Multiple Linear Regression - Estimated Regression Equation
CESDS[t] = + 25.3479105408615 -0.264708357488973PCL[t] -0.0240263804038775PCC[t] -0.0752023466977504PBS[t] -0.0362534889626793ATC[t] -0.0478757771978142ATS[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)25.34791054086153.3913837.474200
PCL-0.2647083574889730.128751-2.0560.0414520.020726
PCC-0.02402638040387750.13264-0.18110.8564930.428247
PBS-0.07520234669775040.022285-3.37460.0009330.000466
ATC-0.03625348896267930.077621-0.46710.6411110.320556
ATS-0.04787577719781420.072038-0.66460.5072930.253646


Multiple Linear Regression - Regression Statistics
Multiple R0.353173104743026
R-squared0.124731241913829
Adjusted R-squared0.0966777560777333
F-TEST (value)4.44619405383634
F-TEST (DF numerator)5
F-TEST (DF denominator)156
p-value0.000817184987821462
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.00922295457808
Sum Squared Residuals1412.6459552961


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
11214.3269883726908-2.32698837269083
21111.4349738807142-0.434973880714205
31412.23144428965751.76855571034254
41213.4908108619834-1.49081086198344
52112.61024986068628.38975013931378
61213.1433853946112-1.14338539461116
72213.1463756460678.85362435393301
81112.0685815132002-1.06858151320019
91012.8079255109559-2.80792551095587
101312.35708992193850.642910078061458
111012.0695459541628-2.06954595416283
12813.8304315071308-5.83043150713075
131512.73241824493682.26758175506318
141413.55419431185530.445805688144667
151010.977099702699-0.977099702698976
161413.98722021087730.012779789122748
171412.65969489917031.34030510082965
18119.950708202734731.04929179726527
191012.2727541298999-2.27275412989988
201313.8455899772838-0.845589977283844
21713.1449194602102-6.14491946021016
221413.10249342976910.897506570230917
231212.7120164785807-0.712016478580659
241413.42842081918740.571579180812624
251111.218318284033-0.218318284032987
26911.5009198646786-2.50091986467862
271112.1761568633902-1.17615686339018
281512.88418503864032.11581496135969
291412.18221143047061.81778856952941
301313.5506532309689-0.550653230968867
31912.6084009584785-3.60840095847849
321515.4074034137619-0.407403413761892
331013.2368349316855-3.23683493168546
341111.5032407525302-0.503240752530153
351313.1198113748703-0.119811374870302
36815.2473884657377-7.24738846573767
372015.28342056854034.71657943145971
381213.1292841054448-1.12928410544475
391012.6214343949202-2.62143439492019
401012.8345783336327-2.83457833363274
41912.4339353994164-3.43393539941644
421412.90098169657911.09901830342089
43812.7227635124335-4.7227635124335
441414.6424349424724-0.642434942472444
451113.4946134677117-2.49461346771172
461314.0170111746466-1.01701117464661
47913.1967101641151-4.19671016411513
481112.6486774312589-1.64867743125888
491512.15890784478842.84109215521164
501112.8038435179262-1.80384351792621
511012.3822473528229-2.38224735282295
521413.76678754048770.233212459512331
531814.40533354985543.59466645014458
541413.0857902222790.91420977772103
551115.4155190623473-4.41551906234729
561212.9090529426144-0.9090529426144
571312.21762410628770.782375893712297
58913.1065754227988-4.10657542279875
591012.558316614408-2.55831661440804
601512.71150020973722.28849979026282
612015.58937478276674.41062521723326
621212.0282705551571-0.0282705551571312
631212.0773559730023-0.0773559730022793
641414.6676709635237-0.667670963523656
651314.0465658166496-1.04656581664955
661111.4790619124656-0.479061912465625
671712.30265809377424.69734190622577
681212.4488479594602-0.448847959460199
691313.816428686732-0.816428686731963
701412.59502246403371.40497753596627
711314.3688981342884-1.36889813428835
721514.37363893853470.626361061465288
731311.05562676244211.94437323755792
741011.7172894125687-1.71728941256873
751111.9819985245083-0.981998524508295
761911.76528391861517.23471608138488
771312.42328675900670.576713240993257
781712.94255699658724.05744300341283
791313.3285578488443-0.328557848844285
80914.1293084585528-5.12930845855277
811111.9633817521794-0.963381752179399
821014.3486978001669-4.34869780016693
83912.4446177706382-3.44461777063823
841212.6779175655976-0.677917565597599
851212.9105379603148-0.910537960314809
861312.40121809237170.598781907628274
871312.54079221875310.459207781246861
881212.8111567735525-0.811156773552531
891514.17995748426510.820042515734867
902213.04853856154168.95146143845843
911313.6180153814588-0.618015381458783
921513.58939556282581.41060443717423
931311.80190058166051.19809941833953
941512.42174277612032.57825722387969
951013.1145730969862-3.11457309698617
961111.7187112325133-0.718711232513327
971612.59424066010013.40575933989988
981112.2775351481525-1.27753514815249
991111.7637146573288-0.763714657328809
1001012.802711757021-2.80271175702103
1011011.9596685866515-1.9596685866515
1021612.34148403411693.65851596588312
1031210.22461885673951.77538114326048
1041113.6490067036882-2.6490067036882
1051611.84378080098984.15621919901017
1061913.52246132437415.47753867562593
1071111.7908887671681-0.790888767168095
1081612.13134528246653.86865471753348
1091513.80658211033681.19341788966319
1102414.97423497236689.02576502763324
1111411.94228673336982.05771326663019
1121512.50747503437922.4925249656208
1131110.84275325778820.157246742211842
1141516.0447102402141-1.04471024021408
1151213.2466125815812-1.24661258158121
1161010.9300113828539-0.930011382853863
1171414.157327645406-0.15732764540597
1181313.0379685112987-0.0379685112986713
119913.5814324492255-4.58143244922551
1201510.95488849369074.04511150630925
1211514.61371609529610.38628390470386
1221412.66835138457451.33164861542554
1231111.680588581262-0.680588581261973
124811.9001705212186-3.90017052121855
1251112.8946566954401-1.89465669544007
1261112.1074369204866-1.10743692048657
127811.4228992318161-3.42289923181605
1281011.5562957984001-1.55629579840014
1291112.1497645574845-1.1497645574845
1301313.6437783430915-0.643778343091504
1311112.7929341071253-1.79293410712528
1322014.92605933819255.07394066180748
1331011.9082417672538-1.90824176725384
1341514.60385001327060.396149986729366
1351212.6280446903998-0.62804469039975
1361412.37386699892251.6261330010775
1372315.56117295888457.43882704111549
1381413.46697632547140.53302367452861
1391615.37167121196160.628328788038371
1401114.2696004806873-3.26960048068733
1411215.0255339754035-3.02553397540349
1421014.071550984597-4.07155098459698
1431412.12866953867491.87133046132508
1441211.25681407068040.743185929319607
1451212.8327049074757-0.832704907475721
1461112.8813184150016-1.88131841500156
1471212.1026811806338-0.102681180633835
1481314.0775909450155-1.07759094501554
1491112.5398235139222-1.53982351392215
1501913.39979617691035.60020382308965
1511212.8956549425393-0.895654942539281
1521711.82990655140265.17009344859744
153912.5050746236147-3.50507462361473
1541212.4178221519681-0.417822151968115
1551913.36417203222065.63582796777937
1561813.96231865141564.03768134858443
1571513.58939556282581.41060443717423
1581413.6420662858120.357933714188049
1591112.1497645574845-1.1497645574845
160911.7666460189231-2.7666460189231
1611812.82643823642255.17356176357746
1621613.56938232427672.43061767572335


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
90.9953432604557380.009313479088524330.00465673954426217
100.9894052438612230.02118951227755440.0105947561387772
110.9847076768417660.0305846463164690.0152923231582345
120.996978624333890.006042751332219410.0030213756661097
130.9942890030165240.01142199396695140.00571099698347569
140.989344743530590.02131051293881910.0106552564694096
150.9871944005387070.02561119892258530.0128055994612927
160.9783875082767710.04322498344645860.0216124917232293
170.9681224040340350.06375519193193080.0318775959659654
180.956120258385180.087759483229640.04387974161482
190.9543077185654230.09138456286915330.0456922814345766
200.9367746848937840.1264506302124320.0632253151062162
210.9712313792614130.05753724147717330.0287686207385867
220.9592723484292090.08145530314158130.0407276515707907
230.9463809219900870.1072381560198270.0536190780099134
240.9275879355656270.1448241288687450.0724120644343726
250.9023331105506960.1953337788986080.0976668894493039
260.8990470257439850.2019059485120310.100952974256015
270.8696552830480750.2606894339038490.130344716951925
280.8500168670850830.2999662658298340.149983132914917
290.8234220160709340.3531559678581320.176577983929066
300.7804792747968080.4390414504063830.219520725203192
310.7803139784585060.4393720430829880.219686021541494
320.7379879216832790.5240241566334420.262012078316721
330.7162154862567210.5675690274865580.283784513743279
340.6657054579935050.6685890840129890.334294542006495
350.6147211393726440.7705577212547120.385278860627356
360.683848676036910.632302647926180.31615132396309
370.8360514687242430.3278970625515140.163948531275757
380.8010870173701850.397825965259630.198912982629815
390.7910292117226440.4179415765547120.208970788277356
400.7792814857424420.4414370285151160.220718514257558
410.775246337542740.4495073249145210.22475366245726
420.7473369762434220.5053260475131560.252663023756578
430.8056816185449280.3886367629101450.194318381455072
440.7689317039514630.4621365920970740.231068296048537
450.7424039011586070.5151921976827870.257596098841394
460.7022676083223920.5954647833552160.297732391677608
470.7313613610819940.5372772778360110.268638638918006
480.6968197456159360.6063605087681290.303180254384064
490.6911315099723770.6177369800552460.308868490027623
500.6563042585038080.6873914829923830.343695741496192
510.6421105356802390.7157789286395220.357889464319761
520.6006804316146380.7986391367707230.399319568385362
530.6453665701557510.7092668596884970.354633429844249
540.6015350111918530.7969299776162940.398464988808147
550.6292102020002550.741579595999490.370789797999745
560.5902426107023750.819514778595250.409757389297625
570.5523207825579480.8953584348841040.447679217442052
580.5932344222656320.8135311554687360.406765577734368
590.5749383458718140.8501233082563730.425061654128186
600.5612480778010890.8775038443978210.438751922198911
610.6332251117003690.7335497765992630.366774888299631
620.5901302251216680.8197395497566640.409869774878332
630.5437959993190190.9124080013619630.456204000680981
640.4986513494968810.9973026989937610.501348650503119
650.4577693905537380.9155387811074770.542230609446262
660.4116667408591430.8233334817182860.588333259140857
670.4777680724175190.9555361448350370.522231927582481
680.4326594225608770.8653188451217540.567340577439123
690.3911525089817710.7823050179635420.608847491018229
700.3571123092386290.7142246184772580.642887690761371
710.3279663778650040.6559327557300090.672033622134996
720.2880308205392170.5760616410784340.711969179460783
730.2670449152467130.5340898304934260.732955084753287
740.2430872727724230.4861745455448450.756912727227577
750.2124633831389320.4249267662778630.787536616861068
760.411580709500170.823161419000340.58841929049983
770.3694101443826610.7388202887653230.630589855617338
780.4059931965630950.8119863931261890.594006803436905
790.3636520866590810.7273041733181620.636347913340919
800.4568796668135420.9137593336270830.543120333186458
810.4154077201315590.8308154402631190.584592279868441
820.4816614472217350.9633228944434690.518338552778265
830.4987996345797650.9975992691595310.501200365420235
840.4587087916826640.9174175833653290.541291208317336
850.4177918912362410.8355837824724830.582208108763759
860.3742785480488120.7485570960976230.625721451951188
870.3327812083969120.6655624167938240.667218791603088
880.2959406464349840.5918812928699670.704059353565016
890.25997087104250.5199417420849990.7400291289575
900.6000139454388870.7999721091222260.399986054561113
910.5563593025003450.8872813949993090.443640697499655
920.5190081913813160.9619836172373680.480991808618684
930.4808357087659360.9616714175318720.519164291234064
940.465610345417330.9312206908346610.53438965458267
950.4688540810565860.9377081621131710.531145918943414
960.425833110446230.8516662208924610.57416688955377
970.4326704494969060.8653408989938130.567329550503094
980.3971137305636120.7942274611272240.602886269436388
990.3558062848133330.7116125696266670.644193715186667
1000.3493270392861650.698654078572330.650672960713835
1010.3275843576724480.6551687153448970.672415642327552
1020.3414497998543090.6828995997086180.658550200145691
1030.3191911128649120.6383822257298250.680808887135088
1040.3209906926945450.6419813853890890.679009307305455
1050.3760682084769620.7521364169539240.623931791523038
1060.4581361894776860.9162723789553730.541863810522314
1070.4130146351072820.8260292702145640.586985364892718
1080.4460577558162130.8921155116324260.553942244183787
1090.4030694334002470.8061388668004950.596930566599753
1100.7923063463776510.4153873072446980.207693653622349
1110.7700264003619120.4599471992761760.229973599638088
1120.7593731282244850.481253743551030.240626871775515
1130.7261625739487890.5476748521024210.273837426051211
1140.6902890223107220.6194219553785570.309710977689278
1150.6561384912393570.6877230175212870.343861508760643
1160.6083573529790550.7832852940418890.391642647020945
1170.559884745668360.880230508663280.44011525433164
1180.5112428406059360.9775143187881280.488757159394064
1190.5884803486244560.8230393027510880.411519651375544
1200.6743361732401790.6513276535196420.325663826759821
1210.6238204196858220.7523591606283570.376179580314178
1220.5767052101484510.8465895797030990.423294789851549
1230.5233532739799240.9532934520401520.476646726020076
1240.5213415766633070.9573168466733860.478658423336693
1250.4974994802409690.9949989604819370.502500519759031
1260.4496987628671660.8993975257343330.550301237132834
1270.4696423318637850.9392846637275690.530357668136215
1280.4173628389241770.8347256778483540.582637161075823
1290.3647467669354590.7294935338709190.635253233064541
1300.3265896836444210.6531793672888410.673410316355579
1310.2925093857718340.5850187715436690.707490614228166
1320.3262354634809940.6524709269619880.673764536519006
1330.2893633488634760.5787266977269520.710636651136524
1340.2401842235387040.4803684470774080.759815776461296
1350.193780762945680.3875615258913590.80621923705432
1360.1549251546241090.3098503092482180.845074845375891
1370.3190266983779830.6380533967559660.680973301622017
1380.2610220918601570.5220441837203130.738977908139843
1390.216407663451520.4328153269030390.78359233654848
1400.2219393494771880.4438786989543750.778060650522812
1410.2902440388738990.5804880777477970.709755961126101
1420.3388847959217430.6777695918434850.661115204078257
1430.2914410196616730.5828820393233460.708558980338327
1440.2419332523304550.483866504660910.758066747669545
1450.1961756266517430.3923512533034870.803824373348257
1460.5518532352147550.896293529570490.448146764785245
1470.4730984235604170.9461968471208340.526901576439583
1480.4322195392160660.8644390784321310.567780460783934
1490.3511304338597240.7022608677194490.648869566140276
1500.2792918131141550.5585836262283090.720708186885845
1510.5989370370295110.8021259259409780.401062962970489
1520.4853087297983280.9706174595966550.514691270201672
1530.4634820749993730.9269641499987460.536517925000627


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level20.0137931034482759NOK
5% type I error level80.0551724137931034NOK
10% type I error level130.0896551724137931OK