| Multiple Linear Regression - Estimated Regression Equation |
| inschrijvingen[t] = + 11791.4779661017 -419.194915254242dummyvariabele[t] + 17992.4203389831M1[t] + 15886.9203389831M2[t] + 19764.2536723164M3[t] + 16626.4203389831M4[t] + 12225.2536723164M5[t] + 13419.2536723164M6[t] + 7311.92033898305M7[t] + 6188.75367231638M8[t] + 8220.75367231638M9[t] + 10571.7536723164M10[t] + 6459.4M11[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) | 11791.4779661017 | 962.247319 | 12.2541 | 0 | 0 |
| dummyvariabele | -419.194915254242 | 529.165475 | -0.7922 | 0.43154 | 0.21577 |
| M1 | 17992.4203389831 | 1271.466194 | 14.1509 | 0 | 0 |
| M2 | 15886.9203389831 | 1271.466194 | 12.495 | 0 | 0 |
| M3 | 19764.2536723164 | 1271.466194 | 15.5445 | 0 | 0 |
| M4 | 16626.4203389831 | 1271.466194 | 13.0766 | 0 | 0 |
| M5 | 12225.2536723164 | 1271.466194 | 9.6151 | 0 | 0 |
| M6 | 13419.2536723164 | 1271.466194 | 10.5542 | 0 | 0 |
| M7 | 7311.92033898305 | 1271.466194 | 5.7508 | 0 | 0 |
| M8 | 6188.75367231638 | 1271.466194 | 4.8674 | 9e-06 | 5e-06 |
| M9 | 8220.75367231638 | 1271.466194 | 6.4656 | 0 | 0 |
| M10 | 10571.7536723164 | 1271.466194 | 8.3146 | 0 | 0 |
| M11 | 6459.4 | 1327.491866 | 4.8659 | 9e-06 | 5e-06 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.945106951835569 |
| R-squared | 0.89322715040792 |
| Adjusted R-squared | 0.870748655756956 |
| F-TEST (value) | 39.7369647869016 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 57 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2098.94893594679 |
| Sum Squared Residuals | 251118438.235594 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 28029 | 29783.8983050848 | -1754.89830508477 |
| 2 | 29383 | 27678.3983050847 | 1704.60169491527 |
| 3 | 36438 | 31555.7316384181 | 4882.26836158191 |
| 4 | 32034 | 28417.8983050847 | 3616.10169491527 |
| 5 | 22679 | 24016.7316384181 | -1337.73163841812 |
| 6 | 24319 | 25210.7316384181 | -891.731638418078 |
| 7 | 18004 | 19103.3983050847 | -1099.39830508474 |
| 8 | 17537 | 17980.2316384181 | -443.231638418103 |
| 9 | 20366 | 20012.2316384181 | 353.768361581912 |
| 10 | 22782 | 22363.2316384181 | 418.768361581925 |
| 11 | 19169 | 18250.8779661017 | 918.122033898297 |
| 12 | 13807 | 11791.4779661017 | 2015.52203389831 |
| 13 | 29743 | 29783.8983050847 | -40.8983050847414 |
| 14 | 25591 | 27678.3983050847 | -2087.39830508475 |
| 15 | 29096 | 31555.7316384181 | -2459.73163841807 |
| 16 | 26482 | 28417.8983050847 | -1935.89830508475 |
| 17 | 22405 | 24016.7316384181 | -1611.73163841807 |
| 18 | 27044 | 25210.7316384181 | 1833.26836158192 |
| 19 | 17970 | 19103.3983050847 | -1133.39830508475 |
| 20 | 18730 | 17980.2316384181 | 749.768361581926 |
| 21 | 19684 | 20012.2316384181 | -328.231638418077 |
| 22 | 19785 | 22363.2316384181 | -2578.23163841808 |
| 23 | 18479 | 18250.8779661017 | 228.122033898308 |
| 24 | 10698 | 11791.4779661017 | -1093.47796610170 |
| 25 | 31956 | 29783.8983050847 | 2172.10169491526 |
| 26 | 29506 | 27678.3983050847 | 1827.60169491525 |
| 27 | 34506 | 31555.7316384181 | 2950.26836158192 |
| 28 | 27165 | 28417.8983050847 | -1252.89830508475 |
| 29 | 26736 | 24016.7316384181 | 2719.26836158193 |
| 30 | 23691 | 25210.7316384181 | -1519.73163841808 |
| 31 | 18157 | 19103.3983050847 | -946.398305084747 |
| 32 | 17328 | 17980.2316384181 | -652.231638418074 |
| 33 | 18205 | 20012.2316384181 | -1807.23163841808 |
| 34 | 20995 | 22363.2316384181 | -1368.23163841808 |
| 35 | 17382 | 18250.8779661017 | -868.877966101692 |
| 36 | 9367 | 11791.4779661017 | -2424.47796610170 |
| 37 | 31124 | 29783.8983050847 | 1340.10169491526 |
| 38 | 26551 | 27678.3983050847 | -1127.39830508475 |
| 39 | 30651 | 31555.7316384181 | -904.731638418074 |
| 40 | 25859 | 28417.8983050847 | -2558.89830508475 |
| 41 | 25100 | 24016.7316384181 | 1083.26836158193 |
| 42 | 25778 | 25210.7316384181 | 567.268361581921 |
| 43 | 20418 | 19103.3983050847 | 1314.60169491525 |
| 44 | 18688 | 17980.2316384181 | 707.768361581926 |
| 45 | 20424 | 20012.2316384181 | 411.768361581922 |
| 46 | 24776 | 22363.2316384181 | 2412.76836158192 |
| 47 | 19814 | 17831.6830508475 | 1982.31694915254 |
| 48 | 12738 | 11372.2830508475 | 1365.71694915254 |
| 49 | 31566 | 29364.7033898305 | 2201.29661016949 |
| 50 | 30111 | 27259.2033898305 | 2851.79661016949 |
| 51 | 30019 | 31136.5367231638 | -1117.53672316384 |
| 52 | 31934 | 27998.7033898305 | 3935.29661016949 |
| 53 | 25826 | 23597.5367231638 | 2228.46327683617 |
| 54 | 26835 | 24791.5367231638 | 2043.46327683616 |
| 55 | 20205 | 18684.2033898305 | 1520.79661016949 |
| 56 | 17789 | 17561.0367231638 | 227.963276836163 |
| 57 | 20520 | 19593.0367231638 | 926.96327683616 |
| 58 | 22518 | 21944.0367231638 | 573.963276836157 |
| 59 | 15572 | 17831.6830508475 | -2259.68305084745 |
| 60 | 11509 | 11372.2830508475 | 136.71694915254 |
| 61 | 25447 | 29364.7033898305 | -3917.70338983051 |
| 62 | 24090 | 27259.2033898305 | -3169.20338983051 |
| 63 | 27786 | 31136.5367231638 | -3350.53672316384 |
| 64 | 26195 | 27998.7033898305 | -1803.70338983051 |
| 65 | 20516 | 23597.5367231638 | -3081.53672316383 |
| 66 | 22759 | 24791.5367231638 | -2032.53672316384 |
| 67 | 19028 | 18684.2033898305 | 343.796610169490 |
| 68 | 16971 | 17561.0367231638 | -590.036723163836 |
| 69 | 20036 | 19593.0367231638 | 442.96327683616 |
| 70 | 22485 | 21944.0367231638 | 540.963276836157 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.984335520375155 | 0.0313289592496907 | 0.0156644796248454 |
| 17 | 0.966785768969157 | 0.0664284620616863 | 0.0332142310308432 |
| 18 | 0.952270325630225 | 0.0954593487395501 | 0.0477296743697751 |
| 19 | 0.916770033600203 | 0.166459932799593 | 0.0832299663997966 |
| 20 | 0.869112430415186 | 0.261775139169627 | 0.130887569584814 |
| 21 | 0.802556241943918 | 0.394887516112164 | 0.197443758056082 |
| 22 | 0.795705625091643 | 0.408588749816714 | 0.204294374908357 |
| 23 | 0.71825176667185 | 0.5634964666563 | 0.28174823332815 |
| 24 | 0.6874972688188 | 0.6250054623624 | 0.3125027311812 |
| 25 | 0.687222278665048 | 0.625555442669904 | 0.312777721334952 |
| 26 | 0.65053981109151 | 0.69892037781698 | 0.34946018890849 |
| 27 | 0.68717577243496 | 0.62564845513008 | 0.31282422756504 |
| 28 | 0.637067313279523 | 0.725865373440954 | 0.362932686720477 |
| 29 | 0.707219223852961 | 0.585561552294077 | 0.292780776147039 |
| 30 | 0.66060955842064 | 0.67878088315872 | 0.33939044157936 |
| 31 | 0.593255235582573 | 0.813489528834855 | 0.406744764417427 |
| 32 | 0.512351279327347 | 0.975297441345305 | 0.487648720672652 |
| 33 | 0.475201917610726 | 0.950403835221452 | 0.524798082389274 |
| 34 | 0.425811746775084 | 0.851623493550167 | 0.574188253224916 |
| 35 | 0.358021580745074 | 0.716043161490149 | 0.641978419254926 |
| 36 | 0.385277712879485 | 0.770555425758971 | 0.614722287120515 |
| 37 | 0.333240468144585 | 0.66648093628917 | 0.666759531855415 |
| 38 | 0.279569466336206 | 0.559138932672412 | 0.720430533663794 |
| 39 | 0.251292583297326 | 0.502585166594651 | 0.748707416702674 |
| 40 | 0.304114720605794 | 0.608229441211587 | 0.695885279394206 |
| 41 | 0.240031595828373 | 0.480063191656746 | 0.759968404171627 |
| 42 | 0.178204522310793 | 0.356409044621587 | 0.821795477689207 |
| 43 | 0.142837679939637 | 0.285675359879275 | 0.857162320060363 |
| 44 | 0.0988306067394091 | 0.197661213478818 | 0.90116939326059 |
| 45 | 0.070744177519314 | 0.141488355038628 | 0.929255822480686 |
| 46 | 0.06151884914092 | 0.12303769828184 | 0.93848115085908 |
| 47 | 0.0601063773170568 | 0.120212754634114 | 0.939893622682943 |
| 48 | 0.0372408381279993 | 0.0744816762559986 | 0.962759161872 |
| 49 | 0.069248384148242 | 0.138496768296484 | 0.930751615851758 |
| 50 | 0.146112760899011 | 0.292225521798022 | 0.853887239100989 |
| 51 | 0.139650380242005 | 0.279300760484010 | 0.860349619757995 |
| 52 | 0.327938547961317 | 0.655877095922634 | 0.672061452038683 |
| 53 | 0.653326782421828 | 0.693346435156343 | 0.346673217578172 |
| 54 | 0.958402525925217 | 0.0831949481495651 | 0.0415974740747826 |
| 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 | 1 | 0.0256410256410256 | OK |
| 10% type I error level | 5 | 0.128205128205128 | NOK |
