Multiple Linear Regression - Estimated Regression Equation |
vanaf25jaar[t] = -1173.36082226044 + 0.13579195349613Maanden[t] + 1.00048943954708Totaal[t] -0.992494810142288jongerdan25jaar[t] + 0.379176982322381t + 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) | -1173.36082226044 | 724.806632 | -1.6189 | 0.107998 | 0.053999 |
Maanden | 0.13579195349613 | 15.440937 | 0.0088 | 0.992997 | 0.496499 |
Totaal | 1.00048943954708 | 0.002289 | 437.1359 | 0 | 0 |
jongerdan25jaar | -0.992494810142288 | 0.005858 | -169.4319 | 0 | 0 |
t | 0.379176982322381 | 1.868673 | 0.2029 | 0.839533 | 0.419767 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.999847553659301 |
R-squared | 0.999695130558488 |
Adjusted R-squared | 0.99968537473636 |
F-TEST (value) | 102471.643845389 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 125 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 523.8171183537 |
Sum Squared Residuals | 34298046.6850468 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 363000 | 362908.213825007 | 91.7861749927755 |
2 | 364000 | 364885.723784823 | -885.723784823274 |
3 | 363000 | 362861.27598645 | 138.724013549491 |
4 | 358000 | 357827.365240032 | 172.63475996819 |
5 | 357000 | 356787.417622397 | 212.582377603441 |
6 | 357000 | 357788.422030879 | -788.422030879459 |
7 | 380000 | 380111.495216638 | -111.495216638024 |
8 | 378000 | 377198.482790385 | 801.51720961468 |
9 | 376000 | 376190.513690369 | -190.513690369264 |
10 | 380000 | 380129.029382255 | -129.029382255057 |
11 | 379000 | 379057.103247001 | -57.1032470006679 |
12 | 384000 | 384044.076154862 | -44.0761548622973 |
13 | 392000 | 392038.882507328 | -38.8825073280203 |
14 | 394000 | 394008.397837739 | -8.39783773883698 |
15 | 392000 | 391967.960780557 | 32.0392194434757 |
16 | 396000 | 394937.965550514 | 1062.03444948559 |
17 | 392000 | 392889.533863927 | -889.533863927306 |
18 | 396000 | 395915.501039719 | 84.4989602812416 |
19 | 419000 | 418246.568854882 | 753.431145117897 |
20 | 421000 | 421312.509177698 | -312.509177697523 |
21 | 420000 | 420304.540077681 | -304.540077681463 |
22 | 418000 | 417223.640433928 | 776.359566071909 |
23 | 410000 | 409140.293592439 | 859.706407560671 |
24 | 418000 | 418137.218887894 | -137.218887894089 |
25 | 426000 | 426132.02524036 | -132.025240359813 |
26 | 428000 | 428109.535200175 | -109.535200175421 |
27 | 430000 | 429054.577202825 | 945.422797175238 |
28 | 424000 | 424004.677197596 | -4.67719759641201 |
29 | 423000 | 422956.734950556 | 43.2650494436129 |
30 | 427000 | 426975.19693649 | 24.8030635098796 |
31 | 441000 | 441278.365347062 | -278.36534706244 |
32 | 449000 | 449354.747497018 | -354.747497018046 |
33 | 452000 | 452348.73615519 | -348.73615519032 |
34 | 462000 | 462258.209966739 | -258.209966739427 |
35 | 455000 | 455175.352564798 | -175.35256479775 |
36 | 461000 | 460146.33621385 | 853.663786150194 |
37 | 461000 | 461105.737971867 | -105.737971866782 |
38 | 463000 | 462082.758492135 | 917.241507864696 |
39 | 462000 | 462043.300314047 | -43.300314047145 |
40 | 456000 | 456000.905498677 | -0.905498676519275 |
41 | 455000 | 454960.957881041 | 39.0421189587145 |
42 | 456000 | 455969.956918929 | 30.0430810710188 |
43 | 472000 | 472266.109579191 | -266.109579190657 |
44 | 472000 | 472330.581583365 | -330.581583364829 |
45 | 471000 | 471330.607112754 | -330.607112753566 |
46 | 465000 | 465248.239150359 | -248.239150358953 |
47 | 459000 | 458165.381748417 | 834.618251582725 |
48 | 465000 | 465129.349647159 | -129.349647158697 |
49 | 468000 | 468073.74102546 | -73.7410254602551 |
50 | 467000 | 467057.777296039 | -57.777296039403 |
51 | 463000 | 463008.366730358 | -8.36673035813175 |
52 | 460000 | 459983.429492438 | 16.5705075616657 |
53 | 462000 | 461960.939452254 | 39.0605477460666 |
54 | 461000 | 460968.959611047 | 31.0403889525397 |
55 | 476000 | 476232.644314143 | -232.64431414289 |
56 | 476000 | 476281.127059507 | -281.127059507473 |
57 | 471000 | 471271.200201303 | -271.200201303079 |
58 | 453000 | 454143.475256867 | -1143.47525686662 |
59 | 443000 | 443050.665467332 | -50.6654673318151 |
60 | 442000 | 440994.23915134 | 1005.76084866008 |
61 | 444000 | 444002.58756488 | -2.58756487981847 |
62 | 438000 | 437952.198120104 | 47.801879895613 |
63 | 427000 | 426899.361477594 | 100.638522406458 |
64 | 424000 | 423874.424239674 | 125.575760326264 |
65 | 416000 | 415815.061286399 | 184.938713600656 |
66 | 406000 | 405794.692601055 | 205.307398945231 |
67 | 431000 | 431055.277070216 | -55.2770702162193 |
68 | 434000 | 435105.717573769 | -1105.71757376912 |
69 | 418000 | 418049.944293976 | -49.9442939757924 |
70 | 412000 | 411975.570960986 | 24.4290390140235 |
71 | 404000 | 403900.218748902 | 99.7812510979949 |
72 | 409000 | 408895.186286168 | 104.813713831562 |
73 | 412000 | 411895.540070304 | 104.459929696451 |
74 | 406000 | 406861.629323885 | -861.629323884785 |
75 | 398000 | 397809.771560468 | 190.228439531893 |
76 | 397000 | 396793.807831047 | 206.19216895274 |
77 | 385000 | 384716.497860775 | 283.502139225052 |
78 | 390000 | 390743.933355208 | -743.933355207623 |
79 | 413000 | 411986.570807371 | 1013.42919262881 |
80 | 413000 | 414020.04317302 | -1020.04317302035 |
81 | 401000 | 400990.21153963 | 9.78846037028033 |
82 | 397000 | 396924.811715139 | 75.1882848611325 |
83 | 397000 | 396893.348166456 | 106.651833544494 |
84 | 409000 | 408915.725668766 | 84.2743312341048 |
85 | 419000 | 418935.49478854 | 64.5052114598365 |
86 | 424000 | 423938.456955211 | 61.5430447886095 |
87 | 428000 | 427932.935052931 | 67.064947069257 |
88 | 430000 | 429926.434271556 | 73.5657284440683 |
89 | 424000 | 424860.545007518 | -860.545007517989 |
90 | 433000 | 432896.95401045 | 103.045989550362 |
91 | 456000 | 456132.575712303 | -132.575712302557 |
92 | 459000 | 460183.016215855 | -1183.01621585546 |
93 | 446000 | 446160.689772323 | -160.68977232255 |
94 | 441000 | 440070.327180523 | 929.672819476851 |
95 | 439000 | 440022.87437303 | -1022.8743730302 |
96 | 454000 | 454054.22538384 | -54.2253838395504 |
97 | 460000 | 459055.558047069 | 944.44195293118 |
98 | 457000 | 457031.110248696 | -31.1102486961051 |
99 | 451000 | 449988.225993778 | 1011.77400622162 |
100 | 444000 | 444938.32598855 | -938.325988550025 |
101 | 437000 | 436878.963035276 | 121.036964724367 |
102 | 443000 | 442898.403900304 | 101.596099696465 |
103 | 471000 | 471136.472799892 | -136.472799891858 |
104 | 469000 | 468183.487226615 | 816.512773384818 |
105 | 454000 | 453152.67671413 | 847.323285869598 |
106 | 444000 | 444044.85654488 | -44.856544880172 |
107 | 436000 | 436977.988401748 | -977.988401748067 |
108 | 442000 | 441956.966680205 | 43.0333197950806 |
109 | 446000 | 445965.804533292 | 34.1954667081002 |
110 | 442000 | 441932.38322642 | 67.61677357978 |
111 | 438000 | 437898.961919549 | 101.038080451466 |
112 | 433000 | 432865.05117313 | 134.948826870228 |
113 | 428000 | 428815.640607449 | -815.640607448503 |
114 | 426000 | 426815.17669729 | -815.176697290159 |
115 | 452000 | 452051.777278237 | -51.7772782372387 |
116 | 455000 | 454109.233532101 | 890.766467899227 |
117 | 439000 | 439078.423019616 | -78.4230196159844 |
118 | 434000 | 433996.544496768 | 3.45550323154142 |
119 | 431000 | 430947.623370634 | 52.3766293657265 |
120 | 435000 | 434934.106838949 | 65.893161051165 |
121 | 450000 | 450980.79648422 | -980.796484219974 |
122 | 449000 | 448972.337944657 | 27.6620553431632 |
123 | 442000 | 441921.459060334 | 78.5409396656805 |
124 | 437000 | 435887.058874368 | 1112.94112563153 |
125 | 431000 | 431853.637567497 | -853.637567496789 |
126 | 433000 | 431870.141795242 | 1129.8582047578 |
127 | 460000 | 460076.232177211 | -76.2321772113467 |
128 | 465000 | 465175.12989674 | -175.129896740093 |
129 | 451000 | 451160.798082612 | -160.798082611975 |
130 | 447000 | 446094.908818574 | 905.09118142596 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.659886327430035 | 0.68022734513993 | 0.340113672569965 |
9 | 0.770367953826397 | 0.459264092347206 | 0.229632046173603 |
10 | 0.658348711415094 | 0.683302577169813 | 0.341651288584906 |
11 | 0.572952006207868 | 0.854095987584263 | 0.427047993792132 |
12 | 0.498089669938543 | 0.996179339877087 | 0.501910330061457 |
13 | 0.386643655130505 | 0.77328731026101 | 0.613356344869495 |
14 | 0.29182659768868 | 0.58365319537736 | 0.70817340231132 |
15 | 0.212858874789855 | 0.42571774957971 | 0.787141125210145 |
16 | 0.473112888067021 | 0.946225776134041 | 0.526887111932979 |
17 | 0.648314679981208 | 0.703370640037584 | 0.351685320018792 |
18 | 0.573570174504956 | 0.852859650990089 | 0.426429825495045 |
19 | 0.551614192549525 | 0.89677161490095 | 0.448385807450475 |
20 | 0.5889722088565 | 0.822055582287001 | 0.4110277911435 |
21 | 0.567361845685798 | 0.865276308628404 | 0.432638154314202 |
22 | 0.610464312477122 | 0.779071375045756 | 0.389535687522878 |
23 | 0.641367396428488 | 0.717265207143024 | 0.358632603571512 |
24 | 0.589776588937789 | 0.820446822124422 | 0.410223411062211 |
25 | 0.55913639425085 | 0.881727211498299 | 0.44086360574915 |
26 | 0.502516014038417 | 0.994967971923167 | 0.497483985961583 |
27 | 0.603749710469974 | 0.792500579060051 | 0.396250289530026 |
28 | 0.55139089918445 | 0.8972182016311 | 0.44860910081555 |
29 | 0.490735107735309 | 0.981470215470617 | 0.509264892264692 |
30 | 0.430012924522745 | 0.86002584904549 | 0.569987075477255 |
31 | 0.429488173757752 | 0.858976347515505 | 0.570511826242248 |
32 | 0.425872296988735 | 0.851744593977469 | 0.574127703011265 |
33 | 0.402362629524254 | 0.804725259048509 | 0.597637370475746 |
34 | 0.3470347524584 | 0.6940695049168 | 0.6529652475416 |
35 | 0.29345048843818 | 0.586900976876361 | 0.70654951156182 |
36 | 0.395097399421372 | 0.790194798842745 | 0.604902600578628 |
37 | 0.341583581018103 | 0.683167162036206 | 0.658416418981897 |
38 | 0.433617465930933 | 0.867234931861866 | 0.566382534069067 |
39 | 0.384327572860422 | 0.768655145720843 | 0.615672427139578 |
40 | 0.334663348572489 | 0.669326697144977 | 0.665336651427511 |
41 | 0.286272442722765 | 0.572544885445529 | 0.713727557277235 |
42 | 0.241607536085721 | 0.483215072171442 | 0.758392463914279 |
43 | 0.216635533434817 | 0.433271066869634 | 0.783364466565183 |
44 | 0.193696666163309 | 0.387393332326618 | 0.806303333836691 |
45 | 0.167679314415831 | 0.335358628831663 | 0.832320685584169 |
46 | 0.137711074889978 | 0.275422149779955 | 0.862288925110023 |
47 | 0.199024635533244 | 0.398049271066487 | 0.800975364466756 |
48 | 0.16888260355608 | 0.337765207112159 | 0.83111739644392 |
49 | 0.137022044651454 | 0.274044089302907 | 0.862977955348546 |
50 | 0.109465236595282 | 0.218930473190564 | 0.890534763404718 |
51 | 0.0862301447512101 | 0.17246028950242 | 0.91376985524879 |
52 | 0.0671242258915274 | 0.134248451783055 | 0.932875774108473 |
53 | 0.0517604360113303 | 0.103520872022661 | 0.94823956398867 |
54 | 0.0395172969811691 | 0.0790345939623382 | 0.960482703018831 |
55 | 0.0303276629313423 | 0.0606553258626845 | 0.969672337068658 |
56 | 0.0230923299462542 | 0.0461846598925085 | 0.976907670053746 |
57 | 0.0171158857319513 | 0.0342317714639026 | 0.982884114268049 |
58 | 0.0347203406555781 | 0.0694406813111562 | 0.965279659344422 |
59 | 0.0288847991755098 | 0.0577695983510196 | 0.97111520082449 |
60 | 0.0837579310388076 | 0.167515862077615 | 0.916242068961192 |
61 | 0.0672562992571969 | 0.134512598514394 | 0.932743700742803 |
62 | 0.0532910776537442 | 0.106582155307488 | 0.946708922346256 |
63 | 0.0421708835161177 | 0.0843417670322354 | 0.957829116483882 |
64 | 0.0333198334038716 | 0.0666396668077433 | 0.966680166596128 |
65 | 0.0271256023521979 | 0.0542512047043959 | 0.972874397647802 |
66 | 0.0222332262017244 | 0.0444664524034488 | 0.977766773798276 |
67 | 0.0162455686314271 | 0.0324911372628542 | 0.983754431368573 |
68 | 0.0385917161026968 | 0.0771834322053937 | 0.961408283897303 |
69 | 0.0292342700742402 | 0.0584685401484803 | 0.97076572992576 |
70 | 0.0218319950315367 | 0.0436639900630735 | 0.978168004968463 |
71 | 0.0165442781532953 | 0.0330885563065906 | 0.983455721846705 |
72 | 0.0127475689381497 | 0.0254951378762994 | 0.98725243106185 |
73 | 0.00954601279397181 | 0.0190920255879436 | 0.990453987206028 |
74 | 0.0142358025383302 | 0.0284716050766604 | 0.98576419746167 |
75 | 0.0112831710184546 | 0.0225663420369091 | 0.988716828981545 |
76 | 0.0089155523958661 | 0.0178311047917322 | 0.991084447604134 |
77 | 0.00772623333366884 | 0.0154524666673377 | 0.992273766666331 |
78 | 0.00905006617865215 | 0.0181001323573043 | 0.990949933821348 |
79 | 0.0259406717033708 | 0.0518813434067416 | 0.974059328296629 |
80 | 0.0509751903573645 | 0.101950380714729 | 0.949024809642635 |
81 | 0.0394318078768306 | 0.0788636157536613 | 0.960568192123169 |
82 | 0.0297410166842641 | 0.0594820333685282 | 0.970258983315736 |
83 | 0.0224584773355235 | 0.0449169546710471 | 0.977541522664476 |
84 | 0.0173390553330807 | 0.0346781106661613 | 0.982660944666919 |
85 | 0.012772547519118 | 0.025545095038236 | 0.987227452480882 |
86 | 0.00919786392274264 | 0.0183957278454853 | 0.990802136077257 |
87 | 0.0065803154728103 | 0.0131606309456206 | 0.99341968452719 |
88 | 0.0047500585719864 | 0.00950011714397281 | 0.995249941428014 |
89 | 0.0062614015458565 | 0.012522803091713 | 0.993738598454143 |
90 | 0.00462185391983477 | 0.00924370783966953 | 0.995378146080165 |
91 | 0.0031313538784688 | 0.0062627077569376 | 0.996868646121531 |
92 | 0.0150964388689307 | 0.0301928777378615 | 0.984903561131069 |
93 | 0.0137149818490791 | 0.0274299636981582 | 0.986285018150921 |
94 | 0.0245363100033748 | 0.0490726200067495 | 0.975463689996625 |
95 | 0.0520251946685379 | 0.104050389337076 | 0.947974805331462 |
96 | 0.0383652377557405 | 0.076730475511481 | 0.961634762244259 |
97 | 0.0606639954836339 | 0.121327990967268 | 0.939336004516366 |
98 | 0.0454599767509081 | 0.0909199535018162 | 0.954540023249092 |
99 | 0.0965683814196099 | 0.19313676283922 | 0.90343161858039 |
100 | 0.135619392151362 | 0.271238784302725 | 0.864380607848638 |
101 | 0.1105301441053 | 0.2210602882106 | 0.8894698558947 |
102 | 0.0905763899686838 | 0.181152779937368 | 0.909423610031316 |
103 | 0.0699788713930531 | 0.139957742786106 | 0.930021128606947 |
104 | 0.0870346948242495 | 0.174069389648499 | 0.91296530517575 |
105 | 0.124948210009771 | 0.249896420019541 | 0.875051789990229 |
106 | 0.0954240036276021 | 0.190848007255204 | 0.904575996372398 |
107 | 0.140632688873919 | 0.281265377747838 | 0.859367311126081 |
108 | 0.108019281869847 | 0.216038563739693 | 0.891980718130153 |
109 | 0.0819387255811271 | 0.163877451162254 | 0.918061274418873 |
110 | 0.063908880849445 | 0.12781776169889 | 0.936091119150555 |
111 | 0.0528178128516642 | 0.105635625703328 | 0.947182187148336 |
112 | 0.0469709275867945 | 0.093941855173589 | 0.953029072413205 |
113 | 0.0435381222582386 | 0.0870762445164773 | 0.956461877741761 |
114 | 0.0559969627375873 | 0.111993925475175 | 0.944003037262413 |
115 | 0.0357611023077019 | 0.0715222046154038 | 0.964238897692298 |
116 | 0.148581806307598 | 0.297163612615196 | 0.851418193692402 |
117 | 0.106397424617699 | 0.212794849235398 | 0.893602575382301 |
118 | 0.0700217274964642 | 0.140043454992928 | 0.929978272503536 |
119 | 0.0411492054987881 | 0.0822984109975762 | 0.958850794501212 |
120 | 0.0218237079767196 | 0.0436474159534393 | 0.97817629202328 |
121 | 0.0195471710331187 | 0.0390943420662374 | 0.980452828966881 |
122 | 0.00860368213570935 | 0.0172073642714187 | 0.991396317864291 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 3 | 0.0260869565217391 | NOK |
5% type I error level | 28 | 0.243478260869565 | NOK |
10% type I error level | 46 | 0.4 | NOK |