Multiple Linear Regression - Estimated Regression Equation |
Werkl_Vrouwen[t] = + 2.77768360598676 + 0.878437173686043Werkl_Mannen[t] + 0.330274973894885M1[t] + 0.0659624086320924M2[t] -0.226193873999304M3[t] -0.319450052210233M4[t] -0.438118691263488M5[t] -0.563531152105813M6[t] -0.69325617821093M7[t] -0.830274973894884M8[t] -0.917018795683954M9[t] -0.721331360946745M10[t] -0.235137486947442M11[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) | 2.77768360598676 | 1.197584 | 2.3194 | 0.024768 | 0.012384 |
Werkl_Mannen | 0.878437173686043 | 0.159008 | 5.5245 | 1e-06 | 1e-06 |
M1 | 0.330274973894885 | 0.482294 | 0.6848 | 0.496833 | 0.248417 |
M2 | 0.0659624086320924 | 0.484177 | 0.1362 | 0.892217 | 0.446108 |
M3 | -0.226193873999304 | 0.485898 | -0.4655 | 0.643711 | 0.321855 |
M4 | -0.319450052210233 | 0.482797 | -0.6617 | 0.511417 | 0.255708 |
M5 | -0.438118691263488 | 0.482975 | -0.9071 | 0.368968 | 0.184484 |
M6 | -0.563531152105813 | 0.48448 | -1.1632 | 0.250634 | 0.125317 |
M7 | -0.69325617821093 | 0.483394 | -1.4341 | 0.158151 | 0.079076 |
M8 | -0.830274973894884 | 0.482294 | -1.7215 | 0.091735 | 0.045867 |
M9 | -0.917018795683954 | 0.48264 | -1.9 | 0.063577 | 0.031789 |
M10 | -0.721331360946745 | 0.485148 | -1.4868 | 0.143738 | 0.071869 |
M11 | -0.235137486947442 | 0.482168 | -0.4877 | 0.628053 | 0.314026 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.698814048315905 |
R-squared | 0.488341074123664 |
Adjusted R-squared | 0.357704752623323 |
F-TEST (value) | 3.73817226721581 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 47 |
p-value | 0.000545406954329142 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.762308273255654 |
Sum Squared Residuals | 27.3123534632788 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 10.9 | 10.2232996867386 | 0.676700313261408 |
2 | 10 | 9.60761225200139 | 0.392387747998611 |
3 | 9.2 | 9.13976853463279 | 0.0602314653672115 |
4 | 9.2 | 9.13435607379046 | 0.0656439262095371 |
5 | 9.5 | 9.19137486947442 | 0.308625130525582 |
6 | 9.6 | 9.0659624086321 | 0.534037591367908 |
7 | 9.5 | 8.93623738252697 | 0.563762617473026 |
8 | 9.1 | 8.5356874347372 | 0.564312565262791 |
9 | 8.9 | 8.44894361294814 | 0.451056387051862 |
10 | 9 | 8.29325617821093 | 0.706743821789071 |
11 | 10.1 | 9.13082492168465 | 0.96917507831535 |
12 | 10.3 | 9.3659624086321 | 0.934037591367908 |
13 | 10.2 | 9.78408109989558 | 0.415918900104417 |
14 | 9.6 | 9.6076122520014 | -0.00761225200139373 |
15 | 9.2 | 9.31545596937 | -0.115455969369997 |
16 | 9.3 | 9.39788722589628 | -0.0978872258962753 |
17 | 9.4 | 9.45490602158023 | -0.0549060215802293 |
18 | 9.4 | 9.4173372781065 | -0.0173372781065079 |
19 | 9.2 | 9.28761225200139 | -0.0876122520013917 |
20 | 9 | 9.15059345631744 | -0.150593456317437 |
21 | 9 | 8.80031848242256 | 0.199681517577444 |
22 | 9 | 8.46894361294814 | 0.531056387051862 |
23 | 9.8 | 8.60376261747302 | 1.19623738252698 |
24 | 10 | 8.57536895231465 | 1.42463104768535 |
25 | 9.8 | 8.99348764357814 | 0.806512356421857 |
26 | 9.3 | 8.90486251305256 | 0.395137486947441 |
27 | 9 | 8.70054994778977 | 0.299450052210234 |
28 | 9 | 8.69513748694744 | 0.304862513052559 |
29 | 9.1 | 8.6643125652628 | 0.435687434737208 |
30 | 9.1 | 8.45105638705186 | 0.648943612948138 |
31 | 9.1 | 8.14564392620954 | 0.954356073790463 |
32 | 9.2 | 8.09646884789419 | 1.10353115210581 |
33 | 8.8 | 7.8340375913679 | 0.965962408632092 |
34 | 8.3 | 7.6783501566307 | 0.6216498433693 |
35 | 8.4 | 8.42807518273582 | -0.0280751827358157 |
36 | 8.1 | 8.57536895231465 | -0.475368952314654 |
37 | 7.7 | 8.72995649147233 | -1.02995649147233 |
38 | 7.9 | 8.37780020884093 | -0.477800208840933 |
39 | 7.9 | 7.99780020884093 | -0.0978002088409323 |
40 | 8 | 8.16807518273582 | -0.168075182735816 |
41 | 7.9 | 8.31293769578837 | -0.412937695788374 |
42 | 7.6 | 8.18752523494605 | -0.58752523494605 |
43 | 7.1 | 7.70642533936652 | -0.606425339366516 |
44 | 6.8 | 7.30587539157675 | -0.505875391576749 |
45 | 6.5 | 6.95560041768187 | -0.455600417681866 |
46 | 6.9 | 7.41481900452489 | -0.514819004524887 |
47 | 8.2 | 8.86729376957884 | -0.667293769578838 |
48 | 8.7 | 9.19027497389488 | -0.490274973894884 |
49 | 8.3 | 9.16917507831535 | -0.869175078315351 |
50 | 7.9 | 8.20211277410372 | -0.302112774103725 |
51 | 7.5 | 7.64642533936652 | -0.146425339366515 |
52 | 7.8 | 7.90454403063 | -0.104544030630004 |
53 | 8.3 | 8.57646884789419 | -0.276468847894187 |
54 | 8.4 | 8.97811869126349 | -0.578118691263488 |
55 | 8.2 | 9.02408109989558 | -0.82408109989558 |
56 | 7.7 | 8.71137486947442 | -1.01137486947442 |
57 | 7.2 | 8.36109989557953 | -1.16109989557953 |
58 | 7.3 | 8.64463104768535 | -1.34463104768535 |
59 | 8.1 | 9.57004350852767 | -1.47004350852767 |
60 | 8.5 | 9.89302471284372 | -1.39302471284372 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.0242321571037121 | 0.0484643142074242 | 0.975767842896288 |
17 | 0.010456623607015 | 0.02091324721403 | 0.989543376392985 |
18 | 0.00572176808226737 | 0.0114435361645347 | 0.994278231917733 |
19 | 0.00294811009585729 | 0.00589622019171457 | 0.997051889904143 |
20 | 0.000880051349548117 | 0.00176010269909623 | 0.999119948650452 |
21 | 0.00024199581140274 | 0.00048399162280548 | 0.999758004188597 |
22 | 7.07054821847148e-05 | 0.000141410964369430 | 0.999929294517815 |
23 | 3.76748107288849e-05 | 7.53496214577698e-05 | 0.999962325189271 |
24 | 2.45846793086990e-05 | 4.91693586173979e-05 | 0.99997541532069 |
25 | 4.45039281119642e-05 | 8.90078562239284e-05 | 0.999955496071888 |
26 | 2.08899626572351e-05 | 4.17799253144702e-05 | 0.999979110037343 |
27 | 7.28157948620034e-06 | 1.45631589724007e-05 | 0.999992718420514 |
28 | 2.41898386373480e-06 | 4.83796772746961e-06 | 0.999997581016136 |
29 | 8.90327494515459e-07 | 1.78065498903092e-06 | 0.999999109672505 |
30 | 4.51573473905689e-07 | 9.03146947811378e-07 | 0.999999548426526 |
31 | 8.02995025736654e-07 | 1.60599005147331e-06 | 0.999999197004974 |
32 | 3.33353053533942e-05 | 6.66706107067884e-05 | 0.999966664694647 |
33 | 0.00223786739732554 | 0.00447573479465108 | 0.997762132602674 |
34 | 0.144742976989470 | 0.289485953978940 | 0.85525702301053 |
35 | 0.872782205280755 | 0.254435589438490 | 0.127217794719245 |
36 | 0.98148171378611 | 0.0370365724277798 | 0.0185182862138899 |
37 | 0.99618791670814 | 0.00762416658371981 | 0.00381208329185991 |
38 | 0.9929087265525 | 0.0141825468950006 | 0.0070912734475003 |
39 | 0.98525184865727 | 0.0294963026854587 | 0.0147481513427294 |
40 | 0.966964287091856 | 0.0660714258162882 | 0.0330357129081441 |
41 | 0.944364421352509 | 0.111271157294982 | 0.0556355786474911 |
42 | 0.930000778327505 | 0.139998443344990 | 0.0699992216724952 |
43 | 0.932009389511683 | 0.135981220976633 | 0.0679906104883167 |
44 | 0.908066603775598 | 0.183866792448804 | 0.0919333962244018 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 16 | 0.551724137931034 | NOK |
5% type I error level | 22 | 0.758620689655172 | NOK |
10% type I error level | 23 | 0.793103448275862 | NOK |