Multiple Linear Regression - Estimated Regression Equation |
vrijetijdsbesteding[t] = + 110.49 -1.72600000000004M1[t] -1.344M2[t] -1.28M3[t] -0.763999999999999M4[t] -0.721999999999998M5[t] -0.384000000000001M6[t] -0.215999999999997M7[t] + 0.166M8[t] + 1.496M9[t] + 1.7M10[t] -0.187499999999996M11[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) | 110.49 | 3.049833 | 36.2282 | 0 | 0 |
M1 | -1.72600000000004 | 4.09178 | -0.4218 | 0.67512 | 0.33756 |
M2 | -1.344 | 4.09178 | -0.3285 | 0.744052 | 0.372026 |
M3 | -1.28 | 4.09178 | -0.3128 | 0.75583 | 0.377915 |
M4 | -0.763999999999999 | 4.09178 | -0.1867 | 0.852705 | 0.426352 |
M5 | -0.721999999999998 | 4.09178 | -0.1765 | 0.860714 | 0.430357 |
M6 | -0.384000000000001 | 4.09178 | -0.0938 | 0.925639 | 0.462819 |
M7 | -0.215999999999997 | 4.09178 | -0.0528 | 0.958129 | 0.479064 |
M8 | 0.166 | 4.09178 | 0.0406 | 0.967815 | 0.483907 |
M9 | 1.496 | 4.09178 | 0.3656 | 0.716331 | 0.358166 |
M10 | 1.7 | 4.09178 | 0.4155 | 0.679732 | 0.339866 |
M11 | -0.187499999999996 | 4.313115 | -0.0435 | 0.965513 | 0.482757 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.184116543409472 |
R-squared | 0.0338989015570519 |
Adjusted R-squared | -0.197125274157566 |
F-TEST (value) | 0.146733134972536 |
F-TEST (DF numerator) | 11 |
F-TEST (DF denominator) | 46 |
p-value | 0.999225903166059 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 6.09966569825223 |
Sum Squared Residuals | 1711.472395 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 101.76 | 108.764 | -7.00400000000017 |
2 | 102.37 | 109.146 | -6.776 |
3 | 102.38 | 109.21 | -6.83 |
4 | 102.86 | 109.726 | -6.866 |
5 | 102.87 | 109.768 | -6.89799999999999 |
6 | 102.92 | 110.106 | -7.186 |
7 | 102.95 | 110.274 | -7.324 |
8 | 103.02 | 110.656 | -7.636 |
9 | 104.08 | 111.986 | -7.906 |
10 | 104.16 | 112.19 | -8.03 |
11 | 104.24 | 110.3025 | -6.06250000000001 |
12 | 104.33 | 110.49 | -6.16 |
13 | 104.73 | 108.764 | -4.03399999999995 |
14 | 104.86 | 109.146 | -4.286 |
15 | 105.03 | 109.21 | -4.18 |
16 | 105.62 | 109.726 | -4.106 |
17 | 105.63 | 109.768 | -4.13800000000001 |
18 | 105.63 | 110.106 | -4.476 |
19 | 105.94 | 110.274 | -4.334 |
20 | 106.61 | 110.656 | -4.046 |
21 | 107.69 | 111.986 | -4.296 |
22 | 107.78 | 112.19 | -4.41 |
23 | 107.93 | 110.3025 | -2.3725 |
24 | 108.48 | 110.49 | -2.00999999999999 |
25 | 108.14 | 108.764 | -0.623999999999959 |
26 | 108.48 | 109.146 | -0.665999999999997 |
27 | 108.48 | 109.21 | -0.729999999999996 |
28 | 108.89 | 109.726 | -0.835999999999999 |
29 | 108.93 | 109.768 | -0.837999999999993 |
30 | 109.21 | 110.106 | -0.896000000000003 |
31 | 109.47 | 110.274 | -0.804000000000002 |
32 | 109.8 | 110.656 | -0.856000000000001 |
33 | 111.73 | 111.986 | -0.255999999999997 |
34 | 111.85 | 112.19 | -0.340000000000003 |
35 | 112.12 | 110.3025 | 1.8175 |
36 | 112.15 | 110.49 | 1.66000000000001 |
37 | 112.17 | 108.764 | 3.40600000000004 |
38 | 112.67 | 109.146 | 3.524 |
39 | 112.8 | 109.21 | 3.59 |
40 | 113.44 | 109.726 | 3.714 |
41 | 113.53 | 109.768 | 3.762 |
42 | 114.53 | 110.106 | 4.424 |
43 | 114.51 | 110.274 | 4.236 |
44 | 115.05 | 110.656 | 4.394 |
45 | 116.67 | 111.986 | 4.684 |
46 | 117.07 | 112.19 | 4.87999999999999 |
47 | 116.92 | 110.3025 | 6.6175 |
48 | 117 | 110.49 | 6.51 |
49 | 117.02 | 108.764 | 8.25600000000004 |
50 | 117.35 | 109.146 | 8.20399999999999 |
51 | 117.36 | 109.21 | 8.15 |
52 | 117.82 | 109.726 | 8.09399999999999 |
53 | 117.88 | 109.768 | 8.112 |
54 | 118.24 | 110.106 | 8.134 |
55 | 118.5 | 110.274 | 8.226 |
56 | 118.8 | 110.656 | 8.144 |
57 | 119.76 | 111.986 | 7.77400000000001 |
58 | 120.09 | 112.19 | 7.90000000000001 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
15 | 0.0645893929315991 | 0.129178785863198 | 0.935410607068401 |
16 | 0.0359893264042392 | 0.0719786528084784 | 0.964010673595761 |
17 | 0.0213879206131235 | 0.0427758412262469 | 0.978612079386877 |
18 | 0.0136170394310909 | 0.0272340788621819 | 0.986382960568909 |
19 | 0.0101066555341157 | 0.0202133110682315 | 0.989893344465884 |
20 | 0.00963159584388178 | 0.0192631916877636 | 0.990368404156118 |
21 | 0.00996493520835898 | 0.019929870416718 | 0.990035064791641 |
22 | 0.0112566868735286 | 0.0225133737470572 | 0.988743313126471 |
23 | 0.0110864841604224 | 0.0221729683208448 | 0.988913515839578 |
24 | 0.0121488516846597 | 0.0242977033693194 | 0.98785114831534 |
25 | 0.0209377049293235 | 0.041875409858647 | 0.979062295070677 |
26 | 0.0325552412018391 | 0.0651104824036782 | 0.967444758798161 |
27 | 0.0471685673852668 | 0.0943371347705336 | 0.952831432614733 |
28 | 0.0659306624002617 | 0.131861324800523 | 0.934069337599738 |
29 | 0.0923365843578948 | 0.18467316871579 | 0.907663415642105 |
30 | 0.140624188991067 | 0.281248377982135 | 0.859375811008933 |
31 | 0.21020083475561 | 0.42040166951122 | 0.78979916524439 |
32 | 0.312124005241854 | 0.624248010483707 | 0.687875994758146 |
33 | 0.444300268001595 | 0.88860053600319 | 0.555699731998405 |
34 | 0.6133912004543 | 0.773217599091399 | 0.3866087995457 |
35 | 0.662892803744851 | 0.674214392510298 | 0.337107196255149 |
36 | 0.701594229772476 | 0.596811540455048 | 0.298405770227524 |
37 | 0.766452204323638 | 0.467095591352723 | 0.233547795676362 |
38 | 0.810691125505355 | 0.378617748989289 | 0.189308874494645 |
39 | 0.839769048191789 | 0.320461903616423 | 0.160230951808211 |
40 | 0.856206312719426 | 0.287587374561148 | 0.143793687280574 |
41 | 0.86615000140447 | 0.267699997191061 | 0.13384999859553 |
42 | 0.853261402125933 | 0.293477195748134 | 0.146738597874067 |
43 | 0.838073030880001 | 0.323853938239998 | 0.161926969119999 |
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 | 9 | 0.310344827586207 | NOK |
10% type I error level | 12 | 0.413793103448276 | NOK |