Multiple Linear Regression - Estimated Regression Equation
I1[t] = + 5.36134261525376 + 0.366963117541319I2[t] + 0.255826668828208I3[t] + 0.264181871301092E1[t] -0.119732604002764E2[t] + 0.0260781950766237E3[t] -0.207942418540606A[t] + 0.0449203061958693Happiness[t] + 0.116248276524842`Depression\r`[t] -0.00354742887974725t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)5.361342615253762.8848341.85850.0650380.032519
I20.3669631175413190.0635395.775400
I30.2558266688282080.0506285.0531e-061e-06
E10.2641818713010920.0752723.50970.000590.000295
E2-0.1197326040027640.059044-2.02790.0443220.022161
E30.02607819507662370.0616780.42280.6730280.336514
A-0.2079424185406060.084223-2.4690.0146580.007329
Happiness0.04492030619586930.1017120.44160.6593740.329687
`Depression\r`0.1162482765248420.0756451.53680.1264280.063214
t-0.003547428879747250.00431-0.8230.4118120.205906


Multiple Linear Regression - Regression Statistics
Multiple R0.747502040838054
R-squared0.558759301057056
Adjusted R-squared0.532633207040697
F-TEST (value)21.3870202222803
F-TEST (DF numerator)9
F-TEST (DF denominator)152
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.50012463601008
Sum Squared Residuals950.094725728849


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12624.26900188965241.73099811034757
22021.1450590944267-1.14505909442669
31921.9802025271728-2.9802025271728
41918.35396085548540.646039144514599
52019.32961757298250.670382427017548
62524.36680951356070.633190486439267
72520.67473838987754.32526161012252
82220.11748709006751.88251290993248
92622.26811507945343.73188492054655
102220.65290873894861.34709126105141
111719.9984061937854-2.99840619378543
122222.7370523941991-0.737052394199061
131921.0588518278945-2.05885182789453
142422.91789584294781.08210415705222
152626.7915124353041-0.791512435304066
162119.20512216981121.7948778301888
171316.4002088533209-3.40020885332089
182627.3151780292841-1.31517802928415
192022.3963503527224-2.39635035272236
202218.96737951113043.03262048886957
211417.730065367142-3.73006536714204
222120.51142683777850.488573162221478
23713.9966443491655-6.99664434916552
242321.7956255793261.20437442067399
251719.0458880791825-2.04588807918252
262522.6117205007072.38827949929296
272523.15511176824811.84488823175194
281916.41454263015472.5854573698453
292016.79616441838713.20383558161288
302321.37235741915641.62764258084364
312223.8926453164331-1.89264531643311
322222.1745364011991-0.174536401199143
332117.96776817527193.03223182472807
341517.6974205392187-2.69742053921874
352016.01526572395863.9847342760414
362221.33972504183370.660274958166284
371817.13496785309510.865032146904864
382020.8381982868572-0.83819828685722
392827.48084927981540.519150720184633
402223.8341995561028-1.83419955610283
411821.3484946856089-3.34849468560889
422320.86414216559142.13585783440858
432021.2712217143381-1.27122171433811
442524.73187401229660.26812598770337
452621.96063164181864.03936835818137
461514.3367578188740.663242181126034
471717.4516335038606-0.451633503860646
482315.16770815294037.83229184705966
492122.4332992853811-1.43329928538114
501316.011179152682-3.01117915268204
511819.9742670958358-1.97426709583584
521919.3390921286354-0.339092128635403
532222.3743867302045-0.374386730204476
541617.5206356351669-1.52063563516694
552422.91461158817171.08538841182833
561819.9345460368046-1.93454603680459
572021.6045495135626-1.60454951356262
582420.39466784253973.60533215746029
591417.9317140995585-3.93171409955845
602220.52123325563491.47876674436514
612418.65367850366715.34632149633294
621818.4303024611745-0.430302461174513
632124.4255915394658-3.42559153946582
642321.92745540361.07254459640001
651718.7217875345678-1.72178753456777
662222.3255886670647-0.325588667064662
672425.3859684080114-1.38596840801145
682122.8153956207646-1.81539562076456
692222.1657491004181-0.165749100418053
701617.2591365955959-1.25913659559592
712125.2040750483629-4.20407504836292
722324.3026035080371-1.30260350803709
732219.5145808376572.48541916234302
742422.42515438172761.57484561827238
752424.5231020645492-0.523102064549158
761618.2195067513847-2.21950675138466
771617.7183545310396-1.71835453103964
782123.4186320732371-2.41863207323708
792626.1136424108203-0.113642410820307
801516.8845466166244-1.88454661662438
812523.19180604965061.80819395034943
821817.8215827508840.178417249116008
832320.48428662407012.51571337592986
842021.2986252955417-1.29862529554169
851720.759164817462-3.75916481746202
862524.99451696769290.00548303230711119
872422.56924808268791.43075191731214
881714.57801315326512.42198684673489
891918.8433891496320.156610850368008
902020.9938787430608-0.993878743060797
911516.6899000460098-1.68990004600984
922724.87938288693352.12061711306654
932219.59038316353192.40961683646811
942323.0564845548718-0.0564845548718204
951620.3370367015813-4.33703670158129
961920.8500418708961-1.85004187089614
972520.72779294773064.27220705226938
981919.4077980909133-0.407798090913332
991919.2715240881752-0.271524088175187
1002625.03309149827880.966908501721158
1012118.60226422097012.39773577902987
1022020.1403109728158-0.140310972815796
1032419.9486866419614.051313358039
1042223.5911941270117-1.59119412701169
1052021.5323057410323-1.53230574103232
1061819.6194068875338-1.61940688753378
1071816.76174824256311.23825175743687
1082421.56651736967362.43348263032636
1092421.36093286541822.63906713458181
1102224.5765498925719-2.57654989257191
1112319.93138342644283.06861657355719
1122220.00654334107421.99345665892583
1132017.97615453427162.02384546572842
1141819.9276994656743-1.92769946567429
1152524.69035018949720.309649810502811
1161818.2151056173744-0.215105617374351
1171617.7075368275458-1.70753682754581
1182019.95530368278940.0446963172105687
1191918.20938863240.790611367599982
1201515.9107424131907-0.910742413190707
1211919.1772833759981-0.177283375998138
1221922.1307041984445-3.13070419844447
1231617.3869555697449-1.38695556974488
1241717.5508407935518-0.55084079355182
1252823.31262163771384.68737836228616
1262322.79116188562230.208838114377692
1272523.37787493610191.62212506389814
1282018.62951013074851.3704898692515
1291720.203267669844-3.20326766984402
1302322.7942486202640.205751379735988
1311619.8416758309848-3.84167583098482
1322324.011392612818-1.01139261281798
1331115.8899711870925-4.88997118709253
1341820.4538793133825-2.4538793133825
1352423.08328682780440.91671317219564
1362319.0083886127533.99161138724698
1372121.7399751739539-0.739975173953852
1381619.5615700326193-3.56157003261928
1392425.0043549044312-1.00435490443115
1402321.50554802541341.49445197458658
1411815.68639537596952.31360462403053
1422020.6862125586204-0.686212558620399
143918.683415311195-9.68341531119505
1442420.30559512428673.69440487571327
1452524.73683992533910.263160074660941
1462018.217654731321.78234526867998
1472118.97425395586372.02574604413625
1482522.74107542620942.25892457379063
1492222.1379069994252-0.137906999425155
1502121.3494891256899-0.349489125689907
1512120.15700700292820.842992997071792
1522220.39080609004861.60919390995139
1532723.14186947066093.85813052933912
1542421.38220643630082.61779356369924
1552424.2416429607606-0.241642960760583
1562120.46012223087160.5398777691284
1571820.7329806098738-2.73298060987381
1581616.1333970191681-0.133397019168116
1592219.30343752920242.69656247079763
1602019.60121759644450.398782403555531
1611819.4108723768202-1.41087237682017
1622021.1905386266962-1.19053862669619


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
130.9499686820860130.1000626358279730.0500313179139865
140.9023822512492030.1952354975015940.0976177487507972
150.8339619701801140.3320760596397730.166038029819886
160.7877188801544910.4245622396910170.212281119845509
170.7155280333597390.5689439332805220.284471966640261
180.6363294437172610.7273411125654770.363670556282739
190.5666383612138050.8667232775723890.433361638786195
200.5596035734606950.880792853078610.440396426539305
210.4965633330570850.9931266661141690.503436666942915
220.4211240880104250.842248176020850.578875911989575
230.5055287456829490.9889425086341010.494471254317051
240.4820113160001250.964022632000250.517988683999875
250.4116935298542170.8233870597084350.588306470145783
260.4888940795692460.9777881591384930.511105920430754
270.4300067813766130.8600135627532260.569993218623387
280.5852948373324890.8294103253350230.414705162667511
290.5984499885000330.8031000229999350.401550011499968
300.5384587031871470.9230825936257070.461541296812853
310.5364644675586810.9270710648826380.463535532441319
320.5195605744960190.9608788510079630.480439425503981
330.4999363948377020.9998727896754050.500063605162298
340.5721013776236360.8557972447527270.427898622376364
350.7131838484845730.5736323030308540.286816151515427
360.6628272191543090.6743455616913830.337172780845691
370.6155798073938320.7688403852123360.384420192606168
380.5621480689169670.8757038621660660.437851931083033
390.5057620223021440.9884759553957120.494237977697856
400.4813513921005260.9627027842010510.518648607899474
410.4861264991147380.9722529982294760.513873500885262
420.4547798290568970.9095596581137950.545220170943103
430.4064706471812460.8129412943624920.593529352818754
440.3758669642356890.7517339284713780.624133035764311
450.4358432815788750.871686563157750.564156718421125
460.3839626872402960.7679253744805920.616037312759704
470.3390751382582440.6781502765164880.660924861741756
480.7563470323432950.4873059353134090.243652967656705
490.7514361801110880.4971276397778240.248563819888912
500.7790785735425980.4418428529148040.220921426457402
510.759179755337350.4816404893253010.24082024466265
520.7190312555931190.5619374888137630.280968744406881
530.6974668918107850.6050662163784290.302533108189215
540.6636652344960910.6726695310078170.336334765503909
550.6265860097404180.7468279805191630.373413990259582
560.6082648101788790.7834703796422420.391735189821121
570.5733596520499340.8532806959001320.426640347950066
580.6966371298592210.6067257402815590.303362870140779
590.7428150654466480.5143698691067040.257184934553352
600.7183466506225520.5633066987548950.281653349377448
610.828813475907120.342373048185760.17118652409288
620.7976256895578570.4047486208842870.202374310442143
630.8359990693169430.3280018613661150.164000930683057
640.8107334141285720.3785331717428570.189266585871428
650.8242782079952980.3514435840094050.175721792004702
660.7943643405350870.4112713189298260.205635659464913
670.7792550281494050.4414899437011910.220744971850595
680.7550844063464620.4898311873070760.244915593653538
690.717031751323760.5659364973524810.28296824867624
700.6787963773242340.6424072453515320.321203622675766
710.7391633662750990.5216732674498020.260836633724901
720.7067770819557620.5864458360884750.293222918044238
730.7248123662433790.5503752675132420.275187633756621
740.71135137804640.57729724390720.2886486219536
750.6716244468663970.6567511062672050.328375553133603
760.679763652950410.640472694099180.32023634704959
770.6477297616400410.7045404767199170.352270238359959
780.6378878333546070.7242243332907870.362112166645394
790.6018013817805830.7963972364388330.398198618219417
800.5802662743256150.8394674513487710.419733725674385
810.5635630571938480.8728738856123050.436436942806152
820.5382664190098370.9234671619803270.461733580990163
830.556842055591520.886315888816960.44315794440848
840.5240668871764020.9518662256471960.475933112823598
850.5774534493874490.8450931012251010.422546550612551
860.5306046051935890.9387907896128220.469395394806411
870.5076546268837980.9846907462324050.492345373116202
880.5246416195902040.9507167608195920.475358380409796
890.4848720889079360.9697441778158710.515127911092064
900.4586876683571640.9173753367143280.541312331642836
910.4242622091941880.8485244183883770.575737790805812
920.4081711705971480.8163423411942960.591828829402852
930.4099580253288130.8199160506576260.590041974671187
940.3696741969820220.7393483939640430.630325803017978
950.4676626639513660.9353253279027310.532337336048635
960.4525652012618160.9051304025236320.547434798738184
970.5579142724916740.8841714550166520.442085727508326
980.5132632383698170.9734735232603650.486736761630183
990.4719522143995980.9439044287991960.528047785600402
1000.4310526134538870.8621052269077730.568947386546113
1010.4263668918667420.8527337837334850.573633108133258
1020.3794071292554730.7588142585109470.620592870744527
1030.4756154535441020.9512309070882040.524384546455898
1040.4632570099696620.9265140199393240.536742990030338
1050.4285335152449680.8570670304899360.571466484755032
1060.3949048807052320.7898097614104650.605095119294768
1070.3617629046453910.7235258092907820.638237095354609
1080.3736580558044710.7473161116089420.626341944195529
1090.3626999485889440.7253998971778870.637300051411057
1100.3445438376148630.6890876752297260.655456162385137
1110.3753020186975630.7506040373951260.624697981302437
1120.3806579329731180.7613158659462350.619342067026882
1130.4051799745500730.8103599491001460.594820025449927
1140.3662362353825110.7324724707650230.633763764617489
1150.3173590159403940.6347180318807890.682640984059606
1160.2709231024783160.5418462049566320.729076897521684
1170.2427797565066070.4855595130132140.757220243493393
1180.2056012546795780.4112025093591560.794398745320422
1190.1818457931025270.3636915862050530.818154206897473
1200.1721562656970030.3443125313940060.827843734302997
1210.1494152589367110.2988305178734220.850584741063289
1220.1417499765176170.2834999530352330.858250023482383
1230.1151087193434670.2302174386869350.884891280656533
1240.08952450450838580.1790490090167720.910475495491614
1250.1950186200238770.3900372400477540.804981379976123
1260.1569734558666840.3139469117333680.843026544133316
1270.1464943074619270.2929886149238530.853505692538074
1280.1290051456225540.2580102912451090.870994854377446
1290.1215868678447720.2431737356895430.878413132155228
1300.1016759736622340.2033519473244680.898324026337766
1310.1101121812398860.2202243624797720.889887818760114
1320.08459979478167910.1691995895633580.915400205218321
1330.1747761903601060.3495523807202120.825223809639894
1340.1624485200563860.3248970401127720.837551479943614
1350.1592515477056550.318503095411310.840748452294345
1360.1374558884304310.2749117768608630.862544111569569
1370.133643954543830.2672879090876610.86635604545617
1380.131395824177980.262791648355960.86860417582202
1390.09509922716037550.1901984543207510.904900772839625
1400.0764685591449120.1529371182898240.923531440855088
1410.05833969952635910.1166793990527180.941660300473641
1420.0424395788877350.084879157775470.957560421112265
1430.9273105838398070.1453788323203860.0726894161601929
1440.988412685852070.02317462829586060.0115873141479303
1450.9793099637766380.04138007244672360.0206900362233618
1460.9554896935653750.08902061286925010.0445103064346251
1470.9108132588023920.1783734823952160.0891867411976082
1480.83914239323820.3217152135236010.1608576067618
1490.7173271754352810.5653456491294380.282672824564719


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level20.0145985401459854OK
10% type I error level40.0291970802919708OK