Multiple Linear Regression - Estimated Regression Equation |
KansOverwinning[t] = + 3.27412322335457 -0.0365847634432943GeboekteOverwinning[t] + 0.1417360817956Gevoel[t] + 0.406011472206854EigenGevoel[t] + 0.519932408798465Beste[t] -0.0971170265764618`2deBeste`[t] + 0.0512747686924238`3debeste`[t] -0.00292551178459613t + 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) | 3.27412322335457 | 2.265635 | 1.4451 | 0.152234 | 0.076117 |
GeboekteOverwinning | -0.0365847634432943 | 0.125769 | -0.2909 | 0.77187 | 0.385935 |
Gevoel | 0.1417360817956 | 0.093568 | 1.5148 | 0.133669 | 0.066834 |
EigenGevoel | 0.406011472206854 | 0.145403 | 2.7923 | 0.00651 | 0.003255 |
Beste | 0.519932408798465 | 0.248454 | 2.0927 | 0.039471 | 0.019735 |
`2deBeste` | -0.0971170265764618 | 0.055824 | -1.7397 | 0.085662 | 0.042831 |
`3debeste` | 0.0512747686924238 | 0.073659 | 0.6961 | 0.488326 | 0.244163 |
t | -0.00292551178459613 | 0.009271 | -0.3156 | 0.753145 | 0.376573 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.641706523426841 |
R-squared | 0.411787262208563 |
Adjusted R-squared | 0.361573979714172 |
F-TEST (value) | 8.2007636575952 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 82 |
p-value | 1.5149123733238e-07 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.26284766532345 |
Sum Squared Residuals | 419.879323629701 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 13 | 11.4344782654939 | 1.56552173450609 |
2 | 12 | 11.6117435860919 | 0.388256413908108 |
3 | 15 | 14.5804659348709 | 0.419534065129145 |
4 | 12 | 11.6070122134973 | 0.39298778650271 |
5 | 10 | 9.68539788734687 | 0.314602112653129 |
6 | 12 | 9.37845223920293 | 2.62154776079707 |
7 | 15 | 16.478508558673 | -1.47850855867301 |
8 | 9 | 10.7899929449438 | -1.78999294494379 |
9 | 12 | 12.1902337841296 | -0.190233784129594 |
10 | 11 | 9.19702857972166 | 1.80297142027835 |
11 | 11 | 13.5750115435071 | -2.57501154350706 |
12 | 11 | 12.5100857565302 | -1.51008575653019 |
13 | 15 | 11.9838556877398 | 3.01614431226024 |
14 | 7 | 11.0419188265824 | -4.04191882658238 |
15 | 11 | 11.8328964751244 | -0.83289647512438 |
16 | 11 | 10.7587099345288 | 0.241290065471165 |
17 | 10 | 11.9236210597652 | -1.92362105976521 |
18 | 14 | 15.0953285785478 | -1.09532857854785 |
19 | 10 | 9.46670457585284 | 0.533295424147158 |
20 | 6 | 10.1578883026548 | -4.15788830265483 |
21 | 11 | 9.18744363171176 | 1.81255636828824 |
22 | 15 | 14.5430636992812 | 0.456936300718764 |
23 | 11 | 10.4923900296275 | 0.507609970372465 |
24 | 12 | 10.4730240197456 | 1.52697598025438 |
25 | 14 | 12.908150001145 | 1.09184999885504 |
26 | 15 | 14.2545142906709 | 0.745485709329117 |
27 | 9 | 13.2134168235069 | -4.21341682350693 |
28 | 13 | 13.1381138604073 | -0.138113860407333 |
29 | 13 | 12.3964243955596 | 0.603575604440443 |
30 | 16 | 11.5643001148005 | 4.43569988519953 |
31 | 13 | 9.2147728290865 | 3.7852271709135 |
32 | 12 | 13.4819965570027 | -1.48199655700274 |
33 | 14 | 13.8348888672478 | 0.165111132752197 |
34 | 11 | 10.955732311615 | 0.0442676883850103 |
35 | 9 | 11.0077877172975 | -2.00778771729746 |
36 | 16 | 13.3915930499015 | 2.60840695009853 |
37 | 12 | 13.2273277278192 | -1.22732772781925 |
38 | 10 | 9.62556021523721 | 0.374439784762784 |
39 | 13 | 12.3277311536184 | 0.672268846381576 |
40 | 16 | 14.5109339585381 | 1.4890660414619 |
41 | 14 | 13.2390091311933 | 0.760990868806653 |
42 | 15 | 9.03059780710272 | 5.96940219289728 |
43 | 5 | 9.83904999621332 | -4.83904999621332 |
44 | 8 | 11.3903003132839 | -3.39030031328388 |
45 | 11 | 10.6248722665489 | 0.375127733451107 |
46 | 16 | 13.782144577988 | 2.21785542201202 |
47 | 17 | 13.3033124703103 | 3.69668752968974 |
48 | 9 | 8.5556838634802 | 0.444316136519805 |
49 | 9 | 10.6668604820787 | -1.66686048207868 |
50 | 13 | 13.5662382876034 | -0.56623828760341 |
51 | 10 | 10.4031458639492 | -0.40314586394919 |
52 | 6 | 12.3319916036467 | -6.33199160364673 |
53 | 12 | 12.6405973592364 | -0.640597359236439 |
54 | 8 | 11.4415672298019 | -3.44156722980189 |
55 | 14 | 11.8832782851977 | 2.11672171480234 |
56 | 12 | 12.1006908929036 | -0.100690892903634 |
57 | 11 | 10.9669513742175 | 0.0330486257825074 |
58 | 16 | 13.9089623271186 | 2.09103767288136 |
59 | 8 | 10.2861781046951 | -2.28617810469506 |
60 | 15 | 15.0826977204439 | -0.0826977204438767 |
61 | 7 | 9.93655482149613 | -2.93655482149613 |
62 | 16 | 13.7578517686567 | 2.24214823134325 |
63 | 14 | 13.2323570263298 | 0.76764297367022 |
64 | 16 | 13.2095755878777 | 2.79042441212227 |
65 | 9 | 10.4646714026967 | -1.4646714026967 |
66 | 14 | 11.8472726719347 | 2.15272732806526 |
67 | 11 | 12.9269919571766 | -1.92699195717657 |
68 | 13 | 11.588759016 | 1.41124098399997 |
69 | 15 | 12.4446805503391 | 2.55531944966089 |
70 | 5 | 6.25615700634952 | -1.25615700634952 |
71 | 15 | 12.3885690429397 | 2.61143095706027 |
72 | 13 | 12.5204038088792 | 0.479596191120832 |
73 | 11 | 12.5631878101519 | -1.5631878101519 |
74 | 11 | 14.0835827158939 | -3.08358271589387 |
75 | 12 | 12.4207007150317 | -0.420700715031715 |
76 | 12 | 12.5297376107104 | -0.529737610710368 |
77 | 12 | 10.9423947506076 | 1.05760524939237 |
78 | 12 | 12.4440907171751 | -0.444090717175073 |
79 | 14 | 11.221283473394 | 2.77871652660604 |
80 | 6 | 8.4369102527637 | -2.4369102527637 |
81 | 7 | 10.0270296233869 | -3.02702962338688 |
82 | 14 | 12.8245782082846 | 1.17542179171542 |
83 | 14 | 14.1710902523429 | -0.171090252342856 |
84 | 10 | 11.1674343292838 | -1.16743432928377 |
85 | 13 | 9.10937346647398 | 3.89062653352602 |
86 | 12 | 11.5301284744426 | 0.469871525557389 |
87 | 9 | 9.13569814246753 | -0.135698142467526 |
88 | 12 | 12.6994850854823 | -0.6994850854823 |
89 | 16 | 15.0720858932815 | 0.927914106718545 |
90 | 10 | 10.9547338725112 | -0.954733872511202 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
11 | 0.156374591914894 | 0.312749183829787 | 0.843625408085106 |
12 | 0.0685573732561652 | 0.13711474651233 | 0.931442626743835 |
13 | 0.406550948376171 | 0.813101896752343 | 0.593449051623829 |
14 | 0.564254273923506 | 0.871491452152988 | 0.435745726076494 |
15 | 0.514336455113925 | 0.97132708977215 | 0.485663544886075 |
16 | 0.445721255972059 | 0.891442511944119 | 0.55427874402794 |
17 | 0.349429578945434 | 0.698859157890867 | 0.650570421054566 |
18 | 0.293577101560414 | 0.587154203120827 | 0.706422898439586 |
19 | 0.221160929905704 | 0.442321859811407 | 0.778839070094296 |
20 | 0.230924634747928 | 0.461849269495855 | 0.769075365252072 |
21 | 0.305295653952431 | 0.610591307904862 | 0.694704346047569 |
22 | 0.353914254998002 | 0.707828509996004 | 0.646085745001998 |
23 | 0.299817749731959 | 0.599635499463919 | 0.700182250268041 |
24 | 0.267411276142569 | 0.534822552285138 | 0.732588723857431 |
25 | 0.263246155080048 | 0.526492310160097 | 0.736753844919952 |
26 | 0.223691759401384 | 0.447383518802768 | 0.776308240598616 |
27 | 0.298099228611195 | 0.596198457222389 | 0.701900771388805 |
28 | 0.23619945142481 | 0.47239890284962 | 0.76380054857519 |
29 | 0.209612207214978 | 0.419224414429956 | 0.790387792785022 |
30 | 0.316397762059645 | 0.63279552411929 | 0.683602237940355 |
31 | 0.379334179901461 | 0.758668359802923 | 0.620665820098539 |
32 | 0.333935048610155 | 0.66787009722031 | 0.666064951389845 |
33 | 0.279385764548984 | 0.558771529097967 | 0.720614235451016 |
34 | 0.237079353777879 | 0.474158707555758 | 0.762920646222121 |
35 | 0.272351372866039 | 0.544702745732078 | 0.727648627133961 |
36 | 0.298162801629551 | 0.596325603259102 | 0.701837198370449 |
37 | 0.26761517014548 | 0.535230340290961 | 0.73238482985452 |
38 | 0.216100413818087 | 0.432200827636174 | 0.783899586181913 |
39 | 0.173337615531392 | 0.346675231062783 | 0.826662384468608 |
40 | 0.147877756451252 | 0.295755512902504 | 0.852122243548748 |
41 | 0.114308572714506 | 0.228617145429012 | 0.885691427285494 |
42 | 0.41124958636384 | 0.82249917272768 | 0.58875041363616 |
43 | 0.75102176754461 | 0.497956464910779 | 0.248978232455389 |
44 | 0.803936727639332 | 0.392126544721335 | 0.196063272360668 |
45 | 0.763580331544061 | 0.472839336911879 | 0.236419668455939 |
46 | 0.765462018595559 | 0.469075962808882 | 0.234537981404441 |
47 | 0.84867269241821 | 0.302654615163579 | 0.151327307581789 |
48 | 0.815871005944645 | 0.36825798811071 | 0.184128994055355 |
49 | 0.79004501129126 | 0.41990997741748 | 0.20995498870874 |
50 | 0.751667342757961 | 0.496665314484079 | 0.248332657242039 |
51 | 0.695844251361549 | 0.608311497276902 | 0.304155748638451 |
52 | 0.932782595088831 | 0.134434809822338 | 0.0672174049111689 |
53 | 0.909489641897421 | 0.181020716205158 | 0.0905103581025788 |
54 | 0.937788859824342 | 0.124422280351316 | 0.0622111401756579 |
55 | 0.92946160724515 | 0.141076785509699 | 0.0705383927548494 |
56 | 0.902632820603882 | 0.194734358792235 | 0.0973671793961177 |
57 | 0.871029538929104 | 0.257940922141791 | 0.128970461070896 |
58 | 0.864146188813808 | 0.271707622372383 | 0.135853811186192 |
59 | 0.8549758823553 | 0.290048235289399 | 0.1450241176447 |
60 | 0.818060284584914 | 0.363879430830173 | 0.181939715415086 |
61 | 0.854569425609545 | 0.29086114878091 | 0.145430574390455 |
62 | 0.830647960004212 | 0.338704079991575 | 0.169352039995788 |
63 | 0.788180441904571 | 0.423639116190857 | 0.211819558095429 |
64 | 0.788442504615137 | 0.423114990769725 | 0.211557495384863 |
65 | 0.743876729061825 | 0.51224654187635 | 0.256123270938175 |
66 | 0.731419079727802 | 0.537161840544396 | 0.268580920272198 |
67 | 0.7337783493417 | 0.532443301316599 | 0.2662216506583 |
68 | 0.697843390402734 | 0.604313219194532 | 0.302156609597266 |
69 | 0.686709850544247 | 0.626580298911506 | 0.313290149455753 |
70 | 0.624618193175884 | 0.750763613648232 | 0.375381806824116 |
71 | 0.670470060195345 | 0.65905987960931 | 0.329529939804655 |
72 | 0.58443766656463 | 0.83112466687074 | 0.41556233343537 |
73 | 0.510197521059207 | 0.979604957881586 | 0.489802478940793 |
74 | 0.517993969919195 | 0.96401206016161 | 0.482006030080805 |
75 | 0.425448337367867 | 0.850896674735733 | 0.574551662632133 |
76 | 0.321507247257447 | 0.643014494514893 | 0.678492752742553 |
77 | 0.322120086970256 | 0.644240173940512 | 0.677879913029744 |
78 | 0.213263569923784 | 0.426527139847569 | 0.786736430076216 |
79 | 0.187424999323118 | 0.374849998646235 | 0.812575000676882 |
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 |