Multiple Linear Regression - Estimated Regression Equation |
Concernovermistakes[t] = -0.125352338445453 + 0.770919334854652Doubtsaboutactions[t] + 0.295573231590158Parentalexpectations[t] + 0.202170447707957Parentalcritism[t] + 0.543024225850058Personalstandards[t] -0.106005802041174Organization[t] + 0.710976996869086M1[t] -3.28910468985948M2[t] -1.88963794952092M3[t] -2.50928059794326M4[t] -3.67319749042358M5[t] -3.05184560496288M6[t] -2.23347749338627M7[t] -3.60826296671053M8[t] -2.67397849068801M9[t] -1.16907499510196M10[t] -2.84270762453105M11[t] + 0.00455965834326353t + 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) | -0.125352338445453 | 3.415074 | -0.0367 | 0.970772 | 0.485386 |
Doubtsaboutactions | 0.770919334854652 | 0.13919 | 5.5386 | 0 | 0 |
Parentalexpectations | 0.295573231590158 | 0.134921 | 2.1907 | 0.030115 | 0.015058 |
Parentalcritism | 0.202170447707957 | 0.177244 | 1.1406 | 0.255957 | 0.127978 |
Personalstandards | 0.543024225850058 | 0.096938 | 5.6018 | 0 | 0 |
Organization | -0.106005802041174 | 0.108083 | -0.9808 | 0.328378 | 0.164189 |
M1 | 0.710976996869086 | 1.74407 | 0.4077 | 0.684146 | 0.342073 |
M2 | -3.28910468985948 | 1.725559 | -1.9061 | 0.058671 | 0.029335 |
M3 | -1.88963794952092 | 1.731896 | -1.0911 | 0.277098 | 0.138549 |
M4 | -2.50928059794326 | 1.779088 | -1.4104 | 0.160615 | 0.080307 |
M5 | -3.67319749042358 | 1.758558 | -2.0888 | 0.038527 | 0.019264 |
M6 | -3.05184560496288 | 1.773031 | -1.7213 | 0.087397 | 0.043699 |
M7 | -2.23347749338627 | 1.806722 | -1.2362 | 0.218438 | 0.109219 |
M8 | -3.60826296671053 | 1.765463 | -2.0438 | 0.042834 | 0.021417 |
M9 | -2.67397849068801 | 1.755091 | -1.5236 | 0.129859 | 0.06493 |
M10 | -1.16907499510196 | 1.749617 | -0.6682 | 0.505105 | 0.252553 |
M11 | -2.84270762453105 | 1.799076 | -1.5801 | 0.116326 | 0.058163 |
t | 0.00455965834326353 | 0.007937 | 0.5745 | 0.566566 | 0.283283 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.680421219467895 |
R-squared | 0.462973035902178 |
Adjusted R-squared | 0.398225104060596 |
F-TEST (value) | 7.15039110492259 |
F-TEST (DF numerator) | 17 |
F-TEST (DF denominator) | 141 |
p-value | 2.60091947978935e-12 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 4.43942823848552 |
Sum Squared Residuals | 2778.90175493744 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 24 | 27.3368364920501 | -3.33683649205006 |
2 | 25 | 19.8986233738820 | 5.10137662611804 |
3 | 17 | 22.9068949393601 | -5.90689493936005 |
4 | 18 | 19.0870604570095 | -1.08706045700949 |
5 | 18 | 17.6904386800570 | 0.309561319943035 |
6 | 16 | 18.3937899777426 | -2.39378997774259 |
7 | 20 | 20.3677290586633 | -0.367729058663296 |
8 | 16 | 20.5215904689572 | -4.52159046895723 |
9 | 18 | 21.4377715612131 | -3.43777156121308 |
10 | 17 | 21.242290769736 | -4.242290769736 |
11 | 23 | 21.4414392888305 | 1.55856071116952 |
12 | 30 | 24.3406276168616 | 5.65937238313841 |
13 | 23 | 17.8985006631396 | 5.10149933686039 |
14 | 18 | 17.5718066873051 | 0.428193312694878 |
15 | 15 | 21.5596159493846 | -6.55961594938464 |
16 | 12 | 17.457770842005 | -5.45777084200499 |
17 | 21 | 17.5233484182191 | 3.47665158178087 |
18 | 15 | 14.2711692521697 | 0.728830747830263 |
19 | 20 | 19.7374901462290 | 0.262509853771029 |
20 | 31 | 24.7685095652225 | 6.23149043477753 |
21 | 27 | 24.1944869474449 | 2.80551305255513 |
22 | 34 | 27.9681803031169 | 6.03181969688309 |
23 | 21 | 18.9326657033625 | 2.06733429663749 |
24 | 31 | 22.6863486656773 | 8.31365133432273 |
25 | 19 | 21.9407199894101 | -2.94071998941006 |
26 | 16 | 19.0699992162443 | -3.06999921624426 |
27 | 20 | 21.724482058357 | -1.72448205835698 |
28 | 21 | 17.8666185931211 | 3.13338140687888 |
29 | 22 | 20.415107985046 | 1.58489201495400 |
30 | 17 | 18.4617400392555 | -1.46174003925550 |
31 | 24 | 19.8663320829725 | 4.13366791702748 |
32 | 25 | 28.8765390745664 | -3.87653907456635 |
33 | 26 | 26.0020190996686 | -0.00201909966857823 |
34 | 25 | 24.7166578181709 | 0.283342181829144 |
35 | 17 | 22.3235648625207 | -5.32356486252067 |
36 | 32 | 29.2382381867268 | 2.76176181327322 |
37 | 33 | 25.9801771499805 | 7.01982285001949 |
38 | 13 | 20.5505345585803 | -7.55053455858034 |
39 | 32 | 28.0327826256908 | 3.96721737430916 |
40 | 25 | 25.0704264313399 | -0.0704264313399201 |
41 | 29 | 25.4617453077386 | 3.53825469226141 |
42 | 22 | 21.0476131916389 | 0.95238680836113 |
43 | 18 | 17.397631408192 | 0.602368591808006 |
44 | 17 | 20.2827798189262 | -3.28277981892623 |
45 | 20 | 21.3686394675797 | -1.36863946757965 |
46 | 15 | 21.2453575636257 | -6.24535756362572 |
47 | 20 | 21.4291412027766 | -1.42914120277664 |
48 | 33 | 29.5921996987692 | 3.40780030123084 |
49 | 29 | 24.8199558258401 | 4.18004417415995 |
50 | 23 | 25.3958184511985 | -2.39581845119854 |
51 | 26 | 22.7842275395603 | 3.21577246043974 |
52 | 18 | 18.5643551657614 | -0.564355165761443 |
53 | 20 | 17.2088698324643 | 2.79113016753572 |
54 | 11 | 10.7259313517207 | 0.274068648279334 |
55 | 28 | 29.3670833028862 | -1.36708330288617 |
56 | 26 | 21.6663324371301 | 4.33366756286987 |
57 | 22 | 21.5904786227144 | 0.409521377285568 |
58 | 17 | 21.1888892332046 | -4.18888923320459 |
59 | 12 | 14.5534601467699 | -2.55346014676993 |
60 | 14 | 23.0780791065479 | -9.07807910654787 |
61 | 17 | 23.5508870088801 | -6.55088700888012 |
62 | 21 | 20.1213520058569 | 0.878647994143073 |
63 | 19 | 23.1409375453815 | -4.14093754538147 |
64 | 18 | 22.3516986041967 | -4.35169860419672 |
65 | 10 | 16.3485059422252 | -6.34850594222523 |
66 | 29 | 22.928440453616 | 6.07155954638399 |
67 | 31 | 18.3850848048726 | 12.6149151951274 |
68 | 19 | 21.4100633233004 | -2.41006332330042 |
69 | 9 | 19.3733071919333 | -10.3733071919333 |
70 | 20 | 23.2989911582597 | -3.29899115825969 |
71 | 28 | 17.0134592433653 | 10.9865407566347 |
72 | 19 | 20.1819445901327 | -1.18194459013272 |
73 | 30 | 26.0153894792788 | 3.98461052072125 |
74 | 29 | 26.0823645529310 | 2.91763544706896 |
75 | 26 | 21.8373398567925 | 4.16266014320754 |
76 | 23 | 19.2196994811279 | 3.78030051887212 |
77 | 13 | 21.1542529402690 | -8.15425294026904 |
78 | 21 | 21.7894404169690 | -0.789440416968963 |
79 | 19 | 21.2409000284644 | -2.24090002846443 |
80 | 28 | 21.4102227439717 | 6.58977725602832 |
81 | 23 | 24.9404776635274 | -1.94047766352738 |
82 | 18 | 15.0489107752639 | 2.95108922473605 |
83 | 21 | 20.1065719363512 | 0.893428063648838 |
84 | 20 | 24.2073562210113 | -4.20735622101126 |
85 | 23 | 22.5968080328666 | 0.403191967133399 |
86 | 21 | 19.9184963800281 | 1.0815036199719 |
87 | 21 | 21.9275417455889 | -0.927541745588918 |
88 | 15 | 22.2523992871160 | -7.25239928711596 |
89 | 28 | 25.7473762083369 | 2.2526237916631 |
90 | 19 | 16.9097265656558 | 2.09027343434418 |
91 | 26 | 21.2916311797590 | 4.70836882024095 |
92 | 10 | 11.8913995178294 | -1.89139951782944 |
93 | 16 | 16.5691197955464 | -0.569119795546397 |
94 | 22 | 22.3164119872438 | -0.316411987243773 |
95 | 19 | 18.2177437056362 | 0.782256294363788 |
96 | 31 | 31.2752758210745 | -0.275275821074489 |
97 | 31 | 28.0735438388503 | 2.92645616114969 |
98 | 29 | 23.9780912835502 | 5.02190871644975 |
99 | 19 | 17.8850760371826 | 1.11492396281744 |
100 | 22 | 18.7506676653386 | 3.24933233466140 |
101 | 23 | 21.0899073149657 | 1.91009268503429 |
102 | 15 | 15.5355624652032 | -0.535562465203189 |
103 | 20 | 21.8510765528512 | -1.85107655285122 |
104 | 18 | 18.4346278902580 | -0.434627890257954 |
105 | 23 | 21.5316302672527 | 1.46836973274726 |
106 | 25 | 21.8852497336685 | 3.11475026633147 |
107 | 21 | 16.0304410390483 | 4.96955896095174 |
108 | 24 | 21.896894524604 | 2.10310547539602 |
109 | 25 | 28.253382630281 | -3.25338263028099 |
110 | 17 | 18.5591190876350 | -1.55911908763502 |
111 | 13 | 15.2087873031292 | -2.20878730312918 |
112 | 28 | 18.4289173711449 | 9.57108262885511 |
113 | 21 | 18.6805456314338 | 2.31945436856619 |
114 | 25 | 27.4869808151687 | -2.48698081516871 |
115 | 9 | 20.6890767669850 | -11.6890767669850 |
116 | 16 | 16.6753334845747 | -0.675333484574669 |
117 | 19 | 21.0932981425276 | -2.09329814252763 |
118 | 17 | 20.4432810831369 | -3.44328108313686 |
119 | 25 | 24.0229362907741 | 0.977063709225948 |
120 | 20 | 17.7564264992159 | 2.24357350078408 |
121 | 29 | 24.2816526405183 | 4.7183473594817 |
122 | 14 | 18.1193248928042 | -4.11932489280418 |
123 | 22 | 27.2621139507390 | -5.26211395073904 |
124 | 15 | 15.2949209187737 | -0.294920918773672 |
125 | 19 | 23.6368883879306 | -4.63688838793065 |
126 | 20 | 21.4849155058446 | -1.48491550584459 |
127 | 15 | 17.5544092830465 | -2.55440928304646 |
128 | 20 | 20.4752333426692 | -0.475233342669169 |
129 | 18 | 20.1029756071086 | -2.10297560710856 |
130 | 33 | 26.4283528892695 | 6.57164711073049 |
131 | 22 | 23.300171882512 | -1.30017188251202 |
132 | 16 | 19.041304708039 | -3.04130470803901 |
133 | 17 | 22.1258973592819 | -5.12589735928187 |
134 | 16 | 14.1690353620269 | 1.83096463797312 |
135 | 21 | 17.7242534643202 | 3.27574653567981 |
136 | 26 | 27.727103287484 | -1.72710328748400 |
137 | 18 | 19.8053204329258 | -1.80532043292579 |
138 | 18 | 22.3904862825775 | -4.39048628257748 |
139 | 17 | 18.6680996590357 | -1.66809965903566 |
140 | 22 | 23.4582287533804 | -1.45822875338038 |
141 | 30 | 24.1216207648897 | 5.87837923511026 |
142 | 30 | 28.4749540251296 | 1.52504597487039 |
143 | 24 | 29.9574591028377 | -5.9574591028377 |
144 | 21 | 24.0342628393382 | -3.0342628393382 |
145 | 21 | 28.674775882773 | -7.67477588277303 |
146 | 29 | 26.1678055301888 | 2.83219446981117 |
147 | 31 | 23.9993278760587 | 7.00067212394134 |
148 | 20 | 18.9283618955813 | 1.07163810441868 |
149 | 16 | 13.2376929183879 | 2.76230708161209 |
150 | 22 | 18.5742036824379 | 3.42579631756214 |
151 | 20 | 20.5834557260427 | -0.583455726042652 |
152 | 28 | 26.1291395792139 | 1.87086042078611 |
153 | 38 | 26.6741748685937 | 11.3258251314063 |
154 | 22 | 20.742472660174 | 1.25752733982601 |
155 | 20 | 25.670945595215 | -5.67094559521501 |
156 | 17 | 20.6710415220018 | -3.67104152200176 |
157 | 28 | 27.4514730068497 | 0.548526993150266 |
158 | 22 | 23.3976286177686 | -1.39762861776856 |
159 | 31 | 27.0066191084548 | 3.99338089154524 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
21 | 0.853541397703838 | 0.292917204592323 | 0.146458602296162 |
22 | 0.786135183894209 | 0.427729632211582 | 0.213864816105791 |
23 | 0.686989434980851 | 0.626021130038297 | 0.313010565019149 |
24 | 0.599706651668467 | 0.800586696663065 | 0.400293348331533 |
25 | 0.578986005872523 | 0.842027988254954 | 0.421013994127477 |
26 | 0.625357501253916 | 0.749284997492168 | 0.374642498746084 |
27 | 0.562425286461923 | 0.875149427076154 | 0.437574713538077 |
28 | 0.491896048626596 | 0.983792097253191 | 0.508103951373404 |
29 | 0.408278786275982 | 0.816557572551963 | 0.591721213724018 |
30 | 0.333318252761067 | 0.666636505522133 | 0.666681747238933 |
31 | 0.267296066991961 | 0.534592133983921 | 0.73270393300804 |
32 | 0.346146649957842 | 0.692293299915684 | 0.653853350042158 |
33 | 0.275302468299582 | 0.550604936599164 | 0.724697531700418 |
34 | 0.214178541557106 | 0.428357083114213 | 0.785821458442894 |
35 | 0.270658315959940 | 0.541316631919879 | 0.72934168404006 |
36 | 0.235026975556277 | 0.470053951112555 | 0.764973024443723 |
37 | 0.280034492059835 | 0.560068984119669 | 0.719965507940165 |
38 | 0.361717913707915 | 0.723435827415831 | 0.638282086292085 |
39 | 0.337904149106561 | 0.675808298213121 | 0.662095850893439 |
40 | 0.289034660702140 | 0.578069321404279 | 0.71096533929786 |
41 | 0.273944000772723 | 0.547888001545447 | 0.726055999227277 |
42 | 0.222885723258573 | 0.445771446517147 | 0.777114276741427 |
43 | 0.218454802654117 | 0.436909605308233 | 0.781545197345883 |
44 | 0.186353232324969 | 0.372706464649939 | 0.81364676767503 |
45 | 0.160942076066611 | 0.321884152133221 | 0.83905792393339 |
46 | 0.193013620819504 | 0.386027241639007 | 0.806986379180496 |
47 | 0.153710270931096 | 0.307420541862193 | 0.846289729068904 |
48 | 0.143572517380447 | 0.287145034760895 | 0.856427482619553 |
49 | 0.125516021376845 | 0.25103204275369 | 0.874483978623155 |
50 | 0.102577906613671 | 0.205155813227341 | 0.89742209338633 |
51 | 0.114831137251217 | 0.229662274502433 | 0.885168862748783 |
52 | 0.0893235383537857 | 0.178647076707571 | 0.910676461646214 |
53 | 0.0741497900498414 | 0.148299580099683 | 0.925850209950159 |
54 | 0.055919271589059 | 0.111838543178118 | 0.94408072841094 |
55 | 0.0666926143178879 | 0.133385228635776 | 0.933307385682112 |
56 | 0.0828910641687744 | 0.165782128337549 | 0.917108935831226 |
57 | 0.0649039712588781 | 0.129807942517756 | 0.935096028741122 |
58 | 0.0595825401864331 | 0.119165080372866 | 0.940417459813567 |
59 | 0.0475594298682258 | 0.0951188597364516 | 0.952440570131774 |
60 | 0.198382044164398 | 0.396764088328796 | 0.801617955835602 |
61 | 0.249286550658369 | 0.498573101316738 | 0.750713449341631 |
62 | 0.226001431378477 | 0.452002862756954 | 0.773998568621523 |
63 | 0.208564461712293 | 0.417128923424586 | 0.791435538287707 |
64 | 0.214522763994547 | 0.429045527989093 | 0.785477236005453 |
65 | 0.262409107737905 | 0.52481821547581 | 0.737590892262095 |
66 | 0.28353671084978 | 0.56707342169956 | 0.71646328915022 |
67 | 0.611437525222839 | 0.777124949554321 | 0.388562474777161 |
68 | 0.572336311383722 | 0.855327377232556 | 0.427663688616278 |
69 | 0.747755389492159 | 0.504489221015682 | 0.252244610507841 |
70 | 0.729129525916492 | 0.541740948167017 | 0.270870474083508 |
71 | 0.905927758702307 | 0.188144482595386 | 0.094072241297693 |
72 | 0.885052805250189 | 0.229894389499623 | 0.114947194749811 |
73 | 0.882811350765758 | 0.234377298468484 | 0.117188649234242 |
74 | 0.871164876774947 | 0.257670246450105 | 0.128835123225053 |
75 | 0.878149221641464 | 0.243701556717072 | 0.121850778358536 |
76 | 0.871728575778322 | 0.256542848443357 | 0.128271424221678 |
77 | 0.933514656481871 | 0.132970687036258 | 0.066485343518129 |
78 | 0.916106885324286 | 0.167786229351427 | 0.0838931146757137 |
79 | 0.90505116018402 | 0.189897679631960 | 0.0949488398159798 |
80 | 0.929151294379137 | 0.141697411241726 | 0.070848705620863 |
81 | 0.916702616346391 | 0.166594767307217 | 0.0832973836536085 |
82 | 0.910391979121988 | 0.179216041756024 | 0.0896080208780122 |
83 | 0.88873103959612 | 0.222537920807759 | 0.111268960403880 |
84 | 0.88398904045554 | 0.232021919088919 | 0.116010959544459 |
85 | 0.858305558670786 | 0.283388882658428 | 0.141694441329214 |
86 | 0.832658707278392 | 0.334682585443216 | 0.167341292721608 |
87 | 0.802169280007564 | 0.395661439984872 | 0.197830719992436 |
88 | 0.873435042852608 | 0.253129914294784 | 0.126564957147392 |
89 | 0.849570173280281 | 0.300859653439437 | 0.150429826719719 |
90 | 0.8243738496526 | 0.351252300694799 | 0.175626150347400 |
91 | 0.848205301261775 | 0.30358939747645 | 0.151794698738225 |
92 | 0.821117752247388 | 0.357764495505224 | 0.178882247752612 |
93 | 0.8025369587929 | 0.394926082414202 | 0.197463041207101 |
94 | 0.775394618049482 | 0.449210763901036 | 0.224605381950518 |
95 | 0.735096266729865 | 0.529807466540269 | 0.264903733270135 |
96 | 0.690021845842233 | 0.619956308315534 | 0.309978154157767 |
97 | 0.682249765892215 | 0.63550046821557 | 0.317750234107785 |
98 | 0.716322786269792 | 0.567354427460416 | 0.283677213730208 |
99 | 0.671628957471354 | 0.656742085057291 | 0.328371042528646 |
100 | 0.636052208830126 | 0.727895582339747 | 0.363947791169874 |
101 | 0.596739204939635 | 0.806521590120731 | 0.403260795060365 |
102 | 0.544575664301798 | 0.910848671396404 | 0.455424335698202 |
103 | 0.539962528541592 | 0.920074942916816 | 0.460037471458408 |
104 | 0.485185902310077 | 0.970371804620154 | 0.514814097689923 |
105 | 0.439519600869878 | 0.879039201739756 | 0.560480399130122 |
106 | 0.403710424279773 | 0.807420848559545 | 0.596289575720227 |
107 | 0.444752739498529 | 0.889505478997058 | 0.555247260501471 |
108 | 0.474076314297376 | 0.948152628594751 | 0.525923685702624 |
109 | 0.452334085807561 | 0.904668171615123 | 0.547665914192438 |
110 | 0.400197188759114 | 0.800394377518229 | 0.599802811240886 |
111 | 0.369543056909671 | 0.739086113819342 | 0.630456943090329 |
112 | 0.73473187219126 | 0.530536255617479 | 0.265268127808739 |
113 | 0.789850487167907 | 0.420299025664187 | 0.210149512832093 |
114 | 0.782985199762379 | 0.434029600475242 | 0.217014800237621 |
115 | 0.850283731394281 | 0.299432537211438 | 0.149716268605719 |
116 | 0.80877091928843 | 0.382458161423139 | 0.191229080711569 |
117 | 0.786711079166848 | 0.426577841666305 | 0.213288920833152 |
118 | 0.791051817816709 | 0.417896364366582 | 0.208948182183291 |
119 | 0.780971421186068 | 0.438057157627865 | 0.219028578813932 |
120 | 0.850632729302538 | 0.298734541394923 | 0.149367270697462 |
121 | 0.95428149911416 | 0.091437001771682 | 0.045718500885841 |
122 | 0.936510902458654 | 0.126978195082692 | 0.0634890975413462 |
123 | 0.960871461014576 | 0.078257077970848 | 0.039128538985424 |
124 | 0.940544774691477 | 0.118910450617047 | 0.0594552253085233 |
125 | 0.93737161215445 | 0.125256775691101 | 0.0626283878455503 |
126 | 0.909200516109647 | 0.181598967780706 | 0.0907994838903531 |
127 | 0.870088356116329 | 0.259823287767343 | 0.129911643883671 |
128 | 0.81952712465077 | 0.360945750698461 | 0.180472875349231 |
129 | 0.955921879403166 | 0.0881562411936676 | 0.0440781205968338 |
130 | 0.959408608688669 | 0.0811827826226628 | 0.0405913913113314 |
131 | 0.953789672860244 | 0.0924206542795115 | 0.0462103271397557 |
132 | 0.937433485221183 | 0.125133029557633 | 0.0625665147788167 |
133 | 0.900384752072575 | 0.199230495854851 | 0.0996152479274253 |
134 | 0.855487416651143 | 0.289025166697713 | 0.144512583348857 |
135 | 0.777503181216328 | 0.444993637567344 | 0.222496818783672 |
136 | 0.66797969060019 | 0.664040618799621 | 0.332020309399811 |
137 | 0.630043585809385 | 0.73991282838123 | 0.369956414190615 |
138 | 0.703815294791996 | 0.592369410416008 | 0.296184705208004 |
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 | 0 | 0 | OK |
10% type I error level | 6 | 0.0508474576271186 | OK |