Multiple Linear Regression - Estimated Regression Equation |
Doubts[t] = + 7.37200247283272 + 0.246240482864769Concern[t] -0.112243025930271Expectations[t] + 0.144715731741287Criticism[t] -0.191116446549504Standards[t] + 0.107741225800187Organization[t] + 0.000776734503210637Time[t] + 0.000750661646830256t + 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) | 7.37200247283272 | 1.689027 | 4.3646 | 2.4e-05 | 1.2e-05 |
Concern | 0.246240482864769 | 0.040073 | 6.1448 | 0 | 0 |
Expectations | -0.112243025930271 | 0.073895 | -1.519 | 0.130863 | 0.065432 |
Criticism | 0.144715731741287 | 0.092701 | 1.5611 | 0.120592 | 0.060296 |
Standards | -0.191116446549504 | 0.056737 | -3.3685 | 0.000959 | 0.00048 |
Organization | 0.107741225800187 | 0.057712 | 1.8669 | 0.06386 | 0.03193 |
Time | 0.000776734503210637 | 0.000479 | 1.6213 | 0.107049 | 0.053525 |
t | 0.000750661646830256 | 0.004443 | 0.169 | 0.866054 | 0.433027 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.503046862684808 |
R-squared | 0.253056146057028 |
Adjusted R-squared | 0.218429609781526 |
F-TEST (value) | 7.30815649719095 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 151 |
p-value | 1.51923045033087e-07 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.47584311691768 |
Sum Squared Residuals | 925.599670077885 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 14 | 12.1834601696621 | 1.81653983033794 |
2 | 11 | 11.7291264973210 | -0.729126497321018 |
3 | 6 | 7.98610924770742 | -1.98610924770742 |
4 | 12 | 10.8606263297047 | 1.13937367029531 |
5 | 8 | 9.8033961448324 | -1.80339614483241 |
6 | 10 | 10.2304044517430 | -0.230404451742978 |
7 | 10 | 9.66822714956926 | 0.331772850430744 |
8 | 11 | 9.65340024446839 | 1.34659975553161 |
9 | 16 | 10.7459208642002 | 5.25407913579983 |
10 | 11 | 9.970049099318 | 1.02995090068200 |
11 | 13 | 12.3326966916268 | 0.667303308373247 |
12 | 12 | 12.8998673640540 | -0.89986736405405 |
13 | 8 | 12.8855005989489 | -4.88550059894887 |
14 | 12 | 10.5710891802730 | 1.42891081972697 |
15 | 11 | 9.1099225255926 | 1.89007747440740 |
16 | 4 | 7.21077097461015 | -3.21077097461015 |
17 | 9 | 10.9171899258221 | -1.91718992582208 |
18 | 8 | 9.7456502414804 | -1.7456502414804 |
19 | 8 | 9.9171569427426 | -1.91715694274260 |
20 | 14 | 12.6572866084330 | 1.34271339156703 |
21 | 15 | 12.1724568081204 | 2.82754319187957 |
22 | 16 | 13.5942267748638 | 2.4057732251362 |
23 | 9 | 11.6190846241025 | -2.61908462410249 |
24 | 14 | 14.3115767091764 | -0.311576709176407 |
25 | 11 | 11.3330084563338 | -0.333008456333843 |
26 | 8 | 9.28093981183246 | -1.28093981183246 |
27 | 9 | 9.4967210399075 | -0.496721039907497 |
28 | 9 | 11.5518815219408 | -2.55188152194075 |
29 | 9 | 10.4032374192336 | -1.40323741923359 |
30 | 9 | 9.40547456644657 | -0.405474566446572 |
31 | 10 | 11.7507809092979 | -1.75078090929788 |
32 | 16 | 11.6828688464878 | 4.31713115351218 |
33 | 11 | 9.07811152376447 | 1.92188847623553 |
34 | 8 | 9.9229267634327 | -1.92292676343270 |
35 | 9 | 8.76821782643792 | 0.231782173562084 |
36 | 16 | 13.2325884497779 | 2.76741155022207 |
37 | 11 | 12.5957102683807 | -1.59571026838072 |
38 | 16 | 9.53258455426656 | 6.46741544573344 |
39 | 12 | 12.5847062949031 | -0.58470629490306 |
40 | 12 | 10.3939363693879 | 1.60606363061212 |
41 | 14 | 12.4095672399643 | 1.59043276003568 |
42 | 9 | 10.4190090367503 | -1.41900903675034 |
43 | 10 | 10.5891299496888 | -0.589129949688844 |
44 | 9 | 8.38914357835763 | 0.610856421642369 |
45 | 10 | 10.0403672891197 | -0.0403672891196706 |
46 | 12 | 10.1978195540736 | 1.80218044592644 |
47 | 14 | 11.4755851953141 | 2.52441480468592 |
48 | 14 | 12.0389656162385 | 1.9610343837615 |
49 | 10 | 12.2465516266846 | -2.24655162668464 |
50 | 14 | 10.0558939990638 | 3.94410600093617 |
51 | 16 | 12.1362012630193 | 3.86379873698067 |
52 | 9 | 10.3922362374602 | -1.39223623746017 |
53 | 10 | 11.4773855068891 | -1.47738550688911 |
54 | 6 | 9.0177119797914 | -3.0177119797914 |
55 | 8 | 11.1789000945013 | -3.17890009450128 |
56 | 13 | 12.4017150208824 | 0.598284979117642 |
57 | 10 | 10.7898717002451 | -0.789871700245069 |
58 | 8 | 8.96283140188007 | -0.962831401880073 |
59 | 7 | 9.25694746175693 | -2.25694746175693 |
60 | 15 | 9.90806263927457 | 5.09193736072543 |
61 | 9 | 9.81897485537058 | -0.818974855370582 |
62 | 10 | 10.2099365775581 | -0.209936577558119 |
63 | 12 | 10.1142116765909 | 1.88578832340906 |
64 | 13 | 10.4843847645586 | 2.51561523544141 |
65 | 10 | 8.50220481326492 | 1.49779518673508 |
66 | 11 | 11.7625765806314 | -0.762576580631354 |
67 | 8 | 13.5289794575842 | -5.52897945758425 |
68 | 9 | 9.10633997104052 | -0.106339971040520 |
69 | 13 | 8.57960397168642 | 4.42039602831358 |
70 | 11 | 10.3903139085727 | 0.609686091427253 |
71 | 8 | 12.8045536740804 | -4.80455367408039 |
72 | 9 | 10.9704608563897 | -1.97046085638975 |
73 | 9 | 12.2017089885203 | -3.20170898852031 |
74 | 15 | 12.3087567221599 | 2.69124327784007 |
75 | 9 | 11.0628672224010 | -2.06286722240102 |
76 | 10 | 11.5301917475851 | -1.53019174758505 |
77 | 14 | 8.86552209385183 | 5.13447790614817 |
78 | 12 | 10.864632099344 | 1.13536790065601 |
79 | 12 | 11.0804785502979 | 0.91952144970213 |
80 | 11 | 11.5483834247285 | -0.54838342472852 |
81 | 14 | 11.4926831454094 | 2.50731685459055 |
82 | 6 | 11.5282694894414 | -5.52826948944138 |
83 | 12 | 11.2967481759679 | 0.703251824032116 |
84 | 8 | 10.0126283691346 | -2.01262836913456 |
85 | 14 | 12.4182161778182 | 1.58178382218176 |
86 | 11 | 10.8947051263273 | 0.105294873672674 |
87 | 10 | 9.89709280678164 | 0.102907193218359 |
88 | 14 | 10.1848404578954 | 3.81515954210463 |
89 | 12 | 11.8978010094462 | 0.102198990553771 |
90 | 10 | 11.0066486559064 | -1.0066486559064 |
91 | 14 | 12.9260678218876 | 1.07393217811242 |
92 | 5 | 9.00942414101454 | -4.00942414101454 |
93 | 11 | 10.4280674773786 | 0.571932522621375 |
94 | 10 | 10.3728681357444 | -0.372868135744375 |
95 | 9 | 11.4076989366278 | -2.40769893662784 |
96 | 10 | 11.2631304881262 | -1.26313048812616 |
97 | 16 | 15.0758382743130 | 0.924161725686956 |
98 | 13 | 12.7112758969952 | 0.288724103004823 |
99 | 9 | 10.9036759588938 | -1.90367595889379 |
100 | 10 | 11.3479025178351 | -1.34790251783514 |
101 | 10 | 10.8964411413978 | -0.89644114139782 |
102 | 7 | 9.47698287532637 | -2.47698287532637 |
103 | 9 | 9.63410104368921 | -0.634101043689212 |
104 | 8 | 10.2274354051664 | -2.22743540516638 |
105 | 14 | 12.7837501859060 | 1.21624981409404 |
106 | 14 | 11.6768525668305 | 2.32314743316949 |
107 | 8 | 11.0409974668779 | -3.04099746687787 |
108 | 9 | 11.5048553779584 | -2.50485537795842 |
109 | 14 | 11.7622647067775 | 2.23773529322248 |
110 | 14 | 10.7454644933569 | 3.25453550664308 |
111 | 8 | 9.81482863846308 | -1.81482863846308 |
112 | 8 | 13.5957407940626 | -5.59574079406258 |
113 | 8 | 11.3570136310421 | -3.35701363104209 |
114 | 7 | 8.51540641828066 | -1.51540641828066 |
115 | 6 | 7.38974117664732 | -1.38974117664732 |
116 | 8 | 9.38061343658819 | -1.38061343658819 |
117 | 6 | 8.2954819242119 | -2.29548192421190 |
118 | 11 | 9.88294931775368 | 1.11705068224632 |
119 | 14 | 11.8147306491165 | 2.18526935088353 |
120 | 11 | 11.1190391304871 | -0.119039130487054 |
121 | 11 | 12.0269338103830 | -1.02693381038302 |
122 | 11 | 9.21653246919837 | 1.78346753080163 |
123 | 14 | 10.3751437866823 | 3.6248562133177 |
124 | 8 | 10.3750239515906 | -2.37502395159064 |
125 | 20 | 11.4507046073949 | 8.54929539260508 |
126 | 11 | 10.2899522144152 | 0.710047785584832 |
127 | 8 | 9.15846684277333 | -1.15846684277333 |
128 | 11 | 10.7071538378140 | 0.292846162186044 |
129 | 10 | 10.6145568450023 | -0.614556845002299 |
130 | 14 | 13.6088046889751 | 0.391195311024858 |
131 | 11 | 10.5099603919154 | 0.490039608084616 |
132 | 9 | 10.6584532813280 | -1.65845328132801 |
133 | 9 | 9.70305356253355 | -0.703053562533552 |
134 | 8 | 10.1840622050912 | -2.18406220509122 |
135 | 10 | 12.0332842234449 | -2.03328422344490 |
136 | 13 | 10.6667724195024 | 2.33322758049756 |
137 | 13 | 10.2980627669732 | 2.70193723302678 |
138 | 12 | 9.33178974164944 | 2.66821025835056 |
139 | 8 | 10.3257955333565 | -2.32579553335650 |
140 | 13 | 10.9685103254589 | 2.03148967454110 |
141 | 14 | 12.4639493413382 | 1.53605065866184 |
142 | 12 | 11.6423580116821 | 0.357641988317876 |
143 | 14 | 10.848090628826 | 3.15190937117401 |
144 | 15 | 11.2971037634319 | 3.70289623656807 |
145 | 13 | 14.1486057103926 | -1.14860571039262 |
146 | 16 | 11.7897559288689 | 4.21024407113107 |
147 | 9 | 11.9371046681444 | -2.93710466814438 |
148 | 9 | 10.4734556020534 | -1.47345560205345 |
149 | 9 | 11.0791517421074 | -2.07915174210738 |
150 | 8 | 11.3491347681088 | -3.34913476810879 |
151 | 7 | 10.0224993475039 | -3.02249934750387 |
152 | 16 | 11.9210291289702 | 4.07897087102981 |
153 | 11 | 13.2274887277504 | -2.22748872775040 |
154 | 9 | 9.9950294252709 | -0.9950294252709 |
155 | 11 | 9.75965506133177 | 1.24034493866823 |
156 | 9 | 9.8524503972167 | -0.852450397216694 |
157 | 14 | 12.4993107962407 | 1.50068920375927 |
158 | 13 | 11.0198737325659 | 1.98012626743408 |
159 | 16 | 14.2727931324508 | 1.72720686754919 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
11 | 0.320432607375353 | 0.640865214750706 | 0.679567392624647 |
12 | 0.193514171041989 | 0.387028342083979 | 0.80648582895801 |
13 | 0.837944851024302 | 0.324110297951396 | 0.162055148975698 |
14 | 0.820587853694002 | 0.358824292611995 | 0.179412146305998 |
15 | 0.785347917798652 | 0.429304164402696 | 0.214652082201348 |
16 | 0.784243021140215 | 0.431513957719569 | 0.215756978859784 |
17 | 0.708117077175394 | 0.583765845649213 | 0.291882922824606 |
18 | 0.685351122539959 | 0.629297754920082 | 0.314648877460041 |
19 | 0.605632111310244 | 0.788735777379513 | 0.394367888689756 |
20 | 0.681097902767941 | 0.637804194464118 | 0.318902097232059 |
21 | 0.687066328287668 | 0.625867343424664 | 0.312933671712332 |
22 | 0.672376454403528 | 0.655247091192944 | 0.327623545596472 |
23 | 0.648145133897887 | 0.703709732204225 | 0.351854866102113 |
24 | 0.598072661342201 | 0.803854677315598 | 0.401927338657799 |
25 | 0.528173732348902 | 0.943652535302196 | 0.471826267651098 |
26 | 0.457768860760747 | 0.915537721521494 | 0.542231139239253 |
27 | 0.387955174565397 | 0.775910349130795 | 0.612044825434603 |
28 | 0.361656016736344 | 0.723312033472689 | 0.638343983263656 |
29 | 0.303129796703767 | 0.606259593407534 | 0.696870203296233 |
30 | 0.25356410327606 | 0.50712820655212 | 0.74643589672394 |
31 | 0.215495050204849 | 0.430990100409699 | 0.78450494979515 |
32 | 0.324706814394373 | 0.649413628788745 | 0.675293185605627 |
33 | 0.295068617466205 | 0.59013723493241 | 0.704931382533795 |
34 | 0.266820371344431 | 0.533640742688862 | 0.733179628655569 |
35 | 0.218276796408035 | 0.436553592816069 | 0.781723203591965 |
36 | 0.186174525521195 | 0.372349051042391 | 0.813825474478805 |
37 | 0.157391654514099 | 0.314783309028199 | 0.8426083454859 |
38 | 0.373601169409819 | 0.747202338819638 | 0.626398830590181 |
39 | 0.401766660868405 | 0.80353332173681 | 0.598233339131595 |
40 | 0.378725164005774 | 0.757450328011549 | 0.621274835994226 |
41 | 0.359031464615745 | 0.71806292923149 | 0.640968535384255 |
42 | 0.320853443073732 | 0.641706886147464 | 0.679146556926268 |
43 | 0.276806972945949 | 0.553613945891899 | 0.72319302705405 |
44 | 0.236551576398301 | 0.473103152796601 | 0.7634484236017 |
45 | 0.196729090404925 | 0.39345818080985 | 0.803270909595075 |
46 | 0.170087578396944 | 0.340175156793889 | 0.829912421603056 |
47 | 0.169793174342143 | 0.339586348684286 | 0.830206825657857 |
48 | 0.167026541272259 | 0.334053082544517 | 0.832973458727741 |
49 | 0.166345101383163 | 0.332690202766326 | 0.833654898616837 |
50 | 0.184657718956065 | 0.36931543791213 | 0.815342281043935 |
51 | 0.247050416538627 | 0.494100833077254 | 0.752949583461373 |
52 | 0.23179505102702 | 0.46359010205404 | 0.76820494897298 |
53 | 0.210203084893855 | 0.42040616978771 | 0.789796915106145 |
54 | 0.236083429911746 | 0.472166859823491 | 0.763916570088254 |
55 | 0.253135213881997 | 0.506270427763994 | 0.746864786118003 |
56 | 0.216174124418229 | 0.432348248836459 | 0.78382587558177 |
57 | 0.18317829287922 | 0.36635658575844 | 0.81682170712078 |
58 | 0.158348344658217 | 0.316696689316433 | 0.841651655341783 |
59 | 0.154802639442818 | 0.309605278885637 | 0.845197360557182 |
60 | 0.248217460058579 | 0.496434920117158 | 0.751782539941421 |
61 | 0.211497477231150 | 0.422994954462299 | 0.78850252276885 |
62 | 0.178027373466212 | 0.356054746932424 | 0.821972626533788 |
63 | 0.173079966608047 | 0.346159933216094 | 0.826920033391953 |
64 | 0.180742464054643 | 0.361484928109285 | 0.819257535945357 |
65 | 0.158374320903549 | 0.316748641807098 | 0.84162567909645 |
66 | 0.131608884782723 | 0.263217769565445 | 0.868391115217277 |
67 | 0.25749508395497 | 0.51499016790994 | 0.74250491604503 |
68 | 0.220366272132868 | 0.440732544265735 | 0.779633727867132 |
69 | 0.324003607338952 | 0.648007214677904 | 0.675996392661048 |
70 | 0.287102097468446 | 0.574204194936893 | 0.712897902531553 |
71 | 0.416721130323742 | 0.833442260647484 | 0.583278869676258 |
72 | 0.417493241208076 | 0.834986482416151 | 0.582506758791924 |
73 | 0.422587830112712 | 0.845175660225425 | 0.577412169887288 |
74 | 0.462546015931566 | 0.925092031863131 | 0.537453984068434 |
75 | 0.434710012108121 | 0.869420024216242 | 0.565289987891879 |
76 | 0.400495743253937 | 0.800991486507875 | 0.599504256746062 |
77 | 0.589744123799422 | 0.820511752401155 | 0.410255876200578 |
78 | 0.56056331083119 | 0.87887337833762 | 0.43943668916881 |
79 | 0.523375440580944 | 0.953249118838112 | 0.476624559419056 |
80 | 0.476648105579109 | 0.953296211158218 | 0.523351894420891 |
81 | 0.482202776312422 | 0.964405552624844 | 0.517797223687578 |
82 | 0.650588127850354 | 0.698823744299292 | 0.349411872149646 |
83 | 0.612654415790754 | 0.774691168418491 | 0.387345584209246 |
84 | 0.58584539656667 | 0.828309206866661 | 0.414154603433331 |
85 | 0.562031833175167 | 0.875936333649666 | 0.437968166824833 |
86 | 0.520227946074237 | 0.959544107851525 | 0.479772053925763 |
87 | 0.476399862785502 | 0.952799725571003 | 0.523600137214498 |
88 | 0.576531154139646 | 0.846937691720708 | 0.423468845860354 |
89 | 0.532460773159542 | 0.935078453680915 | 0.467539226840458 |
90 | 0.489927324434327 | 0.979854648868654 | 0.510072675565673 |
91 | 0.460314583179347 | 0.920629166358695 | 0.539685416820653 |
92 | 0.506440020809937 | 0.987119958380126 | 0.493559979190063 |
93 | 0.47214226054357 | 0.94428452108714 | 0.52785773945643 |
94 | 0.430624692626163 | 0.861249385252326 | 0.569375307373837 |
95 | 0.411289237329293 | 0.822578474658586 | 0.588710762670707 |
96 | 0.366917068429977 | 0.733834136859954 | 0.633082931570023 |
97 | 0.353028476677661 | 0.706056953355321 | 0.646971523322339 |
98 | 0.313425120794856 | 0.626850241589713 | 0.686574879205143 |
99 | 0.284384031262596 | 0.568768062525193 | 0.715615968737404 |
100 | 0.247898616591004 | 0.495797233182008 | 0.752101383408996 |
101 | 0.211113164622765 | 0.422226329245530 | 0.788886835377235 |
102 | 0.194480765273716 | 0.388961530547431 | 0.805519234726284 |
103 | 0.162188383187441 | 0.324376766374883 | 0.837811616812559 |
104 | 0.146150966267120 | 0.292301932534240 | 0.85384903373288 |
105 | 0.128808362254356 | 0.257616724508712 | 0.871191637745644 |
106 | 0.135825560033186 | 0.271651120066372 | 0.864174439966814 |
107 | 0.13483961574929 | 0.26967923149858 | 0.86516038425071 |
108 | 0.128899447703220 | 0.257798895406441 | 0.87110055229678 |
109 | 0.128692344536806 | 0.257384689073611 | 0.871307655463194 |
110 | 0.169007985407383 | 0.338015970814765 | 0.830992014592617 |
111 | 0.143243648519062 | 0.286487297038123 | 0.856756351480938 |
112 | 0.299349390824546 | 0.598698781649092 | 0.700650609175454 |
113 | 0.382749590172232 | 0.765499180344465 | 0.617250409827768 |
114 | 0.351471657433464 | 0.702943314866929 | 0.648528342566536 |
115 | 0.340623668786528 | 0.681247337573055 | 0.659376331213472 |
116 | 0.299977820421148 | 0.599955640842295 | 0.700022179578852 |
117 | 0.300774982108667 | 0.601549964217334 | 0.699225017891333 |
118 | 0.262710989610703 | 0.525421979221407 | 0.737289010389297 |
119 | 0.238512983636945 | 0.47702596727389 | 0.761487016363055 |
120 | 0.197982593002582 | 0.395965186005165 | 0.802017406997418 |
121 | 0.188945846715892 | 0.377891693431785 | 0.811054153284108 |
122 | 0.168371140029851 | 0.336742280059702 | 0.83162885997015 |
123 | 0.174186884406768 | 0.348373768813537 | 0.825813115593232 |
124 | 0.188200394088842 | 0.376400788177685 | 0.811799605911158 |
125 | 0.734347253405469 | 0.531305493189062 | 0.265652746594531 |
126 | 0.695193508259718 | 0.609612983480563 | 0.304806491740282 |
127 | 0.639474939636111 | 0.721050120727778 | 0.360525060363889 |
128 | 0.577516422747 | 0.844967154506 | 0.422483577253 |
129 | 0.512348784530804 | 0.975302430938393 | 0.487651215469196 |
130 | 0.449930998428578 | 0.899861996857156 | 0.550069001571422 |
131 | 0.392713293945855 | 0.785426587891711 | 0.607286706054145 |
132 | 0.33893084122145 | 0.6778616824429 | 0.66106915877855 |
133 | 0.278561876609588 | 0.557123753219177 | 0.721438123390412 |
134 | 0.243785079780772 | 0.487570159561545 | 0.756214920219228 |
135 | 0.237848570092995 | 0.47569714018599 | 0.762151429907005 |
136 | 0.202780464802316 | 0.405560929604632 | 0.797219535197684 |
137 | 0.218949580760420 | 0.437899161520839 | 0.78105041923958 |
138 | 0.236903289676996 | 0.473806579353992 | 0.763096710323004 |
139 | 0.228532134137017 | 0.457064268274034 | 0.771467865862983 |
140 | 0.174946895960384 | 0.349893791920767 | 0.825053104039617 |
141 | 0.126808213193047 | 0.253616426386094 | 0.873191786806953 |
142 | 0.0913336253539054 | 0.182667250707811 | 0.908666374646095 |
143 | 0.120916630923812 | 0.241833261847625 | 0.879083369076188 |
144 | 0.131973581217382 | 0.263947162434764 | 0.868026418782618 |
145 | 0.110158866737737 | 0.220317733475475 | 0.889841133262263 |
146 | 0.306315029344364 | 0.612630058688728 | 0.693684970655636 |
147 | 0.202941845068656 | 0.405883690137312 | 0.797058154931344 |
148 | 0.140102478359968 | 0.280204956719935 | 0.859897521640032 |
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 |