Multiple Linear Regression - Estimated Regression Equation |
geboortes[t] = + 9198.18672888628 + 0.0132098392350800huwelijken[t] + 293.354221184417M1[t] -561.53253458797M2[t] + 341.103580197078M3[t] -121.286781733765M4[t] + 198.089975881453M5[t] + 3.56981211022072M6[t] + 575.092941052572M7[t] + 526.837239839928M8[t] + 181.833531630878M9[t] + 379.895626257336M10[t] -364.188821255045M11[t] + 9.27576263272296t + 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) | 9198.18672888628 | 229.712392 | 40.0422 | 0 | 0 |
huwelijken | 0.0132098392350800 | 0.088226 | 0.1497 | 0.881347 | 0.440674 |
M1 | 293.354221184417 | 166.286891 | 1.7641 | 0.081432 | 0.040716 |
M2 | -561.53253458797 | 149.699174 | -3.7511 | 0.000327 | 0.000164 |
M3 | 341.103580197078 | 149.3364 | 2.2841 | 0.024949 | 0.012475 |
M4 | -121.286781733765 | 169.829129 | -0.7142 | 0.47715 | 0.238575 |
M5 | 198.089975881453 | 251.173729 | 0.7887 | 0.432587 | 0.216293 |
M6 | 3.56981211022072 | 306.569703 | 0.0116 | 0.990738 | 0.495369 |
M7 | 575.092941052572 | 311.949056 | 1.8435 | 0.068862 | 0.034431 |
M8 | 526.837239839928 | 343.619657 | 1.5332 | 0.129076 | 0.064538 |
M9 | 181.833531630878 | 315.008132 | 0.5772 | 0.565363 | 0.282681 |
M10 | 379.895626257336 | 161.884253 | 2.3467 | 0.021353 | 0.010676 |
M11 | -364.188821255045 | 153.352033 | -2.3749 | 0.019891 | 0.009945 |
t | 9.27576263272296 | 1.120115 | 8.2811 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.842552367519586 |
R-squared | 0.70989449201286 |
Adjusted R-squared | 0.663902155380753 |
F-TEST (value) | 15.4350603599748 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 82 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 297.327119757428 |
Sum Squared Residuals | 7249080.12374632 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 9769 | 9521.6750488556 | 247.324951144397 |
2 | 9321 | 8683.55403456223 | 637.445965437768 |
3 | 9939 | 9599.6402211783 | 339.35977882171 |
4 | 9336 | 9162.81335365702 | 173.186646342977 |
5 | 10195 | 9506.47225127601 | 688.527748723985 |
6 | 9464 | 9325.23043142573 | 138.769568574266 |
7 | 10010 | 9920.77150358716 | 89.2284964128419 |
8 | 10213 | 9875.31874378205 | 337.681256217952 |
9 | 9563 | 9546.05040959167 | 16.9495904083248 |
10 | 9890 | 9709.37308251957 | 180.626917480431 |
11 | 9305 | 8959.02962669946 | 345.970373300543 |
12 | 9391 | 9340.6578912345 | 50.342108765495 |
13 | 9928 | 9632.0859313803 | 295.914068619703 |
14 | 8686 | 8793.71393014146 | -107.713930141458 |
15 | 9843 | 9713.23467495863 | 129.765325041366 |
16 | 9627 | 9263.18475836305 | 363.815241636947 |
17 | 10074 | 9612.12759167608 | 461.872408323924 |
18 | 9503 | 9444.28054881017 | 58.7194511898327 |
19 | 10119 | 10008.9898561969 | 110.010143803086 |
20 | 10000 | 9986.48258714314 | 13.5174128568618 |
21 | 9313 | 9649.14304118013 | -336.143041180131 |
22 | 9866 | 9819.74433552655 | 46.2556644734463 |
23 | 9172 | 9070.61618491607 | 101.383815083931 |
24 | 9241 | 9452.89173157364 | -211.891731573636 |
25 | 9659 | 9738.87731795458 | -79.8773179545746 |
26 | 8904 | 8906.27801646147 | -2.27801646146474 |
27 | 9755 | 9819.44482860657 | -64.4448286065686 |
28 | 9080 | 9372.11613889341 | -292.116138893414 |
29 | 9435 | 9722.8555103424 | -287.855510342408 |
30 | 8971 | 9551.12477474139 | -580.124774741386 |
31 | 10063 | 10119.7309847025 | -56.7309847024809 |
32 | 9793 | 10106.3649243994 | -313.364924399381 |
33 | 9454 | 9746.83284852144 | -292.832848521439 |
34 | 9759 | 9933.40483850307 | -174.404838503074 |
35 | 8820 | 9183.57656641313 | -363.57656641313 |
36 | 9403 | 9559.45855088092 | -156.458550880917 |
37 | 9676 | 9852.59066028803 | -176.590660288035 |
38 | 8642 | 9018.43259776519 | -376.432597765186 |
39 | 9402 | 9933.55446611708 | -531.554466117081 |
40 | 9610 | 9487.92984566525 | 122.070154334748 |
41 | 9294 | 9839.77884361 | -545.778843609993 |
42 | 9448 | 9657.05752176538 | -209.057521765384 |
43 | 10319 | 10232.9951925019 | 86.0048074980517 |
44 | 9548 | 10215.7058099460 | -667.705809946029 |
45 | 9801 | 9860.95569587119 | -59.9556958711863 |
46 | 9596 | 10046.4708987140 | -450.470898714015 |
47 | 8923 | 9295.18954430821 | -372.189544308212 |
48 | 9746 | 9672.85485707274 | 73.1451429272644 |
49 | 9829 | 9967.10980281484 | -138.109802814835 |
50 | 9125 | 9133.0309993274 | -8.03099932739602 |
51 | 9782 | 10041.7064661326 | -259.706466132573 |
52 | 9441 | 9606.88749417504 | -165.887494175039 |
53 | 9162 | 9949.7802211184 | -787.780221118395 |
54 | 9915 | 9768.194945448 | 146.805054551997 |
55 | 10444 | 10359.6673871250 | 84.3326128749778 |
56 | 10209 | 10316.8565951669 | -107.856595166928 |
57 | 9985 | 9974.78792675776 | 10.2120732422376 |
58 | 9842 | 10158.7179488924 | -316.717948892381 |
59 | 9429 | 9407.5951125574 | 21.4048874426006 |
60 | 10132 | 9784.95659901952 | 347.043400980484 |
61 | 9849 | 10078.2340166582 | -229.234016658219 |
62 | 9172 | 9239.63744815238 | -67.637448152383 |
63 | 10313 | 10152.6193225482 | 160.380677451805 |
64 | 9819 | 9718.1173867323 | 100.882613267696 |
65 | 9955 | 10060.8251759264 | -105.825175926369 |
66 | 10048 | 9878.36805086646 | 169.631949133538 |
67 | 10082 | 10471.5445618048 | -389.544561804806 |
68 | 10541 | 10429.6056192362 | 111.394380763773 |
69 | 10208 | 10090.4695351373 | 117.530464862751 |
70 | 10233 | 10268.0059950821 | -35.0059950820895 |
71 | 9439 | 9519.02315270319 | -80.0231527031907 |
72 | 9963 | 9896.50352771842 | 66.4964722815768 |
73 | 10158 | 10188.5788499867 | -30.5788499867338 |
74 | 9225 | 9349.37462887608 | -124.374628876084 |
75 | 10474 | 10267.8253767152 | 206.17462328478 |
76 | 9757 | 9827.96024616989 | -70.9602461698854 |
77 | 10490 | 10171.8965504128 | 318.103449587187 |
78 | 10281 | 9999.16186702992 | 281.838132970075 |
79 | 10444 | 10580.185325872 | -136.185325871996 |
80 | 10640 | 10543.5435288367 | 96.4564711633162 |
81 | 10695 | 10213.3108763821 | 481.68912361785 |
82 | 10786 | 10378.4961366422 | 407.50386335781 |
83 | 9832 | 9629.39440571018 | 202.605594289824 |
84 | 9747 | 10011.0226702452 | -264.022670245223 |
85 | 10411 | 10299.8483720617 | 111.151627938296 |
86 | 9511 | 9461.9783447138 | 49.0216552862027 |
87 | 10402 | 10381.9746437434 | 20.0253562565623 |
88 | 9701 | 9931.99077634403 | -230.990776344032 |
89 | 10540 | 10281.2638556379 | 258.736144362068 |
90 | 10112 | 10118.5818599129 | -6.58185991293973 |
91 | 10915 | 10702.1151882097 | 212.884811790324 |
92 | 11183 | 10653.1221914896 | 529.877808510436 |
93 | 10384 | 10321.4496665584 | 62.5503334415937 |
94 | 10834 | 10491.7867641201 | 342.213235879872 |
95 | 9886 | 9741.57540669237 | 144.424593307634 |
96 | 10216 | 10120.6541722550 | 95.3458277449567 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.674174037277755 | 0.65165192544449 | 0.325825962722245 |
18 | 0.651590928487865 | 0.69681814302427 | 0.348409071512135 |
19 | 0.520960517994043 | 0.958078964011914 | 0.479039482005957 |
20 | 0.424097459808012 | 0.848194919616024 | 0.575902540191988 |
21 | 0.356810078223391 | 0.713620156446782 | 0.643189921776609 |
22 | 0.276617967954903 | 0.553235935909805 | 0.723382032045097 |
23 | 0.220717439565314 | 0.441434879130628 | 0.779282560434686 |
24 | 0.151236161811381 | 0.302472323622761 | 0.84876383818862 |
25 | 0.105956298318977 | 0.211912596637955 | 0.894043701681023 |
26 | 0.0833373687296912 | 0.166674737459382 | 0.916662631270309 |
27 | 0.058084965031223 | 0.116169930062446 | 0.941915034968777 |
28 | 0.0676380404900322 | 0.135276080980064 | 0.932361959509968 |
29 | 0.19232213797619 | 0.38464427595238 | 0.80767786202381 |
30 | 0.198538631024158 | 0.397077262048315 | 0.801461368975842 |
31 | 0.165481880991178 | 0.330963761982356 | 0.834518119008822 |
32 | 0.123484952393754 | 0.246969904787508 | 0.876515047606246 |
33 | 0.0992712622336213 | 0.198542524467243 | 0.900728737766379 |
34 | 0.081723931639457 | 0.163447863278914 | 0.918276068360543 |
35 | 0.0617861045773205 | 0.123572209154641 | 0.93821389542268 |
36 | 0.0667930557001045 | 0.133586111400209 | 0.933206944299896 |
37 | 0.0587819320346987 | 0.117563864069397 | 0.941218067965301 |
38 | 0.039704292989184 | 0.079408585978368 | 0.960295707010816 |
39 | 0.0330084890676288 | 0.0660169781352575 | 0.966991510932371 |
40 | 0.130179808809247 | 0.260359617618495 | 0.869820191190753 |
41 | 0.134275196776100 | 0.268550393552201 | 0.8657248032239 |
42 | 0.154793918578906 | 0.309587837157811 | 0.845206081421094 |
43 | 0.211633585387076 | 0.423267170774151 | 0.788366414612924 |
44 | 0.252986157988453 | 0.505972315976906 | 0.747013842011547 |
45 | 0.313302597781022 | 0.626605195562044 | 0.686697402218978 |
46 | 0.296132371792149 | 0.592264743584299 | 0.70386762820785 |
47 | 0.265144965966304 | 0.530289931932608 | 0.734855034033696 |
48 | 0.405525933802798 | 0.811051867605596 | 0.594474066197202 |
49 | 0.400224484319547 | 0.800448968639094 | 0.599775515680453 |
50 | 0.472250566448616 | 0.944501132897232 | 0.527749433551384 |
51 | 0.441636475963343 | 0.883272951926685 | 0.558363524036657 |
52 | 0.406476279127113 | 0.812952558254226 | 0.593523720872887 |
53 | 0.745264711985655 | 0.509470576028689 | 0.254735288014345 |
54 | 0.823957582423409 | 0.352084835153183 | 0.176042417576591 |
55 | 0.877676412920507 | 0.244647174158985 | 0.122323587079492 |
56 | 0.87568741158472 | 0.248625176830561 | 0.124312588415281 |
57 | 0.875639370221722 | 0.248721259556556 | 0.124360629778278 |
58 | 0.91148267689142 | 0.177034646217159 | 0.0885173231085796 |
59 | 0.900537542840175 | 0.198924914319649 | 0.0994624571598246 |
60 | 0.970880936442703 | 0.058238127114594 | 0.029119063557297 |
61 | 0.960611289437656 | 0.0787774211246885 | 0.0393887105623443 |
62 | 0.944310123244037 | 0.111379753511926 | 0.0556898767559632 |
63 | 0.943084108971944 | 0.113831782056113 | 0.0569158910280565 |
64 | 0.960750219679635 | 0.0784995606407301 | 0.0392497803203651 |
65 | 0.956480692632867 | 0.0870386147342653 | 0.0435193073671327 |
66 | 0.951536797886915 | 0.0969264042261695 | 0.0484632021130847 |
67 | 0.951486440750347 | 0.0970271184993065 | 0.0485135592496532 |
68 | 0.937172138808479 | 0.125655722383043 | 0.0628278611915213 |
69 | 0.91589809402169 | 0.16820381195662 | 0.08410190597831 |
70 | 0.92987227916865 | 0.140255441662698 | 0.070127720831349 |
71 | 0.91907691751276 | 0.161846164974479 | 0.0809230824872393 |
72 | 0.890277767729445 | 0.219444464541110 | 0.109722232270555 |
73 | 0.841789632586992 | 0.316420734826015 | 0.158210367413008 |
74 | 0.781389726934172 | 0.437220546131656 | 0.218610273065828 |
75 | 0.731688743055346 | 0.536622513889308 | 0.268311256944654 |
76 | 0.628838222438627 | 0.742323555122745 | 0.371161777561373 |
77 | 0.532288096581563 | 0.935423806836875 | 0.467711903418437 |
78 | 0.57250624779469 | 0.854987504410621 | 0.427493752205310 |
79 | 0.412155475515329 | 0.824310951030659 | 0.587844524484671 |
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 | 8 | 0.126984126984127 | NOK |