Multiple Linear Regression - Estimated Regression Equation |
zondag[t] = + 635.266149268103 -0.0263261566316424weekdag[t] + 0.92361725720959zaterdag[t] -10.0946871076495t + 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) | 635.266149268103 | 306.877705 | 2.0701 | 0.043067 | 0.021534 |
weekdag | -0.0263261566316424 | 0.022647 | -1.1624 | 0.24999 | 0.124995 |
zaterdag | 0.92361725720959 | 0.054279 | 17.016 | 0 | 0 |
t | -10.0946871076495 | 7.20559 | -1.401 | 0.166746 | 0.083373 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.990320698435938 |
R-squared | 0.980735085750645 |
Adjusted R-squared | 0.979703036773001 |
F-TEST (value) | 950.279596215935 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 56 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 687.788844330055 |
Sum Squared Residuals | 26490995.6855528 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 22274 | 22790.8371389882 | -516.837138988216 |
2 | 14819 | 16147.9050136044 | -1328.90501360441 |
3 | 15136 | 13379.4305477861 | 1756.56945221391 |
4 | 13704 | 13123.3369952244 | 580.663004775642 |
5 | 19638 | 20324.3718998947 | -686.371899894672 |
6 | 7551 | 9318.12831514441 | -1767.12831514441 |
7 | 8019 | 5730.6804823738 | 2288.3195176262 |
8 | 6509 | 7100.34667813156 | -591.346678131556 |
9 | 6634 | 6189.01819169814 | 444.981808301856 |
10 | 11166 | 9269.67357967969 | 1896.32642032031 |
11 | 7508 | 7135.55932186547 | 372.440678134531 |
12 | 4275 | 4183.89196408331 | 91.1080359166855 |
13 | 4944 | 4520.1799794413 | 423.820020558701 |
14 | 5441 | 4993.37817138037 | 447.621828619627 |
15 | 1689 | 2086.93378224579 | -397.933782245791 |
16 | 1522 | 1891.61965998124 | -369.61965998124 |
17 | 1416 | 1738.06800981326 | -322.068009813255 |
18 | 1594 | 2276.10168136751 | -682.101681367508 |
19 | 1909 | 1755.72693687844 | 153.273063121557 |
20 | 2599 | 2617.43254968104 | -18.432549681037 |
21 | 1262 | 2286.98081528553 | -1024.98081528553 |
22 | 1199 | 1707.00767515426 | -508.007675154257 |
23 | 4404 | 3431.47050549183 | 972.529494508171 |
24 | 1166 | 1514.92009132685 | -348.920091326855 |
25 | 1122 | 1386.56946381444 | -264.56946381444 |
26 | 886 | 1353.80336200755 | -467.803362007554 |
27 | 778 | 989.63414085844 | -211.63414085844 |
28 | 4436 | 3677.84447879101 | 758.155521208993 |
29 | 1890 | 2309.95124334026 | -419.951243340263 |
30 | 3107 | 2988.60956676955 | 118.390433230451 |
31 | 1038 | 1202.46686364224 | -164.466863642242 |
32 | 300 | 600.30278495641 | -300.30278495641 |
33 | 988 | 1278.27442653817 | -290.274426538171 |
34 | 2008 | 2183.95831214459 | -175.958312144595 |
35 | 1522 | 1546.29528001002 | -24.2952800100172 |
36 | 1336 | 1433.80190103485 | -97.8019010348525 |
37 | 976 | 1017.4977020763 | -41.4977020763027 |
38 | 798 | 1082.34544181069 | -284.345441810686 |
39 | 869 | 1302.14806972813 | -433.148069728125 |
40 | 1260 | 1381.0518704733 | -121.051870473297 |
41 | 578 | 716.19143132935 | -138.19143132935 |
42 | 2359 | 1864.59576716017 | 494.404232839832 |
43 | 736 | 715.599821668097 | 20.4001783319032 |
44 | 1690 | 1303.26978307147 | 386.730216928526 |
45 | 1201 | 1337.04356544633 | -136.04356544633 |
46 | 813 | 1467.56462796871 | -654.564627968712 |
47 | 778 | 886.768771656552 | -108.768771656552 |
48 | 687 | 875.667085271594 | -188.667085271594 |
49 | 1270 | 1105.36844322712 | 164.631556772876 |
50 | 671 | 748.829499095575 | -77.8294990955749 |
51 | 1559 | 687.374206451726 | 871.625793548274 |
52 | 489 | 600.481050887215 | -111.481050887215 |
53 | 773 | 673.347354663332 | 99.6526453366675 |
54 | 629 | 719.301530747418 | -90.3015307474177 |
55 | 637 | 631.171045821221 | 5.82895417877944 |
56 | 277 | 280.893418562392 | -3.89341856239173 |
57 | 776 | 576.537966197544 | 199.462033802456 |
58 | 1651 | 722.532393783213 | 928.467606216787 |
59 | 377 | 379.404567397274 | -2.40456739727409 |
60 | 222 | 325.502775076197 | -103.502775076197 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.99999999991546 | 1.69080639515158e-10 | 8.45403197575792e-11 |
8 | 0.999999999991562 | 1.68766245121974e-11 | 8.43831225609871e-12 |
9 | 0.999999999954815 | 9.03693807912968e-11 | 4.51846903956484e-11 |
10 | 0.999999999993649 | 1.27025516772672e-11 | 6.35127583863361e-12 |
11 | 0.999999999988735 | 2.25298316191282e-11 | 1.12649158095641e-11 |
12 | 0.999999999978173 | 4.36538815432762e-11 | 2.18269407716381e-11 |
13 | 0.999999999918084 | 1.63831261464019e-10 | 8.19156307320094e-11 |
14 | 0.999999999672782 | 6.54437035899364e-10 | 3.27218517949682e-10 |
15 | 0.999999999534839 | 9.3032204426319e-10 | 4.65161022131595e-10 |
16 | 0.999999998848045 | 2.30391079464433e-09 | 1.15195539732217e-09 |
17 | 0.99999999722561 | 5.54877965603557e-09 | 2.77438982801779e-09 |
18 | 0.999999993190082 | 1.36198362434094e-08 | 6.80991812170471e-09 |
19 | 0.999999994679804 | 1.06403917149145e-08 | 5.32019585745727e-09 |
20 | 0.999999986187133 | 2.762573311319e-08 | 1.3812866556595e-08 |
21 | 0.999999996123593 | 7.75281352659336e-09 | 3.87640676329668e-09 |
22 | 0.999999988509067 | 2.29818667368549e-08 | 1.14909333684275e-08 |
23 | 0.999999999017443 | 1.96511315432738e-09 | 9.82556577163688e-10 |
24 | 0.999999996533466 | 6.93306880764013e-09 | 3.46653440382007e-09 |
25 | 0.999999988760186 | 2.24796278481674e-08 | 1.12398139240837e-08 |
26 | 0.999999965445652 | 6.91086951224382e-08 | 3.45543475612191e-08 |
27 | 0.999999912165714 | 1.75668572414968e-07 | 8.78342862074838e-08 |
28 | 0.999999961970939 | 7.60581221019709e-08 | 3.80290610509854e-08 |
29 | 0.999999914035846 | 1.7192830873012e-07 | 8.59641543650602e-08 |
30 | 0.999999767629529 | 4.64740942350932e-07 | 2.32370471175466e-07 |
31 | 0.999999333796768 | 1.33240646361504e-06 | 6.6620323180752e-07 |
32 | 0.999998099252929 | 3.8014941420365e-06 | 1.90074707101825e-06 |
33 | 0.999994663791043 | 1.06724179134448e-05 | 5.33620895672242e-06 |
34 | 0.999986611175025 | 2.67776499499112e-05 | 1.33888249749556e-05 |
35 | 0.999967362335378 | 6.52753292435995e-05 | 3.26376646217998e-05 |
36 | 0.999919138714016 | 0.000161722571968055 | 8.08612859840273e-05 |
37 | 0.999831043948944 | 0.000337912102112417 | 0.000168956051056208 |
38 | 0.999598892485225 | 0.000802215029549763 | 0.000401107514774882 |
39 | 0.999343779563672 | 0.00131244087265495 | 0.000656220436327474 |
40 | 0.998736136909946 | 0.00252772618010839 | 0.00126386309005419 |
41 | 0.997268971196587 | 0.00546205760682695 | 0.00273102880341347 |
42 | 0.996649919853991 | 0.00670016029201856 | 0.00335008014600928 |
43 | 0.99299602274771 | 0.0140079545045793 | 0.00700397725228964 |
44 | 0.99399021004301 | 0.0120195799139798 | 0.00600978995698992 |
45 | 0.98988462382373 | 0.0202307523525409 | 0.0101153761762705 |
46 | 0.993196062763467 | 0.0136078744730666 | 0.00680393723653329 |
47 | 0.984717963723664 | 0.0305640725526715 | 0.0152820362763357 |
48 | 0.970891702153946 | 0.0582165956921074 | 0.0291082978460537 |
49 | 0.955832108255702 | 0.0883357834885954 | 0.0441678917442977 |
50 | 0.983082281821002 | 0.0338354363579963 | 0.0169177181789982 |
51 | 0.979618339842998 | 0.0407633203140031 | 0.0203816601570016 |
52 | 0.943146220082016 | 0.113707559835968 | 0.0568537799179842 |
53 | 0.862188690758952 | 0.275622618482097 | 0.137811309241048 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 36 | 0.765957446808511 | NOK |
5% type I error level | 43 | 0.914893617021277 | NOK |
10% type I error level | 45 | 0.957446808510638 | NOK |