Multiple Linear Regression - Estimated Regression Equation |
Sterftecijfers[t] = + 9702.03898923781 -96.543200381713Temperatuur[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) | 9702.03898923781 | 136.447244 | 71.1047 | 0 | 0 |
Temperatuur | -96.543200381713 | 10.99678 | -8.7792 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.671217338794935 |
R-squared | 0.450532715898954 |
Adjusted R-squared | 0.444687319259582 |
F-TEST (value) | 77.0747895642021 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 94 |
p-value | 7.22755189030977e-14 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 596.998497817071 |
Sum Squared Residuals | 33502277.4012089 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 12008 | 9315.86618771096 | 2692.13381228904 |
2 | 9169 | 9132.4341069857 | 36.5658930142972 |
3 | 8788 | 9016.58226652765 | -228.582266527648 |
4 | 8417 | 8688.33538522982 | -271.335385229823 |
5 | 8247 | 8244.23666347394 | 2.76333652605727 |
6 | 8197 | 8080.11322282503 | 116.88677717497 |
7 | 8236 | 8224.9280233976 | 11.0719766023999 |
8 | 8253 | 7925.64410221429 | 327.35589778571 |
9 | 7733 | 8147.69346309223 | -414.69346309223 |
10 | 8366 | 8611.10082492445 | -245.100824924452 |
11 | 8626 | 8939.34770622228 | -313.347706222277 |
12 | 8863 | 9161.39706710022 | -298.397067100217 |
13 | 10102 | 9373.79210793999 | 728.207892060014 |
14 | 8463 | 9238.63162740559 | -775.631627405588 |
15 | 9114 | 9074.50818675668 | 39.4918132433245 |
16 | 8563 | 8881.42178599325 | -318.421785993249 |
17 | 8872 | 8244.23666347394 | 627.763336526057 |
18 | 8301 | 8186.31074324492 | 114.689256755085 |
19 | 8301 | 7896.68114209978 | 404.318857900224 |
20 | 8278 | 7848.40954190892 | 429.590458091081 |
21 | 7736 | 8456.63170431371 | -720.631704313711 |
22 | 7973 | 8311.81690374114 | -338.816903741142 |
23 | 8268 | 9103.47114687119 | -835.471146871189 |
24 | 9476 | 9383.44642797816 | 92.5535720218427 |
25 | 11100 | 9257.94026748193 | 1842.05973251807 |
26 | 8962 | 9016.58226652765 | -54.5822665276476 |
27 | 9173 | 8949.00202626045 | 223.997973739552 |
28 | 8738 | 8746.26130545885 | -8.26130545885086 |
29 | 8459 | 8389.05146404651 | 69.9485359534875 |
30 | 8078 | 8051.15026271052 | 26.8497372894837 |
31 | 8411 | 7983.57002244332 | 427.429977556683 |
32 | 8291 | 7906.33546213795 | 384.664537862053 |
33 | 7810 | 8282.85394362663 | -472.853943626628 |
34 | 8616 | 8688.33538522982 | -72.3353852298231 |
35 | 8312 | 8871.76746595508 | -559.767465955078 |
36 | 9692 | 9277.24890755827 | 414.751092441727 |
37 | 9911 | 9479.98962835987 | 431.01037164013 |
38 | 8915 | 9431.71802816901 | -516.718028169014 |
39 | 9452 | 8852.45882587874 | 599.541174121265 |
40 | 9112 | 8669.02674515348 | 442.97325484652 |
41 | 8472 | 8360.088503932 | 111.911496068002 |
42 | 8230 | 7838.75522187075 | 391.244778129252 |
43 | 8384 | 7819.4465817944 | 564.553418205595 |
44 | 8625 | 7732.55770145086 | 892.442298549136 |
45 | 8221 | 8224.9280233976 | -3.92802339760003 |
46 | 8649 | 8939.34770622228 | -290.347706222277 |
47 | 8625 | 8900.7304260696 | -275.730426069592 |
48 | 10443 | 9267.5945875201 | 1175.4054124799 |
49 | 10357 | 9393.10074801633 | 963.899251983671 |
50 | 8586 | 9219.32298732925 | -633.322987329245 |
51 | 8892 | 9064.8538667185 | -172.853866718504 |
52 | 8329 | 8630.4094650008 | -301.409465000795 |
53 | 8101 | 8466.28602435188 | -365.286024351883 |
54 | 7922 | 8128.38482301589 | -206.384823015887 |
55 | 8120 | 8022.187302596 | 97.8126974039972 |
56 | 7838 | 7877.37250202343 | -39.3725020234331 |
57 | 7735 | 8176.65642320674 | -441.656423206744 |
58 | 8406 | 8572.48354477177 | -166.483544771767 |
59 | 8209 | 9084.16250679485 | -875.162506794847 |
60 | 9451 | 9422.06370813084 | 28.9362918691574 |
61 | 10041 | 9248.28594744376 | 792.714052556241 |
62 | 9411 | 9470.3353083217 | -59.3353083216992 |
63 | 10405 | 9006.92794648948 | 1398.07205351052 |
64 | 8467 | 8669.02674515348 | -202.026745153481 |
65 | 8464 | 8408.36010412286 | 55.639895877145 |
66 | 8102 | 7935.29842225246 | 166.701577747539 |
67 | 7627 | 7925.64410221429 | -298.64410221429 |
68 | 7513 | 8080.11322282503 | -567.11322282503 |
69 | 7510 | 8099.42186290137 | -589.421862901373 |
70 | 8291 | 8340.77986385566 | -49.7798638556558 |
71 | 8064 | 9113.12546690936 | -1049.12546690936 |
72 | 9383 | 9364.13778790181 | 18.8622120981853 |
73 | 9706 | 9537.9155485889 | 168.084451411102 |
74 | 8579 | 9479.98962835987 | -900.98962835987 |
75 | 9474 | 9267.5945875201 | 206.405412479898 |
76 | 8318 | 8804.18722568788 | -486.187225687879 |
77 | 8213 | 8331.12554381748 | -118.125543817485 |
78 | 8059 | 8031.84162263417 | 27.1583773658262 |
79 | 9111 | 7481.54538045841 | 1629.45461954159 |
80 | 7708 | 8128.38482301589 | -420.384823015887 |
81 | 7680 | 7925.64410221429 | -245.64410221429 |
82 | 8014 | 8331.12554381748 | -317.125543817485 |
83 | 8007 | 8823.49586576422 | -816.495865764221 |
84 | 8718 | 9132.4341069857 | -414.434106985703 |
85 | 9486 | 9006.92794648948 | 479.072053510524 |
86 | 9113 | 9045.54522664216 | 67.4547733578384 |
87 | 9025 | 8929.69338618411 | 95.3066138158942 |
88 | 8476 | 8321.47122377931 | 154.528776220687 |
89 | 7952 | 8292.5082636648 | -340.508263664799 |
90 | 7759 | 8012.53298255783 | -253.532982557831 |
91 | 7835 | 8041.49594267235 | -206.495942672345 |
92 | 7600 | 8041.49594267235 | -441.495942672345 |
93 | 7651 | 8340.77986385566 | -689.779863855656 |
94 | 8319 | 8697.989705268 | -378.989705267994 |
95 | 8812 | 9045.54522664216 | -233.545226642162 |
96 | 8630 | 9306.21186767279 | -676.211867672787 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.996912310741485 | 0.00617537851702912 | 0.00308768925851456 |
6 | 0.99576888704395 | 0.00846222591210225 | 0.00423111295605113 |
7 | 0.990641676620488 | 0.0187166467590238 | 0.0093583233795119 |
8 | 0.988192124098862 | 0.0236157518022763 | 0.0118078759011381 |
9 | 0.981018507081119 | 0.0379629858377623 | 0.0189814929188811 |
10 | 0.974725748582996 | 0.0505485028340079 | 0.0252742514170039 |
11 | 0.976276517658776 | 0.0474469646824473 | 0.0237234823412237 |
12 | 0.977266622165798 | 0.0454667556684042 | 0.0227333778342021 |
13 | 0.968662011127835 | 0.0626759777443297 | 0.0313379888721649 |
14 | 0.985551594726278 | 0.0288968105474443 | 0.0144484052737222 |
15 | 0.977074808856398 | 0.0458503822872033 | 0.0229251911436017 |
16 | 0.969635077995494 | 0.0607298440090116 | 0.0303649220045058 |
17 | 0.970307320035769 | 0.0593853599284626 | 0.0296926799642313 |
18 | 0.956016005673546 | 0.0879679886529078 | 0.0439839943264539 |
19 | 0.945855842432521 | 0.108288315134958 | 0.0541441575674789 |
20 | 0.933240774084873 | 0.133518451830254 | 0.066759225915127 |
21 | 0.943498353199587 | 0.113003293600825 | 0.0565016468004126 |
22 | 0.928769028149864 | 0.142461943700272 | 0.0712309718501358 |
23 | 0.94881836449902 | 0.102363271001961 | 0.0511816355009806 |
24 | 0.928669061412514 | 0.142661877174973 | 0.0713309385874863 |
25 | 0.99499295462712 | 0.0100140907457608 | 0.00500704537288041 |
26 | 0.992362956591972 | 0.0152740868160564 | 0.00763704340802819 |
27 | 0.988719500805337 | 0.0225609983893251 | 0.0112804991946626 |
28 | 0.98321016004066 | 0.0335796799186813 | 0.0167898399593406 |
29 | 0.97548758780039 | 0.0490248243992211 | 0.0245124121996106 |
30 | 0.964980706524795 | 0.07003858695041 | 0.035019293475205 |
31 | 0.95854056673585 | 0.0829188665282997 | 0.0414594332641498 |
32 | 0.949446868367023 | 0.101106263265954 | 0.0505531316329768 |
33 | 0.943489006521618 | 0.113021986956763 | 0.0565109934783816 |
34 | 0.924835916836103 | 0.150328166327794 | 0.0751640831638969 |
35 | 0.924269320360756 | 0.151461359278489 | 0.0757306796392444 |
36 | 0.910331892954536 | 0.179336214090928 | 0.0896681070454642 |
37 | 0.896307482055043 | 0.207385035889914 | 0.103692517944957 |
38 | 0.8938164730616 | 0.212367053876802 | 0.106183526938401 |
39 | 0.892462669285515 | 0.215074661428969 | 0.107537330714485 |
40 | 0.878897694172366 | 0.242204611655268 | 0.121102305827634 |
41 | 0.847490152391585 | 0.30501969521683 | 0.152509847608415 |
42 | 0.826287014756035 | 0.34742597048793 | 0.173712985243965 |
43 | 0.821712638514576 | 0.356574722970848 | 0.178287361485424 |
44 | 0.866643256083942 | 0.266713487832117 | 0.133356743916058 |
45 | 0.83371071754518 | 0.332578564909638 | 0.166289282454819 |
46 | 0.805439235238106 | 0.389121529523789 | 0.194560764761894 |
47 | 0.772858359525751 | 0.454283280948498 | 0.227141640474249 |
48 | 0.887423153628926 | 0.225153692742147 | 0.112576846371074 |
49 | 0.937572811942139 | 0.124854376115723 | 0.0624271880578614 |
50 | 0.939184377556533 | 0.121631244886934 | 0.0608156224434671 |
51 | 0.92146246346294 | 0.157075073074119 | 0.0785375365370597 |
52 | 0.903368405261874 | 0.193263189476251 | 0.0966315947381257 |
53 | 0.885371462697106 | 0.229257074605789 | 0.114628537302894 |
54 | 0.857224259840224 | 0.285551480319551 | 0.142775740159776 |
55 | 0.823154116744612 | 0.353691766510776 | 0.176845883255388 |
56 | 0.781742537901232 | 0.436514924197536 | 0.218257462098768 |
57 | 0.757676417837725 | 0.48464716432455 | 0.242323582162275 |
58 | 0.710950670981379 | 0.578098658037242 | 0.289049329018621 |
59 | 0.75754265370926 | 0.484914692581479 | 0.24245734629074 |
60 | 0.710903252498078 | 0.578193495003844 | 0.289096747501922 |
61 | 0.780500983007377 | 0.438998033985246 | 0.219499016992623 |
62 | 0.737674607515999 | 0.524650784968002 | 0.262325392484001 |
63 | 0.956494512378877 | 0.0870109752422463 | 0.0435054876211231 |
64 | 0.940510906860676 | 0.118978186278648 | 0.0594890931393238 |
65 | 0.921646020844376 | 0.156707958311248 | 0.078353979155624 |
66 | 0.899374323300343 | 0.201251353399315 | 0.100625676699657 |
67 | 0.873697019698274 | 0.252605960603452 | 0.126302980301726 |
68 | 0.867707774176625 | 0.264584451646749 | 0.132292225823375 |
69 | 0.866543513452468 | 0.266912973095065 | 0.133456486547532 |
70 | 0.826032853536911 | 0.347934292926178 | 0.173967146463089 |
71 | 0.877745460911518 | 0.244509078176965 | 0.122254539088482 |
72 | 0.853633389909255 | 0.29273322018149 | 0.146366610090745 |
73 | 0.859576215502807 | 0.280847568994387 | 0.140423784497193 |
74 | 0.859703546078976 | 0.280592907842047 | 0.140296453921024 |
75 | 0.864726570241067 | 0.270546859517867 | 0.135273429758933 |
76 | 0.829777395785758 | 0.340445208428483 | 0.170222604214242 |
77 | 0.775339278800013 | 0.449321442399974 | 0.224660721199987 |
78 | 0.710490686957142 | 0.579018626085716 | 0.289509313042858 |
79 | 0.995043055227032 | 0.00991388954593584 | 0.00495694477296792 |
80 | 0.991192514544408 | 0.0176149709111831 | 0.00880748545559155 |
81 | 0.983788781086638 | 0.0324224378267241 | 0.016211218913362 |
82 | 0.971184123973519 | 0.057631752052962 | 0.028815876026481 |
83 | 0.980733487451556 | 0.0385330250968875 | 0.0192665125484437 |
84 | 0.970805841674143 | 0.0583883166517143 | 0.0291941583258571 |
85 | 0.987951429761491 | 0.0240971404770173 | 0.0120485702385086 |
86 | 0.984743744407795 | 0.03051251118441 | 0.015256255592205 |
87 | 0.9887079972916 | 0.0225840054167991 | 0.0112920027083995 |
88 | 0.996299269824962 | 0.00740146035007704 | 0.00370073017503852 |
89 | 0.987896363193067 | 0.0242072736138668 | 0.0121036368069334 |
90 | 0.96625168627231 | 0.0674966274553817 | 0.0337483137276909 |
91 | 0.933999347301896 | 0.132001305396208 | 0.0660006526981042 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 4 | 0.0459770114942529 | NOK |
5% type I error level | 23 | 0.264367816091954 | NOK |
10% type I error level | 34 | 0.390804597701149 | NOK |