Multiple Linear Regression - Estimated Regression Equation |
Totaal[t] = + 1346.8859142731 + 0.992690925613808jongerdan25jaar[t] + 0.998856373556063vanaf25jaar[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) | 1346.8859142731 | 673.322389 | 2.0004 | 0.047594 | 0.023797 |
jongerdan25jaar | 0.992690925613808 | 0.002759 | 359.7731 | 0 | 0 |
vanaf25jaar | 0.998856373556063 | 0.00165 | 605.3175 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.999913564962049 |
R-squared | 0.999827137395114 |
Adjusted R-squared | 0.999824415149368 |
F-TEST (value) | 367280.264384064 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 127 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 519.272750383693 |
Sum Squared Residuals | 34244812.0399627 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 476000 | 476105.824109485 | -105.824109484742 |
2 | 475000 | 474126.607706199 | 873.392293801056 |
3 | 470000 | 470149.678555801 | -149.678555801459 |
4 | 461000 | 461184.632985566 | -184.632985565898 |
5 | 455000 | 455222.321983941 | -222.321983940789 |
6 | 456000 | 455222.321983941 | 777.678016059211 |
7 | 517000 | 516910.964674669 | 89.0353253312444 |
8 | 525000 | 525832.852109308 | -832.852109308517 |
9 | 523000 | 522842.448436583 | 157.551563417424 |
10 | 519000 | 518896.346525896 | 103.653474103633 |
11 | 509000 | 508963.271821816 | 36.7281781839742 |
12 | 512000 | 511972.171838369 | 27.8281616312749 |
13 | 519000 | 518970.331901203 | 29.6680987965779 |
14 | 517000 | 516997.28094586 | 2.71905413967782 |
15 | 510000 | 510036.113570679 | -36.1135706791569 |
16 | 509000 | 510060.775362448 | -1060.77536244817 |
17 | 501000 | 500109.204314541 | 890.795685458926 |
18 | 507000 | 507082.702585607 | -82.7025856067462 |
19 | 569000 | 569764.036201949 | -764.036201948517 |
20 | 580000 | 579703.276353971 | 296.723646028895 |
21 | 578000 | 577711.729054801 | 288.270945198764 |
22 | 565000 | 565787.107051551 | -787.107051551028 |
23 | 547000 | 547869.346806964 | -869.346806964445 |
24 | 555000 | 554867.506869799 | 132.493130200862 |
25 | 562000 | 561865.666932634 | 134.333067366163 |
26 | 561000 | 560885.306902905 | 114.693097095464 |
27 | 555000 | 555934.18317072 | -934.183170720007 |
28 | 544000 | 543984.899375701 | 15.1006242992187 |
29 | 537000 | 537029.897448462 | -29.8974484618705 |
30 | 543000 | 543010.704793914 | -10.7047939137379 |
31 | 594000 | 593724.25827141 | 275.741728590487 |
32 | 611000 | 610649.327590382 | 350.672409617707 |
33 | 613000 | 612653.205785437 | 346.794214563326 |
34 | 611000 | 610729.478413632 | 270.521586368389 |
35 | 594000 | 593810.574542601 | 189.425457398917 |
36 | 595000 | 595832.949081482 | -832.949081482233 |
37 | 591000 | 590869.494453413 | 130.505546586813 |
38 | 589000 | 589889.134423684 | -889.134423683893 |
39 | 584000 | 583926.823422059 | 73.176577941209 |
40 | 573000 | 572970.230552653 | 29.7694473466381 |
41 | 567000 | 567007.919551028 | -7.91955102826423 |
42 | 569000 | 568999.466850198 | 0.53314980186158 |
43 | 621000 | 620718.042149192 | 281.957850807758 |
44 | 629000 | 628659.569554103 | 340.430445897296 |
45 | 628000 | 627660.713180547 | 339.28681945336 |
46 | 612000 | 611740.665683072 | 259.334316927815 |
47 | 595000 | 595820.618185598 | -820.618185597723 |
48 | 597000 | 596850.301798865 | 149.698201134941 |
49 | 593000 | 592898.034440237 | 101.965559763408 |
50 | 590000 | 589913.796215453 | 86.2037845470877 |
51 | 580000 | 579962.225167546 | 37.7748324541904 |
52 | 574000 | 573987.583270036 | 12.4167299637999 |
53 | 573000 | 573007.223240307 | -7.22324030690167 |
54 | 573000 | 573001.057792365 | -1.05779236465231 |
55 | 620000 | 619750.013015347 | 249.986984652544 |
56 | 626000 | 625706.15856903 | 293.8414309697 |
57 | 620000 | 619719.185775636 | 280.814224363822 |
58 | 588000 | 586849.40716742 | 1150.59283258008 |
59 | 566000 | 565941.243250107 | 58.7567498926044 |
60 | 557000 | 557993.550397255 | -993.550397254678 |
61 | 561000 | 560983.954069981 | 16.0459300193881 |
62 | 549000 | 549034.670274961 | -34.6702749613886 |
63 | 532000 | 532091.104612162 | -91.1046121618469 |
64 | 526000 | 526116.462714652 | -116.462714652237 |
65 | 511000 | 511176.775246907 | -176.775246907078 |
66 | 499000 | 499202.829660119 | -202.829660118833 |
67 | 555000 | 554947.657693048 | 52.3423069515468 |
68 | 565000 | 563900.3723674 | 1099.62763260051 |
69 | 542000 | 541962.52483682 | 37.4751631803632 |
70 | 527000 | 527035.168264959 | -35.1682649589871 |
71 | 510000 | 510110.098945986 | -110.098945986209 |
72 | 514000 | 514111.689888153 | -111.689888152714 |
73 | 517000 | 517108.259008821 | -108.259008820903 |
74 | 508000 | 507144.357065029 | 855.642934970704 |
75 | 493000 | 493197.360522898 | -197.360522897945 |
76 | 490000 | 490213.122298114 | -213.122298114266 |
77 | 469000 | 469292.627484917 | -292.627484917245 |
78 | 478000 | 477264.982129539 | 735.01787046101 |
79 | 528000 | 529026.715564129 | -1026.71556412886 |
80 | 534000 | 532997.479266584 | 1002.52073341591 |
81 | 518000 | 518033.13000707 | -33.1300070699055 |
82 | 506000 | 506096.177107935 | -96.1771079351904 |
83 | 502000 | 502125.41340548 | -125.413405479959 |
84 | 516000 | 516097.07173938 | -97.0717393803321 |
85 | 528000 | 528071.017326169 | -71.0173261685767 |
86 | 533000 | 533065.299193949 | -65.299193948892 |
87 | 536000 | 536068.033762559 | -68.0337625593365 |
88 | 537000 | 537073.055584058 | -73.0555840576542 |
89 | 524000 | 523138.389937811 | 861.610062189185 |
90 | 536000 | 536098.861002271 | -98.8610022706095 |
91 | 587000 | 586867.903511247 | 132.096488753322 |
92 | 597000 | 595820.618185598 | 1179.38181440228 |
93 | 581000 | 580850.103478141 | 149.896521858719 |
94 | 564000 | 564936.221428609 | -936.221428609082 |
95 | 558000 | 556982.363127814 | 1017.63687218589 |
96 | 575000 | 574943.281507996 | 56.7184920035258 |
97 | 580000 | 580936.419749333 | -936.419749332857 |
98 | 575000 | 574961.777851823 | 38.2221481767639 |
99 | 563000 | 564005.184982418 | -1005.18498241782 |
100 | 552000 | 551057.044813843 | 942.955186157468 |
101 | 537000 | 537116.213719653 | -116.213719653439 |
102 | 545000 | 545094.733812217 | -94.7338122174301 |
103 | 601000 | 600858.058188974 | 141.941811026182 |
104 | 604000 | 604816.490995545 | -816.490995544541 |
105 | 586000 | 586855.572615362 | -855.572615362166 |
106 | 564000 | 563962.026846822 | 37.9731531779625 |
107 | 549000 | 548029.648453463 | 970.351546536927 |
108 | 551000 | 551044.713917958 | -44.7139179580203 |
109 | 556000 | 556032.830337796 | -32.830337796082 |
110 | 548000 | 548066.641141117 | -66.641141116602 |
111 | 540000 | 540100.451944437 | -100.451944437119 |
112 | 531000 | 531135.406374202 | -135.406374201571 |
113 | 521000 | 520184.978952738 | 815.021047261588 |
114 | 519000 | 518187.266205626 | 812.733794373711 |
115 | 572000 | 571952.87783527 | 47.1221647294596 |
116 | 581000 | 581898.283435235 | -898.283435235386 |
117 | 563000 | 562938.508681497 | 61.4913185030438 |
118 | 548000 | 548017.317557579 | -17.3175575785631 |
119 | 539000 | 539064.602883228 | -64.602883227524 |
120 | 541000 | 541074.646526224 | -74.646526224163 |
121 | 562000 | 561020.946757634 | 979.053242365857 |
122 | 559000 | 559029.399458464 | -29.3994584642695 |
123 | 546000 | 546081.259289889 | -81.2592898889829 |
124 | 536000 | 537116.213719653 | -1116.21371965344 |
125 | 528000 | 527152.311775862 | 847.688224138168 |
126 | 530000 | 531135.406374202 | -1135.40637420157 |
127 | 582000 | 581929.110674947 | 70.8893250533369 |
128 | 599000 | 598835.683650093 | 164.316349907326 |
129 | 584000 | 583859.003494694 | 140.996505306018 |
130 | 571000 | 571922.050595559 | -922.050595559265 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.75766580211819 | 0.48466839576362 | 0.24233419788181 |
7 | 0.637551051692901 | 0.724897896614197 | 0.362448948307098 |
8 | 0.507123017407797 | 0.985753965184405 | 0.492876982592203 |
9 | 0.634686212750593 | 0.730627574498814 | 0.365313787249407 |
10 | 0.519935185883583 | 0.960129628232833 | 0.480064814116417 |
11 | 0.422250653289096 | 0.844501306578193 | 0.577749346710904 |
12 | 0.340335125500427 | 0.680670251000854 | 0.659664874499573 |
13 | 0.262137620973467 | 0.524275241946933 | 0.737862379026533 |
14 | 0.193767469335037 | 0.387534938670075 | 0.806232530664963 |
15 | 0.139788522564338 | 0.279577045128676 | 0.860211477435662 |
16 | 0.336651303879877 | 0.673302607759755 | 0.663348696120123 |
17 | 0.540274729153991 | 0.919450541692018 | 0.459725270846009 |
18 | 0.46182317641817 | 0.923646352836339 | 0.53817682358183 |
19 | 0.431600167670019 | 0.863200335340038 | 0.568399832329981 |
20 | 0.488942354983358 | 0.977884709966716 | 0.511057645016642 |
21 | 0.479501682149393 | 0.959003364298786 | 0.520498317850607 |
22 | 0.515810237303182 | 0.968379525393636 | 0.484189762696818 |
23 | 0.578966874043243 | 0.842066251913514 | 0.421033125956757 |
24 | 0.541583628487685 | 0.91683274302463 | 0.458416371512315 |
25 | 0.499092992192784 | 0.998185984385567 | 0.500907007807216 |
26 | 0.445960507630504 | 0.891921015261008 | 0.554039492369496 |
27 | 0.540210608506118 | 0.919578782987763 | 0.459789391493882 |
28 | 0.484344421989149 | 0.968688843978299 | 0.51565557801085 |
29 | 0.423661612642735 | 0.84732322528547 | 0.576338387357265 |
30 | 0.366090052747236 | 0.732180105494473 | 0.633909947252764 |
31 | 0.364471466669641 | 0.728942933339282 | 0.635528533330359 |
32 | 0.367391460229538 | 0.734782920459076 | 0.632608539770462 |
33 | 0.352460769587811 | 0.704921539175621 | 0.647539230412189 |
34 | 0.317231385054597 | 0.634462770109194 | 0.682768614945403 |
35 | 0.272391465704324 | 0.544782931408647 | 0.727608534295677 |
36 | 0.34677260369655 | 0.6935452073931 | 0.65322739630345 |
37 | 0.302006685519107 | 0.604013371038214 | 0.697993314480893 |
38 | 0.374064212112207 | 0.748128424224414 | 0.625935787887793 |
39 | 0.330193124646756 | 0.660386249293513 | 0.669806875353244 |
40 | 0.284101930477231 | 0.568203860954463 | 0.715898069522769 |
41 | 0.239618101296999 | 0.479236202593998 | 0.760381898703001 |
42 | 0.199373209692876 | 0.398746419385752 | 0.800626790307124 |
43 | 0.179867217878791 | 0.359734435757583 | 0.820132782121209 |
44 | 0.163909741365837 | 0.327819482731674 | 0.836090258634163 |
45 | 0.146462642127059 | 0.292925284254118 | 0.853537357872941 |
46 | 0.124558190641468 | 0.249116381282936 | 0.875441809358532 |
47 | 0.170506945119337 | 0.341013890238674 | 0.829493054880663 |
48 | 0.142426687305649 | 0.284853374611299 | 0.857573312694351 |
49 | 0.11627811195937 | 0.232556223918741 | 0.88372188804063 |
50 | 0.0933271401173971 | 0.186654280234794 | 0.906672859882603 |
51 | 0.0732934089771211 | 0.146586817954242 | 0.926706591022879 |
52 | 0.0565915698286248 | 0.11318313965725 | 0.943408430171375 |
53 | 0.0430255537496001 | 0.0860511074992001 | 0.9569744462504 |
54 | 0.0322523354238025 | 0.0645046708476051 | 0.967747664576197 |
55 | 0.0257336572346554 | 0.0514673144693108 | 0.974266342765345 |
56 | 0.0208197068737067 | 0.0416394137474133 | 0.979180293126293 |
57 | 0.016554368299418 | 0.0331087365988361 | 0.983445631700582 |
58 | 0.0554075364868823 | 0.110815072973765 | 0.944592463513118 |
59 | 0.0425006365944416 | 0.0850012731888831 | 0.957499363405558 |
60 | 0.0835544042695752 | 0.16710880853915 | 0.916445595730425 |
61 | 0.0655171155663778 | 0.131034231132756 | 0.934482884433622 |
62 | 0.0506196038864538 | 0.101239207772908 | 0.949380396113546 |
63 | 0.0387877540091254 | 0.0775755080182507 | 0.961212245990875 |
64 | 0.0294681222215035 | 0.058936244443007 | 0.970531877778496 |
65 | 0.0225186941344813 | 0.0450373882689626 | 0.977481305865519 |
66 | 0.0172863546957988 | 0.0345727093915976 | 0.982713645304201 |
67 | 0.0125588243887912 | 0.0251176487775825 | 0.987441175611209 |
68 | 0.0390027351829418 | 0.0780054703658836 | 0.960997264817058 |
69 | 0.0295202768048087 | 0.0590405536096174 | 0.970479723195191 |
70 | 0.0219064990496141 | 0.0438129980992282 | 0.978093500950386 |
71 | 0.0162421498804132 | 0.0324842997608263 | 0.983757850119587 |
72 | 0.0119037880274863 | 0.0238075760549726 | 0.988096211972514 |
73 | 0.00860612670601338 | 0.0172122534120268 | 0.991393873293987 |
74 | 0.0153430105691754 | 0.0306860211383508 | 0.984656989430825 |
75 | 0.0117075890356513 | 0.0234151780713025 | 0.988292410964349 |
76 | 0.00902505545477416 | 0.0180501109095483 | 0.990974944545226 |
77 | 0.0077638513251378 | 0.0155277026502756 | 0.992236148674862 |
78 | 0.00992176256188752 | 0.019843525123775 | 0.990078237438113 |
79 | 0.0256222304484782 | 0.0512444608969564 | 0.974377769551522 |
80 | 0.0519417647992894 | 0.103883529598579 | 0.948058235200711 |
81 | 0.0395293053358365 | 0.079058610671673 | 0.960470694664163 |
82 | 0.0301914729346398 | 0.0603829458692795 | 0.96980852706536 |
83 | 0.0236081796284629 | 0.0472163592569258 | 0.976391820371537 |
84 | 0.0182684450082094 | 0.0365368900164188 | 0.981731554991791 |
85 | 0.0137878374837989 | 0.0275756749675977 | 0.986212162516201 |
86 | 0.0102429215693788 | 0.0204858431387575 | 0.989757078430621 |
87 | 0.00747851757153905 | 0.0149570351430781 | 0.992521482428461 |
88 | 0.00538696328404936 | 0.0107739265680987 | 0.994613036715951 |
89 | 0.00782415573731293 | 0.0156483114746259 | 0.992175844262687 |
90 | 0.00555192948178599 | 0.011103858963572 | 0.994448070518214 |
91 | 0.00395793151581391 | 0.00791586303162781 | 0.996042068484186 |
92 | 0.0228254403803496 | 0.0456508807606993 | 0.97717455961965 |
93 | 0.0180854227393268 | 0.0361708454786536 | 0.981914577260673 |
94 | 0.0328332558868535 | 0.0656665117737071 | 0.967166744113146 |
95 | 0.0699898639682963 | 0.139979727936593 | 0.930010136031704 |
96 | 0.0551519511324451 | 0.11030390226489 | 0.944848048867555 |
97 | 0.079024787180781 | 0.158049574361562 | 0.920975212819219 |
98 | 0.0610465980978778 | 0.122093196195756 | 0.938953401902122 |
99 | 0.110958164531166 | 0.221916329062332 | 0.889041835468834 |
100 | 0.174495315535334 | 0.348990631070668 | 0.825504684464666 |
101 | 0.142542384512762 | 0.285084769025524 | 0.857457615487238 |
102 | 0.113376484124925 | 0.226752968249851 | 0.886623515875075 |
103 | 0.100733091284308 | 0.201466182568616 | 0.899266908715692 |
104 | 0.102091077264283 | 0.204182154528565 | 0.897908922735717 |
105 | 0.120033192880453 | 0.240066385760907 | 0.879966807119547 |
106 | 0.0910558428676478 | 0.182111685735296 | 0.908944157132352 |
107 | 0.167096961008485 | 0.33419392201697 | 0.832903038991515 |
108 | 0.128053422226326 | 0.256106844452653 | 0.871946577773674 |
109 | 0.0954054146231644 | 0.190810829246329 | 0.904594585376836 |
110 | 0.0695181623973848 | 0.13903632479477 | 0.930481837602615 |
111 | 0.0500266200648012 | 0.100053240129602 | 0.949973379935199 |
112 | 0.0360832844153524 | 0.0721665688307048 | 0.963916715584648 |
113 | 0.0445611175841187 | 0.0891222351682374 | 0.955438882415881 |
114 | 0.0725472251458122 | 0.145094450291624 | 0.927452774854188 |
115 | 0.0495560812723849 | 0.0991121625447699 | 0.950443918727615 |
116 | 0.0821677203602282 | 0.164335440720456 | 0.917832279639772 |
117 | 0.058467200403134 | 0.116934400806268 | 0.941532799596866 |
118 | 0.0410910956268755 | 0.082182191253751 | 0.958908904373124 |
119 | 0.02979832277781 | 0.05959664555562 | 0.97020167722219 |
120 | 0.0193776110528103 | 0.0387552221056206 | 0.98062238894719 |
121 | 0.04450193245907 | 0.0890038649181399 | 0.95549806754093 |
122 | 0.0241561184166842 | 0.0483122368333685 | 0.975843881583316 |
123 | 0.0123031058977953 | 0.0246062117955905 | 0.987696894102205 |
124 | 0.0199778115158795 | 0.039955623031759 | 0.98002218848412 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 1 | 0.00840336134453781 | OK |
5% type I error level | 29 | 0.243697478991597 | NOK |
10% type I error level | 47 | 0.394957983193277 | NOK |