Multiple Linear Regression - Estimated Regression Equation |
zondag[t] = + 200.721739759405 -0.0194884247345405weekdag[t] + 0.933024279456307zaterdag[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) | 200.721739759405 | 95.969938 | 2.0915 | 0.040277 | 0.020138 |
weekdag | -0.0194884247345405 | 0.020813 | -0.9364 | 0.352441 | 0.17622 |
zaterdag | 0.933024279456307 | 0.050346 | 18.5322 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.990317826654022 |
R-squared | 0.980729397788746 |
Adjusted R-squared | 0.980154155931694 |
F-TEST (value) | 1704.89922762952 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 67 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 644.332092235938 |
Sum Squared Residuals | 27815977.6207045 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 22274 | 23109.2521332417 | -835.25213324172 |
2 | 14819 | 16212.2543615302 | -1393.25436153022 |
3 | 15136 | 13421.6662482442 | 1714.33375175577 |
4 | 13704 | 13149.3146124902 | 554.685387509838 |
5 | 19638 | 20362.4683752879 | -724.468375287915 |
6 | 7551 | 9235.25890240521 | -1684.25890240521 |
7 | 8019 | 5576.89541040803 | 2442.10458959197 |
8 | 6509 | 6956.7816367459 | -447.7816367459 |
9 | 6634 | 6029.10864839426 | 604.891351605743 |
10 | 11166 | 9146.51306654014 | 2019.48693345986 |
11 | 7508 | 6987.06792083028 | 520.932079169716 |
12 | 4275 | 3987.57382279326 | 287.426177206744 |
13 | 4944 | 4334.48575147387 | 609.514248526128 |
14 | 5441 | 4814.15971065892 | 626.840289341077 |
15 | 1689 | 1886.28557709764 | -197.285577097638 |
16 | 1522 | 1693.82897088345 | -171.828970883446 |
17 | 1416 | 1545.25138211416 | -129.251382114163 |
18 | 1594 | 2096.10585950102 | -502.105859501019 |
19 | 1909 | 1575.26368376768 | 333.736316232324 |
20 | 2599 | 2454.22363240399 | 144.776367596005 |
21 | 1262 | 2128.32277325734 | -866.322773257337 |
22 | 1199 | 1551.89400459155 | -352.894004591553 |
23 | 4404 | 3301.62379569776 | 1102.37620430224 |
24 | 1166 | 1375.28187037351 | -209.281870373508 |
25 | 1122 | 1255.08248593712 | -133.082485937124 |
26 | 886 | 1231.81776433272 | -345.817764332721 |
27 | 778 | 872.730027721657 | -94.7300277216567 |
28 | 4436 | 3598.15483339554 | 837.845166604465 |
29 | 1890 | 2226.29974790681 | -336.299747906813 |
30 | 3107 | 2921.89004672013 | 185.109953279875 |
31 | 1038 | 1126.48817553111 | -88.4881755311131 |
32 | 300 | 527.898265147391 | -227.898265147391 |
33 | 988 | 1222.73093550386 | -234.730935503858 |
34 | 2008 | 2147.70878809028 | -139.70878809028 |
35 | 1522 | 1512.61884047496 | 9.38115952504232 |
36 | 1336 | 1408.14686992399 | -72.1468699239907 |
37 | 976 | 997.50167652261 | -21.5016765226099 |
38 | 798 | 1072.9231558685 | -274.923155868496 |
39 | 869 | 1304.68587735142 | -435.685877351418 |
40 | 1260 | 1393.25491063204 | -133.254910632036 |
41 | 578 | 728.807497231483 | -150.807497231483 |
42 | 2359 | 1898.28152810053 | 460.71847189947 |
43 | 736 | 747.553196842953 | -11.5531968429527 |
44 | 1690 | 1351.35632462433 | 338.643675375675 |
45 | 1201 | 1393.80275150776 | -192.802751507762 |
46 | 813 | 1534.54319073899 | -721.543190738994 |
47 | 778 | 956.757492665198 | -178.757492665198 |
48 | 687 | 955.264144284043 | -268.264144284043 |
49 | 1270 | 1197.34617800739 | 72.6538219926137 |
50 | 671 | 846.399890282078 | -175.399890282078 |
51 | 1559 | 793.670580337566 | 765.329419662434 |
52 | 489 | 715.379334777778 | -226.379334777778 |
53 | 773 | 798.481801139196 | -25.481801139196 |
54 | 629 | 854.930980100203 | -225.930980100203 |
55 | 637 | 775.723778577892 | -138.723778577892 |
56 | 277 | 431.905541652143 | -154.905541652143 |
57 | 776 | 740.254207749421 | 35.7457922505793 |
58 | 1651 | 897.684381563789 | 753.315618436211 |
59 | 377 | 560.904013637333 | -183.904013637333 |
60 | 222 | 516.508616718121 | -294.508616718121 |
61 | 1068 | 961.134872782421 | 106.865127217579 |
62 | 399 | 620.566362571738 | -221.566362571738 |
63 | 547 | 576.190454077261 | -29.1904540772606 |
64 | 668 | 1014.8093075454 | -346.809307545398 |
65 | 451 | 657.558450637305 | -206.558450637305 |
66 | 724 | 785.675103293837 | -61.6751032938369 |
67 | 853 | 938.924946221486 | -85.9249462214858 |
68 | 434 | 657.719198250784 | -223.719198250784 |
69 | 730 | 948.162587107979 | -218.162587107979 |
70 | 612 | 743.888735181252 | -131.888735181252 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.999999399202201 | 1.20159559850718e-06 | 6.0079779925359e-07 |
7 | 0.999999999996867 | 6.26640525808046e-12 | 3.13320262904023e-12 |
8 | 0.999999999999835 | 3.30551640194784e-13 | 1.65275820097392e-13 |
9 | 0.999999999999159 | 1.68239786367299e-12 | 8.41198931836493e-13 |
10 | 0.999999999999983 | 3.32432899750005e-14 | 1.66216449875002e-14 |
11 | 0.999999999999946 | 1.07842868484443e-13 | 5.39214342422213e-14 |
12 | 0.999999999999865 | 2.69773344138348e-13 | 1.34886672069174e-13 |
13 | 0.999999999999542 | 9.16252912999693e-13 | 4.58126456499847e-13 |
14 | 0.999999999998133 | 3.73356911395091e-12 | 1.86678455697545e-12 |
15 | 0.99999999999838 | 3.2393844492817e-12 | 1.61969222464085e-12 |
16 | 0.999999999997649 | 4.70130822690783e-12 | 2.35065411345391e-12 |
17 | 0.999999999995725 | 8.55102046698298e-12 | 4.27551023349149e-12 |
18 | 0.99999999999627 | 7.45910697096265e-12 | 3.72955348548133e-12 |
19 | 0.999999999995839 | 8.32118907523473e-12 | 4.16059453761736e-12 |
20 | 0.999999999986191 | 2.76169899419e-11 | 1.380849497095e-11 |
21 | 0.999999999999393 | 1.2137520716017e-12 | 6.06876035800852e-13 |
22 | 0.999999999998691 | 2.61773037386967e-12 | 1.30886518693483e-12 |
23 | 0.999999999999777 | 4.45266714214173e-13 | 2.22633357107086e-13 |
24 | 0.999999999999297 | 1.40636049704445e-12 | 7.03180248522227e-13 |
25 | 0.999999999997668 | 4.66499443024583e-12 | 2.33249721512291e-12 |
26 | 0.999999999994149 | 1.17014560666039e-11 | 5.85072803330193e-12 |
27 | 0.999999999982608 | 3.47837819277937e-11 | 1.73918909638969e-11 |
28 | 0.999999999990842 | 1.83152451666496e-11 | 9.1576225833248e-12 |
29 | 0.999999999983879 | 3.22416072805396e-11 | 1.61208036402698e-11 |
30 | 0.999999999945971 | 1.08057116956018e-10 | 5.40285584780091e-11 |
31 | 0.999999999826079 | 3.47842119967499e-10 | 1.73921059983749e-10 |
32 | 0.99999999947258 | 1.05483934171853e-09 | 5.27419670859267e-10 |
33 | 0.999999998505607 | 2.98878585389436e-09 | 1.49439292694718e-09 |
34 | 0.999999995822258 | 8.3554838168676e-09 | 4.1777419084338e-09 |
35 | 0.999999987546898 | 2.49062047675378e-08 | 1.24531023837689e-08 |
36 | 0.999999963390071 | 7.32198582529509e-08 | 3.66099291264755e-08 |
37 | 0.999999902135656 | 1.95728687719222e-07 | 9.78643438596108e-08 |
38 | 0.9999997591853 | 4.81629400663891e-07 | 2.40814700331946e-07 |
39 | 0.999999687448987 | 6.25102026678663e-07 | 3.12551013339331e-07 |
40 | 0.999999246867696 | 1.50626460833421e-06 | 7.53132304167107e-07 |
41 | 0.999998178701178 | 3.6425976443232e-06 | 1.8212988221616e-06 |
42 | 0.999998152478835 | 3.69504232927701e-06 | 1.84752116463851e-06 |
43 | 0.999995150585108 | 9.69882978391033e-06 | 4.84941489195516e-06 |
44 | 0.999994637599851 | 1.07248002980128e-05 | 5.36240014900639e-06 |
45 | 0.999986275759755 | 2.74484804909982e-05 | 1.37242402454991e-05 |
46 | 0.999995629003353 | 8.74199329426896e-06 | 4.37099664713448e-06 |
47 | 0.999990650765297 | 1.86984694054693e-05 | 9.34923470273467e-06 |
48 | 0.999988028824915 | 2.39423501702193e-05 | 1.19711750851097e-05 |
49 | 0.999974038877423 | 5.19222451539882e-05 | 2.59611225769941e-05 |
50 | 0.999971691488369 | 5.66170232622236e-05 | 2.83085116311118e-05 |
51 | 0.999994431458414 | 1.11370831712824e-05 | 5.56854158564118e-06 |
52 | 0.999987928529622 | 2.41429407561786e-05 | 1.20714703780893e-05 |
53 | 0.999962954474565 | 7.40910508707586e-05 | 3.70455254353793e-05 |
54 | 0.999956297452138 | 8.74050957242477e-05 | 4.37025478621239e-05 |
55 | 0.99993853167156 | 0.00012293665687998 | 6.14683284399901e-05 |
56 | 0.99984559438602 | 0.000308811227959066 | 0.000154405613979533 |
57 | 0.999597208930839 | 0.000805582138321706 | 0.000402791069160853 |
58 | 0.999994040338084 | 1.19193238319662e-05 | 5.95966191598309e-06 |
59 | 0.999968816648334 | 6.23667033326422e-05 | 3.11833516663211e-05 |
60 | 0.99994756194775 | 0.000104876104500489 | 5.24380522502446e-05 |
61 | 0.999929695658916 | 0.000140608682167725 | 7.03043410838625e-05 |
62 | 0.999683636270742 | 0.000632727458516389 | 0.000316363729258195 |
63 | 0.998339472063834 | 0.00332105587233141 | 0.00166052793616571 |
64 | 0.998036841743581 | 0.00392631651283897 | 0.00196315825641948 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 59 | 1 | NOK |
5% type I error level | 59 | 1 | NOK |
10% type I error level | 59 | 1 | NOK |