Multiple Linear Regression - Estimated Regression Equation |
geboortes[t] = + 3636.49072146087 -0.112892682481442huwelijken[t] + 0.263683500627484`geboortes-1`[t] + 0.288035361724047`geboortes-2`[t] + 1160.87808712201M1[t] + 804.780496030499M2[t] + 1154.06440433495M3[t] + 1093.94205740715M4[t] + 1625.10788116370M5[t] + 1529.28339577008M6[t] + 984.223018622453M7[t] + 980.829801148078M8[t] + 147.756081412069M9[t] + 717.424338136781M10[t] + 1000.90518467358M11[t] + 5.07968162684443t + 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) | 3636.49072146087 | 1159.935649 | 3.1351 | 0.002422 | 0.001211 |
huwelijken | -0.112892682481442 | 0.086241 | -1.309 | 0.194366 | 0.097183 |
`geboortes-1` | 0.263683500627484 | 0.113501 | 2.3232 | 0.022777 | 0.011388 |
`geboortes-2` | 0.288035361724047 | 0.103306 | 2.7882 | 0.006656 | 0.003328 |
M1 | 1160.87808712201 | 179.014803 | 6.4848 | 0 | 0 |
M2 | 804.780496030499 | 173.408091 | 4.641 | 1.4e-05 | 7e-06 |
M3 | 1154.06440433495 | 273.383148 | 4.2214 | 6.5e-05 | 3.3e-05 |
M4 | 1093.94205740715 | 308.809287 | 3.5425 | 0.000673 | 0.000336 |
M5 | 1625.10788116370 | 324.639934 | 5.0059 | 3e-06 | 2e-06 |
M6 | 1529.28339577008 | 331.642973 | 4.6112 | 1.5e-05 | 8e-06 |
M7 | 984.223018622453 | 310.683442 | 3.1679 | 0.002192 | 0.001096 |
M8 | 980.829801148078 | 169.087085 | 5.8007 | 0 | 0 |
M9 | 147.756081412069 | 141.153351 | 1.0468 | 0.298435 | 0.149218 |
M10 | 717.424338136781 | 167.257971 | 4.2893 | 5.1e-05 | 2.5e-05 |
M11 | 1000.90518467358 | 153.908161 | 6.5033 | 0 | 0 |
t | 5.07968162684443 | 1.519014 | 3.3441 | 0.001271 | 0.000635 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.884336823751576 |
R-squared | 0.782051617843026 |
Adjusted R-squared | 0.740138467428223 |
F-TEST (value) | 18.6588602885557 |
F-TEST (DF numerator) | 15 |
F-TEST (DF denominator) | 78 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 262.90500426931 |
Sum Squared Residuals | 5391285.21904798 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 9939 | 9796.11806397139 | 142.881936028613 |
2 | 9336 | 9339.82003834253 | -3.82003834253265 |
3 | 10195 | 9584.942243642 | 610.057756358005 |
4 | 9464 | 9548.51189946857 | -84.5118994685719 |
5 | 10010 | 10013.4389079649 | -3.43890796494174 |
6 | 10213 | 9911.4288605364 | 301.571139463592 |
7 | 9563 | 9527.0387014109 | 35.9612985890944 |
8 | 9890 | 9791.96048661366 | 98.039513386343 |
9 | 9305 | 8995.72976268722 | 309.270237312777 |
10 | 9391 | 9440.64273868194 | -49.6427386819357 |
11 | 9928 | 9679.11235603523 | 248.887643964766 |
12 | 8686 | 8787.7907439339 | -101.790743933897 |
13 | 9843 | 9715.90240903993 | 127.097590960076 |
14 | 9627 | 9286.03528820429 | 340.96471179571 |
15 | 10074 | 9743.29699522328 | 330.703004776724 |
16 | 9503 | 9595.22555374235 | -92.2255537423501 |
17 | 10119 | 10247.1628742205 | -128.162874220498 |
18 | 10000 | 10013.6017402415 | -13.6017402414695 |
19 | 9313 | 9633.44539823076 | -320.445398230761 |
20 | 9866 | 9733.65963938788 | 132.340360612121 |
21 | 9172 | 8975.97795143118 | 196.022048568825 |
22 | 9241 | 9451.71367616553 | -210.713676165533 |
23 | 9659 | 9700.8166047626 | -41.8166047625995 |
24 | 8904 | 8723.8859526929 | 180.114047307106 |
25 | 9755 | 9800.43665483292 | -45.4366548329166 |
26 | 9080 | 9406.8997113737 | -326.899711373707 |
27 | 9435 | 9639.63846609964 | -204.638466099642 |
28 | 8971 | 9368.2903601792 | -397.290360179194 |
29 | 10063 | 9988.63922061385 | 74.3607793861546 |
30 | 9793 | 9833.28948036081 | -40.289480360814 |
31 | 9454 | 9740.08146850483 | -286.081468504825 |
32 | 9759 | 9752.07697513991 | 6.92302486008712 |
33 | 8820 | 9035.22139707908 | -215.221397079078 |
34 | 9403 | 9429.56195277316 | -26.5619527731566 |
35 | 9676 | 9682.5545958479 | -6.5545958478981 |
36 | 8642 | 8828.76134864618 | -186.761348646177 |
37 | 9402 | 9773.2711096539 | -371.271109653892 |
38 | 9610 | 9260.81394567647 | 349.186054323534 |
39 | 9294 | 9690.69102821114 | -396.691028211141 |
40 | 9448 | 9590.67322959654 | -142.673229596544 |
41 | 10319 | 10118.0513269249 | 200.948673075056 |
42 | 9548 | 10115.9625132757 | -567.962513275689 |
43 | 9801 | 9786.12610160603 | 14.8738983939659 |
44 | 9596 | 9818.94793898736 | -222.947938987360 |
45 | 8923 | 9150.5489048201 | -227.548904820103 |
46 | 9746 | 9452.89072506683 | 293.109274933167 |
47 | 9829 | 9836.18893649984 | -7.18893649984472 |
48 | 9125 | 9000.74695489778 | 124.253045102215 |
49 | 9782 | 10032.6371814359 | -250.637181435944 |
50 | 9441 | 9495.726071993 | -54.7260719930035 |
51 | 9162 | 9827.71450914803 | -665.71450914803 |
52 | 9915 | 9569.61281577675 | 345.387184223256 |
53 | 10444 | 10132.8328437666 | 311.167156233379 |
54 | 10209 | 10431.2061171296 | -222.206117129616 |
55 | 9985 | 10035.8189929045 | -50.8189929044843 |
56 | 9842 | 10110.7978762684 | -268.797876268362 |
57 | 9429 | 9319.99963940786 | 109.000360592138 |
58 | 10132 | 9711.3538939417 | 420.646106058298 |
59 | 9849 | 10146.2533378513 | -297.253337851295 |
60 | 9172 | 9218.34824902134 | -46.3482490213431 |
61 | 10313 | 10115.1339731965 | 197.866026803507 |
62 | 9819 | 9710.91320844425 | 108.086791555751 |
63 | 9955 | 10143.5476826325 | -188.547682632449 |
64 | 10048 | 9958.25614872157 | 89.7438512784339 |
65 | 10082 | 10452.4165853727 | -370.416585372677 |
66 | 10541 | 10422.7122701434 | 118.287729856579 |
67 | 10208 | 10042.6818157895 | 165.318184210520 |
68 | 10233 | 10343.4557969425 | -110.455796942469 |
69 | 9439 | 9547.27191919747 | -108.271919197470 |
70 | 9963 | 9885.53666661955 | 77.4633333804533 |
71 | 10158 | 10173.7685252058 | -15.7685252057688 |
72 | 9225 | 9325.5388833213 | -100.538883321297 |
73 | 10474 | 10245.7649636926 | 228.235036307412 |
74 | 9757 | 9842.11939349422 | -85.1193934942222 |
75 | 10490 | 10236.5612466379 | 253.438753362084 |
76 | 10281 | 10061.3678626308 | 219.632137369163 |
77 | 10444 | 10751.7142609246 | -307.71426092463 |
78 | 10640 | 10623.7684723606 | 16.2315276394003 |
79 | 10695 | 10135.4561510115 | 559.54384898846 |
80 | 10786 | 10568.3406883947 | 217.659311605283 |
81 | 9832 | 9902.3336761824 | -70.3336761823956 |
82 | 9747 | 10181.9710950787 | -434.971095078689 |
83 | 10411 | 10291.3056437974 | 119.694356202640 |
84 | 9511 | 9379.9278674866 | 131.072132513392 |
85 | 10402 | 10430.7356441769 | -28.7356441768552 |
86 | 9701 | 10028.6723424715 | -327.672342471529 |
87 | 10540 | 10278.6078284056 | 261.392171594449 |
88 | 10112 | 10050.0621298842 | 61.9378701158079 |
89 | 10915 | 10691.7439802118 | 223.256019788158 |
90 | 11183 | 10775.0305459520 | 407.969454048017 |
91 | 10384 | 10502.3513705420 | -118.351370541969 |
92 | 10834 | 10686.7605982656 | 147.239401734356 |
93 | 9886 | 9878.9167491947 | 7.08325080530593 |
94 | 10216 | 10285.3292516726 | -69.3292516726035 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
19 | 0.201182633859419 | 0.402365267718837 | 0.798817366140581 |
20 | 0.104773992835336 | 0.209547985670672 | 0.895226007164664 |
21 | 0.0706728628117478 | 0.141345725623496 | 0.929327137188252 |
22 | 0.0340786981996974 | 0.0681573963993948 | 0.965921301800303 |
23 | 0.036950761932912 | 0.073901523865824 | 0.963049238067088 |
24 | 0.0463920786586959 | 0.0927841573173918 | 0.953607921341304 |
25 | 0.0296777603368790 | 0.0593555206737580 | 0.970322239663121 |
26 | 0.0452378030011035 | 0.090475606002207 | 0.954762196998896 |
27 | 0.251133967892408 | 0.502267935784815 | 0.748866032107592 |
28 | 0.253202265363620 | 0.506404530727239 | 0.74679773463638 |
29 | 0.205827469367373 | 0.411654938734746 | 0.794172530632627 |
30 | 0.161554530874449 | 0.323109061748898 | 0.83844546912555 |
31 | 0.138294937491488 | 0.276589874982976 | 0.861705062508512 |
32 | 0.103264711407728 | 0.206529422815455 | 0.896735288592272 |
33 | 0.0755784135863159 | 0.151156827172632 | 0.924421586413684 |
34 | 0.0941304277345407 | 0.188260855469081 | 0.905869572265459 |
35 | 0.0669925425152418 | 0.133985085030484 | 0.933007457484758 |
36 | 0.0481968602958169 | 0.0963937205916337 | 0.951803139704183 |
37 | 0.0379180784555797 | 0.0758361569111594 | 0.96208192154442 |
38 | 0.143321067205705 | 0.286642134411409 | 0.856678932794296 |
39 | 0.154041480919744 | 0.308082961839487 | 0.845958519080256 |
40 | 0.168888597567551 | 0.337777195135101 | 0.83111140243245 |
41 | 0.24409698630166 | 0.48819397260332 | 0.75590301369834 |
42 | 0.264810288311703 | 0.529620576623406 | 0.735189711688297 |
43 | 0.329939281986394 | 0.659878563972788 | 0.670060718013606 |
44 | 0.333593505747279 | 0.667187011494558 | 0.666406494252721 |
45 | 0.306111148654739 | 0.612222297309479 | 0.693888851345261 |
46 | 0.434353035691273 | 0.868706071382546 | 0.565646964308727 |
47 | 0.41836567671648 | 0.83673135343296 | 0.58163432328352 |
48 | 0.514201346488836 | 0.971597307022327 | 0.485798653511164 |
49 | 0.460465929288417 | 0.920931858576834 | 0.539534070711583 |
50 | 0.407831311308252 | 0.815662622616504 | 0.592168688691748 |
51 | 0.791732530612401 | 0.416534938775197 | 0.208267469387599 |
52 | 0.843270301189228 | 0.313459397621543 | 0.156729698810772 |
53 | 0.876863273479989 | 0.246273453040022 | 0.123136726520011 |
54 | 0.85261189308446 | 0.294776213831081 | 0.147388106915541 |
55 | 0.829543458370346 | 0.340913083259307 | 0.170456541629653 |
56 | 0.886576326456198 | 0.226847347087604 | 0.113423673543802 |
57 | 0.860332345954129 | 0.279335308091742 | 0.139667654045871 |
58 | 0.933998230229 | 0.132003539541999 | 0.0660017697709995 |
59 | 0.909252198090309 | 0.181495603819382 | 0.090747801909691 |
60 | 0.876331446088798 | 0.247337107822404 | 0.123668553911202 |
61 | 0.864236806830297 | 0.271526386339405 | 0.135763193169703 |
62 | 0.898391347483002 | 0.203217305033996 | 0.101608652516998 |
63 | 0.870320215729554 | 0.259359568540893 | 0.129679784270446 |
64 | 0.852241302104237 | 0.295517395791525 | 0.147758697895763 |
65 | 0.879465696102535 | 0.24106860779493 | 0.120534303897465 |
66 | 0.836107602374454 | 0.327784795251092 | 0.163892397625546 |
67 | 0.799848130419027 | 0.400303739161947 | 0.200151869580973 |
68 | 0.838727087474007 | 0.322545825051985 | 0.161272912525993 |
69 | 0.848150847229067 | 0.303698305541865 | 0.151849152770933 |
70 | 0.773806674706725 | 0.452386650586549 | 0.226193325293275 |
71 | 0.7124341347609 | 0.575131730478201 | 0.287565865239101 |
72 | 0.597733776226374 | 0.804532447547251 | 0.402266223773626 |
73 | 0.4874974494068 | 0.9749948988136 | 0.512502550593199 |
74 | 0.356287802738762 | 0.712575605477525 | 0.643712197261238 |
75 | 0.277259191942267 | 0.554518383884534 | 0.722740808057733 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 0 | 0 | OK |
5% type I error level | 0 | 0 | OK |
10% type I error level | 7 | 0.122807017543860 | NOK |