Multiple Linear Regression - Estimated Regression Equation |
Depressie[t] = + 0.458126806452522 + 0.109121131059252belasting[t] + 0.252910079652164autonomie[t] + 0.313607428797362conformistisch[t] + 0.626618132730142agressief[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) | 0.458126806452522 | 1.443278 | 0.3174 | 0.751363 | 0.375681 |
belasting | 0.109121131059252 | 0.096488 | 1.1309 | 0.259876 | 0.129938 |
autonomie | 0.252910079652164 | 0.062602 | 4.04 | 8.5e-05 | 4.2e-05 |
conformistisch | 0.313607428797362 | 0.098483 | 3.1844 | 0.001762 | 0.000881 |
agressief | 0.626618132730142 | 0.159243 | 3.935 | 0.000127 | 6.3e-05 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.693928741113125 |
R-squared | 0.481537097742847 |
Adjusted R-squared | 0.467802981126763 |
F-TEST (value) | 35.0613811724109 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 151 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.14817671130754 |
Sum Squared Residuals | 696.814140633614 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 13 | 11.3741935979092 | 1.62580640209075 |
2 | 12 | 11.0008482543973 | 0.99915174560272 |
3 | 8 | 13.3616867300097 | -5.36168673000966 |
4 | 12 | 10.7335854855001 | 1.26641451449986 |
5 | 10 | 10.6612112939884 | -0.66121129398838 |
6 | 12 | 9.18109448048747 | 2.81890551951253 |
7 | 15 | 16.5811415648511 | -1.58114156485108 |
8 | 9 | 10.5057455030289 | -1.50574550302891 |
9 | 12 | 12.5326614215552 | -0.532661421555241 |
10 | 11 | 7.95925346081785 | 3.04074653918215 |
11 | 11 | 13.2005065357273 | -2.20050653572733 |
12 | 11 | 12.0725891972866 | -1.07258919728655 |
13 | 15 | 12.2877929029606 | 2.71220709703938 |
14 | 7 | 11.2905052735969 | -4.29050527359694 |
15 | 11 | 11.5927985695938 | -0.592798569593763 |
16 | 11 | 11.0115656623332 | -0.0115656623332342 |
17 | 10 | 12.0725891972866 | -2.07258919728655 |
18 | 14 | 14.2295381000254 | -0.229538100025404 |
19 | 10 | 8.75776919576627 | 1.24223080423373 |
20 | 6 | 9.45431968842832 | -3.45431968842832 |
21 | 11 | 8.54072038337693 | 2.45927961662307 |
22 | 15 | 14.289638724306 | 0.71036127569398 |
23 | 11 | 11.7212753945111 | -0.72127539451109 |
24 | 12 | 9.49410518442025 | 2.50589481557975 |
25 | 14 | 13.3978369446926 | 0.602163055307429 |
26 | 15 | 14.7353582593297 | 0.264641740670268 |
27 | 9 | 14.5425488039582 | -5.54254880395819 |
28 | 13 | 12.3954316368706 | 0.604568363129384 |
29 | 13 | 13.13117090066 | -0.131170900660011 |
30 | 16 | 10.6878375504645 | 5.3121624495355 |
31 | 13 | 8.58795071556182 | 4.41204928443818 |
32 | 12 | 13.553302735652 | -1.55330273565204 |
33 | 14 | 14.3987598553653 | -0.398759855365273 |
34 | 11 | 9.93774559743013 | 1.06225440256987 |
35 | 9 | 10.5057455030289 | -1.50574550302891 |
36 | 16 | 14.1688407508802 | 1.83115924911979 |
37 | 12 | 12.7605014040265 | -0.760501404026474 |
38 | 10 | 9.20081288391157 | 0.79918711608843 |
39 | 13 | 13.0358057339812 | -0.0358057339811542 |
40 | 16 | 15.1090663124077 | 0.89093368759229 |
41 | 14 | 12.8920167853882 | 1.10798321461176 |
42 | 15 | 8.03430349920802 | 6.96569650079198 |
43 | 5 | 9.7613679533174 | -4.76136795331739 |
44 | 8 | 10.4573217211149 | -2.45732172111485 |
45 | 11 | 11.2047378272708 | -0.204737827270808 |
46 | 16 | 13.7231212158565 | 2.2768787841435 |
47 | 17 | 12.9757051097005 | 4.02429489029946 |
48 | 9 | 8.62773621155376 | 0.372263788446242 |
49 | 9 | 11.9033674419467 | -2.90336744194668 |
50 | 13 | 14.5915693107368 | -1.59156931073682 |
51 | 10 | 10.8687361481709 | -0.86873614817093 |
52 | 6 | 12.4432586939201 | -6.44325869392009 |
53 | 12 | 12.3260960018033 | -0.326096001803298 |
54 | 8 | 10.3742301216671 | -2.37423012166714 |
55 | 14 | 12.3745197837174 | 1.62548021628265 |
56 | 12 | 12.409187601251 | -0.409187601251012 |
57 | 11 | 10.7448996183007 | 0.255100381699325 |
58 | 16 | 14.2642059175591 | 1.73579408244094 |
59 | 8 | 10.1449077420467 | -2.14490774204665 |
60 | 15 | 15.1691669366883 | -0.169166936688327 |
61 | 7 | 9.43400456013963 | -2.43400456013963 |
62 | 16 | 13.9643544531421 | 2.0356455468579 |
63 | 14 | 13.7685064413261 | 0.231493558673892 |
64 | 16 | 13.6630205915759 | 2.33697940842412 |
65 | 9 | 9.85405727311783 | -0.854057273117833 |
66 | 14 | 12.2653986526581 | 1.7346013473419 |
67 | 11 | 13.0842295158952 | -2.08422951589521 |
68 | 13 | 10.4343307459478 | 2.56566925405225 |
69 | 15 | 12.8920167853882 | 2.10798321461176 |
70 | 5 | 5.81873636933781 | -0.818736369337807 |
71 | 15 | 12.409187601251 | 2.59081239874899 |
72 | 13 | 12.2653986526581 | 0.7346013473419 |
73 | 11 | 11.9640647910919 | -0.964064791091882 |
74 | 11 | 13.7446297938743 | -2.74462979387434 |
75 | 12 | 12.4208644436176 | -0.420864443617574 |
76 | 12 | 13.3978369446926 | -1.39783694469257 |
77 | 12 | 12.3138224345722 | -0.313822434572155 |
78 | 12 | 11.8289141284211 | 0.17108587157891 |
79 | 14 | 10.6878375504645 | 3.3121624495355 |
80 | 6 | 7.9879588393078 | -1.9879588393078 |
81 | 7 | 9.8077126132176 | -2.80771261321761 |
82 | 14 | 11.9236825702354 | 2.07631742976463 |
83 | 14 | 13.7237179407211 | 0.276282059278924 |
84 | 10 | 11.2277288024379 | -1.22772880243791 |
85 | 13 | 8.67527432118314 | 4.32472567881686 |
86 | 12 | 12.434620407998 | -0.434620407997969 |
87 | 9 | 9.3242867042158 | -0.3242867042158 |
88 | 12 | 11.8411876956522 | 0.158812304347766 |
89 | 16 | 14.9162568570362 | 1.08374314296384 |
90 | 10 | 10.2044116414627 | -0.204411641462688 |
91 | 14 | 12.9649877017646 | 1.03501229823542 |
92 | 10 | 13.4101105119237 | -3.41011051192371 |
93 | 16 | 15.218187443467 | 0.781812556533037 |
94 | 15 | 13.4325047622262 | 1.56749523777377 |
95 | 12 | 11.3368499334972 | 0.663150066502842 |
96 | 10 | 9.74701526407241 | 0.252984735927586 |
97 | 8 | 10.0702204132225 | -2.0702204132225 |
98 | 8 | 8.663000753952 | -0.663000753951999 |
99 | 11 | 12.709039065668 | -1.70903906566798 |
100 | 13 | 12.3861966260839 | 0.613803373916085 |
101 | 16 | 15.3619763920599 | 0.638023607940126 |
102 | 16 | 14.6516699350174 | 1.34833006498256 |
103 | 14 | 15.6899365101022 | -1.68993651010221 |
104 | 11 | 8.770639487862 | 2.229360512138 |
105 | 4 | 6.95028898908761 | -2.95028898908761 |
106 | 14 | 14.4364662293434 | -0.436466229343373 |
107 | 9 | 10.288099965775 | -1.28809996577498 |
108 | 14 | 15.1691669366883 | -1.16916693668833 |
109 | 8 | 10.3487973149202 | -2.34879731492018 |
110 | 8 | 10.7087494036178 | -2.70874940361776 |
111 | 11 | 12.1078537396848 | -1.10785373968479 |
112 | 12 | 13.5879705531857 | -1.5879705531857 |
113 | 11 | 11.3745563074753 | -0.374556307475258 |
114 | 14 | 13.519231642983 | 0.480768357017033 |
115 | 15 | 14.2065471248583 | 0.793452875141693 |
116 | 16 | 13.3494131627785 | 2.65058683722148 |
117 | 16 | 13.4585342938378 | 2.54146570616223 |
118 | 11 | 12.5682886735195 | -1.56828867351951 |
119 | 14 | 13.7114443734899 | 0.288555626510067 |
120 | 14 | 10.9631418804192 | 3.03685811958082 |
121 | 12 | 11.3858704402758 | 0.614129559724206 |
122 | 14 | 12.601400331758 | 1.39859966824202 |
123 | 8 | 10.2044116414627 | -2.20441164146269 |
124 | 13 | 13.8205655045492 | -0.820565504549185 |
125 | 16 | 13.7114443734899 | 2.28855562651007 |
126 | 12 | 10.8086355238903 | 1.19136447610969 |
127 | 16 | 15.3389854168928 | 0.661014583107223 |
128 | 12 | 13.3978369446926 | -1.39783694469257 |
129 | 11 | 11.383791318262 | -0.38379131826196 |
130 | 4 | 6.60945857894954 | -2.60945857894954 |
131 | 16 | 15.3389854168928 | 0.661014583107223 |
132 | 15 | 12.5299855746768 | 2.47001442532317 |
133 | 10 | 11.3150524080592 | -1.31505240805922 |
134 | 13 | 13.1225326147379 | -0.122532614737891 |
135 | 15 | 13.2056242141856 | 1.7943757858144 |
136 | 12 | 10.6271402013193 | 1.3728597986807 |
137 | 14 | 13.6023232424307 | 0.39767675756932 |
138 | 7 | 10.6985549584005 | -3.69855495840045 |
139 | 19 | 14.0250518022873 | 4.97494819771271 |
140 | 12 | 12.6136738989891 | -0.613673898989121 |
141 | 12 | 12.2883896278252 | -0.288389627825198 |
142 | 13 | 13.4585342938378 | -0.458534293837769 |
143 | 15 | 12.8325128859722 | 2.16748711402779 |
144 | 8 | 8.46655601727143 | -0.466556017271427 |
145 | 12 | 10.8800502809715 | 1.11994971902853 |
146 | 10 | 10.724947199578 | -0.724947199578019 |
147 | 8 | 11.3144556831946 | -3.31445568319464 |
148 | 10 | 14.3524151954651 | -4.35241519546505 |
149 | 15 | 13.8552333220828 | 1.14476667791716 |
150 | 16 | 14.5195578287911 | 1.48044217120891 |
151 | 13 | 13.156603707407 | -0.156603707406968 |
152 | 16 | 14.9652773638148 | 1.0347226361852 |
153 | 9 | 10.2044116414627 | -1.20441164146269 |
154 | 14 | 13.0480793012123 | 0.951920698787702 |
155 | 14 | 12.7221983051838 | 1.27780169481621 |
156 | 12 | 10.0842103929015 | 1.91578960709854 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.740249830118916 | 0.519500339762167 | 0.259750169881084 |
9 | 0.676358866566366 | 0.647282266867267 | 0.323641133433633 |
10 | 0.723480473232067 | 0.553039053535867 | 0.276519526767933 |
11 | 0.636275328877773 | 0.727449342244455 | 0.363724671122227 |
12 | 0.533776399635867 | 0.932447200728265 | 0.466223600364133 |
13 | 0.595266600330536 | 0.809466799338929 | 0.404733399669464 |
14 | 0.859892470735976 | 0.280215058528047 | 0.140107529264024 |
15 | 0.802562300611936 | 0.394875398776127 | 0.197437699388064 |
16 | 0.736934070536482 | 0.526131858927036 | 0.263065929463518 |
17 | 0.700658137966802 | 0.598683724066395 | 0.299341862033198 |
18 | 0.671086648178487 | 0.657826703643026 | 0.328913351821513 |
19 | 0.59796568055596 | 0.80406863888808 | 0.40203431944404 |
20 | 0.746550338715814 | 0.506899322568372 | 0.253449661284186 |
21 | 0.724945459103896 | 0.550109081792207 | 0.275054540896104 |
22 | 0.733674516334147 | 0.532650967331707 | 0.266325483665853 |
23 | 0.673872098991277 | 0.652255802017446 | 0.326127901008723 |
24 | 0.65782014326621 | 0.68435971346758 | 0.34217985673379 |
25 | 0.625785924354954 | 0.748428151290093 | 0.374214075645046 |
26 | 0.596895276838475 | 0.80620944632305 | 0.403104723161525 |
27 | 0.755893965284729 | 0.488212069430542 | 0.244106034715271 |
28 | 0.719129053763063 | 0.561741892473874 | 0.280870946236937 |
29 | 0.672584764037064 | 0.654830471925872 | 0.327415235962936 |
30 | 0.843636060961078 | 0.312727878077844 | 0.156363939038922 |
31 | 0.897592613966312 | 0.204814772067376 | 0.102407386033688 |
32 | 0.873592455140553 | 0.252815089718895 | 0.126407544859447 |
33 | 0.850307932646192 | 0.299384134707616 | 0.149692067353808 |
34 | 0.817753123990597 | 0.364493752018806 | 0.182246876009403 |
35 | 0.813500763514643 | 0.372998472970714 | 0.186499236485357 |
36 | 0.836280640618219 | 0.327438718763563 | 0.163719359381781 |
37 | 0.801849712555142 | 0.396300574889716 | 0.198150287444858 |
38 | 0.764627551373996 | 0.470744897252007 | 0.235372448626004 |
39 | 0.72443718890766 | 0.551125622184681 | 0.275562811092341 |
40 | 0.722687670946681 | 0.554624658106637 | 0.277312329053319 |
41 | 0.698372404842348 | 0.603255190315304 | 0.301627595157652 |
42 | 0.915816242415984 | 0.168367515168031 | 0.0841837575840155 |
43 | 0.982907943556371 | 0.0341841128872578 | 0.0170920564436289 |
44 | 0.986156819632683 | 0.0276863607346334 | 0.0138431803673167 |
45 | 0.981046278517595 | 0.0379074429648097 | 0.0189537214824049 |
46 | 0.984350842610507 | 0.0312983147789865 | 0.0156491573894933 |
47 | 0.993544980001737 | 0.0129100399965269 | 0.00645501999826344 |
48 | 0.990976983426633 | 0.018046033146735 | 0.00902301657336751 |
49 | 0.99314193894615 | 0.0137161221076985 | 0.00685806105384926 |
50 | 0.99181860359028 | 0.0163627928194409 | 0.00818139640972043 |
51 | 0.989218309794417 | 0.0215633804111659 | 0.0107816902055829 |
52 | 0.999263725900525 | 0.0014725481989495 | 0.000736274099474751 |
53 | 0.998899930964334 | 0.0022001380713329 | 0.00110006903566645 |
54 | 0.999121168158855 | 0.00175766368228944 | 0.000878831841144722 |
55 | 0.999004564170244 | 0.00199087165951133 | 0.000995435829755667 |
56 | 0.998539731702366 | 0.00292053659526844 | 0.00146026829763422 |
57 | 0.99789263005678 | 0.00421473988644099 | 0.00210736994322049 |
58 | 0.997700720840722 | 0.00459855831855682 | 0.00229927915927841 |
59 | 0.998151196771163 | 0.00369760645767478 | 0.00184880322883739 |
60 | 0.997479365204268 | 0.0050412695914648 | 0.0025206347957324 |
61 | 0.997870629459019 | 0.00425874108196192 | 0.00212937054098096 |
62 | 0.997959180888519 | 0.00408163822296283 | 0.00204081911148142 |
63 | 0.997107031511385 | 0.00578593697723095 | 0.00289296848861547 |
64 | 0.997385499593675 | 0.00522900081265003 | 0.00261450040632502 |
65 | 0.996541646899203 | 0.0069167062015944 | 0.0034583531007972 |
66 | 0.996112749548856 | 0.00777450090228818 | 0.00388725045114409 |
67 | 0.996118955093603 | 0.00776208981279419 | 0.00388104490639709 |
68 | 0.99680126930371 | 0.00639746139257965 | 0.00319873069628983 |
69 | 0.99682660287828 | 0.0063467942434398 | 0.0031733971217199 |
70 | 0.995804310513245 | 0.00839137897351036 | 0.00419568948675518 |
71 | 0.996454118644982 | 0.0070917627100369 | 0.00354588135501845 |
72 | 0.995182895134096 | 0.00963420973180746 | 0.00481710486590373 |
73 | 0.993701758270847 | 0.0125964834583055 | 0.00629824172915274 |
74 | 0.99511494459551 | 0.0097701108089795 | 0.00488505540448975 |
75 | 0.993241202081015 | 0.0135175958379707 | 0.00675879791898537 |
76 | 0.99204226260871 | 0.0159154747825814 | 0.00795773739129068 |
77 | 0.989213333468086 | 0.0215733330638285 | 0.0107866665319143 |
78 | 0.985383108256043 | 0.0292337834879131 | 0.0146168917439566 |
79 | 0.991313444720043 | 0.0173731105599138 | 0.00868655527995692 |
80 | 0.990891771925699 | 0.0182164561486025 | 0.00910822807430126 |
81 | 0.992548138405682 | 0.0149037231886367 | 0.00745186159431837 |
82 | 0.992930813732072 | 0.0141383725358551 | 0.00706918626792753 |
83 | 0.990293493586193 | 0.0194130128276132 | 0.00970650641380658 |
84 | 0.987888726957237 | 0.0242225460855269 | 0.0121112730427635 |
85 | 0.99702727048502 | 0.00594545902996032 | 0.00297272951498016 |
86 | 0.995845832951846 | 0.00830833409630884 | 0.00415416704815442 |
87 | 0.994209271072454 | 0.0115814578550928 | 0.00579072892754642 |
88 | 0.992140729939666 | 0.0157185401206681 | 0.00785927006033407 |
89 | 0.989955798142233 | 0.0200884037155339 | 0.010044201857767 |
90 | 0.98634383478275 | 0.0273123304344994 | 0.0136561652172497 |
91 | 0.983245924969933 | 0.0335081500601339 | 0.016754075030067 |
92 | 0.990830288786382 | 0.0183394224272363 | 0.00916971121361817 |
93 | 0.987863330420408 | 0.0242733391591833 | 0.0121366695795917 |
94 | 0.985653620037653 | 0.0286927599246936 | 0.0143463799623468 |
95 | 0.981335498987788 | 0.0373290020244241 | 0.018664501012212 |
96 | 0.975664731275206 | 0.0486705374495884 | 0.0243352687247942 |
97 | 0.972626483743687 | 0.0547470325126265 | 0.0273735162563133 |
98 | 0.964371557958537 | 0.0712568840829261 | 0.0356284420414631 |
99 | 0.961955695653766 | 0.0760886086924687 | 0.0380443043462343 |
100 | 0.95172571601305 | 0.0965485679739 | 0.04827428398695 |
101 | 0.939047952793202 | 0.121904094413596 | 0.0609520472067981 |
102 | 0.927293486629647 | 0.145413026740706 | 0.0727065133703531 |
103 | 0.934651088767891 | 0.130697822464217 | 0.0653489112321085 |
104 | 0.95578775120593 | 0.088424497588139 | 0.0442122487940695 |
105 | 0.954904794145543 | 0.0901904117089137 | 0.0450952058544568 |
106 | 0.942297587950395 | 0.11540482409921 | 0.057702412049605 |
107 | 0.929710637234082 | 0.140578725531837 | 0.0702893627659184 |
108 | 0.926551815969829 | 0.146896368060343 | 0.0734481840301714 |
109 | 0.925766218047003 | 0.148467563905994 | 0.0742337819529972 |
110 | 0.941082131463635 | 0.11783573707273 | 0.0589178685363648 |
111 | 0.934413960969527 | 0.131172078060946 | 0.065586039030473 |
112 | 0.954996550962773 | 0.0900068980744543 | 0.0450034490372272 |
113 | 0.94091995444357 | 0.11816009111286 | 0.05908004555643 |
114 | 0.923183106960428 | 0.153633786079144 | 0.076816893039572 |
115 | 0.902020252739217 | 0.195959494521565 | 0.0979797472607827 |
116 | 0.900686292245404 | 0.198627415509192 | 0.099313707754596 |
117 | 0.905928247276818 | 0.188143505446365 | 0.0940717527231824 |
118 | 0.897849354471634 | 0.204301291056732 | 0.102150645528366 |
119 | 0.869774723827774 | 0.260450552344451 | 0.130225276172226 |
120 | 0.909087865748642 | 0.181824268502717 | 0.0909121342513584 |
121 | 0.888772499728604 | 0.222455000542791 | 0.111227500271396 |
122 | 0.869363825535696 | 0.261272348928607 | 0.130636174464303 |
123 | 0.861902006735 | 0.27619598653 | 0.138097993265 |
124 | 0.829506828282666 | 0.340986343434667 | 0.170493171717334 |
125 | 0.828934541900908 | 0.342130916198184 | 0.171065458099092 |
126 | 0.814256282640605 | 0.37148743471879 | 0.185743717359395 |
127 | 0.770285014153384 | 0.459429971693232 | 0.229714985846616 |
128 | 0.74653387310554 | 0.50693225378892 | 0.25346612689446 |
129 | 0.762005371361674 | 0.475989257276652 | 0.237994628638326 |
130 | 0.759045154144865 | 0.48190969171027 | 0.240954845855135 |
131 | 0.706622894915276 | 0.586754210169448 | 0.293377105084724 |
132 | 0.694921373953078 | 0.610157252093844 | 0.305078626046922 |
133 | 0.668120055774234 | 0.663759888451532 | 0.331879944225766 |
134 | 0.598770560766355 | 0.80245887846729 | 0.401229439233645 |
135 | 0.573584855426997 | 0.852830289146007 | 0.426415144573003 |
136 | 0.568463509841868 | 0.863072980316263 | 0.431536490158132 |
137 | 0.495057126483368 | 0.990114252966735 | 0.504942873516632 |
138 | 0.561960197638334 | 0.876079604723332 | 0.438039802361666 |
139 | 0.868995101519647 | 0.262009796960705 | 0.131004898480353 |
140 | 0.893055793302066 | 0.213888413395867 | 0.106944206697934 |
141 | 0.861799412490874 | 0.276401175018252 | 0.138200587509126 |
142 | 0.798852333456899 | 0.402295333086203 | 0.201147666543101 |
143 | 0.771591119393274 | 0.456817761213453 | 0.228408880606726 |
144 | 0.677775184331591 | 0.644449631336817 | 0.322224815668409 |
145 | 0.666741444362759 | 0.666517111274482 | 0.333258555637241 |
146 | 0.7800951370435 | 0.439809725913001 | 0.219904862956501 |
147 | 0.746480095473506 | 0.507039809052989 | 0.253519904526494 |
148 | 0.85968237979726 | 0.280635240405479 | 0.14031762020274 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 24 | 0.170212765957447 | NOK |
5% type I error level | 54 | 0.382978723404255 | NOK |
10% type I error level | 61 | 0.432624113475177 | NOK |