Multiple Linear Regression - Estimated Regression Equation |
PerStandards[t] = + 18.3823499874315 + 0.313043159644399ParExpectations[t] -0.0318454635433938ParCriticism[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) | 18.3823499874315 | 1.308238 | 14.0512 | 0 | 0 |
ParExpectations | 0.313043159644399 | 0.118036 | 2.6521 | 0.008826 | 0.004413 |
ParCriticism | -0.0318454635433938 | 0.150234 | -0.212 | 0.832405 | 0.416202 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.244201249146055 |
R-squared | 0.0596342500844937 |
Adjusted R-squared | 0.0475782789317307 |
F-TEST (value) | 4.94644930125161 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 156 |
p-value | 0.00826324483165364 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 4.11541833268082 |
Sum Squared Residuals | 2642.1202162626 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 24 | 21.4436791809991 | 2.55632081900086 |
2 | 25 | 20.3188883965951 | 4.68111160340486 |
3 | 30 | 23.4493199930391 | 6.55068000696088 |
4 | 19 | 21.2580178755283 | -2.25801787552833 |
5 | 22 | 21.8522587312737 | 0.147741268726262 |
6 | 22 | 21.9159496583605 | 0.0840503416394744 |
7 | 25 | 21.6984428893463 | 3.30155711065369 |
8 | 23 | 21.4755246445426 | 1.52447535545745 |
9 | 17 | 21.9159496583605 | -4.91594965836053 |
10 | 21 | 22.2289928180049 | -1.22899281800492 |
11 | 19 | 22.3828086599324 | -3.38280865993235 |
12 | 19 | 23.0725859063079 | -4.07258590630794 |
13 | 15 | 21.5073701080859 | -6.50737010808595 |
14 | 16 | 21.2580178755283 | -5.25801787552833 |
15 | 23 | 21.5710610351727 | 1.42893896482727 |
16 | 27 | 22.9506155279239 | 4.0493844720761 |
17 | 22 | 20.9131292523405 | 1.08687074765946 |
18 | 14 | 21.5710610351727 | -7.57106103517273 |
19 | 22 | 23.4811654565825 | -1.48116545658252 |
20 | 23 | 23.3537836024089 | -0.353783602408943 |
21 | 23 | 21.5392155716293 | 1.46078442837066 |
22 | 21 | 23.6668267620533 | -2.66682676205334 |
23 | 19 | 22.3509631963890 | -3.35096319638896 |
24 | 18 | 21.2580178755283 | -3.25801787552833 |
25 | 20 | 21.5710610351727 | -1.57106103517273 |
26 | 23 | 22.7913882102069 | 0.208611789793066 |
27 | 25 | 22.8869246008371 | 2.11307539916289 |
28 | 19 | 22.1653018909181 | -3.16530189091814 |
29 | 24 | 23.1044313698513 | 0.895568630148668 |
30 | 22 | 22.2608382815483 | -0.260838281548318 |
31 | 25 | 21.0086656429707 | 3.99133435702928 |
32 | 26 | 23.5075994443364 | 2.49240055566363 |
33 | 29 | 23.8578995433137 | 5.1421004566863 |
34 | 32 | 21.9159496583605 | 10.0840503416395 |
35 | 25 | 23.4174745294957 | 1.58252547050427 |
36 | 29 | 21.0086656429707 | 7.99133435702928 |
37 | 28 | 21.0086656429707 | 6.99133435702928 |
38 | 17 | 21.9796405854473 | -4.97964058544731 |
39 | 28 | 23.6349812985099 | 4.36501870149005 |
40 | 29 | 21.9159496583605 | 7.08405034163947 |
41 | 26 | 23.6986722255967 | 2.30132777440326 |
42 | 25 | 22.4783450505625 | 2.52165494943746 |
43 | 14 | 22.8232336737503 | -8.82323367375033 |
44 | 25 | 23.2318132240249 | 1.76818677597509 |
45 | 26 | 21.2580178755283 | 4.74198212447167 |
46 | 20 | 21.5710610351727 | -1.57106103517273 |
47 | 18 | 22.4464995870191 | -4.44649958701914 |
48 | 32 | 21.0086656429707 | 10.9913343570293 |
49 | 25 | 21.8841041948171 | 3.11589580518287 |
50 | 25 | 23.4811654565825 | 1.51883454341748 |
51 | 23 | 19.8201839314799 | 3.17981606852008 |
52 | 21 | 21.8841041948171 | -0.884104194817132 |
53 | 20 | 21.8841041948171 | -1.88410419481713 |
54 | 15 | 20.1332270911243 | -5.13322709112431 |
55 | 30 | 25.2584765480292 | 4.74152345197081 |
56 | 24 | 21.8841041948171 | 2.11589580518287 |
57 | 26 | 21.8841041948171 | 4.11589580518287 |
58 | 24 | 22.5738814411927 | 1.42611855880728 |
59 | 22 | 20.4462702507687 | 1.55372974923129 |
60 | 14 | 22.1971473544615 | -8.19714735446153 |
61 | 24 | 21.8522587312737 | 2.14774126872626 |
62 | 24 | 22.2608382815483 | 1.73916171845168 |
63 | 24 | 22.5420359776493 | 1.45796402235068 |
64 | 24 | 20.6000860926961 | 3.39991390730386 |
65 | 19 | 21.6665974258029 | -2.66659742580291 |
66 | 31 | 21.0405111065141 | 9.95948889348588 |
67 | 22 | 21.5710610351727 | 0.428938964827266 |
68 | 27 | 22.1971473544615 | 4.80285264553847 |
69 | 19 | 21.3217088026151 | -2.32170880261512 |
70 | 25 | 21.5710610351727 | 3.42893896482727 |
71 | 20 | 21.9159496583605 | -1.91594965836053 |
72 | 21 | 20.9768201794273 | 0.0231798205726697 |
73 | 27 | 22.7913882102069 | 4.20861178979307 |
74 | 23 | 23.6668267620533 | -0.666826762053342 |
75 | 25 | 22.8869246008371 | 2.11307539916289 |
76 | 20 | 21.8841041948171 | -1.88410419481713 |
77 | 21 | 22.2608382815483 | -1.26083828154832 |
78 | 22 | 22.4783450505625 | -0.478345050562535 |
79 | 23 | 21.2580178755283 | 1.74198212447166 |
80 | 25 | 22.2608382815483 | 2.73916171845168 |
81 | 25 | 22.1334564273747 | 2.86654357262526 |
82 | 17 | 21.5710610351727 | -4.57106103517273 |
83 | 19 | 22.1971473544615 | -3.19714735446153 |
84 | 25 | 23.0725859063079 | 1.92741409369206 |
85 | 19 | 20.7274679468697 | -1.72746794686972 |
86 | 20 | 23.1681222969381 | -3.16812229693812 |
87 | 26 | 21.6665974258029 | 4.33340257419709 |
88 | 23 | 20.9449747158839 | 2.05502528411606 |
89 | 27 | 22.9452040521344 | 4.05479594786564 |
90 | 17 | 21.9159496583605 | -4.91594965836053 |
91 | 17 | 22.5101905141059 | -5.51019051410593 |
92 | 19 | 20.6956224833263 | -1.69562248332633 |
93 | 17 | 21.0405111065141 | -4.04051110651412 |
94 | 22 | 22.8869246008371 | -0.886924600837115 |
95 | 21 | 21.5073701080859 | -0.507370108085946 |
96 | 32 | 24.5741107774431 | 7.42588922255686 |
97 | 21 | 22.4783450505625 | -1.47834505056254 |
98 | 21 | 23.6349812985099 | -2.63498129850995 |
99 | 18 | 21.9159496583605 | -3.91594965836053 |
100 | 18 | 22.1971473544615 | -4.19714735446153 |
101 | 23 | 22.7595427466635 | 0.24045725333646 |
102 | 19 | 21.9477951219039 | -2.94779512190392 |
103 | 20 | 24.0117153852411 | -4.01171538524113 |
104 | 21 | 22.7595427466635 | -1.75954274666354 |
105 | 20 | 21.5073701080859 | -1.50737010808595 |
106 | 17 | 21.6665974258029 | -4.66659742580291 |
107 | 18 | 21.2898633390717 | -3.28986333907173 |
108 | 19 | 22.1334564273747 | -3.13345642737474 |
109 | 22 | 22.7276972831201 | -0.727697283120146 |
110 | 15 | 21.9477951219039 | -6.94779512190392 |
111 | 14 | 21.9159496583605 | -7.91594965836053 |
112 | 18 | 23.0088949792212 | -5.00889497922115 |
113 | 24 | 20.8494383252538 | 3.15056167474624 |
114 | 35 | 23.6668267620533 | 11.3331732379467 |
115 | 29 | 20.5363951656094 | 8.46360483439064 |
116 | 21 | 22.2926837450917 | -1.29268374509171 |
117 | 25 | 23.4493199930391 | 1.55068000696088 |
118 | 20 | 21.0086656429707 | -1.00866564297072 |
119 | 22 | 22.7913882102069 | -0.791388210206934 |
120 | 13 | 20.7593134104131 | -7.75931341041311 |
121 | 26 | 20.4462702507687 | 5.55372974923129 |
122 | 17 | 21.9159496583605 | -4.91594965836053 |
123 | 25 | 22.4146541234757 | 2.58534587652425 |
124 | 20 | 20.0695361640375 | -0.0695361640375286 |
125 | 19 | 20.6637770197829 | -1.66377701978293 |
126 | 21 | 23.4493199930391 | -2.44931999303912 |
127 | 22 | 21.3853997297019 | 0.614600270298090 |
128 | 24 | 21.5710610351727 | 2.42893896482727 |
129 | 21 | 22.4783450505625 | -1.47834505056254 |
130 | 26 | 21.5710610351727 | 4.42893896482727 |
131 | 24 | 22.1016109638313 | 1.89838903616865 |
132 | 16 | 21.8841041948171 | -5.88410419481713 |
133 | 23 | 21.6665974258029 | 1.33340257419709 |
134 | 18 | 21.0723565700575 | -3.07235657005751 |
135 | 16 | 21.8841041948171 | -5.88410419481713 |
136 | 26 | 24.3247585448855 | 1.67524145511447 |
137 | 19 | 21.9477951219039 | -2.94779512190392 |
138 | 21 | 22.1653018909181 | -1.16530189091814 |
139 | 21 | 21.8522587312737 | -0.852258731273738 |
140 | 22 | 21.7248768771002 | 0.275123122899836 |
141 | 23 | 20.9131292523405 | 2.08687074765946 |
142 | 29 | 22.7595427466635 | 6.24045725333646 |
143 | 21 | 25.2584765480292 | -4.25847654802919 |
144 | 21 | 20.4144247872253 | 0.585575212774679 |
145 | 23 | 23.3537836024089 | -0.353783602408943 |
146 | 27 | 21.6347519622595 | 5.36524803774048 |
147 | 25 | 23.4174745294957 | 1.58252547050427 |
148 | 21 | 21.6029064987161 | -0.602906498716127 |
149 | 10 | 21.8522587312737 | -11.8522587312737 |
150 | 20 | 22.4464995870191 | -2.44649958701914 |
151 | 26 | 21.5392155716293 | 4.46078442837066 |
152 | 24 | 23.1362768333947 | 0.863723166605274 |
153 | 29 | 24.7333380951601 | 4.26666190483989 |
154 | 19 | 22.5738814411927 | -3.57388144119272 |
155 | 24 | 24.2292221542553 | -0.229222154255351 |
156 | 19 | 22.2608382815483 | -3.26083828154832 |
157 | 24 | 21.5710610351727 | 2.42893896482727 |
158 | 22 | 22.7595427466635 | -0.75954274666354 |
159 | 17 | 23.8206426039808 | -6.82064260398077 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.568082632496341 | 0.863834735007317 | 0.431917367503659 |
7 | 0.422739807802873 | 0.845479615605746 | 0.577260192197127 |
8 | 0.281603840275079 | 0.563207680550158 | 0.718396159724921 |
9 | 0.519552112519362 | 0.960895774961276 | 0.480447887480638 |
10 | 0.443882303786013 | 0.887764607572026 | 0.556117696213987 |
11 | 0.457936095586342 | 0.915872191172683 | 0.542063904413658 |
12 | 0.444318094168748 | 0.888636188337495 | 0.555681905831252 |
13 | 0.567626805199936 | 0.864746389600129 | 0.432373194800064 |
14 | 0.608361982856247 | 0.783276034287507 | 0.391638017143753 |
15 | 0.536539701895451 | 0.926920596209098 | 0.463460298104549 |
16 | 0.481901985374483 | 0.963803970748965 | 0.518098014625517 |
17 | 0.414148896848305 | 0.82829779369661 | 0.585851103151695 |
18 | 0.58435147316892 | 0.831297053662161 | 0.415648526831081 |
19 | 0.521699767862112 | 0.956600464275776 | 0.478300232137888 |
20 | 0.451528553832058 | 0.903057107664116 | 0.548471446167942 |
21 | 0.400140952005603 | 0.800281904011206 | 0.599859047994397 |
22 | 0.340948787612127 | 0.681897575224254 | 0.659051212387873 |
23 | 0.286384002097254 | 0.572768004194508 | 0.713615997902746 |
24 | 0.258424736764597 | 0.516849473529195 | 0.741575263235403 |
25 | 0.209871953209755 | 0.419743906419509 | 0.790128046790245 |
26 | 0.166982378041719 | 0.333964756083438 | 0.833017621958281 |
27 | 0.134694392296594 | 0.269388784593188 | 0.865305607703406 |
28 | 0.114356614721688 | 0.228713229443377 | 0.885643385278312 |
29 | 0.0897490514681926 | 0.179498102936385 | 0.910250948531807 |
30 | 0.0671496179226434 | 0.134299235845287 | 0.932850382077357 |
31 | 0.0662134157256436 | 0.132426831451287 | 0.933786584274356 |
32 | 0.0844705568949069 | 0.168941113789814 | 0.915529443105093 |
33 | 0.0850618323429993 | 0.170123664685999 | 0.914938167657001 |
34 | 0.278502681376176 | 0.557005362752352 | 0.721497318623824 |
35 | 0.235887804108605 | 0.471775608217209 | 0.764112195891395 |
36 | 0.352876355594525 | 0.705752711189049 | 0.647123644405476 |
37 | 0.41634074847129 | 0.83268149694258 | 0.58365925152871 |
38 | 0.500699235165476 | 0.998601529669049 | 0.499300764834524 |
39 | 0.523669075615241 | 0.952661848769519 | 0.476330924384759 |
40 | 0.598992885008578 | 0.802014229982843 | 0.401007114991422 |
41 | 0.559632092076371 | 0.880735815847259 | 0.440367907923629 |
42 | 0.522016528133628 | 0.955966943732745 | 0.477983471866373 |
43 | 0.72344744342745 | 0.553105113145099 | 0.276552556572550 |
44 | 0.684661015940293 | 0.630677968119414 | 0.315338984059707 |
45 | 0.689645973763787 | 0.620708052472427 | 0.310354026236213 |
46 | 0.653955338012237 | 0.692089323975526 | 0.346044661987763 |
47 | 0.65884943589286 | 0.682301128214281 | 0.341150564107141 |
48 | 0.846888357928127 | 0.306223284143746 | 0.153111642071873 |
49 | 0.829393107571988 | 0.341213784856023 | 0.170606892428012 |
50 | 0.800398513303248 | 0.399202973393504 | 0.199601486696752 |
51 | 0.77591586330607 | 0.448168273387859 | 0.224084136693929 |
52 | 0.742462443635048 | 0.515075112729904 | 0.257537556364952 |
53 | 0.715284908792707 | 0.569430182414586 | 0.284715091207293 |
54 | 0.772737597105928 | 0.454524805788144 | 0.227262402894072 |
55 | 0.805182754602659 | 0.389634490794682 | 0.194817245397341 |
56 | 0.777924303386032 | 0.444151393227936 | 0.222075696613968 |
57 | 0.773005966956846 | 0.453988066086309 | 0.226994033043154 |
58 | 0.740152344991332 | 0.519695310017336 | 0.259847655008668 |
59 | 0.705085412815207 | 0.589829174369586 | 0.294914587184793 |
60 | 0.819342028887506 | 0.361315942224989 | 0.180657971112494 |
61 | 0.794722910955069 | 0.410554178089863 | 0.205277089044931 |
62 | 0.765908915037357 | 0.468182169925287 | 0.234091084962643 |
63 | 0.733379690527624 | 0.533240618944751 | 0.266620309472376 |
64 | 0.718992886221646 | 0.562014227556707 | 0.281007113778354 |
65 | 0.701296340808272 | 0.597407318383455 | 0.298703659191728 |
66 | 0.85685941774316 | 0.286281164513681 | 0.143140582256840 |
67 | 0.829925180683721 | 0.340149638632557 | 0.170074819316279 |
68 | 0.839539225516872 | 0.320921548966256 | 0.160460774483128 |
69 | 0.822689940952232 | 0.354620118095535 | 0.177310059047768 |
70 | 0.813369061420971 | 0.373261877158058 | 0.186630938579029 |
71 | 0.790567562203299 | 0.418864875593403 | 0.209432437796701 |
72 | 0.75734416423269 | 0.485311671534619 | 0.242655835767309 |
73 | 0.759446315430448 | 0.481107369139105 | 0.240553684569552 |
74 | 0.723927291741798 | 0.552145416516405 | 0.276072708258202 |
75 | 0.698999502683221 | 0.602000994633557 | 0.301000497316779 |
76 | 0.668474413721243 | 0.663051172557514 | 0.331525586278757 |
77 | 0.633464857845939 | 0.733070284308123 | 0.366535142154061 |
78 | 0.591162108552893 | 0.817675782894213 | 0.408837891447107 |
79 | 0.55563587983916 | 0.888728240321679 | 0.444364120160839 |
80 | 0.536300404059519 | 0.927399191880962 | 0.463699595940481 |
81 | 0.514220062008005 | 0.97155987598399 | 0.485779937991995 |
82 | 0.526327074663736 | 0.947345850672528 | 0.473672925336264 |
83 | 0.508803033696616 | 0.982393932606768 | 0.491196966303384 |
84 | 0.47503776613913 | 0.95007553227826 | 0.52496223386087 |
85 | 0.439192845846707 | 0.878385691693414 | 0.560807154153293 |
86 | 0.421096789197413 | 0.842193578394827 | 0.578903210802587 |
87 | 0.437866093785685 | 0.87573218757137 | 0.562133906214315 |
88 | 0.40702944308029 | 0.81405888616058 | 0.59297055691971 |
89 | 0.405283481158034 | 0.810566962316067 | 0.594716518841966 |
90 | 0.421115735118791 | 0.842231470237583 | 0.578884264881209 |
91 | 0.452664381534432 | 0.905328763068864 | 0.547335618465568 |
92 | 0.414238907732286 | 0.828477815464572 | 0.585761092267714 |
93 | 0.407112439469518 | 0.814224878939037 | 0.592887560530482 |
94 | 0.365546819650987 | 0.731093639301975 | 0.634453180349013 |
95 | 0.323288218796277 | 0.646576437592553 | 0.676711781203723 |
96 | 0.43320062072873 | 0.86640124145746 | 0.56679937927127 |
97 | 0.392669719620115 | 0.78533943924023 | 0.607330280379885 |
98 | 0.364324783534999 | 0.728649567069998 | 0.635675216465001 |
99 | 0.354124488524328 | 0.708248977048656 | 0.645875511475672 |
100 | 0.349603825848876 | 0.699207651697751 | 0.650396174151124 |
101 | 0.308075120690106 | 0.616150241380211 | 0.691924879309894 |
102 | 0.283329898169749 | 0.566659796339498 | 0.716670101830251 |
103 | 0.274385333351448 | 0.548770666702897 | 0.725614666648552 |
104 | 0.241023415565303 | 0.482046831130606 | 0.758976584434697 |
105 | 0.208913460838459 | 0.417826921676917 | 0.791086539161541 |
106 | 0.21081215272795 | 0.4216243054559 | 0.78918784727205 |
107 | 0.194938984364458 | 0.389877968728915 | 0.805061015635542 |
108 | 0.178660589518679 | 0.357321179037358 | 0.821339410481321 |
109 | 0.149052844903037 | 0.298105689806073 | 0.850947155096963 |
110 | 0.195885600730539 | 0.391771201461077 | 0.804114399269461 |
111 | 0.287967139071611 | 0.575934278143222 | 0.712032860928389 |
112 | 0.304358710522082 | 0.608717421044164 | 0.695641289477918 |
113 | 0.283113788390937 | 0.566227576781874 | 0.716886211609063 |
114 | 0.614941078896998 | 0.770117842206004 | 0.385058921103002 |
115 | 0.780549146092631 | 0.438901707814737 | 0.219450853907369 |
116 | 0.744017341886415 | 0.51196531622717 | 0.255982658113585 |
117 | 0.707542021545096 | 0.584915956909808 | 0.292457978454904 |
118 | 0.661469345587212 | 0.677061308825576 | 0.338530654412788 |
119 | 0.61162349557787 | 0.77675300884426 | 0.38837650442213 |
120 | 0.747375537466007 | 0.505248925067985 | 0.252624462533993 |
121 | 0.780148191234682 | 0.439703617530637 | 0.219851808765318 |
122 | 0.797063883627058 | 0.405872232745884 | 0.202936116372942 |
123 | 0.785676361663044 | 0.428647276673912 | 0.214323638336956 |
124 | 0.741510414177551 | 0.516979171644898 | 0.258489585822449 |
125 | 0.6978741208908 | 0.6042517582184 | 0.3021258791092 |
126 | 0.665048026532812 | 0.669903946934376 | 0.334951973467188 |
127 | 0.610053648135407 | 0.779892703729185 | 0.389946351864593 |
128 | 0.580253536484337 | 0.839492927031325 | 0.419746463515663 |
129 | 0.524749835323543 | 0.950500329352913 | 0.475250164676457 |
130 | 0.553972968352212 | 0.892054063295576 | 0.446027031647788 |
131 | 0.532051052901096 | 0.935897894197807 | 0.467948947098904 |
132 | 0.574360895648656 | 0.851278208702687 | 0.425639104351344 |
133 | 0.515037818179726 | 0.969924363640549 | 0.484962181820274 |
134 | 0.496210455492136 | 0.992420910984271 | 0.503789544507864 |
135 | 0.556247817867334 | 0.887504364265331 | 0.443752182132666 |
136 | 0.499639023775985 | 0.99927804755197 | 0.500360976224015 |
137 | 0.484993643367619 | 0.969987286735237 | 0.515006356632381 |
138 | 0.418761686864493 | 0.837523373728986 | 0.581238313135507 |
139 | 0.351403447529655 | 0.702806895059309 | 0.648596552470345 |
140 | 0.307135387326262 | 0.614270774652524 | 0.692864612673738 |
141 | 0.281832428696636 | 0.563664857393272 | 0.718167571303364 |
142 | 0.412394077151242 | 0.824788154302483 | 0.587605922848758 |
143 | 0.355163501873182 | 0.710327003746364 | 0.644836498126818 |
144 | 0.282555401955409 | 0.565110803910818 | 0.717444598044591 |
145 | 0.219433217334386 | 0.438866434668773 | 0.780566782665614 |
146 | 0.260863895377465 | 0.52172779075493 | 0.739136104622535 |
147 | 0.203859953314122 | 0.407719906628244 | 0.796140046685878 |
148 | 0.144568146216794 | 0.289136292433588 | 0.855431853783206 |
149 | 0.572057814427482 | 0.855884371145036 | 0.427942185572518 |
150 | 0.471420557511283 | 0.942841115022566 | 0.528579442488717 |
151 | 0.611878490666338 | 0.776243018667323 | 0.388121509333662 |
152 | 0.474840870643746 | 0.949681741287492 | 0.525159129356254 |
153 | 0.484601821935582 | 0.969203643871164 | 0.515398178064418 |
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 |