Multiple Linear Regression - Estimated Regression Equation |
Zichtrekeningen[t] = + 3401.75544822108 + 0.0120969897239121`Bel20 `[t] -151.418552454816M1[t] -11.3744834589064M2[t] -52.9255465216977M3[t] + 2.59538220831397M4[t] + 23.0483785201583M5[t] + 45.5385969317301M6[t] + 105.120861282040M7[t] + 280.997123781110M8[t] + 306.783504033436M9[t] + 157.172944092784M10[t] + 98.271599657758M11[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) | 3401.75544822108 | 161.661588 | 21.0424 | 0 | 0 |
`Bel20 ` | 0.0120969897239121 | 0.033371 | 0.3625 | 0.718639 | 0.35932 |
M1 | -151.418552454816 | 144.069161 | -1.051 | 0.298743 | 0.149371 |
M2 | -11.3744834589064 | 144.199956 | -0.0789 | 0.93747 | 0.468735 |
M3 | -52.9255465216977 | 144.127776 | -0.3672 | 0.715144 | 0.357572 |
M4 | 2.59538220831397 | 144.061512 | 0.018 | 0.985704 | 0.492852 |
M5 | 23.0483785201583 | 144.028519 | 0.16 | 0.873561 | 0.43678 |
M6 | 45.5385969317301 | 144.110306 | 0.316 | 0.753433 | 0.376717 |
M7 | 105.120861282040 | 143.904262 | 0.7305 | 0.468794 | 0.234397 |
M8 | 280.997123781110 | 143.884393 | 1.9529 | 0.056927 | 0.028463 |
M9 | 306.783504033436 | 144.069505 | 2.1294 | 0.038604 | 0.019302 |
M10 | 157.172944092784 | 144.201474 | 1.09 | 0.28141 | 0.140705 |
M11 | 98.271599657758 | 144.138421 | 0.6818 | 0.498793 | 0.249396 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.560631926842463 |
R-squared | 0.314308157395093 |
Adjusted R-squared | 0.135432024541639 |
F-TEST (value) | 1.75712741762252 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 46 |
p-value | 0.0851778774134877 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 214.370510647222 |
Sum Squared Residuals | 2113916.92841693 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 3016.7 | 3283.68539315755 | -266.985393157546 |
2 | 3052.4 | 3424.84855467282 | -372.448554672823 |
3 | 3099.6 | 3384.17053135841 | -284.570531358407 |
4 | 3103.3 | 3440.42223923764 | -337.122239237640 |
5 | 3119.8 | 3462.06957134493 | -342.269571344926 |
6 | 3093.7 | 3484.86995657302 | -391.169956573019 |
7 | 3164.9 | 3544.61057051881 | -379.710570518815 |
8 | 3311.5 | 3719.78460276441 | -408.284602764412 |
9 | 3410.6 | 3746.00707949628 | -335.407079496285 |
10 | 3392.6 | 3597.17532375406 | -204.575323754059 |
11 | 3338.2 | 3539.42887892797 | -201.228878927975 |
12 | 3285.1 | 3441.39740451624 | -156.297404516236 |
13 | 3294.8 | 3290.20034794327 | 4.59965205673503 |
14 | 3611.2 | 3431.07511722352 | 180.124882776484 |
15 | 3611.3 | 3391.09884028298 | 220.201159717017 |
16 | 3521 | 3448.71085465667 | 72.2891453433299 |
17 | 3519.3 | 3470.9303743779 | 48.3696256221029 |
18 | 3438.3 | 3494.68956701151 | -56.3895670115073 |
19 | 3534.9 | 3554.00025394252 | -19.1002539425153 |
20 | 3705.8 | 3728.73395576216 | -22.9339557621616 |
21 | 3807.6 | 3751.72665720765 | 55.8733427923526 |
22 | 3663 | 3603.70673044579 | 59.293269554207 |
23 | 3604.5 | 3546.74888837981 | 57.7511116201892 |
24 | 3563.8 | 3449.78170712398 | 114.018292876018 |
25 | 3511.4 | 3300.40052967847 | 210.999470321532 |
26 | 3546.5 | 3441.18529735517 | 105.314702644828 |
27 | 3525.4 | 3400.73675393582 | 124.663246064182 |
28 | 3529.9 | 3458.10876403338 | 71.7912359666171 |
29 | 3591.6 | 3479.27221655171 | 112.327783448287 |
30 | 3668.3 | 3500.0003874401 | 168.299612559901 |
31 | 3728.8 | 3562.41685551282 | 166.383144487176 |
32 | 3853.6 | 3739.57164885581 | 114.028351144185 |
33 | 3897.7 | 3764.4439805646 | 133.256019435398 |
34 | 3640.7 | 3614.12502090572 | 26.5749790942819 |
35 | 3495.5 | 3550.86488913337 | -55.364889133372 |
36 | 3495.1 | 3453.73004359997 | 41.36995640003 |
37 | 3268 | 3303.98982749945 | -35.9898274994498 |
38 | 3479.1 | 3440.04128503698 | 39.058714963018 |
39 | 3417.8 | 3398.62933735602 | 19.1706626439845 |
40 | 3521.3 | 3450.85758645308 | 70.4424135469246 |
41 | 3487.1 | 3469.81648356412 | 17.2835164358804 |
42 | 3529.9 | 3491.74322419435 | 38.1567758056487 |
43 | 3544.3 | 3553.54189900188 | -9.2418990018762 |
44 | 3710.8 | 3728.73395576216 | -17.9339557621616 |
45 | 3641.9 | 3750.9312801333 | -109.0312801333 |
46 | 3447.1 | 3595.6137233506 | -148.513723350599 |
47 | 3386.8 | 3536.88693847729 | -150.086938477288 |
48 | 3438.5 | 3437.59084475981 | 0.909155240187502 |
49 | 3364.3 | 3276.92390172127 | 87.3760982787286 |
50 | 3462.7 | 3414.74974571151 | 47.9502542884928 |
51 | 3291.9 | 3371.36453706678 | -79.4645370667762 |
52 | 3550 | 3427.40055561923 | 122.599444380768 |
53 | 3611 | 3446.71135416134 | 164.288645838655 |
54 | 3708.6 | 3467.49686478102 | 241.103135218977 |
55 | 3771.1 | 3529.43042102397 | 241.669578976031 |
56 | 4042.7 | 3707.57583685545 | 335.124163144550 |
57 | 3988.4 | 3733.09100259817 | 255.308997401834 |
58 | 3851.2 | 3583.97920154383 | 267.220798456168 |
59 | 3876.7 | 3527.77040508155 | 348.929594918446 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.394914189447886 | 0.789828378895772 | 0.605085810552114 |
17 | 0.315694571237868 | 0.631389142475737 | 0.684305428762132 |
18 | 0.354348853230789 | 0.708697706461578 | 0.645651146769211 |
19 | 0.280402483836056 | 0.560804967672111 | 0.719597516163945 |
20 | 0.198444691177214 | 0.396889382354428 | 0.801555308822786 |
21 | 0.153626273295907 | 0.307252546591814 | 0.846373726704093 |
22 | 0.0964382856308519 | 0.192876571261704 | 0.903561714369148 |
23 | 0.0647887910042704 | 0.129577582008541 | 0.93521120899573 |
24 | 0.0508285286549909 | 0.101657057309982 | 0.94917147134501 |
25 | 0.125998888652215 | 0.25199777730443 | 0.874001111347785 |
26 | 0.269503909424671 | 0.539007818849343 | 0.730496090575329 |
27 | 0.419776189907538 | 0.839552379815076 | 0.580223810092462 |
28 | 0.416804905987843 | 0.833609811975687 | 0.583195094012157 |
29 | 0.361124770109245 | 0.72224954021849 | 0.638875229890755 |
30 | 0.307171201299231 | 0.614342402598462 | 0.692828798700769 |
31 | 0.255819155554662 | 0.511638311109324 | 0.744180844445338 |
32 | 0.202500580648401 | 0.405001161296802 | 0.797499419351599 |
33 | 0.208252898109441 | 0.416505796218881 | 0.79174710189056 |
34 | 0.236153742605195 | 0.47230748521039 | 0.763846257394805 |
35 | 0.194700395386427 | 0.389400790772854 | 0.805299604613573 |
36 | 0.164931974269464 | 0.329863948538928 | 0.835068025730536 |
37 | 0.188178746118705 | 0.37635749223741 | 0.811821253881295 |
38 | 0.163920027001946 | 0.327840054003893 | 0.836079972998054 |
39 | 0.284812093883867 | 0.569624187767734 | 0.715187906116133 |
40 | 0.303385741692022 | 0.606771483384045 | 0.696614258307978 |
41 | 0.277919478834613 | 0.555838957669226 | 0.722080521165387 |
42 | 0.279830382150297 | 0.559660764300595 | 0.720169617849703 |
43 | 0.324463160660145 | 0.64892632132029 | 0.675536839339855 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 0 | 0 | OK |
5% type I error level | 0 | 0 | OK |
10% type I error level | 0 | 0 | OK |