Multiple Linear Regression - Estimated Regression Equation |
Gasverbruik[t] = + 222.10197368421 + 57.3933357699804M1[t] + 42.1313352826511M2[t] -9.68622076023393M3[t] -59.9482212475634M4[t] -122.876888401559M5[t] -155.027777777778M6[t] -161.734222709552M7[t] -166.329556530214M8[t] -163.147112573099M9[t] -144.52022417154M10[t] -88.1685550682261M11[t] -0.29355506822612t + 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) | 222.10197368421 | 6.560577 | 33.854 | 0 | 0 |
M1 | 57.3933357699804 | 8.111878 | 7.0752 | 0 | 0 |
M2 | 42.1313352826511 | 8.11031 | 5.1948 | 1e-06 | 1e-06 |
M3 | -9.68622076023393 | 8.10909 | -1.1945 | 0.235324 | 0.117662 |
M4 | -59.9482212475634 | 8.108218 | -7.3935 | 0 | 0 |
M5 | -122.876888401559 | 8.107695 | -15.1556 | 0 | 0 |
M6 | -155.027777777778 | 8.107521 | -19.1215 | 0 | 0 |
M7 | -161.734222709552 | 8.107695 | -19.9482 | 0 | 0 |
M8 | -166.329556530214 | 8.108218 | -20.5137 | 0 | 0 |
M9 | -163.147112573099 | 8.10909 | -20.119 | 0 | 0 |
M10 | -144.52022417154 | 8.11031 | -17.8193 | 0 | 0 |
M11 | -88.1685550682261 | 8.34274 | -10.5683 | 0 | 0 |
t | -0.29355506822612 | 0.053164 | -5.5217 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.982436118051623 |
R-squared | 0.965180726052343 |
Adjusted R-squared | 0.96068791651071 |
F-TEST (value) | 214.827874876152 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 93 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 16.6851407940225 |
Sum Squared Residuals | 25890.634868421 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 302 | 279.201754385965 | 22.7982456140346 |
2 | 262 | 263.646198830409 | -1.64619883040935 |
3 | 218 | 211.535087719298 | 6.46491228070171 |
4 | 175 | 160.979532163743 | 14.0204678362573 |
5 | 100 | 97.7573099415205 | 2.24269005847947 |
6 | 77 | 65.312865497076 | 11.687134502924 |
7 | 43 | 58.3128654970759 | -15.3128654970759 |
8 | 47 | 53.4239766081871 | -6.4239766081871 |
9 | 49 | 56.312865497076 | -7.31286549707596 |
10 | 69 | 74.6461988304094 | -5.64619883040938 |
11 | 152 | 130.704312865497 | 21.295687134503 |
12 | 205 | 218.579312865497 | -13.5793128654971 |
13 | 246 | 275.679093567251 | -29.6790935672514 |
14 | 294 | 260.123538011696 | 33.8764619883041 |
15 | 242 | 208.012426900585 | 33.9875730994152 |
16 | 181 | 157.456871345029 | 23.5431286549708 |
17 | 107 | 94.234649122807 | 12.765350877193 |
18 | 56 | 61.7902046783626 | -5.79020467836256 |
19 | 49 | 54.7902046783626 | -5.79020467836257 |
20 | 47 | 49.9013157894737 | -2.90131578947368 |
21 | 47 | 52.7902046783626 | -5.79020467836257 |
22 | 71 | 71.1235380116959 | -0.123538011695893 |
23 | 151 | 127.181652046784 | 23.8183479532164 |
24 | 244 | 215.056652046784 | 28.9433479532164 |
25 | 280 | 272.156432748538 | 7.84356725146206 |
26 | 230 | 256.600877192982 | -26.6008771929824 |
27 | 185 | 204.489766081871 | -19.4897660818713 |
28 | 148 | 153.934210526316 | -5.93421052631577 |
29 | 98 | 90.7119883040936 | 7.28801169590645 |
30 | 61 | 58.2675438596491 | 2.73245614035088 |
31 | 46 | 51.2675438596491 | -5.26754385964912 |
32 | 45 | 46.3786549707602 | -1.37865497076023 |
33 | 55 | 49.2675438596491 | 5.73245614035088 |
34 | 48 | 67.6008771929824 | -19.6008771929824 |
35 | 115 | 123.65899122807 | -8.65899122807017 |
36 | 185 | 211.53399122807 | -26.5339912280702 |
37 | 276 | 268.633771929824 | 7.36622807017551 |
38 | 220 | 253.078216374269 | -33.078216374269 |
39 | 181 | 200.967105263158 | -19.9671052631579 |
40 | 151 | 150.411549707602 | 0.588450292397672 |
41 | 83 | 87.1893274853801 | -4.18932748538011 |
42 | 55 | 54.7448830409357 | 0.255116959064335 |
43 | 49 | 47.7448830409357 | 1.25511695906432 |
44 | 42 | 42.8559941520468 | -0.855994152046779 |
45 | 46 | 45.7448830409357 | 0.255116959064323 |
46 | 74 | 64.078216374269 | 9.921783625731 |
47 | 103 | 120.136330409357 | -17.1363304093567 |
48 | 200 | 208.011330409357 | -8.01133040935672 |
49 | 237 | 265.111111111111 | -28.1111111111111 |
50 | 247 | 249.555555555556 | -2.55555555555555 |
51 | 215 | 197.444444444444 | 17.5555555555556 |
52 | 182 | 146.888888888889 | 35.1111111111111 |
53 | 80 | 83.6666666666667 | -3.66666666666666 |
54 | 46 | 51.2222222222222 | -5.22222222222222 |
55 | 65 | 44.2222222222222 | 20.7777777777778 |
56 | 40 | 39.3333333333333 | 0.666666666666666 |
57 | 44 | 42.2222222222222 | 1.77777777777777 |
58 | 63 | 60.5555555555556 | 2.44444444444445 |
59 | 85 | 116.613669590643 | -31.6136695906433 |
60 | 185 | 204.488669590643 | -19.4886695906433 |
61 | 247 | 261.588450292398 | -14.5884502923976 |
62 | 231 | 246.032894736842 | -15.0328947368421 |
63 | 167 | 193.921783625731 | -26.921783625731 |
64 | 117 | 143.366228070175 | -26.3662280701754 |
65 | 79 | 80.1440058479532 | -1.14400584795321 |
66 | 45 | 47.6995614035088 | -2.69956140350878 |
67 | 40 | 40.6995614035088 | -0.69956140350878 |
68 | 38 | 35.8106725146199 | 2.18932748538011 |
69 | 41 | 38.6995614035088 | 2.30043859649122 |
70 | 69 | 57.0328947368421 | 11.9671052631579 |
71 | 152 | 113.09100877193 | 38.9089912280702 |
72 | 232 | 200.96600877193 | 31.0339912280702 |
73 | 282 | 258.065789473684 | 23.9342105263158 |
74 | 255 | 242.510233918129 | 12.4897660818713 |
75 | 161 | 190.399122807018 | -29.3991228070176 |
76 | 107 | 139.843567251462 | -32.843567251462 |
77 | 53 | 76.6213450292398 | -23.6213450292398 |
78 | 40 | 44.1769005847953 | -4.17690058479532 |
79 | 39 | 37.1769005847953 | 1.82309941520466 |
80 | 34 | 32.2880116959064 | 1.71198830409355 |
81 | 35 | 35.1769005847953 | -0.176900584795334 |
82 | 56 | 53.5102339181287 | 2.48976608187134 |
83 | 97 | 109.568347953216 | -12.5683479532164 |
84 | 210 | 197.443347953216 | 12.5566520467836 |
85 | 260 | 254.543128654971 | 5.45687134502929 |
86 | 257 | 238.987573099415 | 18.0124269005848 |
87 | 210 | 186.876461988304 | 23.1235380116959 |
88 | 125 | 136.320906432749 | -11.3209064327485 |
89 | 80 | 73.0986842105263 | 6.90131578947368 |
90 | 42 | 40.6542397660819 | 1.34576023391813 |
91 | 35 | 33.6542397660819 | 1.34576023391811 |
92 | 31 | 28.765350877193 | 2.234649122807 |
93 | 32 | 31.6542397660819 | 0.34576023391811 |
94 | 50 | 49.9875730994152 | 0.0124269005847873 |
95 | 92 | 106.045687134503 | -14.045687134503 |
96 | 189 | 193.920687134503 | -4.92068713450295 |
97 | 256 | 251.020467836257 | 4.97953216374274 |
98 | 250 | 235.464912280702 | 14.5350877192982 |
99 | 198 | 183.353801169591 | 14.6461988304094 |
100 | 136 | 132.798245614035 | 3.2017543859649 |
101 | 73 | 69.5760233918129 | 3.42397660818713 |
102 | 39 | 37.1315789473684 | 1.86842105263157 |
103 | 32 | 30.1315789473684 | 1.86842105263156 |
104 | 30 | 25.2426900584795 | 4.75730994152046 |
105 | 31 | 28.1315789473684 | 2.86842105263156 |
106 | 45 | 46.4649122807018 | -1.46491228070177 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.971852896296131 | 0.0562942074077382 | 0.0281471037038691 |
17 | 0.944038305090734 | 0.111923389818531 | 0.0559616949092655 |
18 | 0.924339315898006 | 0.151321368203988 | 0.0756606841019941 |
19 | 0.875714069913067 | 0.248571860173867 | 0.124285930086933 |
20 | 0.808073579339786 | 0.383852841320428 | 0.191926420660214 |
21 | 0.726714373050952 | 0.546571253898095 | 0.273285626949048 |
22 | 0.635523934305678 | 0.728952131388644 | 0.364476065694322 |
23 | 0.587080907757688 | 0.825838184484625 | 0.412919092242312 |
24 | 0.742319268189402 | 0.515361463621196 | 0.257680731810598 |
25 | 0.673625021794775 | 0.65274995641045 | 0.326374978205225 |
26 | 0.886124348812802 | 0.227751302374396 | 0.113875651187198 |
27 | 0.93087366812631 | 0.138252663747379 | 0.0691263318736897 |
28 | 0.918230836273939 | 0.163538327452123 | 0.0817691637260613 |
29 | 0.894966572472808 | 0.210066855054384 | 0.105033427527192 |
30 | 0.861945367236014 | 0.276109265527973 | 0.138054632763986 |
31 | 0.825029065209136 | 0.349941869581728 | 0.174970934790864 |
32 | 0.778785815094515 | 0.442428369810969 | 0.221214184905485 |
33 | 0.751006730482634 | 0.497986539034732 | 0.248993269517366 |
34 | 0.72398600157488 | 0.55202799685024 | 0.27601399842512 |
35 | 0.731317045813046 | 0.537365908373909 | 0.268682954186954 |
36 | 0.768933982144155 | 0.462132035711691 | 0.231066017855845 |
37 | 0.748215719628319 | 0.503568560743361 | 0.25178428037168 |
38 | 0.811726586988451 | 0.376546826023099 | 0.188273413011549 |
39 | 0.796494089210062 | 0.407011821579877 | 0.203505910789938 |
40 | 0.752831164767646 | 0.494337670464708 | 0.247168835232354 |
41 | 0.697960922274124 | 0.604078155451752 | 0.302039077725876 |
42 | 0.648588371053996 | 0.702823257892009 | 0.351411628946004 |
43 | 0.629143757035052 | 0.741712485929896 | 0.370856242964948 |
44 | 0.580954720755532 | 0.838090558488936 | 0.419045279244468 |
45 | 0.530566396122381 | 0.938867207755238 | 0.469433603877619 |
46 | 0.543867741836998 | 0.912264516326004 | 0.456132258163002 |
47 | 0.530027211014799 | 0.939945577970401 | 0.469972788985201 |
48 | 0.473252151257396 | 0.946504302514793 | 0.526747848742604 |
49 | 0.518981449763715 | 0.96203710047257 | 0.481018550236285 |
50 | 0.48275661144173 | 0.96551322288346 | 0.51724338855827 |
51 | 0.536133203183638 | 0.927733593632724 | 0.463866796816362 |
52 | 0.831368575402632 | 0.337262849194736 | 0.168631424597368 |
53 | 0.791242103019867 | 0.417515793960266 | 0.208757896980133 |
54 | 0.742861809795155 | 0.514276380409689 | 0.257138190204845 |
55 | 0.819528551316204 | 0.360942897367593 | 0.180471448683796 |
56 | 0.781499285212718 | 0.437001429574564 | 0.218500714787282 |
57 | 0.743348673008351 | 0.513302653983298 | 0.256651326991649 |
58 | 0.70359630130134 | 0.59280739739732 | 0.29640369869866 |
59 | 0.786188057728133 | 0.427623884543734 | 0.213811942271867 |
60 | 0.804410644054898 | 0.391178711890204 | 0.195589355945102 |
61 | 0.800194942547542 | 0.399610114904916 | 0.199805057452458 |
62 | 0.821284711296596 | 0.357430577406808 | 0.178715288703404 |
63 | 0.872250353558999 | 0.255499292882002 | 0.127749646441001 |
64 | 0.882398800411257 | 0.235202399177486 | 0.117601199588743 |
65 | 0.847251053890107 | 0.305497892219786 | 0.152748946109893 |
66 | 0.80528200878874 | 0.38943598242252 | 0.19471799121126 |
67 | 0.759049986472488 | 0.481900027055024 | 0.240950013527512 |
68 | 0.710405800771929 | 0.579188398456141 | 0.289594199228071 |
69 | 0.654717090045958 | 0.690565819908085 | 0.345282909954042 |
70 | 0.633951231193358 | 0.732097537613284 | 0.366048768806642 |
71 | 0.947825581765288 | 0.104348836469425 | 0.0521744182347125 |
72 | 0.984839763794021 | 0.0303204724119573 | 0.0151602362059786 |
73 | 0.993147753169629 | 0.0137044936607428 | 0.00685224683037139 |
74 | 0.989763090816109 | 0.0204738183677811 | 0.0102369091838906 |
75 | 0.999737563650111 | 0.000524872699778561 | 0.000262436349889281 |
76 | 0.999972433691026 | 5.51326179489232e-05 | 2.75663089744616e-05 |
77 | 0.999999888702843 | 2.22594314127609e-07 | 1.11297157063805e-07 |
78 | 0.999999738469184 | 5.23061632913532e-07 | 2.61530816456766e-07 |
79 | 0.999998942099936 | 2.115800128032e-06 | 1.057900064016e-06 |
80 | 0.999996317364818 | 7.36527036368866e-06 | 3.68263518184433e-06 |
81 | 0.999987940876701 | 2.41182465972925e-05 | 1.20591232986463e-05 |
82 | 0.999955902717399 | 8.81945652019552e-05 | 4.40972826009776e-05 |
83 | 0.999846853630032 | 0.000306292739936462 | 0.000153146369968231 |
84 | 0.999965926933524 | 6.81461329512723e-05 | 3.40730664756362e-05 |
85 | 0.999852605373221 | 0.00029478925355739 | 0.000147394626778695 |
86 | 0.999525131818081 | 0.000949736363837748 | 0.000474868181918874 |
87 | 0.999440580051619 | 0.00111883989676261 | 0.000559419948381305 |
88 | 0.999981040922733 | 3.79181545348366e-05 | 1.89590772674183e-05 |
89 | 0.999962943854333 | 7.41122913343075e-05 | 3.70561456671537e-05 |
90 | 0.999410252734457 | 0.00117949453108526 | 0.00058974726554263 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 16 | 0.213333333333333 | NOK |
5% type I error level | 19 | 0.253333333333333 | NOK |
10% type I error level | 20 | 0.266666666666667 | NOK |