Multiple Linear Regression - Estimated Regression Equation |
sterftecijfer[t] = + 5573.72291821456 + 0.185156860093506Gem_jaarlijkse_neerslag[t] + 1.02574417873282Gem_temp_januari[t] -1.75174487619193Gem_temp_juli[t] -66.0779665382136`Omvang_bevolking_>65jaar`[t] -757.873102331411`#leden_per_huishouden`[t] + 43.0198663038218`#jaren_onderwijs_personen>22j`[t] -15.0410952553819huishoudens_met_volledig_uitgeruste_keuken[t] -0.0234468835274374`bevolking_per_mijl\302\262`[t] -20.7521944074557`omvang_niet-blanke_bevolking`[t] -6.31414431985576`#kantoormedewerkers`[t] -9.42415121583915`#gezinnen_inkomen<$3000`[t] -0.0779986609488321index_olievervuiling[t] -0.357116769719697index_stikstofoxidevervuiling[t] + 0.0103298677001577index_zwaveldioxidevervuiling[t] -2.20668562764833luchtvochtigheidgraad[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) | 5573.72291821456 | 3574.614741 | 1.5593 | 0.126101 | 0.063051 |
Gem_jaarlijkse_neerslag | 0.185156860093506 | 7.324137 | 0.0253 | 0.979946 | 0.489973 |
Gem_temp_januari | 1.02574417873282 | 5.874779 | 0.1746 | 0.862194 | 0.431097 |
Gem_temp_juli | -1.75174487619193 | 15.408229 | -0.1137 | 0.910002 | 0.455001 |
`Omvang_bevolking_>65jaar` | -66.0779665382136 | 67.401677 | -0.9804 | 0.332268 | 0.166134 |
`#leden_per_huishouden` | -757.873102331411 | 539.493434 | -1.4048 | 0.167106 | 0.083553 |
`#jaren_onderwijs_personen>22j` | 43.0198663038218 | 97.554801 | 0.441 | 0.661386 | 0.330693 |
huishoudens_met_volledig_uitgeruste_keuken | -15.0410952553819 | 12.760139 | -1.1788 | 0.24483 | 0.122415 |
`bevolking_per_mijl\302\262` | -0.0234468835274374 | 0.035875 | -0.6536 | 0.516793 | 0.258397 |
`omvang_niet-blanke_bevolking` | -20.7521944074557 | 11.158573 | -1.8598 | 0.069614 | 0.034807 |
`#kantoormedewerkers` | -6.31414431985576 | 13.49535 | -0.4679 | 0.642183 | 0.321091 |
`#gezinnen_inkomen<$3000` | -9.42415121583915 | 22.318748 | -0.4223 | 0.674897 | 0.337448 |
index_olievervuiling | -0.0779986609488321 | 3.936371 | -0.0198 | 0.984281 | 0.49214 |
index_stikstofoxidevervuiling | -0.357116769719697 | 8.131 | -0.0439 | 0.965167 | 0.482583 |
index_zwaveldioxidevervuiling | 0.0103298677001577 | 1.237964 | 0.0083 | 0.99338 | 0.49669 |
luchtvochtigheidgraad | -2.20668562764833 | 9.150472 | -0.2412 | 0.810555 | 0.405277 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.624498386666687 |
R-squared | 0.389998234949295 |
Adjusted R-squared | 0.182043087772918 |
F-TEST (value) | 1.87539592188367 |
F-TEST (DF numerator) | 15 |
F-TEST (DF denominator) | 44 |
p-value | 0.0535559662015176 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 281.335775779578 |
Sum Squared Residuals | 3482592.02427386 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 921 | 907.276909018646 | 13.7230909813539 |
2 | 997 | 891.970870973005 | 105.029129026995 |
3 | 962 | 952.692015386276 | 9.30798461372387 |
4 | 982 | 513.826577947916 | 468.173422052084 |
5 | 107 | 309.706868237439 | -202.706868237439 |
6 | 103 | 278.589239115447 | -175.589239115447 |
7 | 934 | 837.751292686365 | 96.248707313635 |
8 | 899 | 899.861207581887 | -0.861207581886657 |
9 | 100 | 729.981491208755 | -629.981491208755 |
10 | 912 | 820.793644679549 | 91.2063553204512 |
11 | 101 | 651.132790489304 | -550.132790489304 |
12 | 102 | 673.770201771466 | -571.770201771466 |
13 | 970 | 788.68729351898 | 181.31270648102 |
14 | 985 | 682.049467553252 | 302.950532446748 |
15 | 958 | 865.683298588334 | 92.3167014116655 |
16 | 860 | 939.317016013865 | -79.3170160138652 |
17 | 936 | 831.455340813285 | 104.544659186715 |
18 | 871 | 1055.27917833629 | -184.279178336291 |
19 | 959 | 561.193983828368 | 397.806016171632 |
20 | 941 | 816.293768104562 | 124.706231895438 |
21 | 891 | 953.289945945515 | -62.2899459455154 |
22 | 871 | 833.976722773196 | 37.0232772268036 |
23 | 971 | 749.312745470374 | 221.687254529626 |
24 | 887 | 852.063404490594 | 34.9365955094056 |
25 | 952 | 779.125815998156 | 172.874184001844 |
26 | 968 | 781.552109489621 | 186.447890510379 |
27 | 919 | 952.181523456547 | -33.1815234565473 |
28 | 844 | 826.56895423211 | 17.4310457678903 |
29 | 861 | 831.283807896779 | 29.7161921032207 |
30 | 989 | 697.531396489493 | 291.468603510507 |
31 | 100 | 211.616145819393 | -111.616145819393 |
32 | 861 | 718.59610784849 | 142.403892151511 |
33 | 929 | 913.491129603782 | 15.5088703962183 |
34 | 857 | 1013.42734822636 | -156.427348226358 |
35 | 961 | 649.491986076389 | 311.508013923611 |
36 | 923 | 861.796982764346 | 61.2030172356539 |
37 | 111 | 398.305049407989 | -287.305049407989 |
38 | 994 | 774.360181968579 | 219.639818031421 |
39 | 101 | 451.736312263537 | -350.736312263537 |
40 | 991 | 817.487688609385 | 173.512311390615 |
41 | 893 | 1008.4017197109 | -115.401719710897 |
42 | 938 | 956.222281681493 | -18.2222816814931 |
43 | 946 | 947.945756994411 | -1.94575699441064 |
44 | 102 | 418.752789000392 | -316.752789000392 |
45 | 874 | 827.954637655654 | 46.0453623443457 |
46 | 953 | 634.401153110721 | 318.598846889279 |
47 | 839 | 1036.68622341773 | -197.686223417734 |
48 | 911 | 839.253574216682 | 71.7464257833183 |
49 | 790 | 937.898704716838 | -147.898704716838 |
50 | 899 | 1065.86583583595 | -166.865835835949 |
51 | 904 | 962.699729371848 | -58.6997293718483 |
52 | 950 | 863.093057451586 | 86.9069425484144 |
53 | 972 | 848.871628812539 | 123.128371187461 |
54 | 912 | 929.945971546506 | -17.9459715465057 |
55 | 967 | 528.101883833459 | 438.898116166541 |
56 | 823 | 1019.30079389803 | -196.300793898027 |
57 | 100 | 799.979014003808 | -699.979014003808 |
58 | 895 | 871.573511024697 | 23.4264889753032 |
59 | 911 | 840.97861269217 | 70.02138730783 |
60 | 954 | 701.565306340964 | 252.434693659036 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
19 | 0.981699704945462 | 0.0366005901090767 | 0.0183002950545383 |
20 | 0.962234398034874 | 0.075531203930252 | 0.037765601965126 |
21 | 0.937277873032351 | 0.125444253935298 | 0.0627221269676491 |
22 | 0.940984021781788 | 0.118031956436424 | 0.0590159782182122 |
23 | 0.913529646813593 | 0.172940706372813 | 0.0864703531864066 |
24 | 0.891364009998625 | 0.21727198000275 | 0.108635990001375 |
25 | 0.866808847132101 | 0.266382305735798 | 0.133191152867899 |
26 | 0.838851115987548 | 0.322297768024904 | 0.161148884012452 |
27 | 0.764244752483654 | 0.471510495032691 | 0.235755247516346 |
28 | 0.683768644651709 | 0.632462710696582 | 0.316231355348291 |
29 | 0.655464704722277 | 0.689070590555446 | 0.344535295277723 |
30 | 0.575482992475101 | 0.849034015049797 | 0.424517007524899 |
31 | 0.505769308823971 | 0.988461382352058 | 0.494230691176029 |
32 | 0.622400315635568 | 0.755199368728864 | 0.377599684364432 |
33 | 0.538280144581992 | 0.923439710836016 | 0.461719855418008 |
34 | 0.458920404715844 | 0.917840809431689 | 0.541079595284156 |
35 | 0.441589627533018 | 0.883179255066036 | 0.558410372466982 |
36 | 0.39519211613507 | 0.79038423227014 | 0.60480788386493 |
37 | 0.739691008882264 | 0.520617982235472 | 0.260308991117736 |
38 | 0.715107896140202 | 0.569784207719596 | 0.284892103859798 |
39 | 0.5939246980435 | 0.812150603913 | 0.4060753019565 |
40 | 0.635102399494496 | 0.729795201011007 | 0.364897600505504 |
41 | 0.503691423829674 | 0.992617152340653 | 0.496308576170326 |
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 | 1 | 0.0434782608695652 | OK |
10% type I error level | 2 | 0.0869565217391304 | OK |