Multiple Linear Regression - Estimated Regression Equation |
zondag[t] = + 136.517245101424 -0.01724708490382weekdag[t] + 0.932853142070083zaterdag[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) | 136.517245101424 | 66.748939 | 2.0452 | 0.043597 | 0.021799 |
weekdag | -0.01724708490382 | 0.017717 | -0.9735 | 0.332788 | 0.166394 |
zaterdag | 0.932853142070083 | 0.043232 | 21.5779 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.990648729993195 |
R-squared | 0.981384906237129 |
Adjusted R-squared | 0.980993009526332 |
F-TEST (value) | 2504.19276099712 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 95 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 556.463791154703 |
Sum Squared Residuals | 29416935.3322951 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 22274 | 23203.6923556739 | -929.692355673907 |
2 | 14819 | 16246.0451584942 | -1427.04515849423 |
3 | 15136 | 13454.6732350171 | 1681.32676498291 |
4 | 13704 | 13174.8616145249 | 529.138385475062 |
5 | 19638 | 20364.2005464023 | -726.200546402326 |
6 | 7551 | 9233.02812691554 | -1682.02812691554 |
7 | 8019 | 5561.29815884923 | 2457.70184115077 |
8 | 6509 | 6936.5452635575 | -427.545263557497 |
9 | 6634 | 6003.60689932564 | 630.393100674361 |
10 | 11166 | 9118.9200736425 | 2047.0799263575 |
11 | 7508 | 6955.52751586577 | 552.472484134231 |
12 | 4275 | 3947.77798555724 | 327.222014442763 |
13 | 4944 | 4293.68194595809 | 650.318054041911 |
14 | 5441 | 4770.57812848475 | 670.421871515249 |
15 | 1689 | 1842.603269014 | -153.603269014 |
16 | 1522 | 1648.49692640702 | -126.496926407018 |
17 | 1416 | 1498.79414098057 | -82.7941409805711 |
18 | 1594 | 2048.64799779669 | -454.647997796695 |
19 | 1909 | 1526.21184335085 | 382.788156649149 |
20 | 2599 | 2404.46903201724 | 194.530967982756 |
21 | 1262 | 2077.90962769442 | -815.90962769442 |
22 | 1199 | 1501.35162352587 | -302.35162352587 |
23 | 4404 | 3249.97501971403 | 1154.02498028597 |
24 | 1166 | 1323.83873580089 | -157.838735800886 |
25 | 1122 | 1203.4286710197 | -81.428671019703 |
26 | 886 | 1180.05409065598 | -294.054090655976 |
27 | 778 | 820.58914120167 | -42.5891412016696 |
28 | 4436 | 3545.39991737641 | 890.600082623593 |
29 | 1890 | 2173.72485210824 | -283.724852108237 |
30 | 3107 | 2869.13162007304 | 237.868379926956 |
31 | 1038 | 1073.6607432748 | -35.6607432748043 |
32 | 300 | 475.026221782104 | -175.026221782104 |
33 | 988 | 1169.65536036898 | -181.655360368976 |
34 | 2008 | 2094.4232716887 | -86.4232716886972 |
35 | 1522 | 1459.09400901247 | 62.9059909875322 |
36 | 1336 | 1354.31672498546 | -18.3167249854622 |
37 | 976 | 943.652866898516 | 32.347133101484 |
38 | 798 | 1018.97100166028 | -220.971001660275 |
39 | 869 | 1250.54128244014 | -381.541282440142 |
40 | 1260 | 1338.67337033044 | -78.6733703304376 |
41 | 578 | 673.399018897128 | -95.3990188971276 |
42 | 2359 | 1842.39896147564 | 516.601038524356 |
43 | 736 | 691.810090878084 | 44.1899091219157 |
44 | 1690 | 1295.48680339175 | 394.513196608245 |
45 | 1201 | 1337.33691240426 | -136.336912404263 |
46 | 813 | 1477.63978791087 | -664.639787910868 |
47 | 778 | 899.55950859899 | -121.55950859899 |
48 | 687 | 897.916503861336 | -210.916503861336 |
49 | 1270 | 1139.90490352537 | 130.095096474629 |
50 | 671 | 788.716413312633 | -117.716413312633 |
51 | 1559 | 735.730481034053 | 823.269518965947 |
52 | 489 | 657.229819306408 | -168.229819306408 |
53 | 773 | 740.095504071983 | 32.904495928017 |
54 | 629 | 796.48062263388 | -167.48062263388 |
55 | 637 | 717.169347915755 | -80.169347915755 |
56 | 277 | 373.360468529586 | -96.360468529586 |
57 | 776 | 681.493695298815 | 94.5063047011854 |
58 | 1651 | 838.816671138222 | 812.183328861778 |
59 | 377 | 501.986187954043 | -124.986187954043 |
60 | 222 | 457.554178832756 | -235.554178832756 |
61 | 1068 | 902.040698665614 | 165.959301334386 |
62 | 399 | 561.322068591757 | -162.322068591757 |
63 | 547 | 516.907306555373 | 30.0926934446269 |
64 | 668 | 955.434518752831 | -287.434518752831 |
65 | 451 | 598.238000764509 | -147.238000764509 |
66 | 724 | 726.297587501667 | -2.29758750166726 |
67 | 853 | 879.492467820007 | -26.4924678200067 |
68 | 434 | 598.165991310366 | -164.165991310366 |
69 | 730 | 888.524777682815 | -158.524777682815 |
70 | 612 | 684.281680824178 | -72.2816808241782 |
71 | 558 | 912.88244188606 | -354.88244188606 |
72 | 859 | 791.230586991801 | 67.7694130081986 |
73 | 311 | 466.147758786649 | -155.147758786649 |
74 | 318 | 509.193958886576 | -191.193958886576 |
75 | 312 | 500.778012408514 | -188.778012408514 |
76 | 343 | 421.190784331928 | -78.1907843319283 |
77 | 710 | 800.343090050074 | -90.3430900500735 |
78 | 273 | 449.831767820376 | -176.831767820376 |
79 | 259 | 473.308320136262 | -214.308320136262 |
80 | 1274 | 982.472154300226 | 291.527845699774 |
81 | 625 | 857.487080347738 | -232.487080347738 |
82 | 245 | 535.182543369365 | -290.182543369365 |
83 | 235 | 359.149252876581 | -124.149252876581 |
84 | 250 | 425.468061388076 | -175.468061388076 |
85 | NA | NA | -400.767234695965 |
86 | 303 | 540.499018942577 | -237.499018942577 |
87 | 250 | 390.86689041957 | -140.86689041957 |
88 | 403 | 564.860850473734 | -161.860850473734 |
89 | 441 | 45.454020278608 | 395.545979721392 |
90 | 1507 | 1687.77495078247 | -180.774950782473 |
91 | 388 | 678.091881867209 | -290.091881867209 |
92 | 530 | 874.320179748898 | -344.320179748898 |
93 | 107 | -196.770095890814 | 303.770095890814 |
94 | 868 | 678.81446351423 | 189.18553648577 |
95 | NA | NA | -117.565204405875 |
96 | 753 | 767.969891090067 | -14.9698910900666 |
97 | 62 | 185.663248829052 | -123.663248829052 |
98 | 346 | 448.587098374397 | -102.587098374397 |
99 | 478 | NA | NA |
100 | 292 | NA | NA |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.999999997905836 | 4.18832781277266e-09 | 2.09416390638633e-09 |
7 | 1 | 8.24074931462229e-16 | 4.12037465731114e-16 |
8 | 1 | 6.93299534810091e-18 | 3.46649767405046e-18 |
9 | 1 | 4.09011788926512e-17 | 2.04505894463256e-17 |
10 | 1 | 1.44801722683887e-19 | 7.24008613419433e-20 |
11 | 1 | 3.73406209947122e-19 | 1.86703104973561e-19 |
12 | 1 | 7.8234047951211e-19 | 3.91170239756055e-19 |
13 | 1 | 3.08929570405549e-18 | 1.54464785202774e-18 |
14 | 1 | 1.41780106663249e-17 | 7.08900533316244e-18 |
15 | 1 | 6.86938945168114e-18 | 3.43469472584057e-18 |
16 | 1 | 7.37159741430109e-18 | 3.68579870715055e-18 |
17 | 1 | 1.20637062164343e-17 | 6.03185310821717e-18 |
18 | 1 | 4.94858287303833e-18 | 2.47429143651917e-18 |
19 | 1 | 6.20791552638991e-18 | 3.10395776319496e-18 |
20 | 1 | 2.32417564133118e-17 | 1.16208782066559e-17 |
21 | 1 | 1.70291735234375e-19 | 8.51458676171875e-20 |
22 | 1 | 2.8429543712071e-19 | 1.42147718560355e-19 |
23 | 1 | 2.67311752235699e-20 | 1.3365587611785e-20 |
24 | 1 | 8.01947429851128e-20 | 4.00973714925564e-20 |
25 | 1 | 2.78615146312717e-19 | 1.39307573156359e-19 |
26 | 1 | 5.91806478815695e-19 | 2.95903239407848e-19 |
27 | 1 | 1.96241755037319e-18 | 9.81208775186593e-19 |
28 | 1 | 8.80631355193432e-19 | 4.40315677596716e-19 |
29 | 1 | 1.05956326300789e-18 | 5.29781631503947e-19 |
30 | 1 | 4.21089194052819e-18 | 2.10544597026409e-18 |
31 | 1 | 1.48730193704784e-17 | 7.43650968523918e-18 |
32 | 1 | 4.72735044964463e-17 | 2.36367522482231e-17 |
33 | 1 | 1.34001548897048e-16 | 6.70007744485242e-17 |
34 | 1 | 3.37492125747102e-16 | 1.68746062873551e-16 |
35 | 0.999999999999999 | 1.18134566563151e-15 | 5.90672832815753e-16 |
36 | 0.999999999999998 | 3.93928394961795e-15 | 1.96964197480898e-15 |
37 | 0.999999999999994 | 1.23861398577143e-14 | 6.19306992885717e-15 |
38 | 0.999999999999985 | 3.03027907143328e-14 | 1.51513953571664e-14 |
39 | 0.999999999999987 | 2.68127513819574e-14 | 1.34063756909787e-14 |
40 | 0.999999999999965 | 6.98205420948541e-14 | 3.4910271047427e-14 |
41 | 0.999999999999896 | 2.08732193791393e-13 | 1.04366096895697e-13 |
42 | 0.999999999999869 | 2.62188798514858e-13 | 1.31094399257429e-13 |
43 | 0.999999999999595 | 8.09695829451726e-13 | 4.04847914725863e-13 |
44 | 0.999999999999524 | 9.51432283033958e-13 | 4.75716141516979e-13 |
45 | 0.999999999998708 | 2.58340280488182e-12 | 1.29170140244091e-12 |
46 | 0.999999999999948 | 1.03938740240475e-13 | 5.19693701202374e-14 |
47 | 0.999999999999866 | 2.67935577703458e-13 | 1.33967788851729e-13 |
48 | 0.999999999999773 | 4.53845221120395e-13 | 2.26922610560197e-13 |
49 | 0.999999999999267 | 1.46515025383121e-12 | 7.32575126915604e-13 |
50 | 0.999999999998189 | 3.62256883284575e-12 | 1.81128441642287e-12 |
51 | 0.999999999999985 | 2.93825308548433e-14 | 1.46912654274217e-14 |
52 | 0.999999999999955 | 9.0281022277447e-14 | 4.51405111387235e-14 |
53 | 0.999999999999847 | 3.06360690376837e-13 | 1.53180345188418e-13 |
54 | 0.999999999999594 | 8.12293449450333e-13 | 4.06146724725166e-13 |
55 | 0.999999999998664 | 2.67215027857417e-12 | 1.33607513928708e-12 |
56 | 0.999999999995695 | 8.61083324306762e-12 | 4.30541662153381e-12 |
57 | 0.999999999988264 | 2.34728014035973e-11 | 1.17364007017987e-11 |
58 | 0.999999999999994 | 1.295624653905e-14 | 6.47812326952501e-15 |
59 | 0.999999999999976 | 4.87533934289007e-14 | 2.43766967144503e-14 |
60 | 0.999999999999909 | 1.82611054978859e-13 | 9.13055274894294e-14 |
61 | 0.999999999999857 | 2.86933001456628e-13 | 1.43466500728314e-13 |
62 | 0.999999999999449 | 1.10178272725634e-12 | 5.50891363628169e-13 |
63 | 0.999999999999043 | 1.91425913627921e-12 | 9.57129568139607e-13 |
64 | 0.999999999998156 | 3.68827276156224e-12 | 1.84413638078112e-12 |
65 | 0.999999999993058 | 1.38844927564582e-11 | 6.9422463782291e-12 |
66 | 0.99999999998046 | 3.90803099624808e-11 | 1.95401549812404e-11 |
67 | 0.999999999933263 | 1.3347445998679e-10 | 6.6737229993395e-11 |
68 | 0.999999999762057 | 4.75886468623e-10 | 2.379432343115e-10 |
69 | 0.999999999188991 | 1.62201867438572e-09 | 8.11009337192862e-10 |
70 | 0.999999997479075 | 5.04185011972298e-09 | 2.52092505986149e-09 |
71 | 0.999999997064418 | 5.87116343251131e-09 | 2.93558171625565e-09 |
72 | 0.999999992657942 | 1.46841160374488e-08 | 7.34205801872441e-09 |
73 | 0.999999977127088 | 4.5745823363732e-08 | 2.2872911681866e-08 |
74 | 0.999999923769325 | 1.52461350195316e-07 | 7.62306750976581e-08 |
75 | 0.999999750600552 | 4.9879889532953e-07 | 2.49399447664765e-07 |
76 | 0.999999436211667 | 1.12757666572876e-06 | 5.63788332864379e-07 |
77 | 0.99999819882418 | 3.60235163997302e-06 | 1.80117581998651e-06 |
78 | 0.999994932617561 | 1.01347648773721e-05 | 5.06738243868603e-06 |
79 | 0.999985503366364 | 2.89932672717975e-05 | 1.44966336358988e-05 |
80 | 0.999991292565259 | 1.74148694828517e-05 | 8.70743474142583e-06 |
81 | 0.999972636533441 | 5.47269331185955e-05 | 2.73634665592978e-05 |
82 | 0.999918959950274 | 0.000162080099452925 | 8.10400497264626e-05 |
83 | 0.99984408086261 | 0.000311838274780345 | 0.000155919137390172 |
84 | 0.999743458166359 | 0.000513083667281148 | 0.000256541833640574 |
85 | 0.999442034266567 | 0.00111593146686517 | 0.000557965733432584 |
86 | 0.998370067428235 | 0.00325986514353063 | 0.00162993257176531 |
87 | 0.995604110225983 | 0.00879177954803314 | 0.00439588977401657 |
88 | 0.988453366885279 | 0.0230932662294413 | 0.0115466331147207 |
89 | 0.986752786983639 | 0.0264944260327224 | 0.0132472130163612 |
90 | 0.964700579355514 | 0.0705988412889727 | 0.0352994206444863 |
91 | 0.948901796303884 | 0.102196407392233 | 0.0510982036961164 |
92 | 0.993537193096326 | 0.012925613807347 | 0.00646280690367349 |
93 | 0.958129386537871 | 0.0837412269242579 | 0.041870613462129 |
94 | 0.914465885974617 | 0.171068228050766 | 0.0855341140253828 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 82 | 0.921348314606742 | NOK |
5% type I error level | 85 | 0.955056179775281 | NOK |
10% type I error level | 87 | 0.97752808988764 | NOK |