Multiple Linear Regression - Estimated Regression Equation |
Totaal[t] = -5680.43696651265 + 2.83310391579326jaar[t] -0.0664729163826431t + 0.276473061307123voeding[t] + 0.157370406217016dranken[t] -0.0188633638381299tabak[t] + 0.280629544445438textiel[t] + 0.0234089042541094kleding[t] + 0.306111987175081`apparatuur\r`[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) | -5680.43696651265 | 2685.382244 | -2.1153 | 0.036149 | 0.018074 |
jaar | 2.83310391579326 | 1.342171 | 2.1108 | 0.036539 | 0.018269 |
t | -0.0664729163826431 | 0.128591 | -0.5169 | 0.606006 | 0.303003 |
voeding | 0.276473061307123 | 0.076659 | 3.6065 | 0.000429 | 0.000214 |
dranken | 0.157370406217016 | 0.026217 | 6.0026 | 0 | 0 |
tabak | -0.0188633638381299 | 0.027974 | -0.6743 | 0.501206 | 0.250603 |
textiel | 0.280629544445438 | 0.036257 | 7.74 | 0 | 0 |
kleding | 0.0234089042541094 | 0.015187 | 1.5414 | 0.125456 | 0.062728 |
`apparatuur\r` | 0.306111987175081 | 0.045863 | 6.6745 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.942192359713627 |
R-squared | 0.887726442702733 |
Adjusted R-squared | 0.881401171869085 |
F-TEST (value) | 140.345997199085 |
F-TEST (DF numerator) | 8 |
F-TEST (DF denominator) | 142 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.63232813215805 |
Sum Squared Residuals | 1873.52068767268 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 75.5 | 80.368769032759 | -4.86876903275902 |
2 | 83.2 | 87.7598488123558 | -4.55984881235582 |
3 | 94.5 | 96.6325365096047 | -2.13253650960469 |
4 | 83.3 | 81.5748687226516 | 1.72513127734844 |
5 | 92.7 | 94.740179405327 | -2.04017940532701 |
6 | 89.8 | 91.0684772467176 | -1.26847724671757 |
7 | 74.8 | 74.240857731302 | 0.559142268697994 |
8 | 81.5 | 77.7667990658461 | 3.73320093415386 |
9 | 92.8 | 93.0370859674289 | -0.237085967428943 |
10 | 92.8 | 97.4877491421913 | -4.68774914219127 |
11 | 91.7 | 94.1330511913776 | -2.43305119137765 |
12 | 83.5 | 83.9679997710964 | -0.467999771096405 |
13 | 92.8 | 89.8660891775536 | 2.93391082244637 |
14 | 91.3 | 89.4973988894487 | 1.80260111055126 |
15 | 99.5 | 100.229175003241 | -0.729175003241153 |
16 | 87.6 | 86.0157901626926 | 1.58420983730738 |
17 | 95.3 | 94.3509041862438 | 0.949095813756247 |
18 | 98.5 | 94.6734449881071 | 3.82655501189286 |
19 | 80.1 | 87.8689532202763 | -7.76895322027626 |
20 | 84.2 | 84.307346748035 | -0.107346748035005 |
21 | 92.4 | 96.6476595174122 | -4.24765951741214 |
22 | 98 | 105.47568313378 | -7.47568313377964 |
23 | 92.2 | 97.996505561337 | -5.79650556133702 |
24 | 80 | 81.321322058157 | -1.321322058157 |
25 | 88.7 | 89.672492642112 | -0.972492642112019 |
26 | 87.4 | 90.0995910541377 | -2.69959105413774 |
27 | 96.1 | 96.0761126003097 | 0.0238873996903083 |
28 | 94.1 | 94.5494232664123 | -0.44942326641232 |
29 | 91.9 | 92.6042463655975 | -0.704246365597498 |
30 | 93.6 | 94.8991812964364 | -1.29918129643642 |
31 | 83.5 | 88.29222830718 | -4.79222830718004 |
32 | 80.8 | 83.0449144825089 | -2.24491448250895 |
33 | 96.3 | 100.598869309606 | -4.29886930960605 |
34 | 101.5 | 107.279432833275 | -5.77943283327532 |
35 | 91.6 | 93.5714693069367 | -1.97146930693672 |
36 | 84 | 86.4703263810307 | -2.47032638103066 |
37 | 91.8 | 91.6488623739292 | 0.15113762607077 |
38 | 90.4 | 91.0013069048551 | -0.601306904855095 |
39 | 98 | 95.047627602171 | 2.95237239782897 |
40 | 95.5 | 94.4929101720171 | 1.00708982798285 |
41 | 90.5 | 87.8506234678964 | 2.64937653210357 |
42 | 97.1 | 93.8510303367045 | 3.24896966329545 |
43 | 87.9 | 88.6369512243243 | -0.736951224324272 |
44 | 79.8 | 78.1812048934996 | 1.61879510650038 |
45 | 102 | 101.305809249739 | 0.694190750260944 |
46 | 104.3 | 106.202175739542 | -1.90217573954246 |
47 | 92.1 | 90.6929960645 | 1.40700393549996 |
48 | 95.9 | 88.4124842618431 | 7.48751573815694 |
49 | 89.1 | 89.1124534888314 | -0.012453488831446 |
50 | 92.2 | 89.5553447011016 | 2.64465529889837 |
51 | 107.5 | 106.415508485433 | 1.0844915145672 |
52 | 99.7 | 95.5528178418755 | 4.1471821581245 |
53 | 92.2 | 90.783612260566 | 1.41638773943395 |
54 | 108.9 | 106.265782187605 | 2.63421781239457 |
55 | 89.8 | 89.4420526598583 | 0.357947340141729 |
56 | 89.4 | 83.9439643150937 | 5.45603568490633 |
57 | 107.6 | 105.338589494755 | 2.26141050524512 |
58 | 105.6 | 103.863557439881 | 1.7364425601189 |
59 | 100.9 | 98.7459588190568 | 2.15404118094323 |
60 | 102.9 | 94.212520585737 | 8.68747941426303 |
61 | 96.2 | 90.4496068086973 | 5.75039319130274 |
62 | 94.7 | 93.0008635286317 | 1.69913647136831 |
63 | 107.3 | 103.907351987544 | 3.39264801245572 |
64 | 103 | 99.8251472621579 | 3.17485273784206 |
65 | 96.1 | 95.5427541027561 | 0.557245897243858 |
66 | 109.8 | 106.963702586605 | 2.83629741339512 |
67 | 85.4 | 86.6222183499002 | -1.22221834990016 |
68 | 89.9 | 88.6684712289639 | 1.23152877103608 |
69 | 109.3 | 108.485339653406 | 0.814660346593834 |
70 | 101.2 | 101.770551702991 | -0.570551702991123 |
71 | 104.7 | 104.467850504359 | 0.232149495641317 |
72 | 102.4 | 96.7326806672443 | 5.66731933275574 |
73 | 97.7 | 95.4165504073321 | 2.2834495926679 |
74 | 98.9 | 95.285630799116 | 3.61436920088395 |
75 | 115 | 108.708963911279 | 6.29103608872081 |
76 | 97.5 | 96.0283845494457 | 1.47161545055432 |
77 | 107.3 | 103.745511381883 | 3.55448861811659 |
78 | 112.3 | 111.291050895219 | 1.00894910478124 |
79 | 88.5 | 95.7628580394697 | -7.26285803946966 |
80 | 92.9 | 92.6271509132957 | 0.272849086704345 |
81 | 108.8 | 111.426853465653 | -2.62685346565308 |
82 | 112.3 | 114.723562970943 | -2.42356297094342 |
83 | 107.3 | 110.864146200195 | -3.56414620019463 |
84 | 101.8 | 96.7621167525321 | 5.03788324746788 |
85 | 105 | 104.879802129534 | 0.120197870465513 |
86 | 103.4 | 103.126913701729 | 0.273086298271018 |
87 | 116.7 | 116.908963999489 | -0.208963999488548 |
88 | 103.6 | 106.029781844187 | -2.4297818441866 |
89 | 108.8 | 107.589798148244 | 1.21020185175569 |
90 | 117 | 116.081836886938 | 0.91816311306183 |
91 | 100.9 | 100.450331329534 | 0.449668670465624 |
92 | 100.8 | 97.9921486678322 | 2.80785133216779 |
93 | 109.7 | 108.71917963562 | 0.980820364379551 |
94 | 121 | 121.870167254496 | -0.870167254496408 |
95 | 114.1 | 113.058675119287 | 1.04132488071348 |
96 | 105.5 | 97.1415999460411 | 8.35840005395893 |
97 | 112.5 | 110.3804062573 | 2.11959374269985 |
98 | 113.8 | 112.633650627732 | 1.16634937226811 |
99 | 115.3 | 114.849227156173 | 0.450772843826548 |
100 | 120.4 | 116.201712638153 | 4.19828736184748 |
101 | 111.1 | 107.641453182509 | 3.45854681749125 |
102 | 120.1 | 112.265709687689 | 7.83429031231101 |
103 | 106.1 | 107.629781059392 | -1.52978105939208 |
104 | 95.9 | 92.2355878494568 | 3.66441215054322 |
105 | 119.4 | 114.817167046859 | 4.5828329531413 |
106 | 117.4 | 116.60691567255 | 0.793084327449667 |
107 | 98.6 | 100.082649811688 | -1.48264981168839 |
108 | 99.7 | 98.2392315384942 | 1.46076846150585 |
109 | 87.4 | 96.0455711624641 | -8.6455711624641 |
110 | 90.8 | 95.7623933595302 | -4.96239335953018 |
111 | 101.3 | 106.21324277637 | -4.91324277636957 |
112 | 93.2 | 100.433784809846 | -7.23378480984639 |
113 | 95.1 | 94.039984913876 | 1.06001508612398 |
114 | 101.9 | 106.575142168604 | -4.67514216860382 |
115 | 87 | 97.0999442489081 | -10.0999442489081 |
116 | 86.2 | 87.5435371676199 | -1.34353716761991 |
117 | 105 | 108.384162202808 | -3.38416220280804 |
118 | 104.1 | 108.399973150019 | -4.2999731500191 |
119 | 99.2 | 100.591845725022 | -1.39184572502176 |
120 | 95.2 | 101.327305936411 | -6.12730593641124 |
121 | 92.7 | 93.5062156007897 | -0.80621560078974 |
122 | 99.3 | 98.7011345190355 | 0.598865480964536 |
123 | 113.5 | 114.953794436651 | -1.45379443665056 |
124 | 104.7 | 107.611651407331 | -2.91165140733134 |
125 | 100.5 | 99.5968439957014 | 0.903156004298552 |
126 | 116.2 | 116.574597035299 | -0.374597035298774 |
127 | 94.1 | 99.4438572380664 | -5.34385723806641 |
128 | 94.8 | 95.3182285047418 | -0.518228504741754 |
129 | 115.1 | 110.254089907865 | 4.84591009213521 |
130 | 110 | 112.334536386952 | -2.33453638695176 |
131 | 108.4 | 107.173720476074 | 1.22627952392603 |
132 | 103.9 | 101.662186223111 | 2.23781377688928 |
133 | 102.9 | 102.929454098686 | -0.0294540986859869 |
134 | 107.7 | 101.656028223388 | 6.04397177661183 |
135 | 126.7 | 120.204538804492 | 6.4954611955081 |
136 | 108.8 | 104.855924294873 | 3.94407570512658 |
137 | 117.1 | 113.94826844152 | 3.15173155847957 |
138 | 112.2 | 110.465615004006 | 1.73438499599443 |
139 | 94.7 | 95.6009161451453 | -0.900916145145288 |
140 | 102.7 | 98.975686471658 | 3.72431352834202 |
141 | 119.1 | 116.496342826552 | 2.603657173448 |
142 | 110.6 | 110.643660889714 | -0.0436608897137277 |
143 | 109.1 | 107.823902744542 | 1.27609725545791 |
144 | 105.3 | 104.147186294124 | 1.15281370587562 |
145 | 103.4 | 106.089585217016 | -2.68958521701647 |
146 | 103.7 | 110.003175054364 | -6.30317505436385 |
147 | 117 | 119.304723605719 | -2.30472360571876 |
148 | 101.2 | 105.591358805043 | -4.39135880504301 |
149 | 105.4 | 109.10787735946 | -3.70787735945996 |
150 | 110.3 | 114.528153143334 | -4.22815314333428 |
151 | 97.7 | 103.724921701417 | -6.02492170141717 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
12 | 0.303068319639189 | 0.606136639278377 | 0.696931680360811 |
13 | 0.161956869355083 | 0.323913738710166 | 0.838043130644917 |
14 | 0.0811122008809526 | 0.162224401761905 | 0.918887799119047 |
15 | 0.0607206409287194 | 0.121441281857439 | 0.939279359071281 |
16 | 0.0395293570067521 | 0.0790587140135043 | 0.960470642993248 |
17 | 0.0336908449097748 | 0.0673816898195497 | 0.966309155090225 |
18 | 0.0210211103033109 | 0.0420422206066218 | 0.978978889696689 |
19 | 0.500103202166175 | 0.99979359566765 | 0.499896797833825 |
20 | 0.439269201410024 | 0.878538402820048 | 0.560730798589976 |
21 | 0.451419576788041 | 0.902839153576082 | 0.548580423211959 |
22 | 0.469516992976864 | 0.939033985953728 | 0.530483007023136 |
23 | 0.487979291793932 | 0.975958583587864 | 0.512020708206068 |
24 | 0.460832986429839 | 0.921665972859679 | 0.539167013570161 |
25 | 0.385434289616102 | 0.770868579232204 | 0.614565710383898 |
26 | 0.359367627333901 | 0.718735254667803 | 0.640632372666099 |
27 | 0.298708107741984 | 0.597416215483968 | 0.701291892258016 |
28 | 0.243107615625388 | 0.486215231250775 | 0.756892384374612 |
29 | 0.199465112527382 | 0.398930225054763 | 0.800534887472618 |
30 | 0.170700087578468 | 0.341400175156936 | 0.829299912421532 |
31 | 0.160897937220082 | 0.321795874440165 | 0.839102062779918 |
32 | 0.145209932957008 | 0.290419865914016 | 0.854790067042992 |
33 | 0.130977455112316 | 0.261954910224632 | 0.869022544887684 |
34 | 0.130695172029096 | 0.261390344058193 | 0.869304827970904 |
35 | 0.123220201313432 | 0.246440402626864 | 0.876779798686568 |
36 | 0.126087375854375 | 0.25217475170875 | 0.873912624145625 |
37 | 0.103014169594765 | 0.206028339189531 | 0.896985830405235 |
38 | 0.0814803094450022 | 0.162960618890004 | 0.918519690554998 |
39 | 0.076129830948645 | 0.15225966189729 | 0.923870169051355 |
40 | 0.0587596731066261 | 0.117519346213252 | 0.941240326893374 |
41 | 0.0456695451336332 | 0.0913390902672665 | 0.954330454866367 |
42 | 0.0377521735133885 | 0.0755043470267769 | 0.962247826486612 |
43 | 0.0274164367610329 | 0.0548328735220659 | 0.972583563238967 |
44 | 0.0203236562042147 | 0.0406473124084293 | 0.979676343795785 |
45 | 0.0243845021290735 | 0.0487690042581469 | 0.975615497870926 |
46 | 0.0214648378178158 | 0.0429296756356316 | 0.978535162182184 |
47 | 0.021129583200222 | 0.0422591664004439 | 0.978870416799778 |
48 | 0.0559592423017957 | 0.111918484603591 | 0.944040757698204 |
49 | 0.0476873237339817 | 0.0953746474679634 | 0.952312676266018 |
50 | 0.0354035500974257 | 0.0708071001948515 | 0.964596449902574 |
51 | 0.0261853592432345 | 0.0523707184864689 | 0.973814640756765 |
52 | 0.019190624915546 | 0.038381249831092 | 0.980809375084454 |
53 | 0.0173778506060022 | 0.0347557012120044 | 0.982622149393998 |
54 | 0.0125054456758611 | 0.0250108913517223 | 0.987494554324139 |
55 | 0.00942913474545938 | 0.0188582694909188 | 0.990570865254541 |
56 | 0.00912392921230402 | 0.018247858424608 | 0.990876070787696 |
57 | 0.00761814687533629 | 0.0152362937506726 | 0.992381853124664 |
58 | 0.00567563893099551 | 0.011351277861991 | 0.994324361069004 |
59 | 0.00412808678214383 | 0.00825617356428766 | 0.995871913217856 |
60 | 0.00998408990457986 | 0.0199681798091597 | 0.99001591009542 |
61 | 0.00845329598390117 | 0.0169065919678023 | 0.991546704016099 |
62 | 0.00603230356781678 | 0.0120646071356336 | 0.993967696432183 |
63 | 0.00425765374110196 | 0.00851530748220393 | 0.995742346258898 |
64 | 0.00300979793469125 | 0.00601959586938249 | 0.996990202065309 |
65 | 0.00335907230514895 | 0.00671814461029791 | 0.996640927694851 |
66 | 0.00229586622739736 | 0.00459173245479472 | 0.997704133772603 |
67 | 0.00236294238737032 | 0.00472588477474063 | 0.99763705761263 |
68 | 0.0017684490438612 | 0.0035368980877224 | 0.998231550956139 |
69 | 0.00119257549917795 | 0.0023851509983559 | 0.998807424500822 |
70 | 0.000909487258853123 | 0.00181897451770625 | 0.999090512741147 |
71 | 0.000622392690802141 | 0.00124478538160428 | 0.999377607309198 |
72 | 0.000603537088370945 | 0.00120707417674189 | 0.999396462911629 |
73 | 0.000479548782483906 | 0.000959097564967813 | 0.999520451217516 |
74 | 0.000372441573556736 | 0.000744883147113472 | 0.999627558426443 |
75 | 0.000841245721499139 | 0.00168249144299828 | 0.999158754278501 |
76 | 0.00068424355850425 | 0.0013684871170085 | 0.999315756441496 |
77 | 0.000572904394970461 | 0.00114580878994092 | 0.99942709560503 |
78 | 0.000373747446410368 | 0.000747494892820736 | 0.99962625255359 |
79 | 0.00290646198103947 | 0.00581292396207894 | 0.997093538018961 |
80 | 0.00204684903659298 | 0.00409369807318595 | 0.997953150963407 |
81 | 0.0019710372825373 | 0.00394207456507461 | 0.998028962717463 |
82 | 0.00181059579143959 | 0.00362119158287918 | 0.99818940420856 |
83 | 0.00224655072359984 | 0.00449310144719968 | 0.9977534492764 |
84 | 0.00273617451478536 | 0.00547234902957072 | 0.997263825485215 |
85 | 0.00284071250931972 | 0.00568142501863945 | 0.99715928749068 |
86 | 0.002010274936978 | 0.00402054987395599 | 0.997989725063022 |
87 | 0.00141259387944027 | 0.00282518775888053 | 0.99858740612056 |
88 | 0.00144930389431936 | 0.00289860778863872 | 0.998550696105681 |
89 | 0.000969814972246262 | 0.00193962994449252 | 0.999030185027754 |
90 | 0.000676092854206765 | 0.00135218570841353 | 0.999323907145793 |
91 | 0.000466792588366462 | 0.000933585176732924 | 0.999533207411634 |
92 | 0.000358750518897158 | 0.000717501037794316 | 0.999641249481103 |
93 | 0.000264474866112954 | 0.000528949732225908 | 0.999735525133887 |
94 | 0.000236265956352825 | 0.000472531912705649 | 0.999763734043647 |
95 | 0.000166767467457003 | 0.000333534934914007 | 0.999833232532543 |
96 | 0.000676403612185486 | 0.00135280722437097 | 0.999323596387815 |
97 | 0.00073723802734105 | 0.0014744760546821 | 0.999262761972659 |
98 | 0.000642803004081817 | 0.00128560600816363 | 0.999357196995918 |
99 | 0.000789623731913605 | 0.00157924746382721 | 0.999210376268086 |
100 | 0.000720421141844215 | 0.00144084228368843 | 0.999279578858156 |
101 | 0.000721398377404872 | 0.00144279675480974 | 0.999278601622595 |
102 | 0.00153571717224737 | 0.00307143434449474 | 0.998464282827753 |
103 | 0.0016021848551641 | 0.0032043697103282 | 0.998397815144836 |
104 | 0.00225140810326481 | 0.00450281620652961 | 0.997748591896735 |
105 | 0.00227404394946963 | 0.00454808789893925 | 0.99772595605053 |
106 | 0.00206316339561984 | 0.00412632679123968 | 0.99793683660438 |
107 | 0.00267000626984772 | 0.00534001253969544 | 0.997329993730152 |
108 | 0.00349582950317685 | 0.0069916590063537 | 0.996504170496823 |
109 | 0.0488031926671948 | 0.0976063853343897 | 0.951196807332805 |
110 | 0.0722779780796396 | 0.144555956159279 | 0.92772202192036 |
111 | 0.0952923754092321 | 0.190584750818464 | 0.904707624590768 |
112 | 0.156832961598252 | 0.313665923196504 | 0.843167038401748 |
113 | 0.171417481347288 | 0.342834962694575 | 0.828582518652712 |
114 | 0.17920951853826 | 0.358419037076519 | 0.82079048146174 |
115 | 0.453621480498524 | 0.907242960997047 | 0.546378519501476 |
116 | 0.400091024283987 | 0.800182048567973 | 0.599908975716013 |
117 | 0.414010359127386 | 0.828020718254772 | 0.585989640872614 |
118 | 0.513635873513227 | 0.972728252973546 | 0.486364126486773 |
119 | 0.46199716794358 | 0.92399433588716 | 0.53800283205642 |
120 | 0.625399809300688 | 0.749200381398623 | 0.374600190699312 |
121 | 0.57543218120325 | 0.849135637593499 | 0.424567818796749 |
122 | 0.50730757160717 | 0.985384856785661 | 0.492692428392831 |
123 | 0.546342246050363 | 0.907315507899273 | 0.453657753949637 |
124 | 0.571857439357254 | 0.856285121285492 | 0.428142560642746 |
125 | 0.531935546740866 | 0.936128906518268 | 0.468064453259134 |
126 | 0.550712043186935 | 0.89857591362613 | 0.449287956813065 |
127 | 0.839966593352679 | 0.320066813294643 | 0.160033406647321 |
128 | 0.951013929888902 | 0.0979721402221967 | 0.0489860701110984 |
129 | 0.930230696237807 | 0.139538607524387 | 0.0697693037621933 |
130 | 0.979181836073803 | 0.0416363278523945 | 0.0208181639261972 |
131 | 0.977066786387272 | 0.045866427225456 | 0.022933213612728 |
132 | 0.989655907890678 | 0.0206881842186449 | 0.0103440921093224 |
133 | 0.99978658548273 | 0.000426829034540319 | 0.00021341451727016 |
134 | 0.999929266410837 | 0.000141467178325237 | 7.07335891626186e-05 |
135 | 0.999951469227817 | 9.70615443658444e-05 | 4.85307721829222e-05 |
136 | 0.999762684228341 | 0.000474631543318499 | 0.000237315771659249 |
137 | 0.998767449807858 | 0.00246510038428406 | 0.00123255019214203 |
138 | 0.993880218027255 | 0.0122395639454908 | 0.00611978197274542 |
139 | 0.988962555045627 | 0.0220748899087466 | 0.0110374449543733 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 52 | 0.40625 | NOK |
5% type I error level | 72 | 0.5625 | NOK |
10% type I error level | 82 | 0.640625 | NOK |