Multiple Linear Regression - Estimated Regression Equation |
Sterftecijfer[t] = + 9.8156466577055 -0.00130798098140336V2[t] + 0.467047542017973M1[t] -0.496870365252102M2[t] + 0.0191390733850001M3[t] -0.914554765271226M4[t] -1.17461898261787M5[t] -1.39948880362134M6[t] -1.18904313812691M7[t] -1.46415884470312M8[t] -1.58241850777879M9[t] -1.06574537070756M10[t] -1.04666703073587M11[t] -0.00913768451302073t + 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) | 9.8156466577055 | 0.223663 | 43.8858 | 0 | 0 |
V2 | -0.00130798098140336 | 0.000196 | -6.6898 | 0 | 0 |
M1 | 0.467047542017973 | 0.241431 | 1.9345 | 0.059216 | 0.029608 |
M2 | -0.496870365252102 | 0.24102 | -2.0615 | 0.044929 | 0.022465 |
M3 | 0.0191390733850001 | 0.241151 | 0.0794 | 0.937086 | 0.468543 |
M4 | -0.914554765271226 | 0.243112 | -3.7619 | 0.000476 | 0.000238 |
M5 | -1.17461898261787 | 0.240717 | -4.8797 | 1.3e-05 | 7e-06 |
M6 | -1.39948880362134 | 0.240897 | -5.8095 | 1e-06 | 0 |
M7 | -1.18904313812691 | 0.240689 | -4.9402 | 1.1e-05 | 5e-06 |
M8 | -1.46415884470312 | 0.240945 | -6.0767 | 0 | 0 |
M9 | -1.58241850777879 | 0.239542 | -6.606 | 0 | 0 |
M10 | -1.06574537070756 | 0.242209 | -4.4001 | 6.4e-05 | 3.2e-05 |
M11 | -1.04666703073587 | 0.241932 | -4.3263 | 8.1e-05 | 4e-05 |
t | -0.00913768451302073 | 0.002878 | -3.1747 | 0.002676 | 0.001338 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.914398840553984 |
R-squared | 0.83612523960647 |
Adjusted R-squared | 0.789812807321342 |
F-TEST (value) | 18.054012677606 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 46 |
p-value | 7.37188088351104e-14 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.378355541378205 |
Sum Squared Residuals | 6.58503412181335 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 9 | 9.08198584115198 | -0.0819858411519798 |
2 | 8 | 8.1036983254433 | -0.103698325443294 |
3 | 9 | 9.21616527395713 | -0.21616527395713 |
4 | 9 | 8.71804728446502 | 0.281952715534975 |
5 | 8 | 7.97797222930015 | 0.0220277706998488 |
6 | 8 | 8.06049612128328 | -0.060496121283277 |
7 | 8 | 8.06037503112856 | -0.0603750311285626 |
8 | 8 | 7.46089822352113 | 0.539101776478875 |
9 | 8 | 7.8619251924194 | 0.138074807580605 |
10 | 8 | 7.80964478493697 | 0.190355215063034 |
11 | 8 | 7.85097698394931 | 0.149023016050688 |
12 | 10 | 9.12655886878757 | 0.873441131212428 |
13 | 10 | 9.69695509069321 | 0.303044909306786 |
14 | 8 | 8.42437185416875 | -0.42437185416875 |
15 | 8 | 8.5310014279834 | -0.531001427983403 |
16 | 8 | 8.32456319734425 | -0.324563197344247 |
17 | 8 | 8.35358095924455 | -0.353580959244549 |
18 | 7 | 7.0457210679959 | -0.0457210679959036 |
19 | 8 | 8.2960297960628 | -0.296029796062801 |
20 | 7 | 7.07264606032596 | -0.0726460603259601 |
21 | 7 | 7.07997075382182 | -0.0799707538218188 |
22 | 8 | 8.01783194926173 | -0.0178319492617329 |
23 | 8 | 8.28544485805686 | -0.28544485805686 |
24 | 9 | 9.0064428067801 | -0.00644280678009777 |
25 | 10 | 10.0006248666604 | -0.000624866660426914 |
26 | 9 | 8.54361631175809 | 0.456383688241911 |
27 | 10 | 9.05833595177059 | 0.94166404822941 |
28 | 8 | 8.03440960775433 | -0.0344096077543348 |
29 | 8 | 7.76913164883888 | 0.230868351161119 |
30 | 8 | 8.00861325859041 | -0.00861325859040938 |
31 | 7 | 7.52323122433505 | -0.523231224335049 |
32 | 7 | 7.3880876651258 | -0.388087665125803 |
33 | 7 | 7.26461426048133 | -0.264614260481326 |
34 | 8 | 8.05859754796687 | -0.0585975479668706 |
35 | 8 | 8.3654498862041 | -0.365449886204098 |
36 | 9 | 8.98573329935928 | 0.0142667006407229 |
37 | 9 | 9.02116529987094 | -0.0211652998709444 |
38 | 8 | 8.21422329272607 | -0.214223292726076 |
39 | 9 | 8.85843304989751 | 0.141566950102491 |
40 | 8 | 8.11964655982719 | -0.119646559827186 |
41 | 8 | 7.98778266101487 | 0.0122173389851249 |
42 | 8 | 7.9552042266345 | 0.0447957733654952 |
43 | 9 | 8.08849719658293 | 0.911502803417066 |
44 | 7 | 7.0233791595959 | -0.0233791595958988 |
45 | 7 | 6.93260527948651 | 0.067394720513494 |
46 | 8 | 8.31125606565935 | -0.311256065659352 |
47 | 8 | 8.33035258798784 | -0.330352587987841 |
48 | 8 | 8.4379074564329 | -0.437907456432903 |
49 | 9 | 9.19926890162343 | -0.199268901623435 |
50 | 9 | 8.7140902159038 | 0.285909784096208 |
51 | 9 | 9.33606429639137 | -0.336064296391369 |
52 | 8 | 7.8033333506092 | 0.196666649390793 |
53 | 7 | 6.91153250160154 | 0.0884674983984558 |
54 | 7 | 6.9299653254959 | 0.070034674504095 |
55 | 7 | 7.03186675189065 | -0.0318667518906535 |
56 | 7 | 7.05498889143121 | -0.0549888914312133 |
57 | 7 | 6.86088451379096 | 0.139115486209045 |
58 | 8 | 7.80266965217508 | 0.197330347824921 |
59 | 8 | 7.16777568380189 | 0.832224316198112 |
60 | 8 | 8.44335756864015 | -0.44335756864015 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.278873903310155 | 0.55774780662031 | 0.721126096689845 |
18 | 0.291385666824504 | 0.582771333649008 | 0.708614333175496 |
19 | 0.174177559401838 | 0.348355118803676 | 0.825822440598162 |
20 | 0.134563576507318 | 0.269127153014636 | 0.865436423492682 |
21 | 0.075598355923682 | 0.151196711847364 | 0.924401644076318 |
22 | 0.0376626134055489 | 0.0753252268110977 | 0.962337386594451 |
23 | 0.0239247551552434 | 0.0478495103104869 | 0.976075244844757 |
24 | 0.0427642883242535 | 0.085528576648507 | 0.957235711675747 |
25 | 0.0293618549364357 | 0.0587237098728713 | 0.970638145063564 |
26 | 0.191890339382942 | 0.383780678765884 | 0.808109660617058 |
27 | 0.783547723669863 | 0.432904552660274 | 0.216452276330137 |
28 | 0.705490350991409 | 0.589019298017183 | 0.294509649008591 |
29 | 0.681117062932347 | 0.637765874135306 | 0.318882937067653 |
30 | 0.592524046093193 | 0.814951907813614 | 0.407475953906807 |
31 | 0.651585855471691 | 0.696828289056617 | 0.348414144528308 |
32 | 0.637078630655704 | 0.725842738688592 | 0.362921369344296 |
33 | 0.561611788342328 | 0.876776423315345 | 0.438388211657672 |
34 | 0.459590002935609 | 0.919180005871219 | 0.540409997064391 |
35 | 0.449834790000115 | 0.89966958000023 | 0.550165209999885 |
36 | 0.442469106709921 | 0.884938213419842 | 0.557530893290079 |
37 | 0.34928773711859 | 0.69857547423718 | 0.65071226288141 |
38 | 0.316920069189309 | 0.633840138378618 | 0.683079930810691 |
39 | 0.2606475498504 | 0.5212950997008 | 0.7393524501496 |
40 | 0.178969223646134 | 0.357938447292268 | 0.821030776353866 |
41 | 0.108718022881016 | 0.217436045762032 | 0.891281977118984 |
42 | 0.0598686247920303 | 0.119737249584061 | 0.94013137520797 |
43 | 1 | 3.35170143559359e-44 | 1.67585071779679e-44 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 1 | 0.037037037037037 | NOK |
5% type I error level | 2 | 0.0740740740740741 | NOK |
10% type I error level | 5 | 0.185185185185185 | NOK |