Multiple Linear Regression - Estimated Regression Equation
Depression[t] = + 7.11427357027146 + 0.0468181164894483CriticParents[t] -0.0610717012753496ExpecParents[t] + 0.586101505807562FutureWorrying[t] + 0.214964224328964SleepDepri[t] + 0.335215733141913ChangesLastYear[t] -0.0863956836856015FreqSmoking[t] + 0.284326292090269FreqHighAlc[t] + 0.192259706857739FreqBeerOrWine[t] + 0.00201094154728408Month[t] + 0.00643775319164656t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)7.114273570271467.4830870.95070.3434610.171731
CriticParents0.04681811648944830.1166140.40150.6887070.344353
ExpecParents-0.06107170127534960.087154-0.70070.4846850.242343
FutureWorrying0.5861015058075620.1689143.46980.0007010.000351
SleepDepri0.2149642243289640.1422531.51110.1331070.066553
ChangesLastYear0.3352157331419130.1369642.44750.0156810.00784
FreqSmoking-0.08639568368560150.276683-0.31230.7553320.377666
FreqHighAlc0.2843262920902690.3163070.89890.3703220.185161
FreqBeerOrWine0.1922597068577390.2970690.64720.5186170.259309
Month0.002010941547284080.8302470.00240.9980710.499036
t0.006437753191646560.0099360.6480.5181250.259062


Multiple Linear Regression - Regression Statistics
Multiple R0.460266102707896
R-squared0.211844885301915
Adjusted R-squared0.153027339428924
F-TEST (value)3.60172941862223
F-TEST (DF numerator)10
F-TEST (DF denominator)134
p-value0.000291280874432198
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.90976371595358
Sum Squared Residuals1134.54113427912


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
11211.80361066753670.196389332463273
21111.5508456162323-0.550845616232324
31414.9635192005732-0.96351920057319
41211.38983138702920.610168612970842
52115.72380492733345.27619507266658
61213.0242257831403-1.02422578314027
72214.73914103423927.26085896576085
81112.7631853318159-1.7631853318159
91011.9412872340357-1.94128723403571
101312.53951407943350.460485920566535
111013.3444378414633-3.34443784146334
12812.0451921235579-4.04519212355785
131514.21933830941780.780661690582233
141011.8890449362461-1.8890449362461
151412.4423213044331.55767869556696
161410.12070637774743.87929362225262
171112.7552121739999-1.75521217399988
181012.9422437533277-2.94224375332767
191314.1009755624887-1.10097556248867
20710.471036383413-3.47103638341297
211213.6636587629925-1.66365876299254
221412.72589433787471.27410566212531
231112.3013828475795-1.3013828475795
24911.1070961196034-2.10709611960338
251111.9385348373061-0.938534837306142
261513.12818394094821.87181605905182
271312.95274474232180.0472552576781619
2899.5097567821449-0.50975678214491
291510.09321150949584.90678849050425
301012.4134271117406-2.41342711174058
311110.54748686788320.452513132116783
321311.34001532746311.65998467253691
33810.4169465784909-2.41694657849088
342013.63998297709066.36001702290945
351212.8818562563983-0.881856256398277
361010.1687193089356-0.168719308935558
371012.2595270712165-2.25952707121649
38912.4573737266206-3.45737372662062
391414.5751431802521-0.575143180252132
40810.9595694415788-2.9595694415788
411411.84116717967242.15883282032757
421112.3649781224478-1.36497812244781
431311.18847797566361.81152202433642
441112.1093159022772-1.10931590227716
451111.817854051164-0.81785405116399
461012.1460502681753-2.14605026817532
471410.60981200053293.39018799946709
481813.72193366418054.27806633581946
491412.48572985545861.51427014454136
501112.9662549813077-1.96625498130772
511211.42413983700630.575860162993728
521313.0811240404095-0.0811240404094553
53913.6873941433871-4.68739414338714
541012.2383282348886-2.23832823488863
551513.48315265996151.51684734003852
562014.1089270547575.89107294524297
571211.67167283671250.328327163287499
581211.98363419765230.0163658023476846
591411.33602903638182.66397096361824
601314.9334498006976-1.93344980069765
611114.3350803358606-3.33508033586061
621713.1778507561683.82214924383195
631212.2093348402978-0.209334840297785
641312.82777848878140.172221511218607
651413.79625447825710.203745521742893
661310.72937200424012.27062799575992
671513.79630612930531.20369387069474
681311.91193669574311.0880633042569
691013.5687290267362-3.56872902673615
701111.2740290370396-0.274029037039564
711312.73222784545520.267772154544794
721714.14058750783382.85941249216623
731312.86792113370160.13207886629842
74912.0559796182532-3.05597961825323
751112.3405120902909-1.34051209029094
761010.2977621453233-0.297762145323322
77910.3067320766891-1.30673207668907
781211.28478180282690.71521819717314
791212.4356251708188-0.435625170818834
801312.36445710385320.63554289614679
811312.42421902165870.575780978341261
822214.51274216260987.48725783739022
831311.9212419896221.07875801037795
841513.73975538893241.26024461106757
851314.1020870449101-1.10208704491012
861511.59525835910293.40474164089706
871011.6879387993883-1.68793879938832
881110.87554908208340.124450917916564
891614.18422351800531.81577648199473
901112.0431181019344-1.04311810193439
911112.4260672197303-1.42606721973026
921012.7077254873256-2.70772548732559
931014.5624853048147-4.56248530481474
941614.22601277902611.77398722097385
951213.3895944532429-1.3895944532429
961113.9190171801555-2.91901718015545
971614.42147511611141.57852488388861
981914.99079640381884.00920359618118
991114.8962880701177-3.89628807011766
1001512.76763183145412.2323681685459
1012416.57203845287527.4279615471248
1021411.69559049867552.30440950132447
1031513.65290418128791.34709581871206
1041114.9181760885708-3.91817608857076
1051513.56221754565711.43778245434289
1061212.9353799338188-0.935379933818797
1071010.847922758518-0.847922758518026
1081413.99734670099230.00265329900766953
109912.9090591348176-3.90905913481764
1101510.7203847872914.27961521270903
111159.79885264963985.20114735036021
1121413.16702254667340.832977453326589
1131114.2205581250718-3.22055812507182
114814.4199190525284-6.41991905252838
1151114.3118270389759-3.31182703897588
116811.8963767425822-3.8963767425822
1171011.3258760802794-1.32587608027941
1181113.7111430389992-2.71114303899924
1191314.1597103656976-1.1597103656976
1201113.8536302177452-2.85363021774524
1212012.7744754538947.22552454610595
1221012.2969266458795-2.29692664587946
1231211.0700909239550.929909076044998
1241412.67605735733231.3239426426677
1252314.12493888596868.8750611140314
1261413.1384993054520.861500694547955
1271615.34574187906710.65425812093294
1281113.5615720081091-2.56157200810915
1291214.3746587974792-2.37465879747916
1301013.7928820084057-3.79288200840569
1311413.91632931947920.083670680520829
132129.99534468174042.00465531825959
1331213.8348264611174-1.83482646111738
1341110.36706850475420.632931495245838
1351212.5528936335421-0.552893633542136
1361315.9196808217229-2.91968082172285
1371716.46245082604380.537549173956198
1381112.6660009479622-1.6660009479622
1391213.8578614879676-1.85786148796757
1401915.28458745390233.71541254609766
1411514.10670732085630.893292679143717
1421413.64649362828310.353506371716863
1431113.8720868687904-2.8720868687904
144910.7770318219383-1.77703182193828
1451812.0129598160055.98704018399503


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
140.683117279334090.633765441331820.31688272066591
150.6476863787357820.7046272425284350.352313621264218
160.74095533278760.5180893344248010.2590446672124
170.6347967133573250.730406573285350.365203286642675
180.5402738700190960.9194522599618080.459726129980904
190.6650294733738910.6699410532522180.334970526626109
200.5878832909087740.8242334181824530.412116709091226
210.5072316577017360.9855366845965280.492768342298264
220.5310751057268380.9378497885463240.468924894273162
230.5805271921548620.8389456156902750.419472807845138
240.5000708274001180.9998583451997650.499929172599882
250.4264338284777590.8528676569555180.573566171522241
260.3867649646160730.7735299292321450.613235035383927
270.3252034678546370.6504069357092750.674796532145363
280.2771548748169060.5543097496338130.722845125183094
290.3311692491839270.6623384983678550.668830750816073
300.2841781284578940.5683562569157870.715821871542106
310.2326170760622440.4652341521244870.767382923937756
320.1894508450077830.3789016900155670.810549154992217
330.1849229017621410.3698458035242810.81507709823786
340.200715394485220.401430788970440.79928460551478
350.2074487609921780.4148975219843570.792551239007822
360.2037880393611560.4075760787223120.796211960638844
370.2555800223492180.5111600446984360.744419977650782
380.3016454712338170.6032909424676330.698354528766183
390.3055733611384010.6111467222768020.694426638861599
400.2774416148186070.5548832296372140.722558385181393
410.3198372116446280.6396744232892550.680162788355372
420.2815353747042890.5630707494085770.718464625295711
430.2902179775797030.5804359551594060.709782022420297
440.2458497944372360.4916995888744710.754150205562764
450.2085256451884160.4170512903768320.791474354811584
460.1837369050395680.3674738100791360.816263094960432
470.1919793902945110.3839587805890220.808020609705489
480.2947524912717660.5895049825435320.705247508728234
490.2677011444364930.5354022888729850.732298855563507
500.2427304247892980.4854608495785960.757269575210702
510.2046051265690840.4092102531381690.795394873430916
520.1683677703668360.3367355407336720.831632229633164
530.2562329663661310.5124659327322630.743767033633869
540.2544463034109190.5088926068218380.745553696589081
550.2344647725406830.4689295450813670.765535227459317
560.3085708196578550.617141639315710.691429180342145
570.2675861778855040.5351723557710090.732413822114496
580.2381431572137320.4762863144274630.761856842786268
590.2084848844346690.4169697688693380.791515115565331
600.2356325605561640.4712651211123280.764367439443836
610.2003609087548960.4007218175097910.799639091245104
620.3213403788717030.6426807577434070.678659621128297
630.2760600013435780.5521200026871570.723939998656422
640.2363456203734940.4726912407469870.763654379626507
650.2000808523129320.4001617046258630.799919147687068
660.1841871406019810.3683742812039620.815812859398019
670.1553548267231280.3107096534462560.844645173276872
680.1297679470840910.2595358941681820.870232052915909
690.1430522263863430.2861044527726860.856947773613657
700.1163024788189320.2326049576378630.883697521181068
710.09319603820139290.1863920764027860.906803961798607
720.09499809708310940.1899961941662190.90500190291689
730.07546007023846550.1509201404769310.924539929761535
740.07648788594883040.1529757718976610.92351211405117
750.06321419092689030.1264283818537810.93678580907311
760.05051232213308460.1010246442661690.949487677866915
770.0445239986615220.0890479973230440.955476001338478
780.0340489520458690.0680979040917380.965951047954131
790.02599383099011710.05198766198023410.974006169009883
800.01963392485934740.03926784971869480.980366075140653
810.0148348959306070.0296697918612140.985165104069393
820.06788011290766020.135760225815320.93211988709234
830.0530635193937850.106127038787570.946936480606215
840.04127527335419870.08255054670839750.9587247266458
850.03357542382960650.06715084765921290.966424576170394
860.03360834538758390.06721669077516770.966391654612416
870.02879964066574520.05759928133149050.971200359334255
880.02127360094837440.04254720189674870.978726399051626
890.0184597707246480.03691954144929590.981540229275352
900.01439520610869490.02879041221738980.985604793891305
910.01164000341427360.02328000682854720.988359996585726
920.01152213048545550.02304426097091090.988477869514545
930.01782286292378790.03564572584757580.982177137076212
940.01375589237036840.02751178474073680.986244107629632
950.01086319397037250.02172638794074490.989136806029628
960.01169790415312370.02339580830624750.988302095846876
970.009813099413022630.01962619882604530.990186900586977
980.01466812493266340.02933624986532690.985331875067337
990.01748879267870570.03497758535741130.982511207321294
1000.01387276480626230.02774552961252470.986127235193738
1010.06661062809741140.1332212561948230.933389371902589
1020.05921331164745920.1184266232949180.94078668835254
1030.04895446013224280.09790892026448550.951045539867757
1040.05053497907492980.101069958149860.94946502092507
1050.04182678130819270.08365356261638550.958173218691807
1060.03118546097318460.06237092194636930.968814539026815
1070.02494519038226150.0498903807645230.975054809617738
1080.01807415594932180.03614831189864360.981925844050678
1090.01658436311658860.03316872623317720.983415636883411
1100.02494334658637730.04988669317275460.975056653413623
1110.03635725633116820.07271451266233630.963642743668832
1120.02927812236736070.05855624473472140.97072187763264
1130.0256292190267610.0512584380535220.97437078097324
1140.04498449143448460.08996898286896930.955015508565515
1150.04141444888053890.08282889776107780.95858555111946
1160.0619724177754280.1239448355508560.938027582224572
1170.04687731787431930.09375463574863850.95312268212568
1180.04060987572036310.08121975144072620.959390124279637
1190.03061688028893390.06123376057786780.969383119711066
1200.06779286143999730.1355857228799950.932207138560003
1210.1451098782449060.2902197564898130.854890121755094
1220.36688392232590.73376784465180.6331160776741
1230.3103871920393480.6207743840786960.689612807960652
1240.2382162745382410.4764325490764830.761783725461759
1250.4882513999026440.9765027998052880.511748600097356
1260.9140162589931310.1719674820137370.0859837410068685
1270.8661778640392850.2676442719214310.133822135960715
1280.7973569132131750.4052861735736490.202643086786825
1290.745745450130310.5085090997393790.25425454986969
1300.6798431248911310.6403137502177380.320156875108869
1310.6104456718132460.7791086563735080.389554328186754


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level190.161016949152542NOK
10% type I error level370.313559322033898NOK