Multiple Linear Regression - Estimated Regression Equation |
Vrienden_vinden[t] = + 16.3447958221408 -0.197146049099005Groepsgevoel[t] + 0.00149711765385549InteractieGR_NV[t] + 0.00253721848070092InteractieGR_U[t] + 0.0378045021275467NVC[t] -0.0261869488673119Uitingsangst[t] -0.203206658726088Geslacht[t] -0.0025083063183694InteractieNV_U[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) | 16.3447958221408 | 8.896113 | 1.8373 | 0.068317 | 0.034159 |
Groepsgevoel | -0.197146049099005 | 0.136624 | -1.443 | 0.151292 | 0.075646 |
InteractieGR_NV | 0.00149711765385549 | 0.001978 | 0.757 | 0.450357 | 0.225178 |
InteractieGR_U | 0.00253721848070092 | 0.001083 | 2.3434 | 0.020537 | 0.010269 |
NVC | 0.0378045021275467 | 0.146736 | 0.2576 | 0.797072 | 0.398536 |
Uitingsangst | -0.0261869488673119 | 0.101626 | -0.2577 | 0.797039 | 0.398519 |
Geslacht | -0.203206658726088 | 0.315033 | -0.645 | 0.519977 | 0.259988 |
InteractieNV_U | -0.0025083063183694 | 0.001589 | -1.5789 | 0.11664 | 0.05832 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.31832226596757 |
R-squared | 0.101329065010728 |
Adjusted R-squared | 0.0557443074388085 |
F-TEST (value) | 2.22287164412052 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 138 |
p-value | 0.0359099831774408 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.74575675541985 |
Sum Squared Residuals | 420.577997574979 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 5 | 10.4610895472160 | -5.46108954721604 |
2 | 12 | 10.5057545890976 | 1.49424541090236 |
3 | 11 | 11.3575529328106 | -0.357552932810554 |
4 | 6 | 10.8020092162753 | -4.80200921627535 |
5 | 12 | 10.9186354403370 | 1.08136455966298 |
6 | 11 | 10.9134673520485 | 0.0865326479515379 |
7 | 12 | 9.83951398466974 | 2.16048601533026 |
8 | 7 | 10.9592659436869 | -3.95926594368691 |
9 | 8 | 10.7205892882272 | -2.72058928822717 |
10 | 13 | 11.5280984991040 | 1.47190150089603 |
11 | 12 | 11.2447158562459 | 0.755284143754139 |
12 | 13 | 11.4802961986879 | 1.51970380131212 |
13 | 12 | 10.9561630555706 | 1.04383694442937 |
14 | 12 | 10.9134606383625 | 1.08653936163752 |
15 | 11 | 11.0783388400441 | -0.0783388400440663 |
16 | 12 | 11.1252482242370 | 0.87475177576303 |
17 | 12 | 11.0446876408186 | 0.955312359181432 |
18 | 12 | 10.9466315438202 | 1.05336845617981 |
19 | 11 | 12.0592134412493 | -1.05921344124933 |
20 | 13 | 11.0661711359114 | 1.93382886408861 |
21 | 9 | 11.9474054921619 | -2.94740549216192 |
22 | 11 | 11.2643467417279 | -0.264346741727860 |
23 | 11 | 10.9591729208271 | 0.0408270791729007 |
24 | 11 | 11.2676696615962 | -0.267669661596166 |
25 | 9 | 9.61912257973922 | -0.619122579739225 |
26 | 11 | 11.0371313455004 | -0.0371313455004201 |
27 | 12 | 11.2896951574196 | 0.710304842580403 |
28 | 12 | 11.0302075036332 | 0.969792496366781 |
29 | 10 | 11.3104090312211 | -1.31040903122109 |
30 | 12 | 10.7090250743012 | 1.29097492569875 |
31 | 12 | 12.2300892353863 | -0.230089235386269 |
32 | 12 | 11.58488838244 | 0.415111617559994 |
33 | 9 | 11.4199138767990 | -2.41991387679899 |
34 | 9 | 11.1219924321854 | -2.12199243218543 |
35 | 12 | 10.8380998342389 | 1.16190016576113 |
36 | 14 | 11.3800250944513 | 2.61997490554874 |
37 | 12 | 12.0767165361674 | -0.0767165361674068 |
38 | 11 | 10.4167340050598 | 0.583265994940186 |
39 | 9 | 11.0933739990293 | -2.09337399902927 |
40 | 11 | 11.2049021622482 | -0.204902162248184 |
41 | 7 | 9.09509598250463 | -2.09509598250463 |
42 | 15 | 11.0860520568057 | 3.91394794319435 |
43 | 11 | 10.7757038294338 | 0.224296170566164 |
44 | 12 | 11.6656198440118 | 0.334380155988154 |
45 | 12 | 10.7908758470545 | 1.20912415294549 |
46 | 9 | 11.8690371585552 | -2.86903715855518 |
47 | 12 | 10.5829473934707 | 1.41705260652932 |
48 | 11 | 11.3640779465228 | -0.36407794652277 |
49 | 11 | 10.5108345387015 | 0.489165461298541 |
50 | 8 | 11.1964949157716 | -3.19649491577159 |
51 | 7 | 10.3571030183603 | -3.35710301836032 |
52 | 12 | 11.7641441071758 | 0.235855892824211 |
53 | 8 | 11.6914284737428 | -3.69142847374281 |
54 | 10 | 10.2960202683325 | -0.296020268332538 |
55 | 12 | 10.1819442762656 | 1.81805572373441 |
56 | 15 | 11.0612361237472 | 3.93876387625275 |
57 | 12 | 11.5919480696107 | 0.408051930389264 |
58 | 12 | 11.2635594629292 | 0.736440537070776 |
59 | 12 | 10.8991936380386 | 1.10080636196138 |
60 | 12 | 10.5356278761959 | 1.46437212380407 |
61 | 8 | 9.37630830245887 | -1.37630830245887 |
62 | 10 | 11.1603449004228 | -1.16034490042275 |
63 | 14 | 12.2813521391459 | 1.71864786085406 |
64 | 10 | 10.9139228043237 | -0.913922804323727 |
65 | 12 | 10.9612989019072 | 1.03870109809281 |
66 | 14 | 11.0058331755674 | 2.99416682443264 |
67 | 6 | 11.3129156136073 | -5.31291561360731 |
68 | 11 | 10.7201763813820 | 0.279823618618013 |
69 | 10 | 11.2092891496837 | -1.20928914968373 |
70 | 14 | 12.6645928514371 | 1.33540714856287 |
71 | 12 | 10.9819146750145 | 1.0180853249855 |
72 | 13 | 11.2285223710381 | 1.77147762896191 |
73 | 11 | 10.9150461828765 | 0.0849538171235077 |
74 | 11 | 10.9020586711964 | 0.0979413288035835 |
75 | 12 | 11.1503486478775 | 0.84965135212255 |
76 | 13 | 10.9675258066019 | 2.0324741933981 |
77 | 12 | 10.2140393297491 | 1.78596067025092 |
78 | 8 | 10.0654876293763 | -2.06548762937633 |
79 | 12 | 11.4103098204603 | 0.589690179539671 |
80 | 11 | 11.2090531474979 | -0.209053147497859 |
81 | 10 | 11.1523426364216 | -1.15234263642157 |
82 | 12 | 10.93313511686 | 1.06686488314000 |
83 | 11 | 11.1285530630626 | -0.128553063062625 |
84 | 12 | 11.0191524394601 | 0.980847560539913 |
85 | 12 | 10.9852653786480 | 1.01473462135197 |
86 | 10 | 10.600190927754 | -0.600190927754004 |
87 | 12 | 11.3892822126529 | 0.61071778734711 |
88 | 12 | 11.0579917327865 | 0.942008267213462 |
89 | 11 | 11.3738555422094 | -0.373855542209382 |
90 | 10 | 11.0019076418342 | -1.00190764183418 |
91 | 12 | 11.2790722686437 | 0.720927731356286 |
92 | 11 | 10.9459337718571 | 0.054066228142859 |
93 | 12 | 10.3491715607761 | 1.65082843922388 |
94 | 12 | 9.54555707566688 | 2.45444292433312 |
95 | 10 | 9.51019887942858 | 0.489801120571421 |
96 | 11 | 11.0730925847360 | -0.0730925847360255 |
97 | 10 | 10.9088557876422 | -0.908855787642202 |
98 | 11 | 11.0951876608556 | -0.0951876608555994 |
99 | 11 | 10.6296716021924 | 0.370328397807585 |
100 | 12 | 11.1933882338027 | 0.806611766197255 |
101 | 11 | 10.8532847725510 | 0.146715227448979 |
102 | 11 | 10.6647496566536 | 0.335250343346360 |
103 | 7 | 8.71540157805907 | -1.71540157805907 |
104 | 12 | 10.5729533321225 | 1.42704666787751 |
105 | 8 | 10.4807030617249 | -2.48070306172492 |
106 | 10 | 10.9779031282676 | -0.977903128267615 |
107 | 12 | 11.2073701288001 | 0.792629871199907 |
108 | 11 | 10.991082726884 | 0.00891727311599877 |
109 | 13 | 11.2744238790258 | 1.72557612097419 |
110 | 9 | 11.4267762892745 | -2.42677628927451 |
111 | 11 | 11.2677461539259 | -0.267746153925875 |
112 | 13 | 11.1591193056845 | 1.84088069431548 |
113 | 8 | 10.6887640660184 | -2.6887640660184 |
114 | 12 | 11.0774618918501 | 0.92253810814987 |
115 | 11 | 10.4530891386404 | 0.546910861359569 |
116 | 11 | 10.7715797222461 | 0.228420277753937 |
117 | 12 | 10.7676206412183 | 1.23237935878171 |
118 | 13 | 11.2488973132639 | 1.75110268673606 |
119 | 11 | 11.2005361564225 | -0.200536156422495 |
120 | 10 | 10.7033667493923 | -0.703366749392315 |
121 | 10 | 10.8205647421861 | -0.820564742186053 |
122 | 10 | 10.8044356144577 | -0.804435614457724 |
123 | 12 | 10.9941037815806 | 1.00589621841937 |
124 | 12 | 11.1942336742579 | 0.805766325742107 |
125 | 13 | 10.8612399071508 | 2.13876009284922 |
126 | 11 | 11.0093864451284 | -0.00938644512836206 |
127 | 11 | 10.0896250243104 | 0.910374975689612 |
128 | 12 | 11.0097660025763 | 0.990233997423652 |
129 | 9 | 10.6992855176582 | -1.69928551765816 |
130 | 11 | 11.9021591043889 | -0.902159104388912 |
131 | 12 | 10.8585958156188 | 1.14140418438122 |
132 | 12 | 10.8613712389202 | 1.13862876107980 |
133 | 13 | 10.9373432718480 | 2.06265672815195 |
134 | 6 | 10.752966216812 | -4.752966216812 |
135 | 11 | 11.8801109810361 | -0.880110981036071 |
136 | 10 | 11.8887523676348 | -1.88875236763478 |
137 | 12 | 11.1408075745305 | 0.8591924254695 |
138 | 11 | 11.0132255952889 | -0.0132255952889118 |
139 | 12 | 12.1418334051205 | -0.141833405120458 |
140 | 12 | 11.0552056476720 | 0.94479435232796 |
141 | 7 | 11.0720461727568 | -4.0720461727568 |
142 | 12 | 11.0612259641772 | 0.938774035822819 |
143 | 12 | 12.1445254574265 | -0.144525457426503 |
144 | 9 | 10.9067952306775 | -1.90679523067753 |
145 | 12 | 11.0898505908534 | 0.91014940914661 |
146 | 12 | 11.1847990832062 | 0.815200916793756 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
11 | 0.99593410661581 | 0.00813178676838109 | 0.00406589338419054 |
12 | 0.993882368570077 | 0.0122352628598452 | 0.00611763142992261 |
13 | 0.990215030284142 | 0.0195699394317164 | 0.0097849697158582 |
14 | 0.983501790950763 | 0.0329964180984746 | 0.0164982090492373 |
15 | 0.98593793435199 | 0.0281241312960194 | 0.0140620656480097 |
16 | 0.996552863439132 | 0.00689427312173524 | 0.00344713656086762 |
17 | 0.993637001976236 | 0.0127259960475282 | 0.00636299802376408 |
18 | 0.990060000065594 | 0.0198799998688110 | 0.00993999993440552 |
19 | 0.984428151347286 | 0.0311436973054287 | 0.0155718486527143 |
20 | 0.994526444087477 | 0.0109471118250455 | 0.00547355591252275 |
21 | 0.997460895743996 | 0.00507820851200867 | 0.00253910425600433 |
22 | 0.996099368691779 | 0.00780126261644238 | 0.00390063130822119 |
23 | 0.993474506375975 | 0.0130509872480496 | 0.00652549362402482 |
24 | 0.989788247250819 | 0.0204235054983626 | 0.0102117527491813 |
25 | 0.985007317503461 | 0.0299853649930777 | 0.0149926824965389 |
26 | 0.978913682815783 | 0.042172634368435 | 0.0210863171842175 |
27 | 0.973997383287455 | 0.0520052334250904 | 0.0260026167125452 |
28 | 0.96537485626337 | 0.0692502874732611 | 0.0346251437366306 |
29 | 0.953668981030211 | 0.092662037939577 | 0.0463310189697885 |
30 | 0.943761471936555 | 0.112477056126889 | 0.0562385280634447 |
31 | 0.925469600602639 | 0.149060798794723 | 0.0745303993973614 |
32 | 0.90345619069504 | 0.19308761860992 | 0.09654380930496 |
33 | 0.907652817518565 | 0.184694364962871 | 0.0923471824814355 |
34 | 0.92458101798162 | 0.150837964036759 | 0.0754189820183796 |
35 | 0.907663564188367 | 0.184672871623265 | 0.0923364358116327 |
36 | 0.946329441156128 | 0.107341117687744 | 0.0536705588438721 |
37 | 0.929810109480207 | 0.140379781039586 | 0.0701898905197932 |
38 | 0.909683017232472 | 0.180633965535056 | 0.090316982767528 |
39 | 0.918844952261047 | 0.162310095477906 | 0.0811550477389528 |
40 | 0.897025195938134 | 0.205949608123733 | 0.102974804061866 |
41 | 0.892043163041012 | 0.215913673917975 | 0.107956836958988 |
42 | 0.94926383028251 | 0.101472339434982 | 0.0507361697174909 |
43 | 0.933611790093472 | 0.132776419813055 | 0.0663882099065277 |
44 | 0.920329428635245 | 0.159341142729511 | 0.0796705713647553 |
45 | 0.919520598491209 | 0.160958803017582 | 0.0804794015087912 |
46 | 0.94248742166851 | 0.115025156662978 | 0.0575125783314892 |
47 | 0.941523503737876 | 0.116952992524249 | 0.0584764962621245 |
48 | 0.924731367808481 | 0.150537264383038 | 0.075268632191519 |
49 | 0.908851567724064 | 0.182296864551873 | 0.0911484322759363 |
50 | 0.948156798616361 | 0.103686402767278 | 0.0518432013836388 |
51 | 0.970382041830541 | 0.0592359163389173 | 0.0296179581694587 |
52 | 0.960919681573313 | 0.0781606368533738 | 0.0390803184266869 |
53 | 0.984138528350387 | 0.0317229432992259 | 0.0158614716496130 |
54 | 0.978782786711673 | 0.0424344265766544 | 0.0212172132883272 |
55 | 0.979337440912658 | 0.0413251181746833 | 0.0206625590873416 |
56 | 0.995152899618698 | 0.00969420076260425 | 0.00484710038130212 |
57 | 0.993182156590598 | 0.0136356868188037 | 0.00681784340940185 |
58 | 0.990995480997484 | 0.0180090380050311 | 0.00900451900251553 |
59 | 0.989329752823633 | 0.0213404943527341 | 0.0106702471763671 |
60 | 0.988084104446273 | 0.0238317911074532 | 0.0119158955537266 |
61 | 0.987172784759458 | 0.0256544304810838 | 0.0128272152405419 |
62 | 0.984364050637372 | 0.0312718987252568 | 0.0156359493626284 |
63 | 0.98369471749434 | 0.032610565011318 | 0.016305282505659 |
64 | 0.979303003377989 | 0.0413939932440228 | 0.0206969966220114 |
65 | 0.974617598519877 | 0.0507648029602469 | 0.0253824014801235 |
66 | 0.985103471330042 | 0.0297930573399164 | 0.0148965286699582 |
67 | 0.999393561334202 | 0.001212877331596 | 0.000606438665798 |
68 | 0.99911198586007 | 0.00177602827986179 | 0.000888014139930897 |
69 | 0.998962736124056 | 0.00207452775188795 | 0.00103726387594397 |
70 | 0.998565950954332 | 0.00286809809133615 | 0.00143404904566807 |
71 | 0.998190078174244 | 0.00361984365151149 | 0.00180992182575574 |
72 | 0.99813468817569 | 0.003730623648618 | 0.001865311824309 |
73 | 0.997240235093497 | 0.00551952981300545 | 0.00275976490650272 |
74 | 0.99600420378973 | 0.0079915924205388 | 0.0039957962102694 |
75 | 0.994735941704665 | 0.0105281165906707 | 0.00526405829533536 |
76 | 0.995322424723809 | 0.00935515055238276 | 0.00467757527619138 |
77 | 0.995790209045614 | 0.00841958190877218 | 0.00420979095438609 |
78 | 0.996216250129352 | 0.00756749974129602 | 0.00378374987064801 |
79 | 0.994667823577313 | 0.0106643528453747 | 0.00533217642268733 |
80 | 0.99240059463452 | 0.0151988107309595 | 0.00759940536547977 |
81 | 0.991357154925048 | 0.0172856901499048 | 0.00864284507495242 |
82 | 0.989441928306079 | 0.021116143387842 | 0.010558071693921 |
83 | 0.985547380196753 | 0.0289052396064942 | 0.0144526198032471 |
84 | 0.982050494863489 | 0.0358990102730225 | 0.0179495051365112 |
85 | 0.978075851723821 | 0.0438482965523571 | 0.0219241482761785 |
86 | 0.972992666358537 | 0.0540146672829268 | 0.0270073336414634 |
87 | 0.965840534889053 | 0.0683189302218931 | 0.0341594651109466 |
88 | 0.956921130785606 | 0.0861577384287882 | 0.0430788692143941 |
89 | 0.946294168139039 | 0.107411663721922 | 0.0537058318609612 |
90 | 0.93742103669295 | 0.125157926614099 | 0.0625789633070496 |
91 | 0.92579842922547 | 0.148403141549059 | 0.0742015707745296 |
92 | 0.90566701809337 | 0.188665963813259 | 0.0943329819066295 |
93 | 0.902610106625177 | 0.194779786749646 | 0.0973898933748229 |
94 | 0.944701582973686 | 0.110596834052629 | 0.0552984170263143 |
95 | 0.93380929431683 | 0.132381411366340 | 0.0661907056831698 |
96 | 0.914537079114872 | 0.170925841770257 | 0.0854629208851284 |
97 | 0.898495532298245 | 0.203008935403510 | 0.101504467701755 |
98 | 0.87826234115176 | 0.243475317696479 | 0.121737658848240 |
99 | 0.849882793091862 | 0.300234413816276 | 0.150117206908138 |
100 | 0.840489422480028 | 0.319021155039945 | 0.159510577519972 |
101 | 0.804210018857985 | 0.39157996228403 | 0.195789981142015 |
102 | 0.764110222040036 | 0.471779555919928 | 0.235889777959964 |
103 | 0.763078138807639 | 0.473843722384722 | 0.236921861192361 |
104 | 0.725947127372908 | 0.548105745254185 | 0.274052872627092 |
105 | 0.73788687790683 | 0.524226244186341 | 0.262113122093171 |
106 | 0.700455957981405 | 0.59908808403719 | 0.299544042018595 |
107 | 0.683683637358318 | 0.632632725283364 | 0.316316362641682 |
108 | 0.630176240060629 | 0.739647519878742 | 0.369823759939371 |
109 | 0.602393094238014 | 0.795213811523973 | 0.397606905761986 |
110 | 0.592254591556951 | 0.815490816886097 | 0.407745408443049 |
111 | 0.538178328292682 | 0.923643343414636 | 0.461821671707318 |
112 | 0.525996678308492 | 0.948006643383016 | 0.474003321691508 |
113 | 0.614446856985742 | 0.771106286028516 | 0.385553143014258 |
114 | 0.570468984964943 | 0.859062030070114 | 0.429531015035057 |
115 | 0.507751811502074 | 0.984496376995852 | 0.492248188497926 |
116 | 0.446119403108117 | 0.892238806216233 | 0.553880596891883 |
117 | 0.421242290292168 | 0.842484580584337 | 0.578757709707832 |
118 | 0.461994368488242 | 0.923988736976484 | 0.538005631511758 |
119 | 0.397944648727415 | 0.79588929745483 | 0.602055351272585 |
120 | 0.347024613231764 | 0.694049226463527 | 0.652975386768236 |
121 | 0.302114989960879 | 0.604229979921757 | 0.697885010039121 |
122 | 0.255638826557768 | 0.511277653115537 | 0.744361173442232 |
123 | 0.211095824050385 | 0.42219164810077 | 0.788904175949615 |
124 | 0.164166767752735 | 0.328333535505469 | 0.835833232247265 |
125 | 0.217930499080628 | 0.435860998161255 | 0.782069500919372 |
126 | 0.165231458208003 | 0.330462916416007 | 0.834768541791997 |
127 | 0.139810082293012 | 0.279620164586023 | 0.860189917706988 |
128 | 0.121203847159102 | 0.242407694318204 | 0.878796152840898 |
129 | 0.1236598791052 | 0.2473197582104 | 0.8763401208948 |
130 | 0.085522861178076 | 0.171045722356152 | 0.914477138821924 |
131 | 0.0705281839489308 | 0.141056367897862 | 0.92947181605107 |
132 | 0.052780001853264 | 0.105560003706528 | 0.947219998146736 |
133 | 0.0305111959484059 | 0.0610223918968117 | 0.969488804051594 |
134 | 0.360948951890361 | 0.721897903780723 | 0.639051048109639 |
135 | 0.395605680732811 | 0.791211361465622 | 0.604394319267189 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 16 | 0.128 | NOK |
5% type I error level | 48 | 0.384 | NOK |
10% type I error level | 58 | 0.464 | NOK |