Multiple Linear Regression - Estimated Regression Equation
I1[t] = + 9.93802773724693 -0.529824420571296Month[t] + 0.366629203404525I2[t] + 0.262155562871582I3[t] + 0.264693373911638E1[t] -0.121939422027158E2[t] + 0.0234095617671534E3[t] -0.211295007159597A[t] + 0.053843407628487Happiness[t] + 0.125825104703589`Depression\r`[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)9.938027737246934.6537642.13550.0343240.017162
Month-0.5298244205712960.401714-1.31890.1891830.094592
I20.3666292034045250.063325.790100
I30.2621555628715820.0508225.15831e-060
E10.2646933739116380.0748723.53530.000540.00027
E2-0.1219394220271580.058854-2.07190.0399650.019982
E30.02340956176715340.0615160.38050.7040730.352036
A-0.2112950071595970.08377-2.52230.0126880.006344
Happiness0.0538434076284870.1014470.53080.5963650.298182
`Depression\r`0.1258251047035890.0759561.65660.0996710.049835


Multiple Linear Regression - Regression Statistics
Multiple R0.749538505124895
R-squared0.561807970664863
Adjusted R-squared0.535862389980545
F-TEST (value)21.6533203669804
F-TEST (DF numerator)9
F-TEST (DF denominator)152
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.49147259475513
Sum Squared Residuals943.530224943209


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12624.34601432465761.65398567534243
22021.223948144826-1.22394814482597
31922.036957720196-3.03695772019602
41918.34304730845490.656952691545061
52019.42206338885260.577936611147438
62524.4643655278180.535634472181951
72520.76069201476234.23930798523769
82220.19203849801261.80796150198743
92622.32632821402543.6736717859746
102220.73550845783881.26449154216123
111720.0217409845024-3.02174098450237
122222.8004689803236-0.800468980323612
131921.141175640878-2.14117564087796
142423.00921279207490.990787207925102
152626.9200224908439-0.920022490843918
162119.27518423524381.72481576475621
171316.4576622079585-3.45766220795853
182627.4655205133304-1.46552051333044
192022.3976751809342-2.39767518093422
202219.07294855070872.92705144929133
211417.7818745908826-3.78187459088256
222120.60632817208750.393671827912539
23714.0725326479237-7.07253264792366
242321.90646363013781.09353636986219
251719.1385462197729-2.13854621977291
262522.68632532103712.31367467896289
272523.31487938384371.6851206161563
281916.52646311554682.47353688445319
292016.91613649804833.08386350195173
302321.49035514065151.50964485934848
312224.0245821977744-2.02458219777439
322222.3531887612015-0.353188761201513
332118.13505808310812.86494191689187
341517.8266573353714-2.82665733537142
352016.12163104841473.87836895158529
362221.47774031683830.522259683161737
371817.25508984591950.744910154080547
382021.0163197416082-1.01631974160824
392827.68453692491030.315463075089674
402223.9731381718153-1.97313817181531
411821.4822662933528-3.48226629335283
422321.03748195152261.9625180484774
432021.4070516429703-1.40705164297026
442524.93353918029760.0664608197024198
452622.10883646947033.89116353052967
461514.43662955346590.563370446534117
471717.6169233150715-0.616923315071495
482315.27650821989727.72349178010276
492122.7154235311579-1.71542353115786
501316.1291468940192-3.12914689401916
511820.1961739728088-2.19617397280878
521919.584041248027-0.58404124802703
532222.5997124634862-0.599712463486213
541617.7575896122293-1.75758961222926
552423.12465408993540.875345910064603
561820.1389521445799-2.13895214457993
572021.8632348820038-1.86323488200384
582420.59076898864173.40923101135833
591418.0485401689031-4.04854016890311
602220.77313173170671.22686826829334
612418.87664096582585.12335903417422
621818.6398867913768-0.639886791376825
632124.6608441182255-3.66084411822555
642322.18130398835250.818696011647487
651718.9913507269665-1.99135072696648
662221.98065362651410.0193463734858707
672425.1820764707166-1.18207647071655
682122.5579450078501-1.55794500785006
692221.93406986425040.0659301357496262
701616.9971048332882-0.997104833288247
712124.9809689207908-3.98096892079085
722324.115311715287-1.11531171528704
732219.28309986085582.71690013914425
742422.21240695028031.78759304971966
752424.2894301925601-0.289430192560057
761618.0256520474626-2.02565204746257
771617.5191039275261-1.51910392752615
782123.2233516929418-2.22335169294185
792625.93970747075750.0602925292425448
801516.6068976697516-1.60689766975163
812522.9562538611432.04374613885704
821817.61148459354960.388515406450355
832320.2379529178552.76204708214502
842021.0941275260148-1.0941275260148
851720.5664527985766-3.56645279857661
862524.82386614868540.176133851314586
872422.3851776501641.61482234983596
881714.33402004963862.66597995036144
891918.6811413965280.31885860347198
902020.8081968154812-0.808196815481243
911516.5407145588319-1.54071455883189
922724.76451399985482.23548600014519
932219.4172185359972.58278146400297
942322.95090921435940.0490907856405849
951620.1121579145949-4.11215791459494
961920.6668016480055-1.66680164800546
972520.58203041230744.41796958769265
981919.2446141761924-0.2446141761924
991919.1247721277583-0.124772127758322
1002624.90095943815051.09904056184953
1012118.43779591017032.56220408982974
1022019.98138799249810.018612007501882
1032419.83197831430724.16802168569276
1042223.4370022129634-1.43700221296342
1052021.4482766372848-1.44827663728482
1061819.5017202767278-1.50172027672781
1071816.6281814776461.37181852235398
1082421.52386882546572.4761311745343
1092421.25443702860262.7455629713974
1102224.5522857786068-2.55228577860683
1112319.78807492816583.21192507183415
1122219.85967759085442.14032240914559
1132017.8581116466992.14188835330096
1141819.8383284232784-1.83832842327837
1152524.65274721403550.347252785964461
1161818.1260578126583-0.126057812658314
1171617.5862662881215-1.58626628812154
1182019.86026784791410.139732152085922
1191918.044955474090.955044525909962
1201515.8133431228138-0.813343122813767
1211919.1330102202328-0.133010220232775
1221922.0745920367148-3.07459203671476
1231617.2711372394638-1.2711372394638
1241717.4843841140419-0.484384114041904
1252823.19369822717764.80630177282239
1262322.72893475294580.271065247054209
1272523.34896931782641.65103068217358
1282018.56638033079541.43361966920461
1291720.2019827607585-3.20198276075849
1302322.78269452592650.217305474073528
1311619.7804250424748-3.78042504247477
1322324.0381171358171-1.03811713581712
1331115.8140402590915-4.81404025909148
1341820.4598720577147-2.4598720577147
1352423.07920547378250.9207945262175
1362319.0291674910263.97083250897395
1372121.7644268078499-0.764426807849885
1381619.5337288513825-3.5337288513825
1392425.0264285927377-1.02642859273768
1402321.51519731816661.48480268183344
1411815.63671458535642.36328541464358
1422020.6771515890906-0.677151589090622
143918.6678418822081-9.66784188220813
1442420.35227198394683.64772801605322
1452524.78345116762350.216548832376473
1462018.22029156822611.77970843177388
1472118.97546694927982.02453305072025
1482522.75609764407632.24390235592365
1492222.162293686285-0.162293686284951
1502121.4237990986885-0.423799098688501
1512120.18157970686580.818420293134153
1522220.42439235409481.5756076459052
1532723.20963803056283.79036196943719
1542421.9070688570272.09293114297295
1552424.3193091693651-0.319309169365116
1562120.56667975957040.433320240429635
1571820.8251406209708-2.82514062097084
1581616.1570276038139-0.15702760381391
1592219.38094195710382.6190580428962
1602019.64706098004570.352939019954252
1611819.5342980205589-1.53429802055895
1622020.7981241244574-0.798124124457399


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
130.952322436613630.095355126772740.04767756338637
140.9105091432606290.1789817134787420.089490856739371
150.8618014181418370.2763971637163270.138198581858163
160.7943470117771430.4113059764457140.205652988222857
170.7294076988391240.5411846023217520.270592301160876
180.6585745172296870.6828509655406260.341425482770313
190.5888915427782660.8222169144434690.411108457221734
200.5646330462072590.8707339075854810.435366953792741
210.5339396728422850.932120654315430.466060327157715
220.4470715547560780.8941431095121570.552928445243921
230.5838703573369790.8322592853260420.416129642663021
240.5268556048350590.9462887903298830.473144395164941
250.4620980899889860.9241961799779720.537901910011014
260.5023305801162540.9953388397674930.497669419883746
270.4388492847650560.8776985695301110.561150715234944
280.6363186813316920.7273626373366170.363681318668308
290.6788626335618730.6422747328762540.321137366438127
300.6363344379342190.7273311241315620.363665562065781
310.6008243567850530.7983512864298930.399175643214947
320.5576061070345980.8847877859308040.442393892965402
330.5198210943839710.9603578112320570.480178905616029
340.5795682078825270.8408635842349470.420431792117473
350.727893385465120.5442132290697610.27210661453488
360.6822729981577040.6354540036845930.317727001842296
370.630589315187150.7388213696257010.36941068481285
380.5753102484571920.8493795030856160.424689751542808
390.5166396484799350.966720703040130.483360351520065
400.4888015735262250.9776031470524510.511198426473775
410.4962043374714690.9924086749429380.503795662528531
420.4635543986910290.9271087973820590.536445601308971
430.4163261611497120.8326523222994240.583673838850288
440.3841369806985270.7682739613970540.615863019301473
450.4408020022799710.8816040045599430.559197997720029
460.3878444131406140.7756888262812280.612155586859386
470.3465719404758540.6931438809517080.653428059524146
480.7592098992546320.4815802014907360.240790100745368
490.7467045281319240.5065909437361510.253295471868075
500.7774551118503790.4450897762992420.222544888149621
510.762976054129870.4740478917402590.23702394587013
520.7249316349387120.5501367301225760.275068365061288
530.7077879853392760.5844240293214490.292212014660724
540.6869548775324790.6260902449350420.313045122467521
550.6453166665412530.7093666669174950.354683333458747
560.6434224413084640.7131551173830720.356577558691536
570.6317196211664850.736560757667030.368280378833515
580.7156987243161840.5686025513676310.284301275683816
590.7790818067807790.4418363864384410.220918193219221
600.7488521244586510.5022957510826980.251147875541349
610.827093345326650.3458133093467010.17290665467335
620.7959278523299430.4081442953401150.204072147670057
630.8507640614510340.2984718770979330.149235938548966
640.821239431645650.3575211367086990.17876056835435
650.8517085231897990.2965829536204020.148291476810201
660.8226921082800180.3546157834399630.177307891719982
670.808324733380030.3833505332399410.19167526661997
680.7862106406945160.4275787186109670.213789359305484
690.7524723057369350.495055388526130.247527694263065
700.7170839253348480.5658321493303040.282916074665152
710.7715952434454010.4568095131091970.228404756554599
720.7408325252099980.5183349495800040.259167474790002
730.76480128744990.47039742510020.2351987125501
740.7524070450290270.4951859099419460.247592954970973
750.7151411156786950.569717768642610.284858884321305
760.7172105197633570.5655789604732850.282789480236643
770.6848465141158820.6303069717682360.315153485884118
780.673950192978350.65209961404330.32604980702165
790.636196831280120.7276063374397610.36380316871988
800.6103798053369960.7792403893260080.389620194663004
810.5963720658024610.8072558683950780.403627934197539
820.5679439222707680.8641121554584640.432056077729232
830.5909072257348290.8181855485303410.409092774265171
840.5562010719030330.8875978561939330.443798928096966
850.6009344339393440.7981311321213110.399065566060656
860.5550450622826020.8899098754347960.444954937717398
870.5313089711274190.9373820577451620.468691028872581
880.5585153536413250.8829692927173510.441484646358675
890.515912273185960.9681754536280810.48408772681404
900.4903928344601650.9807856689203310.509607165539835
910.4569205033421660.9138410066843320.543079496657834
920.4379708234060710.8759416468121430.562029176593928
930.4384460060341360.8768920120682730.561553993965864
940.3962464445167040.7924928890334070.603753555483296
950.4799001012215780.9598002024431550.520099898778422
960.4568706052666140.9137412105332280.543129394733386
970.571286174878520.857427650242960.42871382512148
980.5249431669529460.9501136660941090.475056833047054
990.4802311469593830.9604622939187670.519768853040617
1000.4380307697632370.8760615395264740.561969230236763
1010.435656164586930.8713123291738610.56434383541307
1020.3887111657755570.7774223315511130.611288834224443
1030.4868199537065760.9736399074131510.513180046293424
1040.4695616609698450.939123321939690.530438339030155
1050.4355190150065370.8710380300130730.564480984993463
1060.4019731431633540.8039462863267070.598026856836646
1070.3702393200791940.7404786401583880.629760679920806
1080.3760727835017190.7521455670034390.623927216498281
1090.3621553692549910.7243107385099820.637844630745009
1100.3487102681897520.6974205363795040.651289731810248
1110.3764483484064590.7528966968129190.623551651593541
1120.3728555852945240.7457111705890480.627144414705476
1130.3678268564046240.7356537128092480.632173143595376
1140.3363840567328470.6727681134656930.663615943267153
1150.2928101273550310.5856202547100620.707189872644969
1160.2526053846015890.5052107692031790.747394615398411
1170.2208013578028860.4416027156057720.779198642197114
1180.1824404502065640.3648809004131290.817559549793436
1190.156960938191140.313921876382280.84303906180886
1200.1342776615884010.2685553231768030.865722338411599
1210.1064710925877180.2129421851754370.893528907412282
1220.1137737489994380.2275474979988760.886226251000562
1230.09042724313490230.1808544862698050.909572756865098
1240.07201067944519450.1440213588903890.927989320554806
1250.177948593614660.355897187229320.82205140638534
1260.1449637052226380.2899274104452760.855036294777362
1270.119929391796640.2398587835932790.88007060820336
1280.09566668721918220.1913333744383640.904333312780818
1290.1380256001646780.2760512003293560.861974399835322
1300.1062027126542510.2124054253085030.893797287345748
1310.1534008110845820.3068016221691640.846599188915418
1320.1270671817462920.2541343634925840.872932818253708
1330.2757145700948190.5514291401896380.724285429905181
1340.2933371871970710.5866743743941420.706662812802929
1350.2605880082763420.5211760165526830.739411991723658
1360.2433776859860160.4867553719720320.756622314013984
1370.2095600105557040.4191200211114080.790439989444296
1380.2351764367086690.4703528734173370.764823563291331
1390.1795273050088130.3590546100176250.820472694991187
1400.1349540075019080.2699080150038160.865045992498092
1410.1026412608546230.2052825217092460.897358739145377
1420.08135104029595140.1627020805919030.918648959704049
1430.8675164636933080.2649670726133830.132483536306691
1440.9892909356989570.02141812860208560.0107090643010428
1450.9796334234578170.04073315308436640.0203665765421832
1460.954848316549380.09030336690124060.0451516834506203
1470.9107397357641050.178520528471790.0892602642358951
1480.8385513675926960.3228972648146070.161448632407304
1490.7148864254205510.5702271491588990.285113574579449


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