Multiple Linear Regression - Estimated Regression Equation |
Kilometers[t] = -82371.9210209647 + 41.9067532030112Bouwjaar[t] + 2.75617666740298Model[t] -7.1970312698727Kleur[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) | -82371.9210209647 | 3077.104341 | -26.7693 | 0 | 0 |
Bouwjaar | 41.9067532030112 | 1.562082 | 26.8275 | 0 | 0 |
Model | 2.75617666740298 | 2.785809 | 0.9894 | 0.324581 | 0.16229 |
Kleur | -7.1970312698727 | 5.898883 | -1.2201 | 0.224958 | 0.112479 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.929250579285286 |
R-squared | 0.86350663910204 |
Adjusted R-squared | 0.859914708552094 |
F-TEST (value) | 240.401819326642 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 114 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 47.924120708706 |
Sum Squared Residuals | 261826.233410099 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 41 | 6.18938901507165 | 34.8106109849284 |
2 | 39 | 15.0710982202273 | 23.9289017797727 |
3 | 50 | 10.6302436177576 | 39.3697563822424 |
4 | 40 | 11.7017423500938 | 28.2982576499062 |
5 | 43 | 23.3396282224362 | 19.6603717775638 |
6 | 38 | 5.11789028295163 | 32.8821097170484 |
7 | 44 | 3.43321234788488 | 40.5667876521151 |
8 | 35 | 8.94556568269084 | 26.0544343173092 |
9 | 39 | 7.8740669503546 | 31.1259330496454 |
10 | 35 | 17.8272748876303 | 17.1727251123697 |
11 | 29 | 18.8987736199665 | 10.1012263800335 |
12 | 49 | 15.0710982202273 | 33.9289017797727 |
13 | 50 | 58.0493501555747 | -8.04935015557474 |
14 | 59 | 59.7340280906415 | -0.734028090641502 |
15 | 63 | 39.8276122160901 | 23.1723877839099 |
16 | 32 | 49.7808201533658 | -17.7808201533658 |
17 | 39 | 62.4902047580445 | -23.4902047580445 |
18 | 47 | 52.5369968207688 | -5.53699682076879 |
19 | 53 | 48.0961422182991 | 4.90385778170094 |
20 | 60 | 60.8055268229777 | -0.805526822977736 |
21 | 57 | 56.9778514232385 | 0.0221485767614764 |
22 | 52 | 47.0246434859628 | 4.97535651403717 |
23 | 70 | 48.0961422182991 | 21.9038577817009 |
24 | 90 | 49.7808201533658 | 40.2191798466342 |
25 | 74 | 81.7343654191013 | -7.73436541910133 |
26 | 62 | 84.4905420865043 | -22.4905420865043 |
27 | 55 | 99.9561033585859 | -44.9561033585859 |
28 | 84 | 101.640781293653 | -17.6407812936527 |
29 | 94 | 102.712280025989 | -8.71228002598892 |
30 | 70 | 101.640781293653 | -31.6407812936527 |
31 | 108 | 88.931396688974 | 19.068603311026 |
32 | 139 | 87.2467187539073 | 51.7532812460927 |
33 | 120 | 99.9561033585859 | 20.0438966414141 |
34 | 97 | 98.8846046262497 | -1.88460462624971 |
35 | 126 | 101.640781293653 | 24.3592187063473 |
36 | 149 | 107.153134628459 | 41.8468653715414 |
37 | 158 | 144.619033229 | 13.3809667709999 |
38 | 124 | 140.791357829261 | -16.7913578292609 |
39 | 140 | 130.838149891985 | 9.16185010801479 |
40 | 109 | 137.422001959127 | -28.4220019591274 |
41 | 114 | 131.909648624321 | -17.9096486243214 |
42 | 77 | 136.350503226791 | -59.3505032267912 |
43 | 120 | 126.397295289515 | -6.39729528951549 |
44 | 133 | 138.035181161858 | -5.03518116185792 |
45 | 110 | 126.397295289515 | -16.3972952895155 |
46 | 92 | 143.547534496664 | -51.5475344966639 |
47 | 97 | 141.862856561597 | -44.8628565615971 |
48 | 78 | 131.909648624321 | -53.9096486243214 |
49 | 99 | 186.525786432011 | -87.5257864320113 |
50 | 107 | 190.966641034481 | -83.966641034481 |
51 | 112 | 175.501079762399 | -63.5010797623994 |
52 | 90 | 171.06022515993 | -81.0602251599296 |
53 | 98 | 172.744903094996 | -74.7449030949964 |
54 | 125 | 185.454287699675 | -60.454287699675 |
55 | 155 | 175.501079762399 | -20.5010797623994 |
56 | 190 | 173.816401827333 | 16.1835981726674 |
57 | 236 | 183.769609764608 | 52.2303902353917 |
58 | 189 | 168.304048492527 | 20.6959515074733 |
59 | 174 | 178.257256429802 | -4.25725642980235 |
60 | 178 | 193.722817701884 | -15.722817701884 |
61 | 136 | 222.920186300217 | -86.9201863002165 |
62 | 161 | 207.454625028135 | -46.4546250281349 |
63 | 171 | 220.164009632814 | -49.1640096328135 |
64 | 149 | 207.454625028135 | -58.4546250281349 |
65 | 184 | 224.604864235283 | -40.6048642352833 |
66 | 155 | 222.920186300217 | -67.9201863002165 |
67 | 276 | 210.210801695538 | 65.7891983044621 |
68 | 224 | 220.164009632814 | 3.83599036718646 |
69 | 213 | 230.117217570089 | -17.1172175700892 |
70 | 279 | 220.164009632814 | 58.8359903671865 |
71 | 268 | 218.479331697747 | 49.5206683022532 |
72 | 287 | 235.629570904895 | 51.3704290951048 |
73 | 238 | 270.339292838034 | -32.3392928380336 |
74 | 213 | 263.142261568161 | -50.1422615681609 |
75 | 257 | 269.267794105697 | -12.2677941056974 |
76 | 293 | 249.361378231146 | 43.6386217688539 |
77 | 212 | 256.558409501019 | -44.5584095010188 |
78 | 246 | 252.117554898549 | -6.11755489854904 |
79 | 353 | 264.826939503228 | 88.1730604967723 |
80 | 339 | 269.267794105697 | 69.7322058943026 |
81 | 308 | 259.314586168422 | 48.6854138315783 |
82 | 247 | 249.361378231146 | -2.36137823114606 |
83 | 257 | 259.314586168422 | -2.31458616842174 |
84 | 322 | 264.826939503228 | 57.1730604967723 |
85 | 298 | 299.536661436366 | -1.53666143636618 |
86 | 273 | 303.977516038836 | -30.9775160388359 |
87 | 312 | 302.292838103769 | 9.70716189623085 |
88 | 249 | 319.443077310917 | -70.4430773109175 |
89 | 286 | 301.221339371433 | -15.2213393714329 |
90 | 279 | 296.780484768963 | -17.7804847689632 |
91 | 309 | 306.733692706239 | 2.26630729376112 |
92 | 401 | 308.418370641306 | 92.5816293586944 |
93 | 309 | 303.977516038836 | 5.0224839611641 |
94 | 328 | 291.268131434157 | 36.7318685658428 |
95 | 353 | 301.221339371433 | 51.7786606285671 |
96 | 354 | 316.686900643515 | 37.3130993564855 |
97 | 327 | 345.884269241847 | -18.8842692418471 |
98 | 324 | 346.955767974183 | -22.9557679741833 |
99 | 285 | 345.884269241847 | -60.8842692418471 |
100 | 243 | 350.325123844317 | -107.325123844317 |
101 | 241 | 340.371915907041 | -99.3719159070412 |
102 | 287 | 341.443414639377 | -54.4434146393774 |
103 | 355 | 343.128092574444 | 11.8719074255559 |
104 | 460 | 348.64044590925 | 111.35955409075 |
105 | 364 | 354.152799244056 | 9.84720075594397 |
106 | 487 | 345.884269241847 | 141.115730758153 |
107 | 452 | 358.593653846526 | 93.4063461534742 |
108 | 391 | 340.371915907041 | 50.6280840929589 |
109 | 500 | 380.593991174986 | 119.406008825014 |
110 | 451 | 385.034845777455 | 65.9651542225447 |
111 | 375 | 383.350167842388 | -8.3501678423885 |
112 | 372 | 392.231877047328 | -20.2318770473279 |
113 | 302 | 380.593991174986 | -78.5939911749855 |
114 | 316 | 375.08163784018 | -59.0816378401796 |
115 | 398 | 383.350167842388 | 14.6498321576115 |
116 | 394 | 396.059552447067 | -2.05955244706716 |
117 | 431 | 392.231877047328 | 38.7681229526721 |
118 | 431 | 393.303375779664 | 37.6966242203358 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.002204672074677 | 0.00440934414935401 | 0.997795327925323 |
8 | 0.000433391054193153 | 0.000866782108386305 | 0.999566608945807 |
9 | 4.94024426856605e-05 | 9.88048853713211e-05 | 0.999950597557314 |
10 | 9.01598454970996e-06 | 1.80319690994199e-05 | 0.99999098401545 |
11 | 3.54383361349545e-06 | 7.08766722699091e-06 | 0.999996456166387 |
12 | 9.80813786087593e-07 | 1.96162757217519e-06 | 0.999999019186214 |
13 | 1.16889077738975e-07 | 2.3377815547795e-07 | 0.999999883110922 |
14 | 1.75988962404856e-08 | 3.51977924809712e-08 | 0.999999982401104 |
15 | 2.2300097735513e-09 | 4.46001954710259e-09 | 0.99999999776999 |
16 | 5.30015057331134e-08 | 1.06003011466227e-07 | 0.999999946998494 |
17 | 1.41013416474686e-08 | 2.82026832949371e-08 | 0.999999985898658 |
18 | 2.3248496482684e-09 | 4.6496992965368e-09 | 0.99999999767515 |
19 | 4.20559698910459e-10 | 8.41119397820917e-10 | 0.99999999957944 |
20 | 2.21356247105585e-10 | 4.4271249421117e-10 | 0.999999999778644 |
21 | 4.60802095234789e-11 | 9.21604190469578e-11 | 0.99999999995392 |
22 | 7.36265188404426e-12 | 1.47253037680885e-11 | 0.999999999992637 |
23 | 8.74582156228662e-12 | 1.74916431245732e-11 | 0.999999999991254 |
24 | 4.51105498027393e-10 | 9.02210996054786e-10 | 0.999999999548895 |
25 | 9.91369168573524e-11 | 1.98273833714705e-10 | 0.999999999900863 |
26 | 3.18885300091856e-11 | 6.37770600183712e-11 | 0.999999999968112 |
27 | 9.47436687852115e-12 | 1.89487337570423e-11 | 0.999999999990526 |
28 | 6.20034405057066e-12 | 1.24006881011413e-11 | 0.9999999999938 |
29 | 1.10973359246704e-11 | 2.21946718493408e-11 | 0.999999999988903 |
30 | 2.59048638659272e-12 | 5.18097277318543e-12 | 0.99999999999741 |
31 | 1.16678750162273e-11 | 2.33357500324547e-11 | 0.999999999988332 |
32 | 2.84415072717712e-09 | 5.68830145435424e-09 | 0.999999997155849 |
33 | 7.35377223137752e-09 | 1.4707544462755e-08 | 0.999999992646228 |
34 | 3.14303956035819e-09 | 6.28607912071639e-09 | 0.99999999685696 |
35 | 8.21997847564403e-09 | 1.64399569512881e-08 | 0.999999991780022 |
36 | 9.6605345892951e-08 | 1.93210691785902e-07 | 0.999999903394654 |
37 | 8.56519107393446e-08 | 1.71303821478689e-07 | 0.999999914348089 |
38 | 3.37041311939777e-08 | 6.74082623879553e-08 | 0.999999966295869 |
39 | 1.75205903778851e-08 | 3.50411807557702e-08 | 0.99999998247941 |
40 | 9.74958943405797e-09 | 1.94991788681159e-08 | 0.999999990250411 |
41 | 4.09316978935331e-09 | 8.18633957870662e-09 | 0.99999999590683 |
42 | 1.07149741081167e-08 | 2.14299482162334e-08 | 0.999999989285026 |
43 | 4.36138413514078e-09 | 8.72276827028157e-09 | 0.999999995638616 |
44 | 1.90045691853551e-09 | 3.80091383707102e-09 | 0.999999998099543 |
45 | 7.67845118322256e-10 | 1.53569023664451e-09 | 0.999999999232155 |
46 | 6.99411154817704e-10 | 1.39882230963541e-09 | 0.999999999300589 |
47 | 4.22015691602696e-10 | 8.44031383205392e-10 | 0.999999999577984 |
48 | 5.04973531852104e-10 | 1.00994706370421e-09 | 0.999999999495026 |
49 | 1.08392707617795e-09 | 2.16785415235589e-09 | 0.999999998916073 |
50 | 1.36148096348056e-09 | 2.72296192696111e-09 | 0.999999998638519 |
51 | 9.37518636511262e-10 | 1.87503727302252e-09 | 0.999999999062481 |
52 | 1.58315988221575e-09 | 3.1663197644315e-09 | 0.99999999841684 |
53 | 1.7284618067784e-09 | 3.45692361355681e-09 | 0.999999998271538 |
54 | 1.02089826495251e-09 | 2.04179652990502e-09 | 0.999999998979102 |
55 | 7.31244292606487e-10 | 1.46248858521297e-09 | 0.999999999268756 |
56 | 3.69403778512301e-09 | 7.38807557024603e-09 | 0.999999996305962 |
57 | 2.89612516824508e-07 | 5.79225033649016e-07 | 0.999999710387483 |
58 | 4.47244636087128e-07 | 8.94489272174257e-07 | 0.999999552755364 |
59 | 3.24415380527887e-07 | 6.48830761055774e-07 | 0.999999675584619 |
60 | 2.32852741249882e-07 | 4.65705482499764e-07 | 0.999999767147259 |
61 | 3.81472727533002e-07 | 7.62945455066003e-07 | 0.999999618527272 |
62 | 2.18689632822567e-07 | 4.37379265645133e-07 | 0.999999781310367 |
63 | 1.45878906797658e-07 | 2.91757813595316e-07 | 0.999999854121093 |
64 | 1.13682868808951e-07 | 2.27365737617902e-07 | 0.999999886317131 |
65 | 8.97703508337163e-08 | 1.79540701667433e-07 | 0.999999910229649 |
66 | 1.12082442129893e-07 | 2.24164884259786e-07 | 0.999999887917558 |
67 | 3.53587366678376e-06 | 7.07174733356752e-06 | 0.999996464126333 |
68 | 3.74775829677088e-06 | 7.49551659354177e-06 | 0.999996252241703 |
69 | 3.58298086226388e-06 | 7.16596172452776e-06 | 0.999996417019138 |
70 | 2.30843608526838e-05 | 4.61687217053676e-05 | 0.999976915639147 |
71 | 5.79244436299544e-05 | 0.000115848887259909 | 0.99994207555637 |
72 | 0.000152462241089543 | 0.000304924482179086 | 0.99984753775891 |
73 | 0.000111349435493431 | 0.000222698870986862 | 0.999888650564507 |
74 | 0.000102230395605164 | 0.000204460791210328 | 0.999897769604395 |
75 | 8.44056444266688e-05 | 0.000168811288853338 | 0.999915594355573 |
76 | 0.000136494094325014 | 0.000272988188650028 | 0.999863505905675 |
77 | 0.00011956353650249 | 0.00023912707300498 | 0.999880436463498 |
78 | 7.58401303661938e-05 | 0.000151680260732388 | 0.999924159869634 |
79 | 0.00047625507663324 | 0.000952510153266479 | 0.999523744923367 |
80 | 0.00104616076884887 | 0.00209232153769775 | 0.998953839231151 |
81 | 0.0012021872027137 | 0.0024043744054274 | 0.998797812797286 |
82 | 0.000751974963343894 | 0.00150394992668779 | 0.999248025036656 |
83 | 0.000472989752641794 | 0.000945979505283587 | 0.999527010247358 |
84 | 0.000628199151942665 | 0.00125639830388533 | 0.999371800848057 |
85 | 0.000382774040067431 | 0.000765548080134863 | 0.999617225959933 |
86 | 0.000268154932486662 | 0.000536309864973324 | 0.999731845067513 |
87 | 0.000165754807977681 | 0.000331509615955362 | 0.999834245192022 |
88 | 0.000426504946515737 | 0.000853009893031474 | 0.999573495053484 |
89 | 0.000273128594018849 | 0.000546257188037697 | 0.999726871405981 |
90 | 0.000167061459635878 | 0.000334122919271757 | 0.999832938540364 |
91 | 0.000108395979014068 | 0.000216791958028136 | 0.999891604020986 |
92 | 0.000330236960209183 | 0.000660473920418366 | 0.999669763039791 |
93 | 0.000195493196615755 | 0.00039098639323151 | 0.999804506803384 |
94 | 0.000165757748336893 | 0.000331515496673786 | 0.999834242251663 |
95 | 0.000195761014107793 | 0.000391522028215585 | 0.999804238985892 |
96 | 0.000133562841847354 | 0.000267125683694708 | 0.999866437158153 |
97 | 7.42722114232502e-05 | 0.0001485444228465 | 0.999925727788577 |
98 | 5.08896419748873e-05 | 0.000101779283949775 | 0.999949110358025 |
99 | 6.70307571522525e-05 | 0.000134061514304505 | 0.999932969242848 |
100 | 0.00110595602170357 | 0.00221191204340713 | 0.998894043978296 |
101 | 0.010685567259431 | 0.021371134518862 | 0.989314432740569 |
102 | 0.0253485995095113 | 0.0506971990190225 | 0.974651400490489 |
103 | 0.0276184881433311 | 0.0552369762866622 | 0.972381511856669 |
104 | 0.0357271388471993 | 0.0714542776943986 | 0.964272861152801 |
105 | 0.0537571792627681 | 0.107514358525536 | 0.946242820737232 |
106 | 0.0953464765931298 | 0.19069295318626 | 0.90465352340687 |
107 | 0.0730912105535011 | 0.146182421107002 | 0.926908789446499 |
108 | 0.045340001426163 | 0.090680002852326 | 0.954659998573837 |
109 | 0.372476408705602 | 0.744952817411204 | 0.627523591294398 |
110 | 0.585974179554219 | 0.828051640891561 | 0.414025820445781 |
111 | 0.433170162736185 | 0.866340325472369 | 0.566829837263815 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 94 | 0.895238095238095 | NOK |
5% type I error level | 95 | 0.904761904761905 | NOK |
10% type I error level | 99 | 0.942857142857143 | NOK |