Multiple Linear Regression - Estimated Regression Equation
vrijetijdsbesteding[t] = + 100.676931818182 -0.090488636363676M1[t] -0.0355909090909097M2[t] -0.298693181818184M3[t] -0.109795454545457M4[t] -0.394897727272729M5[t] -0.384000000000005M6[t] -0.543102272727275M7[t] -0.488204545454552M8[t] + 0.51469318181818M9[t] + 0.391590909090904M10[t] + 0.139602272727273M11[t] + 0.327102272727273t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)100.6769318181820.337006298.739200
M1-0.0904886363636760.40885-0.22130.8258410.41292
M2-0.03559090909090970.408592-0.08710.9309740.465487
M3-0.2986931818181840.408392-0.73140.4683340.234167
M4-0.1097954545454570.408249-0.26890.7892030.394602
M5-0.3948977272727290.408163-0.96750.3384660.169233
M6-0.3840000000000050.408135-0.94090.3517970.175899
M7-0.5431022727272750.408163-1.33060.1900240.095012
M8-0.4882045454545520.408249-1.19580.2380190.119009
M90.514693181818180.4083921.26030.2140610.10703
M100.3915909090909040.4085920.95840.3429870.171494
M110.1396022727272730.4302390.32450.7470810.373541
t0.3271022727272730.00483467.66500


Multiple Linear Regression - Regression Statistics
Multiple R0.995287469888219
R-squared0.990597147716492
Adjusted R-squared0.98808972044089
F-TEST (value)395.065155968917
F-TEST (DF numerator)12
F-TEST (DF denominator)45
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.608411215437963
Sum Squared Residuals16.6573893181815


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1101.76100.9135454545460.8464545454544
2102.37101.2955454545451.07445454545456
3102.38101.3595454545451.02045454545455
4102.86101.8755454545450.984454545454555
5102.87101.9175454545450.952454545454554
6102.92102.2555454545450.664454545454556
7102.95102.4235454545450.526454545454553
8103.02102.8055454545450.21445454545455
9104.08104.135545454545-0.0555454545454503
10104.16104.339545454545-0.179545454545449
11104.24104.414659090909-0.174659090909094
12104.33104.602159090909-0.27215909090909
13104.73104.838772727273-0.108772727272687
14104.86105.220772727273-0.360772727272727
15105.03105.284772727273-0.254772727272722
16105.62105.800772727273-0.18077272727272
17105.63105.842772727273-0.212772727272729
18105.63106.180772727273-0.550772727272726
19105.94106.348772727273-0.408772727272728
20106.61106.730772727273-0.120772727272722
21107.69108.060772727273-0.370772727272728
22107.78108.264772727273-0.484772727272721
23107.93108.339886363636-0.409886363636358
24108.48108.527386363636-0.0473863636363602
25108.14108.764-0.623999999999961
26108.48109.146-0.665999999999996
27108.48109.21-0.729999999999996
28108.89109.726-0.835999999999999
29108.93109.768-0.837999999999993
30109.21110.106-0.896000000000003
31109.47110.274-0.804000000000001
32109.8110.656-0.856
33111.73111.986-0.255999999999998
34111.85112.19-0.340000000000004
35112.12112.265113636364-0.145113636363635
36112.15112.452613636364-0.302613636363634
37112.17112.689227272727-0.519227272727236
38112.67113.071227272727-0.401227272727275
39112.8113.135227272727-0.335227272727278
40113.44113.651227272727-0.211227272727276
41113.53113.693227272727-0.163227272727275
42114.53114.0312272727270.498772727272728
43114.51114.1992272727270.310772727272729
44115.05114.5812272727270.468772727272723
45116.67115.9112272727270.758772727272724
46117.07116.1152272727270.95477272727272
47116.92116.1903409090910.729659090909087
48117116.3778409090910.622159090909082
49117.02116.6144545454550.405545454545484
50117.35116.9964545454550.353545454545441
51117.36117.0604545454550.299545454545449
52117.82117.5764545454550.24354545454544
53117.88117.6184545454550.261545454545442
54118.24117.9564545454550.283545454545444
55118.5118.1244545454550.375545454545447
56118.8118.5064545454550.293545454545449
57119.76119.836454545455-0.0764545454545484
58120.09120.0404545454550.0495454545454541


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
160.05770632094513280.1154126418902660.942293679054867
170.0197393027209290.0394786054418580.980260697279071
180.005350631464768230.01070126292953650.994649368535232
190.004268996061024490.008537992122048980.995731003938976
200.1013772482251390.2027544964502770.898622751774861
210.1934964689507040.3869929379014070.806503531049296
220.2356447353126140.4712894706252290.764355264687386
230.260027382888730.5200547657774610.73997261711127
240.4596184475719940.9192368951439880.540381552428006
250.3642040979940820.7284081959881650.635795902005918
260.2727598284990150.5455196569980310.727240171500985
270.1929158901286430.3858317802572860.807084109871357
280.1332821016137140.2665642032274280.866717898386286
290.08754438658683210.1750887731736640.912455613413168
300.07358455869273040.1471691173854610.92641544130727
310.06127173599399660.1225434719879930.938728264006003
320.0618462774547880.1236925549095760.938153722545212
330.1248868540578390.2497737081156780.87511314594216
340.1916970332066650.3833940664133310.808302966793335
350.293236428130620.586472856261240.70676357186938
360.3470767144997110.6941534289994220.652923285500289
370.4150232060290490.8300464120580980.584976793970951
380.4817163292919930.9634326585839870.518283670708007
390.5544444437309930.8911111125380130.445555556269007
400.612593154997230.7748136900055390.38740684500277
410.7433545096738940.5132909806522110.256645490326106
420.6981786964600780.6036426070798440.301821303539922


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level10.037037037037037NOK
5% type I error level30.111111111111111NOK
10% type I error level30.111111111111111NOK