Multiple Linear Regression - Estimated Regression Equation
Depression[t] = + 8.54853477092724 + 0.560576936242611FutureWorrying[t] + 0.180694868140083SleepDepri[t] + 0.370198914198844`ChangesLastYear `[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)8.548534770927240.81536410.484300
FutureWorrying0.5605769362426110.1618343.46390.0007050.000353
SleepDepri0.1806948681400830.1396251.29410.1977310.098866
`ChangesLastYear `0.3701989141988440.1321572.80120.0058070.002903


Multiple Linear Regression - Regression Statistics
Multiple R0.429714387280119
R-squared0.184654454635528
Adjusted R-squared0.167306677074582
F-TEST (value)10.6442715204758
F-TEST (DF numerator)3
F-TEST (DF denominator)141
p-value2.36843207934712e-06
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.88513121245315
Sum Squared Residuals1173.68147794307


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
11212.7961044212760-0.796104421275987
21112.6145355771509-1.61453557715087
31415.2076759285128-1.20767592851279
41211.88294692667190.117053073328147
52115.76825286475545.2317471352446
61213.3566813575186-1.35668135751857
72215.76825286475546.2317471352446
81112.8330890849207-1.83308908492068
91012.4443978388995-2.44439783889948
101312.99529162123840.00470837876159409
111013.5356282736886-3.53562827368864
12812.4443978388995-4.44439783889948
131514.10763631580500.892363684195048
141012.8057875751796-2.80578757517965
151412.45320701681821.54679298318184
161411.33205314433292.66794685566707
171113.1759864893785-2.17598648937849
181013.5470593795623-3.54705937956234
191314.8462861922326-1.84628619223262
20710.4012772938915-3.40127729389148
211213.3566813575186-1.35668135751857
221412.99441764525341.00558235474660
231113.5558685574810-2.55586855748102
24911.5039388345543-2.50393883455434
251112.6250927070396-1.62509270703956
261513.18392169131221.81607830868784
271312.99529162123840.00470837876159409
28910.2205824257514-1.22058242575139
291510.96098025414914.03901974585092
301012.2637029707594-2.26370297075940
311110.77147620809030.228523791909679
321312.06276781882690.937232181173065
33810.7714762080903-2.77147620809032
342014.47608727803385.52391272196622
351213.1936048452158-1.19360484521584
361010.0213952257890-0.0213952257889494
371013.1847956672972-3.18479566729717
38912.9750513374460-3.97505133744603
391414.8647785240550-0.864778524054984
40811.8547714409458-3.85477144094581
411412.24521063893701.75478936106297
421112.9847344913497-1.98473449134971
431311.32236999042921.67763000957075
441112.6339018849582-1.63390188495824
451111.6934428806131-0.6934428806131
461012.4347146849958-2.43471468499579
471411.33205314433292.66794685566707
481813.54705937956234.45294062043766
491412.61540955313591.38459044686412
501112.6250927070396-1.62509270703956
511211.49425568065070.505744319349345
521312.99529162123840.00470837876159409
53913.5638037594147-4.56380375941469
541012.6233447550695-2.62334475506955
551512.99529162123842.00470837876159
562014.10763631580505.89236368419505
571211.88382090265690.116179097343133
581211.67495054879070.325049451209262
591412.24433666295201.75566333704797
601315.5875579966153-2.58755799661532
611115.0375381902614-4.0375381902614
621712.81372277711334.18627722288669
631212.0645157707970-0.064515770796951
641312.79610442127600.203895578724038
651413.35668135751860.643318642481427
661311.31356081251061.68643918748943
671513.16542935948981.83457064051020
681311.50393883455431.49606116544566
691013.9155103417912-3.91551034179117
701111.3320531443329-0.332053144332932
711312.43471468499580.565285315004206
721714.11557151773862.88442848226138
731312.97505133744600.0249486625539705
74912.4347146849958-3.43471468499579
751112.6339018849582-1.63390188495824
761010.9521710762304-0.952171076230404
77910.2020900939290-1.20209009392903
781210.40127729389151.59872270610852
791212.4532070168182-0.453207016818155
801312.43471468499580.565285315004206
811312.62421873105460.375781268945446
822214.10676233981997.89323766018006
831311.68288575072441.31711424927559
841512.61540955313592.38459044686412
851313.9251934956949-0.925193495694853
861511.14167512228923.85832487771084
871011.5039388345543-1.50393883455434
881111.3320531443329-0.332053144332932
891613.91725829376122.08274170623882
901111.9023132344792-0.902313234479228
911112.0733249487156-1.07332494871563
921012.4347146849958-2.43471468499579
931014.2865832319750-4.28658323197502
941614.28658323197501.71341676802498
951213.0137839530608-1.01378395306077
961113.9260674716799-2.92606747167986
971614.10588836383491.89411163616506
981914.865652500044.13434749996001
991114.6567821461739-3.65678214617386
1001512.99529162123842.00470837876159
1012416.32882980099807.67117019900198
1021411.90231323447922.09768676552077
1031513.36636451142231.63363548857774
1041114.8559693461363-3.85596934613631
1051514.27690007807130.723099921928664
1061212.4532070168182-0.453207016818155
1071010.5634798302092-0.5634798302092
1081413.91725829376120.0827417062388157
109912.6250927070396-3.62509270703956
1101510.77147620809034.22852379190968
111159.660005489508785.33999451049122
1121413.00410079915710.995899200842917
1131113.5646777353997-2.56467773539969
114814.1146975417536-6.11469754175361
1151113.7356894496361-2.73568944963609
116811.5224311663767-3.5224311663767
1171011.1328659443705-1.13286594437049
1181113.1654293594898-2.16542935948980
1191313.3549334055486-0.354933405548557
1201113.3654905354372-2.36549053543725
1212012.44264988692957.55735011307054
1221011.3223699904292-1.32236999042925
1231210.77147620809031.22852379190968
1241412.42503153109211.57496846890789
1252313.55586855748109.44413144251899
1261413.92519349569490.074806504305147
1271614.84716016821761.15283983178237
1281112.9838605153647-1.98386051536471
1291213.9163843177762-1.91638431777618
1301013.1936048452158-3.19360484521584
1311413.20241402313450.797585976865481
132129.660005489508782.33999451049122
1331213.1751125133935-1.17511251339348
1341110.40127729389150.598722706108523
1351212.0539586409083-0.0539586409082586
1361315.7779360186591-2.77793601865909
1371715.76825286475541.23174713524460
1381112.6250927070396-1.62509270703956
1391213.3654905354372-1.36549053543725
1401914.10588836383494.89411163616506
1411512.61540955313592.38459044686412
1421412.79523044529101.20476955470905
1431113.1654293594898-2.16542935948980
144910.781159361994-1.78115936199401
1451810.95217107623047.0478289237696


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
70.4588247694431970.9176495388863950.541175230556803
80.5907011981094920.8185976037810160.409298801890508
90.4529729088092310.9059458176184620.547027091190769
100.3400075092839430.6800150185678860.659992490716057
110.3984986461307240.7969972922614470.601501353869276
120.4011183477687670.8022366955375340.598881652231233
130.3019406512805880.6038813025611770.698059348719412
140.2349871889031220.4699743778062430.765012811096878
150.2467787029174620.4935574058349240.753221297082538
160.4423624718860780.8847249437721550.557637528113922
170.3732508088554990.7465016177109980.626749191144501
180.3440189902193720.6880379804387450.655981009780628
190.4263997939622750.852799587924550.573600206037725
200.3645452664830760.7290905329661510.635454733516924
210.2975753390192360.5951506780384720.702424660980764
220.2493375030688790.4986750061377580.750662496931121
230.2288572497262540.4577144994525070.771142750273746
240.1853828139052190.3707656278104370.814617186094781
250.1445362486460190.2890724972920370.855463751353981
260.1166378735561130.2332757471122260.883362126443887
270.09068958715780330.1813791743156070.909310412842197
280.070066579824860.140133159649720.92993342017514
290.1220674084792040.2441348169584080.877932591520796
300.1022302790186760.2044605580373530.897769720981324
310.08040211357875680.1608042271575140.919597886421243
320.05992173140560220.1198434628112040.940078268594398
330.05278819950467540.1055763990093510.947211800495325
340.08428277583510920.1685655516702180.915717224164891
350.08224571150313140.1644914230062630.917754288496869
360.07356875172247820.1471375034449560.926431248277522
370.08178932352400260.1635786470480050.918210676475997
380.1219115414379650.2438230828759310.878088458562035
390.1360783960383000.2721567920766000.8639216039617
400.1362651681076060.2725303362152110.863734831892394
410.1566245186638540.3132490373277070.843375481336146
420.1379920440883880.2759840881767760.862007955911612
430.1311321750070550.2622643500141090.868867824992945
440.1102939597998010.2205879195996020.889706040200199
450.08843579603727290.1768715920745460.911564203962727
460.07691434683938090.1538286936787620.923085653160619
470.08458146923153550.1691629384630710.915418530768465
480.161624639018460.323249278036920.83837536098154
490.1495481234914090.2990962469828180.85045187650859
500.1274709954894040.2549419909788080.872529004510596
510.1117157897080230.2234315794160450.888284210291977
520.08988123778443140.1797624755688630.910118762215569
530.1405284532107830.2810569064215650.859471546789218
540.1347088487019410.2694176974038810.86529115129806
550.126458227814810.252916455629620.87354177218519
560.2345420675599090.4690841351198170.765457932440091
570.2001557158535220.4003114317070430.799844284146478
580.1716642521517240.3433285043034470.828335747848276
590.1570578975442350.314115795088470.842942102455765
600.1588989485951930.3177978971903870.841101051404807
610.1950564634488410.3901129268976820.804943536551159
620.2426743804690380.4853487609380770.757325619530962
630.2070693024961120.4141386049922230.792930697503888
640.1746790575478490.3493581150956970.825320942452151
650.1465661765036070.2931323530072140.853433823496393
660.1317951484481310.2635902968962630.868204851551869
670.1171046240757660.2342092481515320.882895375924234
680.1018095526807550.2036191053615110.898190447319245
690.120527238847330.241054477694660.87947276115267
700.09844445720045720.1968889144009140.901555542799543
710.07993798975384060.1598759795076810.92006201024616
720.08031112483041550.1606222496608310.919688875169585
730.06375251480695270.1275050296139050.936247485193047
740.07030291656146040.1406058331229210.92969708343854
750.0596911414027820.1193822828055640.940308858597218
760.04814867574031830.09629735148063660.951851324259682
770.0396818951255150.079363790251030.960318104874485
780.03387316446930730.06774632893861470.966126835530693
790.02594250199363320.05188500398726640.974057498006367
800.01973928494151140.03947856988302280.980260715058489
810.01473706275745380.02947412551490760.985262937242546
820.07825126949342680.1565025389868540.921748730506573
830.06530348416626150.1306069683325230.934696515833739
840.05965959734978380.1193191946995680.940340402650216
850.04771315335307340.09542630670614670.952286846646927
860.05696702640674380.1139340528134880.943032973593256
870.04799227755604830.09598455511209660.952007722443952
880.0373430179074290.0746860358148580.962656982092571
890.03238946643976760.06477893287953520.967610533560232
900.02528329159720110.05056658319440210.9747167084028
910.01980301414636890.03960602829273780.980196985853631
920.01835054060838370.03670108121676750.981649459391616
930.02568134321763210.05136268643526420.974318656782368
940.02097989173224770.04195978346449540.979020108267752
950.01616748759042170.03233497518084340.983832512409578
960.01638980390875610.03277960781751230.983610196091244
970.01346251513500170.02692503027000340.986537484864998
980.01835939908260170.03671879816520340.981640600917398
990.02123880824951600.04247761649903210.978761191750484
1000.01744259860434050.03488519720868090.98255740139566
1010.1034334097617240.2068668195234480.896566590238276
1020.09052912559189820.1810582511837960.909470874408102
1030.07699441958787280.1539888391757460.923005580412127
1040.08318384044210360.1663676808842070.916816159557896
1050.06645978812643640.1329195762528730.933540211873564
1060.05123841627066150.1024768325413230.948761583729338
1070.04256231293034840.08512462586069680.957437687069652
1080.03180607202265790.06361214404531580.968193927977342
1090.03907444260318150.0781488852063630.960925557396819
1100.04447793088784640.08895586177569280.955522069112154
1110.06377289474524160.1275457894904830.936227105254758
1120.04958326867827990.09916653735655980.95041673132172
1130.0441001076911570.0882002153823140.955899892308843
1140.09186807316729020.1837361463345800.90813192683271
1150.08900453883509710.1780090776701940.910995461164903
1160.1188258175777160.2376516351554310.881174182422285
1170.1008349734397700.2016699468795400.89916502656023
1180.08837925646296460.1767585129259290.911620743537035
1190.06606012375478060.1321202475095610.93393987624522
1200.06601729510874030.1320345902174810.93398270489126
1210.2620387279511300.5240774559022590.73796127204887
1220.2269629919148990.4539259838297990.7730370080851
1230.1798636715075380.3597273430150770.820136328492462
1240.1396015680627570.2792031361255150.860398431937243
1250.6164223198604390.7671553602791230.383577680139561
1260.5415474024330710.9169051951338580.458452597566929
1270.4936318367480670.9872636734961350.506368163251933
1280.5095508321819170.9808983356361650.490449167818083
1290.4504400202743830.9008800405487660.549559979725617
1300.455707366245890.911414732491780.54429263375411
1310.3676694909283670.7353389818567330.632330509071633
1320.2875624348061230.5751248696122470.712437565193877
1330.2319306969820420.4638613939640830.768069303017958
1340.1652570174048690.3305140348097370.834742982595131
1350.1394492943096050.278898588619210.860550705690395
1360.1033936143937580.2067872287875170.896606385606242
1370.05737128546954850.1147425709390970.942628714530451
1380.03075450392153440.06150900784306870.969245496078466


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level110.0833333333333333NOK
10% type I error level280.212121212121212NOK