Multiple Linear Regression - Estimated Regression Equation
Depression[t] = + 18.7294640774005 -0.457083428977557Month[t] -0.0780147047931104Doubts[t] -0.0134474047661470Expectations[t] -0.0478920443475955Criticism[t] + 0.00711727823524966t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)18.72946407740057.0333142.6630.0085580.004279
Month-0.4570834289775570.631823-0.72340.4704950.235248
Doubts-0.07801470479311040.090654-0.86060.3907930.195397
Expectations-0.01344740476614700.08802-0.15280.8787720.439386
Criticism-0.04789204434759550.108905-0.43980.660720.33036
t0.007117278235249660.0054041.31710.1897410.094871


Multiple Linear Regression - Regression Statistics
Multiple R0.140873739807703
R-squared0.0198454105674083
Adjusted R-squared-0.0115698006323544
F-TEST (value)0.631713421922126
F-TEST (DF numerator)5
F-TEST (DF denominator)156
p-value0.675807663433844
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.16183684598457
Sum Squared Residuals1559.56510953760


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
11211.89383178518060.106168214819405
21112.3803509742498-1.38035097424985
31412.64306772878921.35693227121082
41212.2762286116288-0.276228611628794
52112.52061785515668.4793821448434
61212.4674898125008-0.467489812500814
72212.6317306285459.368269371455
81112.2255888915540-1.22558889155397
91012.0207534184479-2.02075341844790
101312.40449681588260.595503184117442
111012.0026770580275-2.00267705802746
12812.1566983202187-4.15669832021872
131512.54311144145712.45688855854285
141412.34740139398131.65259860601871
151012.4190859722435-2.41908597224350
161413.11008474235630.88991525764368
171412.56835270348491.43164729651508
181112.6744819213286-1.67448192132858
191012.6488068153145-2.64880681531455
201311.99626768740081.00373231259925
21712.1018387781350-5.10183877813497
221411.84102542951892.15897457048111
231212.3522511716753-0.352251171675305
241412.26254476674761.73745523325243
251112.490258754596-1.490258754596
26912.6297384837984-3.6297384837984
271112.7025171902833-1.70251719028332
281512.59285314500812.40714685499192
291412.55962820894491.44037179105511
301312.75076383452140.249236165478633
31912.7336560270281-3.73365602702810
321511.67273799013343.32726200986659
331012.5967412801578-2.59674128015776
341112.8228030126740-1.82280301267403
351312.58888447359020.411115526409759
36812.3011541894457-4.30115418944568
372012.69834499164657.30165500835352
381212.3229385759653-0.322938575965334
391012.2261859343430-2.22618593434298
401012.5534478629131-2.55344786291308
41912.1801751699224-3.18017516992245
421412.67904763553541.32095236446457
43812.6425948485590-4.64259484855902
441412.85795555986401.14204444013598
451112.7240664288603-1.72406642886025
461312.56170689274310.438293107256866
47912.2766684583985-3.27666845839853
481112.5425909378549-1.54259093785490
491512.72564073226902.27435926773104
501112.4013542118486-1.40135421184862
511012.5574870707342-2.55748707073420
521412.82500727176781.17499272823218
531812.75410984521005.24589015479004
541413.34553854860490.65446145139509
551112.1883004219018-1.18830042190177
561212.5414175655364-0.541417565536373
571312.78257895815100.217421041849046
58913.0146149251353-4.01461492513532
591013.2896628302219-3.2896628302219
601512.4004098641252.59959013587500
612012.84117073153757.15882926846253
621212.9005020332562-0.900502033256246
631212.6902504527915-0.690250452791532
641412.60425336613541.39574663386464
651312.99664072184190.00335927815811590
661112.9526381048163-1.95263810481632
671713.02322855485583.97677144514418
681212.9254363187657-0.925436318765663
691312.75662108082210.243378919177897
701412.81053627518221.18946372481776
711313.0861423073783-0.086142307378265
721513.05558709511881.94441290488115
731312.88623585606200.113764143937978
741012.2891386025450-2.28913860254498
751113.0441465455753-2.04414654557531
761912.91780724462076.0821927553793
771312.69520238761250.304797612387451
781712.70122553762514.29877446237491
791312.81002447927250.189975520727480
80912.9505983366976-3.95059833669763
811112.5321033231632-1.53210332316317
821013.2860171379708-3.28601713797078
83912.7981513779151-3.79815137791508
841212.9812011723291-0.981201172329137
851212.8672696816729-0.867269681672877
861312.90506774746310.0949322525369093
871313.1532208430174-0.153220843017377
881212.7314979785697-0.731497978569693
891512.51316056694262.48683943305744
902213.06534118426188.93465881573822
911312.68561278944470.314387210555293
921513.57133092811001.42866907188998
931313.1448046171681-0.144804617168058
941513.10136012725191.89863987274806
951013.0487135519545-3.04871355195451
961112.74755798904-1.74755798903999
971612.52439500492243.47560499507761
981112.5680906454296-1.56809064542960
991113.2074113931721-2.20741139317215
1001013.0751745175005-3.07517451750054
1011012.9596128975083-2.95961289750831
1021613.43268468181172.56731531818829
1031212.9980725397073-0.998072539707328
1041113.1369941418003-2.13699414180028
1051612.72981281034153.27018718965855
1061912.97639031031476.02360968968532
1071113.3692591333795-2.36925913337955
1081613.11434335948052.88565664051954
1091512.65660025987032.34339974012973
1102412.943519974141911.0564800258581
1111413.37083343678830.629166563211748
1121513.08470087422091.91529912577906
1131113.2338420301668-2.23384203016681
1141513.19794737029981.80205262970015
1151213.4175534009897-1.41755340098968
1161013.4887565118935-3.48875651189354
1171413.45443744760760.54556255239236
1181313.2748445287017-0.274844528701705
119912.8235571309180-3.82355713091795
1201513.39831057863351.60168942136646
1211513.41887526163491.58112473836506
1221413.21507938299670.784920617003333
1231112.7696895599299-1.76968955992991
124813.5919345267910-5.59193452679098
1251112.5880884936290-1.58808849362901
1261113.1284194277593-2.12841942775934
127813.6552808311273-5.65528083112733
1281013.2233384128267-3.22333841282672
1291113.2202361372090-2.22023613720904
1301313.0035288549179-0.00352885491788466
1311113.0741193049574-2.07411930495739
1322013.39438953058786.60561046941221
1331013.5586303466320-3.55863034663197
1341513.71854918354021.28145081645978
1351213.3377266605004-1.33772666050043
1361412.90743649753201.09256350246802
1372313.21370119128689.78629880871321
1381413.14170963650620.858290363493787
1391613.47433313868012.52566686131995
1401112.8998087155594-1.89980871555937
1411213.0608216806903-1.06082168069033
1421013.0953918955673-3.09539189556732
1431412.34653267784511.65346732215493
1441213.2226217975256-1.22262179752564
1451212.9639421716001-0.963942171600072
1461113.0571599857908-2.05715998579085
1471213.3860196359382-1.38601963593820
1481313.5696054314655-0.569605431465526
1491113.4674912162394-2.46749121623944
1501913.47783634538795.52216365461209
1511213.6512025870623-1.65120258706230
1521712.93684254267644.06315745732358
153913.3146883653941-4.31468836539408
1541213.6198589309262-1.61985893092618
1551913.05501806054525.94498193945484
1561813.64754089216284.35245910783718
1571513.19569536726961.80430463273037
1581413.13125364253820.868746357461793
1591112.5631849212440-1.56318492124396
1601113.1282002824650-2.12820028246497
1611210.98877310236091.01122689763906
162813.0561344881952-5.05613448819524


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
90.9796180517685860.04076389646282770.0203819482314139
100.9597360075932380.0805279848135240.040263992406762
110.9251342795906120.1497314408187760.0748657204093882
120.9047867744896680.1904264510206640.0952132255103322
130.852811923770760.2943761524584810.147188076229240
140.7890738649190710.4218522701618570.210926135080929
150.7848701033529790.4302597932940420.215129896647021
160.7959586236357950.4080827527284090.204041376364205
170.7319142422465950.536171515506810.268085757753405
180.690406119188470.6191877616230610.309593880811531
190.6239146209998890.7521707580002220.376085379000111
200.7498173974954270.5003652050091460.250182602504573
210.7302502715381450.539499456923710.269749728461855
220.820573071305430.3588538573891390.179426928694569
230.7750123023463770.4499753953072460.224987697653623
240.7635381003244180.4729237993511630.236461899675582
250.7121711918244910.5756576163510190.287828808175509
260.7017084793335350.596583041332930.298291520666465
270.6483928491561160.7032143016877680.351607150843884
280.655032778034860.689934443930280.34496722196514
290.6233988103097570.7532023793804860.376601189690243
300.562506768902130.874986462195740.43749323109787
310.5589228437457850.882154312508430.441077156254215
320.6411656612554480.7176686774891050.358834338744552
330.600595872418880.7988082551622390.399404127581120
340.5472396178997250.905520764200550.452760382100275
350.4943393213279670.9886786426559350.505660678672033
360.4651961024446590.9303922048893170.534803897555341
370.7721115057128960.4557769885742080.227888494287104
380.7334340955192530.5331318089614930.266565904480747
390.6976595959799570.6046808080400860.302340404020043
400.6645744063515080.6708511872969850.335425593648492
410.636839015678860.726321968642280.36316098432114
420.6010826810040670.7978346379918660.398917318995933
430.626646467461160.7467070650776810.373353532538840
440.5955969712649380.8088060574701240.404403028735062
450.5503585477610680.8992829044778630.449641452238932
460.5092280455585060.9815439088829870.490771954441494
470.4856695457587080.9713390915174160.514330454241292
480.4404645553682760.8809291107365510.559535444631724
490.4332048119895410.8664096239790820.566795188010459
500.3923027008246370.7846054016492740.607697299175363
510.3627957725563030.7255915451126060.637204227443697
520.3276488837457660.6552977674915330.672351116254234
530.4251238376497540.8502476752995080.574876162350246
540.379114037193020.758228074386040.62088596280698
550.3382963099418790.6765926198837590.661703690058121
560.2970116380819850.594023276163970.702988361918015
570.2564510382162120.5129020764324230.743548961783788
580.2772976569548370.5545953139096750.722702343045163
590.282074310426730.564148620853460.71792568957327
600.2984629641912410.5969259283824820.701537035808759
610.4891278169979310.9782556339958620.510872183002069
620.4443937054786660.8887874109573310.555606294521334
630.4006629724196560.8013259448393120.599337027580344
640.3635222704784710.7270445409569420.636477729521529
650.3201863387117090.6403726774234180.679813661288291
660.2935463484130340.5870926968260680.706453651586966
670.3093473787110260.6186947574220530.690652621288974
680.2729874529662280.5459749059324560.727012547033772
690.2370657586805560.4741315173611110.762934241319444
700.206323514466950.41264702893390.79367648553305
710.1747314070369780.3494628140739550.825268592963022
720.1541643945492930.3083287890985860.845835605450707
730.1279224962315610.2558449924631210.87207750376844
740.1158333498781970.2316666997563940.884166650121803
750.1027541437204270.2055082874408540.897245856279573
760.1675008039672430.3350016079344860.832499196032757
770.1431829627450360.2863659254900720.856817037254964
780.1650303584724740.3300607169449490.834969641527526
790.1381337101488410.2762674202976830.861866289851159
800.1543435133869040.3086870267738090.845656486613096
810.1353725745850850.270745149170170.864627425414915
820.1474734944251640.2949469888503270.852526505574836
830.1620049261731850.324009852346370.837995073826815
840.1385430408113290.2770860816226580.861456959188671
850.1182333701237410.2364667402474820.881766629876259
860.09961350368275630.1992270073655130.900386496317244
870.08161615427738820.1632323085547760.918383845722612
880.06763421110551450.1352684222110290.932365788894485
890.06000984695179510.1200196939035900.939990153048205
900.2126655922162780.4253311844325550.787334407783722
910.1825001264510250.3650002529020500.817499873548975
920.1633104873596450.3266209747192910.836689512640355
930.1364079664633370.2728159329266740.863592033536663
940.1196264327106370.2392528654212740.880373567289363
950.1220410895430750.2440821790861500.877958910456925
960.1086795623889280.2173591247778550.891320437611072
970.1092805987212790.2185611974425580.890719401278721
980.09706496351910590.1941299270382120.902935036480894
990.08882426008020650.1776485201604130.911175739919794
1000.09138830413828130.1827766082765630.908611695861719
1010.0944777864810050.188955572962010.905522213518995
1020.08511858617005310.1702371723401060.914881413829947
1030.07340355030198810.1468071006039760.926596449698012
1040.06835269155097080.1367053831019420.93164730844903
1050.06389609915854230.1277921983170850.936103900841458
1060.0979952020729460.1959904041458920.902004797927054
1070.09033555458465310.1806711091693060.909664445415347
1080.08304520845998320.1660904169199660.916954791540017
1090.07111102999853580.1422220599970720.928888970001464
1100.4310864628047720.8621729256095440.568913537195228
1110.3886234284742170.7772468569484350.611376571525783
1120.3636278601117200.7272557202234410.63637213988828
1130.3348293040594730.6696586081189460.665170695940527
1140.3095575119872990.6191150239745980.690442488012701
1150.2748522704796180.5497045409592360.725147729520382
1160.2711566241913950.5423132483827910.728843375808605
1170.2327199770431400.4654399540862810.76728002295686
1180.1979547689745820.3959095379491640.802045231025418
1190.2047375003525220.4094750007050430.795262499647478
1200.1869788397397890.3739576794795770.813021160260211
1210.1764152022617780.3528304045235570.823584797738222
1220.1520868600020840.3041737200041680.847913139997916
1230.1263478909533890.2526957819067780.873652109046611
1240.1509945459800060.3019890919600120.849005454019994
1250.1237786390337330.2475572780674660.876221360966267
1260.107641229559210.215282459118420.89235877044079
1270.1574478911218890.3148957822437780.842552108878111
1280.157248607787310.314497215574620.84275139221269
1290.1491171145089390.2982342290178770.850882885491061
1300.1183635921380610.2367271842761210.88163640786194
1310.1108972705408740.2217945410817470.889102729459126
1320.1846056365090680.3692112730181360.815394363490932
1330.2082599610844480.4165199221688950.791740038915552
1340.1674185848724250.334837169744850.832581415127575
1350.1457794926255840.2915589852511680.854220507374416
1360.1161289494537630.2322578989075270.883871050546237
1370.4889962634580120.9779925269160250.511003736541988
1380.4269651880819260.8539303761638520.573034811918074
1390.4198725730699950.839745146139990.580127426930005
1400.3566118826380640.7132237652761290.643388117361936
1410.2903149460272150.580629892054430.709685053972785
1420.2742004403538560.5484008807077130.725799559646144
1430.2142616269964050.428523253992810.785738373003595
1440.1603918578646040.3207837157292070.839608142135396
1450.1239564360279970.2479128720559950.876043563972003
1460.1090217338489220.2180434676978440.890978266151078
1470.09351071715337670.1870214343067530.906489282846623
1480.06770458151664470.1354091630332890.932295418483355
1490.1031453161318720.2062906322637440.896854683868128
1500.09407979963065360.1881595992613070.905920200369346
1510.1053930721135140.2107861442270280.894606927886486
1520.06170719927984390.1234143985596880.938292800720156
1530.2079946076506060.4159892153012120.792005392349394


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level10.00689655172413793OK
10% type I error level20.0137931034482759OK