Multiple Linear Regression - Estimated Regression Equation |
Januari[t] = -0.551451565657725 + 0.211339172320776Februari[t] -0.161176407663073Maart[t] + 0.406456221416798April[t] -0.0493911292955149Mei[t] -0.127119532110078Juni[t] + 0.349858390873851Juli[t] + 0.157414505225682Augustus[t] -0.293970614510103September[t] + 0.436939349937676Oktober[t] + 0.195953051135933November[t] -0.114746516930332December[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) | -0.551451565657725 | 4.360251 | -0.1265 | 0.899542 | 0.449771 |
Februari | 0.211339172320776 | 0.064494 | 3.2769 | 0.001328 | 0.000664 |
Maart | -0.161176407663073 | 0.067748 | -2.3791 | 0.018726 | 0.009363 |
April | 0.406456221416798 | 0.057737 | 7.0398 | 0 | 0 |
Mei | -0.0493911292955149 | 0.052093 | -0.9481 | 0.344717 | 0.172358 |
Juni | -0.127119532110078 | 0.07305 | -1.7402 | 0.084059 | 0.04203 |
Juli | 0.349858390873851 | 0.052059 | 6.7204 | 0 | 0 |
Augustus | 0.157414505225682 | 0.053765 | 2.9278 | 0.003994 | 0.001997 |
September | -0.293970614510103 | 0.056435 | -5.2091 | 1e-06 | 0 |
Oktober | 0.436939349937676 | 0.076968 | 5.6769 | 0 | 0 |
November | 0.195953051135933 | 0.092365 | 2.1215 | 0.035667 | 0.017834 |
December | -0.114746516930332 | 0.0547 | -2.0977 | 0.037752 | 0.018876 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.999864889122961 |
R-squared | 0.99972979650087 |
Adjusted R-squared | 0.999708258540795 |
F-TEST (value) | 46417.1069587749 |
F-TEST (DF numerator) | 11 |
F-TEST (DF denominator) | 138 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 42.480165664603 |
Sum Squared Residuals | 249029.897535111 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 9492 | 9563.29036724962 | -71.2903672496193 |
2 | 9215 | 9344.0880571483 | -129.088057148302 |
3 | 9769 | 9821.08674513043 | -52.0867451304299 |
4 | 9928 | 9880.41833712682 | 47.5816628731833 |
5 | 9659 | 9589.58712085203 | 69.4128791479666 |
6 | 9676 | 9611.45484534258 | 64.545154657418 |
7 | 9829 | 9786.7881989816 | 42.2118010183983 |
8 | 9849 | 9860.95526490621 | -11.9552649062089 |
9 | 10158 | 10107.454790039 | 50.5452099609701 |
10 | 10411 | 10495.1772674068 | -84.177267406794 |
11 | 1073 | 1132.45695053406 | -59.4569505340634 |
12 | 1141 | 1157.98391875132 | -16.9839187513211 |
13 | 1239 | 1208.61868347784 | 30.3813165221565 |
14 | 1323 | 1326.42617581493 | -3.42617581492667 |
15 | 1274 | 1279.14372818245 | -5.14372818244935 |
16 | 1317 | 1337.1697526337 | -20.1697526337036 |
17 | 1390 | 1410.86680371736 | -20.8668037173586 |
18 | 1318 | 1335.43451352445 | -17.4345135244538 |
19 | 1472 | 1482.30526327664 | -10.3052632766356 |
20 | 1436 | 1438.7688583589 | -2.76885835890392 |
21 | 5281 | 5293.39261939131 | -12.3926193913123 |
22 | 5055 | 5059.11087733529 | -4.11087733528866 |
23 | 5219 | 5249.48593227893 | -30.4859322789261 |
24 | 5230 | 5182.18444951156 | 47.8155504884407 |
25 | 5200 | 5147.31865660908 | 52.6813433909221 |
26 | 5139 | 5106.82992525718 | 32.1700747428224 |
27 | 5215 | 5201.05561102169 | 13.9443889783055 |
28 | 5344 | 5318.705879507 | 25.2941204929989 |
29 | 5550 | 5453.65229420326 | 96.3477057967417 |
30 | 5729 | 5680.60217736542 | 48.3978226345772 |
31 | 1516 | 1494.608323144 | 21.3916768559986 |
32 | 1436 | 1456.51170959154 | -20.5117095915434 |
33 | 1477 | 1519.80715227108 | -42.8071522710756 |
34 | 1522 | 1469.95698672126 | 52.0430132787356 |
35 | 1506 | 1463.11019549984 | 42.8898045001615 |
36 | 1471 | 1527.85424200684 | -56.8542420068424 |
37 | 1493 | 1506.12122820132 | -13.121228201322 |
38 | 1524 | 1512.67803116345 | 11.3219688365516 |
39 | 1570 | 1580.81055310398 | -10.8105531039755 |
40 | 1676 | 1642.35409756278 | 33.6459024372189 |
41 | 666 | 695.699541724903 | -29.6995417249035 |
42 | 695 | 679.54443823003 | 15.4555617699695 |
43 | 712 | 662.127448763701 | 49.8725512362994 |
44 | 687 | 686.267005707437 | 0.732994292563043 |
45 | 675 | 638.109093759749 | 36.8909062402508 |
46 | 707 | 660.204573079391 | 46.7954269206085 |
47 | 661 | 667.671019948851 | -6.67101994885098 |
48 | 663 | 676.803885003663 | -13.803885003663 |
49 | 672 | 713.684427201129 | -41.6844272011285 |
50 | 760 | 731.749709469959 | 28.2502905300409 |
51 | 1228 | 1187.08291194147 | 40.9170880585271 |
52 | 1190 | 1153.51143665638 | 36.4885633436209 |
53 | 1160 | 1222.23903284494 | -62.2390328449416 |
54 | 1222 | 1176.55386424983 | 45.4461357501714 |
55 | 1229 | 1193.78961082023 | 35.2103891797734 |
56 | 1188 | 1156.70573210771 | 31.2942678922937 |
57 | 1223 | 1231.31045649159 | -8.31045649158529 |
58 | 1209 | 1284.41704503843 | -75.4170450384325 |
59 | 1326 | 1265.45783710461 | 60.5421628953908 |
60 | 1341 | 1347.892343602 | -6.89234360199757 |
61 | 856 | 934.260967454487 | -78.2609674544868 |
62 | 823 | 826.168871580297 | -3.16887158029731 |
63 | 886 | 879.804223389397 | 6.19577661060305 |
64 | 832 | 886.022533733104 | -54.0225337331037 |
65 | 844 | 915.605677229289 | -71.6056772292889 |
66 | 853 | 876.445014432179 | -23.4450144321789 |
67 | 913 | 929.892478320217 | -16.8924783202173 |
68 | 928 | 908.810565529456 | 19.1894344705445 |
69 | 969 | 932.634323307232 | 36.3656766927677 |
70 | 945 | 989.286840860207 | -44.2868408602068 |
71 | 1015 | 979.535068863819 | 35.464931136181 |
72 | 911 | 941.16861501441 | -30.1686150144096 |
73 | 984 | 963.302268747183 | 20.6977312528173 |
74 | 967 | 961.178252837297 | 5.82174716270314 |
75 | 946 | 934.498273037346 | 11.5017269626541 |
76 | 920 | 883.41455736843 | 36.5854426315703 |
77 | 925 | 863.85462179709 | 61.1453782029098 |
78 | 1020 | 933.790546509373 | 86.2094534906272 |
79 | 1013 | 958.859347223684 | 54.140652776316 |
80 | 1007 | 967.11337960785 | 39.8866203921504 |
81 | 3138 | 3136.33789419293 | 1.66210580707257 |
82 | 3019 | 3125.89035793038 | -106.890357930378 |
83 | 3311 | 3361.87922624235 | -50.8792262423453 |
84 | 3375 | 3370.70480866902 | 4.29519133098409 |
85 | 3185 | 3162.02183292919 | 22.9781670708087 |
86 | 3220 | 3166.35226432039 | 53.6477356796142 |
87 | 3224 | 3173.76288111123 | 50.2371188887661 |
88 | 3187 | 3205.71196874344 | -18.7119687434392 |
89 | 3136 | 3170.39432942782 | -34.3943294278208 |
90 | 3246 | 3374.70332855115 | -128.703328551152 |
91 | 63 | 63.2436358988087 | -0.243635898808721 |
92 | 60 | 62.2910009517879 | -2.29100095178787 |
93 | 51 | 54.6964395242673 | -3.69643952426733 |
94 | 58 | 46.6154472021133 | 11.3845527978867 |
95 | 50 | 54.8362189792556 | -4.83621897925563 |
96 | 55 | 51.5919821599761 | 3.40801784002386 |
97 | 60 | 48.5397305174903 | 11.4602694825097 |
98 | 56 | 56.7178665116164 | -0.717866511616453 |
99 | 44 | 32.4005170899464 | 11.5994829100536 |
100 | 47 | 42.5130147650312 | 4.48698523496875 |
101 | 295 | 334.915301047868 | -39.9153010478678 |
102 | 315 | 317.906582599962 | -2.90658259996205 |
103 | 289 | 353.471761925796 | -64.4717619257958 |
104 | 347 | 328.541946936948 | 18.4580530630524 |
105 | 344 | 317.720531596057 | 26.2794684039427 |
106 | 310 | 349.611571040436 | -39.6115710404363 |
107 | 363 | 334.039135708532 | 28.9608642914683 |
108 | 314 | 324.789328157209 | -10.7893281572092 |
109 | 328 | 358.632374038165 | -30.6323740381652 |
110 | 315 | 344.347777952925 | -29.3477779529249 |
111 | 1190 | 1171.95172406798 | 18.0482759320212 |
112 | 1180 | 1194.65420551272 | -14.6542055127226 |
113 | 1292 | 1311.51470156525 | -19.514701565255 |
114 | 1279 | 1308.24308329651 | -29.243083296509 |
115 | 1220 | 1199.32635673751 | 20.6736432624888 |
116 | 1237 | 1203.22369964141 | 33.77630035859 |
117 | 1228 | 1204.03108369981 | 23.9689163001874 |
118 | 1226 | 1224.45252412649 | 1.54747587350858 |
119 | 1177 | 1214.22174011653 | -37.2217401165328 |
120 | 1260 | 1285.04131068238 | -25.0413106823761 |
121 | 932 | 947.436709796771 | -15.4367097967705 |
122 | 872 | 923.453598768583 | -51.4535987685825 |
123 | 982 | 998.036537713553 | -16.0365377135528 |
124 | 996 | 999.793716931659 | -3.79371693165875 |
125 | 892 | 1000.40061969752 | -108.400619697522 |
126 | 964 | 908.72834656098 | 55.2716534390203 |
127 | 974 | 928.114650659451 | 45.8853493405493 |
128 | 964 | 945.714904734929 | 18.2850952650714 |
129 | 960 | 928.762232035864 | 31.2377679641359 |
130 | 971 | 981.511467078598 | -10.5114670785982 |
131 | 247 | 252.338310361661 | -5.33831036166124 |
132 | 249 | 255.544974262682 | -6.54497426268151 |
133 | 271 | 283.103892651265 | -12.1038926512645 |
134 | 270 | 268.482474901666 | 1.5175250983343 |
135 | 276 | 232.432260904995 | 43.5677390950054 |
136 | 264 | 260.152201324175 | 3.84779867582489 |
137 | 227 | 241.523871463029 | -14.5238714630295 |
138 | 247 | 251.33598484057 | -4.33598484056962 |
139 | 253 | 224.001046737701 | 28.9989532622992 |
140 | 277 | 281.039852738962 | -4.03985273896161 |
141 | 474 | 427.490042656019 | 46.5099573439808 |
142 | 403 | 432.125190523799 | -29.1251905237988 |
143 | 477 | 413.546526123847 | 63.4534738761527 |
144 | 483 | 463.437780339605 | 19.5622196603951 |
145 | 453 | 409.936257730477 | 43.0637422695234 |
146 | 445 | 442.430639490755 | 2.56936050924521 |
147 | 432 | 463.848333317779 | -31.8483333177794 |
148 | 436 | 457.213420621611 | -21.2134206216105 |
149 | 418 | 442.571130236928 | -24.5711302369281 |
150 | 423 | 480.557113835662 | -57.5571138356615 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
15 | 0.845634508741993 | 0.308730982516015 | 0.154365491258007 |
16 | 0.737077495523617 | 0.525845008952765 | 0.262922504476383 |
17 | 0.844122384023951 | 0.311755231952099 | 0.155877615976049 |
18 | 0.761861248738133 | 0.476277502523734 | 0.238138751261867 |
19 | 0.679950828156669 | 0.640098343686661 | 0.320049171843331 |
20 | 0.580845076254837 | 0.838309847490327 | 0.419154923745163 |
21 | 0.682083512233925 | 0.63583297553215 | 0.317916487766075 |
22 | 0.892541426128166 | 0.214917147743668 | 0.107458573871834 |
23 | 0.898969557481412 | 0.202060885037177 | 0.101030442518588 |
24 | 0.890195652558841 | 0.219608694882318 | 0.109804347441159 |
25 | 0.873740292287578 | 0.252519415424845 | 0.126259707712422 |
26 | 0.865636583830287 | 0.268726832339426 | 0.134363416169713 |
27 | 0.849221376369934 | 0.301557247260133 | 0.150778623630066 |
28 | 0.82460197568172 | 0.350796048636559 | 0.17539802431828 |
29 | 0.959486290862878 | 0.0810274182742443 | 0.0405137091371221 |
30 | 0.966113172172155 | 0.0677736556556896 | 0.0338868278278448 |
31 | 0.953374320780361 | 0.0932513584392775 | 0.0466256792196388 |
32 | 0.948617211857029 | 0.102765576285942 | 0.051382788142971 |
33 | 0.9470958994966 | 0.1058082010068 | 0.0529041005034002 |
34 | 0.95840059644654 | 0.0831988071069192 | 0.0415994035534596 |
35 | 0.966241167160593 | 0.0675176656788137 | 0.0337588328394068 |
36 | 0.984686833235654 | 0.0306263335286915 | 0.0153131667643458 |
37 | 0.979046796662283 | 0.0419064066754332 | 0.0209532033377166 |
38 | 0.97028774710753 | 0.0594245057849393 | 0.0297122528924697 |
39 | 0.960061068420781 | 0.0798778631584386 | 0.0399389315792193 |
40 | 0.960639565529967 | 0.0787208689400669 | 0.0393604344700334 |
41 | 0.965321384996383 | 0.0693572300072331 | 0.0346786150036165 |
42 | 0.95346995569692 | 0.0930600886061604 | 0.0465300443030802 |
43 | 0.955882798382565 | 0.088234403234871 | 0.0441172016174355 |
44 | 0.9412117610243 | 0.1175764779514 | 0.0587882389757 |
45 | 0.931793961905446 | 0.136412076189107 | 0.0682060380945537 |
46 | 0.936226819901346 | 0.127546360197308 | 0.063773180098654 |
47 | 0.922590251934849 | 0.154819496130302 | 0.0774097480651509 |
48 | 0.902915190613889 | 0.194169618772223 | 0.0970848093861113 |
49 | 0.93892947393192 | 0.122141052136159 | 0.0610705260680795 |
50 | 0.930225669846844 | 0.139548660306313 | 0.0697743301531564 |
51 | 0.930983448769878 | 0.138033102460243 | 0.0690165512301217 |
52 | 0.929631173159885 | 0.14073765368023 | 0.070368826840115 |
53 | 0.954609344886278 | 0.0907813102274447 | 0.0453906551137224 |
54 | 0.957122029514979 | 0.0857559409700414 | 0.0428779704850207 |
55 | 0.94974549608698 | 0.10050900782604 | 0.0502545039130202 |
56 | 0.941063531712649 | 0.117872936574702 | 0.0589364682873508 |
57 | 0.927007534470482 | 0.145984931059036 | 0.072992465529518 |
58 | 0.969029739686595 | 0.0619405206268108 | 0.0309702603134054 |
59 | 0.973733928116995 | 0.0525321437660099 | 0.0262660718830049 |
60 | 0.968122460502422 | 0.0637550789951551 | 0.0318775394975775 |
61 | 0.98456680222749 | 0.0308663955450194 | 0.0154331977725097 |
62 | 0.982101068232958 | 0.0357978635340845 | 0.0178989317670423 |
63 | 0.975897932121899 | 0.0482041357562018 | 0.0241020678781009 |
64 | 0.980769423427116 | 0.0384611531457678 | 0.0192305765728839 |
65 | 0.992394133392612 | 0.0152117332147761 | 0.00760586660738807 |
66 | 0.990111094565888 | 0.0197778108682231 | 0.00988890543411153 |
67 | 0.987341552447884 | 0.0253168951042318 | 0.0126584475521159 |
68 | 0.983544900491176 | 0.0329101990176489 | 0.0164550995088244 |
69 | 0.982926386051802 | 0.034147227896395 | 0.0170736139481975 |
70 | 0.984596869845322 | 0.0308062603093552 | 0.0154031301546776 |
71 | 0.98435721873308 | 0.0312855625338405 | 0.0156427812669202 |
72 | 0.982230826296393 | 0.035538347407214 | 0.017769173703607 |
73 | 0.977328343755361 | 0.0453433124892787 | 0.0226716562446393 |
74 | 0.975708566272692 | 0.048582867454616 | 0.024291433727308 |
75 | 0.97450562491904 | 0.050988750161919 | 0.0254943750809595 |
76 | 0.969859948542114 | 0.0602801029157715 | 0.0301400514578857 |
77 | 0.970948958385504 | 0.0581020832289919 | 0.029051041614496 |
78 | 0.996100396021427 | 0.00779920795714687 | 0.00389960397857344 |
79 | 0.998042222701202 | 0.00391555459759575 | 0.00195777729879788 |
80 | 0.997553640480609 | 0.00489271903878221 | 0.0024463595193911 |
81 | 0.996505874367625 | 0.00698825126475041 | 0.0034941256323752 |
82 | 0.999994712016568 | 1.05759668640581e-05 | 5.28798343202905e-06 |
83 | 0.999997519651043 | 4.96069791488568e-06 | 2.48034895744284e-06 |
84 | 0.999998551292362 | 2.89741527506932e-06 | 1.44870763753466e-06 |
85 | 0.999998914930552 | 2.17013889550379e-06 | 1.0850694477519e-06 |
86 | 0.99999903856922 | 1.92286156035155e-06 | 9.61430780175777e-07 |
87 | 0.999998548746998 | 2.90250600311374e-06 | 1.45125300155687e-06 |
88 | 0.999998345081104 | 3.30983779107076e-06 | 1.65491889553538e-06 |
89 | 0.999997610271707 | 4.7794565864205e-06 | 2.38972829321025e-06 |
90 | 0.999999424421669 | 1.15115666123531e-06 | 5.75578330617657e-07 |
91 | 0.999998833154173 | 2.33369165312898e-06 | 1.16684582656449e-06 |
92 | 0.999997710140379 | 4.57971924152377e-06 | 2.28985962076188e-06 |
93 | 0.999995628953617 | 8.74209276492165e-06 | 4.37104638246082e-06 |
94 | 0.999991851934745 | 1.6296130510439e-05 | 8.14806525521951e-06 |
95 | 0.999984565999258 | 3.08680014833235e-05 | 1.54340007416617e-05 |
96 | 0.999971157582533 | 5.76848349348965e-05 | 2.88424174674482e-05 |
97 | 0.99995007997334 | 9.98400533208807e-05 | 4.99200266604403e-05 |
98 | 0.999909433149613 | 0.000181133700773554 | 9.05668503867772e-05 |
99 | 0.999853186644983 | 0.000293626710033086 | 0.000146813355016543 |
100 | 0.999741640389003 | 0.000516719221994346 | 0.000258359610997173 |
101 | 0.999710565797911 | 0.000578868404178141 | 0.00028943420208907 |
102 | 0.999527554840672 | 0.000944890318655867 | 0.000472445159327934 |
103 | 0.999513069490439 | 0.000973861019122534 | 0.000486930509561267 |
104 | 0.999204189428229 | 0.00159162114354138 | 0.000795810571770692 |
105 | 0.999459106535487 | 0.00108178692902701 | 0.000540893464513503 |
106 | 0.999412377288926 | 0.00117524542214737 | 0.000587622711073685 |
107 | 0.999088264957966 | 0.00182347008406882 | 0.000911735042034409 |
108 | 0.9985538596317 | 0.00289228073659969 | 0.00144614036829985 |
109 | 0.997667793686497 | 0.00466441262700564 | 0.00233220631350282 |
110 | 0.996616654867982 | 0.00676669026403522 | 0.00338334513201761 |
111 | 0.996016230296664 | 0.00796753940667186 | 0.00398376970333593 |
112 | 0.997349592004614 | 0.00530081599077243 | 0.00265040799538622 |
113 | 0.995631260173176 | 0.00873747965364714 | 0.00436873982682357 |
114 | 0.993372356175467 | 0.013255287649065 | 0.00662764382453252 |
115 | 0.990822026177996 | 0.0183559476440078 | 0.00917797382200388 |
116 | 0.990681183995328 | 0.0186376320093439 | 0.00931881600467194 |
117 | 0.991182684924309 | 0.0176346301513812 | 0.00881731507569061 |
118 | 0.988295994586079 | 0.0234080108278424 | 0.0117040054139212 |
119 | 0.987219257828291 | 0.0255614843434177 | 0.0127807421717088 |
120 | 0.981037873614357 | 0.0379242527712865 | 0.0189621263856433 |
121 | 0.96957417629504 | 0.0608516474099192 | 0.0304258237049596 |
122 | 0.99299890223423 | 0.0140021955315392 | 0.00700109776576958 |
123 | 0.988044873698673 | 0.0239102526026536 | 0.0119551263013268 |
124 | 0.979393581559783 | 0.0412128368804335 | 0.0206064184402167 |
125 | 0.993410077748822 | 0.0131798445023564 | 0.00658992225117818 |
126 | 0.989651270084976 | 0.0206974598300474 | 0.0103487299150237 |
127 | 0.989581664351223 | 0.0208366712975533 | 0.0104183356487766 |
128 | 0.983987310193252 | 0.0320253796134957 | 0.0160126898067479 |
129 | 0.96932468275051 | 0.0613506344989797 | 0.0306753172494898 |
130 | 0.955380691783261 | 0.089238616433478 | 0.044619308216739 |
131 | 0.964668476878241 | 0.0706630462435185 | 0.0353315231217592 |
132 | 0.929152195708897 | 0.141695608582206 | 0.0708478042911031 |
133 | 0.876143985775616 | 0.247712028448767 | 0.123856014224383 |
134 | 0.771279850043314 | 0.457440299913371 | 0.228720149956685 |
135 | 0.706974334170959 | 0.586051331658083 | 0.293025665829041 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 36 | 0.297520661157025 | NOK |
5% type I error level | 66 | 0.545454545454545 | NOK |
10% type I error level | 89 | 0.735537190082645 | NOK |