326132672450.718483693366377
1180.2408793734371750.4817587468743490.759120626562825
1190.2174565407532080.4349130815064160.782543459246792
1200.2395189097830750.479037819566150.760481090216925
1210.2034178221798010.4068356443596020.7965821778202
1220.1958100863750890.3916201727501790.80418991362491
1230.1907775757627060.3815551515254110.809222424237294
1240.1635527147402710.3271054294805430.836447285259729
1250.1401600802646830.2803201605293660.859839919735317
1260.1436852552573200.2873705105146410.85631474474268
1270.1406499134679570.2812998269359140.859350086532043
1280.4147684722466890.8295369444933780.585231527753311
1290.37055965044390.74111930088780.6294403495561
1300.3245077682060850.649015536412170.675492231793915
1310.3005348836319310.6010697672638620.699465116368069
1320.3480235160605030.6960470321210060.651976483939497
1330.4461266559330150.892253311866030.553873344066985
1340.6130521956940290.7738956086119420.386947804305971
1350.6047707891396390.7904584217207220.395229210860361
1360.5582698039941820.8834603920116350.441730196005818
1370.6757255785794110.6485488428411780.324274421420589
1380.6129832891717360.7740334216565280.387016710828264
1390.652522561446010.694954877107980.34747743855399
1400.596363863701750.8072722725964990.403636136298250
1410.5816093795063430.8367812409873150.418390620493657
1420.5323470193442820.9353059613114370.467652980655718
1430.5855180541012180.8289638917975640.414481945898782
1440.6417318209094630.7165363581810740.358268179090537
1450.6631472606344870.6737054787310250.336852739365513
1460.798024853193310.4039502936133820.201975146806691
1470.7727505042397370.4544989915205250.227249495760263
1480.7199751425909340.5600497148181320.280024857409066
1490.6763198077928690.6473603844142620.323680192207131
1500.5830280518919240.8339438962161530.416971948108076
1510.605086987736660.789826024526680.39491301226334
1520.9947492196539080.01050156069218420.0052507803460921
1530.9854401483717760.0291197032564480.014559851628224
1540.9639030835150650.07219383296986920.0360969164849346
1550.9238326947473770.1523346105052460.0761673052526229
1560.8238902262358660.3522195475282680.176109773764134


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level20.0132450331125828OK
10% type I error level60.0397350993377483OK