Multiple Linear Regression - Estimated Regression Equation |
autonomie[t] = + 2.2728003993154 -0.196918142714503Month[t] + 0.386615956447262Depressie[t] -0.0589369962876584belasting[t] + 0.286394687700643conformistisch[t] + 0.66471758902352agressief[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) | 2.2728003993154 | 4.518573 | 0.503 | 0.615709 | 0.307854 |
Month | -0.196918142714503 | 0.449077 | -0.4385 | 0.661658 | 0.330829 |
Depressie | 0.386615956447262 | 0.095748 | 4.0378 | 8.6e-05 | 4.3e-05 |
belasting | -0.0589369962876584 | 0.119887 | -0.4916 | 0.623716 | 0.311858 |
conformistisch | 0.286394687700643 | 0.124899 | 2.293 | 0.023237 | 0.011618 |
agressief | 0.66471758902352 | 0.199914 | 3.325 | 0.001112 | 0.000556 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.654678518801336 |
R-squared | 0.428603962979911 |
Adjusted R-squared | 0.409557428412574 |
F-TEST (value) | 22.502989268974 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 150 |
p-value | 1.11022302462516e-16 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.65993428148443 |
Sum Squared Residuals | 1061.28755727242 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 14 | 10.4776473041387 | 3.52235269586135 |
2 | 8 | 11.4794035220261 | -3.47940352202609 |
3 | 12 | 11.5747153409378 | 0.425284659062193 |
4 | 7 | 12.0345374122119 | -5.03453741221194 |
5 | 10 | 10.2512562263056 | -0.251256226305593 |
6 | 7 | 9.8635736562784 | -2.8635736562784 |
7 | 16 | 16.006440600654 | -0.00644060065399557 |
8 | 11 | 9.08204868825949 | 1.91795131174051 |
9 | 14 | 10.9242696318402 | 3.07573036815976 |
10 | 6 | 9.63611320347868 | -3.63611320347868 |
11 | 16 | 12.4564588163166 | 3.5435411836834 |
12 | 11 | 11.4711104669017 | -0.471110466901702 |
13 | 16 | 12.1253990122542 | 3.87460098774575 |
14 | 12 | 8.47733747049029 | 3.5226625295097 |
15 | 7 | 11.639631162027 | -4.63963116202703 |
16 | 13 | 9.85528060115402 | 3.14471939884598 |
17 | 11 | 11.0844945104544 | -0.0844945104544396 |
18 | 15 | 13.8354740833337 | 1.16452591666628 |
19 | 7 | 8.95481226559313 | -1.95481226559313 |
20 | 9 | 8.216885800356 | 0.783114199644003 |
21 | 7 | 9.27544578737124 | -2.27544578737124 |
22 | 14 | 14.6004129411039 | -0.60041294110386 |
23 | 15 | 10.2925404987646 | 4.70745950123545 |
24 | 7 | 10.2418965576013 | -3.24189655760128 |
25 | 15 | 12.9173530239441 | 2.08264697605587 |
26 | 17 | 14.222090039781 | 2.77790996021902 |
27 | 15 | 12.2807172024203 | 2.71928279757971 |
28 | 14 | 12.3881621513246 | 1.61183784867537 |
29 | 14 | 12.9939427440605 | 1.00605725593951 |
30 | 8 | 12.6475444464923 | -4.64754444649226 |
31 | 8 | 9.88720244352193 | -1.88720244352193 |
32 | 14 | 12.9267126926484 | 1.07328730735155 |
33 | 14 | 14.1548599883689 | -0.15485998836894 |
34 | 8 | 10.6638179617059 | -2.66381796170594 |
35 | 11 | 9.08204868825949 | 1.91795131174051 |
36 | 16 | 14.3223113085276 | 1.6776886914724 |
37 | 10 | 12.7169104864509 | -2.71691048645089 |
38 | 8 | 9.85527783976728 | -1.85527783976728 |
39 | 14 | 12.5896740637845 | 1.41032593621547 |
40 | 16 | 15.2734235852518 | 0.726576414748233 |
41 | 13 | 12.9173530239441 | 0.082646976055867 |
42 | 5 | 10.9138378267825 | -5.91383782678252 |
43 | 8 | 6.98045097228459 | 1.01954902771541 |
44 | 10 | 9.04076441580053 | 0.959235584199467 |
45 | 8 | 11.5300474631894 | -3.53004746318936 |
46 | 13 | 14.7006342098505 | -1.70063420985048 |
47 | 15 | 13.7578149882507 | 1.2421850117493 |
48 | 6 | 8.04605363629459 | -2.04605363629459 |
49 | 12 | 10.378492648972 | 1.62150735102804 |
50 | 16 | 13.3899211305988 | 2.6100788694012 |
51 | 5 | 11.3708891981551 | -6.37088919815508 |
52 | 15 | 9.42844698582772 | 5.57155301417228 |
53 | 12 | 11.7657982097267 | 0.234201790273269 |
54 | 8 | 9.26822210721352 | -1.26822210721352 |
55 | 13 | 12.193698438633 | 0.806301561367046 |
56 | 14 | 11.5383405183137 | 2.46165948168625 |
57 | 12 | 10.1215681350031 | 1.87843186499687 |
58 | 16 | 14.5296618460891 | 1.47033815391094 |
59 | 10 | 8.37359515814092 | 1.62640484185908 |
60 | 15 | 15.0682123874129 | -0.0682123874128782 |
61 | 8 | 7.73357573132759 | 0.266424268672412 |
62 | 16 | 13.7800614818248 | 2.2199385181752 |
63 | 19 | 12.610851182392 | 6.38914881760804 |
64 | 14 | 14.1253931658131 | -0.1253931658131 |
65 | 6 | 10.0130538111321 | -4.01305381113213 |
66 | 13 | 12.0557172922061 | 0.944282707793891 |
67 | 15 | 11.2741923241872 | 3.7258076758128 |
68 | 7 | 11.3827066480582 | -4.3827066480582 |
69 | 13 | 13.1070508376769 | -0.107050837676892 |
70 | 4 | 4.17298942292972 | -0.172989422929723 |
71 | 14 | 12.501270244941 | 1.49872975505897 |
72 | 13 | 11.6691013357588 | 1.33089866424115 |
73 | 11 | 11.2412011068526 | -0.241201106852624 |
74 | 14 | 13.0597877404164 | 0.940212259583634 |
75 | 12 | 12.0650769609104 | -0.0650769609104216 |
76 | 15 | 11.9472029683351 | 3.0527970316649 |
77 | 14 | 10.9371536953233 | 3.06284630467672 |
78 | 13 | 11.5182333644622 | 1.48176663553778 |
79 | 8 | 11.6773943908832 | -3.67739439088323 |
80 | 6 | 6.39584749815616 | -0.395847498156163 |
81 | 7 | 8.39829332035111 | -1.39829332035111 |
82 | 13 | 12.7876621712549 | 0.212337828745064 |
83 | 13 | 13.6385559406192 | -0.638555940619218 |
84 | 11 | 10.3407327712917 | 0.659267228708267 |
85 | 5 | 10.0532714700112 | -5.05327147001116 |
86 | 12 | 11.6018712843468 | 0.398128715653197 |
87 | 8 | 8.65767285413201 | -0.657672854132005 |
88 | 11 | 12.1499597361512 | -1.14995973615116 |
89 | 14 | 15.4548283438601 | -1.45482834386014 |
90 | 9 | 9.61707818598055 | -0.617078185980554 |
91 | 10 | 13.6385559406192 | -3.63855594061922 |
92 | 13 | 11.8056974271295 | 1.19430257287048 |
93 | 16 | 15.0175684462496 | 0.982431553750394 |
94 | 16 | 13.2249248302522 | 2.77507516974779 |
95 | 11 | 11.0550276878986 | -0.0550276878985995 |
96 | 8 | 9.27174650199225 | -1.27174650199225 |
97 | 4 | 10.6954241239843 | -6.69542412398435 |
98 | 7 | 7.48846531608591 | -0.488465316085906 |
99 | 14 | 11.7044067834162 | 2.29559321658376 |
100 | 11 | 12.3338189247824 | -1.33381892478237 |
101 | 17 | 15.0765054425373 | 1.92349455746274 |
102 | 15 | 14.731173758549 | 0.268826241451038 |
103 | 17 | 14.0345343271575 | 2.96546567284247 |
104 | 5 | 9.6843082373926 | -4.6843082373926 |
105 | 4 | 5.45409489013631 | -1.45409489013631 |
106 | 10 | 14.8501171260909 | -4.85011712609094 |
107 | 11 | 8.91107632449807 | 2.08892367550193 |
108 | 15 | 14.6815964309656 | 0.318403569034384 |
109 | 10 | 8.81085505575146 | 1.18914494424855 |
110 | 9 | 9.93877832133859 | -0.938778321338593 |
111 | 12 | 11.3001381031403 | 0.699861896859718 |
112 | 15 | 12.8476685425093 | 2.15233145749074 |
113 | 7 | 11.5605870118878 | -4.56058701188784 |
114 | 13 | 13.2932242566309 | -0.293224256630917 |
115 | 12 | 14.6309524898023 | -2.63095248980234 |
116 | 14 | 13.8389984781125 | 0.161001521887543 |
117 | 14 | 13.7800614818248 | 0.219938518175202 |
118 | 8 | 12.4197710749898 | -4.41977107498977 |
119 | 15 | 13.0068295689303 | 1.99317043106973 |
120 | 12 | 11.1635420117696 | 0.836457988230396 |
121 | 12 | 10.6177677902881 | 1.38223220971194 |
122 | 16 | 11.8282596007931 | 4.17174039920688 |
123 | 9 | 8.84384627308603 | 0.156153726913971 |
124 | 15 | 12.5612766161954 | 2.43872338380465 |
125 | 15 | 13.7800614818248 | 1.2199385181752 |
126 | 6 | 11.5688800670122 | -5.56888006701223 |
127 | 14 | 15.6822860352731 | -1.68228603527312 |
128 | 15 | 11.9472029683351 | 3.0527970316649 |
129 | 10 | 11.4180120957156 | -1.4180120957156 |
130 | 6 | 5.18303593455481 | 0.816964065445193 |
131 | 14 | 15.6822860352731 | -1.68228603527312 |
132 | 12 | 13.1659878339646 | -1.16598783396455 |
133 | 8 | 10.7037199404955 | -2.70371994049547 |
134 | 11 | 12.847671303896 | -1.847671303896 |
135 | 13 | 13.3934455253775 | -0.393445525377536 |
136 | 9 | 10.6177677902881 | -1.61776779028806 |
137 | 15 | 13.0657665652179 | 1.93423343478207 |
138 | 13 | 7.73357573132759 | 5.26642426867241 |
139 | 15 | 15.2263040388672 | -0.226304038867229 |
140 | 14 | 11.6867540595875 | 2.31324594041246 |
141 | 16 | 10.6767047865757 | 5.32329521342428 |
142 | 14 | 12.620213612483 | 1.37978638751699 |
143 | 14 | 12.6367997227318 | 1.36320027726822 |
144 | 10 | 7.18441514316983 | 2.81558485683017 |
145 | 10 | 10.6177677902881 | -0.617767790288064 |
146 | 4 | 11.1150340591529 | -7.11503405915292 |
147 | 8 | 10.0224162412232 | -2.02241624122318 |
148 | 15 | 11.5699494419789 | 3.43005055802111 |
149 | 16 | 13.4523825216652 | 2.54761747833481 |
150 | 12 | 15.3958913475725 | -3.39589134757248 |
151 | 12 | 13.0574735100935 | -1.05747351009355 |
152 | 15 | 15.0175684462496 | -0.017568446249605 |
153 | 9 | 9.23046222953329 | -0.230462229533292 |
154 | 12 | 13.4110982492062 | -1.41109824920623 |
155 | 14 | 12.4929771898166 | 1.50702281018336 |
156 | 11 | 9.63366429622933 | 1.36633570377067 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.753202290613405 | 0.49359541877319 | 0.246797709386595 |
10 | 0.712729545679249 | 0.574540908641503 | 0.287270454320751 |
11 | 0.871310849353551 | 0.257378301292899 | 0.128689150646449 |
12 | 0.834524223465064 | 0.330951553069872 | 0.165475776534936 |
13 | 0.941111175704592 | 0.117777648590815 | 0.0588888242954077 |
14 | 0.938005798058243 | 0.123988403883515 | 0.0619942019417573 |
15 | 0.956447485289099 | 0.0871050294218026 | 0.0435525147109013 |
16 | 0.956368292318781 | 0.0872634153624379 | 0.043631707681219 |
17 | 0.936564214311157 | 0.126871571377686 | 0.0634357856888431 |
18 | 0.907715976711818 | 0.184568046576364 | 0.0922840232881818 |
19 | 0.876964417268969 | 0.246071165462061 | 0.123035582731031 |
20 | 0.832920552296072 | 0.334158895407857 | 0.167079447703928 |
21 | 0.882146750724761 | 0.235706498550478 | 0.117853249275239 |
22 | 0.841982245388702 | 0.316035509222597 | 0.158017754611298 |
23 | 0.916898677394288 | 0.166202645211424 | 0.083101322605712 |
24 | 0.923893087366737 | 0.152213825266526 | 0.0761069126332628 |
25 | 0.913175676051155 | 0.17364864789769 | 0.0868243239488448 |
26 | 0.905315068046864 | 0.189369863906272 | 0.0946849319531362 |
27 | 0.893867154823616 | 0.212265690352769 | 0.106132845176384 |
28 | 0.870710203741693 | 0.258579592516615 | 0.129289796258307 |
29 | 0.837847464353218 | 0.324305071293563 | 0.162152535646782 |
30 | 0.892953088730416 | 0.214093822539168 | 0.107046911269584 |
31 | 0.867608580372638 | 0.264782839254725 | 0.132391419627362 |
32 | 0.836581253456177 | 0.326837493087647 | 0.163418746543823 |
33 | 0.798923598084763 | 0.402152803830473 | 0.201076401915237 |
34 | 0.793464100186704 | 0.413071799626592 | 0.206535899813296 |
35 | 0.76601227602449 | 0.46797544795102 | 0.23398772397551 |
36 | 0.740798218821911 | 0.518403562356178 | 0.259201781178089 |
37 | 0.757453446027704 | 0.485093107944592 | 0.242546553972296 |
38 | 0.724828332023277 | 0.550343335953447 | 0.275171667976723 |
39 | 0.689032149385629 | 0.621935701228743 | 0.310967850614371 |
40 | 0.641348440212764 | 0.717303119574471 | 0.358651559787236 |
41 | 0.588633736866435 | 0.82273252626713 | 0.411366263133565 |
42 | 0.720513564123359 | 0.558972871753282 | 0.279486435876641 |
43 | 0.682454826400617 | 0.635090347198766 | 0.317545173599383 |
44 | 0.636360899233635 | 0.727278201532729 | 0.363639100766365 |
45 | 0.684634892848783 | 0.630730214302433 | 0.315365107151217 |
46 | 0.657929891588446 | 0.684140216823107 | 0.342070108411554 |
47 | 0.634787306940522 | 0.730425386118956 | 0.365212693059478 |
48 | 0.616738826043473 | 0.766522347913053 | 0.383261173956527 |
49 | 0.574244774631689 | 0.851510450736622 | 0.425755225368311 |
50 | 0.55178547273706 | 0.896429054525879 | 0.44821452726294 |
51 | 0.803907472389455 | 0.39218505522109 | 0.196092527610545 |
52 | 0.880079756815825 | 0.239840486368351 | 0.119920243184176 |
53 | 0.853320476054233 | 0.293359047891535 | 0.146679523945767 |
54 | 0.838477249117743 | 0.323045501764513 | 0.161522750882257 |
55 | 0.814613163893923 | 0.370773672212153 | 0.185386836106077 |
56 | 0.799069936188346 | 0.401860127623308 | 0.200930063811654 |
57 | 0.766077442263617 | 0.467845115472767 | 0.233922557736383 |
58 | 0.730432048044081 | 0.539135903911838 | 0.269567951955919 |
59 | 0.703154100755834 | 0.593691798488333 | 0.296845899244166 |
60 | 0.670069898157452 | 0.659860203685096 | 0.329930101842548 |
61 | 0.631702054314916 | 0.736595891370168 | 0.368297945685084 |
62 | 0.605278748875403 | 0.789442502249194 | 0.394721251124597 |
63 | 0.750769044230609 | 0.498461911538781 | 0.249230955769391 |
64 | 0.722019368594681 | 0.555961262810638 | 0.277980631405319 |
65 | 0.806751191026705 | 0.386497617946589 | 0.193248808973295 |
66 | 0.773148908877035 | 0.453702182245929 | 0.226851091122965 |
67 | 0.791570591927993 | 0.416858816144013 | 0.208429408072007 |
68 | 0.86448197830265 | 0.271036043394701 | 0.135518021697351 |
69 | 0.838113410636107 | 0.323773178727786 | 0.161886589363893 |
70 | 0.809934944671906 | 0.380130110656188 | 0.190065055328094 |
71 | 0.781028833093682 | 0.437942333812637 | 0.218971166906318 |
72 | 0.748672597540344 | 0.502654804919312 | 0.251327402459656 |
73 | 0.715899525766207 | 0.568200948467586 | 0.284100474233793 |
74 | 0.692125271290777 | 0.615749457418446 | 0.307874728709223 |
75 | 0.652286357419841 | 0.695427285160318 | 0.347713642580159 |
76 | 0.657669726102609 | 0.684660547794781 | 0.342330273897391 |
77 | 0.657663886351045 | 0.684672227297911 | 0.342336113648955 |
78 | 0.621900355002441 | 0.756199289995118 | 0.378099644997559 |
79 | 0.691320660984299 | 0.617358678031401 | 0.308679339015701 |
80 | 0.651492286110066 | 0.697015427779867 | 0.348507713889934 |
81 | 0.626063021268797 | 0.747873957462407 | 0.373936978731204 |
82 | 0.580480070086082 | 0.839039859827835 | 0.419519929913918 |
83 | 0.542757732532815 | 0.914484534934371 | 0.457242267467185 |
84 | 0.498891496031361 | 0.997782992062721 | 0.501108503968639 |
85 | 0.684777103812281 | 0.630445792375437 | 0.315222896187719 |
86 | 0.642753546265063 | 0.714492907469874 | 0.357246453734937 |
87 | 0.604162743858758 | 0.791674512282484 | 0.395837256141242 |
88 | 0.56725277949916 | 0.865494441001681 | 0.43274722050084 |
89 | 0.54007911296094 | 0.919841774078121 | 0.45992088703906 |
90 | 0.497616974515365 | 0.99523394903073 | 0.502383025484635 |
91 | 0.54248817436624 | 0.915023651267519 | 0.45751182563376 |
92 | 0.530686440369021 | 0.938627119261959 | 0.469313559630979 |
93 | 0.491072636447964 | 0.982145272895928 | 0.508927363552036 |
94 | 0.483279514356599 | 0.966559028713199 | 0.5167204856434 |
95 | 0.436115452211725 | 0.87223090442345 | 0.563884547788275 |
96 | 0.408960055234343 | 0.817920110468686 | 0.591039944765657 |
97 | 0.617956528553386 | 0.764086942893229 | 0.382043471446614 |
98 | 0.576813919470841 | 0.846372161058318 | 0.423186080529159 |
99 | 0.573560003512173 | 0.852879992975653 | 0.426439996487827 |
100 | 0.539378025276058 | 0.921243949447884 | 0.460621974723942 |
101 | 0.5246057087018 | 0.950788582596401 | 0.4753942912982 |
102 | 0.476388873039197 | 0.952777746078394 | 0.523611126960803 |
103 | 0.536530509693338 | 0.926938980613323 | 0.463469490306662 |
104 | 0.710760323126937 | 0.578479353746126 | 0.289239676873063 |
105 | 0.701557335098584 | 0.596885329802833 | 0.298442664901416 |
106 | 0.75219403474075 | 0.4956119305185 | 0.24780596525925 |
107 | 0.725861119806517 | 0.548277760386967 | 0.274138880193483 |
108 | 0.70500822150792 | 0.589983556984161 | 0.29499177849208 |
109 | 0.665646834521674 | 0.668706330956653 | 0.334353165478326 |
110 | 0.618050124640803 | 0.763899750718394 | 0.381949875359197 |
111 | 0.573167485850129 | 0.853665028299742 | 0.426832514149871 |
112 | 0.614396384371837 | 0.771207231256326 | 0.385603615628163 |
113 | 0.692529274936238 | 0.614941450127523 | 0.307470725063762 |
114 | 0.643113446597628 | 0.713773106804745 | 0.356886553402372 |
115 | 0.615159509091066 | 0.769680981817868 | 0.384840490908934 |
116 | 0.561631294315995 | 0.87673741136801 | 0.438368705684005 |
117 | 0.508244349285853 | 0.983511301428294 | 0.491755650714147 |
118 | 0.533105495606718 | 0.933789008786564 | 0.466894504393282 |
119 | 0.506622518906684 | 0.986754962186633 | 0.493377481093316 |
120 | 0.465732287598824 | 0.931464575197647 | 0.534267712401176 |
121 | 0.412752208482551 | 0.825504416965101 | 0.587247791517449 |
122 | 0.435120659223684 | 0.870241318447368 | 0.564879340776316 |
123 | 0.377067184186576 | 0.754134368373151 | 0.622932815813424 |
124 | 0.36962069060389 | 0.73924138120778 | 0.63037930939611 |
125 | 0.318884735305057 | 0.637769470610115 | 0.681115264694943 |
126 | 0.533219544900143 | 0.933560910199713 | 0.466780455099857 |
127 | 0.475095295108051 | 0.950190590216102 | 0.524904704891949 |
128 | 0.508684807815787 | 0.982630384368426 | 0.491315192184213 |
129 | 0.451058304510536 | 0.902116609021073 | 0.548941695489464 |
130 | 0.397811482747612 | 0.795622965495224 | 0.602188517252388 |
131 | 0.33913791358339 | 0.678275827166779 | 0.66086208641661 |
132 | 0.295494205550219 | 0.590988411100437 | 0.704505794449781 |
133 | 0.302112247606786 | 0.604224495213572 | 0.697887752393214 |
134 | 0.255688246238028 | 0.511376492476056 | 0.744311753761972 |
135 | 0.200572785331612 | 0.401145570663225 | 0.799427214668388 |
136 | 0.214662546316464 | 0.429325092632927 | 0.785337453683536 |
137 | 0.185417036962598 | 0.370834073925195 | 0.814582963037403 |
138 | 0.232402570049568 | 0.464805140099136 | 0.767597429950432 |
139 | 0.198012027387973 | 0.396024054775945 | 0.801987972612027 |
140 | 0.193112664185071 | 0.386225328370141 | 0.806887335814929 |
141 | 0.289175823289084 | 0.578351646578168 | 0.710824176710916 |
142 | 0.237392144317821 | 0.474784288635642 | 0.762607855682179 |
143 | 0.165868565416193 | 0.331737130832387 | 0.834131434583807 |
144 | 0.145067491035911 | 0.290134982071821 | 0.854932508964089 |
145 | 0.10506843234531 | 0.210136864690619 | 0.89493156765469 |
146 | 0.643627153769178 | 0.712745692461645 | 0.356372846230822 |
147 | 0.493740957870161 | 0.987481915740321 | 0.506259042129839 |
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 | 0 | 0 | OK |
10% type I error level | 2 | 0.0143884892086331 | OK |