Multiple Linear Regression - Estimated Regression Equation |
Werkl_vrouwen[t] = + 160892.571971533 + 0.64293510412937Werkl_mannen[t] + 1206.41823491207M1[t] -6088.32753259968M2[t] -10892.5884369475M3[t] -16353.9949846445M4[t] -16665.0020024433M5[t] -17115.4251054841M6[t] -19192.3291529422M7[t] -21189.6332953152M8[t] -22855.7574572353M9[t] -23544.7702170680M10[t] -15549.211059945M11[t] -860.874273343648t + 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) | 160892.571971533 | 12480.25029 | 12.8918 | 0 | 0 |
Werkl_mannen | 0.64293510412937 | 0.042045 | 15.2917 | 0 | 0 |
M1 | 1206.41823491207 | 2890.081795 | 0.4174 | 0.678222 | 0.339111 |
M2 | -6088.32753259968 | 2887.887095 | -2.1082 | 0.040257 | 0.020129 |
M3 | -10892.5884369475 | 3058.029712 | -3.562 | 0.000843 | 0.000422 |
M4 | -16353.9949846445 | 3092.075957 | -5.289 | 3e-06 | 1e-06 |
M5 | -16665.0020024433 | 3067.28635 | -5.4331 | 2e-06 | 1e-06 |
M6 | -17115.4251054841 | 3049.075508 | -5.6133 | 1e-06 | 0 |
M7 | -19192.3291529422 | 3049.283698 | -6.294 | 0 | 0 |
M8 | -21189.6332953152 | 3069.31263 | -6.9037 | 0 | 0 |
M9 | -22855.7574572353 | 3076.478625 | -7.4292 | 0 | 0 |
M10 | -23544.7702170680 | 3128.904119 | -7.5249 | 0 | 0 |
M11 | -15549.211059945 | 3146.715651 | -4.9414 | 1e-05 | 5e-06 |
t | -860.874273343648 | 38.807193 | -22.1834 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.986902480169372 |
R-squared | 0.973976505364457 |
Adjusted R-squared | 0.96692847556733 |
F-TEST (value) | 138.19131493479 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 48 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 4763.60754657105 |
Sum Squared Residuals | 1089213929.17193 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 325412 | 344700.290831521 | -19288.2908315212 |
2 | 326011 | 337348.982605932 | -11337.9826059318 |
3 | 328282 | 329394.99845754 | -1112.99845753988 |
4 | 317480 | 318986.865049757 | -1506.86504975702 |
5 | 317539 | 318604.508066485 | -1065.50806648545 |
6 | 313737 | 316787.220763151 | -3050.22076315125 |
7 | 312276 | 313833.369064746 | -1557.36906474627 |
8 | 309391 | 309646.886723898 | -255.886723898323 |
9 | 302950 | 303977.864434754 | -1027.86443475432 |
10 | 300316 | 300492.742738149 | -176.742738148546 |
11 | 304035 | 306247.045953362 | -2212.04595336215 |
12 | 333476 | 335250.975768508 | -1774.97576850805 |
13 | 337698 | 338121.325883993 | -423.325883992537 |
14 | 335932 | 330681.935549137 | 5250.06445086273 |
15 | 323931 | 322371.765353058 | 1559.23464694243 |
16 | 313927 | 311736.032918413 | 2190.96708158707 |
17 | 314485 | 311322.172115039 | 3162.82788496098 |
18 | 313218 | 308425.396771872 | 4792.60322812843 |
19 | 309664 | 305627.77830377 | 4036.22169622992 |
20 | 302963 | 300473.035696103 | 2489.96430389671 |
21 | 298989 | 296904.48239215 | 2084.51760785004 |
22 | 298423 | 294799.099429006 | 3623.90057099423 |
23 | 310631 | 299978.618661128 | 10652.3813388722 |
24 | 329765 | 326555.468458185 | 3209.53154181472 |
25 | 335083 | 327495.084455969 | 7587.91554403076 |
26 | 327616 | 320351.444269013 | 7264.55573098653 |
27 | 309119 | 305817.662264962 | 3301.33773503850 |
28 | 295916 | 293914.704740078 | 2001.29525992213 |
29 | 291413 | 290193.585761063 | 1219.41423893752 |
30 | 291542 | 290922.321470081 | 619.678529919447 |
31 | 284678 | 284861.164413418 | -183.164413418378 |
32 | 276475 | 276230.714632828 | 244.285367171788 |
33 | 272566 | 272517.500930446 | 48.4990695542256 |
34 | 264981 | 266276.759377541 | -1295.75937754149 |
35 | 263290 | 266541.682673699 | -3251.68267369856 |
36 | 296806 | 296135.826914435 | 670.17308556478 |
37 | 303598 | 298048.203724767 | 5549.79627523308 |
38 | 286994 | 285822.804474773 | 1171.19552522739 |
39 | 276427 | 277573.070178481 | -1146.07017848109 |
40 | 266424 | 266608.154970522 | -184.154970522214 |
41 | 267153 | 267804.203667888 | -651.203667888241 |
42 | 268381 | 267416.161101034 | 964.838898966398 |
43 | 262522 | 262226.824045571 | 295.175954429148 |
44 | 255542 | 254251.525136089 | 1290.47486391148 |
45 | 253158 | 251727.741376345 | 1430.25862365459 |
46 | 243803 | 242764.169657453 | 1038.83034254675 |
47 | 250741 | 250725.026150039 | 15.9738499611258 |
48 | 280445 | 278976.078958249 | 1468.92104175072 |
49 | 285257 | 279578.154026365 | 5678.84597363468 |
50 | 270976 | 270545.570503477 | 430.429496522534 |
51 | 261076 | 263677.50374596 | -2601.50374595996 |
52 | 255603 | 258104.24232123 | -2501.24232122998 |
53 | 260376 | 263041.530389525 | -2665.53038952481 |
54 | 263903 | 267229.899893863 | -3326.89989386303 |
55 | 264291 | 266881.864172494 | -2590.86417249443 |
56 | 263276 | 267044.837811082 | -3768.83781108166 |
57 | 262572 | 265107.410866305 | -2535.41086630453 |
58 | 256167 | 259357.228797851 | -3190.22879785095 |
59 | 264221 | 269425.626561773 | -5204.62656177266 |
60 | 293860 | 297433.649900622 | -3573.64990062217 |
61 | 300713 | 299817.941077385 | 895.05892261519 |
62 | 287224 | 290002.262597667 | -2778.26259766740 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.716160753493636 | 0.567678493012727 | 0.283839246506364 |
18 | 0.997657295085947 | 0.00468540982810654 | 0.00234270491405327 |
19 | 0.994368276848613 | 0.0112634463027739 | 0.00563172315138693 |
20 | 0.98883256530601 | 0.0223348693879777 | 0.0111674346939888 |
21 | 0.991518133721738 | 0.016963732556525 | 0.0084818662782625 |
22 | 0.994611144523399 | 0.0107777109532023 | 0.00538885547660113 |
23 | 0.999944266860385 | 0.000111466279229489 | 5.57331396147444e-05 |
24 | 0.99984672868118 | 0.000306542637640555 | 0.000153271318820278 |
25 | 0.999948591761119 | 0.000102816477762124 | 5.1408238881062e-05 |
26 | 0.999992864120598 | 1.42717588030777e-05 | 7.13587940153883e-06 |
27 | 0.99999938043548 | 1.23912903904109e-06 | 6.19564519520543e-07 |
28 | 0.99999981169699 | 3.76606021410079e-07 | 1.88303010705040e-07 |
29 | 0.999999903965276 | 1.92069447634967e-07 | 9.60347238174836e-08 |
30 | 0.999999887345435 | 2.25309130005181e-07 | 1.12654565002590e-07 |
31 | 0.999999608712256 | 7.8257548837601e-07 | 3.91287744188004e-07 |
32 | 0.999999000893466 | 1.99821306758102e-06 | 9.99106533790509e-07 |
33 | 0.999996527617844 | 6.94476431136177e-06 | 3.47238215568089e-06 |
34 | 0.999992110324974 | 1.57793500510146e-05 | 7.88967502550731e-06 |
35 | 0.999999777266257 | 4.4546748635223e-07 | 2.22733743176115e-07 |
36 | 0.999999741761624 | 5.16476751117645e-07 | 2.58238375558823e-07 |
37 | 0.999999793511549 | 4.12976902057588e-07 | 2.06488451028794e-07 |
38 | 0.999999774808207 | 4.50383585569391e-07 | 2.25191792784695e-07 |
39 | 0.999998622720279 | 2.75455944259531e-06 | 1.37727972129765e-06 |
40 | 0.999990882678683 | 1.82346426333804e-05 | 9.11732131669019e-06 |
41 | 0.999973634250228 | 5.2731499543341e-05 | 2.63657497716705e-05 |
42 | 0.999902522853399 | 0.000194954293202126 | 9.74771466010628e-05 |
43 | 0.999620733936464 | 0.000758532127072915 | 0.000379266063536458 |
44 | 0.99827625770045 | 0.0034474845991001 | 0.00172374229955005 |
45 | 0.989564697165582 | 0.0208706056688355 | 0.0104353028344178 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 23 | 0.793103448275862 | NOK |
5% type I error level | 28 | 0.96551724137931 | NOK |
10% type I error level | 28 | 0.96551724137931 | NOK |