| Multiple Linear Regression - Estimated Regression Equation |
| bios[t] = -174.117057776151 -0.222841174760951schouwburg[t] -0.0355988545204506eedagsacttractie[t] + 1.94413794987770huurDVD[t] + 1.04536917079398vrijetijdsbesteding[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) | -174.117057776151 | 42.558301 | -4.0913 | 0.000147 | 7.3e-05 |
| schouwburg | -0.222841174760951 | 0.171312 | -1.3008 | 0.198956 | 0.099478 |
| eedagsacttractie | -0.0355988545204506 | 0.23151 | -0.1538 | 0.878377 | 0.439188 |
| huurDVD | 1.94413794987770 | 0.514586 | 3.7781 | 0.000402 | 0.000201 |
| vrijetijdsbesteding | 1.04536917079398 | 0.383945 | 2.7227 | 0.008746 | 0.004373 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.958447028955653 |
| R-squared | 0.918620707313919 |
| Adjusted R-squared | 0.91247887390365 |
| F-TEST (value) | 149.567831940512 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 53 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.93511710571985 |
| Sum Squared Residuals | 198.467945281026 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 101.82 | 99.1289908915415 | 2.69100910845848 |
| 2 | 101.68 | 99.8833143627193 | 1.79668563728074 |
| 3 | 101.68 | 99.8160025364321 | 1.86399746356790 |
| 4 | 102.45 | 100.209341222613 | 2.2406587773867 |
| 5 | 102.45 | 100.686388022292 | 1.76361197770811 |
| 6 | 102.45 | 100.738656480832 | 1.71134351916842 |
| 7 | 102.45 | 100.808900314953 | 1.64109968504703 |
| 8 | 102.45 | 100.551572705429 | 1.89842729457067 |
| 9 | 102.45 | 100.468078067730 | 1.98192193227043 |
| 10 | 102.52 | 101.018300709364 | 1.50169929063624 |
| 11 | 102.52 | 101.354668176511 | 1.16533182348863 |
| 12 | 102.85 | 102.109758304841 | 0.740241695158742 |
| 13 | 102.85 | 102.525677561411 | 0.324322438588753 |
| 14 | 102.85 | 102.739341071610 | 0.110658928390447 |
| 15 | 103.25 | 104.025212462075 | -0.775212462074827 |
| 16 | 103.25 | 104.54942325109 | -1.29942325109011 |
| 17 | 103.25 | 104.793173496783 | -1.54317349678334 |
| 18 | 103.25 | 104.793173496783 | -1.54317349678334 |
| 19 | 104.45 | 105.117237939729 | -0.667237939729479 |
| 20 | 104.45 | 105.934283561154 | -1.48428356115412 |
| 21 | 104.45 | 105.639556052060 | -1.18955605206038 |
| 22 | 104.8 | 105.733639277432 | -0.933639277431848 |
| 23 | 104.8 | 104.296251534151 | 0.503748465848773 |
| 24 | 105.29 | 104.871204578088 | 0.418795421912094 |
| 25 | 105.29 | 105.487366581976 | -0.197366581975693 |
| 26 | 105.29 | 105.862233479544 | -0.572233479544439 |
| 27 | 105.29 | 106.289943828518 | -0.99994382851753 |
| 28 | 106.04 | 106.497236279260 | -0.457236279260268 |
| 29 | 105.94 | 106.539051046092 | -0.599051046092042 |
| 30 | 105.94 | 107.240023383389 | -1.30002338338865 |
| 31 | 105.94 | 108.192267650252 | -2.2522676502523 |
| 32 | 106.28 | 109.178805000074 | -2.89880500007395 |
| 33 | 106.48 | 108.831938448889 | -2.35193844888935 |
| 34 | 107.19 | 109.482299995852 | -2.29229999585162 |
| 35 | 108.14 | 109.764549671966 | -1.624549671966 |
| 36 | 108.22 | 109.620938331601 | -1.40093833160082 |
| 37 | 108.22 | 109.894583648501 | -1.67458364850079 |
| 38 | 108.61 | 110.358944095401 | -1.74894409540145 |
| 39 | 108.61 | 110.786462780086 | -2.17646278008633 |
| 40 | 108.61 | 111.232294231551 | -2.62229423155125 |
| 41 | 108.61 | 111.404142974918 | -2.79414297491784 |
| 42 | 109.06 | 112.449512145712 | -3.38951214571182 |
| 43 | 109.06 | 113.186818562748 | -4.12681856274822 |
| 44 | 112.93 | 113.926290330466 | -0.996290330465953 |
| 45 | 115.84 | 116.624235092372 | -0.784235092371702 |
| 46 | 118.57 | 118.152384370809 | 0.417615629191276 |
| 47 | 118.57 | 117.956696236192 | 0.613303763807938 |
| 48 | 118.86 | 118.137532667349 | 0.722467332650521 |
| 49 | 118.98 | 118.158440050765 | 0.82155994923465 |
| 50 | 119.27 | 118.522853256626 | 0.74714674337387 |
| 51 | 119.39 | 116.161458649483 | 3.22854135051672 |
| 52 | 119.49 | 116.811053104864 | 2.67894689513566 |
| 53 | 119.59 | 116.815451116616 | 2.77454888338433 |
| 54 | 120.12 | 117.230666777099 | 2.88933322290095 |
| 55 | 120.14 | 117.483021382007 | 2.65697861799329 |
| 56 | 120.14 | 117.602218338257 | 2.53778166174286 |
| 57 | 120.14 | 117.743377395894 | 2.39662260410551 |
| 58 | 120.14 | 118.282763017244 | 1.85723698275573 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 1.13598124113785e-06 | 2.27196248227571e-06 | 0.999998864018759 |
| 9 | 9.7025212824279e-09 | 1.94050425648558e-08 | 0.999999990297479 |
| 10 | 2.52824073213857e-09 | 5.05648146427715e-09 | 0.99999999747176 |
| 11 | 5.54012850145514e-11 | 1.10802570029103e-10 | 0.9999999999446 |
| 12 | 1.59918093481165e-09 | 3.19836186962331e-09 | 0.99999999840082 |
| 13 | 2.97258277185938e-10 | 5.94516554371876e-10 | 0.999999999702742 |
| 14 | 1.93145792500399e-11 | 3.86291585000797e-11 | 0.999999999980685 |
| 15 | 1.38598836815930e-12 | 2.77197673631861e-12 | 0.999999999998614 |
| 16 | 2.49644826937587e-10 | 4.99289653875175e-10 | 0.999999999750355 |
| 17 | 1.21167577926635e-10 | 2.42335155853271e-10 | 0.999999999878832 |
| 18 | 2.39715237498871e-11 | 4.79430474997741e-11 | 0.999999999976029 |
| 19 | 6.10354653733489e-09 | 1.22070930746698e-08 | 0.999999993896453 |
| 20 | 1.55240657835622e-09 | 3.10481315671244e-09 | 0.999999998447593 |
| 21 | 3.87622631679294e-10 | 7.75245263358588e-10 | 0.999999999612377 |
| 22 | 2.05100380557893e-10 | 4.10200761115786e-10 | 0.9999999997949 |
| 23 | 1.68989075731191e-10 | 3.37978151462382e-10 | 0.99999999983101 |
| 24 | 2.46514572704650e-10 | 4.93029145409301e-10 | 0.999999999753485 |
| 25 | 1.30323316801563e-10 | 2.60646633603125e-10 | 0.999999999869677 |
| 26 | 5.8593958269158e-11 | 1.17187916538316e-10 | 0.999999999941406 |
| 27 | 1.53441913446854e-11 | 3.06883826893707e-11 | 0.999999999984656 |
| 28 | 1.25077354724220e-11 | 2.50154709448441e-11 | 0.999999999987492 |
| 29 | 1.90926202867996e-11 | 3.81852405735993e-11 | 0.999999999980907 |
| 30 | 2.16696546353056e-11 | 4.33393092706112e-11 | 0.99999999997833 |
| 31 | 1.41703728469706e-11 | 2.83407456939411e-11 | 0.99999999998583 |
| 32 | 5.51593918059057e-12 | 1.10318783611811e-11 | 0.999999999994484 |
| 33 | 2.45292467131246e-12 | 4.90584934262492e-12 | 0.999999999997547 |
| 34 | 1.26589138451746e-12 | 2.53178276903491e-12 | 0.999999999998734 |
| 35 | 9.015429546489e-11 | 1.80308590929780e-10 | 0.999999999909846 |
| 36 | 8.1674834475244e-10 | 1.63349668950488e-09 | 0.999999999183252 |
| 37 | 2.70869271842375e-09 | 5.4173854368475e-09 | 0.999999997291307 |
| 38 | 4.07929231129996e-09 | 8.15858462259992e-09 | 0.999999995920708 |
| 39 | 1.19246499472185e-08 | 2.38492998944371e-08 | 0.99999998807535 |
| 40 | 5.98593285585271e-09 | 1.19718657117054e-08 | 0.999999994014067 |
| 41 | 4.09608423020220e-09 | 8.19216846040439e-09 | 0.999999995903916 |
| 42 | 1.80530425354315e-09 | 3.61060850708631e-09 | 0.999999998194696 |
| 43 | 4.64181317624015e-07 | 9.28362635248031e-07 | 0.999999535818682 |
| 44 | 0.225556161495110 | 0.451112322990219 | 0.77444383850489 |
| 45 | 0.999933456590562 | 0.000133086818876887 | 6.65434094384437e-05 |
| 46 | 0.999984652596758 | 3.06948064850012e-05 | 1.53474032425006e-05 |
| 47 | 0.999986263947679 | 2.74721046426459e-05 | 1.37360523213230e-05 |
| 48 | 0.999929472802998 | 0.000141054394003494 | 7.05271970017472e-05 |
| 49 | 0.999478207472525 | 0.00104358505494942 | 0.00052179252747471 |
| 50 | 0.995907631262439 | 0.00818473747512257 | 0.00409236873756129 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 42 | 0.976744186046512 | NOK |
| 5% type I error level | 42 | 0.976744186046512 | NOK |
| 10% type I error level | 42 | 0.976744186046512 | NOK |
