Multiple Linear Regression - Estimated Regression Equation |
slaagkans[t] = + 36.7863750286887 -70.406096372685klant[t] -1.04098616693031verzekeraar[t] + 1.39545275131342verzekeraar_klant[t] + 0.554792741023526kost[t] + 0.056752300999544kost_klant[t] -2.24035951676562grootte[t] + 13.5990278640766grootte_klant[t] -0.0426617485641796snelheid[t] + 0.221180838587168snelheid_klant[t] + 0.854266191255212maand[t] -0.612581041231767maand_klant[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) | 36.7863750286887 | 30.304006 | 1.2139 | 0.232272 | 0.116136 |
klant | -70.406096372685 | 59.291374 | -1.1875 | 0.242416 | 0.121208 |
verzekeraar | -1.04098616693031 | 3.528783 | -0.295 | 0.769601 | 0.3848 |
verzekeraar_klant | 1.39545275131342 | 6.372526 | 0.219 | 0.827838 | 0.413919 |
kost | 0.554792741023526 | 0.21581 | 2.5707 | 0.014189 | 0.007094 |
kost_klant | 0.056752300999544 | 0.362904 | 0.1564 | 0.876558 | 0.438279 |
grootte | -2.24035951676562 | 6.314635 | -0.3548 | 0.72471 | 0.362355 |
grootte_klant | 13.5990278640766 | 10.75192 | 1.2648 | 0.213645 | 0.106823 |
snelheid | -0.0426617485641796 | 0.193603 | -0.2204 | 0.826773 | 0.413387 |
snelheid_klant | 0.221180838587168 | 0.304956 | 0.7253 | 0.472719 | 0.236359 |
maand | 0.854266191255212 | 1.557287 | 0.5486 | 0.586516 | 0.293258 |
maand_klant | -0.612581041231767 | 2.470105 | -0.248 | 0.805471 | 0.402736 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.534618638587279 |
R-squared | 0.285817088724916 |
Adjusted R-squared | 0.0790799301979175 |
F-TEST (value) | 1.38251435185315 |
F-TEST (DF numerator) | 11 |
F-TEST (DF denominator) | 38 |
p-value | 0.220791410434633 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 28.8034976967944 |
Sum Squared Residuals | 31526.3762236312 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 28 | 22.0864824541907 | 5.91351754580928 |
2 | 40 | 38.352546669858 | 1.647453330142 |
3 | 79 | 81.5569342198438 | -2.55693421984381 |
4 | 16 | 37.9630338016859 | -21.9630338016859 |
5 | 90 | 48.3345550468908 | 41.6654449531092 |
6 | 87 | 73.4559626086938 | 13.5440373913062 |
7 | 53 | 75.3676765584414 | -22.3676765584414 |
8 | 23 | 33.0616727553791 | -10.0616727553791 |
9 | 42 | 56.3641873519403 | -14.3641873519403 |
10 | 64 | 74.7731294237277 | -10.7731294237277 |
11 | 87 | 59.2761239240585 | 27.7238760759415 |
12 | 77 | 68.4823577714161 | 8.5176422285839 |
13 | 70 | 67.4708856018673 | 2.52911439813267 |
14 | 82 | 79.693088735455 | 2.3069112645451 |
15 | 44 | 54.948107560181 | -10.948107560181 |
16 | 36 | 46.8132555163705 | -10.8132555163705 |
17 | 73 | 63.5810227167142 | 9.4189772832858 |
18 | 75 | 60.4300450085413 | 14.5699549914587 |
19 | 21 | 49.5746611577697 | -28.5746611577697 |
20 | 81 | 59.8089144179897 | 21.1910855820103 |
21 | 99 | 61.3732456558072 | 37.6267543441928 |
22 | 54 | 60.1571386534811 | -6.1571386534811 |
23 | 6 | 60.2774071192339 | -54.2774071192339 |
24 | 71 | 57.9194010411484 | 13.0805989588516 |
25 | 93 | 61.2373572261268 | 31.7626427738732 |
26 | 82 | 71.047115373927 | 10.952884626073 |
27 | 32 | 72.9137610915961 | -40.9137610915961 |
28 | 93 | 73.0234999658563 | 19.9765000341437 |
29 | 24 | 58.1694888560453 | -34.1694888560453 |
30 | 96 | 67.6941711417414 | 28.3058288582586 |
31 | 88 | 79.2986897327123 | 8.7013102672877 |
32 | 83 | 28.8943922420926 | 54.1056077579074 |
33 | 23 | 41.3240694232017 | -18.3240694232017 |
34 | 20 | 46.9253824959355 | -26.9253824959355 |
35 | 33 | 42.2274454905423 | -9.2274454905423 |
36 | 88 | 71.5525322326523 | 16.4474677673477 |
37 | 98 | 62.2838797940016 | 35.7161202059984 |
38 | 34 | 40.7085608306196 | -6.70856083061955 |
39 | 59 | 54.0210847731564 | 4.97891522684363 |
40 | 26 | 26.2093026200867 | -0.209302620086662 |
41 | 13 | 59.6879811851952 | -46.6879811851952 |
42 | 6 | 35.8505006547148 | -29.8505006547148 |
43 | 49 | 26.1712952043024 | 22.8287047956976 |
44 | 3 | 40.2750804134853 | -37.2750804134853 |
45 | 76 | 30.2723527483927 | 45.7276472516073 |
46 | 12 | 54.4435546855668 | -42.4435546855668 |
47 | 63 | 40.3819286199605 | 22.6180713800395 |
48 | 35 | 48.9993791863894 | -13.9993791863894 |
49 | 69 | 55.8200924441683 | 13.1799075558317 |
50 | 10 | 25.4452657968455 | -15.4452657968455 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
15 | 0.673882392035549 | 0.652235215928902 | 0.326117607964451 |
16 | 0.522531755821112 | 0.954936488357776 | 0.477468244178888 |
17 | 0.366722757700708 | 0.733445515401416 | 0.633277242299292 |
18 | 0.241382895562999 | 0.482765791125998 | 0.758617104437001 |
19 | 0.156922864712849 | 0.313845729425699 | 0.84307713528715 |
20 | 0.0923967498791638 | 0.184793499758328 | 0.907603250120836 |
21 | 0.0588968581907692 | 0.117793716381538 | 0.94110314180923 |
22 | 0.0299216589941825 | 0.059843317988365 | 0.970078341005817 |
23 | 0.0284725753483957 | 0.0569451506967913 | 0.971527424651604 |
24 | 0.0967149328353585 | 0.193429865670717 | 0.903285067164642 |
25 | 0.0832517311551733 | 0.166503462310347 | 0.916748268844827 |
26 | 0.0586284225579604 | 0.117256845115921 | 0.94137157744204 |
27 | 0.0967743622148802 | 0.19354872442976 | 0.90322563778512 |
28 | 0.0643342191322938 | 0.128668438264588 | 0.935665780867706 |
29 | 0.067284676814565 | 0.13456935362913 | 0.932715323185435 |
30 | 0.0519505626935156 | 0.103901125387031 | 0.948049437306484 |
31 | 0.0302317017028123 | 0.0604634034056246 | 0.969768298297188 |
32 | 0.0694309457775505 | 0.138861891555101 | 0.93056905422245 |
33 | 0.0422247408952114 | 0.0844494817904228 | 0.957775259104789 |
34 | 0.0343292766774516 | 0.0686585533549032 | 0.965670723322548 |
35 | 0.0153750595530554 | 0.0307501191061108 | 0.984624940446945 |
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 | 0.0476190476190476 | OK |
10% type I error level | 6 | 0.285714285714286 | NOK |