Multiple Linear Regression - Estimated Regression Equation |
Totaal[t] = -10.6059397600565 -0.041735987522976s_t[t] -3.1774365617245s[t] + 0.203077934796797t + 0.197000832977214voeding[t] + 0.0612229420211562voeding_s[t] + 0.249547417839873dranken[t] -0.117940135739093dranken_s[t] -0.0163843621853488tabak[t] -0.0110643132889445tabak_s[t] + 0.302937607211015textiel[t] -0.0708112500168828textiel_s[t] + 0.0606263900773153kleding[t] -0.0548195277304905kleding_s[t] + 0.173418455257098apparatuur[t] + 0.2385537693664`app_s\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) | -10.6059397600565 | 9.215295 | -1.1509 | 0.251805 | 0.125903 |
s_t | -0.041735987522976 | 0.053354 | -0.7823 | 0.435437 | 0.217719 |
s | -3.1774365617245 | 13.136354 | -0.2419 | 0.809239 | 0.40462 |
t | 0.203077934796797 | 0.031769 | 6.3922 | 0 | 0 |
voeding | 0.197000832977214 | 0.11967 | 1.6462 | 0.102048 | 0.051024 |
voeding_s | 0.0612229420211562 | 0.171657 | 0.3567 | 0.721905 | 0.360952 |
dranken | 0.249547417839873 | 0.064687 | 3.8578 | 0.000176 | 8.8e-05 |
dranken_s | -0.117940135739093 | 0.08016 | -1.4713 | 0.143536 | 0.071768 |
tabak | -0.0163843621853488 | 0.042768 | -0.3831 | 0.702251 | 0.351126 |
tabak_s | -0.0110643132889445 | 0.056267 | -0.1966 | 0.844405 | 0.422202 |
textiel | 0.302937607211015 | 0.059874 | 5.0596 | 1e-06 | 1e-06 |
textiel_s | -0.0708112500168828 | 0.078933 | -0.8971 | 0.371258 | 0.185629 |
kleding | 0.0606263900773153 | 0.028935 | 2.0953 | 0.038013 | 0.019006 |
kleding_s | -0.0548195277304905 | 0.036205 | -1.5141 | 0.132328 | 0.066164 |
apparatuur | 0.173418455257098 | 0.064267 | 2.6984 | 0.007857 | 0.003929 |
`app_s\r` | 0.2385537693664 | 0.091696 | 2.6016 | 0.010315 | 0.005157 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.947303847629336 |
R-squared | 0.897384579733344 |
Adjusted R-squared | 0.885982866370382 |
F-TEST (value) | 78.7061164551355 |
F-TEST (DF numerator) | 15 |
F-TEST (DF denominator) | 135 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.56147528397684 |
Sum Squared Residuals | 1712.35433678102 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 75.5 | 77.9845346401489 | -2.48453464014888 |
2 | 83.2 | 85.9496752602208 | -2.74967526022084 |
3 | 94.5 | 94.5421286604659 | -0.042128660465873 |
4 | 83.3 | 82.7708702234246 | 0.529129776575405 |
5 | 92.7 | 95.6738095266234 | -2.97380952662335 |
6 | 89.8 | 93.0995933861746 | -3.29959338617456 |
7 | 74.8 | 74.6831039369626 | 0.116896063037444 |
8 | 81.5 | 79.2031493258509 | 2.29685067414906 |
9 | 92.8 | 95.3598331152892 | -2.55983311528924 |
10 | 92.8 | 95.2141070956056 | -2.4141070956056 |
11 | 91.7 | 91.6414514099981 | 0.0585485900018664 |
12 | 83.5 | 81.7473323026927 | 1.75266769730733 |
13 | 92.8 | 88.7091201416078 | 4.09087985839223 |
14 | 91.3 | 88.4099884684842 | 2.89001153151583 |
15 | 99.5 | 98.7472838411573 | 0.752716158842748 |
16 | 87.6 | 86.2517126524617 | 1.34828734753829 |
17 | 95.3 | 93.9944773110642 | 1.30552268893579 |
18 | 98.5 | 95.3895439986496 | 3.11045600135043 |
19 | 80.1 | 87.3481604288127 | -7.24816042881272 |
20 | 84.2 | 84.601444919562 | -0.401444919562037 |
21 | 92.4 | 98.9664133806632 | -6.5664133806632 |
22 | 98 | 104.971945611874 | -6.97194561187356 |
23 | 92.2 | 96.1277335515244 | -3.92773355152444 |
24 | 80 | 80.1713497732358 | -0.171349773235839 |
25 | 88.7 | 89.9569885519416 | -1.25698855194158 |
26 | 87.4 | 90.866388419853 | -3.46638841985303 |
27 | 96.1 | 95.9603369794617 | 0.139663020538269 |
28 | 94.1 | 94.4489843229488 | -0.348984322948767 |
29 | 91.9 | 92.8939874861181 | -0.993987486118083 |
30 | 93.6 | 96.7529021399017 | -3.15290213990173 |
31 | 83.5 | 87.1975791694051 | -3.69757916940506 |
32 | 80.8 | 83.6113502226468 | -2.81135022264679 |
33 | 96.3 | 102.059132381775 | -5.7591323817748 |
34 | 101.5 | 106.238505947271 | -4.73850594727051 |
35 | 91.6 | 92.613461262153 | -1.01346126215299 |
36 | 84 | 87.4884814549071 | -3.48848145490706 |
37 | 91.8 | 93.3320570392832 | -1.53205703928316 |
38 | 90.4 | 91.9814959697073 | -1.58149596970724 |
39 | 98 | 95.612337908482 | 2.38766209151802 |
40 | 95.5 | 93.0894282750707 | 2.41057172492926 |
41 | 90.5 | 87.4518668775125 | 3.04813312248747 |
42 | 97.1 | 94.0858092821634 | 3.01419071783663 |
43 | 87.9 | 86.7570641663262 | 1.14293583367383 |
44 | 79.8 | 76.9219623510423 | 2.87803764895771 |
45 | 102 | 101.99811177616 | 0.00188822384025417 |
46 | 104.3 | 107.072027940693 | -2.77202794069272 |
47 | 92.1 | 92.1675157021276 | -0.0675157021276568 |
48 | 95.9 | 90.2015547677902 | 5.69844523220979 |
49 | 89.1 | 91.1973294935913 | -2.09732949359129 |
50 | 92.2 | 91.2590760147755 | 0.940923985224481 |
51 | 107.5 | 108.130501335149 | -0.630501335149437 |
52 | 99.7 | 94.8620622242363 | 4.83793777576374 |
53 | 92.2 | 90.7876027807145 | 1.41239721928554 |
54 | 108.9 | 106.507850818038 | 2.39214918196247 |
55 | 89.8 | 88.7628626763358 | 1.03713732366417 |
56 | 89.4 | 83.0011136767286 | 6.39888632327142 |
57 | 107.6 | 105.368358670216 | 2.23164132978362 |
58 | 105.6 | 103.030026889487 | 2.56997311051267 |
59 | 100.9 | 99.6288886278144 | 1.27111137218556 |
60 | 102.9 | 94.9625997369227 | 7.93740026307728 |
61 | 96.2 | 90.1798160201049 | 6.02018397989508 |
62 | 94.7 | 94.1035848418605 | 0.596415158139461 |
63 | 107.3 | 105.063198346436 | 2.23680165356407 |
64 | 103 | 99.9157602835017 | 3.0842397164983 |
65 | 96.1 | 95.7271006035592 | 0.372899396440783 |
66 | 109.8 | 107.553626510984 | 2.24637348901624 |
67 | 85.4 | 85.7127949426441 | -0.312794942644053 |
68 | 89.9 | 87.9343397361667 | 1.96566026383327 |
69 | 109.3 | 109.09256660817 | 0.20743339182994 |
70 | 101.2 | 102.237691095254 | -1.03769109525449 |
71 | 104.7 | 104.728361231988 | -0.028361231988344 |
72 | 102.4 | 97.1406464628352 | 5.25935353716476 |
73 | 97.7 | 95.5909441708628 | 2.10905582913725 |
74 | 98.9 | 96.5903183721671 | 2.30968162783288 |
75 | 115 | 109.443480548328 | 5.55651945167208 |
76 | 97.5 | 95.9905235354429 | 1.50947646455706 |
77 | 107.3 | 103.702538746536 | 3.5974612534641 |
78 | 112.3 | 111.403551251933 | 0.896448748067234 |
79 | 88.5 | 94.721083123021 | -6.22108312302095 |
80 | 92.9 | 91.6588615082821 | 1.24113849171791 |
81 | 108.8 | 112.295451030277 | -3.49545103027699 |
82 | 112.3 | 114.619937269701 | -2.31993726970112 |
83 | 107.3 | 110.388583448982 | -3.08858344898243 |
84 | 101.8 | 97.8085247040261 | 3.99147529597388 |
85 | 105 | 103.944414424011 | 1.05558557598922 |
86 | 103.4 | 104.243071375069 | -0.843071375069057 |
87 | 116.7 | 116.840754101783 | -0.14075410178315 |
88 | 103.6 | 106.166961893099 | -2.56696189309871 |
89 | 108.8 | 107.783670542477 | 1.01632945752291 |
90 | 117 | 117.200187500531 | -0.200187500530643 |
91 | 100.9 | 99.6120757704472 | 1.28792422955276 |
92 | 100.8 | 97.5164854216752 | 3.28351457832482 |
93 | 109.7 | 109.569227153843 | 0.130772846156915 |
94 | 121 | 121.284750425501 | -0.284750425501495 |
95 | 114.1 | 112.32592101169 | 1.77407898830957 |
96 | 105.5 | 98.7010196635462 | 6.79898033645377 |
97 | 112.5 | 109.414249201592 | 3.0857507984075 |
98 | 113.8 | 109.619606789489 | 4.18039321051117 |
99 | 115.3 | 111.658528278098 | 3.64147172190163 |
100 | 120.4 | 116.317267887201 | 4.08273211279941 |
101 | 111.1 | 107.946134400168 | 3.15386559983188 |
102 | 120.1 | 113.67815832837 | 6.42184167163017 |
103 | 106.1 | 107.382062184308 | -1.28206218430761 |
104 | 95.9 | 92.4474649171078 | 3.45253508289226 |
105 | 119.4 | 116.891235468459 | 2.50876453154101 |
106 | 117.4 | 114.54601469483 | 2.85398530516984 |
107 | 98.6 | 100.74695641687 | -2.14695641687047 |
108 | 99.7 | 99.7266018248169 | -0.0266018248168517 |
109 | 87.4 | 95.6346009852687 | -8.23460098526869 |
110 | 90.8 | 96.6740324097174 | -5.87403240971736 |
111 | 101.3 | 105.944286571593 | -4.6442865715929 |
112 | 93.2 | 99.596486524363 | -6.39648652436295 |
113 | 95.1 | 93.4459196146606 | 1.65408038533944 |
114 | 101.9 | 106.553040019788 | -4.65304001978765 |
115 | 87 | 95.2916271962443 | -8.29162719624433 |
116 | 86.2 | 86.902876861707 | -0.702876861707009 |
117 | 105 | 109.633005669347 | -4.63300566934707 |
118 | 104.1 | 108.557344120698 | -4.45734412069821 |
119 | 99.2 | 101.718457849614 | -2.51845784961391 |
120 | 95.2 | 102.62001635887 | -7.42001635887048 |
121 | 92.7 | 92.1573343566129 | 0.542665643387148 |
122 | 99.3 | 100.153262143864 | -0.853262143863675 |
123 | 113.5 | 114.15136325435 | -0.651363254350386 |
124 | 104.7 | 107.522468774395 | -2.82246877439478 |
125 | 100.5 | 98.9918108498897 | 1.50818915011027 |
126 | 116.2 | 116.826404450254 | -0.626404450254007 |
127 | 94.1 | 98.0032197657029 | -3.90321976570289 |
128 | 94.8 | 95.6718721457394 | -0.871872145739382 |
129 | 115.1 | 110.956562740688 | 4.14343725931203 |
130 | 110 | 110.724154681677 | -0.724154681676504 |
131 | 108.4 | 107.560468088716 | 0.839531911284088 |
132 | 103.9 | 102.256241304971 | 1.6437586950287 |
133 | 102.9 | 101.850637373431 | 1.04936262656875 |
134 | 107.7 | 102.606961358191 | 5.09303864180871 |
135 | 126.7 | 119.660553150197 | 7.03944684980329 |
136 | 108.8 | 103.683394947131 | 5.11660505286856 |
137 | 117.1 | 113.102993972619 | 3.99700602738106 |
138 | 112.2 | 110.855658591065 | 1.34434140893475 |
139 | 94.7 | 94.2325854747539 | 0.467414525246121 |
140 | 102.7 | 99.1046546480355 | 3.59534535196447 |
141 | 119.1 | 117.915604692554 | 1.18439530744622 |
142 | 110.6 | 111.143296780938 | -0.543296780937884 |
143 | 109.1 | 109.334890701806 | -0.234890701806101 |
144 | 105.3 | 106.030753351608 | -0.730753351607722 |
145 | 103.4 | 106.223841669968 | -2.82384166996776 |
146 | 103.7 | 110.032421033969 | -6.33242103396864 |
147 | 117 | 117.80188293567 | -0.801882935669587 |
148 | 101.2 | 105.82023654818 | -4.62023654817965 |
149 | 105.4 | 108.072378619276 | -2.67237861927586 |
150 | 110.3 | 114.390119255648 | -4.09011925564789 |
151 | 97.7 | 102.50780778688 | -4.80780778687964 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
19 | 0.490485624787025 | 0.980971249574051 | 0.509514375212975 |
20 | 0.520679385609151 | 0.958641228781699 | 0.479320614390849 |
21 | 0.70755840049451 | 0.584883199010981 | 0.29244159950549 |
22 | 0.890293567062146 | 0.219412865875708 | 0.109706432937854 |
23 | 0.886540575169595 | 0.226918849660811 | 0.113459424830405 |
24 | 0.839308986828186 | 0.321382026343629 | 0.160691013171814 |
25 | 0.776307578515628 | 0.447384842968744 | 0.223692421484372 |
26 | 0.7494593167618 | 0.5010813664764 | 0.2505406832382 |
27 | 0.705016010693881 | 0.589967978612238 | 0.294983989306119 |
28 | 0.64051295776405 | 0.718974084471899 | 0.35948704223595 |
29 | 0.563297240689328 | 0.873405518621345 | 0.436702759310673 |
30 | 0.510631963357468 | 0.978736073285063 | 0.489368036642532 |
31 | 0.454183950764157 | 0.908367901528314 | 0.545816049235843 |
32 | 0.431618353597982 | 0.863236707195963 | 0.568381646402018 |
33 | 0.438090909127716 | 0.876181818255432 | 0.561909090872284 |
34 | 0.409385225624537 | 0.818770451249075 | 0.590614774375463 |
35 | 0.363064022449494 | 0.726128044898988 | 0.636935977550506 |
36 | 0.339307977407505 | 0.67861595481501 | 0.660692022592495 |
37 | 0.281038337213707 | 0.562076674427413 | 0.718961662786293 |
38 | 0.242527089981381 | 0.485054179962762 | 0.757472910018619 |
39 | 0.28114196034852 | 0.562283920697041 | 0.71885803965148 |
40 | 0.261312269821957 | 0.522624539643913 | 0.738687730178043 |
41 | 0.22049459279531 | 0.440989185590621 | 0.77950540720469 |
42 | 0.205666950041917 | 0.411333900083834 | 0.794333049958083 |
43 | 0.174418559049616 | 0.348837118099232 | 0.825581440950384 |
44 | 0.142407043997613 | 0.284814087995226 | 0.857592956002387 |
45 | 0.179025195603447 | 0.358050391206895 | 0.820974804396553 |
46 | 0.165493653931872 | 0.330987307863744 | 0.834506346068128 |
47 | 0.133198169598146 | 0.266396339196292 | 0.866801830401854 |
48 | 0.185415738051139 | 0.370831476102278 | 0.814584261948861 |
49 | 0.18233012437146 | 0.36466024874292 | 0.81766987562854 |
50 | 0.147613900322869 | 0.295227800645738 | 0.852386099677131 |
51 | 0.131050470678768 | 0.262100941357535 | 0.868949529321232 |
52 | 0.11267918734894 | 0.22535837469788 | 0.88732081265106 |
53 | 0.0986859900271813 | 0.197371980054363 | 0.901314009972819 |
54 | 0.0805513392692637 | 0.161102678538527 | 0.919448660730736 |
55 | 0.0613142275718343 | 0.122628455143669 | 0.938685772428166 |
56 | 0.0717013494432127 | 0.143402698886425 | 0.928298650556787 |
57 | 0.0561389175256312 | 0.112277835051262 | 0.943861082474369 |
58 | 0.05657855511076 | 0.11315711022152 | 0.94342144488924 |
59 | 0.0480679377631638 | 0.0961358755263275 | 0.951932062236836 |
60 | 0.0820022706294239 | 0.164004541258848 | 0.917997729370576 |
61 | 0.0753727649333176 | 0.150745529866635 | 0.924627235066682 |
62 | 0.0808259183097603 | 0.161651836619521 | 0.91917408169024 |
63 | 0.0649424877642083 | 0.129884975528417 | 0.935057512235792 |
64 | 0.0523982593153311 | 0.104796518630662 | 0.947601740684669 |
65 | 0.0471269594034487 | 0.0942539188068975 | 0.952873040596551 |
66 | 0.0367493686993701 | 0.0734987373987401 | 0.96325063130063 |
67 | 0.0302497036864874 | 0.0604994073729748 | 0.969750296313513 |
68 | 0.0227191494891275 | 0.045438298978255 | 0.977280850510872 |
69 | 0.0164536489423674 | 0.0329072978847348 | 0.983546351057633 |
70 | 0.0171078380316151 | 0.0342156760632302 | 0.982892161968385 |
71 | 0.0143623729636346 | 0.0287247459272691 | 0.985637627036365 |
72 | 0.0129825460159663 | 0.0259650920319327 | 0.987017453984034 |
73 | 0.00957830641691052 | 0.019156612833821 | 0.99042169358309 |
74 | 0.0068402484291738 | 0.0136804968583476 | 0.993159751570826 |
75 | 0.00979872399690838 | 0.0195974479938168 | 0.990201276003092 |
76 | 0.00688593324475815 | 0.0137718664895163 | 0.993114066755242 |
77 | 0.00617888231229209 | 0.0123577646245842 | 0.993821117687708 |
78 | 0.00462103772908448 | 0.00924207545816895 | 0.995378962270915 |
79 | 0.0106736589696406 | 0.0213473179392813 | 0.989326341030359 |
80 | 0.00751873728535174 | 0.0150374745707035 | 0.992481262714648 |
81 | 0.0124024206222479 | 0.0248048412444959 | 0.987597579377752 |
82 | 0.013049791318524 | 0.026099582637048 | 0.986950208681476 |
83 | 0.0168136235238152 | 0.0336272470476304 | 0.983186376476185 |
84 | 0.0143940463536325 | 0.0287880927072649 | 0.985605953646367 |
85 | 0.0106780567147384 | 0.0213561134294768 | 0.989321943285262 |
86 | 0.00857154468702571 | 0.0171430893740514 | 0.991428455312974 |
87 | 0.0061619882785816 | 0.0123239765571632 | 0.993838011721418 |
88 | 0.00570323994413576 | 0.0114064798882715 | 0.994296760055864 |
89 | 0.00394695426718289 | 0.00789390853436578 | 0.996053045732817 |
90 | 0.00327119694028708 | 0.00654239388057416 | 0.996728803059713 |
91 | 0.00229324958825984 | 0.00458649917651968 | 0.99770675041174 |
92 | 0.00170050863708116 | 0.00340101727416233 | 0.998299491362919 |
93 | 0.00291925614061989 | 0.00583851228123979 | 0.99708074385938 |
94 | 0.00259112906667303 | 0.00518225813334605 | 0.997408870933327 |
95 | 0.00182267047272 | 0.00364534094544 | 0.99817732952728 |
96 | 0.02471345546733 | 0.04942691093466 | 0.97528654453267 |
97 | 0.0195122078200244 | 0.0390244156400488 | 0.980487792179976 |
98 | 0.0177659028405261 | 0.0355318056810521 | 0.982234097159474 |
99 | 0.0189908960644993 | 0.0379817921289987 | 0.981009103935501 |
100 | 0.0154897282891798 | 0.0309794565783595 | 0.98451027171082 |
101 | 0.0145060241613209 | 0.0290120483226418 | 0.985493975838679 |
102 | 0.0122806817035553 | 0.0245613634071106 | 0.987719318296445 |
103 | 0.0186993178152566 | 0.0373986356305133 | 0.981300682184743 |
104 | 0.0141812679825979 | 0.0283625359651959 | 0.985818732017402 |
105 | 0.0119195765266798 | 0.0238391530533596 | 0.98808042347332 |
106 | 0.012677459296293 | 0.0253549185925861 | 0.987322540703707 |
107 | 0.018832420056188 | 0.037664840112376 | 0.981167579943812 |
108 | 0.0216023285905161 | 0.0432046571810322 | 0.978397671409484 |
109 | 0.112540246839987 | 0.225080493679973 | 0.887459753160013 |
110 | 0.145923474176583 | 0.291846948353166 | 0.854076525823417 |
111 | 0.151373748510518 | 0.302747497021036 | 0.848626251489482 |
112 | 0.251708574733593 | 0.503417149467186 | 0.748291425266407 |
113 | 0.508517504531939 | 0.982964990936123 | 0.491482495468061 |
114 | 0.528721592240526 | 0.942556815518948 | 0.471278407759474 |
115 | 0.636815634980521 | 0.726368730038958 | 0.363184365019479 |
116 | 0.577077632130332 | 0.845844735739336 | 0.422922367869668 |
117 | 0.558935583362942 | 0.882128833274115 | 0.441064416637058 |
118 | 0.64939042723653 | 0.70121914552694 | 0.35060957276347 |
119 | 0.583139385273061 | 0.833721229453877 | 0.416860614726939 |
120 | 0.747836364084448 | 0.504327271831104 | 0.252163635915552 |
121 | 0.6799780876597 | 0.640043824680599 | 0.3200219123403 |
122 | 0.611080604547767 | 0.777838790904467 | 0.388919395452233 |
123 | 0.81773179213866 | 0.364536415722681 | 0.18226820786134 |
124 | 0.784286785080479 | 0.431426429839041 | 0.215713214919521 |
125 | 0.807277135217802 | 0.385445729564395 | 0.192722864782198 |
126 | 0.812649451198697 | 0.374701097602605 | 0.187350548801303 |
127 | 0.922281478436802 | 0.155437043126397 | 0.0777185215631983 |
128 | 0.998201408332431 | 0.00359718333513706 | 0.00179859166756853 |
129 | 0.99964706383618 | 0.000705872327640598 | 0.000352936163820299 |
130 | 0.998611700590212 | 0.00277659881957577 | 0.00138829940978789 |
131 | 0.993607641263505 | 0.0127847174729898 | 0.00639235873649489 |
132 | 0.997519433713734 | 0.00496113257253303 | 0.00248056628626651 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 12 | 0.105263157894737 | NOK |
5% type I error level | 46 | 0.403508771929825 | NOK |
10% type I error level | 50 | 0.43859649122807 | NOK |