Multiple Linear Regression - Estimated Regression Equation |
temperatuur[t] = + 82575.8544295953 -343.326679609007aantaldagenzonneschijn[t] -3774.72430053618aantaldagenregen[t] + 4259.84546071203aantaldagenonweer[t] + 326.311922148392aantaldagensneeuw[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) | 82575.8544295953 | 27245.119396 | 3.0308 | 0.003575 | 0.001788 |
aantaldagenzonneschijn | -343.326679609007 | 100.079918 | -3.4305 | 0.001086 | 0.000543 |
aantaldagenregen | -3774.72430053618 | 1207.522405 | -3.126 | 0.002713 | 0.001357 |
aantaldagenonweer | 4259.84546071203 | 976.061455 | 4.3643 | 5e-05 | 2.5e-05 |
aantaldagensneeuw | 326.311922148392 | 1262.150587 | 0.2585 | 0.796863 | 0.398432 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.501077096017572 |
R-squared | 0.251078256153404 |
Adjusted R-squared | 0.201968633606086 |
F-TEST (value) | 5.11260814337325 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 61 |
p-value | 0.00128151389664677 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 30160.0205763434 |
Sum Squared Residuals | 55487237311.093 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 9.3 | 1614.46001545732 | -1605.16001545732 |
2 | 140002 | 45929.1758858962 | 94072.8241141038 |
3 | 23 | 10531.1246164122 | -10508.1246164122 |
4 | 160003 | 77530.0727528895 | 82472.9272471105 |
5 | 180004 | 18259.897431249 | 161744.102568751 |
6 | 14.2 | 6885.3326869796 | -6871.1326869796 |
7 | 901 | -11521.7483488159 | 12422.7483488159 |
8 | 5.9 | 5483.90721844412 | -5478.00721844412 |
9 | 7.2 | -9891.40548351582 | 9898.60548351582 |
10 | 6.8 | 15843.1420858565 | -15836.3420858565 |
11 | 8 | -41705.0496005286 | 41713.0496005286 |
12 | 14.3 | -2149.38619722657 | 2163.68619722657 |
13 | 14.6 | 2864.18081189052 | -2849.58081189052 |
14 | 17.5 | 38640.9972023414 | -38623.4972023414 |
15 | 17.2 | 13156.5044995092 | -13139.3044995092 |
16 | 17.5 | 24603.8911883942 | -24586.3911883942 |
17 | 14.1 | 16636.5358462728 | -16622.4358462728 |
18 | 10.4 | 20327.3342095546 | -20316.9342095546 |
19 | 6.8 | -13391.5834593997 | 13398.3834593997 |
20 | 4.1 | 12382.2979110495 | -12378.1979110495 |
21 | 6.5 | -9473.19550313376 | 9479.69550313376 |
22 | 6.1 | 6657.74309399547 | -6651.64309399547 |
23 | 6.3 | 4999.20414404938 | -4992.90414404938 |
24 | 9.3 | 25979.0670819931 | -25969.7670819931 |
25 | 16.4 | 17123.415123273 | -17107.015123273 |
26 | 16.1 | -2168.11312045681 | 2184.21312045681 |
27 | 18 | 4577.07585960977 | -4559.07585960977 |
28 | 17.6 | 18855.0019226212 | -18837.4019226212 |
29 | 14 | 8935.94688881918 | -8921.94688881918 |
30 | 10.5 | -4818.06558432208 | 4828.56558432208 |
31 | 6.9 | 10360.8270237567 | -10353.9270237567 |
32 | 2.8 | 22712.7615986415 | -22709.9615986415 |
33 | 0.7 | 25737.3564711586 | -25736.6564711586 |
34 | 3.6 | 11158.6345085582 | -11155.0345085582 |
35 | 6.7 | -7508.67965304458 | 7515.37965304458 |
36 | 12.5 | 1261.41532530748 | -1248.91532530748 |
37 | 14.4 | 15354.5207074042 | -15340.1207074042 |
38 | 16.5 | 23786.5473412481 | -23770.0473412481 |
39 | 18.7 | 10973.3306345787 | -10954.6306345787 |
40 | 19.4 | 2966.83367237516 | -2947.43367237516 |
41 | 15.8 | 12568.8767087885 | -12553.0767087885 |
42 | 11.3 | 9148.69413883869 | -9137.3941388387 |
43 | 9.7 | 1546.98451994257 | -1537.28451994257 |
44 | 2.9 | 5866.93983385628 | -5864.03983385628 |
45 | 0.1 | -543.615912694779 | 543.715912694779 |
46 | 2.5 | 2671.82525200672 | -2669.32525200672 |
47 | 6.7 | 23806.7590776521 | -23800.0590776521 |
48 | 10.3 | 17444.4227592659 | -17434.1227592659 |
49 | 11.2 | -3420.07522677928 | 3431.27522677928 |
50 | 17.4 | -27195.411232218 | 27212.811232218 |
51 | 20.5 | -1895.73921030048 | 1916.23921030048 |
52 | 17 | 12962.4490011186 | -12945.4490011186 |
53 | 14.2 | -42.8077988387602 | 57.0077988387602 |
54 | 10.6 | 7226.79019142571 | -7216.19019142571 |
55 | 6.1 | 1627.84748093066 | -1621.74748093066 |
56 | -0.7 | -15131.7381413177 | 15131.0381413177 |
57 | 4 | -13241.0955327393 | 13245.0955327393 |
58 | 5.4 | 7741.66114481456 | -7736.26114481456 |
59 | 7.7 | -13559.546392247 | 13567.246392247 |
60 | 14.1 | 1940.59198387392 | -1926.49198387392 |
61 | 14.8 | -3696.29854559991 | 3711.09854559991 |
62 | 16.8 | 17214.817761179 | -17198.017761179 |
63 | 16 | 1614.08788073094 | -1598.08788073094 |
64 | 17.3 | 13990.5598647827 | -13973.2598647827 |
65 | 16.5 | 19511.8595375715 | -19495.3595375715 |
66 | 12.1 | -16055.9479531856 | 16068.0479531856 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 1 | 4.85486098389223e-199 | 2.42743049194612e-199 |
9 | 1 | 2.27090286167283e-197 | 1.13545143083642e-197 |
10 | 1 | 4.30361846466634e-196 | 2.15180923233317e-196 |
11 | 1 | 7.18022745492924e-195 | 3.59011372746462e-195 |
12 | 1 | 2.06981642451588e-191 | 1.03490821225794e-191 |
13 | 1 | 2.09582784520977e-187 | 1.04791392260489e-187 |
14 | 1 | 2.14598164895232e-185 | 1.07299082447616e-185 |
15 | 1 | 3.07701296306311e-181 | 1.53850648153155e-181 |
16 | 1 | 9.7231157215406e-179 | 4.8615578607703e-179 |
17 | 1 | 1.60830042581803e-175 | 8.04150212909013e-176 |
18 | 1 | 4.66706440566687e-172 | 2.33353220283343e-172 |
19 | 1 | 1.0435019139694e-167 | 5.217509569847e-168 |
20 | 1 | 3.29513088269368e-164 | 1.64756544134684e-164 |
21 | 1 | 7.09670640249192e-160 | 3.54835320124596e-160 |
22 | 1 | 9.90941310304213e-156 | 4.95470655152106e-156 |
23 | 1 | 1.69011558620802e-151 | 8.45057793104008e-152 |
24 | 1 | 9.94525377950821e-148 | 4.97262688975411e-148 |
25 | 1 | 1.47781429209014e-143 | 7.3890714604507e-144 |
26 | 1 | 2.85248492625268e-139 | 1.42624246312634e-139 |
27 | 1 | 5.23504514499245e-135 | 2.61752257249622e-135 |
28 | 1 | 3.14557483816909e-131 | 1.57278741908454e-131 |
29 | 1 | 2.59364933583527e-127 | 1.29682466791764e-127 |
30 | 1 | 4.63885407512736e-123 | 2.31942703756368e-123 |
31 | 1 | 5.37041865012808e-119 | 2.68520932506404e-119 |
32 | 1 | 6.68630735055163e-115 | 3.34315367527582e-115 |
33 | 1 | 2.72079472411158e-111 | 1.36039736205579e-111 |
34 | 1 | 4.59838915632105e-107 | 2.29919457816053e-107 |
35 | 1 | 2.56311615553327e-103 | 1.28155807776664e-103 |
36 | 1 | 2.107898769759e-99 | 1.0539493848795e-99 |
37 | 1 | 1.3518806493443e-95 | 6.75940324672151e-96 |
38 | 1 | 1.75300852727267e-91 | 8.76504263636334e-92 |
39 | 1 | 1.90127471521377e-87 | 9.50637357606883e-88 |
40 | 1 | 1.90317940605424e-83 | 9.51589703027118e-84 |
41 | 1 | 1.3580270910708e-80 | 6.79013545535399e-81 |
42 | 1 | 1.15724695589642e-76 | 5.7862347794821e-77 |
43 | 1 | 1.79923460138865e-72 | 8.99617300694324e-73 |
44 | 1 | 2.95972912018015e-68 | 1.47986456009008e-68 |
45 | 1 | 1.07739647253809e-64 | 5.38698236269043e-65 |
46 | 1 | 1.22596738656632e-60 | 6.1298369328316e-61 |
47 | 1 | 1.19391926822638e-56 | 5.9695963411319e-57 |
48 | 1 | 7.26637508091328e-53 | 3.63318754045664e-53 |
49 | 1 | 8.65651672184516e-49 | 4.32825836092258e-49 |
50 | 1 | 1.51481403642071e-45 | 7.57407018210354e-46 |
51 | 1 | 5.18477000041698e-42 | 2.59238500020849e-42 |
52 | 1 | 1.06024502415625e-37 | 5.30122512078125e-38 |
53 | 1 | 1.66271590206965e-33 | 8.31357951034825e-34 |
54 | 1 | 2.79710695825663e-29 | 1.39855347912831e-29 |
55 | 1 | 4.64189412714154e-25 | 2.32094706357077e-25 |
56 | 1 | 3.99087387564254e-21 | 1.99543693782127e-21 |
57 | 1 | 1.64006534018973e-17 | 8.20032670094865e-18 |
58 | 0.99999999999997 | 5.93497045546366e-14 | 2.96748522773183e-14 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 51 | 1 | NOK |
5% type I error level | 51 | 1 | NOK |
10% type I error level | 51 | 1 | NOK |