Multiple Linear Regression - Estimated Regression Equation
Vervoer[t] = + 571.904681422643 -1.40459287981778VoedingsmiddelenEnDranken[t] + 0.484331344917395Tabak[t] -3.36887528975686KledingEnSchoeisel[t] + 0.597116854081499`Huisvesting,water,elektriciteit,gas`[t] + 0.367282982725115StofferingEnOnderhoudVanWoning[t] -1.80583285610949Gezondheidsuitgaven[t] -0.812407529113463Communicatie[t] -1.03263668282893RecreatieEnCultuur[t] + 0.114569379912798Onderwijs[t] -0.899373119097168`Hotels,caf\303\251sEnRestaurants`[t] + 2.94648422505312DiverseGoederenEnDiensten[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)571.904681422643107.0646865.34172e-061e-06
VoedingsmiddelenEnDranken-1.404592879817780.449075-3.12770.0029630.001481
Tabak0.4843313449173950.2853631.69720.0959940.047997
KledingEnSchoeisel-3.368875289756860.784846-4.29248.3e-054.2e-05
`Huisvesting,water,elektriciteit,gas`0.5971168540814990.1360694.38836.1e-053e-05
StofferingEnOnderhoudVanWoning0.3672829827251151.0278220.35730.7223710.361186
Gezondheidsuitgaven-1.805832856109490.710747-2.54080.0142790.00714
Communicatie-0.8124075291134630.363962-2.23210.0302110.015106
RecreatieEnCultuur-1.032636682828930.317068-3.25680.0020480.001024
Onderwijs0.1145693799127980.2544050.45030.654450.327225
`Hotels,caf\303\251sEnRestaurants`-0.8993731190971680.265902-3.38230.001420.00071
DiverseGoederenEnDiensten2.946484225053120.6341574.64632.6e-051.3e-05


Multiple Linear Regression - Regression Statistics
Multiple R0.971939109628318
R-squared0.944665632825087
Adjusted R-squared0.932243632030719
F-TEST (value)76.0477839651538
F-TEST (DF numerator)11
F-TEST (DF denominator)49
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation1.49156339063183
Sum Squared Residuals109.013306065383


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1109.55110.351923884357-0.801923884357248
2111.69110.2017254184731.4882745815275
3110.76107.8376610331972.9223389668034
4110.78109.301454901441.47854509856033
5110.76110.3657223553340.394277644665746
6112.38111.5104785821870.869521417813132
7112.86113.83985569357-0.979855693569853
8114.74113.9194769522190.820523047780867
9116.21114.4555807686671.75441923133334
10116.86114.6193942881042.24060571189649
11114.51114.434336057780.0756639422197657
12114.11116.559597682955-2.44959768295472
13112.12113.323740723213-1.20374072321267
14108.9112.563714527409-3.66371452740855
15106.62110.055119247637-3.43511924763663
16105.95109.28060831275-3.33060831274986
17107.03106.5503582414960.479641758504378
18107.1108.184941803012-1.0849418030118
19108107.8825497371560.117450262844414
20108.24108.506896628461-0.266896628460748
21109.72108.1134655392671.60653446073319
22109.53108.6166189850720.91338101492844
23110.64110.800383369623-0.160383369622901
24110.03110.823456665713-0.793456665712766
25109.38109.462636089023-0.0826360890230147
26110.62111.5033320627-0.883332062700039
27110.57111.257044158977-0.68704415897735
28111.52110.7521012488470.767898751153374
29111.47110.4916199399420.978380060057787
30112.97113.302953214414-0.332953214413522
31114.24114.553045331646-0.313045331645642
32114.97115.016944240825-0.0469442408254123
33114.82116.951447869086-2.1314478690865
34114.61115.806050481387-1.19605048138658
35114.68114.753002288706-0.0730022887059389
36114.9115.46228168678-0.562281686779621
37115.05114.8541476387720.195852361228369
38115.67115.687019590986-0.0170195909858736
39117.17116.1973163401070.972683659893121
40118.17116.3599119712931.81008802870705
41118.61118.7459478411-0.135947841100022
42120.38120.512814345172-0.132814345171606
43121.27121.0088082811770.261191718823401
44121.55120.7050779022590.844922097740817
45121.08120.9019040894450.178095910555354
46121.01119.4510991822881.55890081771225
47121.15119.640179786351.50982021365017
48121.84122.112501441164-0.272501441163655
49121.83121.3388863762530.491113623746687
50121.86120.7211104994591.1388895005405
51121.56119.9385015214471.621498478553
52122.81123.037569515936-0.227569515935824
53123.24122.4345870315550.805412968444895
54124.52123.8142584151350.705741584865156
55125.03124.6918360228360.338163977163633
56123.56124.72252622794-1.16252622793953
57122.58124.718947845749-2.13894784574863
58122.95124.47516557072-1.52516557072043
59124.73124.3141899707760.41581002922382
60125.75126.650367311606-0.900367311605812
61125.16123.9238052690581.23619473094239


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
150.4119542904843460.8239085809686920.588045709515654
160.4384809090809760.8769618181619510.561519090919024
170.942239586322140.115520827355720.0577604136778598
180.9919223563115820.01615528737683560.00807764368841781
190.9914087238385840.01718255232283190.00859127616141594
200.9998028370698310.0003943258603383280.000197162930169164
210.9999124722330930.0001750555338146628.75277669073311e-05
220.9998519528878510.0002960942242978280.000148047112148914
230.9997101646513620.0005796706972750730.000289835348637537
240.9994398553318970.001120289336206080.000560144668103042
250.9991600652145580.001679869570884910.000839934785442457
260.9983921382749650.003215723450070740.00160786172503537
270.9983250280259020.003349943948196160.00167497197409808
280.9968548849192450.006290230161510690.00314511508075534
290.9978224300847160.004355139830568820.00217756991528441
300.9984346031346940.003130793730611280.00156539686530564
310.9988613805895470.002277238820905470.00113861941045273
320.9992112115175410.001577576964918050.000788788482459027
330.9985129580425850.002974083914830750.00148704195741537
340.9978588521321720.004282295735656790.00214114786782839
350.9967606581104840.006478683779031820.00323934188951591
360.995176396948310.009647206103380970.00482360305169048
370.9955852763513460.008829447297308540.00441472364865427
380.9971200596114540.005759880777091390.0028799403885457
390.9967835712609130.006432857478173850.00321642873908692
400.9958413903849510.008317219230098660.00415860961504933
410.9906767727631320.01864645447373620.00932322723686812
420.9922014236923120.01559715261537590.00779857630768795
430.9835302772157960.03293944556840890.0164697227842044
440.9727262964472110.05454740710557750.0272737035527887
450.9401321904677320.1197356190645370.0598678095322683
460.8940089685649470.2119820628701060.105991031435053


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level210.65625NOK
5% type I error level260.8125NOK
10% type I error level270.84375NOK