Multiple Linear Regression - Estimated Regression Equation
Werkl_Vrouwen[t] = + 7.38673263298069 + 0.4196382333358Werkl_Mannen[t] -0.10258803728638M1[t] -0.422645927350743M2[t] -0.724667640748687M3[t] -0.680973588814086M4[t] -0.607636124879781M5[t] -0.6419782496116M6[t] -0.77239272767626M7[t] -0.937628911740772M8[t] -1.08929403713842M9[t] -0.949351927202781M10[t] -0.252799992601909M11[t] -0.0360144632684767t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)7.386732632980690.8822238.372900
Werkl_Mannen0.41963823333580.1083773.8720.0003390.00017
M1-0.102588037286380.294941-0.34780.7295570.364779
M2-0.4226459273507430.297106-1.42250.1616150.080807
M3-0.7246676407486870.298324-2.42910.01910.00955
M4-0.6809735888140860.294082-2.31560.0250930.012546
M5-0.6076361248797810.292094-2.08030.0430980.021549
M6-0.64197824961160.292536-2.19450.0332850.016642
M7-0.772392727676260.291882-2.64620.0111040.005552
M8-0.9376289117407720.291328-3.21850.0023640.001182
M9-1.089294037138420.291911-3.73160.0005220.000261
M10-0.9493519272027810.293879-3.23040.0022850.001143
M11-0.2527999926019090.29102-0.86870.3895380.194769
t-0.03601446326847670.003953-9.111700


Multiple Linear Regression - Regression Statistics
Multiple R0.904201859845491
R-squared0.817581003348045
Adjusted R-squared0.766027808642058
F-TEST (value)15.8589784398578
F-TEST (DF numerator)13
F-TEST (DF denominator)46
p-value7.72271135929259e-13
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.460092760998810
Sum Squared Residuals9.73752604128135


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
110.910.64719982244580.252800177554192
21010.1232721757786-0.123272175778647
39.29.70130835244507-0.50130835244507
49.29.75095176444477-0.550951764444773
59.59.87220241177776-0.372202411777762
69.69.80184582377747-0.201845823777466
79.59.63541688244433-0.135416882444329
89.19.3082747651106-0.208274765110602
98.99.12059517644448-0.220595176444477
1099.05666752977732-0.0566675297773168
1110.19.885060294444030.214939705555966
1210.310.10184582377750.198154176222535
1310.210.00520714655620.19479285344381
149.69.69109861655693-0.0910986165569288
159.29.3530624398905-0.153062439890509
169.39.4446696752238-0.144669675223792
179.49.56592032255678-0.16592032255678
189.49.53752755789006-0.137527557890064
199.29.37109861655693-0.171098616556928
2099.16984796922394-0.169847969223940
2198.856276910557080.143723089442923
2298.708421617222760.291578382777243
239.89.201103795220830.598896204779168
24109.291997854553530.708002145446474
259.89.195359177332250.604640822667752
269.38.923214470666570.376785529333432
2798.627142117333730.372857882666272
2898.676785529333430.323214470666568
299.18.756072353332840.343927646667159
309.18.643751941998960.456248058001036
319.18.393395353998670.706604646001332
329.28.234108529999260.96589147000074
338.87.962501294665980.837498705334024
348.37.898573647998820.401426352001184
358.48.68500258933195-0.285002589331952
368.18.8598242953318-0.759824295331805
377.78.63729414810979-0.937294148109789
387.98.23925797144337-0.339257971443368
397.97.859257971443370.0407420285566328
4087.992829030110230.00717096988976843
417.98.1560435007768-0.256043500776799
427.68.0856869127765-0.485686912776504
437.17.75140267810905-0.651402678109048
446.87.42426056077532-0.62426056077532
456.57.11068950210846-0.610689502108456
466.97.34050861877636-0.440508618776356
478.28.46264814677813-0.262648146778132
488.78.72139749944514-0.0213974994451436
498.38.41493970555597-0.114939705555966
507.97.723156765554490.176843234445513
517.57.259229118887330.240770881112673
527.87.434764000887770.365235999112229
538.37.849761411555820.450238588444182
548.48.0311877635570.368812236442998
558.27.948686468891030.251313531108973
567.77.663508174890880.0364918251091230
577.27.34993711622401-0.149937116224014
587.37.49582858622475-0.195828586224754
598.18.36618517422505-0.26618517422505
608.58.62493452689206-0.124934526892061


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
170.007302366315936190.01460473263187240.992697633684064
180.005581965646980790.01116393129396160.99441803435302
190.004210795825552470.008421591651104950.995789204174448
200.002162261294547620.004324522589095230.997837738705452
210.001235791628059740.002471583256119480.99876420837194
220.00057525707581670.00115051415163340.999424742924183
230.0003631860875162100.0007263721750324190.999636813912484
240.0002929051580095090.0005858103160190170.99970709484199
250.0001546512264204980.0003093024528409960.99984534877358
264.75697262196118e-059.51394524392236e-050.99995243027378
275.93322587777853e-050.0001186645175555710.999940667741222
284.95175949780294e-059.90351899560588e-050.999950482405022
291.99749660869559e-053.99499321739117e-050.999980025033913
306.26152881613905e-061.25230576322781e-050.999993738471184
317.78773661908973e-061.55754732381795e-050.99999221226338
320.0002521291754342480.0005042583508684970.999747870824566
330.001858765868309690.003717531736619380.99814123413169
340.05572313487101240.1114462697420250.944276865128988
350.709499055296250.58100188940750.29050094470375
360.9341437294087940.1317125411824120.0658562705912062
370.9850894868884410.02982102622311740.0149105131115587
380.9759834009527650.04803319809447040.0240165990472352
390.9494330761787720.1011338476424560.0505669238212278
400.8999780581929270.2000438836141460.100021941807073
410.9028255302401470.1943489395197060.0971744697598529
420.9772953205844940.04540935883101140.0227046794155057
430.9926809028024530.0146381943950950.0073190971975475


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level150.555555555555556NOK
5% type I error level210.777777777777778NOK
10% type I error level210.777777777777778NOK