Multiple Linear Regression - Estimated Regression Equation
I1[t] = + 12.2426139710004 -0.812022350622843Month[t] + 0.366415335982668I2[t] + 0.263119372715402I3[t] + 0.267206841902655E1[t] -0.123305108901185E2[t] + 0.022526495877855E3[t] -0.215225699587043A[t] + 0.0597217620697523Happiness[t] + 0.127970017141604`Depression\r`[t] + 0.00364365193725671t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)12.24261397100046.7370581.81720.0711680.035584
Month-0.8120223506228430.718578-1.130.2602510.130125
I20.3664153359826680.0634835.771800
I30.2631193727154020.0509925.161e-060
E10.2672068419026550.0752513.55090.0005120.000256
E2-0.1233051089011850.059075-2.08730.0385440.019272
E30.0225264958778550.0617020.36510.7155570.357778
A-0.2152256995870430.084393-2.55030.0117590.00588
Happiness0.05972176206975230.102460.58290.5608430.280421
`Depression\r`0.1279700171416040.0762841.67750.0955050.047753
t0.003643651937256710.0076840.47420.6360450.318022


Multiple Linear Regression - Regression Statistics
Multiple R0.749973023374418
R-squared0.562459535789365
Adjusted R-squared0.533483346106542
F-TEST (value)19.411093796186
F-TEST (DF numerator)10
F-TEST (DF denominator)151
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.49784974069936
Sum Squared Residuals942.127252393892


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12624.23680734395081.76319265604925
22021.1402024650887-1.14020246508873
31921.9101377681762-2.91013776817616
41918.19705828910440.802941710895617
52019.32884231762890.671157682371081
62524.39044925227030.609550747729715
72520.68910273860874.31089726139129
82220.09730503093351.90269496906653
92622.24164999466553.75835000533451
102220.66007459277511.33992540722494
111719.9401972976192-2.94019729761918
122222.7511792904591-0.751179290459052
131921.0686120719108-2.06861207191078
142422.97098255507311.02901744492687
152626.8763255167494-0.876325516749414
162119.19720246527851.80279753472149
171316.3935277456565-3.39352774565655
182627.4371053024252-1.43710530242525
192022.3343326765223-2.33433267652235
202219.02214457169172.9778554283083
211417.7394638710995-3.73946387109947
222120.53639448160280.463605518397232
23714.0307735293565-7.03077352935654
242321.87863689240591.12136310759409
251719.1160193367051-2.11601933670508
262522.6262740724862.37372592751402
272523.30391009319471.69608990680529
281916.51043344035712.48956655964285
292016.87364111502543.12635888497463
302321.46205426954561.53794573045439
312224.0202805445702-2.02028054457016
322222.3503672531734-0.350367253173354
332118.09981995527012.90018004472986
341517.8082892394123-2.80828923941231
352016.11163271076343.88836728923661
362221.47927937818910.520720621810886
371817.23791250679620.762087493203799
382021.0487353955017-1.04873539550165
392827.72254083462910.277459165370927
402223.989456457212-1.98945645721204
411821.4996471986817-3.49964719868171
422321.07521124797771.9247887520223
432021.4248838627635-1.42488386276353
442524.96310205521760.036897944782419
452622.12956137447953.8704386255205
461514.4092983818550.590701618145016
471717.6690435667854-0.669043566785448
482315.27847936275357.72152063724652
492122.8011943012496-1.80119430124961
501316.1401817513547-3.14018175135466
511820.2561611461037-2.2561611461037
521919.6658050938043-0.665805093804278
532222.6549943452656-0.654994345265646
541617.838411609562-1.83841160956201
552423.18571833140290.814281668597095
561820.2154955578674-2.21549555786736
572021.9658376361885-1.96583763618845
582420.68718827760593.31281172239407
591418.1013982025901-4.10139820259013
602220.82695242209871.1730475779013
612418.93607415800385.06392584199615
621818.7170151822964-0.71701518229637
632124.7514753117111-3.75147531171112
642322.28933361580210.71066638419789
651719.0622596529401-2.06225965294009
662221.79454856942070.205451430579334
672425.0107011230779-1.01070112307793
682122.397780164043-1.39778016404296
692221.78718038551120.212819614488773
701616.8523387565521-0.852338756552115
712124.8500437077295-3.8500437077295
722323.9959729190092-0.995972919009212
732219.14911301620192.85088698379807
742422.06749957134681.93250042865317
752424.1461103298781-0.146110329878098
761617.8743981637961-1.87439816379607
771617.3882338991322-1.38823389913217
782123.1046050441089-2.10460504410892
792625.83856058993810.161439410061896
801516.4778282108812-1.47782821088118
812522.85438233864152.14561766135855
821817.5169314781960.48306852180399
832320.12697279788042.87302720211961
842021.0075235812599-1.00752358125994
851720.4586874058693-3.45868740586928
862524.72712773899710.272872261002863
872422.30379390471011.69620609528994
881714.19932477480872.80067522519127
891918.60687923913850.393120760861509
902020.6848054408236-0.684805440823637
911516.4683422983568-1.4683422983568
922724.70734862098062.29265137901944
932219.35226622447662.64773377552344
942322.90872212878750.0912778712125335
951620.0283834799849-4.02838347998491
961920.6082991489533-1.60829914895325
972520.52374620077984.47625379922022
981919.1870025816476-0.18700258164755
991919.0946336905343-0.0946336905342887
1002624.85591674304651.14408325695349
1012118.41006588442512.58993411557488
1022019.94129981056170.0587001894382555
1032419.79485113111034.20514886888967
1042223.3933421834239-1.39334218342387
1052021.4363475376098-1.43634753760975
1061819.439228201656-1.43922820165603
1071816.60112766030761.39887233969245
1082421.52641127837782.47358872162216
1092421.25283899199282.7471610080072
1102224.5489391844896-2.54893918448958
1112319.79201325766583.20798674233415
1122219.8387869588332.16121304116702
1132017.85053290305572.14946709694427
1141819.8388977799001-1.8388977799001
1152524.70029576468210.299704235317883
1161818.154992456602-0.154992456602017
1171617.580201729914-1.58020172991405
1182019.87438227992030.125617720079707
1191918.0455976253150.954402374684969
1201515.8201023683216-0.820102368321603
1211919.1480136277782-0.148013627778212
1221922.096360559157-3.09636055915702
1231617.3093016467437-1.30930164674369
1241717.4960194408-0.496019440800049
1252823.24055546112574.75944453887433
1262322.78179958840480.218200411595211
1272523.41484792375731.58515207624271
1282018.64193324868191.35806675131809
1291720.2905652549974-3.29056525499744
1302322.85660217126270.14339782873735
1311619.8286183243319-3.82861832433187
1322324.091865411626-1.09186541162605
1331115.8748279711474-4.87482797114737
1341820.5598925858425-2.55989258584251
1352423.1625487262980.837451273702028
1362319.13062427956743.86937572043262
1372121.8361744387282-0.836174438728189
1381619.6187404380185-3.61874043801848
1392425.1266112441135-1.12661124411348
1402321.61020970120351.38979029879649
1411815.72832559206532.27167440793467
1422020.7861271877941-0.786127187794113
143918.7809699583662-9.78096995836622
1442420.47928902377573.52071097622431
1452524.91073140923580.0892685907641989
1462018.34742811916041.6525718808396
1472119.09573651943241.90426348056755
1482522.87912006050392.12087993949608
1492222.2917217709517-0.29172177095167
1502121.5381608498063-0.538160849806321
1512120.32840800999340.671591990006561
1522220.56454850771871.43545149228131
1532723.37609496588063.6239050341194
1542422.33499920584971.66500079415028
1552424.4767209476221-0.476720947622082
1562120.72768686020210.272313139797922
1571820.992500330426-2.992500330426
1581616.2655709783588-0.265570978358774
1592219.57569426633132.42430573366869
1602019.80992332534860.190076674651446
1611819.7151149845881-1.71511498458812
1622020.7088775160944-0.708877516094371


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
140.9501376062992520.09972478740149620.0498623937007481
150.9011470453535690.1977059092928610.0988529546464306
160.8620252356383390.2759495287233220.137974764361661
170.7999242167901270.4001515664197470.200075783209873
180.7276847557697310.5446304884605390.272315244230269
190.6595346495699210.6809307008601580.340465350430079
200.6474362290445460.7051275419109080.352563770955454
210.5833777111240490.8332445777519020.416622288875951
220.5048635589950940.9902728820098120.495136441004906
230.5850134005477180.8299731989045640.414986599452282
240.5586591556097780.8826816887804440.441340844390222
250.4863238441296780.9726476882593550.513676155870322
260.5603650822855550.8792698354288910.439634917714445
270.498715240085380.997430480170760.50128475991462
280.646923581686370.706152836627260.35307641831363
290.6568404901483930.6863190197032140.343159509851607
300.5974630415300610.8050739169398770.402536958469938
310.5946178009089070.8107643981821860.405382199091093
320.5765831431147630.8468337137704740.423416856885237
330.5540983108974570.8918033782050860.445901689102543
340.6236911301338780.7526177397322430.376308869866122
350.7536007002011750.492798599597650.246399299798825
360.7053715860275860.5892568279448290.294628413972414
370.659205721741950.6815885565160990.34079427825805
380.6074740265460610.7850519469078770.392525973453939
390.5506093918881360.8987812162237270.449390608111864
400.5267098071012150.946580385797570.473290192898785
410.5338148245391380.9323703509217250.466185175460862
420.4992178795321240.9984357590642480.500782120467876
430.4510886594587670.9021773189175340.548911340541233
440.4183671747298160.8367343494596330.581632825270184
450.4743119484774920.9486238969549850.525688051522508
460.4205507821377090.8411015642754190.579449217862291
470.374642043790340.749284087580680.62535795620966
480.7779292706800160.4441414586399680.222070729319984
490.7739232322521090.4521535354957810.22607676774789
500.8008776857046550.398244628590690.199122314295345
510.7846378043550830.4307243912898350.215362195644917
520.7482364297833220.5035271404333560.251763570216678
530.7272351308552240.5455297382895530.272764869144776
540.7002411727249180.5995176545501640.299758827275082
550.6620854332010830.6758291335978340.337914566798917
560.6502299230601130.6995401538797740.349770076939887
570.6281056106617220.7437887786765560.371894389338278
580.730868723695450.5382625526090990.26913127630455
590.7859834195974240.4280331608051510.214016580402576
600.7551238298378340.4897523403243310.244876170162166
610.837635415351010.3247291692979790.16236458464899
620.8064793410485890.3870413179028230.193520658951411
630.8514322823807420.2971354352385150.148567717619258
640.8225114150006260.3549771699987490.177488584999374
650.8415604816418820.3168790367162370.158439518358118
660.8104743990727290.3790512018545410.189525600927271
670.7944498776738570.4111002446522860.205550122326143
680.7687095335779840.4625809328440320.231290466422016
690.7348987544022550.530202491195490.265101245597745
700.6969229704940140.6061540590119720.303077029505986
710.7480970948768790.5038058102462430.251902905123121
720.715559908461580.568880183076840.28444009153842
730.740967794506330.5180644109873410.259032205493671
740.7293348855369550.541330228926090.270665114463045
750.6900422471296340.6199155057407310.309957752870366
760.6946604327717060.6106791344565880.305339567228294
770.6609344830496420.6781310339007160.339065516950358
780.6479902526930520.7040194946138950.352009747306948
790.6125548969206560.7748902061586890.387445103079344
800.5884572509993470.8230854980013050.411542749000653
810.5756717628723680.8486564742552640.424328237127632
820.552081401360930.8958371972781390.44791859863907
830.5730228971969130.8539542056061740.426977102803087
840.5392962524121240.9214074951757510.460703747587876
850.5907852072945470.8184295854109060.409214792705453
860.5439373334919020.9121253330161970.456062666508098
870.5211811871971580.9576376256056830.478818812802842
880.5408182793696810.9183634412606380.459181720630319
890.5013106076433340.9973787847133320.498689392356666
900.474165296868250.9483305937364990.52583470313175
910.440891300592410.881782601184820.55910869940759
920.4225907773101150.845181554620230.577409222689885
930.4251352534756980.8502705069513950.574864746524302
940.3844408805218980.7688817610437950.615559119478102
950.4723993295866610.9447986591733210.527600670413339
960.4549080451477710.9098160902955410.545091954852229
970.5591430359179590.8817139281640820.440856964082041
980.514157107963020.971685784073960.48584289203698
990.4723070200512320.9446140401024640.527692979948768
1000.430698671792320.861397343584640.56930132820768
1010.4257856836932110.8515713673864220.574214316306789
1020.3782019147604480.7564038295208950.621798085239552
1030.4712346266665090.9424692533330180.528765373333491
1040.4544351682067350.908870336413470.545564831793265
1050.4210976836994280.8421953673988570.578902316300572
1060.3871867839633450.7743735679266910.612813216036655
1070.3534801304714520.7069602609429030.646519869528548
1080.3597545693277690.7195091386555380.640245430672231
1090.3474734296164870.6949468592329750.652526570383513
1100.3322213496300890.6644426992601790.667778650369911
1110.3673783744574780.7347567489149560.632621625542522
1120.3805158706315480.7610317412630970.619484129368452
1130.4043176375230610.8086352750461210.595682362476939
1140.3660374578868330.7320749157736650.633962542113167
1150.3162487594377770.6324975188755540.683751240562223
1160.269777364259640.5395547285192790.73022263574036
1170.2450824326895050.490164865379010.754917567310495
1180.2091574482023910.4183148964047810.790842551797609
1190.1876955456282260.3753910912564530.812304454371774
1200.1784766309104350.356953261820870.821523369089565
1210.1536492561022020.3072985122044040.846350743897798
1220.1466020432935450.293204086587090.853397956706455
1230.1221969487498960.2443938974997930.877803051250104
1240.0953577796361090.1907155592722180.904642220363891
1250.2866898372788820.5733796745577640.713310162721118
1260.2376060675026380.4752121350052760.762393932497362
1270.2327607513883920.4655215027767850.767239248611608
1280.2275630557927540.4551261115855080.772436944207246
1290.2459446950426470.4918893900852940.754055304957353
1300.2095902959499290.4191805918998580.790409704050071
1310.2245079475855880.4490158951711760.775492052414412
1320.179417631129430.3588352622588590.82058236887057
1330.2764795526871750.552959105374350.723520447312825
1340.2661772002386590.5323544004773190.73382279976134
1350.2591870409722030.5183740819444060.740812959027797
1360.233862368199620.4677247363992410.76613763180038
1370.2368928146663530.4737856293327050.763107185333647
1380.2240001058584640.4480002117169280.775999894141536
1390.17338821461570.3467764292313990.8266117853843
1400.1439427851621990.2878855703243990.856057214837801
1410.1226913388385840.2453826776771680.877308661161416
1420.08350829604623410.1670165920924680.916491703953766
1430.8839027925622810.2321944148754380.116097207437719
1440.9760046857000430.04799062859991450.0239953142999573
1450.9554235389126490.08915292217470160.0445764610873508
1460.9080962122147680.1838075755704650.0919037877852323
1470.8261323864989410.3477352270021180.173867613501059
1480.701824605213520.5963507895729590.29817539478648


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level10.00740740740740741OK
10% type I error level30.0222222222222222OK