Multiple Linear Regression - Estimated Regression Equation
Depression[t] = + 17.7769114656762 -0.329756031349403Month[t] -0.0754019001049189Doubts[t] -0.0115990201581907Expectations[t] -0.0388365785511978Criticism[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)17.77691146567627.0123822.53510.0122210.00611
Month-0.3297560313494030.625842-0.52690.5990070.299503
Doubts-0.07540190010491890.090844-0.830.4077920.203896
Expectations-0.01159902015819070.088215-0.13150.8955590.44778
Criticism-0.03883657855119780.108942-0.35650.7219530.360977


Multiple Linear Regression - Regression Statistics
Multiple R0.094583923349095
R-squared0.00894611855610749
Adjusted R-squared-0.0163036618628452
F-TEST (value)0.354304806127837
F-TEST (DF numerator)4
F-TEST (DF denominator)157
p-value0.84074436535968
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.16922646287394
Sum Squared Residuals1576.90743055793


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
11212.5003403550095-0.500340355009515
21112.9282884501618-1.92828845016178
31413.18930774910450.81069225089553
41212.8180894895823-0.818089489582292
52113.05766247113447.94233752886561
61212.9845318280269-0.984531828026946
72213.11264058383878.88735941616127
81112.7653826338754-1.76538263387543
91012.5321204273974-2.53212042739743
101312.89753090776380.102469092236164
111012.5409451946398-2.54094519463982
12812.6708222115308-4.67082221153075
131513.03042491274141.96957508725862
141412.81808948958231.18191051041771
151012.8818923695290-2.88189236952902
161413.51865590383550.481344096164519
171413.01705763150400.982942368495959
181113.1080980698438-2.10809806984378
191013.0773405274458-3.07734052744583
201312.46958281261150.530417187388474
21712.5414481905581-5.54144819055815
221412.30717999224351.69282000775650
231212.8037162165083-0.803716216508297
241412.66728568937251.33271431062755
251112.8818923695290-1.88189236952902
26913.0228654106598-4.02286541065982
271113.0639732462085-2.06397324620849
281512.97066155087132.02933844912872
291412.93586449039671.06413550960329
301313.0871712865249-0.087171286524872
31913.0581654670527-4.05816546705272
321512.11299709948752.88700290051249
331012.9172089640753-2.91720896407528
341113.1353356282368-2.13533562823678
351312.92426547023850.0757345297614842
36812.6057540664232-4.6057540664232
372012.98276356694787.0172364330522
381212.6097935844998-0.609793584499828
391012.5699510141120-2.56995101411198
401012.8337280278171-2.83372802781711
41912.4968203710045-3.49682037100453
421412.95906253071311.04093746928691
43812.9108981890012-4.91089818900118
441413.09121080460150.908789195398502
451112.9688932897921-1.96889328979213
461312.80649046942410.193509530575899
47912.5432164516373-3.54321645163730
481112.7565578666330-1.75655786663304
491512.94569524947572.05430475052425
501112.6249291268163-1.62492912681632
511012.7298233041584-2.72982330415836
521413.02109714958070.978902850419333
531812.94569524947575.05430475052425
541413.47224328504940.527756714950641
551112.4912718651729-1.49127186517292
561212.719489549161-0.719489549160992
571312.94569524947570.0543047505242517
58913.1509741664716-4.1509741664716
591013.3852423647863-3.38524236478625
601512.55708672879302.44291327120704
612012.98226057102957.01773942897053
621213.0117693864200-1.01176938641995
631212.8105299875007-0.810529987500727
641412.72704905124261.27295094875744
651313.0738040052875-0.0738040052875324
661113.021600145499-2.02160014549900
671713.10809806984383.89190193015622
681213.0094981294225-1.00949812942248
691312.82036074657980.179639253420231
701412.88189236952901.11810763047098
711313.1353356282368-0.135335628236784
721513.09473078860641.90526921139356
731312.94746351055490.0525364894451028
741012.3825818923484-2.38258189234842
751113.0639732462085-2.06397324620849
761912.94569524947576.05430475052425
771312.71016178600030.289838213999722
781712.73285683039834.26714316960167
791312.81808948958230.181910510417708
80912.9363674863150-3.93636748631503
811112.5548154717955-1.55481547179549
821013.2589018700536-3.25890187005361
83912.7832924291077-3.78329242910772
841212.9724298119504-0.972429811950427
851212.8069934653424-0.806993465342429
861312.86273384728930.137266152710736
871313.0738040052875-0.0738040052875324
881212.6788847095306-0.678884709530645
891512.51547589732602.48452410267404
902212.98453182802699.01546817197305
911312.62088960873970.379110391260309
921513.44677398773551.5532260122645
931313.021600145499-0.0216001454989950
941512.98857134610362.01142865389643
951012.9550230126365-2.95502301263646
961112.6859577538472-1.68595775384724
971612.43124922997873.56875077002134
981112.4945491140071-1.49454911400706
991113.0599337281319-2.05993372813187
1001012.9340962293176-2.93409622931756
1011012.8332250318988-2.83322503189878
1021613.24957410689292.7504258931071
1031212.8622308513709-0.862230851370937
1041112.9840288321086-1.98402883210862
1051612.57801351211193.42198648788813
1061912.77219640486796.22780359513214
1071113.1585336685532-2.15853366855317
1081612.93182497232013.06817502767992
1091512.49278085292792.50721914707209
1102412.721760806158511.2782391938415
1111413.13533562823680.864664371763216
1121512.89475665484802.10524334515197
1131113.0147863745066-2.01478637450657
1141512.98579709318782.01420290681223
1151213.1771891948746-1.17718919487459
1161013.201409765181-3.20140976518099
1171413.18930774910450.81069225089553
1181312.98276356694780.0172364330522028
119912.5704540100303-3.5704540100303
1201513.07203574420841.92796425579162
1211513.08363476436661.91636523563343
1221412.90912992792201.09087007207797
1231112.5043798730861-1.50437987308610
124813.2437663277371-5.24376632773712
1251112.2769089076105-1.27690890761052
1261112.8122982485799-1.81229824857988
127813.2750434042068-5.27504340420676
1281012.8818923695290-2.88189236952902
1291112.8836606306082-1.88366063060817
1301312.65568666921430.344313330785737
1311112.7421845935590-1.74218459355904
1322013.02109714958076.97890285041933
1331013.1492059053925-3.14920590539245
1341513.28664242436491.71335757563505
1351212.9456952494757-0.945695249475748
1361412.54902423079311.45097576920693
1372312.797162706263410.2028372937366
1381412.74445585055651.25554414944348
1391613.05766247113442.94233752886561
1401112.525306656405-1.52530665640500
1411212.6400481309794-0.640048130979447
1421012.6824212316889-2.68242123168894
1431412.03886046454341.96113953545659
1441212.7431905853957-0.743190585395701
1451212.5449847127164-0.544984712716445
1461112.5825560261068-1.58255602610682
1471212.9242654702385-0.924265470238516
1481313.0715327482901-0.0715327482900557
1491112.9822605710295-1.98226057102947
1501912.99562785226686.00437214773319
1511213.1446633913975-1.14466339139750
1521712.44688776821354.55311223178653
153912.8047387464983-3.80473874649831
1541213.0755722663667-1.07557226636668
1551912.58331829534936.41668170465069
1561813.08717128652494.91282871347513
1571512.65568666921432.34431333078574
1581412.60701933158401.39298066841598
1591112.1013980793293-1.10139807932932
1601112.6443303842269-1.64433038422688
1611211.08180541665380.91819458334616
162812.5909729167308-4.59097291673082


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
80.9767709882208870.04645802355822520.0232290117791126
90.9552930771120680.0894138457758650.0447069228879325
100.9213490510336380.1573018979327230.0786509489663615
110.8724498804780840.2551002390438310.127550119521916
120.8489561747228540.3020876505542930.151043825277146
130.782010867777030.435978264445940.21798913222297
140.7051176957330520.5897646085338970.294882304266948
150.7251405601440840.5497188797118320.274859439855916
160.7816084313663980.4367831372672040.218391568633602
170.7183690376560080.5632619246879830.281630962343992
180.7306458319664590.5387083360670820.269354168033541
190.7069143393997650.5861713212004710.293085660600235
200.7338273346399860.5323453307200290.266172665360014
210.7704250436505540.4591499126988920.229574956349446
220.814900650216180.370198699567640.18509934978382
230.764612633760610.4707747324787790.235387366239390
240.7262652717807420.5474694564385160.273734728219258
250.6872548455391510.6254903089216980.312745154460849
260.713458972386270.5730820552274590.286541027613730
270.6830350764647920.6339298470704160.316964923535208
280.6513987484138570.6972025031722860.348601251586143
290.6036099779247880.7927800441504230.396390022075212
300.5434822550964050.913035489807190.456517744903595
310.593564277844260.8128714443114790.406435722155739
320.6275092186070250.744981562785950.372490781392975
330.6000183892649950.799963221470010.399981610735005
340.5651417676597920.8697164646804150.434858232340208
350.5074184765764630.9851630468470730.492581523423537
360.5093965345107990.9812069309784020.490603465489201
370.7409116752946230.5181766494107550.259088324705377
380.6987713255408650.6024573489182710.301228674459136
390.6699906476513490.6600187046973030.330009352348651
400.6473552973218190.7052894053563630.352644702678181
410.6296195146740160.7407609706519670.370380485325984
420.5842380649067380.8315238701865240.415761935093262
430.6338891989362920.7322216021274160.366110801063708
440.5948852497113110.8102295005773790.405114750288689
450.5624123405633190.8751753188733610.437587659436681
460.5131253382261960.9737493235476090.486874661773804
470.5031614727985580.9936770544028850.496838527201442
480.4606506852273590.9213013704547190.539349314772641
490.4353647933756150.870729586751230.564635206624385
500.3942961668659630.7885923337319260.605703833134037
510.3694912236605370.7389824473210730.630508776339463
520.3274195604915260.6548391209830520.672580439508474
530.4080905776687700.8161811553375390.59190942233123
540.3637088115983720.7274176231967440.636291188401628
550.3276662649858170.6553325299716330.672333735014183
560.2867443402822790.5734886805645570.713255659717722
570.2465456758117990.4930913516235980.753454324188201
580.2753671941297630.5507343882595250.724632805870237
590.2922722540261370.5845445080522740.707727745973863
600.2968500309393470.5937000618786930.703149969060654
610.4756505025477410.9513010050954830.524349497452259
620.4320239823153150.864047964630630.567976017684685
630.3891464945945760.7782929891891520.610853505405424
640.3521706014689720.7043412029379430.647829398531028
650.3097890052578800.6195780105157610.69021099474212
660.2842833865723420.5685667731446840.715716613427658
670.3003937720243540.6007875440487070.699606227975646
680.2647169514481250.5294339028962490.735283048551875
690.2301085515849190.4602171031698390.76989144841508
700.2006308770377230.4012617540754450.799369122962277
710.1695958775216590.3391917550433180.830404122478341
720.1498220518115500.2996441036230990.85017794818845
730.1243368389810390.2486736779620790.87566316101896
740.1131002877764150.226200575552830.886899712223585
750.1000108065361540.2000216130723080.899989193463846
760.1684259489133470.3368518978266950.831574051086653
770.1461617930285010.2923235860570030.853838206971499
780.1743302539702350.3486605079404690.825669746029765
790.1462856249378460.2925712498756920.853714375062154
800.1604232360027860.3208464720055720.839576763997214
810.1403004222708370.2806008445416740.859699577729163
820.1484922288139780.2969844576279550.851507771186022
830.1605831236920930.3211662473841850.839416876307908
840.1365765795557830.2731531591115650.863423420444217
850.1156561144239680.2313122288479360.884343885576032
860.09707615095558980.1941523019111800.90292384904441
870.0791650749982580.1583301499965160.920834925001742
880.06463384188090120.1292676837618020.935366158119099
890.05938537018695560.1187707403739110.940614629813044
900.2281106528412010.4562213056824030.771889347158799
910.1986157861647200.3972315723294410.80138421383528
920.1785729277862350.357145855572470.821427072213765
930.1500833652285000.3001667304569990.8499166347715
940.1351464318059030.2702928636118060.864853568194097
950.1327063703846510.2654127407693020.867293629615349
960.1169419805826460.2338839611652910.883058019417354
970.1228289645505170.2456579291010350.877171035449483
980.1079052572977770.2158105145955550.892094742702223
990.09616660969751740.1923332193950350.903833390302483
1000.0943676818923920.1887353637847840.905632318107608
1010.09179625129315930.1835925025863190.90820374870684
1020.08631426141276540.1726285228255310.913685738587235
1030.07184473383130270.1436894676626050.928155266168697
1040.06292825709548870.1258565141909770.937071742904511
1050.06366080652215480.1273216130443100.936339193477845
1060.1093369321650750.2186738643301510.890663067834925
1070.09714929705332960.1942985941066590.90285070294667
1080.09432752052962470.1886550410592490.905672479470375
1090.0846180884043150.169236176808630.915381911595685
1100.4805204089054040.9610408178108080.519479591094596
1110.4346538495856680.8693076991713360.565346150414332
1120.4035576234856070.8071152469712130.596442376514393
1130.3693644146382130.7387288292764270.630635585361787
1140.3363288836176930.6726577672353860.663671116382307
1150.294868614882990.589737229765980.70513138511701
1160.2963878032818360.5927756065636730.703612196718164
1170.2547227614368810.5094455228737620.745277238563119
1180.2151793815245370.4303587630490750.784820618475463
1190.2310603746872980.4621207493745960.768939625312702
1200.2087800688017040.4175601376034090.791219931198295
1210.1918967323657590.3837934647315170.808103267634241
1220.1613736390381500.3227472780763010.83862636096185
1230.1381189556223990.2762379112447980.8618810443776
1240.1684658826041350.3369317652082710.831534117395865
1250.1400871714319360.2801743428638730.859912828568064
1260.1259304292310520.2518608584621040.874069570768948
1270.1815727143524590.3631454287049190.81842728564754
1280.1775350862729630.3550701725459260.822464913727037
1290.1614018698052160.3228037396104330.838598130194784
1300.1283912561380910.2567825122761820.871608743861909
1310.1108983742834080.2217967485668160.889101625716592
1320.2116301120250590.4232602240501180.788369887974941
1330.2223211162331670.4446422324663350.777678883766832
1340.1840265582056490.3680531164112970.815973441794351
1350.1517975122174290.3035950244348580.848202487782571
1360.1192756382231070.2385512764462130.880724361776893
1370.5524331754607550.895133649078490.447566824539245
1380.4914550358155260.9829100716310520.508544964184474
1390.473950596603190.947901193206380.52604940339681
1400.4155268126567270.8310536253134530.584473187343273
1410.3453421432492600.6906842864985190.65465785675074
1420.3362558706936630.6725117413873260.663744129306337
1430.2726112007702820.5452224015405640.727388799229718
1440.2109786125397190.4219572250794370.789021387460281
1450.1654211423919520.3308422847839040.834578857608048
1460.1313652334203380.2627304668406770.868634766579662
1470.09978364061143750.1995672812228750.900216359388562
1480.06605700404926950.1321140080985390.93394299595073
1490.05133074842322340.1026614968464470.948669251576777
1500.09465330881310930.1893066176262190.90534669118689
1510.05806349249027240.1161269849805450.941936507509728
1520.0535595176741360.1071190353482720.946440482325864
1530.1663279160225670.3326558320451340.833672083977433
1540.210789761155010.421579522310020.78921023884499


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level10.00680272108843537OK
10% type I error level20.0136054421768707OK