Multiple Linear Regression - Estimated Regression Equation |
Energiedragers[t] = -8.85490132222897 + 0.228988934930444Invoer[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) | -8.85490132222897 | 2.289304 | -3.8679 | 0.000241 | 0.00012 |
Invoer | 0.228988934930444 | 0.031468 | 7.2769 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.653609633980933 |
R-squared | 0.42720555363269 |
Adjusted R-squared | 0.419138026219066 |
F-TEST (value) | 52.9537157706144 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 71 |
p-value | 3.63723495766521e-10 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 8.91644228646388 |
Sum Squared Residuals | 5644.70895639673 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | -1.2 | -3.45076245787053 | 2.25076245787053 |
2 | -2.4 | -2.96988569451657 | 0.569885694516568 |
3 | 0.8 | -1.41276093698955 | 2.21276093698955 |
4 | -0.1 | -1.18377200205911 | 1.08377200205911 |
5 | -1.5 | -0.954783067128662 | -0.545216932871338 |
6 | -4.4 | -2.46611003766959 | -1.93388996233041 |
7 | -4.2 | 1.51829743012013 | -5.71829743012013 |
8 | 3.5 | 0.487847222933135 | 3.01215277706687 |
9 | 10 | 4.54095137120199 | 5.45904862879801 |
10 | 8.6 | -1.41276093698955 | 10.0127609369895 |
11 | 9.5 | -0.725794132198217 | 10.2257941321982 |
12 | 9.9 | 1.83888193902276 | 8.06111806097725 |
13 | 10.4 | 3.32731001607064 | 7.07268998392936 |
14 | 16 | -0.588400771239954 | 16.5884007712400 |
15 | 12.7 | 3.51050116401500 | 9.189498835985 |
16 | 10.2 | 4.44935579722982 | 5.75064420277018 |
17 | 8.9 | 0.716836157863579 | 8.18316384213642 |
18 | 12.6 | 1.01452177327316 | 11.5854782267268 |
19 | 13.6 | 8.54825773248476 | 5.05174226751524 |
20 | 14.8 | 0.945825092794022 | 13.8541749072060 |
21 | 9.5 | 0.533645009919226 | 8.96635499008077 |
22 | 13.7 | 5.20501928250028 | 8.49498071749972 |
23 | 17 | -1.02347974760779 | 18.0234797476078 |
24 | 14.7 | 3.46470337702891 | 11.2352966229711 |
25 | 17.4 | 9.62450572665785 | 7.77549427334215 |
26 | 9 | 9.34971900474132 | -0.349719004741315 |
27 | 9.1 | 13.2425308985589 | -4.14253089855886 |
28 | 12.2 | 15.9446003307381 | -3.7446003307381 |
29 | 15.9 | 14.0668910643085 | 1.83310893569154 |
30 | 12.9 | 15.9903981177242 | -3.09039811772419 |
31 | 10.9 | 20.3182889879096 | -9.41828898790958 |
32 | 10.6 | 10.9526415492544 | -0.352641549254424 |
33 | 13.2 | 7.49490863180472 | 5.70509136819528 |
34 | 9.6 | 11.3419227386362 | -1.74192273863618 |
35 | 6.4 | 22.1959982543392 | -15.7959982543392 |
36 | 5.8 | 7.28881859036732 | -1.48881859036732 |
37 | -1 | 11.1816304841849 | -12.1816304841849 |
38 | -0.2 | 7.92998760817256 | -8.12998760817256 |
39 | 2.7 | 12.2578784783580 | -9.55787847835795 |
40 | 3.6 | 5.13632260202115 | -1.53632260202115 |
41 | -0.9 | 1.60989300409231 | -2.50989300409231 |
42 | 0.3 | -1.87073880685044 | 2.17073880685044 |
43 | -1.1 | -0.88608638664953 | -0.213913613350471 |
44 | -2.5 | -2.16842442226001 | -0.331575577739986 |
45 | -3.4 | 4.12877128832719 | -7.52877128832719 |
46 | -3.5 | 6.51025621160381 | -10.0102562116038 |
47 | -3.9 | 0.716836157863578 | -4.61683615786358 |
48 | -4.6 | 1.8617808325158 | -6.4617808325158 |
49 | -0.1 | 2.61744431778626 | -2.71744431778626 |
50 | 4.3 | 9.89929244857438 | -5.59929244857438 |
51 | 10.2 | 17.6620173427164 | -7.46201734271643 |
52 | 8.7 | 14.6164645081415 | -5.91646450814153 |
53 | 13.3 | 15.5553191413563 | -2.25531914135634 |
54 | 15 | 14.3645766797180 | 0.635423320281963 |
55 | 20.7 | 22.3104927218044 | -1.61049272180444 |
56 | 20.7 | 23.9821119467967 | -3.28211194679668 |
57 | 26.4 | 20.3411878814026 | 6.05881211859738 |
58 | 31.2 | 17.2040394728555 | 13.9959605271445 |
59 | 31.4 | 8.38796547803345 | 23.0120345219666 |
60 | 26.6 | 13.7005087684198 | 12.8994912315803 |
61 | 26.6 | 17.1811405793625 | 9.4188594206375 |
62 | 19.2 | 14.8912512300581 | 4.30874876994194 |
63 | 6.5 | 8.06738096913083 | -1.56738096913083 |
64 | 3.1 | 3.16701776161933 | -0.0670177616193288 |
65 | -0.2 | 5.77749161982639 | -5.97749161982639 |
66 | -4 | 1.42670185614795 | -5.42670185614795 |
67 | -12.6 | -1.68754765890608 | -10.9124523410939 |
68 | -13 | -3.15307684246092 | -9.84692315753908 |
69 | -17.6 | -3.63395360581486 | -13.9660463941851 |
70 | -21.7 | -3.17597573595397 | -18.5240242640460 |
71 | -23.2 | -3.63395360581486 | -19.5660463941851 |
72 | -16.8 | -4.0690325821827 | -12.7309674178173 |
73 | -19.8 | -3.93163922122443 | -15.8683607787756 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.00328799365613576 | 0.00657598731227153 | 0.996712006343864 |
6 | 0.00279195886066903 | 0.00558391772133806 | 0.99720804113933 |
7 | 0.00161074944497052 | 0.00322149888994104 | 0.99838925055503 |
8 | 0.00267381653504353 | 0.00534763307008707 | 0.997326183464956 |
9 | 0.00386202391260903 | 0.00772404782521807 | 0.996137976087391 |
10 | 0.0146029270351029 | 0.0292058540702057 | 0.985397072964897 |
11 | 0.0231272264302581 | 0.0462544528605162 | 0.976872773569742 |
12 | 0.0167694077817766 | 0.0335388155635532 | 0.983230592218223 |
13 | 0.00926954488317182 | 0.0185390897663436 | 0.990730455116828 |
14 | 0.0491062177905269 | 0.0982124355810537 | 0.950893782209473 |
15 | 0.0343496369779317 | 0.0686992739558633 | 0.965650363022068 |
16 | 0.0208653783658002 | 0.0417307567316003 | 0.9791346216342 |
17 | 0.0146061875689685 | 0.029212375137937 | 0.985393812431032 |
18 | 0.0155217696384160 | 0.0310435392768321 | 0.984478230361584 |
19 | 0.0106267597191646 | 0.0212535194383293 | 0.989373240280835 |
20 | 0.0181957606700019 | 0.0363915213400038 | 0.981804239329998 |
21 | 0.0150840285959316 | 0.0301680571918631 | 0.984915971404069 |
22 | 0.0109797095648642 | 0.0219594191297284 | 0.989020290435136 |
23 | 0.0591300779788116 | 0.118260155957623 | 0.940869922021188 |
24 | 0.0673827225635583 | 0.134765445127117 | 0.932617277436442 |
25 | 0.0568228349784259 | 0.113645669956852 | 0.943177165021574 |
26 | 0.0598203828873574 | 0.119640765774715 | 0.940179617112643 |
27 | 0.0690104439887441 | 0.138020887977488 | 0.930989556011256 |
28 | 0.0579482908117367 | 0.115896581623473 | 0.942051709188263 |
29 | 0.0405161486477352 | 0.0810322972954705 | 0.959483851352265 |
30 | 0.0296887528103806 | 0.0593775056207611 | 0.97031124718962 |
31 | 0.0338750647326505 | 0.067750129465301 | 0.96612493526735 |
32 | 0.0229452403533273 | 0.0458904807066545 | 0.977054759646673 |
33 | 0.0196790277713521 | 0.0393580555427042 | 0.980320972228648 |
34 | 0.0132778084802949 | 0.0265556169605897 | 0.986722191519705 |
35 | 0.0428449981494032 | 0.0856899962988063 | 0.957155001850597 |
36 | 0.0320717709423274 | 0.0641435418846548 | 0.967928229057673 |
37 | 0.0622039824638089 | 0.124407964927618 | 0.937796017536191 |
38 | 0.0705958782568804 | 0.141191756513761 | 0.92940412174312 |
39 | 0.081270719057496 | 0.162541438114992 | 0.918729280942504 |
40 | 0.064114724136907 | 0.128229448273814 | 0.935885275863093 |
41 | 0.0600783310316573 | 0.120156662063315 | 0.939921668968343 |
42 | 0.0669291908094713 | 0.133858381618943 | 0.933070809190529 |
43 | 0.0697296020839478 | 0.139459204167896 | 0.930270397916052 |
44 | 0.0808419954631103 | 0.161683990926221 | 0.91915800453689 |
45 | 0.0828118923684586 | 0.165623784736917 | 0.917188107631541 |
46 | 0.095912422745131 | 0.191824845490262 | 0.904087577254869 |
47 | 0.090694117681911 | 0.181388235363822 | 0.909305882318089 |
48 | 0.0853106647517075 | 0.170621329503415 | 0.914689335248293 |
49 | 0.0700034456109666 | 0.140006891221933 | 0.929996554389033 |
50 | 0.0534201118277348 | 0.106840223655470 | 0.946579888172265 |
51 | 0.0610474687795586 | 0.122094937559117 | 0.938952531220441 |
52 | 0.0563850853067975 | 0.112770170613595 | 0.943614914693202 |
53 | 0.0462063766635572 | 0.0924127533271143 | 0.953793623336443 |
54 | 0.0340755119185451 | 0.0681510238370902 | 0.965924488081455 |
55 | 0.0545199441408237 | 0.109039888281647 | 0.945480055859176 |
56 | 0.251726542634028 | 0.503453085268057 | 0.748273457365972 |
57 | 0.3829714457195 | 0.765942891439 | 0.6170285542805 |
58 | 0.412904118437818 | 0.825808236875636 | 0.587095881562182 |
59 | 0.990600376907403 | 0.0187992461851931 | 0.00939962309259656 |
60 | 0.995700622829132 | 0.00859875434173533 | 0.00429937717086767 |
61 | 0.991691161629112 | 0.016617676741776 | 0.008308838370888 |
62 | 0.986104197584627 | 0.0277916048307463 | 0.0138958024153732 |
63 | 0.97499385448077 | 0.050012291038461 | 0.0250061455192305 |
64 | 0.978951939175075 | 0.0420961216498512 | 0.0210480608249256 |
65 | 0.974316891089307 | 0.0513662178213862 | 0.0256831089106931 |
66 | 0.941603171301847 | 0.116793657396306 | 0.0583968286981532 |
67 | 0.888579469563637 | 0.222841060872726 | 0.111420530436363 |
68 | 0.957738068389496 | 0.0845238632210085 | 0.0422619316105042 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 6 | 0.09375 | NOK |
5% type I error level | 24 | 0.375 | NOK |
10% type I error level | 36 | 0.5625 | NOK |