Multiple Linear Regression - Estimated Regression Equation |
totaleslaap[t] = + 1.87745133728524e-15 + 9.16828732161248e-22gewicht[t] -6.87308719994364e-22brein[t] + 1nietdroomslaap[t] + 1droomslaap[t] -1.15260644167245e-18levensduur[t] -7.78787220781508e-19drachttijd[t] -5.06028711944949e-16`jager?`[t] -6.44082534171308e-17blootgesteldheidslaap[t] + 6.07947647197926e-16algemeengevaar[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) | 1.87745133728524e-15 | 0 | 2.3711 | 0.021796 | 0.010898 |
gewicht | 9.16828732161248e-22 | 0 | 1.7916 | 0.079499 | 0.03975 |
brein | -6.87308719994364e-22 | 0 | -1.1975 | 0.236973 | 0.118487 |
nietdroomslaap | 1 | 0 | 20332043095586812 | 0 | 0 |
droomslaap | 1 | 0 | 7612086106057450 | 0 | 0 |
levensduur | -1.15260644167245e-18 | 0 | -0.0957 | 0.924154 | 0.462077 |
drachttijd | -7.78787220781508e-19 | 0 | -0.378 | 0.707093 | 0.353547 |
`jager?` | -5.06028711944949e-16 | 0 | -1.7608 | 0.084644 | 0.042322 |
blootgesteldheidslaap | -6.44082534171308e-17 | 0 | -0.3487 | 0.72884 | 0.36442 |
algemeengevaar | 6.07947647197926e-16 | 0 | 1.5618 | 0.124897 | 0.062449 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 1 |
R-squared | 1 |
Adjusted R-squared | 1 |
F-TEST (value) | 1.48722091132806e+32 |
F-TEST (DF numerator) | 9 |
F-TEST (DF denominator) | 48 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 9.50657450922362e-16 |
Sum Squared Residuals | 4.33799802717217e-29 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 3.3 | 3.3 | 2.4747738302588e-17 |
2 | 8.3 | 8.3 | 1.09596320966071e-15 |
3 | 12.5 | 12.5 | -1.4844125855025e-15 |
4 | 16.5 | 16.5 | -2.26430571293037e-15 |
5 | 3.9 | 3.9 | -1.74413261592083e-17 |
6 | 9.8 | 9.8 | 1.09032713522583e-15 |
7 | 19.7 | 19.7 | -7.85102731999677e-16 |
8 | 6.2 | 6.2 | -2.86959031702555e-17 |
9 | 14.5 | 14.5 | 4.59428203856263e-16 |
10 | 9.7 | 9.7 | -1.43152652002785e-15 |
11 | 12.5 | 12.5 | 5.4261923356019e-16 |
12 | 3.9 | 3.9 | -6.80984143013941e-16 |
13 | 10.3 | 10.3 | 4.2485061303566e-16 |
14 | 3.1 | 3.1 | 1.67477162986798e-16 |
15 | 8.4 | 8.4 | 3.70428840103562e-16 |
16 | 8.6 | 8.6 | 5.48777172152649e-17 |
17 | 10.7 | 10.7 | -2.04760788206702e-16 |
18 | 10.7 | 10.7 | -7.01078067641709e-16 |
19 | 6.1 | 6.1 | -4.78816322370482e-17 |
20 | 18.1 | 18.1 | 9.8666513493972e-16 |
21 | 3.8 | 3.8 | 9.07068833474954e-16 |
22 | 14.4 | 14.4 | 6.14561119461555e-16 |
23 | 12 | 12 | -7.54258101425585e-17 |
24 | 6.2 | 6.2 | 6.31786788357046e-16 |
25 | 13 | 13 | -5.95378069212425e-16 |
26 | 13.8 | 13.8 | 1.77416607796975e-15 |
27 | 8.2 | 8.2 | -7.77109558177059e-16 |
28 | 2.9 | 2.9 | 1.80911633996288e-16 |
29 | 10.8 | 10.8 | 7.43419221395734e-16 |
30 | 9.1 | 9.1 | -5.40398273106537e-16 |
31 | 19.9 | 19.9 | 6.52052393055315e-16 |
32 | 8 | 8 | 2.12740422439388e-16 |
33 | 10.6 | 10.6 | 7.54068807017155e-16 |
34 | 11.2 | 11.2 | -1.21068631237918e-15 |
35 | 13.2 | 13.2 | -5.1158997982762e-16 |
36 | 12.8 | 12.8 | -3.05286383277732e-18 |
37 | 19.4 | 19.4 | -3.98716845447123e-16 |
38 | 17.4 | 17.4 | -1.58513127636239e-15 |
39 | 17 | 17 | 8.63708329508363e-16 |
40 | 10.9 | 10.9 | 4.4620973848018e-16 |
41 | 13.7 | 13.7 | -1.81958861107526e-15 |
42 | 8.4 | 8.4 | -2.0991060913569e-16 |
43 | 8.4 | 8.4 | -4.76831219919402e-16 |
44 | 12.5 | 12.5 | 2.8933716613408e-19 |
45 | 13.2 | 13.2 | -1.32863660054785e-16 |
46 | 9.8 | 9.8 | 3.61434499358546e-16 |
47 | 9.6 | 9.6 | -6.49147840738593e-16 |
48 | 6.6 | 6.6 | -8.5274476982338e-16 |
49 | 5.4 | 5.4 | 3.92097980125921e-16 |
50 | 2.6 | 2.6 | -1.78084204360903e-15 |
51 | 3.8 | 3.8 | 4.45453065067769e-16 |
52 | 11 | 11 | 7.88827602015845e-17 |
53 | 10.3 | 10.3 | 1.06547551147046e-15 |
54 | 13.3 | 13.3 | 9.63466435746407e-16 |
55 | 5.4 | 5.4 | 1.02211808378546e-16 |
56 | 15.8 | 15.8 | 1.89370121486091e-15 |
57 | 10.3 | 10.3 | 1.05610533316921e-15 |
58 | 19.4 | 19.4 | -9.15891458547372e-17 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
13 | 0.419807890808415 | 0.83961578161683 | 0.580192109191585 |
14 | 0.4453630308052 | 0.8907260616104 | 0.5546369691948 |
15 | 0.149077755564215 | 0.29815551112843 | 0.850922244435785 |
16 | 0.42455428777407 | 0.84910857554814 | 0.57544571222593 |
17 | 0.0369679498769564 | 0.0739358997539128 | 0.963032050123044 |
18 | 0.129703193778335 | 0.25940638755667 | 0.870296806221665 |
19 | 0.158157397877297 | 0.316314795754593 | 0.841842602122703 |
20 | 0.682340331111356 | 0.635319337777289 | 0.317659668888644 |
21 | 0.058476821403078 | 0.116953642806156 | 0.941523178596922 |
22 | 0.0653478970102745 | 0.130695794020549 | 0.934652102989725 |
23 | 0.494183560047062 | 0.988367120094124 | 0.505816439952938 |
24 | 0.0504105775731921 | 0.100821155146384 | 0.949589422426808 |
25 | 0.165869716743599 | 0.331739433487198 | 0.834130283256401 |
26 | 0.121599964893265 | 0.243199929786531 | 0.878400035106735 |
27 | 0.609224057843736 | 0.781551884312528 | 0.390775942156264 |
28 | 0.000653246448109931 | 0.00130649289621986 | 0.99934675355189 |
29 | 0.177841080020022 | 0.355682160040044 | 0.822158919979978 |
30 | 0.6446994534125 | 0.710601093175 | 0.3553005465875 |
31 | 0.00350786797827089 | 0.00701573595654179 | 0.996492132021729 |
32 | 0.357269897762338 | 0.714539795524676 | 0.642730102237662 |
33 | 0.28444825808263 | 0.56889651616526 | 0.71555174191737 |
34 | 0.0384893618905601 | 0.0769787237811203 | 0.96151063810944 |
35 | 0.104942931864435 | 0.209885863728869 | 0.895057068135565 |
36 | 0.00511687006964929 | 0.0102337401392986 | 0.99488312993035 |
37 | 0.0449430577798371 | 0.0898861155596742 | 0.955056942220163 |
38 | 3.35472092882483e-05 | 6.70944185764966e-05 | 0.999966452790712 |
39 | 0.0339224134292546 | 0.0678448268585091 | 0.966077586570745 |
40 | 0.543423694494565 | 0.91315261101087 | 0.456576305505435 |
41 | 0.994355578302413 | 0.0112888433951739 | 0.00564442169758696 |
42 | 0.429769540060836 | 0.859539080121672 | 0.570230459939164 |
43 | 0.0133111188772998 | 0.0266222377545995 | 0.9866888811227 |
44 | 0.0258192407664472 | 0.0516384815328944 | 0.974180759233553 |
45 | 0.403755562459822 | 0.807511124919643 | 0.596244437540178 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 3 | 0.090909090909091 | NOK |
5% type I error level | 6 | 0.181818181818182 | NOK |
10% type I error level | 11 | 0.333333333333333 | NOK |