Multiple Linear Regression - Estimated Regression Equation |
zondag[t] = + 235.695592967887 -0.0208938269088003weekdag[t] + 0.933764370636922zaterdag[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) | 235.695592967887 | 114.209406 | 2.0637 | 0.043608 | 0.021804 |
weekdag | -0.0208938269088003 | 0.022501 | -0.9286 | 0.357019 | 0.17851 |
zaterdag | 0.933764370636922 | 0.054246 | 17.2134 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.989979745375768 |
R-squared | 0.980059896254271 |
Adjusted R-squared | 0.979360243491262 |
F-TEST (value) | 1400.78042719456 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 57 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 693.572523391552 |
Sum Squared Residuals | 27419442.1766123 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 22274 | 23061.2484567772 | -787.248456777152 |
2 | 14819 | 16197.2368257136 | -1378.23682571356 |
3 | 15136 | 13405.2399464711 | 1730.76005352892 |
4 | 13704 | 13137.3369274064 | 566.663072593549 |
5 | 19638 | 20370.1826132271 | -732.182613227094 |
6 | 7551 | 9237.8760618518 | -1686.8760618518 |
7 | 8019 | 5585.3298082299 | 2433.6701917701 |
8 | 6509 | 6969.03487394704 | -460.03487394704 |
9 | 6634 | 6044.00221219293 | 589.997787807068 |
10 | 11166 | 9164.82318177305 | 2001.17681822695 |
11 | 7508 | 7006.36300695308 | 501.636993046924 |
12 | 4275 | 4009.95908584927 | 265.040914150727 |
13 | 4944 | 4357.73274734599 | 586.267252654011 |
14 | 5441 | 4839.45790453182 | 601.542095468178 |
15 | 1689 | 1909.65746391835 | -220.657463918347 |
16 | 1522 | 1718.09482529928 | -196.094825299277 |
17 | 1416 | 1570.11520314903 | -154.115203149032 |
18 | 1594 | 2121.96538527706 | -527.965385277058 |
19 | 1909 | 1601.75947584761 | 307.240524152391 |
20 | 2599 | 2481.75299724633 | 117.247002753665 |
21 | 1262 | 2156.03979973732 | -894.039799737315 |
22 | 1199 | 1579.29974176785 | -380.299741767847 |
23 | 4404 | 3330.90531936261 | 1073.09468063739 |
24 | 1166 | 1403.12712220271 | -237.127122202706 |
25 | 1122 | 1282.97694764778 | -160.976947647785 |
26 | 886 | 1259.76465918357 | -373.764659183574 |
27 | 778 | 900.667296733753 | -122.667296733753 |
28 | 4436 | 3628.32484416592 | 807.675155834084 |
29 | 1890 | 2255.42605742008 | -365.426057420085 |
30 | 3107 | 2951.60285921731 | 155.397140782688 |
31 | 1038 | 1155.02425381909 | -117.024253819092 |
32 | 300 | 556.055437556258 | -256.055437556258 |
33 | 988 | 1251.48651942503 | -263.486519425027 |
34 | 2008 | 2177.22309961058 | -169.223099610576 |
35 | 1522 | 1541.85038857342 | -19.8503885734204 |
36 | 1336 | 1437.49709085195 | -101.49709085195 |
37 | 976 | 1026.58454413124 | -50.5845441312367 |
38 | 798 | 1102.12144685854 | -304.121446858542 |
39 | 869 | 1334.16113280875 | -465.161132808752 |
40 | 1260 | 1423.06172999557 | -163.061729995566 |
41 | 578 | 758.676601375677 | -180.676601375677 |
42 | 2359 | 1929.23951296389 | 429.760487036112 |
43 | 736 | 777.642882059007 | -41.6428820590067 |
44 | 1690 | 1381.93468664946 | 308.065313350542 |
45 | 1201 | 1424.78033795195 | -223.780337951948 |
46 | 813 | 1565.8881645868 | -752.888164586795 |
47 | 778 | 987.892956696668 | -209.892956696668 |
48 | 687 | 986.491549987647 | -299.491549987647 |
49 | 1270 | 1228.7961861746 | 41.2038138253968 |
50 | 671 | 877.761943989715 | -206.761943989715 |
51 | 1559 | 825.156211524285 | 733.843788475715 |
52 | 489 | 746.941858340389 | -257.941858340389 |
53 | 773 | 830.247847449772 | -57.2478474497723 |
54 | 629 | 886.775161533799 | -257.775161533799 |
55 | 637 | 807.57879848519 | -170.57879848519 |
56 | 277 | 463.521197565977 | -186.521197565977 |
57 | 776 | 772.213137216049 | 3.78686278395093 |
58 | 1651 | 929.81683542486 | 721.18316457514 |
59 | 377 | 592.838824599734 | -215.838824599734 |
60 | 222 | 548.436011347338 | -326.436011347338 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.999993672400719 | 1.26551985617821e-05 | 6.32759928089106e-06 |
7 | 0.999999999836697 | 3.26607052928414e-10 | 1.63303526464207e-10 |
8 | 0.999999999980096 | 3.98073444983949e-11 | 1.99036722491975e-11 |
9 | 0.999999999908779 | 1.82441108753047e-10 | 9.12205543765233e-11 |
10 | 0.999999999996218 | 7.56306493043859e-12 | 3.7815324652193e-12 |
11 | 0.999999999986882 | 2.62349860857775e-11 | 1.31174930428887e-11 |
12 | 0.999999999966156 | 6.76889465305962e-11 | 3.38444732652981e-11 |
13 | 0.999999999895384 | 2.09231752323986e-10 | 1.04615876161993e-10 |
14 | 0.999999999608354 | 7.83292964453781e-10 | 3.9164648222689e-10 |
15 | 0.999999999595992 | 8.08016753557042e-10 | 4.04008376778521e-10 |
16 | 0.999999999380363 | 1.23927341514012e-09 | 6.1963670757006e-10 |
17 | 0.999999998914482 | 2.17103553306315e-09 | 1.08551776653158e-09 |
18 | 0.999999998695656 | 2.60868750532237e-09 | 1.30434375266119e-09 |
19 | 0.999999998706438 | 2.58712327527561e-09 | 1.29356163763781e-09 |
20 | 0.999999996094121 | 7.81175809748111e-09 | 3.90587904874056e-09 |
21 | 0.999999999575219 | 8.49562547583557e-10 | 4.24781273791779e-10 |
22 | 0.99999999898412 | 2.03175969728115e-09 | 1.01587984864058e-09 |
23 | 0.99999999973881 | 5.22379640151272e-10 | 2.61189820075636e-10 |
24 | 0.999999999192801 | 1.61439886698002e-09 | 8.0719943349001e-10 |
25 | 0.999999997530053 | 4.93989454307549e-09 | 2.46994727153775e-09 |
26 | 0.999999993451122 | 1.30977556532792e-08 | 6.54887782663961e-09 |
27 | 0.999999983090893 | 3.38182140691872e-08 | 1.69091070345936e-08 |
28 | 0.999999987167096 | 2.56658084045715e-08 | 1.28329042022857e-08 |
29 | 0.999999974795824 | 5.04083523358779e-08 | 2.52041761679389e-08 |
30 | 0.999999922738173 | 1.54523653777432e-07 | 7.72618268887162e-08 |
31 | 0.999999778765863 | 4.42468274997543e-07 | 2.21234137498772e-07 |
32 | 0.999999391728546 | 1.21654290721005e-06 | 6.08271453605025e-07 |
33 | 0.999998339761052 | 3.32047789674982e-06 | 1.66023894837491e-06 |
34 | 0.999995691588774 | 8.61682245132455e-06 | 4.30841122566228e-06 |
35 | 0.999988874011839 | 2.22519763213423e-05 | 1.11259881606712e-05 |
36 | 0.999971355551774 | 5.7288896452525e-05 | 2.86444482262625e-05 |
37 | 0.99993785209398 | 0.000124295812040043 | 6.21479060200216e-05 |
38 | 0.999852709044235 | 0.000294581911529727 | 0.000147290955764863 |
39 | 0.999744732531532 | 0.000510534936935356 | 0.000255267468467678 |
40 | 0.999419993096268 | 0.00116001380746468 | 0.000580006903732338 |
41 | 0.998704578973973 | 0.00259084205205489 | 0.00129542102602744 |
42 | 0.998394755754539 | 0.00321048849092145 | 0.00160524424546072 |
43 | 0.996502013459588 | 0.00699597308082348 | 0.00349798654041174 |
44 | 0.996898007027351 | 0.00620398594529864 | 0.00310199297264932 |
45 | 0.993575103271778 | 0.0128497934564431 | 0.00642489672822155 |
46 | 0.997323653832696 | 0.00535269233460763 | 0.00267634616730382 |
47 | 0.993684279456605 | 0.0126314410867903 | 0.00631572054339517 |
48 | 0.987769609417983 | 0.0244607811640333 | 0.0122303905820166 |
49 | 0.97826838576519 | 0.0434632284696201 | 0.02173161423481 |
50 | 0.965853969169119 | 0.0682920616617614 | 0.0341460308308807 |
51 | 0.992993764675492 | 0.0140124706490159 | 0.00700623532450794 |
52 | 0.979778170381164 | 0.0404436592376724 | 0.0202218296188362 |
53 | 0.944692332637134 | 0.110615334725733 | 0.0553076673628665 |
54 | 0.907020393352382 | 0.185959213295236 | 0.0929796066476181 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 40 | 0.816326530612245 | NOK |
5% type I error level | 46 | 0.938775510204082 | NOK |
10% type I error level | 47 | 0.959183673469388 | NOK |