Multiple Linear Regression - Estimated Regression Equation |
Totaal[t] = + 1347.68074713005 -1.43242186513971Maanden[t] + 0.992798185983571jongerdan25jaar[t] + 0.998845974898212vanaf25jaar[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) | 1347.68074713005 | 676.009429 | 1.9936 | 0.048357 | 0.024179 |
Maanden | -1.43242186513971 | 14.373044 | -0.0997 | 0.920772 | 0.460386 |
jongerdan25jaar | 0.992798185983571 | 0.002972 | 334.0765 | 0 | 0 |
vanaf25jaar | 0.998845974898212 | 0.00166 | 601.7547 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.999913571775203 |
R-squared | 0.999827151020244 |
Adjusted R-squared | 0.999823035568345 |
F-TEST (value) | 242944.681549068 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 126 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 521.308738033867 |
Sum Squared Residuals | 34242112.8441584 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 476000 | 476113.53222946 | -113.532229459931 |
2 | 475000 | 474132.551224542 | 867.448775458159 |
3 | 470000 | 470153.878269828 | -153.878269827748 |
4 | 461000 | 461187.023229537 | -187.023229537265 |
5 | 455000 | 455222.753902856 | -222.753902856063 |
6 | 456000 | 455221.321480991 | 778.678519009065 |
7 | 517000 | 516912.475735144 | 87.5242648560498 |
8 | 525000 | 525834.131409302 | -834.131409301663 |
9 | 523000 | 522842.208851657 | 157.791148343476 |
10 | 519000 | 518893.774841516 | 106.225158484323 |
11 | 509000 | 508958.3127709 | 41.6872290998307 |
12 | 512000 | 511965.513851559 | 34.4861484410496 |
13 | 519000 | 518979.240105278 | 20.7598947223696 |
14 | 517000 | 517004.306889275 | -4.30688927462231 |
15 | 510000 | 510041.191587695 | -41.1915876952033 |
16 | 509000 | 510063.950321489 | -1063.95032148863 |
17 | 501000 | 500110.344884129 | 889.655115870785 |
18 | 507000 | 507082.690919808 | -82.6909198076233 |
19 | 569000 | 569766.643359944 | -766.643359944207 |
20 | 580000 | 579705.288375744 | 294.711624255923 |
21 | 578000 | 577712.211792997 | 287.788207002852 |
22 | 565000 | 565785.1055615 | -785.105561499872 |
23 | 547000 | 547864.923480613 | -864.923480613324 |
24 | 555000 | 554861.46067195 | 138.539328049691 |
25 | 562000 | 561875.186925669 | 124.813074331019 |
26 | 561000 | 560893.05189565 | 106.948104350451 |
27 | 555000 | 555939.724121696 | -939.724121695836 |
28 | 544000 | 543988.42673454 | 11.5732654600033 |
29 | 537000 | 537031.359221875 | -31.3592218752192 |
30 | 543000 | 543010.90707157 | -10.90707157007 |
31 | 594000 | 593726.851179672 | 273.148820327974 |
32 | 611000 | 610651.370230845 | 348.629769155266 |
33 | 613000 | 612653.677547691 | 346.322452309343 |
34 | 611000 | 610727.126643005 | 272.873356995202 |
35 | 594000 | 593805.790537016 | 194.209462983553 |
36 | 595000 | 595826.241220606 | -826.241220606296 |
37 | 591000 | 590878.006931205 | 121.99306879502 |
38 | 589000 | 589895.871901186 | -895.871901185555 |
39 | 584000 | 583931.602574504 | 68.3974254956526 |
40 | 573000 | 572973.103373332 | 26.8966266679246 |
41 | 567000 | 567008.834046651 | -8.83404665086795 |
42 | 569000 | 568999.045785667 | 0.954214332485697 |
43 | 621000 | 620719.883657582 | 280.116342417662 |
44 | 629000 | 628660.836723586 | 339.163276414246 |
45 | 628000 | 627660.558326822 | 339.441673177595 |
46 | 612000 | 611738.068195732 | 261.93180426771 |
47 | 595000 | 595815.578064642 | -815.578064642157 |
48 | 597000 | 596843.230562248 | 156.76943775157 |
49 | 593000 | 592905.937825575 | 94.0621744253929 |
50 | 590000 | 589920.063056844 | 79.9369431558771 |
51 | 580000 | 579966.457619485 | 33.5423805152911 |
52 | 574000 | 573990.092714974 | 9.9072850257942 |
53 | 573000 | 573007.957684955 | -7.95768495478473 |
54 | 573000 | 573000.477474175 | -0.477474175010752 |
55 | 620000 | 619751.276627257 | 248.723372742667 |
56 | 626000 | 625706.633321294 | 293.36667870639 |
57 | 620000 | 619718.172838954 | 281.827161046157 |
58 | 588000 | 586845.540079167 | 1154.4599208327 |
59 | 566000 | 565934.867862501 | 65.1321374992416 |
60 | 557000 | 557985.002163852 | -985.002163852409 |
61 | 561000 | 560991.248940149 | 8.75105985105 |
62 | 549000 | 549039.951552993 | -39.951552993107 |
63 | 532000 | 532094.424291346 | -94.4242913462088 |
64 | 526000 | 526118.059386836 | -118.059386835721 |
65 | 511000 | 511176.2718639 | -176.271863899885 |
66 | 499000 | 499200.783321086 | -200.783321085474 |
67 | 555000 | 554947.244037166 | 52.755962833654 |
68 | 565000 | 563899.138655897 | 1100.86134410273 |
69 | 542000 | 541959.381519759 | 40.6184802406926 |
70 | 527000 | 527029.689574653 | -29.6895746527567 |
71 | 510000 | 510102.30567975 | -102.305679749774 |
72 | 514000 | 514102.304946392 | -102.304946392125 |
73 | 517000 | 517114.599511603 | -114.599511603304 |
74 | 508000 | 507148.898496415 | 851.101503585394 |
75 | 493000 | 493199.909159462 | -199.909159462343 |
76 | 490000 | 490214.034390732 | -214.034390731844 |
77 | 469000 | 469291.266596236 | -291.266596236028 |
78 | 478000 | 477262.458606813 | 737.54139318733 |
79 | 528000 | 529025.63100113 | -1025.63100112996 |
80 | 534000 | 532995.391323199 | 1004.6086768009 |
81 | 518000 | 518029.412644605 | -29.4126446046986 |
82 | 506000 | 506090.210835278 | -90.2108352781367 |
83 | 502000 | 502117.585669479 | -117.585669478714 |
84 | 516000 | 516087.901318359 | -87.9013183592683 |
85 | 528000 | 528077.714079825 | -77.7140798250737 |
86 | 533000 | 533070.511532451 | -70.511532450995 |
87 | 536000 | 536071.664824195 | -71.664824195132 |
88 | 537000 | 537075.126166143 | -75.1261661428465 |
89 | 524000 | 523138.23240702 | 861.767592980135 |
90 | 536000 | 536097.606503173 | -97.6065031729217 |
91 | 587000 | 586867.980711507 | 132.019288493353 |
92 | 597000 | 595819.875330238 | 1180.12466976242 |
93 | 581000 | 580847.848862729 | 152.15113727147 |
94 | 564000 | 564931.406520553 | -931.406520553048 |
95 | 558000 | 556975.49303299 | 1024.50696700994 |
96 | 575000 | 574935.144792549 | 64.8552074511854 |
97 | 580000 | 580943.977282455 | -943.977282454627 |
98 | 575000 | 574967.612377944 | 32.3876220558672 |
99 | 563000 | 564009.113176772 | -1009.11317677187 |
100 | 552000 | 551058.969814718 | 941.030185282183 |
101 | 537000 | 537116.02826668 | -116.028266680196 |
102 | 545000 | 545093.268066171 | -93.268066171474 |
103 | 601000 | 600857.872148996 | 142.127851003739 |
104 | 604000 | 604815.536893236 | -815.53689323613 |
105 | 586000 | 586853.020289947 | -853.020289947085 |
106 | 564000 | 563956.751701313 | 43.2482986865999 |
107 | 549000 | 548022.165992394 | 977.834007606004 |
108 | 551000 | 551035.414861967 | -35.4148619674113 |
109 | 556000 | 556039.35358806 | -39.3535880603753 |
110 | 548000 | 548071.344522668 | -71.3445226680975 |
111 | 540000 | 540103.335457276 | -103.335457275831 |
112 | 531000 | 531136.480416985 | -136.480416985346 |
113 | 521000 | 520184.029004728 | 815.970995272278 |
114 | 519000 | 518184.904633066 | 815.095366933845 |
115 | 572000 | 571951.816766095 | 48.1832339054785 |
116 | 581000 | 581896.509570809 | -896.50957080901 |
117 | 563000 | 562935.146992622 | 64.8530073782343 |
118 | 548000 | 548011.50283643 | -11.5028364298513 |
119 | 539000 | 539056.743373969 | -56.7433739686518 |
120 | 541000 | 541065.098479729 | -65.0984797292191 |
121 | 562000 | 561027.535673637 | 972.464326363205 |
122 | 559000 | 559034.45909089 | -34.4590908898687 |
123 | 546000 | 546084.315728836 | -84.315728835817 |
124 | 536000 | 537117.460688545 | -1117.46068854534 |
125 | 528000 | 527151.759673357 | 848.240326643359 |
126 | 530000 | 531133.615573255 | -1133.61557325507 |
127 | 582000 | 581928.180937247 | 71.8190627526435 |
128 | 599000 | 598834.556621676 | 165.443378323864 |
129 | 584000 | 583856.482365252 | 143.517634747552 |
130 | 571000 | 571917.280555926 | -917.280555925892 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.76291414493527 | 0.474171710129461 | 0.23708585506473 |
8 | 0.635156435667853 | 0.729687128664294 | 0.364843564332147 |
9 | 0.732840186752966 | 0.534319626494068 | 0.267159813247034 |
10 | 0.619990991970187 | 0.760018016059625 | 0.380009008029813 |
11 | 0.521575575647375 | 0.956848848705251 | 0.478424424352625 |
12 | 0.430402196836894 | 0.860804393673788 | 0.569597803163106 |
13 | 0.334197065935065 | 0.66839413187013 | 0.665802934064935 |
14 | 0.25013964661211 | 0.50027929322422 | 0.74986035338789 |
15 | 0.183870142137407 | 0.367740284274815 | 0.816129857862593 |
16 | 0.405254795187785 | 0.81050959037557 | 0.594745204812215 |
17 | 0.590769745277012 | 0.818460509445976 | 0.409230254722988 |
18 | 0.513700584435473 | 0.972598831129054 | 0.486299415564527 |
19 | 0.47903710191975 | 0.9580742038395 | 0.52096289808025 |
20 | 0.536197596733774 | 0.927604806532453 | 0.463802403266226 |
21 | 0.521651256556871 | 0.956697486886259 | 0.478348743443129 |
22 | 0.564705499484483 | 0.870589001031033 | 0.435294500515517 |
23 | 0.622416421174575 | 0.755167157650849 | 0.377583578825425 |
24 | 0.587138798530484 | 0.825722402939032 | 0.412861201469516 |
25 | 0.540931536066257 | 0.918136927867486 | 0.459068463933743 |
26 | 0.483114135193276 | 0.966228270386552 | 0.516885864806724 |
27 | 0.579999707262109 | 0.840000585475783 | 0.420000292737891 |
28 | 0.524227458190959 | 0.951545083618082 | 0.475772541809041 |
29 | 0.463078173789979 | 0.926156347579958 | 0.536921826210021 |
30 | 0.404216003325346 | 0.808432006650693 | 0.595783996674654 |
31 | 0.40020254879087 | 0.800405097581741 | 0.59979745120913 |
32 | 0.400837248750786 | 0.801674497501571 | 0.599162751249214 |
33 | 0.384814701120449 | 0.769629402240899 | 0.615185298879551 |
34 | 0.348805481709956 | 0.697610963419912 | 0.651194518290044 |
35 | 0.30139661948855 | 0.602793238977099 | 0.69860338051145 |
36 | 0.367933268539824 | 0.735866537079648 | 0.632066731460176 |
37 | 0.317547210618698 | 0.635094421237396 | 0.682452789381302 |
38 | 0.399679890756936 | 0.799359781513873 | 0.600320109243064 |
39 | 0.353386161146672 | 0.706772322293343 | 0.646613838853328 |
40 | 0.305449553839771 | 0.610899107679542 | 0.694550446160229 |
41 | 0.259164079139494 | 0.518328158278987 | 0.740835920860506 |
42 | 0.217038948699013 | 0.434077897398026 | 0.782961051300987 |
43 | 0.195425330996478 | 0.390850661992956 | 0.804574669003522 |
44 | 0.177552003780148 | 0.355104007560296 | 0.822447996219852 |
45 | 0.158773721634518 | 0.317547443269037 | 0.841226278365482 |
46 | 0.135922450210865 | 0.27184490042173 | 0.864077549789135 |
47 | 0.176903830886219 | 0.353807661772437 | 0.823096169113781 |
48 | 0.150610934090526 | 0.301221868181051 | 0.849389065909474 |
49 | 0.122139154196404 | 0.244278308392808 | 0.877860845803596 |
50 | 0.0975826718219413 | 0.195165343643883 | 0.902417328178059 |
51 | 0.0765520122947104 | 0.153104024589421 | 0.92344798770529 |
52 | 0.0591202596151734 | 0.118240519230347 | 0.940879740384827 |
53 | 0.0449871754322224 | 0.0899743508644448 | 0.955012824567778 |
54 | 0.0337754753779246 | 0.0675509507558492 | 0.966224524622075 |
55 | 0.0268524710424598 | 0.0537049420849197 | 0.97314752895754 |
56 | 0.0216687221075458 | 0.0433374442150916 | 0.978331277892454 |
57 | 0.0172825371109094 | 0.0345650742218187 | 0.982717462889091 |
58 | 0.0587500106989916 | 0.117500021397983 | 0.941249989301008 |
59 | 0.0451691227612209 | 0.0903382455224418 | 0.954830877238779 |
60 | 0.0824071958178018 | 0.164814391635604 | 0.917592804182198 |
61 | 0.0644410157637252 | 0.12888203152745 | 0.935558984236275 |
62 | 0.0496492794156984 | 0.0992985588313967 | 0.950350720584302 |
63 | 0.0378947242260735 | 0.075789448452147 | 0.962105275773926 |
64 | 0.0286420138498285 | 0.057284027699657 | 0.971357986150172 |
65 | 0.0217183862760193 | 0.0434367725520385 | 0.978281613723981 |
66 | 0.01651158748703 | 0.03302317497406 | 0.98348841251297 |
67 | 0.0119670577746758 | 0.0239341155493515 | 0.988032942225324 |
68 | 0.0385874683017134 | 0.0771749366034267 | 0.961412531698287 |
69 | 0.0292164592685622 | 0.0584329185371243 | 0.970783540731438 |
70 | 0.021651555716403 | 0.043303111432806 | 0.978348444283597 |
71 | 0.0160469119883118 | 0.0320938239766236 | 0.983953088011688 |
72 | 0.0118212974440918 | 0.0236425948881837 | 0.988178702555908 |
73 | 0.00847162110407244 | 0.0169432422081449 | 0.991528378895928 |
74 | 0.0154564327407493 | 0.0309128654814985 | 0.984543567259251 |
75 | 0.0115756881580258 | 0.0231513763160515 | 0.988424311841974 |
76 | 0.00874656614875164 | 0.0174931322975033 | 0.991253433851248 |
77 | 0.00734852481516953 | 0.0146970496303391 | 0.99265147518483 |
78 | 0.00973338124595881 | 0.0194667624919176 | 0.990266618754041 |
79 | 0.0238432931581213 | 0.0476865863162426 | 0.976156706841879 |
80 | 0.0507246800092904 | 0.101449360018581 | 0.94927531999071 |
81 | 0.0384267880098497 | 0.0768535760196994 | 0.96157321199015 |
82 | 0.0290634554439549 | 0.0581269108879098 | 0.970936544556045 |
83 | 0.0225680057914437 | 0.0451360115828874 | 0.977431994208556 |
84 | 0.0176352199494861 | 0.0352704398989722 | 0.982364780050514 |
85 | 0.0128845294875142 | 0.0257690589750284 | 0.987115470512486 |
86 | 0.00931452655579601 | 0.018629053111592 | 0.990685473444204 |
87 | 0.00667686212078801 | 0.013353724241576 | 0.993323137879212 |
88 | 0.00475522475953114 | 0.00951044951906229 | 0.995244775240469 |
89 | 0.00699643600484999 | 0.0139928720097 | 0.99300356399515 |
90 | 0.00490710681173725 | 0.00981421362347449 | 0.995092893188263 |
91 | 0.00348500631806867 | 0.00697001263613735 | 0.996514993681931 |
92 | 0.021267469751018 | 0.0425349395020361 | 0.978732530248982 |
93 | 0.0177309795785145 | 0.0354619591570291 | 0.982269020421485 |
94 | 0.0299792055296063 | 0.0599584110592127 | 0.970020794470394 |
95 | 0.0646219985530655 | 0.129243997106131 | 0.935378001446935 |
96 | 0.0492975845318927 | 0.0985951690637854 | 0.950702415468107 |
97 | 0.0698928476359083 | 0.139785695271817 | 0.930107152364092 |
98 | 0.0533932618325641 | 0.106786523665128 | 0.946606738167436 |
99 | 0.0982624238819654 | 0.196524847763931 | 0.901737576118035 |
100 | 0.154738429907684 | 0.309476859815369 | 0.845261570092316 |
101 | 0.124838571911525 | 0.24967714382305 | 0.875161428088475 |
102 | 0.0978650543741464 | 0.195730108748293 | 0.902134945625854 |
103 | 0.0870400034853074 | 0.174080006970615 | 0.912959996514693 |
104 | 0.086800393761846 | 0.173600787523692 | 0.913199606238154 |
105 | 0.102584265979057 | 0.205168531958113 | 0.897415734020943 |
106 | 0.076579052009797 | 0.153158104019594 | 0.923420947990203 |
107 | 0.149518752951838 | 0.299037505903675 | 0.850481247048162 |
108 | 0.115109717039491 | 0.230219434078983 | 0.884890282960509 |
109 | 0.0863056027549352 | 0.17261120550987 | 0.913694397245065 |
110 | 0.0641822292629019 | 0.128364458525804 | 0.935817770737098 |
111 | 0.0475293220107488 | 0.0950586440214975 | 0.952470677989251 |
112 | 0.0355594393062862 | 0.0711188786125724 | 0.964440560693714 |
113 | 0.0428654862450192 | 0.0857309724900383 | 0.957134513754981 |
114 | 0.0712492189870784 | 0.142498437974157 | 0.928750781012922 |
115 | 0.0486351805268585 | 0.097270361053717 | 0.951364819473141 |
116 | 0.0759860191080604 | 0.151972038216121 | 0.92401398089194 |
117 | 0.049021302048724 | 0.0980426040974479 | 0.950978697951276 |
118 | 0.0318686566791753 | 0.0637373133583506 | 0.968131343320825 |
119 | 0.0234613929538311 | 0.0469227859076622 | 0.976538607046169 |
120 | 0.0369268359801873 | 0.0738536719603746 | 0.963073164019813 |
121 | 0.0330486409581919 | 0.0660972819163839 | 0.966951359041808 |
122 | 0.0174958850721758 | 0.0349917701443516 | 0.982504114927824 |
123 | 0.00757314385647527 | 0.0151462877129505 | 0.992426856143525 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 3 | 0.0256410256410256 | NOK |
5% type I error level | 29 | 0.247863247863248 | NOK |
10% type I error level | 50 | 0.427350427350427 | NOK |