Multiple Linear Regression - Estimated Regression Equation |
zondag[t] = + 156.779781610427 -0.0122077233507859weekdag[t] + 0.918476587310948zaterdag[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) | 156.779781610427 | 84.673665 | 1.8516 | 0.06792 | 0.03396 |
weekdag | -0.0122077233507859 | 0.019994 | -0.6106 | 0.543286 | 0.271643 |
zaterdag | 0.918476587310948 | 0.049124 | 18.697 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.98966561624434 |
R-squared | 0.979438031976289 |
Adjusted R-squared | 0.978903954884764 |
F-TEST (value) | 1833.88886645501 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 77 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 637.846965302014 |
Sum Squared Residuals | 31327353.8381641 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 22274 | 23215.8393988854 | -941.839398885364 |
2 | 14819 | 16233.3442876867 | -1414.34428768666 |
3 | 15136 | 13482.227367812 | 1653.77263218801 |
4 | 13704 | 13190.7079627707 | 513.292037229335 |
5 | 19638 | 20221.2702033351 | -583.270203335054 |
6 | 7551 | 9248.83705592544 | -1697.83705592544 |
7 | 8019 | 5603.74897272096 | 2415.25102727904 |
8 | 6509 | 6948.44544304164 | -439.44544304164 |
9 | 6634 | 6018.28996932076 | 615.710030679241 |
10 | 11166 | 9082.35061945947 | 2083.64938054053 |
11 | 7508 | 6943.03344736606 | 564.96655263394 |
12 | 4275 | 3962.85353038721 | 312.146469612792 |
13 | 4944 | 4301.41219083511 | 642.587809164886 |
14 | 5441 | 4765.22092549781 | 675.779074502188 |
15 | 1689 | 1881.00973614717 | -192.009736147166 |
16 | 1522 | 1686.30034944728 | -164.300349447278 |
17 | 1416 | 1536.44630713007 | -120.446307130072 |
18 | 1594 | 2075.90718573206 | -481.907185732059 |
19 | 1909 | 1557.91845574542 | 351.081544254581 |
20 | 2599 | 2421.48528710667 | 177.514712893333 |
21 | 1262 | 2098.42630121957 | -836.426301219572 |
22 | 1199 | 1530.25262803862 | -331.252628038617 |
23 | 4404 | 3250.25180403159 | 1153.74819596841 |
24 | 1166 | 1353.48488438833 | -187.484884388327 |
25 | 1122 | 1234.43405467907 | -112.434054679075 |
26 | 886 | 1211.17625729988 | -325.17625729988 |
27 | 778 | 856.305994059377 | -78.305994059377 |
28 | 4436 | 3538.88022289823 | 897.119777101766 |
29 | 1890 | 2188.19181011106 | -298.191810111055 |
30 | 3107 | 2872.76206074148 | 234.237939258519 |
31 | 1038 | 1104.11217516241 | -66.1121751624138 |
32 | 300 | 514.374062432679 | -214.374062432679 |
33 | 988 | 1198.13570598595 | -210.135705985951 |
34 | 2008 | 2108.56574303141 | -100.565743031414 |
35 | 1522 | 1482.2687853235 | 39.7312146764995 |
36 | 1336 | 1378.41409766861 | -42.4140976686055 |
37 | 976 | 973.878647045211 | 2.12135295478938 |
38 | 798 | 1047.84508296412 | -249.845082964118 |
39 | 869 | 1275.52671749442 | -406.526717494425 |
40 | 1260 | 1361.40313892967 | -101.403138929669 |
41 | 578 | 704.357594179209 | -126.357594179209 |
42 | 2359 | 1854.7879008139 | 504.212099186105 |
43 | 736 | 721.778439219411 | 14.2215607805889 |
44 | 1690 | 1316.11824527305 | 373.88175472695 |
45 | 1201 | 1356.06794000674 | -155.067940006744 |
46 | 813 | 1493.330219438 | -680.330219437998 |
47 | 778 | 923.304488023069 | -145.304488023069 |
48 | 687 | 921.366975725638 | -234.366975725638 |
49 | 1270 | 1159.52098175289 | 110.479018247109 |
50 | 671 | 813.0908132611 | -142.0908132611 |
51 | 1559 | 760.353413688497 | 798.646586311503 |
52 | 489 | 682.585199514834 | -193.585199514834 |
53 | 773 | 763.701227222615 | 9.29877277738534 |
54 | 629 | 819.10280782169 | -190.10280782169 |
55 | 637 | 740.760830650541 | -103.760830650541 |
56 | 277 | 402.13595529322 | -125.13595529322 |
57 | 776 | 705.181500876427 | 70.8184991235727 |
58 | 1651 | 859.912837861944 | 791.087162138056 |
59 | 377 | 528.03469942292 | -151.03469942292 |
60 | 222 | 484.191977699011 | -262.191977699011 |
61 | 864 | 474.548265373314 | 389.451734626686 |
62 | 2 | 219.223981824221 | -217.223981824221 |
63 | 399 | 610.198506942921 | -211.198506942921 |
64 | 449 | 368.004981245244 | 80.9950187547563 |
65 | 225 | 151.939110112169 | 73.0608898878308 |
66 | 2 | 759.103244174768 | -757.103244174768 |
67 | 451 | 646.397533271922 | -195.397533271922 |
68 | 673 | 345.04306656247 | 327.95693343753 |
69 | 193 | 149.77834307908 | 43.2216569209199 |
70 | 2 | 930.022446142058 | -928.022446142058 |
71 | 434 | 645.830183325782 | -211.830183325782 |
72 | 845 | 250.439978069442 | 594.560021930558 |
73 | 99 | 149.705096738975 | -50.7050967389753 |
74 | 2 | 711.245418227135 | -709.245418227135 |
75 | 558 | 955.600947716587 | -397.600947716587 |
76 | 740 | 215.537867751626 | 524.462132248374 |
77 | 36 | 148.130300426724 | -112.130300426724 |
78 | 1 | 437.652780433975 | -436.652780433975 |
79 | 318 | 545.085991607966 | -227.085991607966 |
80 | 424 | 903.489039370877 | -479.489039370877 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.999998183794564 | 3.63241087231047e-06 | 1.81620543615523e-06 |
7 | 0.999999999380966 | 1.23806850679785e-09 | 6.19034253398927e-10 |
8 | 0.999999999938747 | 1.22506467921573e-10 | 6.12532339607866e-11 |
9 | 0.999999999730868 | 5.38263589338003e-10 | 2.69131794669002e-10 |
10 | 0.999999999993079 | 1.38425704777778e-11 | 6.92128523888889e-12 |
11 | 0.999999999976353 | 4.72934434077158e-11 | 2.36467217038579e-11 |
12 | 0.999999999950564 | 9.88710385329168e-11 | 4.94355192664584e-11 |
13 | 0.999999999852323 | 2.95354656855529e-10 | 1.47677328427764e-10 |
14 | 0.999999999538166 | 9.236675323357e-10 | 4.6183376616785e-10 |
15 | 0.9999999996526 | 6.94800300770161e-10 | 3.47400150385081e-10 |
16 | 0.999999999554325 | 8.91350878638582e-10 | 4.45675439319291e-10 |
17 | 0.999999999220318 | 1.55936439119894e-09 | 7.79682195599472e-10 |
18 | 0.999999999405029 | 1.18994243539545e-09 | 5.94971217697724e-10 |
19 | 0.999999998774637 | 2.45072612071916e-09 | 1.22536306035958e-09 |
20 | 0.999999996647085 | 6.70583040351468e-09 | 3.35291520175734e-09 |
21 | 0.999999999502283 | 9.95433841957874e-10 | 4.97716920978937e-10 |
22 | 0.999999999159029 | 1.68194282625724e-09 | 8.40971413128618e-10 |
23 | 0.999999999802549 | 3.94902955816013e-10 | 1.97451477908006e-10 |
24 | 0.999999999542235 | 9.15531072136296e-10 | 4.57765536068148e-10 |
25 | 0.999999998834605 | 2.33079064993554e-09 | 1.16539532496777e-09 |
26 | 0.999999997878072 | 4.2438554396494e-09 | 2.1219277198247e-09 |
27 | 0.999999994516772 | 1.09664553761927e-08 | 5.48322768809635e-09 |
28 | 0.999999998546565 | 2.9068706576432e-09 | 1.4534353288216e-09 |
29 | 0.999999997005819 | 5.9883611617535e-09 | 2.99418058087675e-09 |
30 | 0.999999995380043 | 9.23991378648084e-09 | 4.61995689324042e-09 |
31 | 0.999999988216099 | 2.35678012089859e-08 | 1.1783900604493e-08 |
32 | 0.999999979102965 | 4.17940699417428e-08 | 2.08970349708714e-08 |
33 | 0.999999955914942 | 8.81701161455893e-08 | 4.40850580727946e-08 |
34 | 0.999999898333516 | 2.03332968009143e-07 | 1.01666484004572e-07 |
35 | 0.999999762735269 | 4.74529461781777e-07 | 2.37264730890889e-07 |
36 | 0.999999443471305 | 1.11305739079279e-06 | 5.56528695396397e-07 |
37 | 0.999998708450447 | 2.583099105799e-06 | 1.2915495528995e-06 |
38 | 0.999997660586913 | 4.67882617322229e-06 | 2.33941308661114e-06 |
39 | 0.999996702789606 | 6.59442078845151e-06 | 3.29721039422575e-06 |
40 | 0.999992869757425 | 1.42604851505278e-05 | 7.13024257526392e-06 |
41 | 0.999986964874069 | 2.60702518623783e-05 | 1.30351259311891e-05 |
42 | 0.999995052317454 | 9.89536509184587e-06 | 4.94768254592293e-06 |
43 | 0.999989423864533 | 2.11522709340701e-05 | 1.0576135467035e-05 |
44 | 0.999990966240313 | 1.80675193747402e-05 | 9.03375968737012e-06 |
45 | 0.999982441477645 | 3.51170447097292e-05 | 1.75585223548646e-05 |
46 | 0.999974231806453 | 5.15363870943986e-05 | 2.57681935471993e-05 |
47 | 0.99994638081481 | 0.000107238370380811 | 5.36191851904055e-05 |
48 | 0.999897942458638 | 0.000204115082724563 | 0.000102057541362282 |
49 | 0.99984205173267 | 0.000315896534660054 | 0.000157948267330027 |
50 | 0.999690347726094 | 0.000619304547812809 | 0.000309652273906405 |
51 | 0.999921813425005 | 0.000156373149990797 | 7.81865749953985e-05 |
52 | 0.999840954040802 | 0.000318091918395155 | 0.000159045959197577 |
53 | 0.999692859914861 | 0.000614280170277297 | 0.000307140085138648 |
54 | 0.999389020282418 | 0.00122195943516444 | 0.000610979717582222 |
55 | 0.998814964005142 | 0.00237007198971617 | 0.00118503599485809 |
56 | 0.997937409381179 | 0.00412518123764289 | 0.00206259061882145 |
57 | 0.996487146590651 | 0.00702570681869806 | 0.00351285340934903 |
58 | 0.999982506653518 | 3.49866929643988e-05 | 1.74933464821994e-05 |
59 | 0.999984463673832 | 3.10726523355076e-05 | 1.55363261677538e-05 |
60 | 0.999997975949791 | 4.04810041847866e-06 | 2.02405020923933e-06 |
61 | 0.999997829422222 | 4.34115555527703e-06 | 2.17057777763852e-06 |
62 | 0.999999891181486 | 2.17637027659807e-07 | 1.08818513829904e-07 |
63 | 0.99999952877632 | 9.42447359015002e-07 | 4.71223679507501e-07 |
64 | 0.999998663718017 | 2.67256396518135e-06 | 1.33628198259067e-06 |
65 | 0.999994898769567 | 1.02024608668107e-05 | 5.10123043340535e-06 |
66 | 0.999982458804776 | 3.50823904480075e-05 | 1.75411952240038e-05 |
67 | 0.999932455562152 | 0.000135088875695363 | 6.75444378476815e-05 |
68 | 0.999757744441746 | 0.000484511116507348 | 0.000242255558253674 |
69 | 0.99914345674381 | 0.00171308651237917 | 0.000856543256189584 |
70 | 0.99748006191284 | 0.00503987617431956 | 0.00251993808715978 |
71 | 0.992265289869216 | 0.0154694202615688 | 0.00773471013078439 |
72 | 0.985410958018496 | 0.0291780839630089 | 0.0145890419815044 |
73 | 0.957255730738117 | 0.0854885385237661 | 0.042744269261883 |
74 | 0.90677463684746 | 0.186450726305081 | 0.0932253631525404 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 65 | 0.942028985507246 | NOK |
5% type I error level | 67 | 0.971014492753623 | NOK |
10% type I error level | 68 | 0.985507246376812 | NOK |