Multiple Linear Regression - Estimated Regression Equation |
Doubts[t] = + 7.47325443163413 + 0.246741956415152Concern[t] -0.111829096401947Expectations[t] + 0.144344598465124Criticism[t] -0.191710784726768Standards[t] + 0.105802868004161Organization[t] + 0.00078421221897491Time[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) | 7.47325443163413 | 1.57409 | 4.7477 | 5e-06 | 2e-06 |
Concern | 0.246741956415152 | 0.039835 | 6.1941 | 0 | 0 |
Expectations | -0.111829096401947 | 0.073618 | -1.5191 | 0.130826 | 0.065413 |
Criticism | 0.144344598465124 | 0.092378 | 1.5625 | 0.12024 | 0.06012 |
Standards | -0.191710784726768 | 0.056446 | -3.3963 | 0.000872 | 0.000436 |
Organization | 0.105802868004161 | 0.05638 | 1.8766 | 0.062488 | 0.031244 |
Time | 0.00078421221897491 | 0.000476 | 1.6492 | 0.101178 | 0.050589 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.502906482662687 |
R-squared | 0.252914930304155 |
Adjusted R-squared | 0.223424730184582 |
F-TEST (value) | 8.57623648800857 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 152 |
p-value | 4.93064412632194e-08 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.46791871367676 |
Sum Squared Residuals | 925.774662152027 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 14 | 12.2332116541052 | 1.76678834589478 |
2 | 11 | 11.7831286943728 | -0.783128694372844 |
3 | 6 | 8.03349367414476 | -2.03349367414476 |
4 | 12 | 10.9148455296688 | 1.08515447033121 |
5 | 8 | 9.86354312917616 | -1.86354312917616 |
6 | 10 | 10.2714153370361 | -0.271415337036119 |
7 | 10 | 9.71502909654533 | 0.284970903454673 |
8 | 11 | 9.70383896870502 | 1.29616103129498 |
9 | 16 | 10.800484151254 | 5.199515848746 |
10 | 11 | 10.0158041717835 | 0.984195828216502 |
11 | 13 | 12.3823820204443 | 0.61761797955569 |
12 | 12 | 12.9655424769816 | -0.965542476981638 |
13 | 8 | 12.9390061386545 | -4.93900613865447 |
14 | 12 | 10.6350101634779 | 1.36498983652214 |
15 | 11 | 9.15401041069645 | 1.84598958930355 |
16 | 4 | 7.24158897138357 | -3.24158897138358 |
17 | 9 | 10.9658984216116 | -1.96589842161165 |
18 | 8 | 9.81213057849738 | -1.81213057849739 |
19 | 8 | 9.9601736662382 | -1.96017366623820 |
20 | 14 | 12.7114553850783 | 1.28854461492166 |
21 | 15 | 12.2202626570737 | 2.77973734292628 |
22 | 16 | 13.6492958519106 | 2.35070414808939 |
23 | 9 | 11.6637059474469 | -2.66370594744695 |
24 | 14 | 14.3583168219588 | -0.358316821958762 |
25 | 11 | 11.3618526589849 | -0.361852658984872 |
26 | 8 | 9.31473072224958 | -1.31473072224958 |
27 | 9 | 9.53213907375598 | -0.53213907375598 |
28 | 9 | 11.5887024539669 | -2.58870245396692 |
29 | 9 | 10.4400601444275 | -1.44006014442754 |
30 | 9 | 9.4395977278126 | -0.439597727812599 |
31 | 10 | 11.7735460248492 | -1.77354602484916 |
32 | 16 | 11.7142839728660 | 4.28571602713403 |
33 | 11 | 9.12282121767261 | 1.87717878232739 |
34 | 8 | 9.94729264202712 | -1.94729264202712 |
35 | 9 | 8.80278951764046 | 0.197210482359536 |
36 | 16 | 13.2647857948188 | 2.73521420518124 |
37 | 11 | 12.6298061289154 | -1.62980612891540 |
38 | 16 | 9.56636236815538 | 6.43363763184462 |
39 | 12 | 12.6219141405575 | -0.62191414055751 |
40 | 12 | 10.4205038864182 | 1.57949611358175 |
41 | 14 | 12.4264133322057 | 1.57358666779426 |
42 | 9 | 10.4443875981524 | -1.44438759815237 |
43 | 10 | 10.6302760676848 | -0.630276067684837 |
44 | 9 | 8.41285649951002 | 0.587143500489982 |
45 | 10 | 10.0605970475122 | -0.0605970475122338 |
46 | 12 | 10.2162227403744 | 1.78377725962557 |
47 | 14 | 11.4976254626734 | 2.50237453732661 |
48 | 14 | 12.0583959174247 | 1.94160408257527 |
49 | 10 | 12.2699104652829 | -2.26991046528291 |
50 | 14 | 10.0838079571160 | 3.91619204288402 |
51 | 16 | 12.1537183567663 | 3.84628164323374 |
52 | 9 | 10.4080720919727 | -1.40807209197273 |
53 | 10 | 11.4860241642348 | -1.48602416423478 |
54 | 6 | 9.04630480316662 | -3.04630480316662 |
55 | 8 | 11.2012190384819 | -3.20121903848192 |
56 | 13 | 12.4077706211257 | 0.592229378874307 |
57 | 10 | 10.7955707721772 | -0.79557077217719 |
58 | 8 | 8.97843353799814 | -0.978433537998137 |
59 | 7 | 9.25669117887252 | -2.25669117887252 |
60 | 15 | 9.93723097316711 | 5.06276902683289 |
61 | 9 | 9.8233367355582 | -0.823336735558207 |
62 | 10 | 10.2195910413457 | -0.219591041345750 |
63 | 12 | 10.1137527188050 | 1.88624728119504 |
64 | 13 | 10.4880074166183 | 2.51199258338166 |
65 | 10 | 8.50922841505382 | 1.49077158494618 |
66 | 11 | 11.7558457066626 | -0.755845706662588 |
67 | 8 | 13.5390973756636 | -5.53909737566361 |
68 | 9 | 9.1136956908828 | -0.113695690882796 |
69 | 13 | 8.57700023764982 | 4.42299976235018 |
70 | 11 | 10.3892631889348 | 0.610736811065243 |
71 | 8 | 12.8169921451353 | -4.81699214513528 |
72 | 9 | 10.9750928729583 | -1.97509287295826 |
73 | 9 | 12.2008612179035 | -3.20086121790354 |
74 | 15 | 12.3149501349260 | 2.68504986507395 |
75 | 9 | 11.0627938181380 | -2.06279381813795 |
76 | 10 | 11.5371291738712 | -1.53712917387119 |
77 | 14 | 8.85910601391733 | 5.14089398608267 |
78 | 12 | 10.8621735758763 | 1.13782642412371 |
79 | 12 | 11.0652322321941 | 0.934767767805863 |
80 | 11 | 11.5513942484139 | -0.551394248413907 |
81 | 14 | 11.4818101195682 | 2.51818988043184 |
82 | 6 | 11.5198774729132 | -5.51987747291315 |
83 | 12 | 11.2971445690057 | 0.702855430994276 |
84 | 8 | 10.0042506590629 | -2.00425065906291 |
85 | 14 | 12.4070975513490 | 1.59290244865095 |
86 | 11 | 10.8904995581690 | 0.109500441831029 |
87 | 10 | 9.88605471850173 | 0.113945281498267 |
88 | 14 | 10.1601326751095 | 3.83986732489046 |
89 | 12 | 11.8902147364706 | 0.109785263529372 |
90 | 10 | 11.0034395261537 | -1.00343952615374 |
91 | 14 | 12.9197933882695 | 1.08020661173051 |
92 | 5 | 8.99164437425524 | -3.99164437425524 |
93 | 11 | 10.4157158987174 | 0.584284101282608 |
94 | 10 | 10.3703698902126 | -0.370369890212591 |
95 | 9 | 11.3849025088244 | -2.38490250882443 |
96 | 10 | 11.2438482309453 | -1.24384823094527 |
97 | 16 | 15.0766093687621 | 0.923390631237886 |
98 | 13 | 12.7048508259988 | 0.295149174001184 |
99 | 9 | 10.8939000661556 | -1.89390006615560 |
100 | 10 | 11.3417193884507 | -1.3417193884507 |
101 | 10 | 10.8830217158585 | -0.883021715858534 |
102 | 7 | 9.46168471635747 | -2.46168471635747 |
103 | 9 | 9.62973979688686 | -0.629739796886863 |
104 | 8 | 10.2091805605624 | -2.20918056056239 |
105 | 14 | 12.7519490787475 | 1.24805092125254 |
106 | 14 | 11.6766424024919 | 2.32335759750806 |
107 | 8 | 11.0316556205765 | -3.03165562057653 |
108 | 9 | 11.5000012063194 | -2.50000120631942 |
109 | 14 | 11.7443694436946 | 2.25563055630543 |
110 | 14 | 10.7275945748817 | 3.27240542511827 |
111 | 8 | 9.79765924036386 | -1.79765924036386 |
112 | 8 | 13.5734367608051 | -5.57343676080506 |
113 | 8 | 11.3361615474807 | -3.33616154748066 |
114 | 7 | 8.4950420371341 | -1.4950420371341 |
115 | 6 | 7.3474157870404 | -1.34741578704041 |
116 | 8 | 9.34873114203093 | -1.34873114203093 |
117 | 6 | 8.28221095627665 | -2.28221095627665 |
118 | 11 | 9.8584082404761 | 1.14159175952389 |
119 | 14 | 11.784363469849 | 2.21563653015099 |
120 | 11 | 11.1104437069811 | -0.110443706981125 |
121 | 11 | 11.9974163414266 | -0.997416341426569 |
122 | 11 | 9.19606079188431 | 1.80393920811569 |
123 | 14 | 10.3470848191907 | 3.65291518080926 |
124 | 8 | 10.3320739391197 | -2.33207393911968 |
125 | 20 | 11.4098550822654 | 8.59014491773456 |
126 | 11 | 10.2554295322568 | 0.744570467743242 |
127 | 8 | 9.1165046294495 | -1.11650462944949 |
128 | 11 | 10.6609746912370 | 0.339025308763027 |
129 | 10 | 10.5694490964196 | -0.569449096419625 |
130 | 14 | 13.5702125569339 | 0.42978744306611 |
131 | 11 | 10.4773717393613 | 0.522628260638734 |
132 | 9 | 10.6226581695311 | -1.62265816953110 |
133 | 9 | 9.65307314391648 | -0.65307314391648 |
134 | 8 | 10.1412980275125 | -2.14129802751249 |
135 | 10 | 11.9931543524394 | -1.99315435243945 |
136 | 13 | 10.6272421396325 | 2.37275786036745 |
137 | 13 | 10.2615114061883 | 2.7384885938117 |
138 | 12 | 9.30469987998887 | 2.69530012001113 |
139 | 8 | 10.2751602523702 | -2.27516025237017 |
140 | 13 | 10.9349276892883 | 2.06507231071165 |
141 | 14 | 12.4358476370457 | 1.56415236295426 |
142 | 12 | 11.5964601840543 | 0.403539815945663 |
143 | 14 | 10.8265529975164 | 3.17344700248358 |
144 | 15 | 11.2441382719679 | 3.75586172803209 |
145 | 13 | 14.1351354883011 | -1.13513548830110 |
146 | 16 | 11.7367516513755 | 4.26324834862451 |
147 | 9 | 11.8970837246303 | -2.89708372463025 |
148 | 9 | 10.4257500610686 | -1.42575006106859 |
149 | 9 | 11.0490897011570 | -2.04908970115697 |
150 | 8 | 11.3025504625713 | -3.30255046257126 |
151 | 7 | 9.96492669641727 | -2.96492669641727 |
152 | 16 | 11.8668176039625 | 4.13318239603754 |
153 | 11 | 13.1669923249122 | -2.16699232491221 |
154 | 9 | 9.96199394897339 | -0.961993948973386 |
155 | 11 | 9.70637373227855 | 1.29362626772145 |
156 | 9 | 9.79759721826525 | -0.797597218265245 |
157 | 14 | 12.4394044834054 | 1.56059551659457 |
158 | 13 | 10.9620909258838 | 2.0379090741162 |
159 | 16 | 14.2238620943191 | 1.77613790568094 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.173197259770479 | 0.346394519540958 | 0.826802740229521 |
11 | 0.273907888038019 | 0.547815776076038 | 0.726092111961981 |
12 | 0.158192279437898 | 0.316384558875796 | 0.841807720562102 |
13 | 0.854289793723402 | 0.291420412553197 | 0.145710206276598 |
14 | 0.795270669647719 | 0.409458660704562 | 0.204729330352281 |
15 | 0.721312026543243 | 0.557375946913513 | 0.278687973456757 |
16 | 0.766232092342619 | 0.467535815314762 | 0.233767907657381 |
17 | 0.74304904246318 | 0.513901915073641 | 0.256950957536820 |
18 | 0.721458620836174 | 0.557082758327653 | 0.278541379163826 |
19 | 0.652173790202345 | 0.69565241959531 | 0.347826209797655 |
20 | 0.639326806453078 | 0.721346387093844 | 0.360673193546922 |
21 | 0.626853099723956 | 0.746293800552087 | 0.373146900276044 |
22 | 0.614054125421809 | 0.771891749156382 | 0.385945874578191 |
23 | 0.5934109691749 | 0.8131780616502 | 0.4065890308251 |
24 | 0.55819204056871 | 0.88361591886258 | 0.44180795943129 |
25 | 0.485411645902276 | 0.970823291804552 | 0.514588354097724 |
26 | 0.418696709542333 | 0.837393419084665 | 0.581303290457667 |
27 | 0.352552818354199 | 0.705105636708398 | 0.647447181645801 |
28 | 0.350011735534441 | 0.700023471068882 | 0.649988264465559 |
29 | 0.302643542941081 | 0.605287085882162 | 0.697356457058919 |
30 | 0.247441266081039 | 0.494882532162078 | 0.752558733918961 |
31 | 0.235031213010194 | 0.470062426020388 | 0.764968786989806 |
32 | 0.301402051117222 | 0.602804102234444 | 0.698597948882778 |
33 | 0.267465099797721 | 0.534930199595442 | 0.732534900202279 |
34 | 0.252029277415976 | 0.504058554831952 | 0.747970722584024 |
35 | 0.208926429094547 | 0.417852858189095 | 0.791073570905453 |
36 | 0.178773348834503 | 0.357546697669005 | 0.821226651165497 |
37 | 0.15870507841515 | 0.3174101568303 | 0.84129492158485 |
38 | 0.340678938147761 | 0.681357876295521 | 0.659321061852239 |
39 | 0.370234002668579 | 0.740468005337158 | 0.629765997331421 |
40 | 0.344940287128443 | 0.689880574256886 | 0.655059712871557 |
41 | 0.326462741000383 | 0.652925482000765 | 0.673537258999617 |
42 | 0.290647774972176 | 0.581295549944352 | 0.709352225027824 |
43 | 0.250409067091932 | 0.500818134183865 | 0.749590932908068 |
44 | 0.211942796848789 | 0.423885593697578 | 0.788057203151211 |
45 | 0.174950920706222 | 0.349901841412443 | 0.825049079293778 |
46 | 0.150196776334395 | 0.300393552668790 | 0.849803223665605 |
47 | 0.153176201678914 | 0.306352403357828 | 0.846823798321086 |
48 | 0.156254805504373 | 0.312509611008746 | 0.843745194495627 |
49 | 0.151033742661009 | 0.302067485322019 | 0.84896625733899 |
50 | 0.167033579681665 | 0.33406715936333 | 0.832966420318335 |
51 | 0.240020822358969 | 0.480041644717938 | 0.75997917764103 |
52 | 0.214610456289071 | 0.429220912578143 | 0.785389543710929 |
53 | 0.189150306477050 | 0.378300612954101 | 0.81084969352295 |
54 | 0.209967072215288 | 0.419934144430575 | 0.790032927784712 |
55 | 0.231001344244210 | 0.462002688488421 | 0.76899865575579 |
56 | 0.195355125242636 | 0.390710250485273 | 0.804644874757364 |
57 | 0.16557225611368 | 0.33114451222736 | 0.83442774388632 |
58 | 0.144413984110149 | 0.288827968220298 | 0.855586015889851 |
59 | 0.146026999935799 | 0.292053999871598 | 0.853973000064201 |
60 | 0.219558606936411 | 0.439117213872822 | 0.780441393063589 |
61 | 0.187084904120101 | 0.374169808240203 | 0.812915095879899 |
62 | 0.156432141297783 | 0.312864282595566 | 0.843567858702217 |
63 | 0.149778883373045 | 0.299557766746091 | 0.850221116626955 |
64 | 0.154528473106934 | 0.309056946213868 | 0.845471526893066 |
65 | 0.132164181163122 | 0.264328362326243 | 0.867835818836878 |
66 | 0.108758892830893 | 0.217517785661786 | 0.891241107169107 |
67 | 0.233561662603693 | 0.467123325207387 | 0.766438337396307 |
68 | 0.198328478985759 | 0.396656957971519 | 0.80167152101424 |
69 | 0.286183082686903 | 0.572366165373806 | 0.713816917313097 |
70 | 0.249386010402551 | 0.498772020805102 | 0.750613989597449 |
71 | 0.390245451733287 | 0.780490903466573 | 0.609754548266713 |
72 | 0.400270317923234 | 0.800540635846468 | 0.599729682076766 |
73 | 0.419250010304747 | 0.838500020609494 | 0.580749989695253 |
74 | 0.444039215143047 | 0.888078430286094 | 0.555960784856953 |
75 | 0.423568586474444 | 0.847137172948887 | 0.576431413525556 |
76 | 0.39617255980595 | 0.7923451196119 | 0.60382744019405 |
77 | 0.568101286622599 | 0.863797426754802 | 0.431898713377401 |
78 | 0.533406191117502 | 0.933187617764996 | 0.466593808882498 |
79 | 0.492877788034578 | 0.985755576069156 | 0.507122211965422 |
80 | 0.449473990386641 | 0.898947980773282 | 0.550526009613359 |
81 | 0.445106048258516 | 0.890212096517033 | 0.554893951741484 |
82 | 0.631942719683474 | 0.736114560633053 | 0.368057280316526 |
83 | 0.589391303044569 | 0.821217393910862 | 0.410608696955431 |
84 | 0.570347880449597 | 0.859304239100806 | 0.429652119550403 |
85 | 0.540085632129906 | 0.919828735740189 | 0.459914367870094 |
86 | 0.495503093087175 | 0.99100618617435 | 0.504496906912825 |
87 | 0.448873981446928 | 0.897747962893856 | 0.551126018553072 |
88 | 0.527240942336692 | 0.945518115326616 | 0.472759057663308 |
89 | 0.482895481290959 | 0.965790962581918 | 0.517104518709041 |
90 | 0.443305356566582 | 0.886610713133165 | 0.556694643433418 |
91 | 0.406475304156725 | 0.81295060831345 | 0.593524695843275 |
92 | 0.467821017418560 | 0.935642034837121 | 0.53217898258144 |
93 | 0.426338586035084 | 0.852677172070167 | 0.573661413964916 |
94 | 0.384230231831992 | 0.768460463663984 | 0.615769768168008 |
95 | 0.379362915115978 | 0.758725830231955 | 0.620637084884022 |
96 | 0.344779992539524 | 0.689559985079047 | 0.655220007460476 |
97 | 0.324048143441059 | 0.648096286882118 | 0.675951856558941 |
98 | 0.283098339856433 | 0.566196679712866 | 0.716901660143567 |
99 | 0.265020556158495 | 0.53004111231699 | 0.734979443841505 |
100 | 0.237012639429637 | 0.474025278859273 | 0.762987360570363 |
101 | 0.205382099399729 | 0.410764198799458 | 0.794617900600271 |
102 | 0.198505146337349 | 0.397010292674697 | 0.801494853662651 |
103 | 0.166802371210806 | 0.333604742421611 | 0.833197628789194 |
104 | 0.159092442030445 | 0.318184884060889 | 0.840907557969555 |
105 | 0.135927420603657 | 0.271854841207315 | 0.864072579396343 |
106 | 0.132025857949457 | 0.264051715898913 | 0.867974142050543 |
107 | 0.142860866705681 | 0.285721733411361 | 0.85713913329432 |
108 | 0.146690648297019 | 0.293381296594038 | 0.853309351702981 |
109 | 0.137531909140799 | 0.275063818281598 | 0.862468090859201 |
110 | 0.160969500698802 | 0.321939001397604 | 0.839030499301198 |
111 | 0.141828832631687 | 0.283657665263374 | 0.858171167368313 |
112 | 0.335526718837888 | 0.671053437675775 | 0.664473281162112 |
113 | 0.419280900145971 | 0.838561800291941 | 0.580719099854029 |
114 | 0.382704359781257 | 0.765408719562515 | 0.617295640218743 |
115 | 0.369947420920901 | 0.739894841841801 | 0.6300525790791 |
116 | 0.327536871881042 | 0.655073743762084 | 0.672463128118958 |
117 | 0.312314593609307 | 0.624629187218614 | 0.687685406390693 |
118 | 0.273466021175358 | 0.546932042350715 | 0.726533978824642 |
119 | 0.25582327982725 | 0.5116465596545 | 0.74417672017275 |
120 | 0.214126813557713 | 0.428253627115426 | 0.785873186442287 |
121 | 0.190179778407857 | 0.380359556815713 | 0.809820221592143 |
122 | 0.178769744166124 | 0.357539488332249 | 0.821230255833876 |
123 | 0.191291143452804 | 0.382582286905609 | 0.808708856547196 |
124 | 0.201849232129082 | 0.403698464258164 | 0.798150767870918 |
125 | 0.769118573779935 | 0.46176285244013 | 0.230881426220065 |
126 | 0.733293881004225 | 0.53341223799155 | 0.266706118995775 |
127 | 0.682288743737281 | 0.635422512525438 | 0.317711256262719 |
128 | 0.623215537331073 | 0.753568925337853 | 0.376784462668927 |
129 | 0.56082038712176 | 0.87835922575648 | 0.43917961287824 |
130 | 0.499280335418379 | 0.998560670836758 | 0.500719664581621 |
131 | 0.440621738754771 | 0.881243477509541 | 0.559378261245229 |
132 | 0.384752309929138 | 0.769504619858277 | 0.615247690070862 |
133 | 0.321911670721122 | 0.643823341442245 | 0.678088329278878 |
134 | 0.280624190830818 | 0.561248381661637 | 0.719375809169182 |
135 | 0.247531765233157 | 0.495063530466314 | 0.752468234766843 |
136 | 0.233455887137588 | 0.466911774275176 | 0.766544112862412 |
137 | 0.267275884150423 | 0.534551768300846 | 0.732724115849577 |
138 | 0.279501688434267 | 0.559003376868534 | 0.720498311565733 |
139 | 0.280281538643503 | 0.560563077287005 | 0.719718461356497 |
140 | 0.221413321284013 | 0.442826642568026 | 0.778586678715987 |
141 | 0.166386519982344 | 0.332773039964689 | 0.833613480017656 |
142 | 0.122387060065051 | 0.244774120130101 | 0.87761293993495 |
143 | 0.155574180500688 | 0.311148361001376 | 0.844425819499312 |
144 | 0.144026865613261 | 0.288053731226522 | 0.855973134386739 |
145 | 0.135733966506997 | 0.271467933013994 | 0.864266033493003 |
146 | 0.191930262841260 | 0.383860525682519 | 0.80806973715874 |
147 | 0.155085798761212 | 0.310171597522423 | 0.844914201238788 |
148 | 0.0929256594203078 | 0.185851318840616 | 0.907074340579692 |
149 | 0.056362116530027 | 0.112724233060054 | 0.943637883469973 |
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 | 0 | 0 | OK |
10% type I error level | 0 | 0 | OK |