Multiple Linear Regression - Estimated Regression Equation |
Prijs[t] = -410.836901193789 + 0.0050609473697613Geheugen[t] + 5.78979335655382Gewicht[t] -1.58380521951428Batterijduur[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) | -410.836901193789 | 67.218569 | -6.112 | 0 | 0 |
Geheugen | 0.0050609473697613 | 0.001836 | 2.7562 | 0.007878 | 0.003939 |
Gewicht | 5.78979335655382 | 0.562635 | 10.2905 | 0 | 0 |
Batterijduur | -1.58380521951428 | 3.767382 | -0.4204 | 0.675803 | 0.337901 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.873782425361155 |
R-squared | 0.763495726870023 |
Adjusted R-squared | 0.750825855095203 |
F-TEST (value) | 60.260730371982 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 56 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 88.2336825552115 |
Sum Squared Residuals | 435970.233286215 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 129.99 | 112.966034889678 | 17.0239651103223 |
2 | 59.99 | 73.692460696043 | -13.702460696043 |
3 | 49.99 | 76.0746051437857 | -26.0846051437857 |
4 | 84.99 | 121.727573070703 | -36.7375730707031 |
5 | 179.99 | 198.292798821423 | -18.3027988214235 |
6 | 329.99 | 256.193057641489 | 73.7969423585109 |
7 | 25.99 | -10.5207591688979 | 36.5107591688979 |
8 | 499.99 | 430.71891636475 | 69.2710836352502 |
9 | 89.99 | 170.135035515903 | -80.1450355159031 |
10 | 119.99 | 148.080032103506 | -28.0900321035057 |
11 | 79.99 | 33.9887059596744 | 46.0012940403255 |
12 | 199.99 | 197.04967363976 | 2.94032636023985 |
13 | 449.99 | 287.31065951535 | 162.67934048465 |
14 | 549.99 | 532.852689983092 | 17.137310016908 |
15 | 529.99 | 392.267118264895 | 137.722881735105 |
16 | 639.99 | 469.622690103326 | 170.367309896674 |
17 | 749.99 | 550.597848019507 | 199.392151980493 |
18 | 399.99 | 361.940293781959 | 38.0497062180405 |
19 | 169.99 | 210.459540660636 | -40.4695406606359 |
20 | 189.99 | 403.353754801495 | -213.363754801495 |
21 | 199.99 | 403.353754801495 | -203.363754801495 |
22 | 69.99 | 103.218596355635 | -33.2285963556354 |
23 | 69.99 | 103.218596355635 | -33.2285963556354 |
24 | 109.99 | 52.618347155619 | 57.371652844381 |
25 | 159.99 | 184.426334358445 | -24.4363343584445 |
26 | 159.99 | 184.426334358445 | -24.4363343584445 |
27 | 199.99 | 360.008097115595 | -160.018097115595 |
28 | 75 | 51.9529682301059 | 23.0470317698941 |
29 | 349.99 | 311.765435468224 | 38.2245645317761 |
30 | 439.99 | 435.470332023293 | 4.51966797670728 |
31 | 309.99 | 275.442870109387 | 34.5471298906132 |
32 | 379.99 | 272.275259670358 | 107.714740329642 |
33 | 349.99 | 217.544936543849 | 132.445063456151 |
34 | 169.99 | 204.669747304082 | -34.6797473040821 |
35 | 239.99 | 272.239561731549 | -32.2495617315489 |
36 | 229.99 | 263.863283396279 | -33.8732833962792 |
37 | 69.99 | 72.1166034278644 | -2.12660342786444 |
38 | 99.99 | 122.418256733065 | -22.428256733065 |
39 | 29.99 | -11.0468837827095 | 41.0368837827095 |
40 | 39.99 | 34.4924911077887 | 5.49750889221131 |
41 | 21.99 | -50.2978976339756 | 72.2878976339756 |
42 | 499.99 | 337.38847634185 | 162.60152365815 |
43 | 29.99 | -12.6734287754663 | 42.6634287754663 |
44 | 29.99 | 30.188100614903 | -0.198100614903008 |
45 | 49.99 | 122.434940818351 | -72.4449408183509 |
46 | 49.99 | 46.0619559261568 | 3.92804407384321 |
47 | 55.99 | 28.9778504934009 | 27.0121495065992 |
48 | 59.99 | 104.107961331777 | -44.117961331777 |
49 | 79.99 | 85.6764070165708 | -5.68640701657077 |
50 | 139.99 | 197.208937648922 | -57.2189376489215 |
51 | 159.99 | 172.213996178064 | -12.2239961780638 |
52 | 169.99 | 174.182840007809 | -4.19284000780886 |
53 | 229.99 | 461.146573364328 | -231.156573364328 |
54 | 249.99 | 224.867563908551 | 25.1224360914486 |
55 | 309.99 | 312.071446771733 | -2.08144677173276 |
56 | 499.99 | 425.680051080167 | 74.3099489198331 |
57 | 65.99 | 119.18485397823 | -53.1948539782295 |
58 | 89.99 | 223.520538672056 | -133.530538672056 |
59 | 89.99 | 134.473005191403 | -44.4830051914026 |
60 | 449.99 | 551.71817479309 | -101.72817479309 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.0158652522953062 | 0.0317305045906125 | 0.984134747704694 |
8 | 0.0233773159737127 | 0.0467546319474254 | 0.976622684026287 |
9 | 0.0132820227091656 | 0.0265640454183313 | 0.986717977290834 |
10 | 0.00454667803743402 | 0.00909335607486804 | 0.995453321962566 |
11 | 0.00131376287246595 | 0.0026275257449319 | 0.998686237127534 |
12 | 0.00423807187176332 | 0.00847614374352663 | 0.995761928128237 |
13 | 0.120673541802457 | 0.241347083604914 | 0.879326458197543 |
14 | 0.0929386764544638 | 0.185877352908928 | 0.907061323545536 |
15 | 0.0870236346567734 | 0.174047269313547 | 0.912976365343227 |
16 | 0.0783488461690018 | 0.156697692338004 | 0.921651153830998 |
17 | 0.165134931541517 | 0.330269863083035 | 0.834865068458483 |
18 | 0.12053745209541 | 0.24107490419082 | 0.87946254790459 |
19 | 0.09992263179282 | 0.19984526358564 | 0.90007736820718 |
20 | 0.771410237062366 | 0.457179525875269 | 0.228589762937634 |
21 | 0.960430215587178 | 0.0791395688256436 | 0.0395697844128218 |
22 | 0.943417978712992 | 0.113164042574016 | 0.056582021287008 |
23 | 0.921755547411611 | 0.156488905176778 | 0.0782444525883888 |
24 | 0.915125177882443 | 0.169749644235114 | 0.0848748221175569 |
25 | 0.88274092021581 | 0.234518159568378 | 0.117259079784189 |
26 | 0.843132466810472 | 0.313735066379056 | 0.156867533189528 |
27 | 0.929924873261471 | 0.140150253477057 | 0.0700751267385285 |
28 | 0.902330620257966 | 0.195338759484067 | 0.0976693797420337 |
29 | 0.878636413161227 | 0.242727173677547 | 0.121363586838773 |
30 | 0.835300479962513 | 0.329399040074975 | 0.164699520037487 |
31 | 0.795065222338715 | 0.409869555322569 | 0.204934777661285 |
32 | 0.840591167726573 | 0.318817664546853 | 0.159408832273427 |
33 | 0.916872085366328 | 0.166255829267344 | 0.0831279146336722 |
34 | 0.885493551740207 | 0.229012896519587 | 0.114506448259793 |
35 | 0.843663045388283 | 0.312673909223435 | 0.156336954611717 |
36 | 0.793895361425362 | 0.412209277149277 | 0.206104638574639 |
37 | 0.72983772150411 | 0.54032455699178 | 0.27016227849589 |
38 | 0.662035758189402 | 0.675928483621196 | 0.337964241810598 |
39 | 0.606177823320589 | 0.787644353358823 | 0.393822176679411 |
40 | 0.522979582515581 | 0.954040834968838 | 0.477020417484419 |
41 | 0.515482467395512 | 0.969035065208976 | 0.484517532604488 |
42 | 0.808666398815505 | 0.382667202368989 | 0.191333601184495 |
43 | 0.75624056834819 | 0.487518863303619 | 0.24375943165181 |
44 | 0.676479998814916 | 0.647040002370168 | 0.323520001185084 |
45 | 0.633473770218408 | 0.733052459563184 | 0.366526229781592 |
46 | 0.534806784648963 | 0.930386430702073 | 0.465193215351037 |
47 | 0.455792195100175 | 0.911584390200351 | 0.544207804899825 |
48 | 0.366417762021985 | 0.732835524043969 | 0.633582237978015 |
49 | 0.267737423338004 | 0.535474846676008 | 0.732262576661996 |
50 | 0.192614109330026 | 0.385228218660052 | 0.807385890669974 |
51 | 0.166149648271792 | 0.332299296543584 | 0.833850351728208 |
52 | 0.0989239754731023 | 0.197847950946205 | 0.901076024526898 |
53 | 0.441470841802867 | 0.882941683605734 | 0.558529158197133 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 3 | 0.0638297872340425 | NOK |
5% type I error level | 6 | 0.127659574468085 | NOK |
10% type I error level | 7 | 0.148936170212766 | NOK |