Multiple Linear Regression - Estimated Regression Equation |
Motivation[t] = + 9.14633507867205 -1.81476642609309Month[t] + 0.660426923209475I1[t] + 0.913320682573446I2[t] + 1.21857176661374I3[t] + 1.37907750059826E1[t] + 1.05887786115399E2[t] + 0.808400555186031E3[t] -0.904306609396609A[t] + 0.106491027159751Happiness[t] + 0.415498095627485Depression[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) | 9.14633507867205 | 17.46124 | 0.5238 | 0.60118 | 0.30059 |
Month | -1.81476642609309 | 1.493619 | -1.215 | 0.226258 | 0.113129 |
I1 | 0.660426923209475 | 0.299868 | 2.2024 | 0.029154 | 0.014577 |
I2 | 0.913320682573446 | 0.258625 | 3.5315 | 0.000548 | 0.000274 |
I3 | 1.21857176661374 | 0.203672 | 5.983 | 0 | 0 |
E1 | 1.37907750059826 | 0.28796 | 4.7891 | 4e-06 | 2e-06 |
E2 | 1.05887786115399 | 0.220636 | 4.7992 | 4e-06 | 2e-06 |
E3 | 0.808400555186031 | 0.227534 | 3.5529 | 0.000509 | 0.000254 |
A | -0.904306609396609 | 0.316114 | -2.8607 | 0.004827 | 0.002413 |
Happiness | 0.106491027159751 | 0.3754 | 0.2837 | 0.777049 | 0.388525 |
Depression | 0.415498095627485 | 0.283333 | 1.4665 | 0.144601 | 0.0723 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.874676366947763 |
R-squared | 0.765058746896938 |
Adjusted R-squared | 0.74949972351263 |
F-TEST (value) | 49.1713861468002 |
F-TEST (DF numerator) | 10 |
F-TEST (DF denominator) | 151 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 9.21102282747211 |
Sum Squared Residuals | 12811.2841707601 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 127 | 125.926822693048 | 1.07317730695217 |
2 | 108 | 109.050568989293 | -1.05056898929301 |
3 | 110 | 111.778986151574 | -1.77898615157352 |
4 | 102 | 101.029423857267 | 0.97057614273303 |
5 | 104 | 107.255574891572 | -3.25557489157187 |
6 | 140 | 141.437423630298 | -1.43742363029765 |
7 | 112 | 114.065517188685 | -2.0655171886852 |
8 | 115 | 118.199430199826 | -3.19943019982613 |
9 | 121 | 118.315511471157 | 2.68448852884325 |
10 | 112 | 111.769376204988 | 0.23062379501224 |
11 | 118 | 117.324229087063 | 0.675770912936877 |
12 | 122 | 120.243595161153 | 1.75640483884743 |
13 | 105 | 107.819072445686 | -2.81907244568628 |
14 | 111 | 110.245714334905 | 0.754285665095247 |
15 | 151 | 151.160747963405 | -0.160747963404976 |
16 | 106 | 106.367690462514 | -0.367690462513767 |
17 | 100 | 102.391708392058 | -2.39170839205834 |
18 | 149 | 149.371575293726 | -0.371575293725976 |
19 | 122 | 119.188143777337 | 2.81185622266342 |
20 | 115 | 116.406595930793 | -1.40659593079299 |
21 | 86 | 83.8512697253738 | 2.14873027462623 |
22 | 124 | 125.339449034525 | -1.3394490345245 |
23 | 69 | 71.5563365360578 | -2.55633653605781 |
24 | 117 | 117.952166572755 | -0.952166572755087 |
25 | 113 | 114.127788205929 | -1.12778820592905 |
26 | 123 | 121.489661359826 | 1.51033864017385 |
27 | 123 | 123.066094741199 | -0.0660947411993835 |
28 | 84 | 81.6598010293263 | 2.34019897067372 |
29 | 97 | 92.7725034407267 | 4.22749655927334 |
30 | 121 | 121.019038529888 | -0.0190385298884379 |
31 | 132 | 131.451375766728 | 0.548624233271807 |
32 | 119 | 120.342900162575 | -1.34290016257467 |
33 | 98 | 99.8316098675682 | -1.83160986756821 |
34 | 87 | 87.8000199282711 | -0.800019928271051 |
35 | 101 | 99.0654257328263 | 1.93457426717368 |
36 | 115 | 114.507006125834 | 0.49299387416555 |
37 | 109 | 110.668071726002 | -1.66807172600188 |
38 | 109 | 109.760102859256 | -0.760102859256429 |
39 | 159 | 158.561759703976 | 0.438240296024335 |
40 | 129 | 128.371579025939 | 0.628420974060756 |
41 | 119 | 119.258758421785 | -0.258758421785039 |
42 | 119 | 117.332623163843 | 1.66737683615663 |
43 | 122 | 120.259019982833 | 1.74098001716691 |
44 | 131 | 130.947657106399 | 0.0523428936006416 |
45 | 120 | 116.228233596546 | 3.77176640345371 |
46 | 82 | 82.7937708111519 | -0.793770811151905 |
47 | 86 | 85.1888541454051 | 0.811145854594933 |
48 | 105 | 101.839716971355 | 3.16028302864525 |
49 | 114 | 117.022798642444 | -3.02279864244444 |
50 | 100 | 99.8171316130024 | 0.182868386997577 |
51 | 100 | 100.949335310853 | -0.949335310853034 |
52 | 99 | 100.23610978519 | -1.2361097851899 |
53 | 132 | 133.878202894969 | -1.8782028949694 |
54 | 82 | 85.8349862608306 | -3.83498626083059 |
55 | 132 | 130.674211429292 | 1.32578857070821 |
56 | 107 | 106.767614443456 | 0.232385556543756 |
57 | 114 | 115.175007545983 | -1.17500754598307 |
58 | 110 | 106.798315396782 | 3.20168460321812 |
59 | 105 | 102.763269779748 | 2.23673022025246 |
60 | 121 | 117.721789948319 | 3.27821005168125 |
61 | 109 | 106.44715389185 | 2.55284610815048 |
62 | 106 | 105.265031235577 | 0.73496876442321 |
63 | 124 | 123.252112730983 | 0.747887269016917 |
64 | 120 | 120.115200042914 | -0.115200042914454 |
65 | 91 | 94.4335623386522 | -3.43356233865217 |
66 | 126 | 123.16306730542 | 2.83693269458026 |
67 | 138 | 138.735907029824 | -0.735907029824474 |
68 | 118 | 116.188409348158 | 1.81159065184228 |
69 | 128 | 126.918004670964 | 1.0819953290358 |
70 | 98 | 98.340610702839 | -0.340610702839021 |
71 | 133 | 132.75674289711 | 0.24325710288975 |
72 | 130 | 129.207847471477 | 0.792152528522924 |
73 | 103 | 99.8699704964261 | 3.13002950357393 |
74 | 124 | 124.042500398091 | -0.0425003980912473 |
75 | 142 | 140.036697919827 | 1.9633020801735 |
76 | 96 | 97.8464584600315 | -1.84645846003152 |
77 | 93 | 92.3890917991591 | 0.610908200840869 |
78 | 129 | 129.863254982238 | -0.863254982237941 |
79 | 150 | 149.470041444811 | 0.529958555188918 |
80 | 88 | 86.4527169885218 | 1.54728301147815 |
81 | 125 | 122.738385388104 | 2.2616146118962 |
82 | 92 | 89.9745773541025 | 2.0254226458975 |
83 | 0 | 110.442104920345 | -110.442104920345 |
84 | 117 | 115.726153951701 | 1.27384604829926 |
85 | 112 | 112.227259354568 | -0.227259354567974 |
86 | 144 | 141.803108562693 | 2.1968914373067 |
87 | 130 | 128.067929446593 | 1.93207055340688 |
88 | 87 | 85.5714670806879 | 1.42853291931213 |
89 | 92 | 91.7611746913066 | 0.238825308693456 |
90 | 114 | 114.095796032336 | -0.0957960323356651 |
91 | 81 | 79.096159401733 | 1.90384059826699 |
92 | 127 | 125.419658105388 | 1.5803418946121 |
93 | 115 | 114.171568545268 | 0.828431454731858 |
94 | 123 | 123.897229178146 | -0.897229178145628 |
95 | 115 | 114.174185757233 | 0.825814242767441 |
96 | 117 | 115.581082536846 | 1.41891746315422 |
97 | 117 | 114.565057007525 | 2.43494299247546 |
98 | 103 | 100.957192587877 | 2.04280741212287 |
99 | 108 | 106.478003812193 | 1.5219961878068 |
100 | 139 | 136.379629177457 | 2.62037082254288 |
101 | 113 | 110.365101447076 | 2.63489855292421 |
102 | 97 | 94.0967639732073 | 2.90323602679266 |
103 | 117 | 114.363717005739 | 2.6362829942607 |
104 | 133 | 131.10357581339 | 1.89642418661003 |
105 | 115 | 115.128563216653 | -0.128563216652951 |
106 | 103 | 104.313838070927 | -1.31383807092667 |
107 | 95 | 93.7047838917378 | 1.29521610826223 |
108 | 117 | 117.412078265795 | -0.41207826579486 |
109 | 113 | 111.856138412747 | 1.14386158725269 |
110 | 127 | 129.190425900043 | -2.19042590004297 |
111 | 126 | 124.396235482131 | 1.60376451786861 |
112 | 119 | 117.025553444629 | 1.97444655537096 |
113 | 97 | 93.4068433195663 | 3.59315668043372 |
114 | 105 | 103.808655338566 | 1.19134466143379 |
115 | 140 | 139.496676009785 | 0.503323990214753 |
116 | 91 | 87.9489880629878 | 3.05101193701222 |
117 | 112 | 111.156339916622 | 0.843660083378263 |
118 | 113 | 112.566548290147 | 0.433451709852506 |
119 | 102 | 96.2670108682416 | 5.73298913175845 |
120 | 92 | 90.2495449639412 | 1.75045503605879 |
121 | 98 | 98.5550684689398 | -0.555068468939809 |
122 | 122 | 121.715231706128 | 0.284768293871702 |
123 | 100 | 98.8112102249588 | 1.18878977504121 |
124 | 84 | 81.3928036676751 | 2.60719633232491 |
125 | 142 | 137.054131709612 | 4.94586829038753 |
126 | 124 | 121.729783489435 | 2.2702165105651 |
127 | 137 | 133.875823369675 | 3.12417663032496 |
128 | 105 | 103.282708329385 | 1.71729167061516 |
129 | 106 | 104.597500460979 | 1.40249953902091 |
130 | 125 | 122.712030168791 | 2.28796983120887 |
131 | 104 | 102.056451478413 | 1.94354852158719 |
132 | 130 | 131.85834290301 | -1.8583429030101 |
133 | 79 | 79.2905253673476 | -0.290525367347554 |
134 | 108 | 108.304404011296 | -0.304404011296267 |
135 | 136 | 133.74815829759 | 2.25184170240998 |
136 | 98 | 95.9886148109084 | 2.01138518909156 |
137 | 120 | 123.972832368826 | -3.97283236882611 |
138 | 108 | 107.771068005669 | 0.228931994330829 |
139 | 139 | 139.036570154975 | -0.0365701549746791 |
140 | 123 | 121.617516153823 | 1.38248384617716 |
141 | 90 | 86.958065992721 | 3.04193400727898 |
142 | 119 | 118.424522301415 | 0.575477698585144 |
143 | 105 | 106.808348822244 | -1.80834882224429 |
144 | 110 | 107.413328497345 | 2.58667150265472 |
145 | 135 | 134.104252316492 | 0.895747683507705 |
146 | 101 | 96.8151732717339 | 4.18482672826611 |
147 | 114 | 111.723411375765 | 2.27658862423522 |
148 | 118 | 115.423407251662 | 2.57659274833823 |
149 | 120 | 117.582187608877 | 2.41781239112287 |
150 | 108 | 110.234136351665 | -2.23413635166477 |
151 | 114 | 110.488689718428 | 3.51131028157247 |
152 | 122 | 121.079051803108 | 0.920948196892075 |
153 | 132 | 129.562017126905 | 2.43798287309477 |
154 | 130 | 129.495731712808 | 0.504268287192434 |
155 | 130 | 131.118594751241 | -1.11859475124144 |
156 | 112 | 111.940769539776 | 0.059230460224019 |
157 | 114 | 116.623932712062 | -2.62393271206233 |
158 | 103 | 103.516911386939 | -0.516911386938614 |
159 | 115 | 113.766536462652 | 1.23346353734782 |
160 | 108 | 105.610004965724 | 2.38999503427606 |
161 | 94 | 94.0937212870732 | -0.0937212870731477 |
162 | 105 | 103.037867403901 | 1.96213259609924 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
14 | 7.68291080295446e-46 | 1.53658216059089e-45 | 1 |
15 | 7.73965437886944e-61 | 1.54793087577389e-60 | 1 |
16 | 1.52333314881676e-75 | 3.04666629763352e-75 | 1 |
17 | 1.49313803942259e-94 | 2.98627607884518e-94 | 1 |
18 | 1.25213227074104e-110 | 2.50426454148208e-110 | 1 |
19 | 3.52442996569439e-119 | 7.04885993138877e-119 | 1 |
20 | 4.43509000136717e-134 | 8.87018000273433e-134 | 1 |
21 | 1.07165667821454e-152 | 2.14331335642907e-152 | 1 |
22 | 3.0796422061008e-171 | 6.1592844122016e-171 | 1 |
23 | 6.27931113307557e-178 | 1.25586222661511e-177 | 1 |
24 | 4.16196188825657e-194 | 8.32392377651313e-194 | 1 |
25 | 1.42265092009399e-216 | 2.84530184018799e-216 | 1 |
26 | 9.03720918077032e-230 | 1.80744183615406e-229 | 1 |
27 | 4.81081231635664e-244 | 9.62162463271329e-244 | 1 |
28 | 1.68009770297189e-261 | 3.36019540594379e-261 | 1 |
29 | 5.78538448490591e-266 | 1.15707689698118e-265 | 1 |
30 | 1.3274005045497e-294 | 2.6548010090994e-294 | 1 |
31 | 2.52193167362801e-308 | 5.04386334725603e-308 | 1 |
32 | 9.38724727098368e-323 | 1.87744945419674e-322 | 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 | 0 | 0 | 1 |
57 | 0 | 0 | 1 |
58 | 0 | 0 | 1 |
59 | 0 | 0 | 1 |
60 | 0 | 0 | 1 |
61 | 0 | 0 | 1 |
62 | 0 | 0 | 1 |
63 | 0 | 0 | 1 |
64 | 0 | 0 | 1 |
65 | 0 | 0 | 1 |
66 | 0 | 0 | 1 |
67 | 0 | 0 | 1 |
68 | 0 | 0 | 1 |
69 | 0 | 0 | 1 |
70 | 0 | 0 | 1 |
71 | 0 | 0 | 1 |
72 | 0 | 0 | 1 |
73 | 0 | 0 | 1 |
74 | 0 | 0 | 1 |
75 | 0 | 0 | 1 |
76 | 0 | 0 | 1 |
77 | 0 | 0 | 1 |
78 | 0 | 0 | 1 |
79 | 0 | 0 | 1 |
80 | 0 | 0 | 1 |
81 | 0 | 0 | 1 |
82 | 0 | 0 | 1 |
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 | 0 | 0 |
130 | 1 | 1.57071418339055e-313 | 7.85357091695276e-314 |
131 | 1 | 2.3837353283947e-302 | 1.19186766419735e-302 |
132 | 1 | 1.21522894106968e-285 | 6.0761447053484e-286 |
133 | 1 | 2.80091371024345e-265 | 1.40045685512173e-265 |
134 | 1 | 1.57334488136451e-266 | 7.86672440682257e-267 |
135 | 1 | 1.47794578461202e-248 | 7.38972892306008e-249 |
136 | 1 | 1.9311020724604e-226 | 9.65551036230199e-227 |
137 | 1 | 4.36394933782826e-209 | 2.18197466891413e-209 |
138 | 1 | 3.96777884414631e-198 | 1.98388942207315e-198 |
139 | 1 | 5.03657785685886e-183 | 2.51828892842943e-183 |
140 | 1 | 3.99099911382509e-164 | 1.99549955691254e-164 |
141 | 1 | 5.5221432953879e-149 | 2.76107164769395e-149 |
142 | 1 | 3.91201689624834e-140 | 1.95600844812417e-140 |
143 | 1 | 1.92113176105958e-124 | 9.60565880529791e-125 |
144 | 1 | 7.18902572284261e-110 | 3.59451286142131e-110 |
145 | 1 | 3.54186771575893e-94 | 1.77093385787946e-94 |
146 | 1 | 1.14322312378847e-75 | 5.71611561894237e-76 |
147 | 1 | 4.22199361424355e-60 | 2.11099680712177e-60 |
148 | 1 | 6.99066492989151e-48 | 3.49533246494576e-48 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 135 | 1 | NOK |
5% type I error level | 135 | 1 | NOK |
10% type I error level | 135 | 1 | NOK |