Multiple Linear Regression - Estimated Regression Equation |
verkeersongevallen[t] = + 3889.45084171545 + 2.17308317017715`auto-inschrijvingen`[t] + 14.7835594758766verkeersdoden[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) | 3889.45084171545 | 622.897243 | 6.2441 | 0 | 0 |
`auto-inschrijvingen` | 2.17308317017715 | 3.454029 | 0.6291 | 0.531768 | 0.265884 |
verkeersdoden | 14.7835594758766 | 4.453208 | 3.3198 | 0.001575 | 0.000788 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.404441382489583 |
R-squared | 0.163572831870085 |
Adjusted R-squared | 0.134224510181316 |
F-TEST (value) | 5.57349866901184 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 57 |
p-value | 0.00615462684554358 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 553.630123409475 |
Sum Squared Residuals | 17470859.8721443 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 5124 | 5598.7488807922 | -474.748880792199 |
2 | 4742 | 5756.9826038511 | -1014.9826038511 |
3 | 5434 | 5719.61164455859 | -285.611644558594 |
4 | 5684 | 5899.82857564365 | -215.828575643655 |
5 | 6332 | 5900.7393961686 | 431.260603831395 |
6 | 6334 | 6020.53532543677 | 313.464674563232 |
7 | 5636 | 6158.43370953496 | -522.43370953496 |
8 | 5940 | 5635.54382370628 | 304.456176293717 |
9 | 6195 | 6155.2348564393 | 39.7651435607026 |
10 | 6022 | 5861.75848092364 | 160.241519076356 |
11 | 4535 | 5707.51461323435 | -1172.51461323435 |
12 | 4320 | 5489.33609224946 | -1169.33609224946 |
13 | 4872 | 5604.09459072167 | -732.094590721672 |
14 | 4662 | 5242.68081738012 | -580.680817380125 |
15 | 4663 | 5353.42368216133 | -690.42368216133 |
16 | 5491 | 5529.10966016741 | -38.1096601674089 |
17 | 6018 | 5608.15391008356 | 409.846089916437 |
18 | 6393 | 6011.33876279142 | 381.661237208583 |
19 | 5610 | 5630.48046525061 | -20.4804652506087 |
20 | 5777 | 5262.12796267752 | 514.872037322476 |
21 | 6094 | 5595.15460122872 | 498.845398771276 |
22 | 6478 | 5580.18640435254 | 897.813595647455 |
23 | 5216 | 5293.56835399113 | -77.5683539911317 |
24 | 5201 | 5247.09487198288 | -46.0948719828848 |
25 | 4784 | 5243.44986481488 | -459.449864814883 |
26 | 4205 | 5473.72189231845 | -1268.72189231845 |
27 | 4681 | 5507.94997599359 | -826.949975993587 |
28 | 4896 | 5414.35078834939 | -518.350788349394 |
29 | 5752 | 5392.66341831103 | 359.336581688974 |
30 | 6452 | 5464.99471563786 | 987.005284362143 |
31 | 5995 | 5574.31675737157 | 420.683242628427 |
32 | 5601 | 5279.64533545065 | 321.354664549355 |
33 | 6119 | 5902.05635923889 | 216.943640761106 |
34 | 6569 | 5581.54675441708 | 987.453245582925 |
35 | 5798 | 5428.90864585222 | 369.091354147782 |
36 | 5492 | 5566.02472000915 | -74.0247200091459 |
37 | 5018 | 5299.07030190137 | -281.070301901374 |
38 | 4773 | 5276.15731295503 | -503.157312955027 |
39 | 5502 | 5545.52505576577 | -43.5250557657656 |
40 | 5908 | 5583.48274751422 | 324.517252485781 |
41 | 5902 | 5472.72002630784 | 429.279973692164 |
42 | 6125 | 5535.79833549605 | 589.201664503947 |
43 | 5419 | 5668.4007665702 | -249.4007665702 |
44 | 5559 | 5437.97257575503 | 121.027424244973 |
45 | 5962 | 5289.66354754181 | 672.336452458192 |
46 | 6023 | 5571.77634847647 | 451.223651523526 |
47 | 5346 | 5600.36363092596 | -254.363630925962 |
48 | 5379 | 5479.72896622327 | -100.728966223272 |
49 | 4859 | 5239.57315910845 | -380.573159108448 |
50 | 5156 | 5296.87541323033 | -140.875413230334 |
51 | 5010 | 5325.22777868996 | -315.227778689958 |
52 | 5508 | 5257.06198312371 | 250.938016876289 |
53 | 6426 | 5413.72276731321 | 1012.27723268679 |
54 | 6043 | 5453.26209026375 | 589.737909736253 |
55 | 5499 | 5640.90467054879 | -141.904670548787 |
56 | 5191 | 5449.39010406946 | -258.39010406946 |
57 | 5790 | 5190.29625047235 | 599.70374952765 |
58 | 5949 | 5379.95515326267 | 569.044846737332 |
59 | 5219 | 5262.63668814683 | -43.6366881468302 |
60 | 4729 | 5051.12301324488 | -322.123013244879 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.489421512698125 | 0.97884302539625 | 0.510578487301875 |
7 | 0.592376400741868 | 0.815247198516264 | 0.407623599258132 |
8 | 0.635946078481242 | 0.728107843037517 | 0.364053921518758 |
9 | 0.508915824973314 | 0.982168350053373 | 0.491084175026686 |
10 | 0.411699692429806 | 0.823399384859611 | 0.588300307570194 |
11 | 0.621148579227696 | 0.757702841544609 | 0.378851420772304 |
12 | 0.65552246490347 | 0.68895507019306 | 0.34447753509653 |
13 | 0.628067829361947 | 0.743864341276107 | 0.371932170638053 |
14 | 0.575393688098539 | 0.849212623802922 | 0.424606311901461 |
15 | 0.524020041256951 | 0.951959917486098 | 0.475979958743049 |
16 | 0.471253402095036 | 0.942506804190072 | 0.528746597904964 |
17 | 0.549427354934394 | 0.901145290131211 | 0.450572645065606 |
18 | 0.475329808915508 | 0.950659617831016 | 0.524670191084492 |
19 | 0.445290901751864 | 0.890581803503729 | 0.554709098248136 |
20 | 0.643160899937504 | 0.713678200124992 | 0.356839100062496 |
21 | 0.678763275931664 | 0.642473448136672 | 0.321236724068336 |
22 | 0.822597998672075 | 0.354804002655851 | 0.177402001327925 |
23 | 0.771802902164372 | 0.456394195671256 | 0.228197097835628 |
24 | 0.719178344526414 | 0.561643310947171 | 0.280821655473586 |
25 | 0.679480931830254 | 0.641038136339491 | 0.320519068169746 |
26 | 0.894144938883546 | 0.211710122232907 | 0.105855061116454 |
27 | 0.939538292563158 | 0.120923414873685 | 0.0604617074368424 |
28 | 0.945040078898322 | 0.109919842203356 | 0.0549599211016781 |
29 | 0.93853634030259 | 0.122927319394819 | 0.0614636596974096 |
30 | 0.978417787322626 | 0.0431644253547481 | 0.0215822126773741 |
31 | 0.972744989789958 | 0.0545100204200839 | 0.027255010210042 |
32 | 0.964842219656345 | 0.07031556068731 | 0.035157780343655 |
33 | 0.948354019242154 | 0.103291961515692 | 0.0516459807578459 |
34 | 0.978920229924606 | 0.0421595401507881 | 0.021079770075394 |
35 | 0.972173365274139 | 0.0556532694517227 | 0.0278266347258614 |
36 | 0.95683610339797 | 0.0863277932040614 | 0.0431638966020307 |
37 | 0.946580466737853 | 0.106839066524294 | 0.0534195332621469 |
38 | 0.954100877077411 | 0.0917982458451774 | 0.0458991229225887 |
39 | 0.939335839301924 | 0.121328321396151 | 0.0606641606980757 |
40 | 0.915190711877155 | 0.169618576245691 | 0.0848092881228454 |
41 | 0.891001054816999 | 0.217997890366002 | 0.108998945183001 |
42 | 0.879634274913768 | 0.240731450172463 | 0.120365725086232 |
43 | 0.855548321592654 | 0.288903356814692 | 0.144451678407346 |
44 | 0.796211524825561 | 0.407576950348878 | 0.203788475174439 |
45 | 0.85658836391407 | 0.286823272171859 | 0.14341163608593 |
46 | 0.819595414075921 | 0.360809171848158 | 0.180404585924079 |
47 | 0.767977771439452 | 0.464044457121097 | 0.232022228560548 |
48 | 0.678788428941255 | 0.642423142117489 | 0.321211571058745 |
49 | 0.684996446690913 | 0.630007106618174 | 0.315003553309087 |
50 | 0.65638853984531 | 0.687222920309381 | 0.343611460154691 |
51 | 0.778415974162842 | 0.443168051674316 | 0.221584025837158 |
52 | 0.956747622288836 | 0.0865047554223288 | 0.0432523777111644 |
53 | 0.978057226672044 | 0.0438855466559113 | 0.0219427733279557 |
54 | 0.959056323977352 | 0.0818873520452968 | 0.0409436760226484 |
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 | 3 | 0.0612244897959184 | NOK |
10% type I error level | 10 | 0.204081632653061 | NOK |