Multiple Linear Regression - Estimated Regression Equation |
inschrijvingen[t] = + 23361.2391304348 -766.697463768116dummyvariabele[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) | 23361.2391304348 | 865.401924 | 26.9947 | 0 | 0 |
dummyvariabele | -766.697463768116 | 1477.955151 | -0.5188 | 0.605615 | 0.302808 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.062784242555626 |
R-squared | 0.00394186111328369 |
Adjusted R-squared | -0.0107060526938738 |
F-TEST (value) | 0.269107339460007 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 68 |
p-value | 0.605615346457656 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 5869.4414133563 |
Sum Squared Residuals | 2342623290.3279 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 28029 | 23361.2391304348 | 4667.76086956518 |
2 | 29383 | 23361.2391304348 | 6021.76086956522 |
3 | 36438 | 23361.2391304348 | 13076.7608695652 |
4 | 32034 | 23361.2391304348 | 8672.76086956522 |
5 | 22679 | 23361.2391304348 | -682.239130434782 |
6 | 24319 | 23361.2391304348 | 957.760869565218 |
7 | 18004 | 23361.2391304348 | -5357.23913043478 |
8 | 17537 | 23361.2391304348 | -5824.23913043478 |
9 | 20366 | 23361.2391304348 | -2995.23913043478 |
10 | 22782 | 23361.2391304348 | -579.239130434782 |
11 | 19169 | 23361.2391304348 | -4192.23913043478 |
12 | 13807 | 23361.2391304348 | -9554.23913043478 |
13 | 29743 | 23361.2391304348 | 6381.76086956522 |
14 | 25591 | 23361.2391304348 | 2229.76086956522 |
15 | 29096 | 23361.2391304348 | 5734.76086956522 |
16 | 26482 | 23361.2391304348 | 3120.76086956522 |
17 | 22405 | 23361.2391304348 | -956.239130434782 |
18 | 27044 | 23361.2391304348 | 3682.76086956522 |
19 | 17970 | 23361.2391304348 | -5391.23913043478 |
20 | 18730 | 23361.2391304348 | -4631.23913043478 |
21 | 19684 | 23361.2391304348 | -3677.23913043478 |
22 | 19785 | 23361.2391304348 | -3576.23913043478 |
23 | 18479 | 23361.2391304348 | -4882.23913043478 |
24 | 10698 | 23361.2391304348 | -12663.2391304348 |
25 | 31956 | 23361.2391304348 | 8594.76086956522 |
26 | 29506 | 23361.2391304348 | 6144.76086956522 |
27 | 34506 | 23361.2391304348 | 11144.7608695652 |
28 | 27165 | 23361.2391304348 | 3803.76086956522 |
29 | 26736 | 23361.2391304348 | 3374.76086956522 |
30 | 23691 | 23361.2391304348 | 329.760869565218 |
31 | 18157 | 23361.2391304348 | -5204.23913043478 |
32 | 17328 | 23361.2391304348 | -6033.23913043478 |
33 | 18205 | 23361.2391304348 | -5156.23913043478 |
34 | 20995 | 23361.2391304348 | -2366.23913043478 |
35 | 17382 | 23361.2391304348 | -5979.23913043478 |
36 | 9367 | 23361.2391304348 | -13994.2391304348 |
37 | 31124 | 23361.2391304348 | 7762.76086956522 |
38 | 26551 | 23361.2391304348 | 3189.76086956522 |
39 | 30651 | 23361.2391304348 | 7289.76086956522 |
40 | 25859 | 23361.2391304348 | 2497.76086956522 |
41 | 25100 | 23361.2391304348 | 1738.76086956522 |
42 | 25778 | 23361.2391304348 | 2416.76086956522 |
43 | 20418 | 23361.2391304348 | -2943.23913043478 |
44 | 18688 | 23361.2391304348 | -4673.23913043478 |
45 | 20424 | 23361.2391304348 | -2937.23913043478 |
46 | 24776 | 23361.2391304348 | 1414.76086956522 |
47 | 19814 | 22594.5416666667 | -2780.54166666667 |
48 | 12738 | 22594.5416666667 | -9856.54166666667 |
49 | 31566 | 22594.5416666667 | 8971.45833333333 |
50 | 30111 | 22594.5416666667 | 7516.45833333333 |
51 | 30019 | 22594.5416666667 | 7424.45833333333 |
52 | 31934 | 22594.5416666667 | 9339.45833333333 |
53 | 25826 | 22594.5416666667 | 3231.45833333333 |
54 | 26835 | 22594.5416666667 | 4240.45833333333 |
55 | 20205 | 22594.5416666667 | -2389.54166666667 |
56 | 17789 | 22594.5416666667 | -4805.54166666667 |
57 | 20520 | 22594.5416666667 | -2074.54166666667 |
58 | 22518 | 22594.5416666667 | -76.5416666666662 |
59 | 15572 | 22594.5416666667 | -7022.54166666667 |
60 | 11509 | 22594.5416666667 | -11085.5416666667 |
61 | 25447 | 22594.5416666667 | 2852.45833333333 |
62 | 24090 | 22594.5416666667 | 1495.45833333333 |
63 | 27786 | 22594.5416666667 | 5191.45833333333 |
64 | 26195 | 22594.5416666667 | 3600.45833333333 |
65 | 20516 | 22594.5416666667 | -2078.54166666667 |
66 | 22759 | 22594.5416666667 | 164.458333333334 |
67 | 19028 | 22594.5416666667 | -3566.54166666667 |
68 | 16971 | 22594.5416666667 | -5623.54166666667 |
69 | 20036 | 22594.5416666667 | -2558.54166666667 |
70 | 22485 | 22594.5416666667 | -109.541666666666 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.633712977293058 | 0.732574045413884 | 0.366287022706942 |
6 | 0.575675957218891 | 0.848648085562218 | 0.424324042781109 |
7 | 0.761164977409992 | 0.477670045180016 | 0.238835022590008 |
8 | 0.831766822392944 | 0.336466355214113 | 0.168233177607056 |
9 | 0.801031453544653 | 0.397937092910694 | 0.198968546455347 |
10 | 0.728172099378876 | 0.543655801242249 | 0.271827900621124 |
11 | 0.70597508871469 | 0.588049822570621 | 0.294024911285310 |
12 | 0.822259692941054 | 0.355480614117893 | 0.177740307058946 |
13 | 0.814242343761209 | 0.371515312477583 | 0.185757656238791 |
14 | 0.752602356573554 | 0.494795286852891 | 0.247397643426446 |
15 | 0.728124741802121 | 0.543750516395758 | 0.271875258197879 |
16 | 0.664353528594528 | 0.671292942810943 | 0.335646471405472 |
17 | 0.592507945259546 | 0.814984109480907 | 0.407492054740454 |
18 | 0.5312291682486 | 0.9375416635028 | 0.4687708317514 |
19 | 0.535238866398575 | 0.929522267202849 | 0.464761133601425 |
20 | 0.513858020776211 | 0.972283958447578 | 0.486141979223789 |
21 | 0.470491141695251 | 0.940982283390503 | 0.529508858304749 |
22 | 0.424454698750391 | 0.848909397500782 | 0.575545301249609 |
23 | 0.401746383093404 | 0.803492766186808 | 0.598253616906596 |
24 | 0.651340447915586 | 0.697319104168829 | 0.348659552084414 |
25 | 0.718198815564233 | 0.563602368871533 | 0.281801184435767 |
26 | 0.719251777665786 | 0.561496444668428 | 0.280748222334214 |
27 | 0.84389271574219 | 0.312214568515621 | 0.156107284257811 |
28 | 0.818379070127121 | 0.363241859745757 | 0.181620929872879 |
29 | 0.787497452312862 | 0.425005095374275 | 0.212502547687138 |
30 | 0.734783581212937 | 0.530432837574125 | 0.265216418787063 |
31 | 0.717152555694108 | 0.565694888611784 | 0.282847444305892 |
32 | 0.713464343938763 | 0.573071312122475 | 0.286535656061237 |
33 | 0.694252191886285 | 0.611495616227429 | 0.305747808113715 |
34 | 0.639118260512207 | 0.721763478975585 | 0.360881739487793 |
35 | 0.637632855983486 | 0.724734288033028 | 0.362367144016514 |
36 | 0.886798661081946 | 0.226402677836108 | 0.113201338918054 |
37 | 0.902408532311353 | 0.195182935377295 | 0.0975914676886475 |
38 | 0.876498233340093 | 0.247003533319814 | 0.123501766659907 |
39 | 0.894376379541266 | 0.211247240917468 | 0.105623620458734 |
40 | 0.867240299075699 | 0.265519401848602 | 0.132759700924301 |
41 | 0.832676596312849 | 0.334646807374303 | 0.167323403687151 |
42 | 0.803669177085732 | 0.392661645828536 | 0.196330822914268 |
43 | 0.754924331387386 | 0.490151337225228 | 0.245075668612614 |
44 | 0.719237303434598 | 0.561525393130805 | 0.280762696565402 |
45 | 0.671222609219818 | 0.657554781560365 | 0.328777390780182 |
46 | 0.602109077624787 | 0.795781844750426 | 0.397890922375213 |
47 | 0.53942189084762 | 0.92115621830476 | 0.46057810915238 |
48 | 0.638798604442353 | 0.722402791115294 | 0.361201395557647 |
49 | 0.760950042585583 | 0.478099914828834 | 0.239049957414417 |
50 | 0.803100473652313 | 0.393799052695374 | 0.196899526347687 |
51 | 0.842618854711173 | 0.314762290577653 | 0.157381145288827 |
52 | 0.929595669715096 | 0.140808660569807 | 0.0704043302849035 |
53 | 0.917848909481461 | 0.164302181037077 | 0.0821510905185386 |
54 | 0.921056038847458 | 0.157887922305084 | 0.0789439611525418 |
55 | 0.887136175883834 | 0.225727648232331 | 0.112863824116166 |
56 | 0.864174237291654 | 0.271651525416693 | 0.135825762708346 |
57 | 0.807089395291019 | 0.385821209417962 | 0.192910604708981 |
58 | 0.73502929487281 | 0.52994141025438 | 0.26497070512719 |
59 | 0.749484658293302 | 0.501030683413396 | 0.250515341706698 |
60 | 0.945793848284168 | 0.108412303431664 | 0.0542061517158322 |
61 | 0.921302344474373 | 0.157395311051253 | 0.0786976555256266 |
62 | 0.869623680525107 | 0.260752638949786 | 0.130376319474893 |
63 | 0.918228476973352 | 0.163543046053297 | 0.0817715230266484 |
64 | 0.957279929211847 | 0.0854401415763055 | 0.0427200707881527 |
65 | 0.884417076426898 | 0.231165847146204 | 0.115582923573102 |
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 | 1 | 0.0163934426229508 | OK |