Multiple Linear Regression - Estimated Regression Equation |
Prijs[t] = -424.990392478357 + 0.00493114310689804Geheugen[t] + 5.81527505280098Gewicht[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) | -424.990392478357 | 57.758079 | -7.3581 | 0 | 0 |
Geheugen | 0.00493114310689804 | 0.001797 | 2.7442 | 0.008097 | 0.004048 |
Gewicht | 5.81527505280098 | 0.555306 | 10.4722 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.873355208862287 |
R-squared | 0.762749320846888 |
Adjusted R-squared | 0.754424735613446 |
F-TEST (value) | 91.6261050199451 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 57 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 87.594175149392 |
Sum Squared Residuals | 437346.152645835 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 129.99 | 121.793396778143 | 8.19660322185683 |
2 | 59.99 | 72.2747982534099 | -12.2847982534099 |
3 | 49.99 | 75.197229209131 | -25.207229209131 |
4 | 84.99 | 121.842708209211 | -36.8527082092114 |
5 | 179.99 | 211.399333547682 | -31.409333547682 |
6 | 329.99 | 268.608778412506 | 61.3812215874939 |
7 | 25.99 | -6.21169038697586 | 32.2016903869759 |
8 | 499.99 | 428.597259768965 | 71.392740231035 |
9 | 89.99 | 172.854400951332 | -82.8644009513324 |
10 | 119.99 | 155.472680653319 | -35.4826806533191 |
11 | 79.99 | 40.8627980634046 | 39.1272019365954 |
12 | 199.99 | 192.691135753913 | 7.29886424608687 |
13 | 449.99 | 285.735536598729 | 164.254463401271 |
14 | 549.99 | 530.993463450194 | 18.9965365498065 |
15 | 529.99 | 399.52088450496 | 130.46911549504 |
16 | 639.99 | 468.046404624149 | 171.943595375851 |
17 | 749.99 | 546.944694334518 | 203.045305665482 |
18 | 399.99 | 360.712788253673 | 39.2772117463275 |
19 | 169.99 | 210.136960912316 | -40.1469609123161 |
20 | 189.99 | 399.52088450496 | -209.53088450496 |
21 | 199.99 | 399.52088450496 | -199.53088450496 |
22 | 69.99 | 98.4829851358695 | -28.4929851358695 |
23 | 69.99 | 98.4829851358695 | -28.4929851358695 |
24 | 109.99 | 46.0715425140571 | 63.9184574859429 |
25 | 159.99 | 180.429399330628 | -20.4393993306282 |
26 | 159.99 | 180.429399330628 | -20.4393993306282 |
27 | 199.99 | 365.002882756674 | -165.012882756674 |
28 | 75 | 46.1948210917296 | 28.8051789082704 |
29 | 349.99 | 310.259009445299 | 39.7309905547013 |
30 | 439.99 | 428.597259768965 | 11.392740231035 |
31 | 309.99 | 275.367359128493 | 34.6226408715072 |
32 | 379.99 | 275.367359128493 | 104.622640871507 |
33 | 349.99 | 217.214608600483 | 132.775391399517 |
34 | 169.99 | 204.321685859515 | -34.3316858595151 |
35 | 239.99 | 273.789393334285 | -33.7993933342855 |
36 | 229.99 | 263.736809022891 | -33.7468090228909 |
37 | 69.99 | 69.623580168568 | 0.366419831431951 |
38 | 99.99 | 121.744085347073 | -21.7540853470734 |
39 | 29.99 | -2.76197450015051 | 32.7519745001505 |
40 | 39.99 | 28.6602353574025 | 11.3297646425975 |
41 | 21.99 | -46.958064901438 | 68.9480649014379 |
42 | 499.99 | 331.291232972185 | 168.698767027815 |
43 | 29.99 | -17.9162076391813 | 47.9062076391813 |
44 | 29.99 | 31.5284237389478 | -1.53842373894779 |
45 | 49.99 | 118.895621537956 | -68.9056215379557 |
46 | 49.99 | 40.2809231767906 | 9.70907682320938 |
47 | 55.99 | 33.3025931134294 | 22.6874068865706 |
48 | 59.99 | 100.173325077534 | -40.1833250775339 |
49 | 79.99 | 85.1571639454962 | -5.16716394549621 |
50 | 139.99 | 197.4955264698 | -57.5055264698 |
51 | 159.99 | 177.2826519841 | -17.2926519841001 |
52 | 169.99 | 174.209770543062 | -4.2197705430616 |
53 | 229.99 | 465.530843595304 | -235.540843595304 |
54 | 249.99 | 223.804852406508 | 26.185147593492 |
55 | 309.99 | 320.627186915535 | -10.6371869155348 |
56 | 499.99 | 421.524204201741 | 78.4657957982586 |
57 | 65.99 | 121.679980486684 | -55.6899804866837 |
58 | 89.99 | 220.741833251683 | -130.751833251683 |
59 | 89.99 | 127.953851848426 | -37.9638518484262 |
60 | 449.99 | 555.275530416164 | -105.285530416164 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.0258257041869499 | 0.0516514083738998 | 0.97417429581305 |
7 | 0.00588589811054431 | 0.0117717962210886 | 0.994114101889456 |
8 | 0.0220313848100264 | 0.0440627696200527 | 0.977968615189974 |
9 | 0.0292537920819563 | 0.0585075841639127 | 0.970746207918044 |
10 | 0.0123283464210524 | 0.0246566928421047 | 0.987671653578948 |
11 | 0.00675395841591199 | 0.013507916831824 | 0.993246041584088 |
12 | 0.00326422165660896 | 0.00652844331321792 | 0.996735778343391 |
13 | 0.0846278752156591 | 0.169255750431318 | 0.915372124784341 |
14 | 0.0637143288452974 | 0.127428657690595 | 0.936285671154703 |
15 | 0.0566175648413986 | 0.113235129682797 | 0.943382435158601 |
16 | 0.0520986897834149 | 0.10419737956683 | 0.947901310216585 |
17 | 0.130952692846778 | 0.261905385693556 | 0.869047307153222 |
18 | 0.0945012104324363 | 0.189002420864873 | 0.905498789567564 |
19 | 0.0795086695577745 | 0.159017339115549 | 0.920491330442226 |
20 | 0.766897331914945 | 0.46620533617011 | 0.233102668085055 |
21 | 0.963963855738449 | 0.0720722885231019 | 0.0360361442615509 |
22 | 0.94761530481637 | 0.104769390367261 | 0.0523846951836303 |
23 | 0.926106728463517 | 0.147786543072965 | 0.0738932715364827 |
24 | 0.911873013969129 | 0.176253972061742 | 0.0881269860308708 |
25 | 0.877988354720331 | 0.244023290559339 | 0.122011645279669 |
26 | 0.836138783058044 | 0.327722433883911 | 0.163861216941956 |
27 | 0.931509588074372 | 0.136980823851257 | 0.0684904119256284 |
28 | 0.904274163597221 | 0.191451672805558 | 0.0957258364027788 |
29 | 0.88033928195687 | 0.239321436086259 | 0.11966071804313 |
30 | 0.841305399451496 | 0.317389201097009 | 0.158694600548504 |
31 | 0.802634419773423 | 0.394731160453153 | 0.197365580226577 |
32 | 0.843955514282334 | 0.312088971435333 | 0.156044485717666 |
33 | 0.918072807711094 | 0.163854384577812 | 0.081927192288906 |
34 | 0.888223392801288 | 0.223553214397424 | 0.111776607198712 |
35 | 0.849211997076192 | 0.301576005847615 | 0.150788002923808 |
36 | 0.802619507875054 | 0.394760984249893 | 0.197380492124946 |
37 | 0.741237866636986 | 0.517524266726028 | 0.258762133363014 |
38 | 0.676768616233975 | 0.64646276753205 | 0.323231383766025 |
39 | 0.605475523498395 | 0.789048953003211 | 0.394524476501605 |
40 | 0.523086351335091 | 0.953827297329819 | 0.476913648664909 |
41 | 0.486516476991277 | 0.973032953982554 | 0.513483523008723 |
42 | 0.836069302458452 | 0.327861395083095 | 0.163930697541548 |
43 | 0.79346108457633 | 0.413077830847341 | 0.20653891542367 |
44 | 0.72154136017434 | 0.55691727965132 | 0.27845863982566 |
45 | 0.680639202314932 | 0.638721595370136 | 0.319360797685068 |
46 | 0.591376390299279 | 0.817247219401443 | 0.408623609700721 |
47 | 0.505224070467724 | 0.989551859064552 | 0.494775929532276 |
48 | 0.413334227597 | 0.826668455194 | 0.586665772403 |
49 | 0.314276851273776 | 0.628553702547552 | 0.685723148726224 |
50 | 0.237632259540352 | 0.475264519080704 | 0.762367740459648 |
51 | 0.186070251954676 | 0.372140503909353 | 0.813929748045324 |
52 | 0.117169817700059 | 0.234339635400119 | 0.882830182299941 |
53 | 0.593418364121283 | 0.813163271757434 | 0.406581635878717 |
54 | 0.429609682118829 | 0.859219364237659 | 0.570390317881171 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 1 | 0.0204081632653061 | NOK |
5% type I error level | 5 | 0.102040816326531 | NOK |
10% type I error level | 8 | 0.163265306122449 | NOK |