Multiple Linear Regression - Estimated Regression Equation
slaagkans[t] = + 36.7863750286887 -70.4060963726848klant[t] -1.04098616693031verzekeraar[t] + 1.39545275131342verzekeraar_klant[t] + 0.554792741023527kost[t] + 0.0567523009995432kost_klant[t] -2.24035951676562grootte[t] + 13.5990278640766grootte_klant[t] -0.0426617485641793snelheid[t] + 0.221180838587167snelheid_klant[t] + 0.854266191255211maand[t] -0.61258104123177maand_klant[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)36.786375028688730.3040061.21390.2322720.116136
klant-70.406096372684859.291374-1.18750.2424160.121208
verzekeraar-1.040986166930313.528783-0.2950.7696010.3848
verzekeraar_klant1.395452751313426.3725260.2190.8278380.413919
kost0.5547927410235270.215812.57070.0141890.007094
kost_klant0.05675230099954320.3629040.15640.8765580.438279
grootte-2.240359516765626.314635-0.35480.724710.362355
grootte_klant13.599027864076610.751921.26480.2136450.106823
snelheid-0.04266174856417930.193603-0.22040.8267730.413387
snelheid_klant0.2211808385871670.3049560.72530.4727190.236359
maand0.8542661912552111.5572870.54860.5865160.293258
maand_klant-0.612581041231772.470105-0.2480.8054710.402736


Multiple Linear Regression - Regression Statistics
Multiple R0.534618638587279
R-squared0.285817088724916
Adjusted R-squared0.0790799301979175
F-TEST (value)1.38251435185315
F-TEST (DF numerator)11
F-TEST (DF denominator)38
p-value0.220791410434633
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation28.8034976967944
Sum Squared Residuals31526.3762236312


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12822.08648245419075.91351754580934
24038.35254666985811.64745333014190
37981.5569342198438-2.55693421984377
41637.9630338016859-21.9630338016859
59048.334555046890841.6654449531092
68773.455962608693813.5440373913062
75375.3676765584414-22.3676765584414
82333.0616727553791-10.0616727553791
94256.3641873519403-14.3641873519403
106474.7731294237277-10.7731294237277
118759.276123924058627.7238760759414
127768.48235777141618.5176422285839
137067.47088560186732.52911439813266
148279.69308873545492.30691126454512
154454.948107560181-10.9481075601810
163646.8132555163706-10.8132555163706
177363.58102271671429.4189772832858
187560.430045008541314.5699549914587
192149.5746611577697-28.5746611577697
208159.808914417989721.1910855820103
219961.373245655807237.6267543441928
225460.1571386534811-6.1571386534811
23660.2774071192339-54.2774071192339
247157.919401041148413.0805989588516
259361.237357226126831.7626427738732
268271.04711537392710.952884626073
273272.9137610915961-40.9137610915961
289373.023499965856319.9765000341437
292458.1694888560453-34.1694888560453
309667.694171141741528.3058288582585
318879.29868973271238.7013102672877
328328.894392242092654.1056077579074
332341.3240694232017-18.3240694232017
342046.9253824959355-26.9253824959355
353342.2274454905423-9.22744549054229
368871.552532232652316.4474677673477
379862.283879794001635.7161202059984
383440.7085608306195-6.70856083061954
395954.02108477315644.97891522684362
402626.2093026200867-0.209302620086658
411359.6879811851952-46.6879811851952
42635.8505006547148-29.8505006547148
434926.171295204302422.8287047956976
44340.2750804134853-37.2750804134853
457630.272352748392745.7276472516073
461254.4435546855668-42.4435546855668
476340.381928619960522.6180713800395
483548.9993791863893-13.9993791863894
496955.820092444168313.1799075558317
501025.4452657968455-15.4452657968455


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
150.6738823920355490.6522352159289030.326117607964451
160.5225317558211120.9549364883577760.477468244178888
170.3667227577007090.7334455154014170.633277242299291
180.2413828955629980.4827657911259970.758617104437002
190.1569228647128490.3138457294256970.843077135287151
200.0923967498791640.1847934997583280.907603250120836
210.0588968581907690.1177937163815380.94110314180923
220.02992165899418310.05984331798836630.970078341005817
230.02847257534839560.05694515069679110.971527424651604
240.09671493283535880.1934298656707180.903285067164641
250.08325173115517390.1665034623103480.916748268844826
260.05862842255796010.1172568451159200.94137157744204
270.09677436221488030.1935487244297610.90322563778512
280.06433421913229380.1286684382645880.935665780867706
290.0672846768145650.134569353629130.932715323185435
300.05195056269351570.1039011253870310.948049437306484
310.03023170170281210.06046340340562430.969768298297188
320.06943094577755080.1388618915551020.930569054222449
330.04222474089521140.08444948179042280.957775259104789
340.03432927667745150.06865855335490310.965670723322548
350.01537505955305540.03075011910611080.984624940446945


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level10.0476190476190476OK
10% type I error level60.285714285714286NOK