Multiple Linear Regression - Estimated Regression Equation |
vrijetijdsbesteding[t] = + 29.7574433780084 + 0.117381875008493bios[t] + 0.351226236672809schouwburg[t] + 0.441727025825754eedagsacttractie[t] -0.186900472395651huurDVD[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) | 29.7574433780084 | 15.839775 | 1.8787 | 0.065797 | 0.032898 |
bios | 0.117381875008493 | 0.043112 | 2.7227 | 0.008746 | 0.004373 |
schouwburg | 0.351226236672809 | 0.032757 | 10.7221 | 0 | 0 |
eedagsacttractie | 0.441727025825754 | 0.048367 | 9.1328 | 0 | 0 |
huurDVD | -0.186900472395651 | 0.192568 | -0.9706 | 0.336171 | 0.168085 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.993690183423486 |
R-squared | 0.987420180632202 |
Adjusted R-squared | 0.986470760302557 |
F-TEST (value) | 1040.02426512321 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 53 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.648444676422854 |
Sum Squared Residuals | 22.2854664142004 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 101.76 | 102.106779395192 | -0.346779395192457 |
2 | 102.37 | 102.079131904347 | 0.290868095652892 |
3 | 102.38 | 102.086607923243 | 0.293392076757049 |
4 | 102.86 | 103.283178536288 | -0.423178536287826 |
5 | 102.87 | 103.238322422913 | -0.368322422912866 |
6 | 102.92 | 103.238322422913 | -0.318322422912869 |
7 | 102.95 | 103.234584413465 | -0.284584413464953 |
8 | 103.02 | 103.266357493772 | -0.246357493772220 |
9 | 104.08 | 105.115676503395 | -1.03567650339515 |
10 | 104.16 | 105.079037121271 | -0.919037121270786 |
11 | 104.24 | 105.054740059859 | -0.814740059859354 |
12 | 104.33 | 105.029929917998 | -0.69992991799763 |
13 | 104.73 | 105.033442180364 | -0.303442180364355 |
14 | 104.86 | 105.025966161469 | -0.165966161468535 |
15 | 105.03 | 104.966385642206 | 0.0636143577935919 |
16 | 105.62 | 106.114875909353 | -0.494875909353369 |
17 | 105.63 | 106.092447852666 | -0.462447852665901 |
18 | 105.63 | 106.092447852666 | -0.462447852665901 |
19 | 105.94 | 106.233306102676 | -0.293306102676091 |
20 | 106.61 | 106.222092074332 | 0.38790792566765 |
21 | 107.69 | 108.350974562732 | -0.660974562731945 |
22 | 107.78 | 108.392058218985 | -0.612058218984914 |
23 | 107.93 | 108.545316606349 | -0.615316606349343 |
24 | 108.48 | 108.602833725104 | -0.122833725103509 |
25 | 108.14 | 107.071487333210 | 1.06851266678994 |
26 | 108.48 | 107.069618328486 | 1.41038167151390 |
27 | 108.48 | 107.028500224559 | 1.45149977544094 |
28 | 108.89 | 108.426428115087 | 0.463571884913111 |
29 | 108.93 | 108.414689927586 | 0.515310072413968 |
30 | 109.21 | 108.375440828383 | 0.83455917161704 |
31 | 109.47 | 108.310025663044 | 1.15997433695552 |
32 | 109.8 | 108.288258344657 | 1.5117416553432 |
33 | 111.73 | 111.520461984212 | 0.209538015788098 |
34 | 111.85 | 111.553339987921 | 0.296660012078886 |
35 | 112.12 | 111.664852769179 | 0.455147230820828 |
36 | 112.15 | 111.691064361695 | 0.45893563830454 |
37 | 112.17 | 111.666767300284 | 0.50323269971597 |
38 | 112.67 | 111.718153245709 | 0.951846754290788 |
39 | 112.8 | 111.690118174850 | 1.10988182515013 |
40 | 113.44 | 114.459746626777 | -1.01974662677734 |
41 | 113.53 | 114.452270607882 | -0.922270607881512 |
42 | 114.53 | 114.505092451635 | 0.0249075483646654 |
43 | 114.51 | 114.432201267401 | 0.0777987325989709 |
44 | 115.05 | 114.869648081168 | 0.180351918831704 |
45 | 116.67 | 116.994545333775 | -0.324545333775106 |
46 | 117.07 | 117.119240513553 | -0.0492405135529845 |
47 | 116.92 | 117.122978523001 | -0.202978523000891 |
48 | 117 | 117.147674243134 | -0.147674243133571 |
49 | 117.02 | 117.161760068135 | -0.141760068134595 |
50 | 117.35 | 117.193931807163 | 0.156068192836896 |
51 | 117.36 | 117.436036208487 | -0.0760362084868141 |
52 | 117.82 | 118.465953115525 | -0.645953115525012 |
53 | 117.88 | 118.483298317198 | -0.603298317197728 |
54 | 118.24 | 118.541772701504 | -0.301772701504318 |
55 | 118.5 | 118.545989343728 | -0.0459893437284403 |
56 | 118.8 | 118.564679390968 | 0.235320609031993 |
57 | 119.76 | 119.923924926892 | -0.163924926891772 |
58 | 120.09 | 119.905234879652 | 0.184765120347790 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.00184034838672653 | 0.00368069677345307 | 0.998159651613273 |
9 | 0.000187694040226690 | 0.000375388080453381 | 0.999812305959773 |
10 | 0.000372581020963318 | 0.000745162041926636 | 0.999627418979037 |
11 | 8.97282530085994e-05 | 0.000179456506017199 | 0.999910271746991 |
12 | 0.000669564714479248 | 0.00133912942895850 | 0.99933043528552 |
13 | 0.00140872422841514 | 0.00281744845683027 | 0.998591275771585 |
14 | 0.00124058724437448 | 0.00248117448874896 | 0.998759412755626 |
15 | 0.000417881197798112 | 0.000835762395596225 | 0.999582118802202 |
16 | 0.00021591653030957 | 0.00043183306061914 | 0.99978408346969 |
17 | 0.000100450269110630 | 0.000200900538221261 | 0.99989954973089 |
18 | 5.13896043247464e-05 | 0.000102779208649493 | 0.999948610395675 |
19 | 3.29743811754992e-05 | 6.59487623509984e-05 | 0.999967025618824 |
20 | 0.000209410436185487 | 0.000418820872370974 | 0.999790589563815 |
21 | 0.000244261959229843 | 0.000488523918459685 | 0.99975573804077 |
22 | 0.000419927170896413 | 0.000839854341792826 | 0.999580072829104 |
23 | 0.00540555550562405 | 0.0108111110112481 | 0.994594444494376 |
24 | 0.0364336350994665 | 0.072867270198933 | 0.963566364900533 |
25 | 0.170177259192661 | 0.340354518385322 | 0.829822740807339 |
26 | 0.34661128134239 | 0.69322256268478 | 0.65338871865761 |
27 | 0.399731459413797 | 0.799462918827595 | 0.600268540586203 |
28 | 0.394334477466819 | 0.788668954933637 | 0.605665522533181 |
29 | 0.410548387124336 | 0.821096774248672 | 0.589451612875664 |
30 | 0.396575172443671 | 0.793150344887342 | 0.603424827556329 |
31 | 0.376141823080641 | 0.752283646161282 | 0.623858176919359 |
32 | 0.396739792065361 | 0.793479584130722 | 0.603260207934639 |
33 | 0.396005612691516 | 0.792011225383032 | 0.603994387308484 |
34 | 0.380560637764111 | 0.761121275528223 | 0.619439362235889 |
35 | 0.543071386043575 | 0.913857227912851 | 0.456928613956425 |
36 | 0.607294301812052 | 0.785411396375896 | 0.392705698187948 |
37 | 0.633148381395999 | 0.733703237208003 | 0.366851618604001 |
38 | 0.562193503825147 | 0.875612992349707 | 0.437806496174853 |
39 | 0.499473746560957 | 0.998947493121914 | 0.500526253439043 |
40 | 0.75288781417514 | 0.494224371649719 | 0.247112185824859 |
41 | 0.9430628147221 | 0.113874370555802 | 0.0569371852779008 |
42 | 0.907556447360942 | 0.184887105278116 | 0.0924435526390578 |
43 | 0.858582444495312 | 0.282835111009377 | 0.141417555504688 |
44 | 0.990349141838077 | 0.0193017163238465 | 0.00965085816192326 |
45 | 0.99908588667435 | 0.00182822665129895 | 0.000914113325649476 |
46 | 0.998988969128568 | 0.00202206174286345 | 0.00101103087143172 |
47 | 0.99824148127637 | 0.00351703744725995 | 0.00175851872362997 |
48 | 0.99402662827275 | 0.011946743454498 | 0.005973371727249 |
49 | 0.978614513476346 | 0.0427709730473073 | 0.0213854865236536 |
50 | 0.937217346682039 | 0.125565306635923 | 0.0627826533179614 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 18 | 0.418604651162791 | NOK |
5% type I error level | 22 | 0.511627906976744 | NOK |
10% type I error level | 23 | 0.534883720930233 | NOK |