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 | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | 8.54853477092724 | 0.815364 | 10.4843 | 0 | 0 |
FutureWorrying | 0.560576936242611 | 0.161834 | 3.4639 | 0.000705 | 0.000353 |
SleepDepri | 0.180694868140083 | 0.139625 | 1.2941 | 0.197731 | 0.098866 |
`ChangesLastYear ` | 0.370198914198844 | 0.132157 | 2.8012 | 0.005807 | 0.002903 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.429714387280119 |
R-squared | 0.184654454635528 |
Adjusted R-squared | 0.167306677074582 |
F-TEST (value) | 10.6442715204758 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 141 |
p-value | 2.36843207934712e-06 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.88513121245315 |
Sum Squared Residuals | 1173.68147794307 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 12 | 12.7961044212760 | -0.796104421275987 |
2 | 11 | 12.6145355771509 | -1.61453557715087 |
3 | 14 | 15.2076759285128 | -1.20767592851279 |
4 | 12 | 11.8829469266719 | 0.117053073328147 |
5 | 21 | 15.7682528647554 | 5.2317471352446 |
6 | 12 | 13.3566813575186 | -1.35668135751857 |
7 | 22 | 15.7682528647554 | 6.2317471352446 |
8 | 11 | 12.8330890849207 | -1.83308908492068 |
9 | 10 | 12.4443978388995 | -2.44439783889948 |
10 | 13 | 12.9952916212384 | 0.00470837876159409 |
11 | 10 | 13.5356282736886 | -3.53562827368864 |
12 | 8 | 12.4443978388995 | -4.44439783889948 |
13 | 15 | 14.1076363158050 | 0.892363684195048 |
14 | 10 | 12.8057875751796 | -2.80578757517965 |
15 | 14 | 12.4532070168182 | 1.54679298318184 |
16 | 14 | 11.3320531443329 | 2.66794685566707 |
17 | 11 | 13.1759864893785 | -2.17598648937849 |
18 | 10 | 13.5470593795623 | -3.54705937956234 |
19 | 13 | 14.8462861922326 | -1.84628619223262 |
20 | 7 | 10.4012772938915 | -3.40127729389148 |
21 | 12 | 13.3566813575186 | -1.35668135751857 |
22 | 14 | 12.9944176452534 | 1.00558235474660 |
23 | 11 | 13.5558685574810 | -2.55586855748102 |
24 | 9 | 11.5039388345543 | -2.50393883455434 |
25 | 11 | 12.6250927070396 | -1.62509270703956 |
26 | 15 | 13.1839216913122 | 1.81607830868784 |
27 | 13 | 12.9952916212384 | 0.00470837876159409 |
28 | 9 | 10.2205824257514 | -1.22058242575139 |
29 | 15 | 10.9609802541491 | 4.03901974585092 |
30 | 10 | 12.2637029707594 | -2.26370297075940 |
31 | 11 | 10.7714762080903 | 0.228523791909679 |
32 | 13 | 12.0627678188269 | 0.937232181173065 |
33 | 8 | 10.7714762080903 | -2.77147620809032 |
34 | 20 | 14.4760872780338 | 5.52391272196622 |
35 | 12 | 13.1936048452158 | -1.19360484521584 |
36 | 10 | 10.0213952257890 | -0.0213952257889494 |
37 | 10 | 13.1847956672972 | -3.18479566729717 |
38 | 9 | 12.9750513374460 | -3.97505133744603 |
39 | 14 | 14.8647785240550 | -0.864778524054984 |
40 | 8 | 11.8547714409458 | -3.85477144094581 |
41 | 14 | 12.2452106389370 | 1.75478936106297 |
42 | 11 | 12.9847344913497 | -1.98473449134971 |
43 | 13 | 11.3223699904292 | 1.67763000957075 |
44 | 11 | 12.6339018849582 | -1.63390188495824 |
45 | 11 | 11.6934428806131 | -0.6934428806131 |
46 | 10 | 12.4347146849958 | -2.43471468499579 |
47 | 14 | 11.3320531443329 | 2.66794685566707 |
48 | 18 | 13.5470593795623 | 4.45294062043766 |
49 | 14 | 12.6154095531359 | 1.38459044686412 |
50 | 11 | 12.6250927070396 | -1.62509270703956 |
51 | 12 | 11.4942556806507 | 0.505744319349345 |
52 | 13 | 12.9952916212384 | 0.00470837876159409 |
53 | 9 | 13.5638037594147 | -4.56380375941469 |
54 | 10 | 12.6233447550695 | -2.62334475506955 |
55 | 15 | 12.9952916212384 | 2.00470837876159 |
56 | 20 | 14.1076363158050 | 5.89236368419505 |
57 | 12 | 11.8838209026569 | 0.116179097343133 |
58 | 12 | 11.6749505487907 | 0.325049451209262 |
59 | 14 | 12.2443366629520 | 1.75566333704797 |
60 | 13 | 15.5875579966153 | -2.58755799661532 |
61 | 11 | 15.0375381902614 | -4.0375381902614 |
62 | 17 | 12.8137227771133 | 4.18627722288669 |
63 | 12 | 12.0645157707970 | -0.064515770796951 |
64 | 13 | 12.7961044212760 | 0.203895578724038 |
65 | 14 | 13.3566813575186 | 0.643318642481427 |
66 | 13 | 11.3135608125106 | 1.68643918748943 |
67 | 15 | 13.1654293594898 | 1.83457064051020 |
68 | 13 | 11.5039388345543 | 1.49606116544566 |
69 | 10 | 13.9155103417912 | -3.91551034179117 |
70 | 11 | 11.3320531443329 | -0.332053144332932 |
71 | 13 | 12.4347146849958 | 0.565285315004206 |
72 | 17 | 14.1155715177386 | 2.88442848226138 |
73 | 13 | 12.9750513374460 | 0.0249486625539705 |
74 | 9 | 12.4347146849958 | -3.43471468499579 |
75 | 11 | 12.6339018849582 | -1.63390188495824 |
76 | 10 | 10.9521710762304 | -0.952171076230404 |
77 | 9 | 10.2020900939290 | -1.20209009392903 |
78 | 12 | 10.4012772938915 | 1.59872270610852 |
79 | 12 | 12.4532070168182 | -0.453207016818155 |
80 | 13 | 12.4347146849958 | 0.565285315004206 |
81 | 13 | 12.6242187310546 | 0.375781268945446 |
82 | 22 | 14.1067623398199 | 7.89323766018006 |
83 | 13 | 11.6828857507244 | 1.31711424927559 |
84 | 15 | 12.6154095531359 | 2.38459044686412 |
85 | 13 | 13.9251934956949 | -0.925193495694853 |
86 | 15 | 11.1416751222892 | 3.85832487771084 |
87 | 10 | 11.5039388345543 | -1.50393883455434 |
88 | 11 | 11.3320531443329 | -0.332053144332932 |
89 | 16 | 13.9172582937612 | 2.08274170623882 |
90 | 11 | 11.9023132344792 | -0.902313234479228 |
91 | 11 | 12.0733249487156 | -1.07332494871563 |
92 | 10 | 12.4347146849958 | -2.43471468499579 |
93 | 10 | 14.2865832319750 | -4.28658323197502 |
94 | 16 | 14.2865832319750 | 1.71341676802498 |
95 | 12 | 13.0137839530608 | -1.01378395306077 |
96 | 11 | 13.9260674716799 | -2.92606747167986 |
97 | 16 | 14.1058883638349 | 1.89411163616506 |
98 | 19 | 14.86565250004 | 4.13434749996001 |
99 | 11 | 14.6567821461739 | -3.65678214617386 |
100 | 15 | 12.9952916212384 | 2.00470837876159 |
101 | 24 | 16.3288298009980 | 7.67117019900198 |
102 | 14 | 11.9023132344792 | 2.09768676552077 |
103 | 15 | 13.3663645114223 | 1.63363548857774 |
104 | 11 | 14.8559693461363 | -3.85596934613631 |
105 | 15 | 14.2769000780713 | 0.723099921928664 |
106 | 12 | 12.4532070168182 | -0.453207016818155 |
107 | 10 | 10.5634798302092 | -0.5634798302092 |
108 | 14 | 13.9172582937612 | 0.0827417062388157 |
109 | 9 | 12.6250927070396 | -3.62509270703956 |
110 | 15 | 10.7714762080903 | 4.22852379190968 |
111 | 15 | 9.66000548950878 | 5.33999451049122 |
112 | 14 | 13.0041007991571 | 0.995899200842917 |
113 | 11 | 13.5646777353997 | -2.56467773539969 |
114 | 8 | 14.1146975417536 | -6.11469754175361 |
115 | 11 | 13.7356894496361 | -2.73568944963609 |
116 | 8 | 11.5224311663767 | -3.5224311663767 |
117 | 10 | 11.1328659443705 | -1.13286594437049 |
118 | 11 | 13.1654293594898 | -2.16542935948980 |
119 | 13 | 13.3549334055486 | -0.354933405548557 |
120 | 11 | 13.3654905354372 | -2.36549053543725 |
121 | 20 | 12.4426498869295 | 7.55735011307054 |
122 | 10 | 11.3223699904292 | -1.32236999042925 |
123 | 12 | 10.7714762080903 | 1.22852379190968 |
124 | 14 | 12.4250315310921 | 1.57496846890789 |
125 | 23 | 13.5558685574810 | 9.44413144251899 |
126 | 14 | 13.9251934956949 | 0.074806504305147 |
127 | 16 | 14.8471601682176 | 1.15283983178237 |
128 | 11 | 12.9838605153647 | -1.98386051536471 |
129 | 12 | 13.9163843177762 | -1.91638431777618 |
130 | 10 | 13.1936048452158 | -3.19360484521584 |
131 | 14 | 13.2024140231345 | 0.797585976865481 |
132 | 12 | 9.66000548950878 | 2.33999451049122 |
133 | 12 | 13.1751125133935 | -1.17511251339348 |
134 | 11 | 10.4012772938915 | 0.598722706108523 |
135 | 12 | 12.0539586409083 | -0.0539586409082586 |
136 | 13 | 15.7779360186591 | -2.77793601865909 |
137 | 17 | 15.7682528647554 | 1.23174713524460 |
138 | 11 | 12.6250927070396 | -1.62509270703956 |
139 | 12 | 13.3654905354372 | -1.36549053543725 |
140 | 19 | 14.1058883638349 | 4.89411163616506 |
141 | 15 | 12.6154095531359 | 2.38459044686412 |
142 | 14 | 12.7952304452910 | 1.20476955470905 |
143 | 11 | 13.1654293594898 | -2.16542935948980 |
144 | 9 | 10.781159361994 | -1.78115936199401 |
145 | 18 | 10.9521710762304 | 7.0478289237696 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.458824769443197 | 0.917649538886395 | 0.541175230556803 |
8 | 0.590701198109492 | 0.818597603781016 | 0.409298801890508 |
9 | 0.452972908809231 | 0.905945817618462 | 0.547027091190769 |
10 | 0.340007509283943 | 0.680015018567886 | 0.659992490716057 |
11 | 0.398498646130724 | 0.796997292261447 | 0.601501353869276 |
12 | 0.401118347768767 | 0.802236695537534 | 0.598881652231233 |
13 | 0.301940651280588 | 0.603881302561177 | 0.698059348719412 |
14 | 0.234987188903122 | 0.469974377806243 | 0.765012811096878 |
15 | 0.246778702917462 | 0.493557405834924 | 0.753221297082538 |
16 | 0.442362471886078 | 0.884724943772155 | 0.557637528113922 |
17 | 0.373250808855499 | 0.746501617710998 | 0.626749191144501 |
18 | 0.344018990219372 | 0.688037980438745 | 0.655981009780628 |
19 | 0.426399793962275 | 0.85279958792455 | 0.573600206037725 |
20 | 0.364545266483076 | 0.729090532966151 | 0.635454733516924 |
21 | 0.297575339019236 | 0.595150678038472 | 0.702424660980764 |
22 | 0.249337503068879 | 0.498675006137758 | 0.750662496931121 |
23 | 0.228857249726254 | 0.457714499452507 | 0.771142750273746 |
24 | 0.185382813905219 | 0.370765627810437 | 0.814617186094781 |
25 | 0.144536248646019 | 0.289072497292037 | 0.855463751353981 |
26 | 0.116637873556113 | 0.233275747112226 | 0.883362126443887 |
27 | 0.0906895871578033 | 0.181379174315607 | 0.909310412842197 |
28 | 0.07006657982486 | 0.14013315964972 | 0.92993342017514 |
29 | 0.122067408479204 | 0.244134816958408 | 0.877932591520796 |
30 | 0.102230279018676 | 0.204460558037353 | 0.897769720981324 |
31 | 0.0804021135787568 | 0.160804227157514 | 0.919597886421243 |
32 | 0.0599217314056022 | 0.119843462811204 | 0.940078268594398 |
33 | 0.0527881995046754 | 0.105576399009351 | 0.947211800495325 |
34 | 0.0842827758351092 | 0.168565551670218 | 0.915717224164891 |
35 | 0.0822457115031314 | 0.164491423006263 | 0.917754288496869 |
36 | 0.0735687517224782 | 0.147137503444956 | 0.926431248277522 |
37 | 0.0817893235240026 | 0.163578647048005 | 0.918210676475997 |
38 | 0.121911541437965 | 0.243823082875931 | 0.878088458562035 |
39 | 0.136078396038300 | 0.272156792076600 | 0.8639216039617 |
40 | 0.136265168107606 | 0.272530336215211 | 0.863734831892394 |
41 | 0.156624518663854 | 0.313249037327707 | 0.843375481336146 |
42 | 0.137992044088388 | 0.275984088176776 | 0.862007955911612 |
43 | 0.131132175007055 | 0.262264350014109 | 0.868867824992945 |
44 | 0.110293959799801 | 0.220587919599602 | 0.889706040200199 |
45 | 0.0884357960372729 | 0.176871592074546 | 0.911564203962727 |
46 | 0.0769143468393809 | 0.153828693678762 | 0.923085653160619 |
47 | 0.0845814692315355 | 0.169162938463071 | 0.915418530768465 |
48 | 0.16162463901846 | 0.32324927803692 | 0.83837536098154 |
49 | 0.149548123491409 | 0.299096246982818 | 0.85045187650859 |
50 | 0.127470995489404 | 0.254941990978808 | 0.872529004510596 |
51 | 0.111715789708023 | 0.223431579416045 | 0.888284210291977 |
52 | 0.0898812377844314 | 0.179762475568863 | 0.910118762215569 |
53 | 0.140528453210783 | 0.281056906421565 | 0.859471546789218 |
54 | 0.134708848701941 | 0.269417697403881 | 0.86529115129806 |
55 | 0.12645822781481 | 0.25291645562962 | 0.87354177218519 |
56 | 0.234542067559909 | 0.469084135119817 | 0.765457932440091 |
57 | 0.200155715853522 | 0.400311431707043 | 0.799844284146478 |
58 | 0.171664252151724 | 0.343328504303447 | 0.828335747848276 |
59 | 0.157057897544235 | 0.31411579508847 | 0.842942102455765 |
60 | 0.158898948595193 | 0.317797897190387 | 0.841101051404807 |
61 | 0.195056463448841 | 0.390112926897682 | 0.804943536551159 |
62 | 0.242674380469038 | 0.485348760938077 | 0.757325619530962 |
63 | 0.207069302496112 | 0.414138604992223 | 0.792930697503888 |
64 | 0.174679057547849 | 0.349358115095697 | 0.825320942452151 |
65 | 0.146566176503607 | 0.293132353007214 | 0.853433823496393 |
66 | 0.131795148448131 | 0.263590296896263 | 0.868204851551869 |
67 | 0.117104624075766 | 0.234209248151532 | 0.882895375924234 |
68 | 0.101809552680755 | 0.203619105361511 | 0.898190447319245 |
69 | 0.12052723884733 | 0.24105447769466 | 0.87947276115267 |
70 | 0.0984444572004572 | 0.196888914400914 | 0.901555542799543 |
71 | 0.0799379897538406 | 0.159875979507681 | 0.92006201024616 |
72 | 0.0803111248304155 | 0.160622249660831 | 0.919688875169585 |
73 | 0.0637525148069527 | 0.127505029613905 | 0.936247485193047 |
74 | 0.0703029165614604 | 0.140605833122921 | 0.92969708343854 |
75 | 0.059691141402782 | 0.119382282805564 | 0.940308858597218 |
76 | 0.0481486757403183 | 0.0962973514806366 | 0.951851324259682 |
77 | 0.039681895125515 | 0.07936379025103 | 0.960318104874485 |
78 | 0.0338731644693073 | 0.0677463289386147 | 0.966126835530693 |
79 | 0.0259425019936332 | 0.0518850039872664 | 0.974057498006367 |
80 | 0.0197392849415114 | 0.0394785698830228 | 0.980260715058489 |
81 | 0.0147370627574538 | 0.0294741255149076 | 0.985262937242546 |
82 | 0.0782512694934268 | 0.156502538986854 | 0.921748730506573 |
83 | 0.0653034841662615 | 0.130606968332523 | 0.934696515833739 |
84 | 0.0596595973497838 | 0.119319194699568 | 0.940340402650216 |
85 | 0.0477131533530734 | 0.0954263067061467 | 0.952286846646927 |
86 | 0.0569670264067438 | 0.113934052813488 | 0.943032973593256 |
87 | 0.0479922775560483 | 0.0959845551120966 | 0.952007722443952 |
88 | 0.037343017907429 | 0.074686035814858 | 0.962656982092571 |
89 | 0.0323894664397676 | 0.0647789328795352 | 0.967610533560232 |
90 | 0.0252832915972011 | 0.0505665831944021 | 0.9747167084028 |
91 | 0.0198030141463689 | 0.0396060282927378 | 0.980196985853631 |
92 | 0.0183505406083837 | 0.0367010812167675 | 0.981649459391616 |
93 | 0.0256813432176321 | 0.0513626864352642 | 0.974318656782368 |
94 | 0.0209798917322477 | 0.0419597834644954 | 0.979020108267752 |
95 | 0.0161674875904217 | 0.0323349751808434 | 0.983832512409578 |
96 | 0.0163898039087561 | 0.0327796078175123 | 0.983610196091244 |
97 | 0.0134625151350017 | 0.0269250302700034 | 0.986537484864998 |
98 | 0.0183593990826017 | 0.0367187981652034 | 0.981640600917398 |
99 | 0.0212388082495160 | 0.0424776164990321 | 0.978761191750484 |
100 | 0.0174425986043405 | 0.0348851972086809 | 0.98255740139566 |
101 | 0.103433409761724 | 0.206866819523448 | 0.896566590238276 |
102 | 0.0905291255918982 | 0.181058251183796 | 0.909470874408102 |
103 | 0.0769944195878728 | 0.153988839175746 | 0.923005580412127 |
104 | 0.0831838404421036 | 0.166367680884207 | 0.916816159557896 |
105 | 0.0664597881264364 | 0.132919576252873 | 0.933540211873564 |
106 | 0.0512384162706615 | 0.102476832541323 | 0.948761583729338 |
107 | 0.0425623129303484 | 0.0851246258606968 | 0.957437687069652 |
108 | 0.0318060720226579 | 0.0636121440453158 | 0.968193927977342 |
109 | 0.0390744426031815 | 0.078148885206363 | 0.960925557396819 |
110 | 0.0444779308878464 | 0.0889558617756928 | 0.955522069112154 |
111 | 0.0637728947452416 | 0.127545789490483 | 0.936227105254758 |
112 | 0.0495832686782799 | 0.0991665373565598 | 0.95041673132172 |
113 | 0.044100107691157 | 0.088200215382314 | 0.955899892308843 |
114 | 0.0918680731672902 | 0.183736146334580 | 0.90813192683271 |
115 | 0.0890045388350971 | 0.178009077670194 | 0.910995461164903 |
116 | 0.118825817577716 | 0.237651635155431 | 0.881174182422285 |
117 | 0.100834973439770 | 0.201669946879540 | 0.89916502656023 |
118 | 0.0883792564629646 | 0.176758512925929 | 0.911620743537035 |
119 | 0.0660601237547806 | 0.132120247509561 | 0.93393987624522 |
120 | 0.0660172951087403 | 0.132034590217481 | 0.93398270489126 |
121 | 0.262038727951130 | 0.524077455902259 | 0.73796127204887 |
122 | 0.226962991914899 | 0.453925983829799 | 0.7730370080851 |
123 | 0.179863671507538 | 0.359727343015077 | 0.820136328492462 |
124 | 0.139601568062757 | 0.279203136125515 | 0.860398431937243 |
125 | 0.616422319860439 | 0.767155360279123 | 0.383577680139561 |
126 | 0.541547402433071 | 0.916905195133858 | 0.458452597566929 |
127 | 0.493631836748067 | 0.987263673496135 | 0.506368163251933 |
128 | 0.509550832181917 | 0.980898335636165 | 0.490449167818083 |
129 | 0.450440020274383 | 0.900880040548766 | 0.549559979725617 |
130 | 0.45570736624589 | 0.91141473249178 | 0.54429263375411 |
131 | 0.367669490928367 | 0.735338981856733 | 0.632330509071633 |
132 | 0.287562434806123 | 0.575124869612247 | 0.712437565193877 |
133 | 0.231930696982042 | 0.463861393964083 | 0.768069303017958 |
134 | 0.165257017404869 | 0.330514034809737 | 0.834742982595131 |
135 | 0.139449294309605 | 0.27889858861921 | 0.860550705690395 |
136 | 0.103393614393758 | 0.206787228787517 | 0.896606385606242 |
137 | 0.0573712854695485 | 0.114742570939097 | 0.942628714530451 |
138 | 0.0307545039215344 | 0.0615090078430687 | 0.969245496078466 |
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 | 11 | 0.0833333333333333 | NOK |
10% type I error level | 28 | 0.212121212121212 | NOK |