Multiple Linear Regression - Estimated Regression Equation |
tevreden[t] = + 3.81219 + 0.0841827UTD[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) | +3.812 | 0.3627 | +1.0510e+01 | 4.983e-20 | 2.491e-20 |
UTD | +0.08418 | 0.07898 | +1.0660e+00 | 0.2881 | 0.144 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.08345 |
R-squared | 0.006963 |
Adjusted R-squared | 0.0008333 |
F-TEST (value) | 1.136 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 162 |
p-value | 0.2881 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.6349 |
Sum Squared Residuals | 65.3 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 3 | 4.233 | -1.233 |
2 | 4 | 4.233 | -0.2331 |
3 | 5 | 4.233 | 0.7669 |
4 | 4 | 4.149 | -0.1489 |
5 | 4 | 4.233 | -0.2331 |
6 | 5 | 4.233 | 0.7669 |
7 | 5 | 4.149 | 0.8511 |
8 | 5 | 4.233 | 0.7669 |
9 | 5 | 4.233 | 0.7669 |
10 | 5 | 4.065 | 0.9353 |
11 | 4 | 4.233 | -0.2331 |
12 | 4 | 4.233 | -0.2331 |
13 | 4 | 4.233 | -0.2331 |
14 | 4 | 4.149 | -0.1489 |
15 | 5 | 4.149 | 0.8511 |
16 | 4 | 4.233 | -0.2331 |
17 | 4 | 4.149 | -0.1489 |
18 | 5 | 4.149 | 0.8511 |
19 | 4 | 4.233 | -0.2331 |
20 | 4 | 4.233 | -0.2331 |
21 | 4 | 4.233 | -0.2331 |
22 | 4 | 4.149 | -0.1489 |
23 | 5 | 4.233 | 0.7669 |
24 | 5 | 4.149 | 0.8511 |
25 | 4 | 4.233 | -0.2331 |
26 | 4 | 4.149 | -0.1489 |
27 | 5 | 4.233 | 0.7669 |
28 | 5 | 4.233 | 0.7669 |
29 | 3 | 4.065 | -1.065 |
30 | 5 | 4.149 | 0.8511 |
31 | 4 | 4.233 | -0.2331 |
32 | 5 | 4.149 | 0.8511 |
33 | 4 | 4.233 | -0.2331 |
34 | 5 | 4.233 | 0.7669 |
35 | 4 | 4.149 | -0.1489 |
36 | 4 | 4.149 | -0.1489 |
37 | 4 | 4.149 | -0.1489 |
38 | 5 | 4.233 | 0.7669 |
39 | 4 | 4.149 | -0.1489 |
40 | 5 | 4.149 | 0.8511 |
41 | 3 | 4.065 | -1.065 |
42 | 5 | 4.233 | 0.7669 |
43 | 4 | 4.149 | -0.1489 |
44 | 5 | 4.149 | 0.8511 |
45 | 5 | 4.149 | 0.8511 |
46 | 3 | 4.149 | -1.149 |
47 | 5 | 4.233 | 0.7669 |
48 | 5 | 4.149 | 0.8511 |
49 | 4 | 4.233 | -0.2331 |
50 | 3 | 4.233 | -1.233 |
51 | 4 | 4.233 | -0.2331 |
52 | 4 | 4.233 | -0.2331 |
53 | 4 | 4.149 | -0.1489 |
54 | 4 | 4.149 | -0.1489 |
55 | 4 | 4.149 | -0.1489 |
56 | 4 | 4.149 | -0.1489 |
57 | 5 | 4.233 | 0.7669 |
58 | 4 | 4.233 | -0.2331 |
59 | 4 | 4.233 | -0.2331 |
60 | 4 | 4.233 | -0.2331 |
61 | 4 | 4.233 | -0.2331 |
62 | 4 | 4.149 | -0.1489 |
63 | 5 | 3.981 | 1.019 |
64 | 4 | 4.233 | -0.2331 |
65 | 4 | 4.149 | -0.1489 |
66 | 4 | 4.149 | -0.1489 |
67 | 4 | 4.233 | -0.2331 |
68 | 4 | 4.233 | -0.2331 |
69 | 3 | 4.233 | -1.233 |
70 | 4 | 4.233 | -0.2331 |
71 | 4 | 4.233 | -0.2331 |
72 | 4 | 4.233 | -0.2331 |
73 | 5 | 4.233 | 0.7669 |
74 | 4 | 4.233 | -0.2331 |
75 | 4 | 4.233 | -0.2331 |
76 | 5 | 4.233 | 0.7669 |
77 | 5 | 4.233 | 0.7669 |
78 | 3 | 4.149 | -1.149 |
79 | 5 | 4.149 | 0.8511 |
80 | 4 | 4.065 | -0.06474 |
81 | 5 | 4.233 | 0.7669 |
82 | 5 | 4.233 | 0.7669 |
83 | 5 | 4.149 | 0.8511 |
84 | 5 | 4.233 | 0.7669 |
85 | 4 | 4.233 | -0.2331 |
86 | 4 | 4.233 | -0.2331 |
87 | 2 | 4.149 | -2.149 |
88 | 4 | 4.065 | -0.06474 |
89 | 5 | 4.149 | 0.8511 |
90 | 5 | 4.149 | 0.8511 |
91 | 5 | 4.233 | 0.7669 |
92 | 4 | 4.233 | -0.2331 |
93 | 4 | 4.233 | -0.2331 |
94 | 4 | 4.233 | -0.2331 |
95 | 5 | 4.233 | 0.7669 |
96 | 4 | 4.149 | -0.1489 |
97 | 5 | 4.233 | 0.7669 |
98 | 4 | 4.233 | -0.2331 |
99 | 4 | 4.149 | -0.1489 |
100 | 4 | 4.149 | -0.1489 |
101 | 5 | 4.233 | 0.7669 |
102 | 4 | 4.233 | -0.2331 |
103 | 5 | 4.233 | 0.7669 |
104 | 4 | 4.233 | -0.2331 |
105 | 4 | 4.233 | -0.2331 |
106 | 4 | 4.149 | -0.1489 |
107 | 3 | 4.149 | -1.149 |
108 | 4 | 4.149 | -0.1489 |
109 | 3 | 4.065 | -1.065 |
110 | 5 | 4.149 | 0.8511 |
111 | 4 | 4.149 | -0.1489 |
112 | 4 | 4.233 | -0.2331 |
113 | 5 | 4.233 | 0.7669 |
114 | 4 | 4.233 | -0.2331 |
115 | 4 | 4.233 | -0.2331 |
116 | 4 | 4.233 | -0.2331 |
117 | 4 | 4.149 | -0.1489 |
118 | 4 | 4.233 | -0.2331 |
119 | 4 | 4.233 | -0.2331 |
120 | 5 | 4.149 | 0.8511 |
121 | 4 | 4.233 | -0.2331 |
122 | 4 | 4.233 | -0.2331 |
123 | 5 | 4.149 | 0.8511 |
124 | 4 | 4.233 | -0.2331 |
125 | 4 | 4.233 | -0.2331 |
126 | 3 | 4.233 | -1.233 |
127 | 4 | 4.233 | -0.2331 |
128 | 4 | 4.149 | -0.1489 |
129 | 4 | 4.233 | -0.2331 |
130 | 3 | 4.065 | -1.065 |
131 | 4 | 4.233 | -0.2331 |
132 | 5 | 4.065 | 0.9353 |
133 | 3 | 4.065 | -1.065 |
134 | 4 | 4.233 | -0.2331 |
135 | 5 | 4.233 | 0.7669 |
136 | 5 | 4.149 | 0.8511 |
137 | 4 | 4.233 | -0.2331 |
138 | 4 | 4.233 | -0.2331 |
139 | 4 | 4.233 | -0.2331 |
140 | 3 | 4.233 | -1.233 |
141 | 5 | 4.233 | 0.7669 |
142 | 4 | 4.233 | -0.2331 |
143 | 5 | 4.233 | 0.7669 |
144 | 4 | 4.233 | -0.2331 |
145 | 4 | 4.233 | -0.2331 |
146 | 3 | 4.149 | -1.149 |
147 | 4 | 4.233 | -0.2331 |
148 | 4 | 4.233 | -0.2331 |
149 | 4 | 4.233 | -0.2331 |
150 | 3 | 4.233 | -1.233 |
151 | 4 | 4.233 | -0.2331 |
152 | 5 | 4.233 | 0.7669 |
153 | 3 | 4.233 | -1.233 |
154 | 4 | 4.149 | -0.1489 |
155 | 5 | 4.233 | 0.7669 |
156 | 4 | 4.233 | -0.2331 |
157 | 5 | 4.149 | 0.8511 |
158 | 4 | 4.149 | -0.1489 |
159 | 4 | 4.233 | -0.2331 |
160 | 4 | 4.233 | -0.2331 |
161 | 4 | 4.149 | -0.1489 |
162 | 4 | 4.233 | -0.2331 |
163 | 3 | 4.149 | -1.149 |
164 | 4 | 4.233 | -0.2331 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.8221 | 0.3557 | 0.1779 |
6 | 0.8578 | 0.2843 | 0.1422 |
7 | 0.8517 | 0.2965 | 0.1483 |
8 | 0.8519 | 0.2962 | 0.1481 |
9 | 0.8362 | 0.3277 | 0.1638 |
10 | 0.7824 | 0.4353 | 0.2176 |
11 | 0.7282 | 0.5437 | 0.2718 |
12 | 0.666 | 0.6681 | 0.334 |
13 | 0.5979 | 0.8042 | 0.4021 |
14 | 0.5693 | 0.8614 | 0.4307 |
15 | 0.5373 | 0.9255 | 0.4627 |
16 | 0.4698 | 0.9397 | 0.5302 |
17 | 0.4425 | 0.885 | 0.5575 |
18 | 0.4197 | 0.8393 | 0.5803 |
19 | 0.3583 | 0.7165 | 0.6417 |
20 | 0.3003 | 0.6005 | 0.6997 |
21 | 0.247 | 0.4941 | 0.753 |
22 | 0.2286 | 0.4572 | 0.7714 |
23 | 0.2641 | 0.5281 | 0.7359 |
24 | 0.2528 | 0.5055 | 0.7472 |
25 | 0.2101 | 0.4202 | 0.7899 |
26 | 0.1945 | 0.389 | 0.8055 |
27 | 0.2197 | 0.4394 | 0.7803 |
28 | 0.2385 | 0.477 | 0.7615 |
29 | 0.4742 | 0.9484 | 0.5258 |
30 | 0.4878 | 0.9757 | 0.5122 |
31 | 0.446 | 0.8919 | 0.554 |
32 | 0.4559 | 0.9118 | 0.5441 |
33 | 0.4146 | 0.8292 | 0.5854 |
34 | 0.4231 | 0.8461 | 0.5769 |
35 | 0.3851 | 0.7703 | 0.6149 |
36 | 0.3471 | 0.6943 | 0.6529 |
37 | 0.3097 | 0.6194 | 0.6903 |
38 | 0.3165 | 0.633 | 0.6835 |
39 | 0.2805 | 0.561 | 0.7195 |
40 | 0.2963 | 0.5927 | 0.7037 |
41 | 0.4199 | 0.8397 | 0.5801 |
42 | 0.4208 | 0.8416 | 0.5792 |
43 | 0.3779 | 0.7558 | 0.6221 |
44 | 0.4033 | 0.8067 | 0.5967 |
45 | 0.4268 | 0.8537 | 0.5732 |
46 | 0.5704 | 0.8592 | 0.4296 |
47 | 0.5714 | 0.8572 | 0.4286 |
48 | 0.5964 | 0.8072 | 0.4036 |
49 | 0.5672 | 0.8655 | 0.4328 |
50 | 0.725 | 0.5499 | 0.275 |
51 | 0.6951 | 0.6098 | 0.3049 |
52 | 0.6632 | 0.6735 | 0.3368 |
53 | 0.6242 | 0.7516 | 0.3758 |
54 | 0.5836 | 0.8327 | 0.4164 |
55 | 0.542 | 0.9159 | 0.458 |
56 | 0.4998 | 0.9997 | 0.5002 |
57 | 0.5097 | 0.9806 | 0.4903 |
58 | 0.4751 | 0.9501 | 0.5249 |
59 | 0.4401 | 0.8801 | 0.5599 |
60 | 0.405 | 0.8101 | 0.595 |
61 | 0.3704 | 0.7407 | 0.6296 |
62 | 0.3315 | 0.6629 | 0.6685 |
63 | 0.395 | 0.79 | 0.605 |
64 | 0.3592 | 0.7185 | 0.6408 |
65 | 0.3224 | 0.6449 | 0.6776 |
66 | 0.2872 | 0.5743 | 0.7128 |
67 | 0.2558 | 0.5115 | 0.7442 |
68 | 0.2261 | 0.4522 | 0.7739 |
69 | 0.3382 | 0.6763 | 0.6618 |
70 | 0.3032 | 0.6065 | 0.6968 |
71 | 0.2699 | 0.5399 | 0.7301 |
72 | 0.2386 | 0.4771 | 0.7614 |
73 | 0.2551 | 0.5102 | 0.7449 |
74 | 0.2249 | 0.4499 | 0.7751 |
75 | 0.1968 | 0.3937 | 0.8032 |
76 | 0.2116 | 0.4232 | 0.7884 |
77 | 0.2265 | 0.453 | 0.7735 |
78 | 0.3155 | 0.6309 | 0.6845 |
79 | 0.3479 | 0.6958 | 0.6521 |
80 | 0.3113 | 0.6226 | 0.6887 |
81 | 0.3289 | 0.6578 | 0.6711 |
82 | 0.3472 | 0.6943 | 0.6528 |
83 | 0.3849 | 0.7698 | 0.6151 |
84 | 0.4054 | 0.8108 | 0.5946 |
85 | 0.3691 | 0.7382 | 0.6309 |
86 | 0.3337 | 0.6674 | 0.6663 |
87 | 0.7674 | 0.4652 | 0.2326 |
88 | 0.733 | 0.534 | 0.267 |
89 | 0.7689 | 0.4622 | 0.2311 |
90 | 0.805 | 0.39 | 0.195 |
91 | 0.8227 | 0.3545 | 0.1773 |
92 | 0.7959 | 0.4081 | 0.2041 |
93 | 0.7667 | 0.4665 | 0.2333 |
94 | 0.7352 | 0.5296 | 0.2648 |
95 | 0.7577 | 0.4846 | 0.2423 |
96 | 0.7229 | 0.5541 | 0.2771 |
97 | 0.7479 | 0.5041 | 0.2521 |
98 | 0.7145 | 0.5709 | 0.2855 |
99 | 0.6766 | 0.6468 | 0.3234 |
100 | 0.6365 | 0.7269 | 0.3635 |
101 | 0.6671 | 0.6658 | 0.3329 |
102 | 0.6288 | 0.7424 | 0.3712 |
103 | 0.6626 | 0.6749 | 0.3374 |
104 | 0.6236 | 0.7528 | 0.3764 |
105 | 0.583 | 0.8339 | 0.417 |
106 | 0.5391 | 0.9218 | 0.4609 |
107 | 0.6262 | 0.7476 | 0.3738 |
108 | 0.5822 | 0.8357 | 0.4178 |
109 | 0.6526 | 0.6948 | 0.3474 |
110 | 0.702 | 0.5961 | 0.298 |
111 | 0.66 | 0.68 | 0.34 |
112 | 0.6185 | 0.7629 | 0.3815 |
113 | 0.6607 | 0.6785 | 0.3393 |
114 | 0.6185 | 0.7629 | 0.3815 |
115 | 0.5745 | 0.8509 | 0.4255 |
116 | 0.5293 | 0.9414 | 0.4707 |
117 | 0.4809 | 0.9617 | 0.5191 |
118 | 0.4349 | 0.8697 | 0.5651 |
119 | 0.3894 | 0.7788 | 0.6106 |
120 | 0.4519 | 0.9039 | 0.5481 |
121 | 0.4051 | 0.8102 | 0.5949 |
122 | 0.3593 | 0.7185 | 0.6407 |
123 | 0.432 | 0.8639 | 0.568 |
124 | 0.3842 | 0.7683 | 0.6158 |
125 | 0.3377 | 0.6754 | 0.6623 |
126 | 0.445 | 0.89 | 0.555 |
127 | 0.3953 | 0.7905 | 0.6047 |
128 | 0.3456 | 0.6913 | 0.6544 |
129 | 0.2993 | 0.5985 | 0.7007 |
130 | 0.3488 | 0.6976 | 0.6512 |
131 | 0.301 | 0.6019 | 0.699 |
132 | 0.4197 | 0.8394 | 0.5803 |
133 | 0.4528 | 0.9057 | 0.5472 |
134 | 0.3981 | 0.7961 | 0.6019 |
135 | 0.4542 | 0.9084 | 0.5458 |
136 | 0.5575 | 0.885 | 0.4425 |
137 | 0.498 | 0.996 | 0.502 |
138 | 0.4378 | 0.8756 | 0.5622 |
139 | 0.3783 | 0.7566 | 0.6217 |
140 | 0.5061 | 0.9878 | 0.4939 |
141 | 0.5724 | 0.8553 | 0.4276 |
142 | 0.5067 | 0.9867 | 0.4934 |
143 | 0.5932 | 0.8137 | 0.4068 |
144 | 0.5239 | 0.9522 | 0.4761 |
145 | 0.4526 | 0.9052 | 0.5474 |
146 | 0.542 | 0.9159 | 0.458 |
147 | 0.4662 | 0.9323 | 0.5338 |
148 | 0.3899 | 0.7798 | 0.6101 |
149 | 0.316 | 0.6319 | 0.684 |
150 | 0.4495 | 0.8991 | 0.5505 |
151 | 0.3676 | 0.7352 | 0.6324 |
152 | 0.4569 | 0.9139 | 0.5431 |
153 | 0.6509 | 0.6983 | 0.3491 |
154 | 0.5488 | 0.9024 | 0.4512 |
155 | 0.6764 | 0.6473 | 0.3236 |
156 | 0.5597 | 0.8806 | 0.4403 |
157 | 0.8976 | 0.2048 | 0.1024 |
158 | 0.8736 | 0.2529 | 0.1264 |
159 | 0.7458 | 0.5084 | 0.2542 |
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 | 0 | 0 | OK |
Ramsey RESET F-Test for powers (2 and 3) of fitted values |
> reset_test_fitted RESET test data: mylm RESET = 3.5938, df1 = 2, df2 = 160, p-value = 0.02973 |
Ramsey RESET F-Test for powers (2 and 3) of regressors |
> reset_test_regressors RESET test data: mylm RESET = 3.5938, df1 = 2, df2 = 160, p-value = 0.02973 |
Ramsey RESET F-Test for powers (2 and 3) of principal components |
> reset_test_principal_components RESET test data: mylm RESET = 3.5938, df1 = 2, df2 = 160, p-value = 0.02973 |