| Multiple Linear Regression - Estimated Regression Equation |
| Inschrijvingen[t] = + 19.2342063492064 + 2.4170746409675M1[t] -1.29556500377929M2[t] -7.54350850340136M3[t] + 9.08754799697657M4[t] + 7.3261044973545M5[t] + 11.7308276643991M6[t] + 8.42988416477702M7[t] + 5.52210733182162M8[t] + 5.51366383219955M9[t] -0.669113000755858M10[t] -1.4887231670446M11[t] + 0.0246101662887377t + 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) | 19.2342063492064 | 1.060407 | 18.1385 | 0 | 0 |
| M1 | 2.4170746409675 | 1.253077 | 1.9289 | 0.058476 | 0.029238 |
| M2 | -1.29556500377929 | 1.304849 | -0.9929 | 0.324754 | 0.162377 |
| M3 | -7.54350850340136 | 1.303689 | -5.7863 | 0 | 0 |
| M4 | 9.08754799697657 | 1.302649 | 6.9762 | 0 | 0 |
| M5 | 7.3261044973545 | 1.301731 | 5.628 | 1e-06 | 0 |
| M6 | 11.7308276643991 | 1.300935 | 9.0172 | 0 | 0 |
| M7 | 8.42988416477702 | 1.300261 | 6.4832 | 0 | 0 |
| M8 | 5.52210733182162 | 1.29971 | 4.2487 | 7.6e-05 | 3.8e-05 |
| M9 | 5.51366383219955 | 1.29928 | 4.2436 | 7.7e-05 | 3.9e-05 |
| M10 | -0.669113000755858 | 1.298974 | -0.5151 | 0.60837 | 0.304185 |
| M11 | -1.4887231670446 | 1.29879 | -1.1462 | 0.256247 | 0.128124 |
| t | 0.0246101662887377 | 0.012624 | 1.9495 | 0.055915 | 0.027958 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.934533246479811 |
| R-squared | 0.873352388776096 |
| Adjusted R-squared | 0.848022866531315 |
| F-TEST (value) | 34.4796234345103 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 60 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.24946353602907 |
| Sum Squared Residuals | 303.605171995465 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 19.785 | 21.6758911564626 | -1.89089115646257 |
| 2 | 18.479 | 17.9878616780045 | 0.491138321995464 |
| 3 | 10.698 | 11.7645283446712 | -1.0665283446712 |
| 4 | 31.956 | 28.4201950113379 | 3.53580498866213 |
| 5 | 29.506 | 26.6833616780045 | 2.82263832199547 |
| 6 | 34.506 | 31.1126950113379 | 3.39330498866213 |
| 7 | 27.165 | 27.8363616780045 | -0.671361678004535 |
| 8 | 26.736 | 24.9531950113379 | 1.78280498866213 |
| 9 | 23.691 | 24.9693616780045 | -1.27836167800454 |
| 10 | 18.157 | 18.8111950113379 | -0.654195011337869 |
| 11 | 17.328 | 18.0161950113379 | -0.68819501133787 |
| 12 | 18.205 | 19.5295283446712 | -1.3245283446712 |
| 13 | 20.995 | 21.9712131519274 | -0.97621315192744 |
| 14 | 17.382 | 18.2831836734694 | -0.901183673469387 |
| 15 | 9.367 | 12.0598503401361 | -2.69285034013605 |
| 16 | 31.124 | 28.7155170068027 | 2.40848299319728 |
| 17 | 26.551 | 26.9786836734694 | -0.42768367346939 |
| 18 | 30.651 | 31.4080170068027 | -0.757017006802722 |
| 19 | 25.859 | 28.1316836734694 | -2.27268367346939 |
| 20 | 25.1 | 25.2485170068027 | -0.14851700680272 |
| 21 | 25.778 | 25.2646836734694 | 0.51331632653061 |
| 22 | 20.418 | 19.1065170068027 | 1.31148299319728 |
| 23 | 18.688 | 18.3115170068027 | 0.376482993197277 |
| 24 | 20.424 | 19.8248503401361 | 0.599149659863944 |
| 25 | 24.776 | 22.2665351473923 | 2.50946485260771 |
| 26 | 19.814 | 18.5785056689342 | 1.23549433106576 |
| 27 | 12.738 | 12.3551723356009 | 0.382827664399091 |
| 28 | 31.566 | 29.0108390022676 | 2.55516099773243 |
| 29 | 30.111 | 27.2740056689342 | 2.83699433106576 |
| 30 | 30.019 | 31.7033390022676 | -1.68433900226758 |
| 31 | 31.934 | 28.4270056689342 | 3.50699433106576 |
| 32 | 25.826 | 25.5438390022676 | 0.282160997732427 |
| 33 | 26.835 | 25.5600056689342 | 1.27499433106576 |
| 34 | 20.205 | 19.4018390022676 | 0.803160997732424 |
| 35 | 17.789 | 18.6068390022676 | -0.817839002267572 |
| 36 | 20.52 | 20.1201723356009 | 0.399827664399092 |
| 37 | 22.518 | 22.5618571428571 | -0.0438571428571448 |
| 38 | 15.572 | 18.8738276643991 | -3.30182766439909 |
| 39 | 11.509 | 12.6504943310658 | -1.14149433106576 |
| 40 | 25.447 | 29.3061609977324 | -3.85916099773243 |
| 41 | 24.09 | 27.5693276643991 | -3.47932766439909 |
| 42 | 27.786 | 31.9986609977324 | -4.21266099773242 |
| 43 | 26.195 | 28.7223276643991 | -2.52732766439909 |
| 44 | 20.516 | 25.8391609977324 | -5.32316099773243 |
| 45 | 22.759 | 25.8553276643991 | -3.09632766439909 |
| 46 | 19.028 | 19.6971609977324 | -0.669160997732427 |
| 47 | 16.971 | 18.9021609977324 | -1.93116099773243 |
| 48 | 20.036 | 20.4154943310658 | -0.379494331065759 |
| 49 | 22.485 | 22.857179138322 | -0.372179138321998 |
| 50 | 18.73 | 19.1691496598639 | -0.439149659863945 |
| 51 | 14.538 | 12.9458163265306 | 1.59218367346939 |
| 52 | 27.561 | 29.6014829931973 | -2.04048299319728 |
| 53 | 25.985 | 27.8646496598639 | -1.87964965986395 |
| 54 | 34.67 | 32.2939829931973 | 2.37601700680272 |
| 55 | 32.066 | 29.0176496598639 | 3.04835034013606 |
| 56 | 27.186 | 26.1344829931973 | 1.05151700680272 |
| 57 | 29.586 | 26.1506496598639 | 3.43535034013605 |
| 58 | 21.359 | 19.9924829931973 | 1.36651700680272 |
| 59 | 21.553 | 19.1974829931973 | 2.35551700680272 |
| 60 | 19.573 | 20.7108163265306 | -1.13781632653061 |
| 61 | 24.256 | 23.1525011337868 | 1.10349886621315 |
| 62 | 22.38 | 19.4644716553288 | 2.9155283446712 |
| 63 | 16.167 | 13.2411383219955 | 2.92586167800454 |
| 64 | 27.297 | 29.8968049886621 | -2.59980498866213 |
| 65 | 28.287 | 28.1599716553288 | 0.127028344671201 |
| 66 | 33.474 | 32.5893049886621 | 0.884695011337866 |
| 67 | 28.229 | 29.3129716553288 | -1.0839716553288 |
| 68 | 28.785 | 26.4298049886621 | 2.35519501133787 |
| 69 | 25.597 | 26.4459716553288 | -0.848971655328796 |
| 70 | 18.13 | 20.2878049886621 | -2.15780498866213 |
| 71 | 20.198 | 19.4928049886621 | 0.705195011337869 |
| 72 | 22.849 | 21.0061383219955 | 1.84286167800454 |
| 73 | 23.118 | 23.4478231292517 | -0.329823129251704 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.0605001294966976 | 0.121000258993395 | 0.939499870503302 |
| 17 | 0.0699741732322338 | 0.139948346464468 | 0.930025826767766 |
| 18 | 0.0861405296647753 | 0.172281059329551 | 0.913859470335225 |
| 19 | 0.0420306683680206 | 0.0840613367360412 | 0.957969331631979 |
| 20 | 0.0179611800630335 | 0.035922360126067 | 0.982038819936967 |
| 21 | 0.0396353830183814 | 0.0792707660367627 | 0.960364616981619 |
| 22 | 0.0547420330647848 | 0.10948406612957 | 0.945257966935215 |
| 23 | 0.0413637379014981 | 0.0827274758029962 | 0.958636262098502 |
| 24 | 0.0393330205991336 | 0.0786660411982672 | 0.960666979400866 |
| 25 | 0.10894180638553 | 0.21788361277106 | 0.89105819361447 |
| 26 | 0.0798001322514146 | 0.159600264502829 | 0.920199867748585 |
| 27 | 0.0613609170999545 | 0.122721834199909 | 0.938639082900045 |
| 28 | 0.0698447661794051 | 0.13968953235881 | 0.930155233820595 |
| 29 | 0.0832065367187459 | 0.166413073437492 | 0.916793463281254 |
| 30 | 0.105078712731148 | 0.210157425462295 | 0.894921287268852 |
| 31 | 0.259784993158214 | 0.519569986316427 | 0.740215006841786 |
| 32 | 0.226179258395083 | 0.452358516790167 | 0.773820741604917 |
| 33 | 0.212516635507211 | 0.425033271014421 | 0.787483364492789 |
| 34 | 0.19887583913227 | 0.397751678264541 | 0.80112416086773 |
| 35 | 0.157818693137505 | 0.315637386275009 | 0.842181306862495 |
| 36 | 0.137107631881936 | 0.274215263763871 | 0.862892368118064 |
| 37 | 0.118618359276167 | 0.237236718552334 | 0.881381640723833 |
| 38 | 0.184865137262611 | 0.369730274525222 | 0.815134862737389 |
| 39 | 0.141517742886469 | 0.283035485772939 | 0.858482257113531 |
| 40 | 0.329467075174459 | 0.658934150348917 | 0.670532924825541 |
| 41 | 0.37493127997246 | 0.749862559944919 | 0.62506872002754 |
| 42 | 0.473197573140668 | 0.946395146281336 | 0.526802426859332 |
| 43 | 0.431148556093277 | 0.862297112186554 | 0.568851443906723 |
| 44 | 0.730070621640119 | 0.539858756719761 | 0.269929378359881 |
| 45 | 0.79186113846425 | 0.4162777230715 | 0.20813886153575 |
| 46 | 0.719163265403912 | 0.561673469192175 | 0.280836734596088 |
| 47 | 0.757183573210206 | 0.485632853579588 | 0.242816426789794 |
| 48 | 0.692624155080785 | 0.614751689838431 | 0.307375844919215 |
| 49 | 0.630459276309897 | 0.739081447380207 | 0.369540723690103 |
| 50 | 0.703321933624803 | 0.593356132750394 | 0.296678066375197 |
| 51 | 0.711668882762583 | 0.576662234474834 | 0.288331117237417 |
| 52 | 0.620611729435489 | 0.758776541129022 | 0.379388270564511 |
| 53 | 0.64086705528045 | 0.718265889439101 | 0.35913294471955 |
| 54 | 0.568152968080241 | 0.863694063839518 | 0.431847031919759 |
| 55 | 0.582011520959886 | 0.835976958080228 | 0.417988479040114 |
| 56 | 0.544981961378023 | 0.910036077243955 | 0.455018038621977 |
| 57 | 0.556400281890079 | 0.887199436219842 | 0.443599718109921 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 0 | 0 | OK |
| 5% type I error level | 1 | 0.0238095238095238 | OK |
| 10% type I error level | 5 | 0.119047619047619 | NOK |
