Multiple Linear Regression - Estimated Regression Equation |
vrouwen[t] = -274.181358409825 + 1.11917323007221Mannen[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) | -274.181358409825 | 19.405223 | -14.1293 | 0 | 0 |
Mannen | 1.11917323007221 | 0.006873 | 162.8412 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.999096156018344 |
R-squared | 0.998193128970631 |
Adjusted R-squared | 0.998155485824186 |
F-TEST (value) | 26517.2607296298 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 48 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 6.87481856674589 |
Sum Squared Residuals | 2268.63025563235 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 2550 | 2539.42014199171 | 10.5798580082911 |
2 | 2572 | 2565.16112628337 | 6.83887371663055 |
3 | 2597 | 2595.37880349532 | 1.62119650468117 |
4 | 2623 | 2630.07317362756 | -7.07317362755731 |
5 | 2647 | 2654.69498468915 | -7.69498468914589 |
6 | 2670 | 2678.19762252066 | -8.19762252066228 |
7 | 2690 | 2699.46191389203 | -9.46191389203424 |
8 | 2705 | 2711.77281942283 | -6.77281942282854 |
9 | 2721 | 2728.56041787391 | -7.56041787391168 |
10 | 2729 | 2733.0371107942 | -4.03711079420051 |
11 | 2747 | 2753.1822289355 | -6.18222893550027 |
12 | 2761 | 2766.61230769637 | -5.61230769636678 |
13 | 2773 | 2778.92321322716 | -5.92321322716109 |
14 | 2786 | 2793.4724652181 | -7.47246521809981 |
15 | 2796 | 2805.78337074889 | -9.78337074889411 |
16 | 2807 | 2813.6175833594 | -6.61758335939957 |
17 | 2817 | 2822.57096919998 | -5.57096919997724 |
18 | 2827 | 2830.40518181048 | -3.40518181048271 |
19 | 2838 | 2838.23939442099 | -0.239394420988168 |
20 | 2847 | 2846.07360703149 | 0.926392968506368 |
21 | 2853 | 2847.19278026157 | 5.80721973843416 |
22 | 2860 | 2853.907819642 | 6.09218035800091 |
23 | 2864 | 2857.26533933222 | 6.73466066778428 |
24 | 2869 | 2860.62285902243 | 8.37714097756765 |
25 | 2873 | 2862.86120548258 | 10.1387945174232 |
26 | 2877 | 2868.45707163294 | 8.54292836706219 |
27 | 2883 | 2874.0529377833 | 8.94706221670114 |
28 | 2896 | 2888.60218977424 | 7.39781022576243 |
29 | 2905 | 2898.67474884489 | 6.32525115511254 |
30 | 2919 | 2914.3431740659 | 4.65682593410163 |
31 | 2933 | 2928.89242605684 | 4.10757394316291 |
32 | 2948 | 2945.68002450792 | 2.31997549207978 |
33 | 2959 | 2957.99093003871 | 1.00906996128547 |
34 | 2969 | 2968.06348910936 | 0.936510890635599 |
35 | 2978 | 2973.65935525973 | 4.34064474027454 |
36 | 2988 | 2983.73191433038 | 4.26808566962464 |
37 | 2996 | 2990.44695371081 | 5.55304628919139 |
38 | 3003 | 2998.28116632131 | 4.71883367868594 |
39 | 3011 | 3004.99620570175 | 6.00379429825269 |
40 | 3018 | 3010.59207185211 | 7.40792814789165 |
41 | 3028 | 3021.78380415283 | 6.21619584716954 |
42 | 3038 | 3035.2138829137 | 2.78611708630304 |
43 | 3049 | 3046.40561521442 | 2.59438478558096 |
44 | 3063 | 3060.95486720536 | 2.04513279464222 |
45 | 3081 | 3079.98081211659 | 1.01918788341469 |
46 | 3100 | 3102.36427671803 | -2.36427671802951 |
47 | 3122 | 3128.10526100969 | -6.10526100969026 |
48 | 3145 | 3154.96541853142 | -9.96541853142332 |
49 | 3167 | 3178.46805636294 | -11.4680563629397 |
50 | 3193 | 3209.80490680496 | -16.8049068049615 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.0165647447351093 | 0.0331294894702187 | 0.983435255264891 |
6 | 0.0210295358197871 | 0.0420590716395743 | 0.978970464180213 |
7 | 0.0180225882384568 | 0.0360451764769137 | 0.981977411761543 |
8 | 0.0376112360478076 | 0.0752224720956152 | 0.962388763952192 |
9 | 0.0420479360535382 | 0.0840958721070765 | 0.957952063946462 |
10 | 0.0756534200423661 | 0.151306840084732 | 0.924346579957634 |
11 | 0.076980879569774 | 0.153961759139548 | 0.923019120430226 |
12 | 0.0831969746695005 | 0.166393949339001 | 0.9168030253305 |
13 | 0.0862582193892531 | 0.172516438778506 | 0.913741780610747 |
14 | 0.0898371157433501 | 0.1796742314867 | 0.91016288425665 |
15 | 0.122138840408239 | 0.244277680816478 | 0.877861159591761 |
16 | 0.198473547971167 | 0.396947095942334 | 0.801526452028833 |
17 | 0.365353565226276 | 0.730707130452551 | 0.634646434773724 |
18 | 0.639855770829358 | 0.720288458341283 | 0.360144229170642 |
19 | 0.876631489343705 | 0.24673702131259 | 0.123368510656295 |
20 | 0.972133690161256 | 0.0557326196774885 | 0.0278663098387443 |
21 | 0.99442562747106 | 0.0111487450578805 | 0.00557437252894027 |
22 | 0.998159432856203 | 0.00368113428759421 | 0.0018405671437971 |
23 | 0.999123849434532 | 0.00175230113093549 | 0.000876150565467745 |
24 | 0.999434460352865 | 0.00113107929427069 | 0.000565539647135346 |
25 | 0.999563592441575 | 0.000872815116850233 | 0.000436407558425116 |
26 | 0.99949359417471 | 0.00101281165058027 | 0.000506405825290136 |
27 | 0.999320258832247 | 0.0013594823355068 | 0.0006797411677534 |
28 | 0.998946883069256 | 0.00210623386148745 | 0.00105311693074373 |
29 | 0.998397759728415 | 0.00320448054317043 | 0.00160224027158521 |
30 | 0.997938142433754 | 0.00412371513249281 | 0.0020618575662464 |
31 | 0.997493772314986 | 0.00501245537002809 | 0.00250622768501404 |
32 | 0.99807096120837 | 0.0038580775832603 | 0.00192903879163015 |
33 | 0.99940437911436 | 0.00119124177127966 | 0.00059562088563983 |
34 | 0.999952531291471 | 9.49374170572194e-05 | 4.74687085286097e-05 |
35 | 0.999977391080587 | 4.52178388263248e-05 | 2.26089194131624e-05 |
36 | 0.999992581773771 | 1.48364524575147e-05 | 7.41822622875734e-06 |
37 | 0.99999266648886 | 1.46670222810077e-05 | 7.33351114050386e-06 |
38 | 0.999998346565931 | 3.30686813826236e-06 | 1.65343406913118e-06 |
39 | 0.99999758087123 | 4.838257540355e-06 | 2.4191287701775e-06 |
40 | 0.999985449794682 | 2.91004106363088e-05 | 1.45502053181544e-05 |
41 | 0.999916984038563 | 0.0001660319228749 | 8.30159614374502e-05 |
42 | 0.999926104631927 | 0.000147790736145744 | 7.38953680728722e-05 |
43 | 0.999915660647144 | 0.000168678705712259 | 8.43393528561293e-05 |
44 | 0.999663875081673 | 0.00067224983665376 | 0.00033612491832688 |
45 | 0.997487563087406 | 0.00502487382518833 | 0.00251243691259417 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 24 | 0.585365853658537 | NOK |
5% type I error level | 28 | 0.682926829268293 | NOK |
10% type I error level | 31 | 0.75609756097561 | NOK |