Multiple Linear Regression - Estimated Regression Equation |
totaleslaap[t] = + 34.4255827482411 + 4.2872683691007e-05gewicht[t] -1.82608439822367e-05brein[t] + 0.996858207565895nietdroomslaap[t] -0.824833902863914droomslaap[t] -0.0622371243620103levensduur[t] + 0.0532597483702606zwangerschapstijd[t] -36.4180178112686prooi[t] -20.1469397372482blootgesteldheidslaap[t] + 43.7887106302112algemeengevaar[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) | 34.4255827482411 | 55.30892 | 0.6224 | 0.536383 | 0.268192 |
gewicht | 4.2872683691007e-05 | 7.4e-05 | 0.5771 | 0.56635 | 0.283175 |
brein | -1.82608439822367e-05 | 7.4e-05 | -0.2461 | 0.806607 | 0.403304 |
nietdroomslaap | 0.996858207565895 | 0.134782 | 7.3961 | 0 | 0 |
droomslaap | -0.824833902863914 | 0.142866 | -5.7735 | 0 | 0 |
levensduur | -0.0622371243620103 | 0.096642 | -0.644 | 0.522406 | 0.261203 |
zwangerschapstijd | 0.0532597483702606 | 0.087118 | 0.6114 | 0.543629 | 0.271815 |
prooi | -36.4180178112686 | 43.891498 | -0.8297 | 0.410485 | 0.205243 |
blootgesteldheidslaap | -20.1469397372482 | 28.813993 | -0.6992 | 0.487539 | 0.243769 |
algemeengevaar | 43.7887106302112 | 57.070272 | 0.7673 | 0.446387 | 0.223193 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.758456346785589 |
R-squared | 0.575256029979341 |
Adjusted R-squared | 0.501742650552689 |
F-TEST (value) | 7.82518821017199 |
F-TEST (DF numerator) | 9 |
F-TEST (DF denominator) | 52 |
p-value | 3.50861121489743e-07 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 176.522215864343 |
Sum Squared Residuals | 1620324.82007021 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 3.3 | -3.13023672658266 | 6.43023672658266 |
2 | 8.3 | 42.900453855088 | -34.600453855088 |
3 | 12.5 | -148.546162929112 | 161.046162929112 |
4 | 16.5 | -165.042200710169 | 181.542200710169 |
5 | 3.9 | 54.2821562725958 | -50.3821562725958 |
6 | 9.8 | -3.10454130113528 | 12.9045413011353 |
7 | 19.7 | 34.8644246262068 | -15.1644246262068 |
8 | 6.2 | -9.70815634765065 | 15.9081563476506 |
9 | 14.5 | 10.6854754202706 | 3.81452457972942 |
10 | 9.7 | 32.1078452249212 | -22.4078452249212 |
11 | 12.5 | -37.9566525409817 | 50.4566525409817 |
12 | 3.9 | -1.53275283806588 | 5.43275283806588 |
13 | 10.3 | 43.2936956588228 | -32.9936956588228 |
14 | 3.1 | -183.987423569871 | 187.087423569871 |
15 | 8.4 | 28.1945610405429 | -19.7945610405429 |
16 | 8.6 | 15.4975831844804 | -6.89758318448038 |
17 | 10.7 | 13.8701414663204 | -3.17014146632039 |
18 | 10.7 | 23.006049265761 | -12.306049265761 |
19 | 6.1 | -50.366633720603 | 56.466633720603 |
20 | 18.1 | -23.9687683202689 | 42.0687683202689 |
21 | -999 | -995.740915741885 | -3.2590842581146 |
22 | 3.8 | -20.854875065257 | 24.654875065257 |
23 | 14.4 | 1.35419134074904 | 13.045808659251 |
24 | 12 | -198.20748330996 | 210.20748330996 |
25 | 6.2 | -3.52835720785003 | 9.72835720785003 |
26 | 13 | -148.480428092065 | 161.480428092065 |
27 | 13.8 | -28.0243242764474 | 41.8243242764474 |
28 | 8.2 | -23.1407856921426 | 31.3407856921426 |
29 | 2.9 | -2.61393360328498 | 5.51393360328498 |
30 | 10.8 | -144.850765452137 | 155.650765452137 |
31 | -999 | -171.039564012942 | -827.960435987058 |
32 | 9.1 | -5.29923680304113 | 14.3992368030411 |
33 | 19.9 | 39.0127222369778 | -19.1127222369778 |
34 | 8 | 12.7134191915945 | -4.71341919159451 |
35 | 10.6 | 55.1438563411106 | -44.5438563411106 |
36 | 11.2 | 106.936336684392 | -95.7363366843919 |
37 | 13.2 | 11.5758023556737 | 1.62419764432634 |
38 | 12.8 | 10.5624187267299 | 2.23758127327008 |
39 | 19.4 | -5.34533696914206 | 24.7453369691421 |
40 | 17.4 | 2.86887106196955 | 14.5311289380305 |
41 | -999 | -1002.40598458505 | 3.40598458505306 |
42 | 17 | 28.9671294181322 | -11.9671294181322 |
43 | 10.9 | -1.32747627211542 | 12.2274762721154 |
44 | 13.7 | 39.3555535255273 | -25.6555535255273 |
45 | 8.4 | -2.37793893456807 | 10.7779389345681 |
46 | 8.4 | -22.304556341116 | 30.704556341116 |
47 | 12.5 | -161.008462958519 | 173.508462958519 |
48 | 13.2 | 45.6041069526321 | -32.4041069526321 |
49 | 9.8 | 28.4672875742822 | -18.6672875742822 |
50 | 9.6 | 0.062522737001343 | 9.53747726299866 |
51 | 6.6 | 25.1360374684837 | -18.5360374684837 |
52 | 5.4 | 32.0968545710105 | -26.6968545710105 |
53 | 2.6 | -195.5344140791 | 198.1344140791 |
54 | 3.8 | -20.7793401561658 | 24.5793401561658 |
55 | 11 | -159.144464404334 | 170.144464404334 |
56 | 10.3 | -54.5806490961862 | 64.8806490961862 |
57 | 13.3 | 40.956429189164 | -27.656429189164 |
58 | 5.4 | 50.909217961199 | -45.5092179611991 |
59 | 15.8 | -14.2698133194123 | 30.0698133194123 |
60 | 10.3 | 21.4535228506997 | -11.1535228506997 |
61 | 19.4 | -6.81503847790611 | 26.2150384779061 |
62 | -999 | -221.960992347267 | -777.039007652733 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
13 | 4.34578664037978e-06 | 8.69157328075956e-06 | 0.99999565421336 |
14 | 1.10969291322205e-07 | 2.21938582644411e-07 | 0.999999889030709 |
15 | 1.91599523596454e-09 | 3.83199047192909e-09 | 0.999999998084005 |
16 | 5.95817104736978e-11 | 1.19163420947396e-10 | 0.999999999940418 |
17 | 1.42912591035381e-12 | 2.85825182070762e-12 | 0.999999999998571 |
18 | 2.08797892753983e-14 | 4.17595785507965e-14 | 0.999999999999979 |
19 | 2.97765901659046e-16 | 5.95531803318093e-16 | 1 |
20 | 5.76074619001797e-17 | 1.15214923800359e-16 | 1 |
21 | 1.1206161589641e-18 | 2.24123231792819e-18 | 1 |
22 | 1.69374626302596e-20 | 3.38749252605191e-20 | 1 |
23 | 2.39080981964334e-22 | 4.78161963928668e-22 | 1 |
24 | 5.49307627796829e-24 | 1.09861525559366e-23 | 1 |
25 | 9.46850612664157e-26 | 1.89370122532831e-25 | 1 |
26 | 1.89394924575811e-27 | 3.78789849151622e-27 | 1 |
27 | 2.66599207234591e-29 | 5.33198414469183e-29 | 1 |
28 | 4.28949480971708e-31 | 8.57898961943416e-31 | 1 |
29 | 6.17219931507219e-33 | 1.23443986301444e-32 | 1 |
30 | 1.67720085205511e-34 | 3.35440170411023e-34 | 1 |
31 | 0.747660066582693 | 0.504679866834614 | 0.252339933417307 |
32 | 0.698251218884446 | 0.603497562231108 | 0.301748781115554 |
33 | 0.629772280262247 | 0.740455439475505 | 0.370227719737753 |
34 | 0.584694194789814 | 0.830611610420372 | 0.415305805210186 |
35 | 0.550503615999688 | 0.898992768000624 | 0.449496384000312 |
36 | 0.671656865114114 | 0.656686269771772 | 0.328343134885886 |
37 | 0.6537435903195 | 0.692512819361001 | 0.3462564096805 |
38 | 0.694653110772948 | 0.610693778454103 | 0.305346889227052 |
39 | 0.687321834235536 | 0.625356331528927 | 0.312678165764464 |
40 | 0.779128301383555 | 0.441743397232891 | 0.220871698616445 |
41 | 0.729321431123273 | 0.541357137753455 | 0.270678568876727 |
42 | 0.722350392580893 | 0.555299214838215 | 0.277649607419107 |
43 | 0.659744781602809 | 0.680510436794382 | 0.340255218397191 |
44 | 0.571227787885833 | 0.857544424228333 | 0.428772212114167 |
45 | 0.457341464524083 | 0.914682929048167 | 0.542658535475917 |
46 | 0.437745090296253 | 0.875490180592506 | 0.562254909703747 |
47 | 0.378050442468044 | 0.756100884936088 | 0.621949557531956 |
48 | 0.256643578944003 | 0.513287157888007 | 0.743356421055997 |
49 | 0.152660413868569 | 0.305320827737138 | 0.847339586131431 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 18 | 0.486486486486487 | NOK |
5% type I error level | 18 | 0.486486486486487 | NOK |
10% type I error level | 18 | 0.486486486486487 | NOK |