Multiple Linear Regression - Estimated Regression Equation |
totaal[t] = -1.92075481494960e-10 + 1.00000000000000`-25`[t] + 1`25-50`[t] + 0.999999999999998`50+`[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) | -1.92075481494960e-10 | 0 | -0.5015 | 0.617637 | 0.308818 |
`-25` | 1.00000000000000 | 0 | 897505385453506 | 0 | 0 |
`25-50` | 1 | 0 | 676971031308479 | 0 | 0 |
`50+` | 0.999999999999998 | 0 | 649215623443931 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 1 |
R-squared | 1 |
Adjusted R-squared | 1 |
F-TEST (value) | 5.33104264565564e+30 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 68 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.18581389824984e-10 |
Sum Squared Residuals | 9.56185128872081e-19 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 492865 | 492864.999999999 | 9.26673511975864e-10 |
2 | 480961 | 480961 | -2.67969660651108e-10 |
3 | 461935 | 461935 | 6.78705994223098e-11 |
4 | 456608 | 456608 | -5.52190891363362e-11 |
5 | 441977 | 441977 | -1.24814347712625e-11 |
6 | 439148 | 439148 | -1.57527062246293e-11 |
7 | 488180 | 488180 | -1.44076740092134e-11 |
8 | 520564 | 520564 | -1.25227797260940e-11 |
9 | 501492 | 501492 | -6.8526252873035e-12 |
10 | 485025 | 485025 | -8.91792840309037e-12 |
11 | 464196 | 464196 | -4.21976078089364e-12 |
12 | 460170 | 460170 | -5.94196110780889e-12 |
13 | 467037 | 467037 | -1.72987645481664e-11 |
14 | 460070 | 460070 | -7.93154427602631e-12 |
15 | 447988 | 447988 | -7.9813038090314e-12 |
16 | 442867 | 442867 | -1.53208092951003e-11 |
17 | 436087 | 436087 | -6.38005931818457e-12 |
18 | 431328 | 431328 | -3.11532157788973e-12 |
19 | 484015 | 484015 | -6.55231796622095e-12 |
20 | 509673 | 509673 | -9.5169330210882e-12 |
21 | 512927 | 512927 | -6.27506190940955e-12 |
22 | 502831 | 502831 | -5.2106696310613e-12 |
23 | 470984 | 470984 | 4.76837549624696e-12 |
24 | 471067 | 471067 | -9.5786834145563e-12 |
25 | 476049 | 476049 | -1.47048468851664e-11 |
26 | 474605 | 474605 | -1.73870981885134e-11 |
27 | 470439 | 470439 | -1.42484835685310e-11 |
28 | 461251 | 461251 | -1.81098900816405e-11 |
29 | 454724 | 454724 | -1.77039689672761e-11 |
30 | 455626 | 455626 | -2.02574485347666e-11 |
31 | 516847 | 516847 | -2.27674114187529e-11 |
32 | 525192 | 525192 | -2.92458799436271e-12 |
33 | 522975 | 522975 | -8.55917427145767e-12 |
34 | 518585 | 518585 | -5.15083668725128e-12 |
35 | 509239 | 509239 | -1.41044223765113e-11 |
36 | 512238 | 512238 | -1.83213356946622e-11 |
37 | 519164 | 519164 | -2.31364873242568e-11 |
38 | 517009 | 517009 | -2.29843832264133e-11 |
39 | 509933 | 509933 | -2.33656886785722e-11 |
40 | 509127 | 509127 | -2.72741187608584e-11 |
41 | 500857 | 500857 | -2.82873235955171e-11 |
42 | 506971 | 506971 | -2.69341622287699e-11 |
43 | 569323 | 569323 | -2.43897126520839e-11 |
44 | 579714 | 579714 | -1.71977860099735e-11 |
45 | 577992 | 577992 | -2.43629233848317e-11 |
46 | 565464 | 565464 | -1.84933055870166e-11 |
47 | 547344 | 547344 | -1.65162806140562e-11 |
48 | 554788 | 554788 | -1.90042890853411e-11 |
49 | 562325 | 562325 | -2.39628546342624e-11 |
50 | 560854 | 560854 | -2.3410760808031e-11 |
51 | 555332 | 555332 | -2.61230500579071e-11 |
52 | 543599 | 543599 | -2.08962197915497e-11 |
53 | 536662 | 536662 | -2.33077719012836e-11 |
54 | 542722 | 542722 | -2.47518923570204e-11 |
55 | 593530 | 593530 | -1.69979695174504e-11 |
56 | 610763 | 610763 | -5.44547335686746e-14 |
57 | 612613 | 612613 | 9.85309778362473e-12 |
58 | 611324 | 611324 | -9.21661278515814e-13 |
59 | 594167 | 594167 | 1.46734883478915e-12 |
60 | 595454 | 595454 | -2.13412815196489e-12 |
61 | 590865 | 590865 | -7.76527338439906e-12 |
62 | 589379 | 589379 | -1.25238191865931e-11 |
63 | 584428 | 584428 | -8.17291626910824e-12 |
64 | 573100 | 573100 | 5.43684996875974e-12 |
65 | 567456 | 567456 | -1.45242816613363e-12 |
66 | 569028 | 569028 | -3.18981807553289e-13 |
67 | 620735 | 620735 | 1.47580543229725e-11 |
68 | 628884 | 628884 | 1.60210555322746e-11 |
69 | 628232 | 628232 | 2.65098873283114e-11 |
70 | 612117 | 612117 | 2.03896997592206e-11 |
71 | 595404 | 595404 | 2.74946940527494e-11 |
72 | 597141 | 597141 | 1.71840622492783e-11 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.00897398355386216 | 0.0179479671077243 | 0.991026016446138 |
8 | 2.55068043167411e-05 | 5.10136086334823e-05 | 0.999974493195683 |
9 | 0.000425798826622817 | 0.000851597653245634 | 0.999574201173377 |
10 | 3.31593071127936e-07 | 6.63186142255871e-07 | 0.999999668406929 |
11 | 0.0446180157008825 | 0.089236031401765 | 0.955381984299118 |
12 | 0.146915156965160 | 0.293830313930319 | 0.85308484303484 |
13 | 0.068478326519986 | 0.136956653039972 | 0.931521673480014 |
14 | 0.00644063645174671 | 0.0128812729034934 | 0.993559363548253 |
15 | 0.909713662192893 | 0.180572675614213 | 0.0902863378071067 |
16 | 0.967187714192295 | 0.0656245716154092 | 0.0328122858077046 |
17 | 0.997881596102173 | 0.00423680779565495 | 0.00211840389782747 |
18 | 0.99999832064914 | 3.35870171748920e-06 | 1.67935085874460e-06 |
19 | 0.978524755290614 | 0.0429504894187719 | 0.0214752447093860 |
20 | 8.97176945126172e-07 | 1.79435389025234e-06 | 0.999999102823055 |
21 | 1 | 1.26377831258784e-16 | 6.31889156293921e-17 |
22 | 0.999934066097994 | 0.000131867804011872 | 6.59339020059359e-05 |
23 | 0.999999890194553 | 2.19610893055526e-07 | 1.09805446527763e-07 |
24 | 0.776644467886655 | 0.446711064226690 | 0.223355532113345 |
25 | 3.96806833111036e-08 | 7.93613666222072e-08 | 0.999999960319317 |
26 | 0.709762904793366 | 0.580474190413268 | 0.290237095206634 |
27 | 0.000228298463757739 | 0.000456596927515478 | 0.999771701536242 |
28 | 0.999999695368237 | 6.09263526198909e-07 | 3.04631763099455e-07 |
29 | 0.999999999999997 | 5.70979961696751e-15 | 2.85489980848375e-15 |
30 | 4.27193752751168e-09 | 8.54387505502336e-09 | 0.999999995728063 |
31 | 0.112081666632417 | 0.224163333264835 | 0.887918333367583 |
32 | 0.0516344218384952 | 0.103268843676990 | 0.948365578161505 |
33 | 0.545065228143296 | 0.909869543713408 | 0.454934771856704 |
34 | 9.49987947908819e-11 | 1.89997589581764e-10 | 0.999999999905 |
35 | 0.999928349445498 | 0.000143301109002945 | 7.16505545014724e-05 |
36 | 0.000462734807961174 | 0.000925469615922348 | 0.99953726519204 |
37 | 0.000464949318951939 | 0.000929898637903878 | 0.999535050681048 |
38 | 1.53258856527825e-09 | 3.0651771305565e-09 | 0.999999998467411 |
39 | 7.75084531353408e-19 | 1.55016906270682e-18 | 1 |
40 | 0.999161193626653 | 0.00167761274669350 | 0.000838806373346748 |
41 | 0.999999926476228 | 1.47047544165287e-07 | 7.35237720826436e-08 |
42 | 0.694786822527451 | 0.610426354945098 | 0.305213177472549 |
43 | 2.08551357439141e-09 | 4.17102714878282e-09 | 0.999999997914486 |
44 | 0.99999999902902 | 1.94195966671546e-09 | 9.70979833357729e-10 |
45 | 0.0401891061408434 | 0.0803782122816869 | 0.959810893859157 |
46 | 0.0226325774405916 | 0.0452651548811832 | 0.977367422559408 |
47 | 0.630050839712686 | 0.739898320574627 | 0.369949160287314 |
48 | 0.999999977162202 | 4.56755961602263e-08 | 2.28377980801131e-08 |
49 | 0.999989080452182 | 2.18390956362281e-05 | 1.09195478181141e-05 |
50 | 4.68750710949181e-51 | 9.37501421898363e-51 | 1 |
51 | 0.900358907098758 | 0.199282185802484 | 0.0996410929012422 |
52 | 0.0886893686472908 | 0.177378737294582 | 0.91131063135271 |
53 | 0.999999999998157 | 3.68620486185772e-12 | 1.84310243092886e-12 |
54 | 0.999261426457887 | 0.00147714708422589 | 0.000738573542112947 |
55 | 0.999999996354218 | 7.29156444798151e-09 | 3.64578222399076e-09 |
56 | 0.999999254340058 | 1.49131988472629e-06 | 7.45659942363143e-07 |
57 | 2.32231319700891e-05 | 4.64462639401781e-05 | 0.99997677686803 |
58 | 0.996669300621263 | 0.00666139875747314 | 0.00333069937873657 |
59 | 0.99999999999292 | 1.41607764550320e-11 | 7.08038822751601e-12 |
60 | 0.00028375881334316 | 0.00056751762668632 | 0.999716241186657 |
61 | 0.884225992289665 | 0.23154801542067 | 0.115774007710335 |
62 | 0.971245498651527 | 0.0575090026969465 | 0.0287545013484732 |
63 | 0.0306231638916281 | 0.0612463277832562 | 0.969376836108372 |
64 | 0.00221440878654259 | 0.00442881757308518 | 0.997785591213457 |
65 | 0.999471615527761 | 0.00105676894447767 | 0.000528384472238835 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 37 | 0.627118644067797 | NOK |
5% type I error level | 41 | 0.694915254237288 | NOK |
10% type I error level | 46 | 0.779661016949153 | NOK |