Multiple Linear Regression - Estimated Regression Equation |
Twijfel[t] = + 7.28456727859203 + 0.247876363312639Zorgen[t] -0.106836322758769VerOud[t] + 0.148172353972168KritOud[t] -0.191083348051682PersStand[t] + 0.113319775964761Org[t] + 0.00141604344161365t + 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) | 7.28456727859203 | 1.697185 | 4.2921 | 3.1e-05 | 1.6e-05 |
Zorgen | 0.247876363312639 | 0.040274 | 6.1547 | 0 | 0 |
VerOud | -0.106836322758769 | 0.074214 | -1.4396 | 0.152043 | 0.076022 |
KritOud | 0.148172353972168 | 0.093171 | 1.5903 | 0.11384 | 0.05692 |
PersStand | -0.191083348051682 | 0.05704 | -3.35 | 0.001019 | 0.00051 |
Org | 0.113319775964761 | 0.057918 | 1.9566 | 0.052231 | 0.026115 |
t | 0.00141604344161365 | 0.004447 | 0.3184 | 0.750623 | 0.375311 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.489953106743654 |
R-squared | 0.240054046807758 |
Adjusted R-squared | 0.210056180234380 |
F-TEST (value) | 8.00237064261089 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 152 |
p-value | 1.63423508947602e-07 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.48907037510704 |
Sum Squared Residuals | 941.711642499795 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 14 | 12.1981985606998 | 1.80180143930024 |
2 | 11 | 11.7511041666546 | -0.751104166654634 |
3 | 6 | 7.97236888767856 | -1.97236888767856 |
4 | 12 | 10.8447928303832 | 1.15520716961683 |
5 | 8 | 9.75417943426532 | -1.75417943426532 |
6 | 10 | 10.0966958027849 | -0.0966958027849393 |
7 | 10 | 9.72540741230528 | 0.274592587694715 |
8 | 11 | 9.70141207254584 | 1.29858792745416 |
9 | 16 | 10.7588749682401 | 5.24112503175986 |
10 | 11 | 9.9812042612979 | 1.01879573870210 |
11 | 13 | 12.3727508518560 | 0.627249148143973 |
12 | 12 | 12.9193654292357 | -0.919365429235675 |
13 | 8 | 12.9374410393484 | -4.93744103934843 |
14 | 12 | 10.5256451012363 | 1.47435489876373 |
15 | 11 | 9.13225072737275 | 1.86774927262725 |
16 | 4 | 7.28558823753454 | -3.28558823753454 |
17 | 9 | 10.9486297897437 | -1.94862978974368 |
18 | 8 | 9.72305123051512 | -1.72305123051512 |
19 | 8 | 10.0058293271588 | -2.00582932715883 |
20 | 14 | 12.6822123310174 | 1.31778766898258 |
21 | 15 | 12.1501159257815 | 2.84988407421849 |
22 | 16 | 13.7040038811832 | 2.29599611881684 |
23 | 9 | 11.702203672608 | -2.702203672608 |
24 | 14 | 14.2865897703314 | -0.286589770331441 |
25 | 11 | 11.3910853149831 | -0.391085314983056 |
26 | 8 | 9.34317018340976 | -1.34317018340976 |
27 | 9 | 9.50940792208206 | -0.509407922082058 |
28 | 9 | 11.5633901245804 | -2.56339012458045 |
29 | 9 | 10.4234370468352 | -1.42343704683522 |
30 | 9 | 9.4436298761768 | -0.443629876176804 |
31 | 10 | 11.7141943654755 | -1.71419436547548 |
32 | 16 | 11.7260011792470 | 4.27399882075298 |
33 | 11 | 9.0922289923638 | 1.90777100763619 |
34 | 8 | 10.0031197045880 | -2.00311970458801 |
35 | 9 | 8.66799226818173 | 0.332007731818266 |
36 | 16 | 12.5999927690837 | 3.40000723091634 |
37 | 11 | 12.5870894200305 | -1.58708942003055 |
38 | 16 | 9.2642137035394 | 6.7357862964606 |
39 | 12 | 12.2695523626052 | -0.269552362605226 |
40 | 12 | 10.3582264574632 | 1.64177354253678 |
41 | 14 | 12.5211355554276 | 1.47886444457235 |
42 | 9 | 10.4644349090421 | -1.46443490904205 |
43 | 10 | 10.6413349952821 | -0.64133499528211 |
44 | 9 | 8.42152311795587 | 0.578476882044125 |
45 | 10 | 10.0610199017528 | -0.0610199017528414 |
46 | 12 | 10.0893574461121 | 1.91064255388790 |
47 | 14 | 11.5748379659235 | 2.42516203407645 |
48 | 14 | 12.0649720576111 | 1.93502794238891 |
49 | 10 | 12.2749820478672 | -2.27498204786719 |
50 | 14 | 9.88014639173744 | 4.11985360826256 |
51 | 16 | 12.1848363603033 | 3.81516363969666 |
52 | 9 | 10.4302433499245 | -1.43024334992449 |
53 | 10 | 11.5717745719021 | -1.57177457190211 |
54 | 6 | 8.98621129487519 | -2.98621129487519 |
55 | 8 | 11.2362582516123 | -3.23625825161234 |
56 | 13 | 12.4122672658608 | 0.587732734139183 |
57 | 10 | 10.8133716080190 | -0.813371608018989 |
58 | 8 | 8.88095629771509 | -0.880956297715092 |
59 | 7 | 9.15658542785248 | -2.15658542785248 |
60 | 15 | 9.77425515009176 | 5.22574484990824 |
61 | 9 | 9.88335346336826 | -0.883353463368259 |
62 | 10 | 10.2116017994204 | -0.211601799420394 |
63 | 12 | 10.2118802513092 | 1.78811974869083 |
64 | 13 | 10.4495034720761 | 2.55049652792395 |
65 | 10 | 8.39680718914522 | 1.60319281085478 |
66 | 11 | 11.8217850361777 | -0.82178503617766 |
67 | 8 | 13.5896296993201 | -5.58962969932009 |
68 | 9 | 9.1074806693398 | -0.107480669339806 |
69 | 13 | 8.6362432282595 | 4.3637567717405 |
70 | 11 | 10.4073075650156 | 0.592692434984383 |
71 | 8 | 12.7521832505915 | -4.75218325059153 |
72 | 9 | 10.7654574204088 | -1.76545742040878 |
73 | 9 | 12.3422994712653 | -3.34229947126534 |
74 | 15 | 12.4960489553748 | 2.50395104462521 |
75 | 9 | 11.1779559631201 | -2.17795596312011 |
76 | 10 | 11.5547342292438 | -1.55473422924381 |
77 | 14 | 8.9364013646633 | 5.0635986353367 |
78 | 12 | 10.9541059297473 | 1.04589407025269 |
79 | 12 | 11.1144577153987 | 0.885542284601323 |
80 | 11 | 11.5545022245767 | -0.55450222457671 |
81 | 14 | 11.4758247471676 | 2.52417525283239 |
82 | 6 | 11.5705339200679 | -5.57053392006792 |
83 | 12 | 11.2664606079675 | 0.733539392032494 |
84 | 8 | 10.0759754913839 | -2.07597549138394 |
85 | 14 | 12.4213088531772 | 1.57869114682285 |
86 | 11 | 10.8375836199217 | 0.162416380078289 |
87 | 10 | 9.93033648090274 | 0.0696635190972592 |
88 | 14 | 10.2425329758814 | 3.75746702411859 |
89 | 12 | 12.0499497829489 | -0.0499497829489087 |
90 | 10 | 11.0081310743587 | -1.00813107435873 |
91 | 14 | 13.0191406973377 | 0.980859302662273 |
92 | 5 | 9.01704146028203 | -4.01704146028203 |
93 | 11 | 10.5195539270071 | 0.480446072992858 |
94 | 10 | 10.2200064995915 | -0.220006499591453 |
95 | 9 | 11.4821499398239 | -2.48214993982391 |
96 | 10 | 11.4708272188406 | -1.47082721884057 |
97 | 16 | 13.7641775122808 | 2.23582248771919 |
98 | 13 | 12.8337334961195 | 0.166266503880472 |
99 | 9 | 10.8297921172816 | -1.82979211728157 |
100 | 10 | 11.3895337299450 | -1.38953372994498 |
101 | 10 | 10.9927210107971 | -0.99272101079714 |
102 | 7 | 9.503279092332 | -2.503279092332 |
103 | 9 | 9.83122988103862 | -0.831229881038616 |
104 | 8 | 10.2530737966269 | -2.25307379662691 |
105 | 14 | 12.9055387274718 | 1.09446127252820 |
106 | 14 | 11.6486189083262 | 2.35138109167375 |
107 | 8 | 11.0972667330982 | -3.09726673309825 |
108 | 9 | 11.5485970601368 | -2.54859706013678 |
109 | 14 | 11.8390577869792 | 2.16094221302082 |
110 | 14 | 10.7746935586969 | 3.22530644130308 |
111 | 8 | 9.8972202989823 | -1.89722029898230 |
112 | 8 | 13.7325637585563 | -5.73256375855635 |
113 | 8 | 10.9987479719796 | -2.99874797197956 |
114 | 7 | 8.58826640738003 | -1.58826640738003 |
115 | 6 | 7.51844260950576 | -1.51844260950576 |
116 | 8 | 9.4737640188872 | -1.47376401888721 |
117 | 6 | 8.33844977129384 | -2.33844977129384 |
118 | 11 | 9.9244745823182 | 1.07552541768180 |
119 | 14 | 11.8968328413453 | 2.10316715865474 |
120 | 11 | 11.1390921545270 | -0.139092154526987 |
121 | 11 | 12.0140262495521 | -1.01402624955210 |
122 | 11 | 9.24746376810336 | 1.75253623189664 |
123 | 14 | 10.4222000318981 | 3.57779996810195 |
124 | 8 | 10.4376457404075 | -2.43764574040748 |
125 | 20 | 11.5561502936060 | 8.44384970639404 |
126 | 11 | 10.3832819014706 | 0.616718098529425 |
127 | 8 | 9.22271739968478 | -1.22271739968478 |
128 | 11 | 10.7938412086457 | 0.206158791354348 |
129 | 10 | 10.7004179553129 | -0.700417955312895 |
130 | 14 | 13.5235795465251 | 0.476420453474937 |
131 | 11 | 10.6181282742767 | 0.381871725723348 |
132 | 9 | 10.6632315109924 | -1.66323151099243 |
133 | 9 | 9.80385862205098 | -0.80385862205098 |
134 | 8 | 10.2383560060895 | -2.23835600608945 |
135 | 10 | 12.13350100981 | -2.13350100980999 |
136 | 13 | 10.7917997392074 | 2.20820026079259 |
137 | 13 | 10.1831499267616 | 2.81685007323836 |
138 | 12 | 9.3468415815043 | 2.65315841849570 |
139 | 8 | 10.4537351200044 | -2.45373512000441 |
140 | 13 | 11.0762610641634 | 1.92373893583664 |
141 | 14 | 12.4841044424773 | 1.51589555752272 |
142 | 12 | 11.7527330227464 | 0.247266977253558 |
143 | 14 | 10.9559169940413 | 3.04408300595869 |
144 | 15 | 11.3938129883682 | 3.60618701163180 |
145 | 13 | 10.6070936800223 | 2.39290631997775 |
146 | 16 | 11.9539829563795 | 4.04601704362046 |
147 | 9 | 12.0702186680899 | -3.07021866808989 |
148 | 9 | 10.5673211118722 | -1.56732111187224 |
149 | 9 | 11.0754184840640 | -2.07541848406404 |
150 | 8 | 11.3809973670726 | -3.38099736707262 |
151 | 7 | 10.1391367618125 | -3.13913676181253 |
152 | 16 | 12.0500159920221 | 3.94998400797787 |
153 | 11 | 13.4590238403895 | -2.45902384038951 |
154 | 9 | 10.078497265284 | -1.078497265284 |
155 | 11 | 9.93149059081258 | 1.06850940918742 |
156 | 9 | 9.96866184204565 | -0.968661842045649 |
157 | 14 | 12.5912778230240 | 1.40872217697596 |
158 | 13 | 11.1299622476729 | 1.87003775232708 |
159 | 16 | 14.5527315820551 | 1.44726841794489 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.347422791072967 | 0.694845582145934 | 0.652577208927033 |
11 | 0.465041872361142 | 0.930083744722283 | 0.534958127638858 |
12 | 0.346495884723839 | 0.692991769447679 | 0.653504115276161 |
13 | 0.824763500488143 | 0.350472999023714 | 0.175236499511857 |
14 | 0.763354260090481 | 0.473291479819038 | 0.236645739909519 |
15 | 0.718744309474746 | 0.562511381050507 | 0.281255690525254 |
16 | 0.708150237717604 | 0.583699524564792 | 0.291849762282396 |
17 | 0.627597296515271 | 0.744805406969458 | 0.372402703484729 |
18 | 0.60762898183664 | 0.784742036326721 | 0.392371018163361 |
19 | 0.527654175358379 | 0.944691649283241 | 0.472345824641621 |
20 | 0.603166637349695 | 0.79366672530061 | 0.396833362650305 |
21 | 0.645419942939278 | 0.709160114121444 | 0.354580057060722 |
22 | 0.615939756294849 | 0.768120487410302 | 0.384060243705151 |
23 | 0.602276298133152 | 0.795447403733696 | 0.397723701866848 |
24 | 0.539311343789138 | 0.921377312421723 | 0.460688656210862 |
25 | 0.469216085532377 | 0.938432171064754 | 0.530783914467623 |
26 | 0.40152750166815 | 0.8030550033363 | 0.59847249833185 |
27 | 0.337268442473763 | 0.674536884947527 | 0.662731557526237 |
28 | 0.307244107150903 | 0.614488214301806 | 0.692755892849097 |
29 | 0.253129386908026 | 0.506258773816053 | 0.746870613091974 |
30 | 0.208754774148877 | 0.417509548297755 | 0.791245225851123 |
31 | 0.172485114148519 | 0.344970228297038 | 0.827514885851481 |
32 | 0.283646954044087 | 0.567293908088173 | 0.716353045955913 |
33 | 0.260965529500715 | 0.521931059001429 | 0.739034470499286 |
34 | 0.245875295479550 | 0.491750590959101 | 0.75412470452045 |
35 | 0.203782546742186 | 0.407565093484372 | 0.796217453257814 |
36 | 0.236741271399709 | 0.473482542799419 | 0.763258728600291 |
37 | 0.226864980606658 | 0.453729961213316 | 0.773135019393342 |
38 | 0.622454999031607 | 0.755090001936786 | 0.377545000968393 |
39 | 0.572585885382941 | 0.854828229234118 | 0.427414114617059 |
40 | 0.53279055288848 | 0.93441889422304 | 0.46720944711152 |
41 | 0.488404341259092 | 0.976808682518183 | 0.511595658740908 |
42 | 0.464353158177256 | 0.928706316354511 | 0.535646841822744 |
43 | 0.421950903327067 | 0.843901806654135 | 0.578049096672933 |
44 | 0.370677273648956 | 0.741354547297911 | 0.629322726351044 |
45 | 0.321173805064289 | 0.642347610128577 | 0.678826194935712 |
46 | 0.293700682184349 | 0.587401364368699 | 0.706299317815651 |
47 | 0.274735888909326 | 0.549471777818652 | 0.725264111090674 |
48 | 0.248703826667464 | 0.497407653334928 | 0.751296173332536 |
49 | 0.262400120042446 | 0.524800240084892 | 0.737599879957554 |
50 | 0.318058927221605 | 0.636117854443209 | 0.681941072778395 |
51 | 0.354276298514595 | 0.70855259702919 | 0.645723701485405 |
52 | 0.343450108094828 | 0.686900216189656 | 0.656549891905172 |
53 | 0.329578392359388 | 0.659156784718775 | 0.670421607640612 |
54 | 0.357196996842139 | 0.714393993684278 | 0.642803003157861 |
55 | 0.377281299813075 | 0.754562599626149 | 0.622718700186925 |
56 | 0.33309578046658 | 0.66619156093316 | 0.66690421953342 |
57 | 0.293836699820083 | 0.587673399640165 | 0.706163300179917 |
58 | 0.256772929702072 | 0.513545859404144 | 0.743227070297928 |
59 | 0.241500743747312 | 0.483001487494623 | 0.758499256252688 |
60 | 0.389632517162628 | 0.779265034325257 | 0.610367482837372 |
61 | 0.346380163860732 | 0.692760327721463 | 0.653619836139268 |
62 | 0.304515135660015 | 0.609030271320031 | 0.695484864339985 |
63 | 0.283713788924071 | 0.567427577848142 | 0.716286211075929 |
64 | 0.293322515690081 | 0.586645031380161 | 0.70667748430992 |
65 | 0.268656534924105 | 0.53731306984821 | 0.731343465075895 |
66 | 0.237316280441396 | 0.474632560882791 | 0.762683719558604 |
67 | 0.420683729416001 | 0.841367458832003 | 0.579316270583999 |
68 | 0.375232450563049 | 0.750464901126098 | 0.624767549436951 |
69 | 0.472991813953995 | 0.94598362790799 | 0.527008186046005 |
70 | 0.430997600320869 | 0.861995200641738 | 0.569002399679131 |
71 | 0.549600984681515 | 0.90079803063697 | 0.450399015318485 |
72 | 0.522549725628376 | 0.954900548743248 | 0.477450274371624 |
73 | 0.546092264407328 | 0.907815471185344 | 0.453907735592672 |
74 | 0.554439826195076 | 0.891120347609848 | 0.445560173804924 |
75 | 0.536062212806981 | 0.927875574386038 | 0.463937787193019 |
76 | 0.502930770526699 | 0.994138458946602 | 0.497069229473301 |
77 | 0.667100569889284 | 0.665798860221431 | 0.332899430110716 |
78 | 0.636120975879089 | 0.727758048241822 | 0.363879024120911 |
79 | 0.600095752996245 | 0.79980849400751 | 0.399904247003755 |
80 | 0.554795417000603 | 0.890409165998793 | 0.445204582999397 |
81 | 0.564703287448629 | 0.870593425102742 | 0.435296712551371 |
82 | 0.719496806813411 | 0.561006386373178 | 0.280503193186589 |
83 | 0.685993833657444 | 0.628012332685113 | 0.314006166342556 |
84 | 0.663091280054384 | 0.673817439891231 | 0.336908719945616 |
85 | 0.640261757803718 | 0.719476484392564 | 0.359738242196282 |
86 | 0.599769561197095 | 0.80046087760581 | 0.400230438802905 |
87 | 0.556792418080184 | 0.886415163839631 | 0.443207581919816 |
88 | 0.643990001517281 | 0.712019996965437 | 0.356009998482719 |
89 | 0.599323784913762 | 0.801352430172476 | 0.400676215086238 |
90 | 0.557347941379364 | 0.885304117241272 | 0.442652058620636 |
91 | 0.52409170982396 | 0.95181658035208 | 0.47590829017604 |
92 | 0.568690576851452 | 0.862618846297097 | 0.431309423148548 |
93 | 0.531795352860464 | 0.936409294279073 | 0.468204647139537 |
94 | 0.487758435786491 | 0.975516871572982 | 0.512241564213509 |
95 | 0.470415441779975 | 0.940830883559951 | 0.529584558220024 |
96 | 0.428997611948209 | 0.857995223896418 | 0.571002388051791 |
97 | 0.429175251009558 | 0.858350502019117 | 0.570824748990442 |
98 | 0.384951293972488 | 0.769902587944975 | 0.615048706027512 |
99 | 0.351427769012601 | 0.702855538025202 | 0.648572230987399 |
100 | 0.31259722908763 | 0.62519445817526 | 0.68740277091237 |
101 | 0.271954782992968 | 0.543909565985936 | 0.728045217007032 |
102 | 0.253815637205803 | 0.507631274411607 | 0.746184362794197 |
103 | 0.216229941209856 | 0.432459882419712 | 0.783770058790144 |
104 | 0.196794686286367 | 0.393589372572734 | 0.803205313713633 |
105 | 0.172795891011543 | 0.345591782023087 | 0.827204108988457 |
106 | 0.180614394305868 | 0.361228788611736 | 0.819385605694132 |
107 | 0.181112308474927 | 0.362224616949854 | 0.818887691525073 |
108 | 0.174047285739055 | 0.34809457147811 | 0.825952714260945 |
109 | 0.171234747955927 | 0.342469495911855 | 0.828765252044073 |
110 | 0.216696832843942 | 0.433393665687885 | 0.783303167156058 |
111 | 0.187801050813564 | 0.375602101627128 | 0.812198949186436 |
112 | 0.372995938390879 | 0.745991876781759 | 0.62700406160912 |
113 | 0.435238415283698 | 0.870476830567397 | 0.564761584716302 |
114 | 0.404244467365098 | 0.808488934730197 | 0.595755532634902 |
115 | 0.398446967554107 | 0.796893935108215 | 0.601553032445893 |
116 | 0.357669114568711 | 0.715338229137422 | 0.642330885431289 |
117 | 0.360939665071490 | 0.721879330142979 | 0.63906033492851 |
118 | 0.318232055027942 | 0.636464110055884 | 0.681767944972058 |
119 | 0.288946862886554 | 0.577893725773109 | 0.711053137113446 |
120 | 0.243442507634524 | 0.486885015269048 | 0.756557492365476 |
121 | 0.229367516485238 | 0.458735032970476 | 0.770632483514762 |
122 | 0.206018284049764 | 0.412036568099528 | 0.793981715950236 |
123 | 0.210554273751277 | 0.421108547502555 | 0.789445726248722 |
124 | 0.228042572649675 | 0.45608514529935 | 0.771957427350325 |
125 | 0.759383385644503 | 0.481233228710993 | 0.240616614355497 |
126 | 0.719767488508598 | 0.560465022982804 | 0.280232511491402 |
127 | 0.667858760188057 | 0.664282479623885 | 0.332141239811943 |
128 | 0.607909482311448 | 0.784181035377103 | 0.392090517688552 |
129 | 0.545356821886809 | 0.909286356226382 | 0.454643178113191 |
130 | 0.482711159143575 | 0.96542231828715 | 0.517288840856425 |
131 | 0.427479618508462 | 0.854959237016923 | 0.572520381491538 |
132 | 0.374550231740534 | 0.749100463481069 | 0.625449768259466 |
133 | 0.314915845176699 | 0.629831690353398 | 0.685084154823301 |
134 | 0.283249568823146 | 0.566499137646292 | 0.716750431176854 |
135 | 0.285747013310789 | 0.571494026621577 | 0.714252986689211 |
136 | 0.241391632009783 | 0.482783264019566 | 0.758608367990217 |
137 | 0.250219105481734 | 0.500438210963467 | 0.749780894518266 |
138 | 0.257509634397614 | 0.515019268795228 | 0.742490365602386 |
139 | 0.287491053870267 | 0.574982107740534 | 0.712508946129733 |
140 | 0.227100084665721 | 0.454200169331442 | 0.772899915334279 |
141 | 0.173073945472057 | 0.346147890944114 | 0.826926054527943 |
142 | 0.131854645128240 | 0.263709290256480 | 0.86814535487176 |
143 | 0.137043520783235 | 0.27408704156647 | 0.862956479216765 |
144 | 0.127500947505422 | 0.255001895010845 | 0.872499052494577 |
145 | 0.144170433053289 | 0.288340866106577 | 0.855829566946711 |
146 | 0.415726473492409 | 0.831452946984817 | 0.584273526507591 |
147 | 0.305219608063006 | 0.610439216126011 | 0.694780391936994 |
148 | 0.211738084905967 | 0.423476169811933 | 0.788261915094033 |
149 | 0.123447710862182 | 0.246895421724363 | 0.876552289137818 |
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 |