Multiple Linear Regression - Estimated Regression Equation |
waarschijnlijkheid[t] = + 3.66027 + 0.125694veiligheid[t] + 0.0255036informatie[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) | +3.66 | 0.5543 | +6.6040e+00 | 5.176e-10 | 2.588e-10 |
veiligheid | +0.1257 | 0.08646 | +1.4540e+00 | 0.1479 | 0.07395 |
informatie | +0.0255 | 0.1009 | +2.5270e-01 | 0.8008 | 0.4004 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.1166 |
R-squared | 0.01359 |
Adjusted R-squared | 0.001709 |
F-TEST (value) | 1.144 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 166 |
p-value | 0.3211 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.827 |
Sum Squared Residuals | 113.5 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 3 | 4.291 | -1.291 |
2 | 5 | 4.416 | 0.5837 |
3 | 5 | 4.265 | 0.7349 |
4 | 5 | 4.265 | 0.7349 |
5 | 4 | 4.291 | -0.2906 |
6 | 5 | 4.416 | 0.5837 |
7 | 5 | 4.416 | 0.5837 |
8 | 5 | 4.391 | 0.6092 |
9 | 5 | 4.391 | 0.6092 |
10 | 5 | 4.416 | 0.5837 |
11 | 5 | 4.391 | 0.6092 |
12 | 4 | 4.265 | -0.2651 |
13 | 5 | 4.291 | 0.7094 |
14 | 5 | 4.416 | 0.5837 |
15 | 4 | 4.391 | -0.3908 |
16 | 3 | 4.291 | -1.291 |
17 | 5 | 4.291 | 0.7094 |
18 | 4 | 4.265 | -0.2651 |
19 | 5 | 4.265 | 0.7349 |
20 | 5 | 4.416 | 0.5837 |
21 | 4 | 4.416 | -0.4163 |
22 | 2 | 4.291 | -2.291 |
23 | 5 | 4.291 | 0.7094 |
24 | 5 | 4.265 | 0.7349 |
25 | 5 | 4.416 | 0.5837 |
26 | 4 | 4.24 | -0.2396 |
27 | 4 | 4.391 | -0.3908 |
28 | 4 | 4.265 | -0.2651 |
29 | 5 | 4.391 | 0.6092 |
30 | 5 | 4.265 | 0.7349 |
31 | 4 | 4.291 | -0.2906 |
32 | 5 | 4.165 | 0.8351 |
33 | 5 | 4.416 | 0.5837 |
34 | 1 | 4.291 | -3.291 |
35 | 5 | 4.291 | 0.7094 |
36 | 4 | 4.416 | -0.4163 |
37 | 4 | 4.265 | -0.2651 |
38 | 4 | 4.391 | -0.3908 |
39 | 5 | 4.391 | 0.6092 |
40 | 4 | 4.391 | -0.3908 |
41 | 4 | 4.265 | -0.2651 |
42 | 5 | 4.265 | 0.7349 |
43 | 3 | 4.265 | -1.265 |
44 | 5 | 4.391 | 0.6092 |
45 | 5 | 4.291 | 0.7094 |
46 | 2 | 4.265 | -2.265 |
47 | 3 | 4.265 | -1.265 |
48 | 4 | 4.014 | -0.01367 |
49 | 4 | 4.265 | -0.2651 |
50 | 4 | 4.265 | -0.2651 |
51 | 5 | 4.416 | 0.5837 |
52 | 5 | 4.391 | 0.6092 |
53 | 4 | 4.391 | -0.3908 |
54 | 5 | 4.291 | 0.7094 |
55 | 5 | 4.265 | 0.7349 |
56 | 4 | 4.265 | -0.2651 |
57 | 5 | 4.391 | 0.6092 |
58 | 4 | 4.365 | -0.3653 |
59 | 4 | 4.265 | -0.2651 |
60 | 3 | 4.391 | -1.391 |
61 | 4 | 4.391 | -0.3908 |
62 | 4 | 4.291 | -0.2906 |
63 | 5 | 4.416 | 0.5837 |
64 | 4 | 4.416 | -0.4163 |
65 | 4 | 4.416 | -0.4163 |
66 | 4 | 4.365 | -0.3653 |
67 | 4 | 4.139 | -0.1394 |
68 | 4 | 4.416 | -0.4163 |
69 | 2 | 4.265 | -2.265 |
70 | 4 | 4.139 | -0.1394 |
71 | 4 | 4.416 | -0.4163 |
72 | 5 | 4.416 | 0.5837 |
73 | 3 | 4.139 | -1.139 |
74 | 3 | 4.291 | -1.291 |
75 | 5 | 4.265 | 0.7349 |
76 | 4 | 4.391 | -0.3908 |
77 | 5 | 4.416 | 0.5837 |
78 | 4 | 4.416 | -0.4163 |
79 | 4 | 4.416 | -0.4163 |
80 | 5 | 4.416 | 0.5837 |
81 | 5 | 4.416 | 0.5837 |
82 | 5 | 4.265 | 0.7349 |
83 | 4 | 4.265 | -0.2651 |
84 | 5 | 4.265 | 0.7349 |
85 | 5 | 4.416 | 0.5837 |
86 | 2 | 4.265 | -2.265 |
87 | 5 | 4.391 | 0.6092 |
88 | 5 | 4.416 | 0.5837 |
89 | 5 | 4.416 | 0.5837 |
90 | 5 | 4.039 | 0.9608 |
91 | 4 | 4.214 | -0.2141 |
92 | 4 | 4.391 | -0.3908 |
93 | 5 | 4.265 | 0.7349 |
94 | 4 | 4.24 | -0.2396 |
95 | 5 | 4.416 | 0.5837 |
96 | 5 | 4.416 | 0.5837 |
97 | 5 | 4.291 | 0.7094 |
98 | 4 | 4.416 | -0.4163 |
99 | 5 | 4.416 | 0.5837 |
100 | 5 | 4.391 | 0.6092 |
101 | 3 | 4.416 | -1.416 |
102 | 5 | 4.391 | 0.6092 |
103 | 5 | 4.291 | 0.7094 |
104 | 5 | 4.391 | 0.6092 |
105 | 4 | 4.265 | -0.2651 |
106 | 4 | 4.416 | -0.4163 |
107 | 4 | 4.416 | -0.4163 |
108 | 4 | 4.265 | -0.2651 |
109 | 5 | 4.391 | 0.6092 |
110 | 5 | 4.391 | 0.6092 |
111 | 4 | 4.416 | -0.4163 |
112 | 3 | 4.139 | -1.139 |
113 | 3 | 4.416 | -1.416 |
114 | 4 | 4.139 | -0.1394 |
115 | 4 | 4.265 | -0.2651 |
116 | 5 | 4.265 | 0.7349 |
117 | 5 | 4.416 | 0.5837 |
118 | 4 | 4.265 | -0.2651 |
119 | 5 | 4.416 | 0.5837 |
120 | 5 | 4.416 | 0.5837 |
121 | 4 | 4.391 | -0.3908 |
122 | 4 | 4.291 | -0.2906 |
123 | 5 | 4.291 | 0.7094 |
124 | 5 | 4.416 | 0.5837 |
125 | 5 | 4.24 | 0.7604 |
126 | 5 | 4.391 | 0.6092 |
127 | 4 | 4.391 | -0.3908 |
128 | 5 | 4.139 | 0.8606 |
129 | 3 | 4.416 | -1.416 |
130 | 5 | 4.265 | 0.7349 |
131 | 5 | 4.265 | 0.7349 |
132 | 4 | 4.265 | -0.2651 |
133 | 5 | 4.139 | 0.8606 |
134 | 4 | 4.416 | -0.4163 |
135 | 4 | 4.265 | -0.2651 |
136 | 4 | 4.265 | -0.2651 |
137 | 4 | 4.214 | -0.2141 |
138 | 2 | 4.265 | -2.265 |
139 | 4 | 4.391 | -0.3908 |
140 | 5 | 4.416 | 0.5837 |
141 | 5 | 4.391 | 0.6092 |
142 | 5 | 4.391 | 0.6092 |
143 | 4 | 4.291 | -0.2906 |
144 | 4 | 4.265 | -0.2651 |
145 | 5 | 4.416 | 0.5837 |
146 | 5 | 4.391 | 0.6092 |
147 | 5 | 4.265 | 0.7349 |
148 | 5 | 4.391 | 0.6092 |
149 | 5 | 4.391 | 0.6092 |
150 | 5 | 4.416 | 0.5837 |
151 | 4 | 4.391 | -0.3908 |
152 | 5 | 4.416 | 0.5837 |
153 | 3 | 4.416 | -1.416 |
154 | 3 | 4.416 | -1.416 |
155 | 4 | 4.165 | -0.1649 |
156 | 4 | 4.265 | -0.2651 |
157 | 3 | 4.416 | -1.416 |
158 | 3 | 4.165 | -1.165 |
159 | 5 | 4.291 | 0.7094 |
160 | 5 | 4.291 | 0.7094 |
161 | 5 | 4.391 | 0.6092 |
162 | 5 | 4.039 | 0.9608 |
163 | 5 | 4.34 | 0.6603 |
164 | 5 | 4.139 | 0.8606 |
165 | 5 | 4.416 | 0.5837 |
166 | 5 | 3.913 | 1.087 |
167 | 4 | 4.391 | -0.3908 |
168 | 4 | 4.391 | -0.3908 |
169 | 2 | 4.416 | -2.416 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.1334 | 0.2667 | 0.8666 |
7 | 0.05216 | 0.1043 | 0.9478 |
8 | 0.1682 | 0.3364 | 0.8318 |
9 | 0.1319 | 0.2638 | 0.8681 |
10 | 0.07967 | 0.1593 | 0.9203 |
11 | 0.05285 | 0.1057 | 0.9471 |
12 | 0.03865 | 0.07731 | 0.9613 |
13 | 0.07001 | 0.14 | 0.93 |
14 | 0.04242 | 0.08484 | 0.9576 |
15 | 0.08211 | 0.1642 | 0.9179 |
16 | 0.1493 | 0.2987 | 0.8507 |
17 | 0.1692 | 0.3384 | 0.8308 |
18 | 0.129 | 0.2581 | 0.871 |
19 | 0.1198 | 0.2395 | 0.8802 |
20 | 0.08758 | 0.1752 | 0.9124 |
21 | 0.08928 | 0.1786 | 0.9107 |
22 | 0.4055 | 0.8109 | 0.5945 |
23 | 0.4417 | 0.8835 | 0.5583 |
24 | 0.4122 | 0.8243 | 0.5878 |
25 | 0.3607 | 0.7213 | 0.6393 |
26 | 0.3381 | 0.6762 | 0.6619 |
27 | 0.3491 | 0.6982 | 0.6509 |
28 | 0.2982 | 0.5964 | 0.7018 |
29 | 0.2515 | 0.503 | 0.7485 |
30 | 0.2417 | 0.4834 | 0.7583 |
31 | 0.198 | 0.396 | 0.802 |
32 | 0.2561 | 0.5122 | 0.7439 |
33 | 0.2209 | 0.4419 | 0.7791 |
34 | 0.8836 | 0.2328 | 0.1164 |
35 | 0.8827 | 0.2347 | 0.1173 |
36 | 0.8661 | 0.2677 | 0.1339 |
37 | 0.8396 | 0.3207 | 0.1604 |
38 | 0.8276 | 0.3447 | 0.1724 |
39 | 0.8001 | 0.3998 | 0.1999 |
40 | 0.7843 | 0.4313 | 0.2157 |
41 | 0.7488 | 0.5024 | 0.2512 |
42 | 0.7364 | 0.5273 | 0.2636 |
43 | 0.7865 | 0.4269 | 0.2135 |
44 | 0.7585 | 0.4829 | 0.2415 |
45 | 0.7555 | 0.489 | 0.2445 |
46 | 0.9222 | 0.1555 | 0.07776 |
47 | 0.9374 | 0.1253 | 0.06264 |
48 | 0.9302 | 0.1396 | 0.06981 |
49 | 0.9137 | 0.1726 | 0.08628 |
50 | 0.8946 | 0.2109 | 0.1054 |
51 | 0.8794 | 0.2411 | 0.1206 |
52 | 0.8634 | 0.2732 | 0.1366 |
53 | 0.8462 | 0.3075 | 0.1538 |
54 | 0.8409 | 0.3181 | 0.1591 |
55 | 0.8368 | 0.3264 | 0.1632 |
56 | 0.8085 | 0.3831 | 0.1915 |
57 | 0.7881 | 0.4238 | 0.2119 |
58 | 0.7637 | 0.4726 | 0.2363 |
59 | 0.729 | 0.542 | 0.271 |
60 | 0.8007 | 0.3986 | 0.1993 |
61 | 0.7764 | 0.4473 | 0.2236 |
62 | 0.7444 | 0.5112 | 0.2556 |
63 | 0.7206 | 0.5589 | 0.2794 |
64 | 0.6957 | 0.6086 | 0.3043 |
65 | 0.669 | 0.662 | 0.331 |
66 | 0.6347 | 0.7306 | 0.3653 |
67 | 0.5939 | 0.8122 | 0.4061 |
68 | 0.5639 | 0.8723 | 0.4361 |
69 | 0.8001 | 0.3997 | 0.1999 |
70 | 0.7706 | 0.4587 | 0.2294 |
71 | 0.7463 | 0.5074 | 0.2537 |
72 | 0.7254 | 0.5491 | 0.2746 |
73 | 0.7497 | 0.5005 | 0.2503 |
74 | 0.7961 | 0.4077 | 0.2039 |
75 | 0.7934 | 0.4132 | 0.2066 |
76 | 0.7686 | 0.4628 | 0.2314 |
77 | 0.7493 | 0.5014 | 0.2507 |
78 | 0.724 | 0.5521 | 0.276 |
79 | 0.6971 | 0.6058 | 0.3029 |
80 | 0.6756 | 0.6488 | 0.3244 |
81 | 0.6537 | 0.6926 | 0.3463 |
82 | 0.6492 | 0.7017 | 0.3508 |
83 | 0.6121 | 0.7758 | 0.3879 |
84 | 0.6063 | 0.7874 | 0.3937 |
85 | 0.5835 | 0.8331 | 0.4165 |
86 | 0.827 | 0.346 | 0.173 |
87 | 0.8129 | 0.3741 | 0.1871 |
88 | 0.7976 | 0.4048 | 0.2024 |
89 | 0.7821 | 0.4358 | 0.2179 |
90 | 0.802 | 0.3961 | 0.198 |
91 | 0.7802 | 0.4395 | 0.2198 |
92 | 0.7543 | 0.4914 | 0.2457 |
93 | 0.7463 | 0.5074 | 0.2537 |
94 | 0.7187 | 0.5625 | 0.2813 |
95 | 0.7026 | 0.5949 | 0.2974 |
96 | 0.687 | 0.626 | 0.313 |
97 | 0.6787 | 0.6427 | 0.3213 |
98 | 0.6474 | 0.7053 | 0.3526 |
99 | 0.6326 | 0.7347 | 0.3674 |
100 | 0.613 | 0.774 | 0.387 |
101 | 0.6875 | 0.6251 | 0.3125 |
102 | 0.6688 | 0.6625 | 0.3312 |
103 | 0.661 | 0.678 | 0.339 |
104 | 0.6423 | 0.7155 | 0.3577 |
105 | 0.6054 | 0.7892 | 0.3946 |
106 | 0.5698 | 0.8604 | 0.4302 |
107 | 0.5333 | 0.9334 | 0.4667 |
108 | 0.4946 | 0.9891 | 0.5054 |
109 | 0.4737 | 0.9475 | 0.5263 |
110 | 0.4537 | 0.9073 | 0.5463 |
111 | 0.4163 | 0.8327 | 0.5837 |
112 | 0.4849 | 0.9698 | 0.5151 |
113 | 0.562 | 0.8761 | 0.438 |
114 | 0.528 | 0.944 | 0.472 |
115 | 0.4909 | 0.9818 | 0.5091 |
116 | 0.4733 | 0.9465 | 0.5267 |
117 | 0.4595 | 0.919 | 0.5405 |
118 | 0.4221 | 0.8442 | 0.5779 |
119 | 0.4112 | 0.8223 | 0.5888 |
120 | 0.4037 | 0.8073 | 0.5963 |
121 | 0.3656 | 0.7312 | 0.6344 |
122 | 0.3244 | 0.6488 | 0.6756 |
123 | 0.3158 | 0.6316 | 0.6842 |
124 | 0.3133 | 0.6267 | 0.6867 |
125 | 0.2901 | 0.5803 | 0.7099 |
126 | 0.2752 | 0.5505 | 0.7248 |
127 | 0.2404 | 0.4808 | 0.7596 |
128 | 0.2272 | 0.4544 | 0.7728 |
129 | 0.2738 | 0.5476 | 0.7262 |
130 | 0.2568 | 0.5135 | 0.7432 |
131 | 0.2408 | 0.4816 | 0.7592 |
132 | 0.2071 | 0.4143 | 0.7929 |
133 | 0.194 | 0.3879 | 0.806 |
134 | 0.162 | 0.3241 | 0.838 |
135 | 0.1349 | 0.2699 | 0.8651 |
136 | 0.1112 | 0.2224 | 0.8888 |
137 | 0.1039 | 0.2079 | 0.8961 |
138 | 0.4299 | 0.8598 | 0.5701 |
139 | 0.3906 | 0.7812 | 0.6094 |
140 | 0.3978 | 0.7956 | 0.6022 |
141 | 0.3654 | 0.7308 | 0.6346 |
142 | 0.3358 | 0.6716 | 0.6642 |
143 | 0.2835 | 0.5671 | 0.7165 |
144 | 0.2545 | 0.5091 | 0.7455 |
145 | 0.2737 | 0.5474 | 0.7263 |
146 | 0.2489 | 0.4978 | 0.7511 |
147 | 0.2146 | 0.4293 | 0.7854 |
148 | 0.1969 | 0.3937 | 0.8031 |
149 | 0.1843 | 0.3685 | 0.8157 |
150 | 0.2331 | 0.4663 | 0.7669 |
151 | 0.1832 | 0.3664 | 0.8168 |
152 | 0.2689 | 0.5378 | 0.7311 |
153 | 0.2471 | 0.4942 | 0.7529 |
154 | 0.2307 | 0.4614 | 0.7693 |
155 | 0.1784 | 0.3568 | 0.8216 |
156 | 0.1412 | 0.2824 | 0.8588 |
157 | 0.1367 | 0.2734 | 0.8633 |
158 | 0.26 | 0.52 | 0.74 |
159 | 0.233 | 0.4659 | 0.767 |
160 | 0.2253 | 0.4506 | 0.7747 |
161 | 0.2209 | 0.4417 | 0.7791 |
162 | 0.145 | 0.2899 | 0.855 |
163 | 0.0782 | 0.1564 | 0.9218 |
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 | 0 | 0 | OK |
10% type I error level | 2 | 0.0126582 | OK |
Ramsey RESET F-Test for powers (2 and 3) of fitted values |
> reset_test_fitted RESET test data: mylm RESET = 2.7033, df1 = 2, df2 = 164, p-value = 0.06997 |
Ramsey RESET F-Test for powers (2 and 3) of regressors |
> reset_test_regressors RESET test data: mylm RESET = 1.5647, df1 = 4, df2 = 162, p-value = 0.1862 |
Ramsey RESET F-Test for powers (2 and 3) of principal components |
> reset_test_principal_components RESET test data: mylm RESET = 2.4591, df1 = 2, df2 = 164, p-value = 0.08866 |
Variance Inflation Factors (Multicollinearity) |
> vif veiligheid informatie 1.012579 1.012579 |