Multiple Linear Regression - Estimated Regression Equation |
Bouw[t] = + 6446.10011836946 -106.382518310276Wman[t] -1067.36064862766M1[t] -890.214420729451M2[t] -733.829941000222M3[t] -360.003055411703M4[t] -957.610267625952M5[t] -466.821633868461M6[t] -681.109503773026M7[t] -692.180324776207M8[t] -168.161747244211M9[t] -564.815519346008M10[t] -421.167430827846M11[t] -17.4227315602574t + 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) | 6446.10011836946 | 1075.718021 | 5.9924 | 0 | 0 |
Wman | -106.382518310276 | 132.146573 | -0.805 | 0.424942 | 0.212471 |
M1 | -1067.36064862766 | 359.628835 | -2.968 | 0.004746 | 0.002373 |
M2 | -890.214420729451 | 362.268806 | -2.4573 | 0.017827 | 0.008914 |
M3 | -733.829941000222 | 363.753797 | -2.0174 | 0.049512 | 0.024756 |
M4 | -360.003055411703 | 358.581873 | -1.004 | 0.320648 | 0.160324 |
M5 | -957.610267625952 | 356.157477 | -2.6887 | 0.009956 | 0.004978 |
M6 | -466.821633868461 | 356.696624 | -1.3087 | 0.197125 | 0.098562 |
M7 | -681.109503773026 | 355.899972 | -1.9138 | 0.061884 | 0.030942 |
M8 | -692.180324776207 | 355.223747 | -1.9486 | 0.057461 | 0.028731 |
M9 | -168.161747244211 | 355.935043 | -0.4725 | 0.638839 | 0.31942 |
M10 | -564.815519346008 | 358.334909 | -1.5762 | 0.121828 | 0.060914 |
M11 | -421.167430827846 | 354.848398 | -1.1869 | 0.241363 | 0.120681 |
t | -17.4227315602574 | 4.819443 | -3.6151 | 0.000742 | 0.000371 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.611003276177982 |
R-squared | 0.373325003500227 |
Adjusted R-squared | 0.196221200141595 |
F-TEST (value) | 2.10794458628453 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 46 |
p-value | 0.0320159092689808 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 561.003319836701 |
Sum Squared Residuals | 14477337.3439188 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 3922 | 4499.61833986833 | -577.618339868325 |
2 | 3759 | 4701.89484353037 | -942.89484353037 |
3 | 4138 | 4862.1330953614 | -724.133095361397 |
4 | 4634 | 5207.89899755863 | -573.89899755863 |
5 | 3996 | 4571.59255012207 | -575.592550122068 |
6 | 4308 | 5044.9584523193 | -736.958452319301 |
7 | 4143 | 4813.24785085448 | -670.247850854479 |
8 | 4429 | 4816.66905378412 | -387.669053784123 |
9 | 5219 | 5323.26489975586 | -104.264899755863 |
10 | 4929 | 4951.74140341792 | -22.7414034179176 |
11 | 5755 | 5035.41375305171 | 719.586246948289 |
12 | 5592 | 5439.1584523193 | 152.841547680700 |
13 | 4163 | 4343.73682030036 | -180.736820300360 |
14 | 4962 | 4492.82206480728 | 469.177935192721 |
15 | 5208 | 4631.78381297625 | 576.216187023748 |
16 | 4755 | 4966.91146334246 | -211.911463342458 |
17 | 4491 | 4330.60501590590 | 160.394984094104 |
18 | 5732 | 4793.3326662721 | 938.6673337279 |
19 | 5731 | 4561.62206480728 | 1169.37793519272 |
20 | 5040 | 4533.12851224384 | 506.871487756159 |
21 | 6102 | 5071.63911370866 | 1030.36088629134 |
22 | 4904 | 4721.39212103277 | 182.607878967227 |
23 | 5369 | 4890.17048531479 | 478.829514685211 |
24 | 5578 | 5325.82994007546 | 252.170059924540 |
25 | 4619 | 4230.40830805652 | 388.591691943481 |
26 | 4731 | 4368.85530073241 | 362.144699267589 |
27 | 5011 | 4497.17879707036 | 513.821202929645 |
28 | 5299 | 4842.94469926759 | 456.055300732411 |
29 | 4146 | 4217.27650366205 | -71.2765036620552 |
30 | 4625 | 4701.28065769032 | -76.2806576903159 |
31 | 4736 | 4490.84655988755 | 245.153440112451 |
32 | 4219 | 4451.71475549308 | -232.714755493083 |
33 | 5116 | 4979.58710512688 | 136.412894873123 |
34 | 4205 | 4608.06360878893 | -403.063608788932 |
35 | 4121 | 4702.37421025375 | -581.374210253755 |
36 | 5103 | 5116.75716135237 | -13.7571613523704 |
37 | 4300 | 4053.25028482651 | 246.749715173488 |
38 | 4578 | 4223.61203299549 | 354.387967004513 |
39 | 3809 | 4373.21203299549 | -564.212032995487 |
40 | 5526 | 4697.70143153067 | 828.298568469335 |
41 | 4247 | 4050.75673226308 | 196.243267736924 |
42 | 3830 | 4524.12263446031 | -694.122634460309 |
43 | 4394 | 4334.96504031960 | 59.0349596804023 |
44 | 4826 | 4338.38624324924 | 487.613756750759 |
45 | 4409 | 4876.89684471406 | -467.896844714064 |
46 | 4569 | 4430.90558555893 | 138.094414441074 |
47 | 4106 | 4440.11017237553 | -334.110172375528 |
48 | 4794 | 4833.21661981209 | -39.2166198120883 |
49 | 3914 | 3790.98624694829 | 123.013753051715 |
50 | 3793 | 4035.81575793445 | -242.815757934454 |
51 | 4405 | 4206.69226159651 | 198.307738403492 |
52 | 4022 | 4520.54340830066 | -498.543408300659 |
53 | 4100 | 3809.76919804690 | 290.230801953095 |
54 | 4788 | 4219.30558925797 | 568.694410742028 |
55 | 3163 | 3966.31848413109 | -803.318484131095 |
56 | 3585 | 3959.10143522971 | -374.101435229711 |
57 | 3903 | 4497.61203669453 | -594.612036694534 |
58 | 4178 | 4072.89728120145 | 105.102718798549 |
59 | 3863 | 4145.93137900422 | -282.931379004218 |
60 | 4187 | 4539.03782644078 | -352.037826440778 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.509330383506595 | 0.98133923298681 | 0.490669616493405 |
18 | 0.492421599358276 | 0.984843198716551 | 0.507578400641724 |
19 | 0.49857629001267 | 0.99715258002534 | 0.50142370998733 |
20 | 0.459684358441068 | 0.919368716882137 | 0.540315641558932 |
21 | 0.404790520728304 | 0.809581041456608 | 0.595209479271696 |
22 | 0.466034488856163 | 0.932068977712326 | 0.533965511143837 |
23 | 0.466096846086062 | 0.932193692172124 | 0.533903153913938 |
24 | 0.365536823875465 | 0.73107364775093 | 0.634463176124535 |
25 | 0.318644103629915 | 0.63728820725983 | 0.681355896370085 |
26 | 0.230932582230031 | 0.461865164460062 | 0.769067417769969 |
27 | 0.191542035113332 | 0.383084070226663 | 0.808457964886668 |
28 | 0.134456492112266 | 0.268912984224531 | 0.865543507887734 |
29 | 0.128441918945668 | 0.256883837891336 | 0.871558081054332 |
30 | 0.128243008769058 | 0.256486017538117 | 0.871756991230942 |
31 | 0.102666090666917 | 0.205332181333834 | 0.897333909333083 |
32 | 0.110696567802516 | 0.221393135605032 | 0.889303432197484 |
33 | 0.128036308522617 | 0.256072617045234 | 0.871963691477383 |
34 | 0.162904001739144 | 0.325808003478289 | 0.837095998260856 |
35 | 0.410498777757035 | 0.820997555514071 | 0.589501222242965 |
36 | 0.349971679916673 | 0.699943359833346 | 0.650028320083327 |
37 | 0.257710173866978 | 0.515420347733955 | 0.742289826133022 |
38 | 0.206482092652334 | 0.412964185304669 | 0.793517907347666 |
39 | 0.24776663458995 | 0.4955332691799 | 0.75223336541005 |
40 | 0.537454775466213 | 0.925090449067573 | 0.462545224533787 |
41 | 0.466647794782001 | 0.933295589564001 | 0.533352205217999 |
42 | 0.856966342201411 | 0.286067315597178 | 0.143033657798589 |
43 | 0.817625696988386 | 0.364748606023229 | 0.182374303011614 |
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 |