Multiple Linear Regression - Estimated Regression Equation |
zondag[t] = + 1056.09047304803 -0.00768276071461669weekdag[t] + 0.851322078759316zaterdag[t] -22.2623499810732t + 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) | 1056.09047304803 | 246.727842 | 4.2804 | 5.4e-05 | 2.7e-05 |
weekdag | -0.00768276071461669 | 0.021564 | -0.3563 | 0.722623 | 0.361311 |
zaterdag | 0.851322078759316 | 0.048729 | 17.4706 | 0 | 0 |
t | -22.2623499810732 | 4.589341 | -4.8509 | 6e-06 | 3e-06 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.988496471478473 |
R-squared | 0.977125274125392 |
Adjusted R-squared | 0.976222324419815 |
F-TEST (value) | 1082.14806216852 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 76 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 673.541970187526 |
Sum Squared Residuals | 34478067.7059112 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 22274 | 22671.2588198345 | -397.258819834512 |
2 | 14819 | 16076.5261255937 | -1257.52612559371 |
3 | 15136 | 13502.1918915522 | 1633.80810844783 |
4 | 13704 | 13197.5342940185 | 506.465705981518 |
5 | 19638 | 19655.2847263288 | -17.284726328834 |
6 | 7551 | 9453.09407565096 | -1902.09407565096 |
7 | 8019 | 6029.46862049993 | 1989.53137950007 |
8 | 6509 | 7246.4656307754 | -737.465630775398 |
9 | 6634 | 6353.23313426664 | 280.766865733356 |
10 | 11166 | 9168.53593484304 | 1997.46406515696 |
11 | 7508 | 7156.32232793085 | 351.677672069152 |
12 | 4275 | 4357.48274769233 | -82.482747692328 |
13 | 4944 | 4647.49243732245 | 296.507562677545 |
14 | 5441 | 5050.76126223366 | 390.238737766344 |
15 | 1689 | 2354.13188343696 | -665.13188343696 |
16 | 1522 | 2148.66115078943 | -626.661150789425 |
17 | 1416 | 1985.6306691873 | -569.630669187296 |
18 | 1594 | 2461.92623885142 | -867.926238851421 |
19 | 1909 | 1956.80550000204 | -47.8055000020356 |
20 | 2599 | 2734.09116591138 | -135.091165911378 |
21 | 1262 | 2411.22432208138 | -1149.22432208138 |
22 | 1199 | 1861.94897314457 | -662.948973144567 |
23 | 4404 | 3432.65291529673 | 971.347084703275 |
24 | 1166 | 1652.06621280607 | -486.066212806071 |
25 | 1122 | 1519.07967762185 | -397.079677621847 |
26 | 886 | 1475.07477438948 | -589.074774389478 |
27 | 778 | 1123.16932239252 | -345.169322392525 |
28 | 4436 | 3587.1592631851 | 848.840736814902 |
29 | 1890 | 2312.84798369194 | -422.84798369194 |
30 | 3107 | 2925.01265140442 | 181.987348595578 |
31 | 1038 | 1262.76886498259 | -224.76886498259 |
32 | 300 | 693.636528848585 | -393.636528848585 |
33 | 988 | 1305.01901932874 | -317.01901932874 |
34 | 2008 | 2126.55513909101 | -118.555139091012 |
35 | 1522 | 1523.21004619219 | -1.21004619219079 |
36 | 1336 | 1404.15965745742 | -68.1596574574157 |
37 | 976 | 1006.7869466935 | -30.7869466934983 |
38 | 798 | 1052.93767344175 | -254.937673441755 |
39 | 869 | 1241.46662188211 | -372.466621882112 |
40 | 1260 | 1298.11894008248 | -38.1189400824844 |
41 | 578 | 665.310861858942 | -87.3108618589417 |
42 | 2359 | 1708.94363264867 | 650.056367351332 |
43 | 736 | 636.395685821467 | 99.6043141785326 |
44 | 1690 | 1164.99250012267 | 525.007499877326 |
45 | 1201 | 1178.80359935992 | 22.1964006400828 |
46 | 813 | 1283.09922292795 | -470.099222927953 |
47 | 778 | 731.838432047742 | 46.1615679522575 |
48 | 687 | 707.536860798271 | -20.5368607982706 |
49 | 1270 | 905.935949951582 | 364.064050048418 |
50 | 671 | 562.07507033863 | 108.92492966137 |
51 | 1559 | 490.498966235797 | 1068.5010337642 |
52 | 489 | 395.791193552884 | 93.2088064471161 |
53 | 773 | 448.354457734619 | 324.645542265381 |
54 | 629 | 477.355818736255 | 151.644181263745 |
55 | 637 | 382.286956299755 | 254.713043700245 |
56 | 277 | 46.0711455136452 | 230.928854486355 |
57 | 776 | 304.439235455125 | 471.560764544875 |
58 | 1651 | 425.467891330628 | 1225.53210866937 |
59 | 377 | 95.4110868744133 | 281.588913125587 |
60 | 222 | 32.4389323271853 | 189.561067672815 |
61 | 864 | -7.37080206813721 | 871.370802068137 |
62 | 2 | -266.293007183586 | 268.293007183586 |
63 | 399 | 74.741124444433 | 324.258875555567 |
64 | 449 | -172.911213147438 | 621.911213147438 |
65 | 225 | -393.462101675101 | 618.462101675101 |
66 | 2 | 148.398065811692 | -146.398065811692 |
67 | 451 | 19.1314511739067 | 431.868548826093 |
68 | 673 | -283.243665040713 | 956.243665040713 |
69 | 837 | 1381.37532431578 | -544.37532431578 |
70 | 534 | 1292.57009813805 | -758.570098138053 |
71 | 845 | 1261.60831579377 | -416.608315793774 |
72 | 626 | 1234.5179024049 | -608.517902404897 |
73 | 871 | 1210.60815195187 | -339.60815195187 |
74 | 740 | 1161.51836452909 | -421.518364529089 |
75 | 391 | 1113.10648536765 | -722.106485367654 |
76 | 435 | 996.300927122111 | -561.300927122111 |
77 | 424 | 882.893335388788 | -458.893335388788 |
78 | 338 | 829.178165057908 | -491.178165057908 |
79 | 744 | 786.245919604458 | -42.2459196044585 |
80 | 368 | 749.24548733849 | -381.24548733849 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.99999710894069 | 5.78211861992454e-06 | 2.89105930996227e-06 |
8 | 0.999998157182793 | 3.6856344143468e-06 | 1.8428172071734e-06 |
9 | 0.999993956188612 | 1.20876227758207e-05 | 6.04381138791035e-06 |
10 | 0.999999735897993 | 5.28204014411236e-07 | 2.64102007205618e-07 |
11 | 0.999999761262747 | 4.77474505037061e-07 | 2.38737252518531e-07 |
12 | 0.999999733626809 | 5.32746382515552e-07 | 2.66373191257776e-07 |
13 | 0.999999789452341 | 4.21095318657624e-07 | 2.10547659328812e-07 |
14 | 0.999999929754307 | 1.40491387064697e-07 | 7.02456935323484e-08 |
15 | 0.999999931118504 | 1.37762992823452e-07 | 6.88814964117262e-08 |
16 | 0.999999863516182 | 2.72967635853938e-07 | 1.36483817926969e-07 |
17 | 0.999999660025977 | 6.79948046790803e-07 | 3.39974023395402e-07 |
18 | 0.999999352182203 | 1.29563559306688e-06 | 6.47817796533438e-07 |
19 | 0.999998706002635 | 2.58799472917292e-06 | 1.29399736458646e-06 |
20 | 0.999997251040603 | 5.49791879347703e-06 | 2.74895939673852e-06 |
21 | 0.999998578782703 | 2.84243459298957e-06 | 1.42121729649479e-06 |
22 | 0.999998171495564 | 3.65700887220138e-06 | 1.82850443610069e-06 |
23 | 0.999999899194533 | 2.01610934720385e-07 | 1.00805467360193e-07 |
24 | 0.999999841743916 | 3.16512168858595e-07 | 1.58256084429298e-07 |
25 | 0.999999747098398 | 5.05803204111977e-07 | 2.52901602055988e-07 |
26 | 0.999999751650406 | 4.96699188915282e-07 | 2.48349594457641e-07 |
27 | 0.999999712695085 | 5.74609829805671e-07 | 2.87304914902835e-07 |
28 | 0.999999993486335 | 1.30273310885548e-08 | 6.5136655442774e-09 |
29 | 0.999999983776989 | 3.24460229788206e-08 | 1.62230114894103e-08 |
30 | 0.999999992685913 | 1.46281744262899e-08 | 7.31408721314495e-09 |
31 | 0.999999984379452 | 3.12410961780117e-08 | 1.56205480890058e-08 |
32 | 0.999999992148437 | 1.5703126054655e-08 | 7.8515630273275e-09 |
33 | 0.99999998712742 | 2.57451609339138e-08 | 1.28725804669569e-08 |
34 | 0.999999971692961 | 5.66140774416329e-08 | 2.83070387208165e-08 |
35 | 0.999999931614388 | 1.36771223120764e-07 | 6.83856115603818e-08 |
36 | 0.999999831734084 | 3.36531831684273e-07 | 1.68265915842136e-07 |
37 | 0.999999643426653 | 7.13146694221791e-07 | 3.56573347110895e-07 |
38 | 0.999999464062627 | 1.07187474560693e-06 | 5.35937372803466e-07 |
39 | 0.999999303726545 | 1.39254690937806e-06 | 6.96273454689028e-07 |
40 | 0.999998450386252 | 3.09922749667383e-06 | 1.54961374833692e-06 |
41 | 0.999998451146841 | 3.0977063169647e-06 | 1.54885315848235e-06 |
42 | 0.999999696068651 | 6.07862697677439e-07 | 3.0393134883872e-07 |
43 | 0.999999442016792 | 1.11596641656403e-06 | 5.57983208282013e-07 |
44 | 0.999999565377881 | 8.69244237987863e-07 | 4.34622118993931e-07 |
45 | 0.99999892858153 | 2.14283693949725e-06 | 1.07141846974863e-06 |
46 | 0.999998488083755 | 3.02383248920259e-06 | 1.51191624460129e-06 |
47 | 0.999996965700588 | 6.06859882315211e-06 | 3.03429941157605e-06 |
48 | 0.999995182693193 | 9.63461361449787e-06 | 4.81730680724893e-06 |
49 | 0.999990240144158 | 1.95197116840791e-05 | 9.75985584203957e-06 |
50 | 0.999982210179303 | 3.55796413934148e-05 | 1.77898206967074e-05 |
51 | 0.999996166617009 | 7.66676598245151e-06 | 3.83338299122575e-06 |
52 | 0.999992782717735 | 1.44345645295408e-05 | 7.21728226477042e-06 |
53 | 0.999982200556476 | 3.55988870489586e-05 | 1.77994435244793e-05 |
54 | 0.999960608107405 | 7.87837851900203e-05 | 3.93918925950101e-05 |
55 | 0.999911371836435 | 0.000177256327129121 | 8.86281635645607e-05 |
56 | 0.99987549285164 | 0.000249014296720307 | 0.000124507148360153 |
57 | 0.999719931487755 | 0.000560137024490662 | 0.000280068512245331 |
58 | 0.999999136280825 | 1.72743834987701e-06 | 8.63719174938503e-07 |
59 | 0.999997994101404 | 4.0117971924063e-06 | 2.00589859620315e-06 |
60 | 0.999997698017481 | 4.60396503748426e-06 | 2.30198251874213e-06 |
61 | 0.999997436831584 | 5.12633683158493e-06 | 2.56316841579246e-06 |
62 | 0.999999362654021 | 1.27469195835878e-06 | 6.37345979179391e-07 |
63 | 0.999998041548728 | 3.91690254445864e-06 | 1.95845127222932e-06 |
64 | 0.999994475622119 | 1.10487557624919e-05 | 5.52437788124595e-06 |
65 | 0.999978679624494 | 4.2640751012245e-05 | 2.13203755061225e-05 |
66 | 0.999965695093763 | 6.86098124731196e-05 | 3.43049062365598e-05 |
67 | 0.999915154067366 | 0.000169691865267449 | 8.48459326337246e-05 |
68 | 0.99976626895011 | 0.000467462099780303 | 0.000233731049890151 |
69 | 0.999319811648534 | 0.00136037670293227 | 0.000680188351466134 |
70 | 0.997804486232174 | 0.00439102753565226 | 0.00219551376782613 |
71 | 0.993252388979925 | 0.01349522204015 | 0.006747611020075 |
72 | 0.977985992973724 | 0.0440280140525511 | 0.0220140070262756 |
73 | 0.969451899044915 | 0.0610962019101699 | 0.0305481009550849 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 64 | 0.955223880597015 | NOK |
5% type I error level | 66 | 0.985074626865672 | NOK |
10% type I error level | 67 | 1 | NOK |