Multiple Linear Regression - Estimated Regression Equation |
Totaal[t] = -15.6001765674056 + 0.97647387586164Vlaamsm[t] + 1.02996739943037Vlaamsvr[t] + 1.01992543411572Waalsm[t] + 0.97401985047538Waalsvr[t] + 0.930099163421406Brusselm[t] + 1.0769098760506Brusselvr[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) | -15.6001765674056 | 22.712338 | -0.6869 | 0.495859 | 0.24793 |
Vlaamsm | 0.97647387586164 | 0.030018 | 32.53 | 0 | 0 |
Vlaamsvr | 1.02996739943037 | 0.027952 | 36.8474 | 0 | 0 |
Waalsm | 1.01992543411572 | 0.035439 | 28.7796 | 0 | 0 |
Waalsvr | 0.97401985047538 | 0.050139 | 19.4263 | 0 | 0 |
Brusselm | 0.930099163421406 | 0.056953 | 16.3309 | 0 | 0 |
Brusselvr | 1.0769098760506 | 0.051233 | 21.0199 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.999998914665498 |
R-squared | 0.999997829332175 |
Adjusted R-squared | 0.999997526448292 |
F-TEST (value) | 3301588.12276727 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 43 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.620267454098936 |
Sum Squared Residuals | 16.5434637284182 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 9190 | 9189.84900122428 | 0.15099877571652 |
2 | 9251 | 9250.91401601089 | 0.085983989109537 |
3 | 9328 | 9328.82387171932 | -0.823871719319845 |
4 | 9428 | 9428.72617488975 | -0.726174889753537 |
5 | 9499 | 9498.71469988339 | 0.285300116614198 |
6 | 9556 | 9555.80803687364 | 0.191963126356304 |
7 | 9606 | 9604.92141571099 | 1.07858428900623 |
8 | 9632 | 9631.05316999841 | 0.946830001593881 |
9 | 9660 | 9660.06787256558 | -0.0678725655830496 |
10 | 9651 | 9651.22128715569 | -0.221287155686387 |
11 | 9695 | 9696.23004665785 | -1.23004665784747 |
12 | 9727 | 9727.24607522817 | -0.246075228173232 |
13 | 9757 | 9757.21964040837 | -0.219640408367745 |
14 | 9788 | 9788.00923723273 | -0.00923723273375928 |
15 | 9813 | 9811.84515077419 | 1.15484922580903 |
16 | 9823 | 9822.85320296597 | 0.146797034031338 |
17 | 9837 | 9836.79550484312 | 0.204495156877387 |
18 | 9842 | 9841.93236241868 | 0.0676375813202784 |
19 | 9855 | 9855.96734908405 | -0.967349084045138 |
20 | 9863 | 9864.08825733912 | -1.0882573391159 |
21 | 9855 | 9854.18795105243 | 0.812048947567841 |
22 | 9858 | 9858.23473202137 | -0.234732021372657 |
23 | 9853 | 9853.37098654518 | -0.370986545184052 |
24 | 9858 | 9857.43622709098 | 0.563772909023205 |
25 | 9859 | 9858.43118024031 | 0.568819759692135 |
26 | 9865 | 9864.39540588546 | 0.604594114544728 |
27 | 9876 | 9876.36155131501 | -0.361551315005284 |
28 | 9928 | 9927.24574603038 | 0.754253969618827 |
29 | 9948 | 9948.27839696207 | -0.27839696207337 |
30 | 9987 | 9988.06948203062 | -1.06948203062279 |
31 | 10022 | 10021.9728178097 | 0.0271821902954123 |
32 | 10068 | 10067.9640147739 | 0.0359852261213185 |
33 | 10101 | 10100.9216306336 | 0.0783693664132059 |
34 | 10131 | 10130.7756481393 | 0.2243518607261 |
35 | 10143 | 10142.8617457355 | 0.138254264537816 |
36 | 10170 | 10169.8487032351 | 0.151296764928336 |
37 | 10192 | 10191.7893198663 | 0.210680133699415 |
38 | 10214 | 10213.8232536866 | 0.176746313410042 |
39 | 10239 | 10239.7648246419 | -0.764824641881989 |
40 | 10263 | 10262.7829189133 | 0.217081086658497 |
41 | 10310 | 10309.7901658135 | 0.209834186466298 |
42 | 10355 | 10355.6225208629 | -0.622520862872554 |
43 | 10396 | 10395.8813997428 | 0.118600257188467 |
44 | 10446 | 10445.8977922796 | 0.102207720395697 |
45 | 10511 | 10511.0248231572 | -0.0248231571508038 |
46 | 10585 | 10583.9523229183 | 1.04767708173438 |
47 | 10667 | 10667.0730390517 | -0.073039051710533 |
48 | 10753 | 10754.1612999163 | -1.16129991627919 |
49 | 10840 | 10840.3519329528 | -0.351932952766044 |
50 | 10951 | 10950.4417937119 | 0.558206288088902 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.187672844127113 | 0.375345688254227 | 0.812327155872887 |
11 | 0.102751755305032 | 0.205503510610063 | 0.897248244694968 |
12 | 0.265908979432684 | 0.531817958865369 | 0.734091020567316 |
13 | 0.185982453836669 | 0.371964907673337 | 0.814017546163331 |
14 | 0.181243177169799 | 0.362486354339597 | 0.818756822830201 |
15 | 0.374053153650589 | 0.748106307301177 | 0.625946846349411 |
16 | 0.403388253046129 | 0.806776506092258 | 0.596611746953871 |
17 | 0.419887285493206 | 0.839774570986411 | 0.580112714506794 |
18 | 0.392200609199338 | 0.784401218398675 | 0.607799390800662 |
19 | 0.452754415453939 | 0.905508830907878 | 0.547245584546061 |
20 | 0.503013634063952 | 0.993972731872096 | 0.496986365936048 |
21 | 0.845962212344624 | 0.308075575310751 | 0.154037787655376 |
22 | 0.809521977490514 | 0.380956045018972 | 0.190478022509486 |
23 | 0.822516764041248 | 0.354966471917503 | 0.177483235958752 |
24 | 0.872911846630096 | 0.254176306739808 | 0.127088153369904 |
25 | 0.876081067330622 | 0.247837865338756 | 0.123918932669378 |
26 | 0.90483073427389 | 0.19033853145222 | 0.0951692657261099 |
27 | 0.866330147470493 | 0.267339705059014 | 0.133669852529507 |
28 | 0.954028620675627 | 0.0919427586487462 | 0.0459713793243731 |
29 | 0.939166652789948 | 0.121666694420103 | 0.0608333472100516 |
30 | 0.941165626385881 | 0.117668747228238 | 0.0588343736141189 |
31 | 0.914036392583854 | 0.171927214832292 | 0.0859636074161462 |
32 | 0.863097564080476 | 0.273804871839048 | 0.136902435919524 |
33 | 0.813732657817229 | 0.372534684365542 | 0.186267342182771 |
34 | 0.762952010049776 | 0.474095979900448 | 0.237047989950224 |
35 | 0.759682086277583 | 0.480635827444833 | 0.240317913722416 |
36 | 0.689851791701663 | 0.620296416596674 | 0.310148208298337 |
37 | 0.569334187967705 | 0.861331624064591 | 0.430665812032295 |
38 | 0.461415113550708 | 0.922830227101416 | 0.538584886449292 |
39 | 0.594377579809052 | 0.811244840381897 | 0.405622420190948 |
40 | 0.514909182965443 | 0.970181634069114 | 0.485090817034557 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 0 | 0 | OK |
5% type I error level | 0 | 0 | OK |
10% type I error level | 1 | 0.032258064516129 | OK |