Multiple Linear Regression - Estimated Regression Equation |
Totaal[t] = + 0.00491514014106615 + 0.999983239776429InbrengInContanten[t] + 1.00005149645888InbrengInNatura[t] + 0.999970165231271TeStortenBedrag[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) | 0.00491514014106615 | 0.063807 | 0.077 | 0.93873 | 0.469365 |
InbrengInContanten | 0.999983239776429 | 0.000253 | 3948.4005 | 0 | 0 |
InbrengInNatura | 1.00005149645888 | 3.8e-05 | 26319.5519 | 0 | 0 |
TeStortenBedrag | 0.999970165231271 | 0.000397 | 2521.3218 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.999999927363938 |
R-squared | 0.999999854727882 |
Adjusted R-squared | 0.999999851002955 |
F-TEST (value) | 268461661.658462 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 117 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.586834386097299 |
Sum Squared Residuals | 40.2918278146247 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 337 | 337.014697184225 | -0.0146971842250384 |
2 | 430 | 430.023937652523 | -0.0239376525231721 |
3 | 169 | 169.00874412943 | -0.0087441294296469 |
4 | 133 | 133.005869290629 | -0.00586929062917818 |
5 | 76 | 76.0045794594835 | -0.00457945948346171 |
6 | 328 | 328.010222530333 | -0.0102225303328232 |
7 | 175 | 175.008968892997 | -0.00896889299739897 |
8 | 169 | 170.003632728393 | -1.00363272839307 |
9 | 165 | 165.006597923437 | -0.00659792343735183 |
10 | 141 | 142.008062440954 | -1.00806244095353 |
11 | 92 | 92.0049938627308 | -0.00499386273082084 |
12 | 233 | 233.015005511907 | -0.0150055119071485 |
13 | 110 | 110.006330339085 | -0.00633033908523825 |
14 | 170 | 170.004980558302 | -0.00498055830209302 |
15 | 94 | 94.0045406116005 | -0.00454061160047947 |
16 | 125 | 125.003994895579 | -0.00399489557948544 |
17 | 100 | 100.004489464483 | -0.0044894644830544 |
18 | 8434 | 8433.43061481413 | 0.569385185865635 |
19 | 126 | 126.008064884433 | -0.00806488443269254 |
20 | 381 | 382.014570358852 | -1.01457035885168 |
21 | 799 | 799.03084514503 | -0.030845145029819 |
22 | 150 | 150.00353224368 | -0.00353224367952425 |
23 | 190 | 189.007164346171 | 0.992835653828913 |
24 | 165 | 165.007186084489 | -0.00718608448914515 |
25 | 162 | 162.004831422772 | -0.00483142277234335 |
26 | 137 | 138.005861052825 | -1.00586105282522 |
27 | 131 | 131.005227550883 | -0.00522755088341177 |
28 | 162 | 163.005733916424 | -1.00573391642428 |
29 | 141 | 142.004001840967 | -1.00400184096706 |
30 | 247 | 247.005616973217 | -0.00561697321704674 |
31 | 175 | 175.008107705216 | -0.00810770521592634 |
32 | 357 | 356.01061885453 | 0.989381145470473 |
33 | 107 | 107.004892047287 | -0.00489204728732144 |
34 | 310 | 311.014662459893 | -1.01466245989281 |
35 | 116 | 115.003869089908 | 0.996130910091609 |
36 | 376 | 375.017415063758 | 0.982584936242078 |
37 | 230 | 230.006876526511 | -0.00687652651081953 |
38 | 54 | 54.0043048412131 | -0.00430484121311104 |
39 | 194 | 194.010682190721 | -0.0106821907211339 |
40 | 171 | 172.007081837469 | -1.00708183746919 |
41 | 311 | 311.016408100589 | -0.0164081005894571 |
42 | 290 | 289.012479538471 | 0.987520461529447 |
43 | 4435 | 4434.9553145354 | 0.0446854645993039 |
44 | 440 | 440.018077057836 | -0.0180770578357414 |
45 | 1430 | 1430.05194496729 | -0.051944967286954 |
46 | 820 | 820.02335103253 | -0.023351032530128 |
47 | 223 | 223.003602740369 | -0.0036027403686093 |
48 | 426 | 426.005658065623 | -0.00565806562279841 |
49 | 1693 | 1693.00462220596 | -0.00462220595743484 |
50 | 2068 | 2067.10729772065 | 0.892702279349616 |
51 | 832 | 831.005878886953 | 0.994121113046785 |
52 | 416 | 415.013675988062 | 0.986324011938373 |
53 | 372 | 372.016158276874 | -0.0161582768736484 |
54 | 5266 | 5266.17717462468 | -0.177174624685369 |
55 | 633 | 633.025143325823 | -0.0251433258226496 |
56 | 191 | 190.00349210338 | 0.99650789661952 |
57 | 337 | 336.008363189025 | 0.991636810975383 |
58 | 280 | 280.007869716451 | -0.0078697164512766 |
59 | 619 | 619.010354956979 | -0.010354956979416 |
60 | 2423 | 2422.98017239228 | 0.0198276077210771 |
61 | 538 | 538.008118776494 | -0.00811877649389344 |
62 | 294 | 293.012029106572 | 0.987970893428138 |
63 | 430 | 430.005351453721 | -0.00535145372089477 |
64 | 737 | 738.013253632056 | -1.01325363205629 |
65 | 541 | 541.019124733141 | -0.0191247331414276 |
66 | 1214 | 1213.04286696345 | 0.957133036552564 |
67 | 929 | 929.040710063842 | -0.0407100638416653 |
68 | 1288 | 1288.0650427569 | -0.0650427568967676 |
69 | 321 | 321.009362531928 | -0.0093625319284415 |
70 | 1912 | 1911.07480799957 | 0.925192000427203 |
71 | 146 | 146.006168428135 | -0.00616842813502884 |
72 | 357 | 357.013831884796 | -0.0138318847960448 |
73 | 473 | 473.015641816396 | -0.0156418163963484 |
74 | 153 | 153.008145337311 | -0.00814533731073693 |
75 | 681 | 682.002928700215 | -1.00292870021483 |
76 | 337 | 337.013202843843 | -0.0132028438432513 |
77 | 433 | 433.019913871007 | -0.0199138710070881 |
78 | 751 | 752.033608090134 | -1.03360809013386 |
79 | 655 | 656.025623257657 | -1.02562325765679 |
80 | 233 | 232.002882579763 | 0.997117420236714 |
81 | 118 | 118.00397570378 | -0.00397570377951059 |
82 | 146 | 146.005060362714 | -0.00506036271401843 |
83 | 365 | 366.009014978006 | -1.00901497800574 |
84 | 653 | 653.029108292345 | -0.0291082923453749 |
85 | 434 | 433.007856855105 | 0.992143144894659 |
86 | 231 | 230.011551436639 | 0.988448563360611 |
87 | 123 | 123.006535070819 | -0.00653507081867514 |
88 | 259 | 259.007123806314 | -0.00712380631392022 |
89 | 98 | 97.0048998710244 | 0.995100128975577 |
90 | 2107 | 2107.09452395902 | -0.0945239590188296 |
91 | 715 | 714.034998686093 | 0.965001313906838 |
92 | 136 | 136.004333321446 | -0.00433332144603624 |
93 | 180 | 181.004626226756 | -1.00462622675576 |
94 | 172 | 173.007002588477 | -1.00700258847656 |
95 | 170 | 170.007026720057 | -0.00702672005696018 |
96 | 380 | 381.01193376033 | -1.01193376032985 |
97 | 813 | 813.036914920537 | -0.0369149205371478 |
98 | 708 | 708.013001579542 | -0.0130015795420971 |
99 | 193 | 194.007723888242 | -1.00772388824222 |
100 | 248 | 248.010628135841 | -0.0106281358412364 |
101 | 725 | 725.028308212386 | -0.0283082123862632 |
102 | 13007 | 13007.6495499781 | -0.649549978063922 |
103 | 976 | 975.044529788502 | 0.955470211498316 |
104 | 185 | 185.008189864576 | -0.00818986457630694 |
105 | 234 | 235.004637351121 | -1.00463735112126 |
106 | 185 | 185.007575554434 | -0.00757555443431168 |
107 | 217 | 217.009850825805 | -0.00985082580546123 |
108 | 802 | 802.018526158739 | -0.0185261587390211 |
109 | 705 | 704.03134525935 | 0.96865474065004 |
110 | 304 | 303.010092598506 | 0.989907401494141 |
111 | 395 | 396.006599445472 | -1.00659944547163 |
112 | 439 | 439.014580810251 | -0.0145808102508882 |
113 | 321 | 321.014836141069 | -0.0148361410693253 |
114 | 1015 | 1015.03751285333 | -0.0375128533294176 |
115 | 340 | 340.016337362114 | -0.0163373621138489 |
116 | 372 | 371.999540750832 | 0.000459249167639785 |
117 | 1772 | 1772.08859171876 | -0.0885917187550878 |
118 | 163 | 163.004463188548 | -0.00446318854808532 |
119 | 197 | 197.004159061045 | -0.00415906104457069 |
120 | 610 | 610.029065083907 | -0.0290650839068782 |
121 | 313 | 313.012804851478 | -0.0128048514780829 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 1.50040998579927e-40 | 3.00081997159854e-40 | 1 |
8 | 0.149518439894526 | 0.299036879789053 | 0.850481560105474 |
9 | 0.0728842159602004 | 0.145768431920401 | 0.9271157840398 |
10 | 0.206792292000867 | 0.413584584001735 | 0.793207707999133 |
11 | 0.12661762170744 | 0.253235243414881 | 0.87338237829256 |
12 | 0.0774625536497382 | 0.154925107299476 | 0.922537446350262 |
13 | 0.0445369636912386 | 0.0890739273824771 | 0.955463036308762 |
14 | 0.0332255616655046 | 0.0664511233310092 | 0.966774438334495 |
15 | 0.021001579277511 | 0.0420031585550221 | 0.978998420722489 |
16 | 0.0119560671334369 | 0.0239121342668738 | 0.988043932866563 |
17 | 0.00599944345434527 | 0.0119988869086905 | 0.994000556545655 |
18 | 0.00309958730357208 | 0.00619917460714416 | 0.996900412696428 |
19 | 0.00145612762168535 | 0.00291225524337071 | 0.998543872378315 |
20 | 0.00714580217753877 | 0.0142916043550775 | 0.992854197822461 |
21 | 0.00851229314929825 | 0.0170245862985965 | 0.991487706850702 |
22 | 0.00650899273062456 | 0.0130179854612491 | 0.993491007269375 |
23 | 0.0367713143039129 | 0.0735426286078258 | 0.963228685696087 |
24 | 0.0239084394693159 | 0.0478168789386319 | 0.976091560530684 |
25 | 0.0150863309837603 | 0.0301726619675206 | 0.98491366901624 |
26 | 0.0451628533870222 | 0.0903257067740443 | 0.954837146612978 |
27 | 0.0305854767702195 | 0.061170953540439 | 0.969414523229781 |
28 | 0.0584298340861416 | 0.116859668172283 | 0.941570165913858 |
29 | 0.0822145759811292 | 0.164429151962258 | 0.917785424018871 |
30 | 0.0784784582816304 | 0.156956916563261 | 0.92152154171837 |
31 | 0.0577375555298766 | 0.115475111059753 | 0.942262444470123 |
32 | 0.0915088602191891 | 0.183017720438378 | 0.908491139780811 |
33 | 0.0682412558296576 | 0.136482511659315 | 0.931758744170342 |
34 | 0.118350448971519 | 0.236700897943039 | 0.881649551028481 |
35 | 0.285567880823359 | 0.571135761646718 | 0.714432119176641 |
36 | 0.413018378552402 | 0.826036757104803 | 0.586981621447598 |
37 | 0.356166823624207 | 0.712333647248414 | 0.643833176375793 |
38 | 0.304739743192158 | 0.609479486384316 | 0.695260256807842 |
39 | 0.256137144176616 | 0.512274288353232 | 0.743862855823384 |
40 | 0.345669448634513 | 0.691338897269027 | 0.654330551365487 |
41 | 0.295398649858549 | 0.590797299717098 | 0.704601350141451 |
42 | 0.400432330687732 | 0.800864661375464 | 0.599567669312268 |
43 | 0.356137147609474 | 0.712274295218949 | 0.643862852390526 |
44 | 0.305084538062697 | 0.610169076125395 | 0.694915461937303 |
45 | 0.271500986254912 | 0.543001972509825 | 0.728499013745088 |
46 | 0.228113295090813 | 0.456226590181626 | 0.771886704909187 |
47 | 0.188510243426487 | 0.377020486852974 | 0.811489756573513 |
48 | 0.15331078974822 | 0.30662157949644 | 0.84668921025178 |
49 | 0.124543538256023 | 0.249087076512046 | 0.875456461743977 |
50 | 0.157505621431206 | 0.315011242862413 | 0.842494378568794 |
51 | 0.204875817621873 | 0.409751635243746 | 0.795124182378127 |
52 | 0.279658602101008 | 0.559317204202016 | 0.720341397898992 |
53 | 0.235852867580775 | 0.471705735161549 | 0.764147132419225 |
54 | 0.215719800410256 | 0.431439600820511 | 0.784280199589744 |
55 | 0.178555778287589 | 0.357111556575179 | 0.821444221712411 |
56 | 0.254474861664102 | 0.508949723328204 | 0.745525138335898 |
57 | 0.33161260460163 | 0.663225209203261 | 0.66838739539837 |
58 | 0.284383642439491 | 0.568767284878982 | 0.715616357560509 |
59 | 0.242095798479088 | 0.484191596958177 | 0.757904201520912 |
60 | 0.25517302552358 | 0.510346051047161 | 0.74482697447642 |
61 | 0.215327242730566 | 0.430654485461132 | 0.784672757269434 |
62 | 0.290840197947008 | 0.581680395894016 | 0.709159802052992 |
63 | 0.24957405801419 | 0.499148116028381 | 0.75042594198581 |
64 | 0.335743616165243 | 0.671487232330486 | 0.664256383834757 |
65 | 0.288698553091249 | 0.577397106182498 | 0.711301446908751 |
66 | 0.349861616441211 | 0.699723232882422 | 0.650138383558789 |
67 | 0.302204267392114 | 0.604408534784227 | 0.697795732607886 |
68 | 0.258598970515765 | 0.51719794103153 | 0.741401029484235 |
69 | 0.217192212657035 | 0.434384425314071 | 0.782807787342965 |
70 | 0.325217762566409 | 0.650435525132818 | 0.674782237433591 |
71 | 0.278099484934758 | 0.556198969869515 | 0.721900515065242 |
72 | 0.234483047025471 | 0.468966094050941 | 0.765516952974529 |
73 | 0.19545189349991 | 0.39090378699982 | 0.80454810650009 |
74 | 0.160040659967998 | 0.320081319935996 | 0.839959340032002 |
75 | 0.183517929867812 | 0.367035859735625 | 0.816482070132188 |
76 | 0.149316736550732 | 0.298633473101464 | 0.850683263449268 |
77 | 0.119587087534196 | 0.239174175068393 | 0.880412912465804 |
78 | 0.181897379428134 | 0.363794758856267 | 0.818102620571866 |
79 | 0.26305248215074 | 0.526104964301479 | 0.73694751784926 |
80 | 0.357849455434341 | 0.715698910868683 | 0.642150544565659 |
81 | 0.306269829024014 | 0.612539658048028 | 0.693730170975986 |
82 | 0.257974520382389 | 0.515949040764777 | 0.742025479617611 |
83 | 0.331460156586834 | 0.662920313173667 | 0.668539843413166 |
84 | 0.280598962857172 | 0.561197925714344 | 0.719401037142828 |
85 | 0.394331732110069 | 0.788663464220137 | 0.605668267889931 |
86 | 0.485448333243208 | 0.970896666486416 | 0.514551666756792 |
87 | 0.425787070790629 | 0.851574141581258 | 0.574212929209371 |
88 | 0.36737567877833 | 0.73475135755666 | 0.63262432122167 |
89 | 0.474072100182384 | 0.948144200364768 | 0.525927899817616 |
90 | 0.415715821783023 | 0.831431643566047 | 0.584284178216977 |
91 | 0.539806495478052 | 0.920387009043895 | 0.460193504521948 |
92 | 0.4770990292379 | 0.9541980584758 | 0.5229009707621 |
93 | 0.57581072246284 | 0.848378555074319 | 0.42418927753716 |
94 | 0.689458205398875 | 0.621083589202249 | 0.310541794601125 |
95 | 0.626563010345913 | 0.746873979308174 | 0.373436989654087 |
96 | 0.741520189719803 | 0.516959620560395 | 0.258479810280197 |
97 | 0.680564083956793 | 0.638871832086414 | 0.319435916043207 |
98 | 0.618093336769696 | 0.763813326460607 | 0.381906663230304 |
99 | 0.776471770803008 | 0.447056458393985 | 0.223528229196992 |
100 | 0.717247719705797 | 0.565504560588407 | 0.282752280294203 |
101 | 0.647317345086996 | 0.705365309826008 | 0.352682654913004 |
102 | 0.660874158120119 | 0.678251683759761 | 0.339125841879881 |
103 | 0.746187836450095 | 0.507624327099809 | 0.253812163549905 |
104 | 0.672289207961773 | 0.655421584076455 | 0.327710792038227 |
105 | 0.845523777094521 | 0.308952445810958 | 0.154476222905479 |
106 | 0.78455987382409 | 0.43088025235182 | 0.21544012617591 |
107 | 0.711578089509622 | 0.576843820980755 | 0.288421910490378 |
108 | 0.705478681700687 | 0.589042636598627 | 0.294521318299313 |
109 | 0.803206152261809 | 0.393587695476382 | 0.196793847738191 |
110 | 0.981418107834029 | 0.037163784331942 | 0.018581892165971 |
111 | 1 | 1.49261749887831e-81 | 7.46308749439154e-82 |
112 | 1 | 4.89685317493195e-65 | 2.44842658746598e-65 |
113 | 1 | 4.2835342588276e-53 | 2.1417671294138e-53 |
114 | 1 | 1.76176946960249e-40 | 8.80884734801244e-41 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 7 | 0.0648148148148148 | NOK |
5% type I error level | 16 | 0.148148148148148 | NOK |
10% type I error level | 21 | 0.194444444444444 | NOK |