Multiple Linear Regression - Estimated Regression Equation |
Cultuuruitgaves[t] = + 43.1196518887856 + 1.06911178353784Jaar[t] + 0.095509296468249Bioscoop[t] + 0.293827546929862Schouwburg[t] + 0.271011310340615Eendagattractie[t] -0.140287440271954DVDhuren[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) | 43.1196518887856 | 11.20716 | 3.8475 | 0.000328 | 0.000164 |
Jaar | 1.06911178353784 | 0.142107 | 7.5233 | 0 | 0 |
Bioscoop | 0.095509296468249 | 0.030258 | 3.1565 | 0.002656 | 0.001328 |
Schouwburg | 0.293827546929862 | 0.024122 | 12.1808 | 0 | 0 |
Eendagattractie | 0.271011310340615 | 0.040701 | 6.6585 | 0 | 0 |
DVDhuren | -0.140287440271954 | 0.134669 | -1.0417 | 0.302359 | 0.15118 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.996983707496076 |
R-squared | 0.99397651301262 |
Adjusted R-squared | 0.993397331571527 |
F-TEST (value) | 1716.17466045675 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 52 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.452997679974222 |
Sum Squared Residuals | 10.6707586992254 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 101.76 | 102.165616119899 | -0.405616119898775 |
2 | 102.37 | 102.143827571977 | 0.226172428023504 |
3 | 102.38 | 102.149439069587 | 0.230560930412621 |
4 | 102.86 | 102.901912378122 | -0.0419123781221807 |
5 | 102.87 | 102.868243392457 | 0.00175660754309176 |
6 | 102.92 | 102.868243392457 | 0.0517566075430885 |
7 | 102.95 | 102.865437643651 | 0.0845623563485303 |
8 | 103.02 | 102.889286508498 | 0.130713491502291 |
9 | 104.08 | 104.436222279751 | -0.356222279751498 |
10 | 104.16 | 104.409238944839 | -0.249238944839006 |
11 | 104.24 | 104.391001577604 | -0.151001577603655 |
12 | 104.33 | 104.374821915746 | -0.0448219157457087 |
13 | 104.73 | 105.446871974753 | -0.716871974752847 |
14 | 104.86 | 105.441260477142 | -0.581260477141975 |
15 | 105.03 | 105.399500354774 | -0.369500354774259 |
16 | 105.62 | 106.104129761660 | -0.484129761659856 |
17 | 105.63 | 106.087295268827 | -0.457295268827233 |
18 | 105.63 | 106.087295268827 | -0.457295268827233 |
19 | 105.94 | 106.201906424589 | -0.261906424589129 |
20 | 106.61 | 106.193489178173 | 0.41651082182719 |
21 | 107.69 | 107.97381905924 | -0.283819059240057 |
22 | 107.78 | 108.007247313004 | -0.227247313003940 |
23 | 107.93 | 108.122283014027 | -0.192283014026938 |
24 | 108.48 | 108.169082569296 | 0.310917430703617 |
25 | 108.14 | 107.95710624822 | 0.182893751779967 |
26 | 108.48 | 107.955703373817 | 0.524296626182691 |
27 | 108.48 | 107.924840136957 | 0.55515986304252 |
28 | 108.89 | 108.801662608126 | 0.0883373918736056 |
29 | 108.93 | 108.792111678480 | 0.137888321520438 |
30 | 109.21 | 108.762651316022 | 0.447348683977534 |
31 | 109.47 | 108.713550711927 | 0.756449288072724 |
32 | 109.8 | 108.699729017437 | 1.10027098256326 |
33 | 111.73 | 111.400283640225 | 0.329716359774716 |
34 | 111.85 | 111.430217631844 | 0.419782368155679 |
35 | 112.12 | 111.520951463489 | 0.599048536510853 |
36 | 112.15 | 111.541218076831 | 0.608781923168917 |
37 | 112.17 | 112.592092493134 | -0.422092493133577 |
38 | 112.67 | 112.633549741964 | 0.0364502580356471 |
39 | 112.8 | 112.612506625924 | 0.187493374076436 |
40 | 113.44 | 114.311747541759 | -0.871747541759218 |
41 | 113.53 | 114.306136044148 | -0.776136044148335 |
42 | 114.53 | 114.349115227559 | 0.180884772440952 |
43 | 114.51 | 114.294403125853 | 0.215596874147016 |
44 | 115.05 | 114.651398233561 | 0.398601766439361 |
45 | 116.67 | 116.440010998665 | 0.229989001334733 |
46 | 117.07 | 116.545662722606 | 0.524337277394328 |
47 | 116.92 | 116.548468471411 | 0.371531528588895 |
48 | 117 | 116.569151795373 | 0.4308482046267 |
49 | 117.02 | 117.649724694487 | -0.629724694487338 |
50 | 117.35 | 117.676019516060 | -0.326019516060413 |
51 | 117.36 | 117.858631308768 | -0.498631308768381 |
52 | 117.82 | 118.489531563584 | -0.66953156358371 |
53 | 117.88 | 118.503291116439 | -0.62329111643869 |
54 | 118.24 | 118.551105294761 | -0.311105294761424 |
55 | 118.5 | 118.554418355094 | -0.0544183550935037 |
56 | 118.8 | 118.568447099121 | 0.231552900879299 |
57 | 119.76 | 119.705559705739 | 0.0544402942607398 |
58 | 120.09 | 119.691530961712 | 0.398469038287933 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.00502072491588504 | 0.0100414498317701 | 0.994979275084115 |
10 | 0.00669688092433359 | 0.0133937618486672 | 0.993303119075666 |
11 | 0.00174015818935123 | 0.00348031637870245 | 0.998259841810649 |
12 | 0.00741959649460561 | 0.0148391929892112 | 0.992580403505394 |
13 | 0.00279602970144358 | 0.00559205940288716 | 0.997203970298556 |
14 | 0.00110194305715356 | 0.00220388611430711 | 0.998898056942847 |
15 | 0.000476665719152708 | 0.000953331438305415 | 0.999523334280847 |
16 | 0.00064992572400615 | 0.0012998514480123 | 0.999350074275994 |
17 | 0.000320809571281239 | 0.000641619142562478 | 0.999679190428719 |
18 | 0.000172828219287652 | 0.000345656438575304 | 0.999827171780712 |
19 | 0.000119458066808872 | 0.000238916133617744 | 0.99988054193319 |
20 | 0.00186151063345025 | 0.0037230212669005 | 0.99813848936655 |
21 | 0.00171554117483303 | 0.00343108234966607 | 0.998284458825167 |
22 | 0.00179872864038976 | 0.00359745728077952 | 0.99820127135961 |
23 | 0.00384167320135373 | 0.00768334640270746 | 0.996158326798646 |
24 | 0.00965278179992464 | 0.0193055635998493 | 0.990347218200075 |
25 | 0.00793658829058407 | 0.0158731765811681 | 0.992063411709416 |
26 | 0.0101081415990090 | 0.0202162831980180 | 0.989891858400991 |
27 | 0.0092300943078133 | 0.0184601886156266 | 0.990769905692187 |
28 | 0.0122062673198159 | 0.0244125346396317 | 0.987793732680184 |
29 | 0.0124905485051112 | 0.0249810970102224 | 0.987509451494889 |
30 | 0.0114283557611547 | 0.0228567115223094 | 0.988571644238845 |
31 | 0.0190947554300832 | 0.0381895108601665 | 0.980905244569917 |
32 | 0.0535432595351537 | 0.107086519070307 | 0.946456740464846 |
33 | 0.0592902142808539 | 0.118580428561708 | 0.940709785719146 |
34 | 0.0416617970909572 | 0.0833235941819145 | 0.958338202909043 |
35 | 0.0409780145515126 | 0.0819560291030251 | 0.959021985448487 |
36 | 0.0371994480109550 | 0.0743988960219099 | 0.962800551989045 |
37 | 0.146917170391747 | 0.293834340783493 | 0.853082829608253 |
38 | 0.133094861081878 | 0.266189722163757 | 0.866905138918121 |
39 | 0.107505251252865 | 0.215010502505729 | 0.892494748747135 |
40 | 0.392622786231283 | 0.785245572462565 | 0.607377213768717 |
41 | 0.769805673907981 | 0.460388652184037 | 0.230194326092019 |
42 | 0.692911364555103 | 0.614177270889794 | 0.307088635444897 |
43 | 0.60160505552487 | 0.796789888950261 | 0.398394944475131 |
44 | 0.845896298592991 | 0.308207402814018 | 0.154103701407009 |
45 | 0.969961559340197 | 0.0600768813196053 | 0.0300384406598027 |
46 | 0.95948545337447 | 0.081029093251062 | 0.040514546625531 |
47 | 0.933478182701915 | 0.133043634596170 | 0.0665218172980848 |
48 | 0.857549983752715 | 0.28490003249457 | 0.142450016247285 |
49 | 0.777445777511192 | 0.445108444977617 | 0.222554222488808 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 12 | 0.292682926829268 | NOK |
5% type I error level | 23 | 0.560975609756098 | NOK |
10% type I error level | 28 | 0.682926829268293 | NOK |