Multiple Linear Regression - Estimated Regression Equation |
Month[t] = + 9.2442566528024 + 0.00720870390552251Depressie[t] -0.00228637185263363belasting[t] -0.00650125206351354autonomie[t] + 0.0370683252745271conformistisch[t] -0.0149286826042584agressief[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) | 9.2442566528024 | 0.324826 | 28.4591 | 0 | 0 |
Depressie | 0.00720870390552251 | 0.018309 | 0.3937 | 0.694346 | 0.347173 |
belasting | -0.00228637185263363 | 0.0218 | -0.1049 | 0.916612 | 0.458306 |
autonomie | -0.00650125206351354 | 0.014826 | -0.4385 | 0.661658 | 0.330829 |
conformistisch | 0.0370683252745271 | 0.022889 | 1.6195 | 0.107448 | 0.053724 |
agressief | -0.0149286826042584 | 0.03762 | -0.3968 | 0.692055 | 0.346028 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.154693587622328 |
R-squared | 0.0239301060514669 |
Adjusted R-squared | -0.00860555708015109 |
F-TEST (value) | 0.735503867084604 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 150 |
p-value | 0.597942012156677 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.483310848553561 |
Sum Squared Residuals | 35.0384064494345 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 9 | 9.65433162135685 | -0.654331621356851 |
2 | 9 | 9.65855943647652 | -0.658559436476517 |
3 | 9 | 9.70456864952496 | -0.704568649524963 |
4 | 9 | 9.61992279621915 | -0.619922796219146 |
5 | 9 | 9.56157561769466 | -0.561575617694658 |
6 | 9 | 9.65784972847402 | -0.65784972847402 |
7 | 9 | 9.7664447383922 | -0.766444738392203 |
8 | 9 | 9.55822160062461 | -0.558221600624613 |
9 | 9 | 9.66468981641632 | -0.664689816416321 |
10 | 9 | 9.54472684931997 | -0.544726849319974 |
11 | 9 | 9.63748496170159 | -0.63748496170159 |
12 | 9 | 9.57984996850167 | -0.579849968501669 |
13 | 9 | 9.55632525298856 | -0.556325252988556 |
14 | 9 | 9.56979852231932 | -0.569798522319315 |
15 | 9 | 9.63835055832498 | -0.638350558324983 |
16 | 9 | 9.55963650430863 | -0.559636504308631 |
17 | 9 | 9.57264126459615 | -0.572641264596146 |
18 | 9 | 9.72603074491492 | -0.726030744914924 |
19 | 9 | 9.51958503408777 | -0.51958503408777 |
20 | 9 | 9.56102985229824 | -0.561029852298241 |
21 | 9 | 9.70949714800518 | -0.709497148005184 |
22 | 9 | 9.68774369300517 | -0.687743693005174 |
23 | 9 | 9.49692336415545 | -0.496923364155452 |
24 | 9 | 9.60585272059524 | -0.605852720595235 |
25 | 9 | 9.61253939723871 | -0.612539397238709 |
26 | 9 | 9.72023694469342 | -0.720236944693419 |
27 | 9 | 9.63799021750853 | -0.637990217508526 |
28 | 9 | 9.67297444068602 | -0.67297444068602 |
29 | 9 | 9.65575938622913 | -0.655759386229128 |
30 | 9 | 9.73939125997739 | -0.739391259977393 |
31 | 9 | 9.49992794031893 | -0.49992794031893 |
32 | 9 | 9.59426730259219 | -0.594267302592186 |
33 | 9 | 9.67824861724702 | -0.678248617247018 |
34 | 9 | 9.67542490258579 | -0.675424902585788 |
35 | 9 | 9.55822160062461 | -0.558221600624613 |
36 | 9 | 9.69687857538793 | -0.696878575387928 |
37 | 9 | 9.70476490029429 | -0.704764900294286 |
38 | 9 | 9.50730058683053 | -0.507300586830532 |
39 | 9 | 9.61411831724933 | -0.614118317249334 |
40 | 9 | 9.7190182180582 | -0.719018218058197 |
41 | 9 | 9.62554190136574 | -0.625541901365736 |
42 | 9 | 9.66226913460099 | -0.662269134600989 |
43 | 9 | 9.59402843351395 | -0.594028433513949 |
44 | 9 | 9.59686884590977 | -0.596868845909765 |
45 | 9 | 9.60164009654484 | -0.601640096544843 |
46 | 9 | 9.66438532369968 | -0.664385323699684 |
47 | 9 | 9.6884488886867 | -0.688448888686696 |
48 | 9 | 9.4726637695607 | -0.472663769560699 |
49 | 9 | 9.61321468835853 | -0.613214688358529 |
50 | 9 | 9.71003441709325 | -0.710034417093254 |
51 | 9 | 9.64871710225176 | -0.648717102251754 |
52 | 9 | 9.48759223100338 | -0.487592231003376 |
53 | 9 | 9.66962275349699 | -0.66962275349699 |
54 | 9 | 9.64465330345869 | -0.644653303458686 |
55 | 9 | 9.63818421211736 | -0.638184212117361 |
56 | 9 | 9.62183829594807 | -0.62183829594807 |
57 | 10 | 9.61006519720457 | 0.389934802795427 |
58 | 10 | 9.73851964436772 | 0.261480355632277 |
59 | 10 | 9.73793118694186 | 0.262068813058137 |
60 | 10 | 9.6663137583374 | 0.333686241662597 |
61 | 10 | 9.61530495688289 | 0.384695043117105 |
62 | 10 | 9.65752387826077 | 0.342476121739232 |
63 | 10 | 9.55632517926803 | 0.443674820731971 |
64 | 10 | 9.70988107951496 | 0.290118920485045 |
65 | 10 | 9.61972661917035 | 0.380273380829649 |
66 | 10 | 9.64047058396999 | 0.359529416030005 |
67 | 10 | 9.55384496024761 | 0.446155039752385 |
68 | 10 | 9.63520106717103 | 0.364798932828974 |
69 | 10 | 9.63275060527126 | 0.367249394728741 |
70 | 10 | 9.3777702193032 | 0.622229780696794 |
71 | 10 | 9.64346440766464 | 0.356535592335363 |
72 | 10 | 9.63326188006447 | 0.366738119935528 |
73 | 10 | 9.67120167350761 | 0.328798326492385 |
74 | 10 | 9.75940606979957 | 0.240593930200435 |
75 | 10 | 9.62219848932347 | 0.377801510676528 |
76 | 10 | 9.59812198942766 | 0.401878010572336 |
77 | 10 | 9.58019722696828 | 0.419802773031725 |
78 | 10 | 9.63519866356948 | 0.364801336430516 |
79 | 10 | 9.72497385216635 | 0.275026147833652 |
80 | 10 | 9.59895911443413 | 0.40104088556587 |
81 | 10 | 9.60687752634215 | 0.39312247365785 |
82 | 10 | 9.60219180720701 | 0.397808192792989 |
83 | 10 | 9.73903324904195 | 0.260966750958049 |
84 | 10 | 9.59214269090567 | 0.407857309094328 |
85 | 10 | 9.67806093650657 | 0.32193906349343 |
86 | 10 | 9.57827104849104 | 0.421728951508956 |
87 | 10 | 9.54294340339326 | 0.457056596606739 |
88 | 10 | 9.7246241900982 | 0.275375809901801 |
89 | 10 | 9.68002371430644 | 0.319976285693561 |
90 | 10 | 9.61778750578432 | 0.382212494215676 |
91 | 10 | 9.75853700523249 | 0.241462994767508 |
92 | 10 | 9.67313010814533 | 0.326869891854666 |
93 | 10 | 9.71673184620556 | 0.283268153794437 |
94 | 10 | 9.61781959278598 | 0.382180407214015 |
95 | 10 | 9.60427372686408 | 0.395726273135917 |
96 | 10 | 9.58493406072068 | 0.415065939279323 |
97 | 10 | 9.65223280576739 | 0.347767194232609 |
98 | 10 | 9.55259189045024 | 0.447408109549757 |
99 | 10 | 9.6956253581495 | 0.304374641850498 |
100 | 10 | 9.63133570158724 | 0.368664298412759 |
101 | 10 | 9.71251696599468 | 0.287483034005316 |
102 | 10 | 9.68616477299455 | 0.31383522700545 |
103 | 10 | 9.78030577577905 | 0.21969422422095 |
104 | 10 | 9.70528459767532 | 0.294715402324681 |
105 | 10 | 9.56504862918085 | 0.434951370819147 |
106 | 10 | 9.72410689631871 | 0.275893103681292 |
107 | 10 | 9.65185967748319 | 0.348140322516807 |
108 | 10 | 9.65910505443188 | 0.34089494556812 |
109 | 10 | 9.68822055091571 | 0.311779449084289 |
110 | 10 | 9.72372056120739 | 0.276279438792606 |
111 | 10 | 9.66698679329673 | 0.333013206703265 |
112 | 10 | 9.59233879423394 | 0.40766120576606 |
113 | 10 | 9.64292330203025 | 0.35707669796975 |
114 | 10 | 9.69967855191479 | 0.30032144808521 |
115 | 10 | 9.7355281505541 | 0.264471849445905 |
116 | 10 | 9.67281275424043 | 0.327187245759572 |
117 | 10 | 9.67052638238779 | 0.329473617612205 |
118 | 10 | 9.74762702579032 | 0.252372974209682 |
119 | 10 | 9.64960772251324 | 0.350392277486764 |
120 | 10 | 9.62711856521587 | 0.372881434784127 |
121 | 10 | 9.64748311082672 | 0.352516889173278 |
122 | 10 | 9.58618487435756 | 0.413815125642439 |
123 | 10 | 9.60337009797328 | 0.396629902026721 |
124 | 10 | 9.64011264675508 | 0.35988735324492 |
125 | 10 | 9.66402513032428 | 0.335974869675719 |
126 | 10 | 9.70863026587807 | 0.291369734121929 |
127 | 10 | 9.71480566772833 | 0.285194332271668 |
128 | 10 | 9.59812198942766 | 0.401878010572336 |
129 | 10 | 9.68456204112903 | 0.315437958870971 |
130 | 10 | 9.30435155190341 | 0.695648448096586 |
131 | 10 | 9.71480566772833 | 0.285194332271668 |
132 | 10 | 9.64153822918741 | 0.358461770812594 |
133 | 10 | 9.77027568709331 | 0.229724312906688 |
134 | 10 | 9.70318598028366 | 0.296814019716339 |
135 | 10 | 9.66981893054579 | 0.330181069454214 |
136 | 10 | 9.66698686701726 | 0.333013132982738 |
137 | 10 | 9.65189409436587 | 0.34810590563413 |
138 | 10 | 9.58279869656533 | 0.417201303434673 |
139 | 10 | 9.72271956731538 | 0.277280432684624 |
140 | 10 | 9.66119299307523 | 0.33880700692477 |
141 | 10 | 9.6237644744253 | 0.376235525574699 |
142 | 10 | 9.64890027067123 | 0.351099729328773 |
143 | 10 | 9.76731169423984 | 0.232688305760157 |
144 | 10 | 9.37674526611524 | 0.623254733884764 |
145 | 10 | 9.66048561495375 | 0.339514385046251 |
146 | 10 | 9.65293198246263 | 0.347068017537366 |
147 | 10 | 9.66679294612895 | 0.333207053871046 |
148 | 10 | 9.65098211660777 | 0.349017883392228 |
149 | 10 | 9.65260154620788 | 0.347398453792121 |
150 | 10 | 9.69073984658083 | 0.309260153419168 |
151 | 10 | 9.6121921387721 | 0.387807861227897 |
152 | 10 | 9.72323309826908 | 0.276766901730923 |
153 | 10 | 9.6105788018788 | 0.389421198121199 |
154 | 10 | 9.71075254768357 | 0.289247452316429 |
155 | 10 | 9.58425869588033 | 0.415741304119671 |
156 | 10 | 9.72319642522591 | 0.276803574774087 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 4.27908391874747e-46 | 8.55816783749493e-46 | 1 |
10 | 4.18400225730214e-61 | 8.36800451460429e-61 | 1 |
11 | 2.6809022400441e-75 | 5.3618044800882e-75 | 1 |
12 | 1.98805066332483e-87 | 3.97610132664967e-87 | 1 |
13 | 5.3780415845907e-104 | 1.07560831691814e-103 | 1 |
14 | 1.52771599706326e-114 | 3.05543199412651e-114 | 1 |
15 | 7.62254172268797e-129 | 1.52450834453759e-128 | 1 |
16 | 0 | 0 | 1 |
17 | 3.52545953197209e-158 | 7.05091906394418e-158 | 1 |
18 | 2.67269723690182e-174 | 5.34539447380364e-174 | 1 |
19 | 8.60315688855638e-190 | 1.72063137771128e-189 | 1 |
20 | 2.02809010063348e-213 | 4.05618020126696e-213 | 1 |
21 | 2.6961985325324e-221 | 5.39239706506481e-221 | 1 |
22 | 2.59868596528599e-233 | 5.19737193057198e-233 | 1 |
23 | 2.66615837434989e-244 | 5.33231674869978e-244 | 1 |
24 | 5.22885657905049e-268 | 1.0457713158101e-267 | 1 |
25 | 3.00005092131741e-281 | 6.00010184263482e-281 | 1 |
26 | 1.95136361485614e-299 | 3.90272722971228e-299 | 1 |
27 | 6.47485724264592e-309 | 1.29497144852918e-308 | 1 |
28 | 9.98012604599318e-322 | 1.99602520919864e-321 | 1 |
29 | 0 | 0 | 1 |
30 | 0 | 0 | 1 |
31 | 0 | 0 | 1 |
32 | 0 | 0 | 1 |
33 | 0 | 0 | 1 |
34 | 0 | 0 | 1 |
35 | 0 | 0 | 1 |
36 | 0 | 0 | 1 |
37 | 0 | 0 | 1 |
38 | 0 | 0 | 1 |
39 | 0 | 0 | 1 |
40 | 0 | 0 | 1 |
41 | 0 | 0 | 1 |
42 | 0 | 0 | 1 |
43 | 0 | 0 | 1 |
44 | 0 | 0 | 1 |
45 | 0 | 0 | 1 |
46 | 0 | 0 | 1 |
47 | 0 | 0 | 1 |
48 | 0 | 0 | 1 |
49 | 0 | 0 | 1 |
50 | 0 | 0 | 1 |
51 | 0 | 0 | 1 |
52 | 0 | 0 | 1 |
53 | 0 | 0 | 1 |
54 | 0 | 0 | 1 |
55 | 0 | 0 | 1 |
56 | 1.63739958814161e-19 | 3.27479917628323e-19 | 1 |
57 | 1 | 0 | 0 |
58 | 1 | 0 | 0 |
59 | 1 | 0 | 0 |
60 | 1 | 0 | 0 |
61 | 1 | 0 | 0 |
62 | 1 | 0 | 0 |
63 | 1 | 0 | 0 |
64 | 1 | 0 | 0 |
65 | 1 | 0 | 0 |
66 | 1 | 0 | 0 |
67 | 1 | 0 | 0 |
68 | 1 | 0 | 0 |
69 | 1 | 0 | 0 |
70 | 1 | 0 | 0 |
71 | 1 | 0 | 0 |
72 | 1 | 0 | 0 |
73 | 1 | 0 | 0 |
74 | 1 | 0 | 0 |
75 | 1 | 0 | 0 |
76 | 1 | 0 | 0 |
77 | 1 | 0 | 0 |
78 | 1 | 0 | 0 |
79 | 1 | 0 | 0 |
80 | 1 | 0 | 0 |
81 | 1 | 0 | 0 |
82 | 1 | 0 | 0 |
83 | 1 | 0 | 0 |
84 | 1 | 0 | 0 |
85 | 1 | 0 | 0 |
86 | 1 | 0 | 0 |
87 | 1 | 0 | 0 |
88 | 1 | 0 | 0 |
89 | 1 | 0 | 0 |
90 | 1 | 0 | 0 |
91 | 1 | 0 | 0 |
92 | 1 | 0 | 0 |
93 | 1 | 0 | 0 |
94 | 1 | 0 | 0 |
95 | 1 | 0 | 0 |
96 | 1 | 0 | 0 |
97 | 1 | 0 | 0 |
98 | 1 | 0 | 0 |
99 | 1 | 0 | 0 |
100 | 1 | 0 | 0 |
101 | 1 | 0 | 0 |
102 | 1 | 0 | 0 |
103 | 1 | 0 | 0 |
104 | 1 | 0 | 0 |
105 | 1 | 0 | 0 |
106 | 1 | 0 | 0 |
107 | 1 | 0 | 0 |
108 | 1 | 0 | 0 |
109 | 1 | 0 | 0 |
110 | 1 | 0 | 0 |
111 | 1 | 0 | 0 |
112 | 1 | 0 | 0 |
113 | 1 | 0 | 0 |
114 | 1 | 0 | 0 |
115 | 1 | 0 | 0 |
116 | 1 | 0 | 0 |
117 | 1 | 0 | 0 |
118 | 1 | 0 | 0 |
119 | 1 | 0 | 0 |
120 | 1 | 0 | 0 |
121 | 1 | 0 | 0 |
122 | 1 | 0 | 0 |
123 | 1 | 0 | 0 |
124 | 1 | 0 | 0 |
125 | 1 | 0 | 0 |
126 | 1 | 0 | 0 |
127 | 1 | 0 | 0 |
128 | 1 | 0 | 0 |
129 | 1 | 1.3514184537407e-311 | 6.75709226870352e-312 |
130 | 1 | 7.58435177576793e-294 | 3.79217588788397e-294 |
131 | 1 | 5.7088389430528e-270 | 2.8544194715264e-270 |
132 | 1 | 1.98001888649211e-277 | 9.90009443246057e-278 |
133 | 1 | 1.12868467724482e-242 | 5.6434233862241e-243 |
134 | 1 | 3.41340177775943e-231 | 1.70670088887971e-231 |
135 | 1 | 7.68806768738786e-217 | 3.84403384369393e-217 |
136 | 1 | 4.16561168200178e-212 | 2.08280584100089e-212 |
137 | 1 | 2.08640119981463e-190 | 1.04320059990731e-190 |
138 | 1 | 2.62665423644272e-182 | 1.31332711822136e-182 |
139 | 1 | 9.60893019772673e-159 | 4.80446509886337e-159 |
140 | 1 | 0 | 0 |
141 | 1 | 8.53280397306393e-131 | 4.26640198653197e-131 |
142 | 1 | 1.08470546683471e-116 | 5.42352733417355e-117 |
143 | 1 | 2.41125256215207e-108 | 1.20562628107604e-108 |
144 | 1 | 3.45858546032533e-86 | 1.72929273016267e-86 |
145 | 1 | 2.38011135111482e-74 | 1.19005567555741e-74 |
146 | 1 | 1.95048712871268e-66 | 9.75243564356342e-67 |
147 | 1 | 2.66286098189341e-46 | 1.33143049094671e-46 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 139 | 1 | NOK |
5% type I error level | 139 | 1 | NOK |
10% type I error level | 139 | 1 | NOK |