Multiple Linear Regression - Estimated Regression Equation |
Aantal_werknemers[t] = + 5.73731789826991 -0.00153941948235356Activa[t] + 0.00958233412537014Omzet[t] + 0.000295845178937565Marktwaarde[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) | 5.73731789826991 | 3.438532 | 1.6685 | 0.099379 | 0.04969 |
Activa | -0.00153941948235356 | 0.000434 | -3.5501 | 0.000669 | 0.000335 |
Omzet | 0.00958233412537014 | 0.000868 | 11.0398 | 0 | 0 |
Marktwaarde | 0.000295845178937565 | 0.00049 | 0.6038 | 0.547829 | 0.273914 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.935425009985015 |
R-squared | 0.875019949305465 |
Adjusted R-squared | 0.870020747277684 |
F-TEST (value) | 175.031923983635 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 75 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 23.2554647494916 |
Sum Squared Residuals | 40561.2480536135 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 18.2 | 20.0790099518201 | -1.87900995182009 |
2 | 143.8 | 75.0736295162034 | 68.7263704837966 |
3 | 23.4 | 32.5766451270292 | -9.17664512702917 |
4 | 1.1 | 3.71719857915939 | -2.61719857915939 |
5 | 49.5 | 55.3200672448318 | -5.82006724483181 |
6 | 4.8 | 21.3767531383483 | -16.5767531383483 |
7 | 20.8 | 20.4600257420171 | 0.33997425798287 |
8 | 19.4 | 15.9240234615539 | 3.47597653844607 |
9 | 2.1 | 4.13216586384052 | -2.03216586384052 |
10 | 79.4 | 65.4678176995001 | 13.9321823004999 |
11 | 2.8 | 10.711268350092 | -7.91126835009203 |
12 | 3.8 | 14.1056631541473 | -10.3056631541473 |
13 | 4.1 | 2.80443483031245 | 1.29556516968755 |
14 | 13.2 | 18.6548846831794 | -5.45488468317938 |
15 | 2.8 | 10.1415409819696 | -7.34154098196962 |
16 | 48.5 | 93.451481381918 | -44.951481381918 |
17 | 6.2 | 9.64658744493713 | -3.44658744493713 |
18 | 10.8 | 36.0656535603411 | -25.2656535603411 |
19 | 3.8 | 7.52609371551024 | -3.72609371551024 |
20 | 21.9 | 22.9880708819293 | -1.08807088192929 |
21 | 12.6 | 18.9323893198942 | -6.33238931989419 |
22 | 128 | 84.5128002424942 | 43.4871997575058 |
23 | 87.3 | 64.8020382533104 | 22.4979617466896 |
24 | 16 | 20.0750140197775 | -4.07501401977749 |
25 | 0.7 | 7.12719766587959 | -6.42719766587959 |
26 | 22.5 | 16.4521216476501 | 6.04787835234986 |
27 | 15.4 | 15.6332448920057 | -0.23324489200573 |
28 | 3 | 2.81441053674149 | 0.185589463258507 |
29 | 2.1 | 4.39816124371846 | -2.29816124371846 |
30 | 4.1 | 2.80915755137855 | 1.29084244862145 |
31 | 6.4 | 16.6247932841914 | -10.2247932841914 |
32 | 26.6 | 27.67220307098 | -1.07220307097998 |
33 | 304 | 245.897479152512 | 58.1025208474879 |
34 | 18.6 | 26.5455529480836 | -7.94555294808358 |
35 | 65 | 66.8943272633081 | -1.89432726330811 |
36 | 66.2 | 45.2576691195977 | 20.9423308804023 |
37 | 83 | 62.6212115254867 | 20.3787884745133 |
38 | 62 | 36.8021042496729 | 25.1978957503271 |
39 | 1.6 | 7.74321415939142 | -6.14321415939142 |
40 | 400.2 | 432.676325932389 | -32.4763259323889 |
41 | 23.3 | 22.3113284781663 | 0.98867152183371 |
42 | 4.6 | 16.3303586310796 | -11.7303586310796 |
43 | 164.6 | 164.012125132993 | 0.587874867006509 |
44 | 1.9 | 11.0390664476313 | -9.13906644763129 |
45 | 57.5 | 74.7706721339805 | -17.2706721339805 |
46 | 2.4 | 3.48441170530227 | -1.08441170530227 |
47 | 77.3 | 49.9076875601894 | 27.3923124398106 |
48 | 15.8 | -14.3962195394516 | 30.1962195394516 |
49 | 0.6 | 7.25754420084558 | -6.65754420084558 |
50 | 3.5 | 8.98688420667187 | -5.48688420667187 |
51 | 9 | -0.829240381715211 | 9.82924038171521 |
52 | 62 | 42.2045715620338 | 19.7954284379662 |
53 | 7.4 | 0.629535131419396 | 6.7704648685806 |
54 | 15.6 | -2.85121931841769 | 18.4512193184177 |
55 | 25.2 | 34.095124752243 | -8.89512475224297 |
56 | 25.4 | 35.6601667036373 | -10.2601667036373 |
57 | 3.5 | 19.2042331937454 | -15.7042331937454 |
58 | 27.3 | 134.760305275696 | -107.460305275696 |
59 | 37.5 | 41.9894928171249 | -4.48949281712488 |
60 | 3.4 | 8.61218011669801 | -5.21218011669801 |
61 | 14.3 | 20.4801919269515 | -6.18019192695152 |
62 | 6.1 | 11.4954336409651 | -5.39543364096509 |
63 | 4.9 | 18.0961871044044 | -13.1961871044044 |
64 | 3.3 | 8.60030372883416 | -5.30030372883416 |
65 | 7 | -0.585243506734376 | 7.58524350673438 |
66 | 8.2 | 1.03018880629439 | 7.16981119370561 |
67 | 43.5 | 39.5350621093674 | 3.96493789063263 |
68 | 48.5 | 53.397315626856 | -4.89731562685599 |
69 | 5.4 | 11.6970058429136 | -6.29700584291357 |
70 | 49.5 | 45.1944821437833 | 4.30551785621666 |
71 | 29.1 | 37.3650053222723 | -8.26500532227229 |
72 | 2.6 | 25.2019908460332 | -22.6019908460332 |
73 | 0.8 | 3.03648297223344 | -2.23648297223344 |
74 | 184.8 | 134.779422322748 | 50.0205776772519 |
75 | 2.3 | 28.2752326787276 | -25.9752326787276 |
76 | 8 | 24.316940714442 | -16.316940714442 |
77 | 10.3 | 16.8873174132198 | -6.5873174132198 |
78 | 50 | 28.2084852915135 | 21.7915147084865 |
79 | 118.1 | 59.494754818198 | 58.605245181802 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.491960957624337 | 0.983921915248675 | 0.508039042375663 |
8 | 0.40142706063105 | 0.802854121262099 | 0.59857293936895 |
9 | 0.30151641569601 | 0.60303283139202 | 0.69848358430399 |
10 | 0.407388420180668 | 0.814776840361337 | 0.592611579819332 |
11 | 0.302247395078891 | 0.604494790157783 | 0.697752604921109 |
12 | 0.211999429061201 | 0.423998858122402 | 0.788000570938799 |
13 | 0.187750959828726 | 0.375501919657451 | 0.812249040171274 |
14 | 0.123917062268323 | 0.247834124536646 | 0.876082937731677 |
15 | 0.0783958108109723 | 0.156791621621945 | 0.921604189189028 |
16 | 0.0662969830446158 | 0.132593966089232 | 0.933703016955384 |
17 | 0.0401576121867006 | 0.0803152243734013 | 0.959842387813299 |
18 | 0.0497126499653081 | 0.0994252999306161 | 0.950287350034692 |
19 | 0.0301284494208398 | 0.0602568988416796 | 0.96987155057916 |
20 | 0.0176735958758458 | 0.0353471917516917 | 0.982326404124154 |
21 | 0.0102911351822312 | 0.0205822703644625 | 0.989708864817769 |
22 | 0.0116323492012063 | 0.0232646984024126 | 0.988367650798794 |
23 | 0.0115956714130306 | 0.0231913428260612 | 0.988404328586969 |
24 | 0.00676485566938778 | 0.0135297113387756 | 0.993235144330612 |
25 | 0.00381185882644729 | 0.00762371765289459 | 0.996188141173553 |
26 | 0.0022561419083548 | 0.00451228381670961 | 0.997743858091645 |
27 | 0.00120420885716261 | 0.00240841771432521 | 0.998795791142837 |
28 | 0.000976364385256811 | 0.00195272877051362 | 0.999023635614743 |
29 | 0.000572513532388538 | 0.00114502706477708 | 0.999427486467611 |
30 | 0.000454945052806065 | 0.00090989010561213 | 0.999545054947194 |
31 | 0.000263286228504779 | 0.000526572457009559 | 0.999736713771495 |
32 | 0.00012853614692988 | 0.00025707229385976 | 0.99987146385307 |
33 | 0.00465984233052244 | 0.00931968466104488 | 0.995340157669478 |
34 | 0.00311599511499241 | 0.00623199022998482 | 0.996884004885008 |
35 | 0.00190963054740542 | 0.00381926109481084 | 0.998090369452595 |
36 | 0.00186570728752833 | 0.00373141457505666 | 0.998134292712472 |
37 | 0.00132415316939171 | 0.00264830633878343 | 0.998675846830608 |
38 | 0.00190314284966517 | 0.00380628569933035 | 0.998096857150335 |
39 | 0.001119203391019 | 0.00223840678203799 | 0.998880796608981 |
40 | 0.0627599373663105 | 0.125519874732621 | 0.93724006263369 |
41 | 0.0462379373299867 | 0.0924758746599734 | 0.953762062670013 |
42 | 0.0357880151252866 | 0.0715760302505732 | 0.964211984874713 |
43 | 0.132521262914481 | 0.265042525828963 | 0.867478737085519 |
44 | 0.108442160202985 | 0.21688432040597 | 0.891557839797015 |
45 | 0.113334016333957 | 0.226668032667914 | 0.886665983666043 |
46 | 0.084135942349695 | 0.16827188469939 | 0.915864057650305 |
47 | 0.0812050279757271 | 0.162410055951454 | 0.918794972024273 |
48 | 0.122305945339127 | 0.244611890678253 | 0.877694054660873 |
49 | 0.0918490504881599 | 0.18369810097632 | 0.90815094951184 |
50 | 0.0680672271223904 | 0.136134454244781 | 0.93193277287761 |
51 | 0.0512747605829785 | 0.102549521165957 | 0.948725239417022 |
52 | 0.0419865923605767 | 0.0839731847211534 | 0.958013407639423 |
53 | 0.0290359672568246 | 0.0580719345136492 | 0.970964032743175 |
54 | 0.0288908971285385 | 0.0577817942570771 | 0.971109102871461 |
55 | 0.0201061581400581 | 0.0402123162801161 | 0.979893841859942 |
56 | 0.0137601063719399 | 0.0275202127438798 | 0.98623989362806 |
57 | 0.0102969883598443 | 0.0205939767196886 | 0.989703011640156 |
58 | 0.953593751133656 | 0.092812497732688 | 0.046406248866344 |
59 | 0.936105810486998 | 0.127788379026005 | 0.0638941895130024 |
60 | 0.904318332065139 | 0.191363335869721 | 0.0956816679348607 |
61 | 0.86081575556592 | 0.27836848886816 | 0.13918424443408 |
62 | 0.807319736097317 | 0.385360527805367 | 0.192680263902683 |
63 | 0.757125365105422 | 0.485749269789156 | 0.242874634894578 |
64 | 0.68076182313139 | 0.638476353737221 | 0.31923817686861 |
65 | 0.596265199357628 | 0.807469601284744 | 0.403734800642372 |
66 | 0.52747289566225 | 0.9450542086755 | 0.47252710433775 |
67 | 0.422635141495748 | 0.845270282991496 | 0.577364858504252 |
68 | 0.359555941511234 | 0.719111883022467 | 0.640444058488766 |
69 | 0.260442914329873 | 0.520885828659746 | 0.739557085670127 |
70 | 0.17364443839651 | 0.347288876793021 | 0.82635556160349 |
71 | 0.118384930324864 | 0.236769860649728 | 0.881615069675136 |
72 | 0.118746638060267 | 0.237493276120534 | 0.881253361939733 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 15 | 0.227272727272727 | NOK |
5% type I error level | 23 | 0.348484848484849 | NOK |
10% type I error level | 32 | 0.484848484848485 | NOK |