Multiple Linear Regression - Estimated Regression Equation |
zondag[t] = + 189.142518333276 -0.0163272796153346weekdag[t] + 0.926174445446471zaterdag[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) | 189.142518333276 | 96.873095 | 1.9525 | 0.055061 | 0.027531 |
weekdag | -0.0163272796153346 | 0.021115 | -0.7733 | 0.442092 | 0.221046 |
zaterdag | 0.926174445446471 | 0.051479 | 17.9911 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.989865123260281 |
R-squared | 0.979832962247091 |
Adjusted R-squared | 0.979230961120138 |
F-TEST (value) | 1627.62645845408 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 67 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 662.987573556625 |
Sum Squared Residuals | 29450019.0202636 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 22274 | 23149.120042292 | -875.120042291974 |
2 | 14819 | 16219.2528844807 | -1400.25288448068 |
3 | 15136 | 13447.4045197022 | 1688.59548029779 |
4 | 13704 | 13166.9237208396 | 537.076279160351 |
5 | 19638 | 20296.7872124563 | -658.787212456283 |
6 | 7551 | 9243.17109832462 | -1692.17109832462 |
7 | 8019 | 5592.73327040251 | 2426.26672959749 |
8 | 6509 | 6956.57359100059 | -447.573591000591 |
9 | 6634 | 6028.38025769468 | 605.619742305323 |
10 | 11166 | 9120.8488605539 | 2045.1511394461 |
11 | 7508 | 6971.39929126082 | 536.600708739178 |
12 | 4275 | 3982.04998991015 | 292.95001008985 |
13 | 4944 | 4325.14142560489 | 618.85857439511 |
14 | 5441 | 4797.66611952585 | 643.333880474154 |
15 | 1689 | 1890.42693773251 | -201.426937732514 |
16 | 1522 | 1697.11065239374 | -175.110652393744 |
17 | 1416 | 1548.06954566974 | -132.069545669741 |
18 | 1594 | 2093.66663932495 | -499.666639324951 |
19 | 1909 | 1574.36960374826 | 334.630396251745 |
20 | 2599 | 2446.14626079851 | 152.853739201491 |
21 | 1262 | 2121.66921497609 | -859.669214976088 |
22 | 1199 | 1549.15542315889 | -350.155423158886 |
23 | 4404 | 3284.98016239788 | 1119.01983760212 |
24 | 1166 | 1372.58135856008 | -206.581358560079 |
25 | 1122 | 1252.95054328659 | -130.950543286587 |
26 | 886 | 1229.70269896536 | -343.70269896536 |
27 | 778 | 872.65364105052 | -94.6536410505195 |
28 | 4436 | 3577.9157130146 | 858.084286985404 |
29 | 1890 | 2216.03557671053 | -326.035576710528 |
30 | 3107 | 2906.44372055853 | 200.556279441468 |
31 | 1038 | 1123.68564550927 | -85.6856455092664 |
32 | 300 | 529.282059380644 | -229.282059380644 |
33 | 988 | 1218.91097429974 | -230.910974299739 |
34 | 2008 | 2137.04374077027 | -129.043740770268 |
35 | 1522 | 1506.13645754372 | 15.8635424562799 |
36 | 1336 | 1401.9938518616 | -65.9938518615994 |
37 | 976 | 994.23666716355 | -18.23666716355 |
38 | 798 | 1068.98371398388 | -270.983713983881 |
39 | 869 | 1298.84272974339 | -429.842729743387 |
40 | 1260 | 1386.1941328467 | -126.194132846698 |
41 | 578 | 725.345124236695 | -147.345124236695 |
42 | 2359 | 1885.88331992561 | 473.116680074392 |
43 | 736 | 743.506527192354 | -7.50652719235445 |
44 | 1690 | 1342.85568435353 | 347.144315646472 |
45 | 1201 | 1384.19673671022 | -183.19673671022 |
46 | 813 | 1523.34859964007 | -710.348599640073 |
47 | 778 | 949.264503178067 | -171.264503178067 |
48 | 687 | 947.579907575955 | -260.579907575955 |
49 | 1270 | 1187.81828909813 | 82.1817109018722 |
50 | 671 | 839.035011581216 | -168.035011581216 |
51 | 1559 | 786.333665574099 | 772.666334425901 |
52 | 489 | 708.315391227236 | -219.315391227236 |
53 | 773 | 790.508968662997 | -17.5089686629973 |
54 | 629 | 846.471290100554 | -217.471290100554 |
55 | 637 | 767.68563361177 | -130.68563361177 |
56 | 277 | 426.31911795279 | -149.31911795279 |
57 | 776 | 732.189747357368 | 43.8102526426322 |
58 | 1651 | 888.358508978912 | 762.641491021088 |
59 | 377 | 553.899723708056 | -176.899723708056 |
60 | 222 | 509.769895918932 | -287.769895918932 |
61 | 864 | 509.566221898523 | 354.433778101477 |
62 | 2 | 252.10605334402 | -250.10605334402 |
63 | 399 | 645.353070536722 | -246.353070536722 |
64 | 449 | 402.129986226733 | 46.8700137732675 |
65 | 225 | 182.06384527458 | 42.9361547254201 |
66 | 2 | 792.822277925025 | -790.822277925025 |
67 | 451 | 681.98001957721 | -230.98001957721 |
68 | 673 | 378.975625090571 | 294.024374909429 |
69 | 193 | 179.173916782666 | 13.8260832173343 |
70 | 2 | 965.503387261079 | -963.503387261079 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.999996795296604 | 6.40940679271989e-06 | 3.20470339635994e-06 |
7 | 0.999999999552828 | 8.94343851257039e-10 | 4.47171925628519e-10 |
8 | 0.999999999956243 | 8.751354911748e-11 | 4.375677455874e-11 |
9 | 0.999999999799233 | 4.01533501203252e-10 | 2.00766750601626e-10 |
10 | 0.999999999992842 | 1.43163961126699e-11 | 7.15819805633494e-12 |
11 | 0.999999999976694 | 4.66119996847214e-11 | 2.33059998423607e-11 |
12 | 0.999999999946781 | 1.06438348421821e-10 | 5.32191742109107e-11 |
13 | 0.999999999832013 | 3.35973617885119e-10 | 1.6798680894256e-10 |
14 | 0.999999999422198 | 1.15560379383793e-09 | 5.77801896918963e-10 |
15 | 0.999999999486261 | 1.02747909203055e-09 | 5.13739546015275e-10 |
16 | 0.999999999258481 | 1.48303787025853e-09 | 7.41518935129266e-10 |
17 | 0.999999998608668 | 2.7826645291777e-09 | 1.39133226458885e-09 |
18 | 0.999999998805845 | 2.38831012535923e-09 | 1.19415506267962e-09 |
19 | 0.999999997849817 | 4.3003650729733e-09 | 2.15018253648665e-09 |
20 | 0.999999993822088 | 1.23558231518831e-08 | 6.17791157594153e-09 |
21 | 0.99999999922637 | 1.5472610414423e-09 | 7.73630520721152e-10 |
22 | 0.999999998559872 | 2.88025667120337e-09 | 1.44012833560168e-09 |
23 | 0.99999999956646 | 8.67079448008395e-10 | 4.33539724004198e-10 |
24 | 0.999999998898232 | 2.20353674365159e-09 | 1.1017683718258e-09 |
25 | 0.999999996982538 | 6.03492420126888e-09 | 3.01746210063444e-09 |
26 | 0.999999993871582 | 1.22568354053574e-08 | 6.12841770267872e-09 |
27 | 0.999999983447578 | 3.31048447995298e-08 | 1.65524223997649e-08 |
28 | 0.999999992133066 | 1.57338670166446e-08 | 7.86693350832229e-09 |
29 | 0.999999984520552 | 3.09588964051644e-08 | 1.54794482025822e-08 |
30 | 0.999999965530524 | 6.89389525819416e-08 | 3.44694762909708e-08 |
31 | 0.999999908607834 | 1.82784331951602e-07 | 9.13921659758011e-08 |
32 | 0.999999801505533 | 3.96988934135961e-07 | 1.9849446706798e-07 |
33 | 0.999999559267081 | 8.81465838854642e-07 | 4.40732919427321e-07 |
34 | 0.999998910436748 | 2.17912650453589e-06 | 1.08956325226795e-06 |
35 | 0.999997375109934 | 5.24978013175508e-06 | 2.62489006587754e-06 |
36 | 0.999993761283111 | 1.24774337777424e-05 | 6.23871688887122e-06 |
37 | 0.999985480649381 | 2.90387012387065e-05 | 1.45193506193533e-05 |
38 | 0.999972594359327 | 5.48112813466726e-05 | 2.74056406733363e-05 |
39 | 0.999961808090863 | 7.63838182739779e-05 | 3.81919091369889e-05 |
40 | 0.999918735949839 | 0.000162528100321159 | 8.12640501605793e-05 |
41 | 0.999843646141717 | 0.000312707716566467 | 0.000156353858283233 |
42 | 0.999904646891752 | 0.000190706216495904 | 9.5353108247952e-05 |
43 | 0.999799192103316 | 0.000401615793368051 | 0.000200807896684026 |
44 | 0.999800548392106 | 0.00039890321578899 | 0.000199451607894495 |
45 | 0.999601138188944 | 0.000797723622112342 | 0.000398861811056171 |
46 | 0.999451554056408 | 0.00109689188718457 | 0.000548445943592287 |
47 | 0.998904661690385 | 0.00219067661922957 | 0.00109533830961478 |
48 | 0.998037243872044 | 0.00392551225591232 | 0.00196275612795616 |
49 | 0.996605024530157 | 0.00678995093968532 | 0.00339497546984266 |
50 | 0.993767887804479 | 0.0124642243910421 | 0.00623211219552103 |
51 | 0.99761196664026 | 0.00477606671948098 | 0.00238803335974049 |
52 | 0.995402440336843 | 0.00919511932631374 | 0.00459755966315687 |
53 | 0.991144087049199 | 0.0177118259016011 | 0.00885591295080057 |
54 | 0.983377234013666 | 0.0332455319726674 | 0.0166227659863337 |
55 | 0.96965822070058 | 0.0606835585988394 | 0.0303417792994197 |
56 | 0.952237921199739 | 0.095524157600522 | 0.047762078800261 |
57 | 0.920071575986227 | 0.159856848027545 | 0.0799284240137727 |
58 | 0.996897007255841 | 0.00620598548831826 | 0.00310299274415913 |
59 | 0.99458340915311 | 0.0108331816937808 | 0.00541659084689041 |
60 | 0.996303417065568 | 0.00739316586886401 | 0.003696582934432 |
61 | 0.996549313731591 | 0.00690137253681757 | 0.00345068626840879 |
62 | 0.999945416747919 | 0.000109166504161437 | 5.45832520807187e-05 |
63 | 0.999488258596734 | 0.00102348280653117 | 0.000511741403265583 |
64 | 0.999540991743918 | 0.000918016512163822 | 0.000459008256081911 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 52 | 0.88135593220339 | NOK |
5% type I error level | 56 | 0.949152542372881 | NOK |
10% type I error level | 58 | 0.983050847457627 | NOK |