Multiple Linear Regression - Estimated Regression Equation
Depression[t] = + 3.57528362188804 + 0.0487723304199297CriticParents[t] -0.0653193315455429ExpecParents[t] + 0.583907859497645FutureWorrying[t] + 0.209150813801292SleepDepri[t] + 0.344831674824937ChangesLastYear[t] -0.0957309283109171FreqSmoking[t] + 0.278761636850479FreqHighAlc[t] + 0.219683555262319FreqBeerOrWine[t] + 0.41893516356332`Month `[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)3.575283621888045.1041940.70050.4848460.242423
CriticParents0.04877233041992970.1163240.41930.6756780.337839
ExpecParents-0.06531933154554290.08672-0.75320.452630.226315
FutureWorrying0.5839078594976450.1685173.4650.0007110.000356
SleepDepri0.2091508138012920.1416641.47640.142170.071085
ChangesLastYear0.3448316748249370.1358652.5380.0122830.006142
FreqSmoking-0.09573092831091710.275714-0.34720.7289730.364487
FreqHighAlc0.2787616368504790.315510.88350.3785230.189261
FreqBeerOrWine0.2196835552623190.2934060.74870.4553190.22766
`Month `0.418935163563320.5235450.80020.4250070.212504


Multiple Linear Regression - Regression Statistics
Multiple R0.457575654121686
R-squared0.209375479244889
Adjusted R-squared0.156667177861214
F-TEST (value)3.97234351607735
F-TEST (DF numerator)9
F-TEST (DF denominator)135
p-value0.000162058967582701
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.90350467507246
Sum Squared Residuals1138.09581875263


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
11211.95332311514770.0466768848522711
21111.7365079060082-0.736507906008179
31415.1947818840083-1.19478188400829
41211.61719947741050.382800522589452
52115.93036379570815.06963620429189
61213.1949204441149-1.19492044411492
72214.91598136678437.08401863321572
81112.9735962824977-1.97359628249768
91012.0919976647950-2.09199766479502
101312.70193104334130.298068956658741
111013.5274969833744-3.52749698337435
12812.1658167650092-4.16581676500919
131514.31684059131930.683159408680745
141011.9868073304906-1.98680733049057
151412.59166067730131.40833932269875
161410.22162813781823.7783718621818
171112.822974274514-1.82297427451401
181012.9669767295980-2.96697672959802
191314.2180728096892-1.21807280968916
20710.5828977275724-3.58289772757242
211213.7515064082732-1.75150640827319
221412.80574452506911.19425547493091
231112.2992542697815-1.29925426978154
24911.1762877268382-2.17628772683818
251111.9781106493407-0.9781106493407
261513.24203021445421.75796978554582
271312.99006112181730.00993887818272487
2899.5490889795559-0.549088979555896
291510.10943487528324.89056512471677
301012.4631583757777-2.46315837577768
311110.61980875736370.380191242636305
321311.37263274920941.62736725079062
33810.4390365675354-2.43903656753538
342013.65119043715616.34880956284388
351212.9206960574295-0.92069605742949
361010.1928462693326-0.192846269332646
371012.2107179312865-2.21071793128648
38912.4670557598607-3.46705575986066
391414.5914909868504-0.591490986850424
40810.8894491537756-2.88944915377562
411411.80467642525212.19532357474789
421112.3471208110589-1.34712081105886
431311.14832058942111.85167941057892
441111.9950676844593-0.995067684459282
451111.7602802532374-0.76028025323739
461012.022737041715-2.022737041715
471410.49321121516863.5067887848314
481813.59866660367264.40133339632736
491412.38531476969041.61468523030963
501112.8792701052554-1.87927010525538
511211.23992428556050.760075714439515
521312.95783579252300.042164207477042
53913.6333342612761-4.63333426127614
541012.1190206854671-2.11902068546714
551513.37529107495081.62470892504915
562013.92972826907106.07027173092905
571211.49334878667140.506651213328632
581211.84409739689490.155902603105073
591411.1379613641272.86203863587299
601314.7716651111975-1.77166511119747
611114.5449237881039-3.54492378810391
621713.45039208131223.54960791868781
631212.4077588600124-0.407758860012392
641313.0464947493062-0.0464947493062124
651414.0165698714801-0.0165698714801257
661310.92970688130122.07029311869878
671514.05845189330570.94154810669432
681312.11153629280850.888463707191539
691013.7865150405731-3.78651504057308
701111.4674111337216-0.467411133721637
711312.93154899213670.0684510078632942
721714.32135871289942.67864128710062
731313.0819489180606-0.0819489180606048
74912.1870200286794-3.18702002867938
751112.5150377167482-1.51503771674821
761010.4214916885705-0.421491688570493
77910.4375160260926-1.43751602609263
781211.48585234366200.514147656337974
791212.5846485397974-0.584648539797394
801312.48100745748690.518992542513072
811312.54917908884010.45082091115986
822214.67526677788437.32473322211569
831312.08616728403150.913832715968464
841513.86109482205371.13890517794630
851314.2571287471371-1.25712874713711
861511.74152115978773.25847884021226
871011.7572104598007-1.75721045980065
881110.94391917181460.0560808281854015
891614.25458303005281.74541696994719
901112.0969226922594-1.09692269225940
911112.4886531309515-1.48865313095152
921012.7440907661687-2.7440907661687
931014.6275953538625-4.62759535386246
941614.24417913325781.75582086674217
951213.4379495945200-1.43794959451998
961113.9211569602615-2.92115696026154
971614.46684070488521.53315929511485
981915.01359440773713.9864055922629
991114.9549427180191-3.95494271801909
1001512.74674979133972.2532502086603
1012416.56547669236197.4345233076381
1021411.67184406414912.32815593585087
1031513.61786553579851.38213446420149
1041114.9018027041945-3.90180270419452
1051513.49605637842551.50394362157449
1061212.9193610665679-0.91936106656788
1071010.8141552461896-0.814155246189576
1081413.89708225219930.102917747800676
109912.8565796395828-3.85657963958282
1101510.66700239783734.33299760216274
111159.768401177183115.23159882281689
1121413.07338033346390.926619666536133
1131114.1722117496141-3.17221174961414
114814.3678314589529-6.36783145895287
1151114.2391592631075-3.23915926310749
116811.7883536510655-3.7883536510655
1171011.2820620724470-1.28206207244703
1181113.6154650677525-2.61546506775249
1191314.0867271285035-1.08672712850354
1201113.7609378831198-2.76093788311982
1212012.72065240391617.27934759608392
1221012.1998906866310-2.19989068663104
1231210.93008570651901.06991429348097
1241412.53793708066191.46206291933814
1252313.94413181445839.05586818554169
1261412.92740045522641.07259954477358
1271615.20969723086050.790302769139498
1281113.4278088667962-2.42780886679623
1291214.1771717857407-2.17717178574068
1301013.6412497455121-3.64124974551207
1311413.79683178962230.203168210377721
132129.820800972660932.17919902733907
1331213.6239633838582-1.62396338385822
1341110.16955161123810.830448388761868
1351212.3549832889945-0.354983288994520
1361315.7227265786984-2.72272657869835
1371716.29778335280860.702216647191386
1381111.9781106493407-0.9781106493407
1391213.6294305470718-1.62943054707183
1401914.65364000149604.34635999850403
1411513.86109482205371.13890517794630
1421413.41200169396150.587998306038517
1431113.6154650677525-2.61546506775249
144910.5268165962368-1.52681659623684
1451811.75483194548046.2451680545196


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
130.4637201706301410.9274403412602810.53627982936986
140.5952444913459270.8095110173081450.404755508654073
150.5265028486263570.9469943027472860.473497151373643
160.6602717809595140.6794564380809720.339728219040486
170.5726639193870630.8546721612258740.427336080612937
180.479447353841960.958894707683920.52055264615804
190.5784068068151730.8431863863696540.421593193184827
200.5018286167929780.9963427664140430.498171383207022
210.4279419719517810.8558839439035620.572058028048219
220.4707602454431160.9415204908862310.529239754556884
230.5128647640587920.9742704718824150.487135235941208
240.4357604849056630.8715209698113250.564239515094337
250.3735513205951440.7471026411902880.626448679404856
260.3277019447076830.6554038894153660.672298055292317
270.2713629061445810.5427258122891620.728637093855419
280.2303003436266970.4606006872533940.769699656373303
290.2926487078533100.5852974157066190.70735129214669
300.2466761942961360.4933523885922720.753323805703864
310.2045839083742830.4091678167485670.795416091625717
320.1625415434616970.3250830869233940.837458456538303
330.1556483682733350.3112967365466690.844351631726665
340.1750825233617860.3501650467235730.824917476638214
350.1763791338087960.3527582676175920.823620866191204
360.1803738276973400.3607476553946800.81962617230266
370.2224985394582270.4449970789164550.777501460541773
380.276366770286340.552733540572680.72363322971366
390.2998651625891390.5997303251782770.700134837410861
400.2920635343481180.5841270686962350.707936465651882
410.3029350395372970.6058700790745930.697064960462703
420.2703134736789460.5406269473578920.729686526321054
430.268229010048010.536458020096020.73177098995199
440.2300893344797700.4601786689595410.76991066552023
450.1931312189121770.3862624378243540.806868781087823
460.1715187841219480.3430375682438960.828481215878052
470.1760469334091060.3520938668182130.823953066590894
480.2790615801497180.5581231602994360.720938419850282
490.2615657704759280.5231315409518560.738434229524072
500.2332706536926910.4665413073853820.766729346307309
510.1980453493418600.3960906986837190.80195465065814
520.1628703396965520.3257406793931040.837129660303448
530.2408038356936150.4816076713872310.759196164306385
540.2395660507561540.4791321015123080.760433949243846
550.2200516942811340.4401033885622680.779948305718866
560.2994222459943410.5988444919886820.700577754005659
570.2610795472515130.5221590945030250.738920452748487
580.2334301793564080.4668603587128150.766569820643592
590.2086404004822610.4172808009645210.79135959951774
600.2250358916307210.4500717832614420.774964108369279
610.1903703634290960.3807407268581920.809629636570904
620.3137657485431290.6275314970862590.686234251456871
630.2693726411025580.5387452822051170.730627358897442
640.2305632143239470.4611264286478940.769436785676053
650.1952606041545970.3905212083091950.804739395845403
660.1804686586894320.3609373173788630.819531341310568
670.152659433835620.305318867671240.84734056616438
680.1275994423602250.2551988847204490.872400557639775
690.1402131727266770.2804263454533540.859786827273323
700.1139938675258510.2279877350517020.886006132474149
710.09146604001725560.1829320800345110.908533959982744
720.09524699831786970.1904939966357390.90475300168213
730.07571599172908260.1514319834581650.924284008270917
740.0768564707394020.1537129414788040.923143529260598
750.0634036765250130.1268073530500260.936596323474987
760.05059604465794870.1011920893158970.949403955342051
770.04399038702619130.08798077405238260.956009612973809
780.03387350422724360.06774700845448720.966126495772756
790.02567776454748700.05135552909497410.974322235452513
800.01943349832330360.03886699664660710.980566501676696
810.01492666673748990.02985333347497980.98507333326251
820.07444448470947540.1488889694189510.925555515290525
830.05870097275976320.1174019455195260.941299027240237
840.04621591346932740.09243182693865490.953784086530673
850.03732530172833940.07465060345667870.96267469827166
860.03693791414450120.07387582828900240.96306208585550
870.0316240126081120.0632480252162240.968375987391888
880.02348055725333520.04696111450667050.976519442746665
890.02009463699695640.04018927399391280.979905363003044
900.01584518799486060.03169037598972130.98415481200514
910.0130410392144740.0260820784289480.986958960785526
920.01285849724002510.02571699448005010.987141502759975
930.01915086958502570.03830173917005140.980849130414974
940.01507946074647940.03015892149295880.98492053925352
950.01179797367171770.02359594734343540.988202026328282
960.01218914695929230.02437829391858470.987810853040708
970.01070918737764480.02141837475528970.989290812622355
980.01667734671994090.03335469343988180.98332265328006
990.01903697000667880.03807394001335750.98096302999332
1000.01560051308192420.03120102616384840.984399486918076
1010.07606437021256820.1521287404251360.923935629787432
1020.06810505844955270.1362101168991050.931894941550447
1030.05552746853631090.1110549370726220.944472531463689
1040.05747744010703630.1149548802140730.942522559892964
1050.04645803732344650.0929160746468930.953541962676554
1060.03547682425511000.07095364851022010.96452317574489
1070.0300394377221730.0600788754443460.969960562277827
1080.02170561073824370.04341122147648740.978294389261756
1090.01989001787121160.03978003574242320.980109982128788
1100.02865836839145270.05731673678290540.971341631608547
1110.03683109416873650.0736621883374730.963168905831264
1120.02711483349882650.0542296669976530.972885166501174
1130.02602313440957990.05204626881915970.97397686559042
1140.04800504415050550.0960100883010110.951994955849495
1150.04842185331817280.09684370663634560.951578146681827
1160.07648242473866560.1529648494773310.923517575261334
1170.05806998345665780.1161399669133160.941930016543342
1180.04770625947701880.09541251895403770.95229374052298
1190.03392634804303350.0678526960860670.966073651956966
1200.04021469141427250.0804293828285450.959785308585728
1210.1745520494551040.3491040989102080.825447950544896
1220.1960998437506350.3921996875012710.803900156249365
1230.1473951014210450.2947902028420910.852604898578955
1240.125029829657890.250059659315780.87497017034211
1250.5384878300948490.9230243398103020.461512169905151
1260.8921427793204410.2157144413591180.107857220679559
1270.8956196322308920.2087607355382150.104380367769108
1280.8465940786815320.3068118426369360.153405921318468
1290.8389512459979270.3220975080041460.161048754002073
1300.793598623941030.412802752117940.20640137605897
1310.7414002338059570.5171995323880850.258599766194043
1320.5948431350166270.8103137299667450.405156864983373


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level170.141666666666667NOK
10% type I error level360.3NOK