Multiple Linear Regression - Estimated Regression Equation
Totaal[t] = -12.6450584188877 + 275.169286301869Dummy[t] + 0.29523736946469vertraging1[t] + 0.456063770979032vertraging2[t] + 0.149937295128415vertraging3[t] -322.735387706527M1[t] -968.227700030195M2[t] -453.002567742199M3[t] + 722.890840676447M4[t] + 343.955904339616M5[t] -216.469081464292M6[t] -28.0228331351933M7[t] + 394.064402937318M8[t] + 309.907158270251M9[t] -1185.56832625582M10[t] + 166.465422769620M11[t] -2.80813744948333t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-12.6450584188877344.360516-0.03670.9709510.485476
Dummy275.169286301869281.7920390.97650.3366270.168313
vertraging10.295237369464690.1832241.61130.1175770.058788
vertraging20.4560637709790320.1737822.62430.0135230.006762
vertraging30.1499372951284150.1835950.81670.4205520.210276
M1-322.735387706527498.772024-0.64710.5225140.261257
M2-968.227700030195389.349342-2.48680.018680.00934
M3-453.002567742199415.49054-1.09030.2842680.142134
M4722.890840676447367.3786191.96770.0584080.029204
M5343.955904339616433.5831110.79330.433840.21692
M6-216.469081464292472.947964-0.45770.6504650.325232
M7-28.0228331351933395.255413-0.07090.9439490.471975
M8394.064402937318386.5217621.01950.3161110.158055
M9309.907158270251420.3228430.73730.4666630.233332
M10-1185.56832625582438.541996-2.70340.0111920.005596
M11166.465422769620478.1065330.34820.7301390.36507
t-2.8081374494833310.561076-0.26590.7921390.396069


Multiple Linear Regression - Regression Statistics
Multiple R0.86614625861463
R-squared0.750209341312121
Adjusted R-squared0.616987656678586
F-TEST (value)5.63128550262511
F-TEST (DF numerator)16
F-TEST (DF denominator)30
p-value2.44282330922330e-05
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation441.620383129706
Sum Squared Residuals5850856.88386886


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1603.6210.728585229132392.871414770868
2-145.8-321.088542952958175.288542952958
3-35.1-130.62906301779995.5290630177994
4395.1712.658454322183-317.558454322183
5523.1396.049747357724127.050252642276
6462.383.4037002417086378.896299758291
7183.4373.97056610743-190.57056610743
8791.5702.37125888766989.1287411123312
9344.8658.627347872737-313.827347872737
10-217-736.023939521666519.023939521666
11406.7334.79050056028971.9094994397113
12228.626.4628714064295202.137128593571
13-580.1-151.450227694763-428.649772305237
14-1550.4-1026.21820479378-524.181795206217
15-1447.5-1195.79263339997-251.707366600028
16-40.1-556.100404664197516.000404664197
17-1033.5-620.881600095266-412.618399904734
18-925.6-820.110827230277-105.489172769724
19-347.8-844.64860511226496.84860511226
20-447.7-354.519782504464-93.1802174955358
21-102.6-191.28749681449688.687496814496
22-2062.2-1546.6117041834-515.588295816601
23-929.7-358.355083927040-571.34491607296
24-720.7-1035.23152828908314.531528289077
25-1541.8-1076.39534612685-465.404653873146
26-1432.3-1701.99388509992269.693885099915
27-1216.2-1500.38546597406284.185465974064
28-212.8-336.673929571319123.873929571319
29-378.2-307.202312111633-70.9976878883672
3076.9-429.251858996873506.151858996873
31-101.3-34.2370870619575-67.0629129380425
32220.4515.185705880781-294.785705880781
33495.6510.164084545499-14.5640845454994
34-1035.2-786.873324221307-248.326675778693
3561.8284.146499794348-222.346499794348
36-734.8-218.131343117353-516.668656882647
37-6.9-508.083011407514501.183011407514
38-1061.1-1140.2993671533479.1993671533435
39-854.6-726.592837608164-128.007162391836
40-186.5135.815879913334-322.315879913334
41244-112.565835150826356.565835150826
42-992.6-213.041014014559-779.55898598544
43-335.2-95.9848739332123-239.215126066788
44316.817.9628177360146298.837182263985
45477.6237.896064396260239.703935603740
46-572.1-816.991032073629244.891032073629
471115.2393.418083572403721.781916427597


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
200.2061369293313960.4122738586627920.793863070668604
210.2846019270831960.5692038541663920.715398072916804
220.1947196030728020.3894392061456040.805280396927198
230.1506652234910570.3013304469821140.849334776508943
240.08550736242816340.1710147248563270.914492637571837
250.1285165013585910.2570330027171820.871483498641409
260.1800628523061230.3601257046122450.819937147693877
270.1445358487980100.2890716975960210.85546415120199


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level00OK
10% type I error level00OK