Multiple Linear Regression - Estimated Regression Equation
overnachtingen[t] = + 862212.191666667 -197694.30813492M1[t] + 25198.6289682541M2[t] + 255262.232738095M3[t] + 681812.003174603M4[t] + 720838.606944444M5[t] + 663835.877380952M6[t] + 2108698.81448413M7[t] + 1807278.2515873M8[t] + 519487.855357143M9[t] + 495689.292460318M10[t] + 93400.3962301587M11[t] -42.1037698412713t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)862212.19166666737852.28860222.778300
M1-197694.3081349246348.039027-4.26547.3e-053.7e-05
M225198.628968254146300.307910.54420.5883250.294163
M3255262.23273809546257.0801745.51831e-060
M4681812.00317460346218.36845514.75200
M5720838.60694444446184.1841115.607900
M6663835.87738095246154.53719714.382900
M72108698.8144841346129.43646545.712700
M81807278.251587346108.8893439.195900
M9519487.85535714346092.90190911.270500
M10495689.29246031846081.4789210.756800
M1193400.396230158746074.6237682.02720.0471720.023586
t-42.1037698412713458.891476-0.09180.9272070.463603


Multiple Linear Regression - Regression Statistics
Multiple R0.994333318229864
R-squared0.988698747742012
Adjusted R-squared0.986400187960726
F-TEST (value)430.138365680865
F-TEST (DF numerator)12
F-TEST (DF denominator)59
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation79799.631088368
Sum Squared Residuals375710886188.537


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1655362664475.779761903-9113.77976190281
2873127887326.613095238-14199.6130952382
311078971117348.11309524-9451.11309523807
415559641543855.779761912108.2202380952
516711591582840.279761988318.7202380954
614933081525795.44642857-32487.4464285716
729577962970616.2797619-12820.279761905
826386912669153.61309524-30462.6130952385
913056691381321.11309524-75652.1130952386
1012804961357480.44642857-76984.4464285713
11921900955149.446428571-33249.4464285715
12867888861706.9464285716181.05357142852
13652586663970.53452381-11384.53452381
14913831886821.36785714327009.6321428572
1511085441116842.86785714-8298.8678571429
1615558271543350.5345238112476.4654761905
1716992831582335.03452381116947.96547619
1815094581525290.20119048-15832.2011904762
1932689752970111.03452381298863.96547619
2024250162668648.36785714-243632.367857143
2113127031380815.86785714-68112.8678571428
2213654981356975.201190488522.79880952374
23934453954644.201190476-20191.2011904762
24775019861201.701190476-86182.7011904762
25651142663465.289285715-12323.2892857147
26843192886316.122619048-43124.1226190476
2711467661116337.6226190530428.3773809524
2816526011542845.28928571109755.710714286
2914659061581829.78928571-115923.789285714
3016527341524784.95595238127949.044047619
3129223342969605.78928571-47271.7892857143
3227028052668143.1226190534661.8773809523
3314589561380310.6226190578645.3773809525
3414103631356469.9559523853893.044047619
351019279954138.95595238165140.044047619
36936574860696.45595238175877.544047619
37708917662960.0440476245956.9559523806
38885295885810.877380952-515.877380952343
3910996631115832.37738095-16169.3773809524
4015762201542340.0440476233879.955952381
4114878701581324.54404762-93454.5440476191
4214886351524279.71071429-35644.7107142857
4328825302969100.54404762-86570.544047619
4426770262667637.877380959388.12261904757
4514043981379805.3773809524592.6226190477
4613443701355964.71071429-11594.7107142857
47936865953633.710714286-16768.7107142857
48872705860191.21071428612513.7892857143
49628151662454.798809524-34303.7988095242
50953712885305.63214285768406.3678571429
5111603841115327.1321428645056.8678571429
5214006181541834.79880952-141216.798809524
5316615111580819.2988095280691.7011904762
5414953471523774.46547619-28427.4654761904
5529187862968595.29880952-49809.2988095238
5627756772667132.63214286108544.367857143
5714070261379300.1321428627725.867857143
5813701991355459.4654761914739.5345238095
59964526953128.4654761911397.5345238095
60850851859685.96547619-8834.96547619045
61683118661949.55357142921168.4464285711
62847224884800.386904762-37576.3869047619
6310732561114821.88690476-41565.8869047619
6415143261541329.55357143-27003.5535714285
6515037341580314.05357143-76580.0535714286
6615077121523269.2202381-15557.2202380952
6728656982968090.05357143-102392.053571429
6827881282666627.38690476121500.613095238
6913915961378794.8869047612801.1130952382
7013663781354954.220238111423.7797619048
71946295952623.220238095-6328.2202380952
72859626859180.720238095445.279761904801


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
160.006083052827022950.01216610565404590.993916947172977
170.001311021101911570.002622042203823150.998688978898088
180.0001775137198562980.0003550274397125970.999822486280144
190.6861641900357390.6276716199285220.313835809964261
200.9848276689190350.03034466216192970.0151723310809648
210.9806457139395130.03870857212097310.0193542860604865
220.9695836422304860.06083271553902810.0304163577695141
230.951824525731730.09635094853653920.0481754742682696
240.968616990504320.06276601899135910.0313830094956796
250.9525732745148690.0948534509702620.047426725485131
260.9469393431284580.1061213137430830.0530606568715416
270.9202702902509470.1594594194981050.0797297097490527
280.9462596734840510.1074806530318980.0537403265159489
290.9922792825220620.01544143495587650.00772071747793824
300.9980272662928210.00394546741435820.0019727337071791
310.9988947602278460.002210479544307210.00110523977215361
320.9993332083558460.001333583288307570.000666791644153784
330.9992632605344170.00147347893116580.000736739465582901
340.9987591013777060.002481797244587290.00124089862229365
350.9982933039590380.003413392081924060.00170669604096203
360.9981090579659440.003781884068112420.00189094203405621
370.997027855667910.005944288664181590.0029721443320908
380.99452120562420.01095758875159890.00547879437579946
390.9907750519985230.0184498960029540.009224948001477
400.9949156578211160.01016868435776720.0050843421788836
410.996915331529630.00616933694073810.00308466847036905
420.9945827195617970.01083456087640640.00541728043820319
430.9936489081736020.01270218365279630.00635109182639814
440.9965318829107340.006936234178531580.00346811708926579
450.9929557958258650.01408840834827040.0070442041741352
460.9880149965233330.02397000695333370.0119850034766669
470.980401052344950.03919789531010220.0195989476550511
480.9635693567675720.0728612864648560.036430643232428
490.9553755833128960.08924883337420710.0446244166871036
500.9498357083237440.1003285833525110.0501642916762555
510.9347898227098960.1304203545802070.0652101772901036
520.9796129438965290.04077411220694160.0203870561034708
530.9997634552025510.0004730895948970250.000236544797448513
540.9991284522120880.001743095575823390.000871547787911695
550.9996527052705820.0006945894588364730.000347294729418237
560.9986267815401650.002746436919669230.00137321845983462


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level160.390243902439024NOK
5% type I error level290.707317073170732NOK
10% type I error level350.853658536585366NOK