Multiple Linear Regression - Estimated Regression Equation |
PStandards[t] = + 8.79625012815889 -0.351026313258319Week[t] + 0.33286081953713Consern[t] -0.359233719372249Doubts[t] + 0.192857556338692PExpect[t] + 0.0149952339047622PCritisism[t] + 0.386464059692392Organisation[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) | 8.79625012815889 | 2.589994 | 3.3962 | 0.000872 | 0.000436 |
Week | -0.351026313258319 | 0.338223 | -1.0379 | 0.300986 | 0.150493 |
Consern | 0.33286081953713 | 0.055715 | 5.9744 | 0 | 0 |
Doubts | -0.359233719372249 | 0.107145 | -3.3528 | 0.00101 | 0.000505 |
PExpect | 0.192857556338692 | 0.101296 | 1.9039 | 0.058813 | 0.029406 |
PCritisism | 0.0149952339047622 | 0.128842 | 0.1164 | 0.907501 | 0.453751 |
Organisation | 0.386464059692392 | 0.073159 | 5.2825 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.609523247377143 |
R-squared | 0.371518589093178 |
Adjusted R-squared | 0.346710112346856 |
F-TEST (value) | 14.9754695901778 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 152 |
p-value | 2.02726724296554e-13 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.40841376090285 |
Sum Squared Residuals | 1765.82722355781 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 24 | 23.7540528911652 | 0.245947108834804 |
2 | 25 | 23.173811528768 | 1.82618847123195 |
3 | 30 | 25.008597252104 | 4.99140274789604 |
4 | 19 | 21.063124741652 | -2.06312474165196 |
5 | 22 | 21.3549137269535 | 0.645086273046462 |
6 | 22 | 23.8053747782492 | -1.80537477824918 |
7 | 25 | 23.3531185595751 | 1.64688144042485 |
8 | 23 | 20.2215519606182 | 2.77844803938185 |
9 | 17 | 19.6104456832432 | -2.6104456832432 |
10 | 21 | 22.0749768827249 | -1.07497688272486 |
11 | 19 | 23.2350440273733 | -4.23504402737326 |
12 | 19 | 23.9612437702189 | -4.96124377021892 |
13 | 15 | 23.6497213680241 | -8.64972136802412 |
14 | 16 | 17.6203859508545 | -1.62038595085451 |
15 | 23 | 19.8791431858008 | 3.1208568141992 |
16 | 27 | 24.4254304106852 | 2.57456958931477 |
17 | 22 | 21.4511275436107 | 0.548872456389325 |
18 | 14 | 17.0922037469936 | -3.09220374699363 |
19 | 22 | 24.5362266651154 | -2.53622666511537 |
20 | 23 | 24.2053917473815 | -1.20539174738147 |
21 | 23 | 21.7140430037114 | 1.28595699628858 |
22 | 21 | 24.6783643235871 | -3.67836432358706 |
23 | 19 | 22.5108340073573 | -3.51083400735726 |
24 | 18 | 23.9697953303735 | -5.96979533037352 |
25 | 20 | 23.1783445088454 | -3.17834450884536 |
26 | 23 | 22.4980324288407 | 0.501967571159324 |
27 | 25 | 23.4252562859027 | 1.57474371409734 |
28 | 19 | 23.4173876944767 | -4.4173876944767 |
29 | 24 | 23.9423571233375 | 0.0576428766624927 |
30 | 22 | 21.6544946549215 | 0.345505345078505 |
31 | 25 | 25.1726408051087 | -0.172640805108743 |
32 | 26 | 23.3034493560463 | 2.69655064395373 |
33 | 29 | 22.9487468413379 | 6.0512531586621 |
34 | 32 | 25.2716807275416 | 6.72831927245836 |
35 | 25 | 21.6979824626058 | 3.30201753739424 |
36 | 29 | 24.5207328660951 | 4.47926713390489 |
37 | 28 | 25.1039060437239 | 2.89609395627608 |
38 | 17 | 17.2140984912314 | -0.214098491231388 |
39 | 28 | 26.2375009152913 | 1.76249908470866 |
40 | 29 | 23.0618177306679 | 5.93818226933214 |
41 | 26 | 27.5821730276651 | -1.58217302766507 |
42 | 25 | 23.5566420106601 | 1.44335798933988 |
43 | 14 | 19.7250429774189 | -5.72504297741893 |
44 | 25 | 22.2180720900328 | 2.78192790996719 |
45 | 26 | 21.7452611929541 | 4.25473880704591 |
46 | 20 | 20.3282753322474 | -0.328275332247415 |
47 | 18 | 21.4962110683218 | -3.49621106832177 |
48 | 32 | 24.799133004992 | 7.20086699500804 |
49 | 25 | 25.1267236814656 | -0.126723681465639 |
50 | 25 | 21.8689883151578 | 3.13101168484222 |
51 | 23 | 20.9492191363233 | 2.05078086367674 |
52 | 21 | 22.2109524456218 | -1.21095244562185 |
53 | 20 | 24.0632966040934 | -4.06329660409343 |
54 | 15 | 16.6497891157883 | -1.64978911578835 |
55 | 30 | 26.8471716045173 | 3.15282839548272 |
56 | 24 | 25.3692244228919 | -1.36922442289186 |
57 | 26 | 24.3425541834753 | 1.6574458165247 |
58 | 24 | 21.82012187094 | 2.17987812905996 |
59 | 22 | 21.4538424886006 | 0.546157511399372 |
60 | 14 | 15.8252519300394 | -1.82525193003939 |
61 | 24 | 22.2795509196819 | 1.72044908031813 |
62 | 24 | 23.0131682733902 | 0.986831726609842 |
63 | 24 | 23.3826882245844 | 0.617311775415576 |
64 | 24 | 20.0175825766828 | 3.98241742331715 |
65 | 19 | 18.5645248522072 | 0.43547514779281 |
66 | 31 | 26.8491800092098 | 4.15081999079023 |
67 | 22 | 26.7045192626381 | -4.7045192626381 |
68 | 27 | 21.5772786424205 | 5.42272135757951 |
69 | 19 | 17.7490286715042 | 1.25097132849583 |
70 | 25 | 22.3518131493053 | 2.64818685069469 |
71 | 20 | 25.1108710070759 | -5.11087100707585 |
72 | 21 | 21.5637813025457 | -0.563781302545749 |
73 | 27 | 27.571778302373 | -0.571778302373032 |
74 | 23 | 24.5326861243508 | -1.53268612435083 |
75 | 25 | 25.8088852628178 | -0.808885262817834 |
76 | 20 | 22.3566306448581 | -2.35663064485807 |
77 | 21 | 19.2998108992965 | 1.70018910070348 |
78 | 22 | 22.5325440926986 | -0.53254409269864 |
79 | 23 | 23.0127172928268 | -0.0127172928268112 |
80 | 25 | 24.211032171393 | 0.788967828606964 |
81 | 25 | 23.4613281496717 | 1.53867185032835 |
82 | 17 | 23.8687241667847 | -6.86872416678469 |
83 | 19 | 21.5517631830704 | -2.5517631830704 |
84 | 25 | 24.0373284972327 | 0.96267150276735 |
85 | 19 | 22.0710378851961 | -3.07103788519606 |
86 | 20 | 22.8964761436804 | -2.89647614368043 |
87 | 26 | 22.2614316135497 | 3.73856838645031 |
88 | 23 | 20.4189227063368 | 2.58107729366322 |
89 | 27 | 24.1993066790166 | 2.80069332098336 |
90 | 17 | 20.6591658195465 | -3.65916581954647 |
91 | 17 | 23.1123592044767 | -6.11235920447671 |
92 | 19 | 19.8325537603912 | -0.832553760391193 |
93 | 17 | 19.465714624122 | -2.46571462412202 |
94 | 22 | 21.8348616535768 | 0.165138346423215 |
95 | 21 | 23.1893120424487 | -2.18931204244867 |
96 | 32 | 28.396510129026 | 3.60348987097397 |
97 | 21 | 24.459655157015 | -3.45965515701502 |
98 | 21 | 24.142194364357 | -3.14219436435699 |
99 | 18 | 21.0183995389187 | -3.01839953891872 |
100 | 18 | 21.0926729490165 | -3.09267294901653 |
101 | 23 | 22.6141674684254 | 0.385832531574644 |
102 | 19 | 20.3904284656099 | -1.39042846560994 |
103 | 20 | 20.813928656079 | -0.813928656079022 |
104 | 21 | 22.0547948691766 | -1.0547948691766 |
105 | 20 | 23.4975148431207 | -3.49751484312073 |
106 | 17 | 18.6777634769777 | -1.67776347697769 |
107 | 18 | 20.1117835459183 | -2.11178354591828 |
108 | 19 | 20.601762536503 | -1.601762536503 |
109 | 22 | 21.8579494639154 | 0.142050536084617 |
110 | 15 | 18.5415140690785 | -3.54151406907846 |
111 | 14 | 18.6075402216834 | -4.60754022168341 |
112 | 18 | 26.3791792080809 | -8.3791792080809 |
113 | 24 | 21.1382991042758 | 2.86170089572419 |
114 | 35 | 23.4053019297676 | 11.5946980702324 |
115 | 29 | 18.8289713313132 | 10.1710286686868 |
116 | 21 | 21.7013100672859 | -0.701310067285925 |
117 | 25 | 20.3701352947869 | 4.62986470521306 |
118 | 20 | 18.2677144387943 | 1.73228556120566 |
119 | 22 | 22.987351175183 | -0.987351175183036 |
120 | 13 | 16.7246645151032 | -3.72466451510316 |
121 | 26 | 23.0057308718302 | 2.99426912816983 |
122 | 17 | 16.7033077040266 | 0.296692295973386 |
123 | 25 | 19.8935813295805 | 5.10641867041948 |
124 | 20 | 20.4199056469751 | -0.419905646975106 |
125 | 19 | 17.8412546392388 | 1.15874536076121 |
126 | 21 | 22.3850040546944 | -1.38500405469436 |
127 | 22 | 20.774881344828 | 1.22511865517204 |
128 | 24 | 22.3872508957394 | 1.61274910426061 |
129 | 21 | 22.6743308789582 | -1.67433087895821 |
130 | 26 | 25.2502763319129 | 0.749723668087062 |
131 | 24 | 20.3919608716662 | 3.60803912833382 |
132 | 16 | 20.0348123142121 | -4.03481231421209 |
133 | 23 | 22.0621501741582 | 0.937849825841793 |
134 | 18 | 20.528420548334 | -2.528420548334 |
135 | 16 | 22.1128108119103 | -6.11281081191028 |
136 | 26 | 23.8858006103059 | 2.11419938969415 |
137 | 19 | 18.8471445482954 | 0.152855451704557 |
138 | 21 | 16.7389731078739 | 4.26102689212608 |
139 | 21 | 21.9012942661034 | -0.901294266103412 |
140 | 22 | 18.3512341653153 | 3.64876583468466 |
141 | 23 | 19.6298693379126 | 3.37013066208739 |
142 | 29 | 24.6121898261332 | 4.38781017386684 |
143 | 21 | 19.144659099953 | 1.85534090004697 |
144 | 21 | 19.6938327913337 | 1.30616720866632 |
145 | 23 | 21.6579190775089 | 1.34208092249111 |
146 | 27 | 22.783911087518 | 4.216088912482 |
147 | 25 | 25.2340795034825 | -0.234079503482482 |
148 | 21 | 20.7719387424248 | 0.228061257575233 |
149 | 10 | 16.9580950705777 | -6.95809507057772 |
150 | 20 | 22.4204524716016 | -2.42045247160164 |
151 | 26 | 22.2933247683636 | 3.70667523163643 |
152 | 24 | 23.4453285174839 | 0.554671482516141 |
153 | 29 | 31.4517181559671 | -2.45171815596706 |
154 | 19 | 18.9095253390712 | 0.0904746609287969 |
155 | 24 | 21.8791607141571 | 2.12083928584293 |
156 | 19 | 20.5305402222784 | -1.53054022227839 |
157 | 24 | 23.1995081745349 | 0.800491825465104 |
158 | 22 | 21.5900695504639 | 0.409930449536128 |
159 | 17 | 23.5965892775799 | -6.59658927757985 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.298766895345017 | 0.597533790690035 | 0.701233104654983 |
11 | 0.292862818035911 | 0.585725636071822 | 0.707137181964089 |
12 | 0.234114081060344 | 0.468228162120688 | 0.765885918939656 |
13 | 0.517728042896951 | 0.964543914206099 | 0.482271957103049 |
14 | 0.489719894701481 | 0.979439789402963 | 0.510280105298519 |
15 | 0.633425989491412 | 0.733148021017176 | 0.366574010508588 |
16 | 0.546410363223741 | 0.907179273552517 | 0.453589636776259 |
17 | 0.498585270931846 | 0.997170541863693 | 0.501414729068154 |
18 | 0.480376325144349 | 0.960752650288699 | 0.519623674855651 |
19 | 0.401651942004691 | 0.803303884009382 | 0.598348057995309 |
20 | 0.521648956117026 | 0.956702087765948 | 0.478351043882974 |
21 | 0.566160777422924 | 0.867678445154152 | 0.433839222577076 |
22 | 0.501766443035756 | 0.996467113928488 | 0.498233556964244 |
23 | 0.443905785589936 | 0.887811571179871 | 0.556094214410064 |
24 | 0.460750349781692 | 0.921500699563384 | 0.539249650218308 |
25 | 0.410480247936478 | 0.820960495872955 | 0.589519752063522 |
26 | 0.360173161990326 | 0.720346323980652 | 0.639826838009674 |
27 | 0.333941003157958 | 0.667882006315916 | 0.666058996842042 |
28 | 0.321498747507456 | 0.642997495014912 | 0.678501252492544 |
29 | 0.279524598645846 | 0.559049197291691 | 0.720475401354154 |
30 | 0.229642022622237 | 0.459284045244474 | 0.770357977377763 |
31 | 0.19188195806873 | 0.383763916137461 | 0.80811804193127 |
32 | 0.233284439109625 | 0.46656887821925 | 0.766715560890375 |
33 | 0.394010360457276 | 0.788020720914552 | 0.605989639542724 |
34 | 0.647691059806613 | 0.704617880386775 | 0.352308940193387 |
35 | 0.627073224937107 | 0.745853550125787 | 0.372926775062893 |
36 | 0.68835450387327 | 0.62329099225346 | 0.31164549612673 |
37 | 0.677272694405501 | 0.645454611188999 | 0.322727305594499 |
38 | 0.630205167803926 | 0.739589664392148 | 0.369794832196074 |
39 | 0.595967274848936 | 0.808065450302127 | 0.404032725151064 |
40 | 0.676213981586086 | 0.647572036827827 | 0.323786018413914 |
41 | 0.646750419951292 | 0.706499160097417 | 0.353249580048708 |
42 | 0.601785129466713 | 0.796429741066574 | 0.398214870533287 |
43 | 0.688023823593655 | 0.62395235281269 | 0.311976176406345 |
44 | 0.657090466424598 | 0.685819067150804 | 0.342909533575402 |
45 | 0.679845867147657 | 0.640308265704685 | 0.320154132852343 |
46 | 0.63190849000037 | 0.736183019999261 | 0.368091509999631 |
47 | 0.626302703421536 | 0.747394593156927 | 0.373697296578463 |
48 | 0.723918060904945 | 0.552163878190111 | 0.276081939095055 |
49 | 0.683397002545757 | 0.633205994908486 | 0.316602997454243 |
50 | 0.667393937488442 | 0.665212125023117 | 0.332606062511558 |
51 | 0.626374802675745 | 0.747250394648511 | 0.373625197324256 |
52 | 0.585190577518524 | 0.829618844962952 | 0.414809422481476 |
53 | 0.618555389362171 | 0.762889221275658 | 0.381444610637829 |
54 | 0.583257141548687 | 0.833485716902627 | 0.416742858451313 |
55 | 0.635601577465287 | 0.728796845069426 | 0.364398422534713 |
56 | 0.602253196339769 | 0.795493607320462 | 0.397746803660231 |
57 | 0.5615233224008 | 0.8769533551984 | 0.4384766775992 |
58 | 0.527493091749706 | 0.945013816500588 | 0.472506908250294 |
59 | 0.479240186677494 | 0.958480373354989 | 0.520759813322506 |
60 | 0.441976257343637 | 0.883952514687273 | 0.558023742656363 |
61 | 0.408603809675574 | 0.817207619351148 | 0.591396190324426 |
62 | 0.365370182278466 | 0.730740364556931 | 0.634629817721534 |
63 | 0.322185484647084 | 0.644370969294169 | 0.677814515352916 |
64 | 0.355533778227217 | 0.711067556454434 | 0.644466221772783 |
65 | 0.312412143239999 | 0.624824286479998 | 0.687587856760001 |
66 | 0.323445736422025 | 0.64689147284405 | 0.676554263577975 |
67 | 0.386380227359453 | 0.772760454718906 | 0.613619772640547 |
68 | 0.460998806599389 | 0.921997613198778 | 0.539001193400611 |
69 | 0.422443161013477 | 0.844886322026955 | 0.577556838986523 |
70 | 0.407859671974092 | 0.815719343948184 | 0.592140328025908 |
71 | 0.471201033094374 | 0.942402066188747 | 0.528798966905626 |
72 | 0.425358324718032 | 0.850716649436064 | 0.574641675281968 |
73 | 0.383752335876974 | 0.767504671753948 | 0.616247664123026 |
74 | 0.347675070003018 | 0.695350140006036 | 0.652324929996982 |
75 | 0.315138385761926 | 0.630276771523852 | 0.684861614238074 |
76 | 0.290915525912685 | 0.58183105182537 | 0.709084474087315 |
77 | 0.268111710248664 | 0.536223420497328 | 0.731888289751336 |
78 | 0.231980314090994 | 0.463960628181988 | 0.768019685909006 |
79 | 0.200018428048624 | 0.400036856097248 | 0.799981571951376 |
80 | 0.177156260768199 | 0.354312521536398 | 0.8228437392318 |
81 | 0.165992825962023 | 0.331985651924045 | 0.834007174037977 |
82 | 0.241216446238205 | 0.48243289247641 | 0.758783553761795 |
83 | 0.225020397231972 | 0.450040794463944 | 0.774979602768028 |
84 | 0.19318477880202 | 0.386369557604039 | 0.80681522119798 |
85 | 0.190249078361091 | 0.380498156722182 | 0.809750921638909 |
86 | 0.18042949073965 | 0.3608589814793 | 0.81957050926035 |
87 | 0.191464508436194 | 0.382929016872388 | 0.808535491563806 |
88 | 0.181138320822321 | 0.362276641644643 | 0.818861679177678 |
89 | 0.172034328451083 | 0.344068656902166 | 0.827965671548917 |
90 | 0.173203378427211 | 0.346406756854423 | 0.826796621572789 |
91 | 0.240378428879544 | 0.480756857759087 | 0.759621571120456 |
92 | 0.205708652468981 | 0.411417304937962 | 0.79429134753102 |
93 | 0.185305240636398 | 0.370610481272796 | 0.814694759363602 |
94 | 0.156230068865859 | 0.312460137731718 | 0.84376993113414 |
95 | 0.139489366493741 | 0.278978732987482 | 0.86051063350626 |
96 | 0.145634974846141 | 0.291269949692282 | 0.85436502515386 |
97 | 0.143365004764137 | 0.286730009528273 | 0.856634995235863 |
98 | 0.136277002286912 | 0.272554004573825 | 0.863722997713088 |
99 | 0.125731393211146 | 0.251462786422293 | 0.874268606788854 |
100 | 0.117562891664696 | 0.235125783329393 | 0.882437108335304 |
101 | 0.096554300210403 | 0.193108600420806 | 0.903445699789597 |
102 | 0.0785538312647815 | 0.157107662529563 | 0.921446168735218 |
103 | 0.0624788198764327 | 0.124957639752865 | 0.937521180123567 |
104 | 0.0497054945945236 | 0.0994109891890472 | 0.950294505405476 |
105 | 0.0508641611755694 | 0.101728322351139 | 0.94913583882443 |
106 | 0.0406411850626795 | 0.081282370125359 | 0.95935881493732 |
107 | 0.0349212450848355 | 0.0698424901696711 | 0.965078754915164 |
108 | 0.0301907790219147 | 0.0603815580438293 | 0.969809220978085 |
109 | 0.0230347323549733 | 0.0460694647099467 | 0.976965267645027 |
110 | 0.0216185277370545 | 0.0432370554741091 | 0.978381472262945 |
111 | 0.0261466210496586 | 0.0522932420993173 | 0.973853378950341 |
112 | 0.114911107255718 | 0.229822214511437 | 0.885088892744281 |
113 | 0.111059427664652 | 0.222118855329304 | 0.888940572335348 |
114 | 0.525046650697766 | 0.949906698604467 | 0.474953349302234 |
115 | 0.845434393773354 | 0.309131212453292 | 0.154565606226646 |
116 | 0.810530639338856 | 0.378938721322287 | 0.189469360661144 |
117 | 0.86896611047775 | 0.262067779044499 | 0.13103388952225 |
118 | 0.844471636852603 | 0.311056726294793 | 0.155528363147397 |
119 | 0.81506346223905 | 0.369873075521899 | 0.18493653776095 |
120 | 0.847764684975945 | 0.30447063004811 | 0.152235315024055 |
121 | 0.825462935115577 | 0.349074129768846 | 0.174537064884423 |
122 | 0.784933490285734 | 0.430133019428532 | 0.215066509714266 |
123 | 0.81884772019526 | 0.36230455960948 | 0.18115227980474 |
124 | 0.775736548666178 | 0.448526902667643 | 0.224263451333822 |
125 | 0.736948954016554 | 0.526102091966891 | 0.263051045983446 |
126 | 0.687213315889904 | 0.625573368220191 | 0.312786684110096 |
127 | 0.65056692040333 | 0.698866159193339 | 0.349433079596669 |
128 | 0.608879043132354 | 0.782241913735292 | 0.391120956867646 |
129 | 0.548980198719546 | 0.902039602560908 | 0.451019801280454 |
130 | 0.486133536580089 | 0.972267073160178 | 0.513866463419911 |
131 | 0.485128648336969 | 0.970257296673938 | 0.514871351663031 |
132 | 0.481496070194777 | 0.962992140389555 | 0.518503929805223 |
133 | 0.431232964581145 | 0.86246592916229 | 0.568767035418855 |
134 | 0.382007378077293 | 0.764014756154586 | 0.617992621922707 |
135 | 0.527320709199474 | 0.945358581601052 | 0.472679290800526 |
136 | 0.489078932601186 | 0.978157865202371 | 0.510921067398814 |
137 | 0.415828116272504 | 0.831656232545008 | 0.584171883727496 |
138 | 0.426741655609868 | 0.853483311219735 | 0.573258344390132 |
139 | 0.354949247980126 | 0.709898495960252 | 0.645050752019874 |
140 | 0.319580930313584 | 0.639161860627168 | 0.680419069686416 |
141 | 0.285765681679147 | 0.571531363358295 | 0.714234318320853 |
142 | 0.337286385084011 | 0.674572770168023 | 0.662713614915989 |
143 | 0.478983318622288 | 0.957966637244575 | 0.521016681377713 |
144 | 0.402102523662042 | 0.804205047324083 | 0.597897476337959 |
145 | 0.321048768939353 | 0.642097537878707 | 0.678951231060647 |
146 | 0.309641523073977 | 0.619283046147955 | 0.690358476926023 |
147 | 0.256131855465173 | 0.512263710930345 | 0.743868144534827 |
148 | 0.160109246321649 | 0.320218492643298 | 0.839890753678351 |
149 | 0.304811284883758 | 0.609622569767515 | 0.695188715116242 |
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 | 0.0142857142857143 | OK |
10% type I error level | 7 | 0.05 | OK |