Multiple Linear Regression - Estimated Regression Equation |
PStandards[t] = + 9.08042770775861 -0.597428406632135Week[t] + 0.334373957930553Consern[t] -0.360543884942166Doubts[t] + 0.194459349122136PExpect[t] + 0.0119042895646452PCritisism[t] + 0.390931450917963Organisation[t] + 0.00518174230172215t + 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) | 9.08042770775861 | 2.675944 | 3.3934 | 0.000882 | 0.000441 |
Week | -0.597428406632135 | 0.654515 | -0.9128 | 0.362813 | 0.181407 |
Consern | 0.334373957930553 | 0.055969 | 5.9743 | 0 | 0 |
Doubts | -0.360543884942166 | 0.107471 | -3.3548 | 0.001004 | 0.000502 |
PExpect | 0.194459349122136 | 0.101631 | 1.9134 | 0.057591 | 0.028795 |
PCritisism | 0.0119042895646452 | 0.129376 | 0.092 | 0.926809 | 0.463405 |
Organisation | 0.390931450917963 | 0.074053 | 5.2791 | 0 | 0 |
t | 0.00518174230172215 | 0.011773 | 0.4402 | 0.660454 | 0.330227 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.610183506023453 |
R-squared | 0.372323911023073 |
Adjusted R-squared | 0.343226343984408 |
F-TEST (value) | 12.7957059271767 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 151 |
p-value | 7.55950857467269e-13 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.41748962153724 |
Sum Squared Residuals | 1763.56453231053 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 24 | 23.9116636835573 | 0.0883363164426993 |
2 | 25 | 23.3346021311152 | 1.66539786888480 |
3 | 30 | 25.1939680277406 | 4.80603197225942 |
4 | 19 | 21.227182072629 | -2.22718207262899 |
5 | 22 | 21.5116365388364 | 0.488363461163552 |
6 | 22 | 24.0124885254431 | -2.01248852544307 |
7 | 25 | 23.5612680779791 | 1.43873192202091 |
8 | 23 | 20.3880143268971 | 2.61198567310291 |
9 | 17 | 19.7969982021306 | -2.79699820213060 |
10 | 21 | 22.0403507064565 | -1.04035070645649 |
11 | 19 | 23.1937377724846 | -4.1937377724846 |
12 | 19 | 23.9196025188496 | -4.91960251884957 |
13 | 15 | 23.6177711534672 | -8.61777115346725 |
14 | 16 | 17.5541194816704 | -1.55411948167038 |
15 | 23 | 19.8477027406705 | 3.15229725932952 |
16 | 27 | 24.4493787475134 | 2.55062125248655 |
17 | 22 | 21.4265204322260 | 0.573479567773976 |
18 | 14 | 17.0355651132225 | -3.03556511322252 |
19 | 22 | 24.5586458613607 | -2.55864586136073 |
20 | 23 | 23.9651407792001 | -0.965140779200137 |
21 | 23 | 21.4726495818933 | 1.52735041810666 |
22 | 21 | 24.4519977168330 | -3.45199771683305 |
23 | 19 | 22.2710278341914 | -3.27102783419144 |
24 | 18 | 23.7617337886120 | -5.76173378861203 |
25 | 20 | 22.9851762942856 | -2.98517629428555 |
26 | 23 | 22.2948837000035 | 0.705116299996546 |
27 | 25 | 23.2413045203913 | 1.75869547960871 |
28 | 19 | 23.2276543910732 | -4.22765439107322 |
29 | 24 | 23.7596566877539 | 0.240343312246052 |
30 | 22 | 21.4738777243426 | 0.526122275657441 |
31 | 25 | 25.0268845962352 | -0.0268845962352194 |
32 | 26 | 23.1176967699704 | 2.88230323002964 |
33 | 29 | 22.7834360041946 | 6.2165639958054 |
34 | 32 | 25.1294480842145 | 6.87055191578553 |
35 | 25 | 21.5314737991977 | 3.46852620080228 |
36 | 29 | 24.3917273087814 | 4.60827269121862 |
37 | 28 | 24.9702766300526 | 3.02972336994737 |
38 | 17 | 17.0567335468342 | -0.0567335468342169 |
39 | 28 | 26.1072821512705 | 1.89271784872955 |
40 | 29 | 22.9365000964202 | 6.06349990357978 |
41 | 26 | 27.4970790204123 | -1.49707902041231 |
42 | 25 | 23.4381006394321 | 1.56189936056794 |
43 | 14 | 19.5822090191191 | -5.58220901911912 |
44 | 25 | 22.1178958743684 | 2.88210412563157 |
45 | 26 | 21.6346123794808 | 4.36538762051923 |
46 | 20 | 20.2231588132035 | -0.223158813203451 |
47 | 18 | 21.3953777508513 | -3.39537775085134 |
48 | 32 | 24.727507042381 | 7.272492957619 |
49 | 25 | 25.0536236683069 | -0.0536236683069089 |
50 | 25 | 21.7889156774668 | 3.21108432253324 |
51 | 23 | 20.8797008182701 | 2.12029918172987 |
52 | 21 | 22.1425306938361 | -1.14253069383612 |
53 | 20 | 24.0196422707286 | -4.01964227072863 |
54 | 15 | 16.5520832674171 | -1.55208326741709 |
55 | 30 | 26.7749972455585 | 3.22500275444149 |
56 | 24 | 25.3507310413086 | -1.35073104130858 |
57 | 26 | 24.3181857048787 | 1.68181429512134 |
58 | 24 | 21.7830382919371 | 2.21696170806288 |
59 | 22 | 21.4374588120518 | 0.562541187948228 |
60 | 14 | 15.7502332326531 | -1.75023323265312 |
61 | 24 | 22.2576281571037 | 1.74237184289633 |
62 | 24 | 23.0075768756957 | 0.992423124304322 |
63 | 24 | 23.3930123746106 | 0.606987625389408 |
64 | 24 | 19.9966029547642 | 4.00339704523578 |
65 | 19 | 18.5532541266379 | 0.446745873362124 |
66 | 31 | 26.8985986428594 | 4.10140135714059 |
67 | 22 | 26.7332028172792 | -4.73320281727917 |
68 | 27 | 21.5814775249625 | 5.41852247503753 |
69 | 19 | 17.7572833253661 | 1.24271667463385 |
70 | 25 | 22.3799343030397 | 2.62006569696028 |
71 | 20 | 25.1515000704160 | -5.15150007041597 |
72 | 21 | 21.5943257099521 | -0.594325709952096 |
73 | 27 | 27.6409800161059 | -0.640980016105901 |
74 | 23 | 24.5829167645659 | -1.58291676456588 |
75 | 25 | 25.8872033493752 | -0.887203349375234 |
76 | 20 | 22.4054240610342 | -2.40542406103416 |
77 | 21 | 19.3590672579264 | 1.64093274207362 |
78 | 22 | 22.5995692004550 | -0.599569200454971 |
79 | 23 | 23.1009185954322 | -0.100918595432210 |
80 | 25 | 24.2990591558625 | 0.70094084413754 |
81 | 25 | 23.5530138665333 | 1.44698613346669 |
82 | 17 | 23.9670181704281 | -6.96701817042807 |
83 | 19 | 21.6372513714409 | -2.63725137144088 |
84 | 25 | 24.1392842239123 | 0.860715776087668 |
85 | 19 | 21.9444942356742 | -2.94449423567415 |
86 | 20 | 22.7692487362938 | -2.76924873629376 |
87 | 26 | 22.1388690387977 | 3.86113096120232 |
88 | 23 | 20.2970829187869 | 2.70291708121311 |
89 | 27 | 24.0663349088872 | 2.93366509111278 |
90 | 17 | 20.5311399253393 | -3.53113992533928 |
91 | 17 | 23.008381173949 | -6.00838117394901 |
92 | 19 | 19.7179098799793 | -0.717909879979266 |
93 | 17 | 19.3576956688508 | -2.35769566885084 |
94 | 22 | 21.7355310752216 | 0.264468924778375 |
95 | 21 | 23.1044347468696 | -2.10443474686963 |
96 | 32 | 28.3390307188285 | 3.66096928117149 |
97 | 21 | 24.3930893880104 | -3.39308938801039 |
98 | 21 | 24.0609793307881 | -3.06097933078813 |
99 | 18 | 20.9383194909969 | -2.93831949099694 |
100 | 18 | 21.010579958999 | -3.01057995899901 |
101 | 23 | 22.5447258384408 | 0.455274161559224 |
102 | 19 | 20.3255523664996 | -1.32555236649958 |
103 | 20 | 20.7356914760935 | -0.735691476093458 |
104 | 21 | 22.0004204964955 | -1.00042049649547 |
105 | 20 | 23.4728914787342 | -3.47289147873416 |
106 | 17 | 18.6142593762223 | -1.61425937622229 |
107 | 18 | 20.0564207282979 | -2.05642072829787 |
108 | 19 | 20.5414084736735 | -1.54140847367350 |
109 | 22 | 21.8246564425116 | 0.175343557488359 |
110 | 15 | 18.5119470261793 | -3.5119470261793 |
111 | 14 | 18.5729376341405 | -4.57293763414053 |
112 | 18 | 26.3857448443021 | -8.38574484430213 |
113 | 24 | 21.1134633439985 | 2.88653665600147 |
114 | 35 | 23.3940245923100 | 11.6059754076900 |
115 | 29 | 18.8107621069514 | 10.1892378930486 |
116 | 21 | 21.7272762440235 | -0.727276244023457 |
117 | 25 | 20.3609033860040 | 4.63909661399597 |
118 | 20 | 18.2697916702172 | 1.73020832978276 |
119 | 22 | 23.0254596391535 | -1.02545963915346 |
120 | 13 | 16.7194203948531 | -3.71942039485315 |
121 | 26 | 23.0578914676694 | 2.94210853233062 |
122 | 17 | 16.7098847498096 | 0.290115250190362 |
123 | 25 | 19.9177567099860 | 5.08224329001397 |
124 | 20 | 20.4759765211343 | -0.475976521134334 |
125 | 19 | 17.8929504636612 | 1.10704953633880 |
126 | 21 | 22.4575766582009 | -1.45757665820091 |
127 | 22 | 20.8546191144808 | 1.14538088551921 |
128 | 24 | 22.4739784008254 | 1.52602159917457 |
129 | 21 | 22.7662384491393 | -1.76623844913926 |
130 | 26 | 25.3586402327816 | 0.641359767218397 |
131 | 24 | 20.4554515031862 | 3.54454849681379 |
132 | 16 | 20.1180994027268 | -4.11809940272676 |
133 | 23 | 22.1821401397328 | 0.817859860267227 |
134 | 18 | 20.6398744684833 | -2.63987446848330 |
135 | 16 | 22.2268334361784 | -6.22683343617845 |
136 | 26 | 24.0108052344949 | 1.98919476550514 |
137 | 19 | 18.9558404602806 | 0.0441595397194431 |
138 | 21 | 16.8152181489148 | 4.18478185108522 |
139 | 21 | 22.0339880840301 | -1.03398808403006 |
140 | 22 | 18.4375542912706 | 3.56244570872936 |
141 | 23 | 19.7352571555317 | 3.26474284446833 |
142 | 29 | 24.7676386593589 | 4.23236134064111 |
143 | 21 | 19.2234885109231 | 1.77651148907692 |
144 | 21 | 19.8536715287965 | 1.14632847120354 |
145 | 23 | 21.8140973677558 | 1.18590263224417 |
146 | 27 | 22.9682244779554 | 4.03177552204464 |
147 | 25 | 25.4137730395503 | -0.41377303955029 |
148 | 21 | 20.9412080216718 | 0.0587919783282202 |
149 | 10 | 17.0906417040770 | -7.09064170407697 |
150 | 20 | 22.5999542231388 | -2.59995422313884 |
151 | 26 | 22.4835124994265 | 3.51648750057351 |
152 | 24 | 23.6610462985751 | 0.338953701424890 |
153 | 29 | 31.7277367555290 | -2.72773675552904 |
154 | 19 | 19.0850685418013 | -0.0850685418012816 |
155 | 24 | 22.0779523273866 | 1.92204767261340 |
156 | 19 | 20.7474859458915 | -1.74748594589149 |
157 | 24 | 23.4357460343574 | 0.564253965642628 |
158 | 22 | 21.8150109877998 | 0.184989012200151 |
159 | 17 | 23.8153269286905 | -6.81532692869054 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
11 | 0.453301650346061 | 0.906603300692123 | 0.546698349653939 |
12 | 0.348817051836566 | 0.697634103673132 | 0.651182948163434 |
13 | 0.461664840572019 | 0.923329681144038 | 0.538335159427981 |
14 | 0.373255236166305 | 0.74651047233261 | 0.626744763833695 |
15 | 0.633768216198002 | 0.732463567603997 | 0.366231783801998 |
16 | 0.566200127021235 | 0.86759974595753 | 0.433799872978765 |
17 | 0.571086172781663 | 0.857827654436674 | 0.428913827218337 |
18 | 0.546604481746559 | 0.906791036506881 | 0.453395518253441 |
19 | 0.45895664021552 | 0.91791328043104 | 0.54104335978448 |
20 | 0.572015782557865 | 0.85596843488427 | 0.427984217442135 |
21 | 0.612999741971448 | 0.774000516057104 | 0.387000258028552 |
22 | 0.54749609814778 | 0.90500780370444 | 0.45250390185222 |
23 | 0.483379063869196 | 0.966758127738393 | 0.516620936130804 |
24 | 0.475829334378322 | 0.951658668756643 | 0.524170665621678 |
25 | 0.416347724308250 | 0.832695448616501 | 0.58365227569175 |
26 | 0.372959935178655 | 0.745919870357309 | 0.627040064821345 |
27 | 0.357107794410068 | 0.714215588820136 | 0.642892205589932 |
28 | 0.324354572922373 | 0.648709145844747 | 0.675645427077627 |
29 | 0.303420222453377 | 0.606840444906755 | 0.696579777546623 |
30 | 0.254891602776697 | 0.509783205553394 | 0.745108397223303 |
31 | 0.222883491383068 | 0.445766982766136 | 0.777116508616932 |
32 | 0.257429546700414 | 0.514859093400827 | 0.742570453299586 |
33 | 0.359917141578275 | 0.71983428315655 | 0.640082858421725 |
34 | 0.480774513980845 | 0.96154902796169 | 0.519225486019155 |
35 | 0.430664622805644 | 0.861329245611288 | 0.569335377194356 |
36 | 0.396868841903906 | 0.793737683807812 | 0.603131158096094 |
37 | 0.344425349856267 | 0.688850699712535 | 0.655574650143733 |
38 | 0.337727445906457 | 0.675454891812915 | 0.662272554093543 |
39 | 0.307087504028608 | 0.614175008057216 | 0.692912495971392 |
40 | 0.304673961414871 | 0.609347922829741 | 0.69532603858513 |
41 | 0.384617901632647 | 0.769235803265294 | 0.615382098367353 |
42 | 0.350636520363868 | 0.701273040727736 | 0.649363479636132 |
43 | 0.586158212972039 | 0.827683574055922 | 0.413841787027961 |
44 | 0.548911709284172 | 0.902176581431656 | 0.451088290715828 |
45 | 0.52436379089627 | 0.95127241820746 | 0.47563620910373 |
46 | 0.493119847233129 | 0.986239694466258 | 0.506880152766871 |
47 | 0.538729570985172 | 0.922540858029656 | 0.461270429014828 |
48 | 0.590908702717332 | 0.818182594565336 | 0.409091297282668 |
49 | 0.583667818062155 | 0.83266436387569 | 0.416332181937845 |
50 | 0.552334091479202 | 0.895331817041597 | 0.447665908520798 |
51 | 0.51565376399874 | 0.96869247200252 | 0.48434623600126 |
52 | 0.50361991470503 | 0.99276017058994 | 0.49638008529497 |
53 | 0.587049095699573 | 0.825901808600854 | 0.412950904300427 |
54 | 0.561088262702725 | 0.87782347459455 | 0.438911737297275 |
55 | 0.55129422676115 | 0.8974115464777 | 0.44870577323885 |
56 | 0.543651514782118 | 0.912696970435763 | 0.456348485217882 |
57 | 0.498347469244221 | 0.996694938488441 | 0.501652530755779 |
58 | 0.460303928865577 | 0.920607857731154 | 0.539696071134423 |
59 | 0.413985463926882 | 0.827970927853765 | 0.586014536073118 |
60 | 0.382785975455277 | 0.765571950910553 | 0.617214024544723 |
61 | 0.340946971339271 | 0.681893942678542 | 0.659053028660729 |
62 | 0.307687224549679 | 0.615374449099358 | 0.692312775450321 |
63 | 0.271975973951412 | 0.543951947902824 | 0.728024026048588 |
64 | 0.279919341555579 | 0.559838683111158 | 0.720080658444421 |
65 | 0.242324751997315 | 0.484649503994629 | 0.757675248002685 |
66 | 0.245397761647328 | 0.490795523294657 | 0.754602238352672 |
67 | 0.359264860320587 | 0.718529720641174 | 0.640735139679413 |
68 | 0.407183535358205 | 0.81436707071641 | 0.592816464641795 |
69 | 0.366917630995066 | 0.733835261990132 | 0.633082369004934 |
70 | 0.344145064074792 | 0.688290128149583 | 0.655854935925208 |
71 | 0.453144848051643 | 0.906289696103286 | 0.546855151948357 |
72 | 0.411635243123268 | 0.823270486246536 | 0.588364756876732 |
73 | 0.379160923730190 | 0.758321847460379 | 0.62083907626981 |
74 | 0.352387917314154 | 0.704775834628308 | 0.647612082685846 |
75 | 0.325586740813563 | 0.651173481627127 | 0.674413259186436 |
76 | 0.304480381064307 | 0.608960762128614 | 0.695519618935693 |
77 | 0.280680293450985 | 0.56136058690197 | 0.719319706549015 |
78 | 0.244761065769667 | 0.489522131539333 | 0.755238934230333 |
79 | 0.211968339694137 | 0.423936679388274 | 0.788031660305863 |
80 | 0.18914306247651 | 0.37828612495302 | 0.81085693752349 |
81 | 0.176937131330906 | 0.353874262661812 | 0.823062868669094 |
82 | 0.259925787376069 | 0.519851574752137 | 0.740074212623931 |
83 | 0.242015348617194 | 0.484030697234387 | 0.757984651382806 |
84 | 0.208745812990384 | 0.417491625980768 | 0.791254187009616 |
85 | 0.202003787515489 | 0.404007575030978 | 0.79799621248451 |
86 | 0.189144997109616 | 0.378289994219232 | 0.810855002890384 |
87 | 0.209201275156254 | 0.418402550312508 | 0.790798724843746 |
88 | 0.205337819342912 | 0.410675638685825 | 0.794662180657088 |
89 | 0.202580446196326 | 0.405160892392651 | 0.797419553803674 |
90 | 0.196103230361503 | 0.392206460723005 | 0.803896769638497 |
91 | 0.251531488708058 | 0.503062977416116 | 0.748468511291942 |
92 | 0.215090706641148 | 0.430181413282297 | 0.784909293358852 |
93 | 0.19090190214604 | 0.38180380429208 | 0.80909809785396 |
94 | 0.163258885820494 | 0.326517771640987 | 0.836741114179506 |
95 | 0.142769049032863 | 0.285538098065726 | 0.857230950967137 |
96 | 0.158851186659359 | 0.317702373318718 | 0.841148813340641 |
97 | 0.148961384154724 | 0.297922768309449 | 0.851038615845276 |
98 | 0.135164020949581 | 0.270328041899163 | 0.864835979050419 |
99 | 0.121488843423344 | 0.242977686846688 | 0.878511156576656 |
100 | 0.110678601508510 | 0.221357203017020 | 0.88932139849149 |
101 | 0.0909031862889886 | 0.181806372577977 | 0.909096813711011 |
102 | 0.0732307713587918 | 0.146461542717584 | 0.926769228641208 |
103 | 0.057845194213585 | 0.11569038842717 | 0.942154805786415 |
104 | 0.0455998233242064 | 0.0911996466484129 | 0.954400176675794 |
105 | 0.0464495853445725 | 0.092899170689145 | 0.953550414655428 |
106 | 0.0372461147169879 | 0.0744922294339757 | 0.962753885283012 |
107 | 0.0326975823560613 | 0.0653951647121226 | 0.967302417643939 |
108 | 0.0299515060117436 | 0.0599030120234872 | 0.970048493988256 |
109 | 0.0236117662894678 | 0.0472235325789357 | 0.976388233710532 |
110 | 0.0244250123500387 | 0.0488500247000773 | 0.975574987649961 |
111 | 0.0342124629968634 | 0.0684249259937268 | 0.965787537003137 |
112 | 0.236070374008426 | 0.472140748016853 | 0.763929625991574 |
113 | 0.248487412381766 | 0.496974824763533 | 0.751512587618233 |
114 | 0.606362014104738 | 0.787275971790524 | 0.393637985895262 |
115 | 0.865538296951172 | 0.268923406097655 | 0.134461703048828 |
116 | 0.834116930171712 | 0.331766139656577 | 0.165883069828288 |
117 | 0.863453455877003 | 0.273093088245994 | 0.136546544122997 |
118 | 0.834858998849553 | 0.330282002300894 | 0.165141001150447 |
119 | 0.813301729600702 | 0.373396540798595 | 0.186698270399298 |
120 | 0.869419979961048 | 0.261160040077904 | 0.130580020038952 |
121 | 0.841827920548364 | 0.316344158903273 | 0.158172079451636 |
122 | 0.807092304550098 | 0.385815390899804 | 0.192907695449902 |
123 | 0.814538458847391 | 0.370923082305217 | 0.185461541152609 |
124 | 0.770843605539375 | 0.458312788921251 | 0.229156394460625 |
125 | 0.735905896480925 | 0.52818820703815 | 0.264094103519075 |
126 | 0.697070504839786 | 0.605858990320429 | 0.302929495160214 |
127 | 0.6481192245101 | 0.703761550979801 | 0.351880775489900 |
128 | 0.595162179873621 | 0.809675640252758 | 0.404837820126379 |
129 | 0.540291195054718 | 0.919417609890565 | 0.459708804945282 |
130 | 0.488731477759475 | 0.97746295551895 | 0.511268522240525 |
131 | 0.459190230523931 | 0.918380461047862 | 0.540809769476069 |
132 | 0.483568704051726 | 0.967137408103453 | 0.516431295948274 |
133 | 0.418495132258111 | 0.836990264516221 | 0.58150486774189 |
134 | 0.389643766766898 | 0.779287533533795 | 0.610356233233103 |
135 | 0.691552618295808 | 0.616894763408384 | 0.308447381704192 |
136 | 0.622062805228566 | 0.755874389542868 | 0.377937194771434 |
137 | 0.607927809959527 | 0.784144380080946 | 0.392072190040473 |
138 | 0.551288579810449 | 0.897422840379102 | 0.448711420189551 |
139 | 0.575083456983905 | 0.84983308603219 | 0.424916543016095 |
140 | 0.497478808790315 | 0.99495761758063 | 0.502521191209685 |
141 | 0.43440511573545 | 0.8688102314709 | 0.56559488426455 |
142 | 0.390236903892569 | 0.780473807785137 | 0.609763096107431 |
143 | 0.408535104891145 | 0.81707020978229 | 0.591464895108855 |
144 | 0.348871685720815 | 0.697743371441629 | 0.651128314279185 |
145 | 0.249788471075978 | 0.499576942151956 | 0.750211528924022 |
146 | 0.212466133782871 | 0.424932267565742 | 0.787533866217129 |
147 | 0.172160470749872 | 0.344320941499744 | 0.827839529250128 |
148 | 0.0951785911136145 | 0.190357182227229 | 0.904821408886386 |
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 | 0.0144927536231884 | OK |
10% type I error level | 8 | 0.0579710144927536 | OK |