Multiple Linear Regression - Estimated Regression Equation
Cultuuruitgaven[t] = + 43.1196518887865 + 1.06911178353785JAAR[t] + 0.0955092964682527bioscoop[t] + 0.293827546929861Schouwburgabonnement[t] + 0.271011310340612Daguitstap[t] -0.140287440271962HuurDVD[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)43.119651888786511.207163.84750.0003280.000164
JAAR1.069111783537850.1421077.523300
bioscoop0.09550929646825270.0302583.15650.0026560.001328
Schouwburgabonnement0.2938275469298610.02412212.180800
Daguitstap0.2710113103406120.0407016.658500
HuurDVD-0.1402874402719620.134669-1.04170.3023590.15118


Multiple Linear Regression - Regression Statistics
Multiple R0.996983707496076
R-squared0.99397651301262
Adjusted R-squared0.993397331571527
F-TEST (value)1716.17466045679
F-TEST (DF numerator)5
F-TEST (DF denominator)52
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.452997679974217
Sum Squared Residuals10.6707586992252


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1101.76102.165616119899-0.405616119898497
2102.37102.1438275719770.226172428023485
3102.38102.1494390695870.230560930412597
4102.86102.901912378122-0.0419123781222023
5102.87102.8682433924570.00175660754307266
6102.92102.8682433924570.0517566075430692
7102.95102.8654376436510.084562356348511
8103.02102.8892865084980.13071349150227
9104.08104.436222279752-0.356222279751516
10104.16104.409238944839-0.249238944839022
11104.24104.391001577604-0.15100157760367
12104.33104.374821915746-0.0448219157457218
13104.73105.446871974753-0.716871974752862
14104.86105.441260477142-0.581260477141989
15105.03105.399500354774-0.369500354774269
16105.62106.10412976166-0.484129761659859
17105.63106.087295268827-0.457295268827234
18105.63106.087295268827-0.457295268827234
19105.94106.201906424589-0.261906424589135
20106.61106.1934891781730.416510821827185
21107.69107.97381905924-0.283819059240059
22107.78108.007247313004-0.227247313003943
23107.93108.122283014027-0.192283014026947
24108.48108.1690825692960.310917430703605
25108.14107.957106248220.182893751779952
26108.48107.9557033738170.524296626182676
27108.48107.9248401369570.555159863042507
28108.89108.8016626081260.0883373918735987
29108.93108.792111678480.137888321520431
30109.21108.7626513160220.447348683977529
31109.47108.7135507119270.756449288072722
32109.8108.6997290174371.10027098256326
33111.73111.4002836402250.329716359774718
34111.85111.4302176318440.419782368155681
35112.12111.5209514634890.599048536510851
36112.15111.5412180768310.608781923168915
37112.17112.592092493134-0.42209249313358
38112.67112.6335497419640.0364502580356429
39112.8112.6125066259240.187493374076434
40113.44114.311747541759-0.8717475417592
41113.53114.306136044148-0.776136044148316
42114.53114.3491152275590.18088477244097
43114.51114.2944031258530.215596874147037
44115.05114.6513982335610.398601766439368
45116.67116.4400109986650.229989001334743
46117.07116.5456627226060.524337277394332
47116.92116.5484684714110.3715315285889
48117116.5691517953730.430848204626704
49117.02117.649724694487-0.629724694487336
50117.35117.67601951606-0.326019516060412
51117.36117.858631308768-0.498631308768392
52117.82118.489531563584-0.669531563583711
53117.88118.503291116439-0.623291116438692
54118.24118.551105294761-0.311105294761428
55118.5118.554418355094-0.0544183550935076
56118.8118.5684470991210.231552900879294
57119.76119.7055597057390.0544402942607374
58120.09119.6915309617120.398469038287931


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
90.005020724915884920.01004144983176980.994979275084115
100.006696880924325330.01339376184865070.993303119075675
110.00174015818935180.00348031637870360.998259841810648
120.007419596494617320.01483919298923460.992580403505383
130.002796029701444170.005592059402888330.997203970298556
140.001101943057151080.002203886114302160.99889805694285
150.0004766657191529130.0009533314383058270.999523334280847
160.0006499257240055840.001299851448011170.999350074275994
170.0003208095712814560.0006416191425629110.999679190428719
180.0001728282192870690.0003456564385741380.999827171780713
190.0001194580668089680.0002389161336179360.99988054193319
200.001861510633451420.003723021266902830.998138489366549
210.001715541174831450.003431082349662890.998284458825169
220.001798728640388870.003597457280777750.998201271359611
230.003841673201352240.007683346402704480.996158326798648
240.009652781799922810.01930556359984560.990347218200077
250.007936588290587650.01587317658117530.992063411709412
260.0101081415990050.020216283198010.989891858400995
270.009230094307806050.01846018861561210.990769905692194
280.0122062673198170.02441253463963410.987793732680183
290.01249054850512360.02498109701024730.987509451494876
300.0114283557611580.02285671152231590.988571644238842
310.01909475543004690.03818951086009370.980905244569953
320.05354325953514720.1070865190702940.946456740464853
330.059290214280840.118580428561680.94070978571916
340.04166179709094520.08332359418189040.958338202909055
350.04097801455153970.08195602910307940.95902198544846
360.03719944801096580.07439889602193160.962800551989034
370.1469171703917270.2938343407834550.853082829608273
380.1330948610819010.2661897221638020.866905138918099
390.107505251252860.215010502505720.89249474874714
400.3926227862313740.7852455724627490.607377213768626
410.7698056739080090.4603886521839820.230194326091991
420.6929113645550420.6141772708899170.307088635444958
430.6016050555249160.7967898889501690.398394944475084
440.8458962985930030.3082074028139930.154103701406997
450.9699615593402050.060076881319590.030038440659795
460.959485453374460.0810290932510790.0405145466255395
470.9334781827019150.133043634596170.0665218172980849
480.8575499837527070.2849000324945850.142450016247293
490.7774457775112020.4451084449775970.222554222488798


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level120.292682926829268NOK
5% type I error level230.560975609756098NOK
10% type I error level280.682926829268293NOK