Multiple Linear Regression - Estimated Regression Equation |
geboortes[t] = + 9.19818672888627 + 0.0132098392350795huwelijken[t] + 0.293354221184415M1[t] -0.56153253458797M2[t] + 0.341103580197079M3[t] -0.121286781733764M4[t] + 0.198089975881454M5[t] + 0.00356981211022246M6[t] + 0.575092941052574M7[t] + 0.52683723983993M8[t] + 0.18183353163088M9[t] + 0.379895626257337M10[t] -0.364188821255045M11[t] + 0.00927576263272296t + 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) | 9.19818672888627 | 0.229712 | 40.0422 | 0 | 0 |
huwelijken | 0.0132098392350795 | 0.088226 | 0.1497 | 0.881347 | 0.440674 |
M1 | 0.293354221184415 | 0.166287 | 1.7641 | 0.081432 | 0.040716 |
M2 | -0.56153253458797 | 0.149699 | -3.7511 | 0.000327 | 0.000164 |
M3 | 0.341103580197079 | 0.149336 | 2.2841 | 0.024949 | 0.012475 |
M4 | -0.121286781733764 | 0.169829 | -0.7142 | 0.47715 | 0.238575 |
M5 | 0.198089975881454 | 0.251174 | 0.7887 | 0.432587 | 0.216293 |
M6 | 0.00356981211022246 | 0.30657 | 0.0116 | 0.990738 | 0.495369 |
M7 | 0.575092941052574 | 0.311949 | 1.8435 | 0.068862 | 0.034431 |
M8 | 0.52683723983993 | 0.34362 | 1.5332 | 0.129076 | 0.064538 |
M9 | 0.18183353163088 | 0.315008 | 0.5772 | 0.565363 | 0.282681 |
M10 | 0.379895626257337 | 0.161884 | 2.3467 | 0.021353 | 0.010676 |
M11 | -0.364188821255045 | 0.153352 | -2.3749 | 0.019891 | 0.009945 |
t | 0.00927576263272296 | 0.00112 | 8.2811 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.842552367519587 |
R-squared | 0.709894492012861 |
Adjusted R-squared | 0.663902155380753 |
F-TEST (value) | 15.4350603599748 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 82 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.297327119757428 |
Sum Squared Residuals | 7.24908012374631 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 9.769 | 9.52167504885562 | 0.247324951144384 |
2 | 9.321 | 8.68355403456223 | 0.637445965437768 |
3 | 9.939 | 9.5996402211783 | 0.33935977882171 |
4 | 9.336 | 9.16281335365702 | 0.173186646342977 |
5 | 10.195 | 9.50647225127601 | 0.688527748723986 |
6 | 9.464 | 9.32523043142573 | 0.138769568574266 |
7 | 10.01 | 9.92077150358716 | 0.0892284964128417 |
8 | 10.213 | 9.87531874378205 | 0.337681256217951 |
9 | 9.563 | 9.54605040959168 | 0.0169495904083260 |
10 | 9.89 | 9.70937308251957 | 0.180626917480431 |
11 | 9.305 | 8.95902962669946 | 0.345970373300543 |
12 | 9.391 | 9.3406578912345 | 0.0503421087654952 |
13 | 9.928 | 9.6320859313803 | 0.295914068619706 |
14 | 8.686 | 8.79371393014146 | -0.107713930141456 |
15 | 9.843 | 9.71323467495863 | 0.129765325041366 |
16 | 9.627 | 9.26318475836305 | 0.363815241636948 |
17 | 10.074 | 9.61212759167608 | 0.461872408323924 |
18 | 9.503 | 9.44428054881017 | 0.0587194511898332 |
19 | 10.119 | 10.0089898561969 | 0.110010143803086 |
20 | 10 | 9.98648258714314 | 0.0135174128568620 |
21 | 9.313 | 9.64914304118013 | -0.336143041180130 |
22 | 9.866 | 9.81974433552655 | 0.0462556644734458 |
23 | 9.172 | 9.07061618491607 | 0.101383815083931 |
24 | 9.241 | 9.45289173157363 | -0.211891731573636 |
25 | 9.659 | 9.73887731795457 | -0.079877317954572 |
26 | 8.904 | 8.90627801646147 | -0.00227801646146475 |
27 | 9.755 | 9.81944482860657 | -0.0644448286065678 |
28 | 9.08 | 9.37211613889341 | -0.292116138893414 |
29 | 9.435 | 9.7228555103424 | -0.287855510342408 |
30 | 8.971 | 9.55112477474139 | -0.580124774741386 |
31 | 10.063 | 10.1197309847025 | -0.0567309847024809 |
32 | 9.793 | 10.1063649243994 | -0.313364924399381 |
33 | 9.454 | 9.74683284852144 | -0.292832848521439 |
34 | 9.759 | 9.93340483850307 | -0.174404838503073 |
35 | 8.82 | 9.18357656641313 | -0.36357656641313 |
36 | 9.403 | 9.55945855088092 | -0.156458550880917 |
37 | 9.676 | 9.85259066028803 | -0.176590660288033 |
38 | 8.642 | 9.01843259776519 | -0.376432597765186 |
39 | 9.402 | 9.93355446611708 | -0.531554466117082 |
40 | 9.61 | 9.48792984566525 | 0.122070154334747 |
41 | 9.294 | 9.83977884361 | -0.545778843609992 |
42 | 9.448 | 9.65705752176538 | -0.209057521765383 |
43 | 10.319 | 10.2329951925019 | 0.086004807498052 |
44 | 9.548 | 10.2157058099460 | -0.667705809946029 |
45 | 9.801 | 9.86095569587119 | -0.059955695871187 |
46 | 9.596 | 10.0464708987140 | -0.450470898714015 |
47 | 8.923 | 9.29518954430821 | -0.372189544308212 |
48 | 9.746 | 9.67285485707274 | 0.0731451429272648 |
49 | 9.829 | 9.96710980281483 | -0.138109802814832 |
50 | 9.125 | 9.1330309993274 | -0.0080309993273959 |
51 | 9.782 | 10.0417064661326 | -0.259706466132573 |
52 | 9.441 | 9.60688749417504 | -0.165887494175038 |
53 | 9.162 | 9.9497802211184 | -0.787780221118394 |
54 | 9.915 | 9.768194945448 | 0.146805054551996 |
55 | 10.444 | 10.3596673871250 | 0.0843326128749786 |
56 | 10.209 | 10.3168565951669 | -0.107856595166929 |
57 | 9.985 | 9.97478792675776 | 0.0102120732422363 |
58 | 9.842 | 10.1587179488924 | -0.316717948892381 |
59 | 9.429 | 9.4075951125574 | 0.0214048874426007 |
60 | 10.132 | 9.78495659901952 | 0.347043400980484 |
61 | 9.849 | 10.0782340166582 | -0.229234016658217 |
62 | 9.172 | 9.23963744815238 | -0.0676374481523826 |
63 | 10.313 | 10.1526193225482 | 0.160380677451805 |
64 | 9.819 | 9.7181173867323 | 0.100882613267697 |
65 | 9.955 | 10.0608251759264 | -0.105825175926369 |
66 | 10.048 | 9.87836805086646 | 0.169631949133538 |
67 | 10.082 | 10.4715445618048 | -0.389544561804806 |
68 | 10.541 | 10.4296056192362 | 0.111394380763773 |
69 | 10.208 | 10.0904695351373 | 0.117530464862750 |
70 | 10.233 | 10.2680059950821 | -0.0350059950820889 |
71 | 9.439 | 9.5190231527032 | -0.0800231527031908 |
72 | 9.963 | 9.89650352771842 | 0.066496472281576 |
73 | 10.158 | 10.1885788499867 | -0.0305788499867327 |
74 | 9.225 | 9.34937462887608 | -0.124374628876085 |
75 | 10.474 | 10.2678253767152 | 0.206174623284780 |
76 | 9.757 | 9.82796024616989 | -0.0709602461698861 |
77 | 10.49 | 10.1718965504128 | 0.318103449587187 |
78 | 10.281 | 9.99916186702992 | 0.281838132970076 |
79 | 10.444 | 10.580185325872 | -0.136185325871995 |
80 | 10.64 | 10.5435435288367 | 0.0964564711633165 |
81 | 10.695 | 10.2133108763822 | 0.48168912361785 |
82 | 10.786 | 10.3784961366422 | 0.407503863357809 |
83 | 9.832 | 9.62939440571018 | 0.202605594289825 |
84 | 9.747 | 10.0110226702452 | -0.264022670245223 |
85 | 10.411 | 10.2998483720617 | 0.111151627938297 |
86 | 9.511 | 9.4619783447138 | 0.0490216552862017 |
87 | 10.402 | 10.3819746437434 | 0.0200253562565613 |
88 | 9.701 | 9.93199077634403 | -0.230990776344032 |
89 | 10.54 | 10.2812638556379 | 0.258736144362067 |
90 | 10.112 | 10.1185818599129 | -0.00658185991293939 |
91 | 10.915 | 10.7021151882097 | 0.212884811790324 |
92 | 11.183 | 10.6531221914896 | 0.529877808510436 |
93 | 10.384 | 10.3214496665584 | 0.0625503334415937 |
94 | 10.834 | 10.4917867641201 | 0.342213235879872 |
95 | 9.886 | 9.74157540669237 | 0.144424593307632 |
96 | 10.216 | 10.1206541722550 | 0.0953458277449558 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.67417403727776 | 0.651651925444481 | 0.325825962722241 |
18 | 0.651590928487866 | 0.696818143024268 | 0.348409071512134 |
19 | 0.520960517994039 | 0.958078964011921 | 0.479039482005961 |
20 | 0.424097459808015 | 0.84819491961603 | 0.575902540191985 |
21 | 0.356810078223399 | 0.713620156446799 | 0.6431899217766 |
22 | 0.276617967954898 | 0.553235935909795 | 0.723382032045102 |
23 | 0.220717439565316 | 0.441434879130632 | 0.779282560434684 |
24 | 0.151236161811382 | 0.302472323622764 | 0.848763838188618 |
25 | 0.105956298318973 | 0.211912596637947 | 0.894043701681027 |
26 | 0.0833373687296885 | 0.166674737459377 | 0.916662631270311 |
27 | 0.0580849650312214 | 0.116169930062443 | 0.941915034968779 |
28 | 0.0676380404900322 | 0.135276080980064 | 0.932361959509968 |
29 | 0.192322137976191 | 0.384644275952383 | 0.807677862023809 |
30 | 0.198538631024161 | 0.397077262048322 | 0.801461368975839 |
31 | 0.165481880991179 | 0.330963761982357 | 0.834518119008821 |
32 | 0.123484952393755 | 0.246969904787509 | 0.876515047606245 |
33 | 0.0992712622336255 | 0.198542524467251 | 0.900728737766375 |
34 | 0.0817239316394561 | 0.163447863278912 | 0.918276068360544 |
35 | 0.0617861045773184 | 0.123572209154637 | 0.938213895422682 |
36 | 0.0667930557001041 | 0.133586111400208 | 0.933206944299896 |
37 | 0.0587819320347 | 0.1175638640694 | 0.9412180679653 |
38 | 0.0397042929891868 | 0.0794085859783735 | 0.960295707010813 |
39 | 0.0330084890676300 | 0.0660169781352601 | 0.96699151093237 |
40 | 0.130179808809243 | 0.260359617618487 | 0.869820191190757 |
41 | 0.134275196776096 | 0.268550393552193 | 0.865724803223904 |
42 | 0.154793918578909 | 0.309587837157819 | 0.845206081421091 |
43 | 0.211633585387060 | 0.423267170774119 | 0.78836641461294 |
44 | 0.252986157988446 | 0.505972315976893 | 0.747013842011554 |
45 | 0.313302597781031 | 0.626605195562062 | 0.686697402218969 |
46 | 0.296132371792156 | 0.592264743584311 | 0.703867628207844 |
47 | 0.265144965966306 | 0.530289931932613 | 0.734855034033694 |
48 | 0.405525933802797 | 0.811051867605595 | 0.594474066197203 |
49 | 0.400224484319562 | 0.800448968639125 | 0.599775515680438 |
50 | 0.472250566448615 | 0.94450113289723 | 0.527749433551385 |
51 | 0.441636475963339 | 0.883272951926677 | 0.558363524036661 |
52 | 0.406476279127109 | 0.812952558254219 | 0.59352372087289 |
53 | 0.745264711985653 | 0.509470576028694 | 0.254735288014347 |
54 | 0.823957582423416 | 0.352084835153169 | 0.176042417576584 |
55 | 0.877676412920504 | 0.244647174158992 | 0.122323587079496 |
56 | 0.875687411584721 | 0.248625176830558 | 0.124312588415279 |
57 | 0.875639370221727 | 0.248721259556545 | 0.124360629778273 |
58 | 0.91148267689142 | 0.177034646217158 | 0.0885173231085792 |
59 | 0.900537542840177 | 0.198924914319646 | 0.099462457159823 |
60 | 0.970880936442703 | 0.0582381271145935 | 0.0291190635572968 |
61 | 0.960611289437656 | 0.0787774211246878 | 0.0393887105623439 |
62 | 0.944310123244036 | 0.111379753511929 | 0.0556898767559643 |
63 | 0.94308410897194 | 0.113831782056119 | 0.0569158910280597 |
64 | 0.960750219679636 | 0.0784995606407281 | 0.0392497803203640 |
65 | 0.956480692632868 | 0.0870386147342645 | 0.0435193073671323 |
66 | 0.951536797886915 | 0.09692640422617 | 0.048463202113085 |
67 | 0.951486440750347 | 0.0970271184993054 | 0.0485135592496527 |
68 | 0.937172138808479 | 0.125655722383042 | 0.062827861191521 |
69 | 0.91589809402169 | 0.168203811956618 | 0.0841019059783092 |
70 | 0.929872279168651 | 0.140255441662697 | 0.0701277208313486 |
71 | 0.919076917512761 | 0.161846164974477 | 0.0809230824872386 |
72 | 0.890277767729447 | 0.219444464541107 | 0.109722232270553 |
73 | 0.841789632586994 | 0.316420734826013 | 0.158210367413006 |
74 | 0.781389726934178 | 0.437220546131644 | 0.218610273065822 |
75 | 0.731688743055345 | 0.536622513889309 | 0.268311256944655 |
76 | 0.628838222438627 | 0.742323555122745 | 0.371161777561373 |
77 | 0.532288096581564 | 0.935423806836872 | 0.467711903418436 |
78 | 0.572506247794692 | 0.854987504410617 | 0.427493752205308 |
79 | 0.412155475515325 | 0.82431095103065 | 0.587844524484675 |
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 | 0 | 0 | OK |
10% type I error level | 8 | 0.126984126984127 | NOK |