Multiple Linear Regression - Estimated Regression Equation |
weekdagen[t] = + 432.249884300673 + 0.111272966348162zaterdag[t] -0.415446771228103zondag[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) | 432.249884300673 | 64.932788 | 6.6569 | 0 | 0 |
zaterdag | 0.111272966348162 | 0.187524 | 0.5934 | 0.554955 | 0.277478 |
zondag | -0.415446771228103 | 0.191303 | -2.1717 | 0.03348 | 0.01674 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.278407096912976 |
R-squared | 0.0775105116115114 |
Adjusted R-squared | 0.0495562846906481 |
F-TEST (value) | 2.77276534353602 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 66 |
p-value | 0.0697793730105298 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 300.390828508898 |
Sum Squared Residuals | 5955486.89024928 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1.071 | 179.965158627007 | -178.894158627007 |
2 | 1.762 | 383.194612031121 | -381.432612031121 |
3 | 414 | 527.946030073813 | -113.946030073813 |
4 | 1.234 | 254.962062329226 | -253.728062329226 |
5 | 638 | 256.991297194261 | 381.008702805739 |
6 | 808 | 206.35312828384 | 601.64687171616 |
7 | 503 | 171.009261276513 | 331.990738723487 |
8 | 527 | 222.999397868355 | 304.000602131645 |
9 | 861 | 247.653337243024 | 613.346662756976 |
10 | 667 | 297.349339644641 | 369.650660355359 |
11 | 1.077 | 349.810229409126 | -348.733229409126 |
12 | 298 | 220.069763691753 | 77.9302363082474 |
13 | 255 | 262.059117227031 | -7.05911722703101 |
14 | 940 | 365.998454119326 | 574.001545880674 |
15 | 518 | 377.027846249641 | 140.972153750359 |
16 | -1.284 | 431.742756817458 | -433.026756817458 |
17 | 403 | 325.246471675724 | 77.753528324276 |
18 | 752 | 427.855347664604 | 324.144652335396 |
19 | -132 | 125.164383688146 | -257.164383688146 |
20 | 1.052 | 414.058746196206 | -413.006746196206 |
21 | 549 | 317.658818638968 | 231.341181361032 |
22 | 666 | 367.950215641423 | 298.049784358577 |
23 | 887 | 414.028685649117 | 472.971314350883 |
24 | -459 | 81.519719572416 | -540.519719572416 |
25 | 103 | 242.921828826845 | -139.921828826845 |
26 | 315 | 337.339518861973 | -22.3395188619725 |
27 | 703 | 381.044719524805 | 321.955280475195 |
28 | 424 | 317.361952244398 | 106.638047755602 |
29 | 338 | 283.762746552941 | 54.2372534470592 |
30 | 775 | 393.887032381326 | 381.112967618674 |
31 | 586 | 373.084217819907 | 212.915782180093 |
32 | 624 | 381.771647511223 | 242.228352488777 |
33 | 615 | 399.932309615677 | 215.067690384323 |
34 | 654 | 390.904169067931 | 263.095830932069 |
35 | 567 | 382.468930403476 | 184.531069596524 |
36 | 601 | 384.635514995035 | 216.364485004965 |
37 | 642 | 409.176519591658 | 232.823480408342 |
38 | 712 | 409.139982540108 | 302.860017459892 |
39 | 566 | 388.144682593082 | 177.855317406918 |
40 | 530 | 388.849272895645 | 141.150727104355 |
41 | 296 | 364.84877195137 | -68.8487719513699 |
42 | -109 | 247.877544987418 | -356.877544987418 |
43 | 427 | 369.226616502196 | 57.7733834978038 |
44 | -1.859 | 538.915805613993 | -540.774805613993 |
45 | 251 | 335.990459351024 | -84.9904593510235 |
46 | 421 | 380.71820803607 | 40.2817919639296 |
47 | 195 | 333.979823093522 | -138.979823093522 |
48 | -1.019 | 507.561473999996 | -508.580473999996 |
49 | 504 | 403.160056545622 | 100.839943454378 |
50 | 448 | 404.732492895117 | 43.2675071048833 |
51 | 438 | 377.558305063537 | 60.4416949364627 |
52 | 467 | 401.824780949444 | 65.1752190505555 |
53 | 190 | 330.293200383413 | -140.293200383413 |
54 | 696 | 642.881549271788 | 53.1184507282116 |
55 | 458 | 736.010959016683 | -278.010959016683 |
56 | 8 | 365.875098405563 | -357.875098405563 |
57 | -39 | 406.424785128481 | -445.424785128481 |
58 | -42 | 11.9243285647968 | -53.9243285647968 |
59 | 355 | 389.031599043384 | -34.0315990433836 |
60 | 382 | 494.663703392066 | -112.663703392066 |
61 | 271 | 543.416542379753 | -272.416542379753 |
62 | 66 | 49.747241056373 | 16.252758943627 |
63 | 435 | 1135.29111960859 | -700.291119608588 |
64 | -453 | -374.022208035408 | -78.977791964592 |
65 | 326 | 416.748660111441 | -90.7486601114411 |
66 | 295 | 430.968244800585 | -135.968244800585 |
67 | 258 | 398.012896243651 | -140.012896243651 |
68 | 259 | 671.663566541228 | -412.663566541227 |
69 | -126 | 120.669148859538 | -246.669148859538 |
70 | 92 | NA | NA |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.68314363705052 | 0.63371272589896 | 0.31685636294948 |
7 | 0.551005811719497 | 0.897988376561006 | 0.448994188280503 |
8 | 0.423537434591506 | 0.847074869183011 | 0.576462565408494 |
9 | 0.755547968522202 | 0.488904062955597 | 0.244452031477798 |
10 | 0.723168966885753 | 0.553662066228493 | 0.276831033114247 |
11 | 0.643091378159526 | 0.713817243680948 | 0.356908621840474 |
12 | 0.618050322080305 | 0.763899355839389 | 0.381949677919695 |
13 | 0.629030724803978 | 0.741938550392044 | 0.370969275196022 |
14 | 0.968251641187009 | 0.0634967176259821 | 0.0317483588129911 |
15 | 0.965245731598004 | 0.0695085368039918 | 0.0347542684019959 |
16 | 0.978767879907592 | 0.0424642401848154 | 0.0212321200924077 |
17 | 0.975334366693332 | 0.0493312666133353 | 0.0246656333066677 |
18 | 0.989743132753697 | 0.020513734492607 | 0.0102568672463035 |
19 | 0.991644288298251 | 0.0167114234034987 | 0.00835571170174937 |
20 | 0.997176280651081 | 0.00564743869783812 | 0.00282371934891906 |
21 | 0.998346862423795 | 0.00330627515240971 | 0.00165313757620486 |
22 | 0.999241863332879 | 0.00151627333424135 | 0.000758136667120676 |
23 | 0.999851548275136 | 0.000296903449727103 | 0.000148451724863551 |
24 | 0.999941542786985 | 0.000116914426030587 | 5.84572130152933e-05 |
25 | 0.999933962006151 | 0.000132075987698126 | 6.60379938490631e-05 |
26 | 0.999929073606147 | 0.000141852787706275 | 7.09263938531374e-05 |
27 | 0.99996017086161 | 7.96582767793747e-05 | 3.98291383896874e-05 |
28 | 0.999968507860878 | 6.298427824359e-05 | 3.1492139121795e-05 |
29 | 0.999979956037812 | 4.00879243756818e-05 | 2.00439621878409e-05 |
30 | 0.999989204688979 | 2.15906220418689e-05 | 1.07953110209345e-05 |
31 | 0.99999175870508 | 1.64825898403286e-05 | 8.24129492016432e-06 |
32 | 0.999994186302955 | 1.16273940895325e-05 | 5.81369704476627e-06 |
33 | 0.999995692099456 | 8.61580108757578e-06 | 4.30790054378789e-06 |
34 | 0.999997538673615 | 4.92265276959711e-06 | 2.46132638479855e-06 |
35 | 0.999998198323968 | 3.6033520638721e-06 | 1.80167603193605e-06 |
36 | 0.999998652362958 | 2.69527408441424e-06 | 1.34763704220712e-06 |
37 | 0.999998934331828 | 2.13133634397219e-06 | 1.06566817198609e-06 |
38 | 0.999999312040449 | 1.37591910244195e-06 | 6.87959551220973e-07 |
39 | 0.99999940397505 | 1.1920498992209e-06 | 5.96024949610449e-07 |
40 | 0.999999499506524 | 1.00098695203594e-06 | 5.00493476017971e-07 |
41 | 0.999999507798467 | 9.8440306514275e-07 | 4.92201532571375e-07 |
42 | 0.999999722995744 | 5.540085129482e-07 | 2.770042564741e-07 |
43 | 0.999999803354105 | 3.93291791014969e-07 | 1.96645895507485e-07 |
44 | 0.999999959271472 | 8.14570560625341e-08 | 4.0728528031267e-08 |
45 | 0.999999972319004 | 5.53619918179644e-08 | 2.76809959089822e-08 |
46 | 0.999999977020507 | 4.59589867907625e-08 | 2.29794933953812e-08 |
47 | 0.999999988703988 | 2.25920236351196e-08 | 1.12960118175598e-08 |
48 | 0.999999973813675 | 5.23726504880051e-08 | 2.61863252440025e-08 |
49 | 0.999999978050311 | 4.38993783305146e-08 | 2.19496891652573e-08 |
50 | 0.999999988554637 | 2.28907257583821e-08 | 1.14453628791911e-08 |
51 | 0.999999993740317 | 1.25193655057575e-08 | 6.25968275287876e-09 |
52 | 0.999999997211744 | 5.57651182962688e-09 | 2.78825591481344e-09 |
53 | 0.999999999510576 | 9.78847694795624e-10 | 4.89423847397812e-10 |
54 | 0.999999999598527 | 8.02946052903855e-10 | 4.01473026451928e-10 |
55 | 0.999999999898769 | 2.02462708990623e-10 | 1.01231354495312e-10 |
56 | 0.999999999954587 | 9.08257878529841e-11 | 4.5412893926492e-11 |
57 | 0.999999999490659 | 1.01868137181505e-09 | 5.09340685907523e-10 |
58 | 0.999999998314121 | 3.37175872420646e-09 | 1.68587936210323e-09 |
59 | 0.999999988946651 | 2.2106697433947e-08 | 1.10533487169735e-08 |
60 | 0.999999939569158 | 1.20861683626603e-07 | 6.04308418133015e-08 |
61 | 0.999999899687738 | 2.00624523791963e-07 | 1.00312261895981e-07 |
62 | 0.999999911244416 | 1.77511168344076e-07 | 8.87555841720382e-08 |
63 | 0.999998195475092 | 3.60904981519285e-06 | 1.80452490759643e-06 |
64 | 0.999949628122649 | 0.000100743754701703 | 5.03718773508513e-05 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 45 | 0.76271186440678 | NOK |
5% type I error level | 49 | 0.830508474576271 | NOK |
10% type I error level | 51 | 0.864406779661017 | NOK |