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
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)110.493.04983336.228200
M1-1.726000000000044.09178-0.42180.675120.33756
M2-1.3444.09178-0.32850.7440520.372026
M3-1.284.09178-0.31280.755830.377915
M4-0.7639999999999994.09178-0.18670.8527050.426352
M5-0.7219999999999984.09178-0.17650.8607140.430357
M6-0.3840000000000014.09178-0.09380.9256390.462819
M7-0.2159999999999974.09178-0.05280.9581290.479064
M80.1664.091780.04060.9678150.483907
M91.4964.091780.36560.7163310.358166
M101.74.091780.41550.6797320.339866
M11-0.1874999999999964.313115-0.04350.9655130.482757


Multiple Linear Regression - Regression Statistics
Multiple R0.184116543409472
R-squared0.0338989015570519
Adjusted R-squared-0.197125274157566
F-TEST (value)0.146733134972536
F-TEST (DF numerator)11
F-TEST (DF denominator)46
p-value0.999225903166059
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation6.09966569825223
Sum Squared Residuals1711.472395


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1101.76108.764-7.00400000000017
2102.37109.146-6.776
3102.38109.21-6.83
4102.86109.726-6.866
5102.87109.768-6.89799999999999
6102.92110.106-7.186
7102.95110.274-7.324
8103.02110.656-7.636
9104.08111.986-7.906
10104.16112.19-8.03
11104.24110.3025-6.06250000000001
12104.33110.49-6.16
13104.73108.764-4.03399999999995
14104.86109.146-4.286
15105.03109.21-4.18
16105.62109.726-4.106
17105.63109.768-4.13800000000001
18105.63110.106-4.476
19105.94110.274-4.334
20106.61110.656-4.046
21107.69111.986-4.296
22107.78112.19-4.41
23107.93110.3025-2.3725
24108.48110.49-2.00999999999999
25108.14108.764-0.623999999999959
26108.48109.146-0.665999999999997
27108.48109.21-0.729999999999996
28108.89109.726-0.835999999999999
29108.93109.768-0.837999999999993
30109.21110.106-0.896000000000003
31109.47110.274-0.804000000000002
32109.8110.656-0.856000000000001
33111.73111.986-0.255999999999997
34111.85112.19-0.340000000000003
35112.12110.30251.8175
36112.15110.491.66000000000001
37112.17108.7643.40600000000004
38112.67109.1463.524
39112.8109.213.59
40113.44109.7263.714
41113.53109.7683.762
42114.53110.1064.424
43114.51110.2744.236
44115.05110.6564.394
45116.67111.9864.684
46117.07112.194.87999999999999
47116.92110.30256.6175
48117110.496.51
49117.02108.7648.25600000000004
50117.35109.1468.20399999999999
51117.36109.218.15
52117.82109.7268.09399999999999
53117.88109.7688.112
54118.24110.1068.134
55118.5110.2748.226
56118.8110.6568.144
57119.76111.9867.77400000000001
58120.09112.197.90000000000001


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
150.06458939293159910.1291787858631980.935410607068401
160.03598932640423920.07197865280847840.964010673595761
170.02138792061312350.04277584122624690.978612079386877
180.01361703943109090.02723407886218190.986382960568909
190.01010665553411570.02021331106823150.989893344465884
200.009631595843881780.01926319168776360.990368404156118
210.009964935208358980.0199298704167180.990035064791641
220.01125668687352860.02251337374705720.988743313126471
230.01108648416042240.02217296832084480.988913515839578
240.01214885168465970.02429770336931940.98785114831534
250.02093770492932350.0418754098586470.979062295070677
260.03255524120183910.06511048240367820.967444758798161
270.04716856738526680.09433713477053360.952831432614733
280.06593066240026170.1318613248005230.934069337599738
290.09233658435789480.184673168715790.907663415642105
300.1406241889910670.2812483779821350.859375811008933
310.210200834755610.420401669511220.78979916524439
320.3121240052418540.6242480104837070.687875994758146
330.4443002680015950.888600536003190.555699731998405
340.61339120045430.7732175990913990.3866087995457
350.6628928037448510.6742143925102980.337107196255149
360.7015942297724760.5968115404550480.298405770227524
370.7664522043236380.4670955913527230.233547795676362
380.8106911255053550.3786177489892890.189308874494645
390.8397690481917890.3204619036164230.160230951808211
400.8562063127194260.2875873745611480.143793687280574
410.866150001404470.2676999971910610.13384999859553
420.8532614021259330.2934771957481340.146738597874067
430.8380730308800010.3238539382399980.161926969119999


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level90.310344827586207NOK
10% type I error level120.413793103448276NOK