Multiple Linear Regression - Estimated Regression Equation |
Brood[t] = + 26.9368149549102 + 0.0919681490672795Maand[t] + 0.0069150703053593Tarwe[t] + 0.145336342719451Meel[t] + 0.617258582045492Water[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) | 26.9368149549102 | 10.936337 | 2.4631 | 0.017123 | 0.008562 |
Maand | 0.0919681490672795 | 0.04176 | 2.2023 | 0.0321 | 0.01605 |
Tarwe | 0.0069150703053593 | 0.002812 | 2.4589 | 0.017301 | 0.00865 |
Meel | 0.145336342719451 | 0.020765 | 6.999 | 0 | 0 |
Water | 0.617258582045492 | 0.123112 | 5.0138 | 7e-06 | 3e-06 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.983371743070837 |
R-squared | 0.967019985070176 |
Adjusted R-squared | 0.964483060844805 |
F-TEST (value) | 381.178111430870 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 52 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.06188809433039 |
Sum Squared Residuals | 58.6355288937924 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 104.37 | 105.244973908660 | -0.874973908660167 |
2 | 104.89 | 105.661781510061 | -0.771781510061006 |
3 | 105.15 | 105.710987627843 | -0.560987627843199 |
4 | 105.72 | 106.656792675176 | -0.936792675176356 |
5 | 106.38 | 107.017286793399 | -0.63728679339927 |
6 | 106.4 | 106.946609043265 | -0.546609043265182 |
7 | 106.47 | 107.320192660605 | -0.850192660605111 |
8 | 106.59 | 108.064498767345 | -1.47449876734549 |
9 | 106.76 | 108.409779509469 | -1.64977950946945 |
10 | 107.35 | 107.5299728558 | -0.179972855800134 |
11 | 107.81 | 108.235182107734 | -0.425182107734358 |
12 | 108.03 | 108.169404360817 | -0.139404360817492 |
13 | 109.08 | 107.795891897013 | 1.28410810298663 |
14 | 109.86 | 108.337776223347 | 1.52222377665325 |
15 | 110.29 | 109.809292401104 | 0.480707598896453 |
16 | 110.34 | 109.881297680319 | 0.458702319681375 |
17 | 110.59 | 110.538485591272 | 0.0515144087278263 |
18 | 110.64 | 110.693991404271 | -0.0539914042704993 |
19 | 110.83 | 110.701320495531 | 0.128679504469328 |
20 | 111.51 | 111.356486491090 | 0.153513508909794 |
21 | 113.32 | 112.731791605930 | 0.588208394069735 |
22 | 115.89 | 113.360579701304 | 2.52942029869551 |
23 | 116.51 | 113.648846777707 | 2.86115322229336 |
24 | 117.44 | 116.631485837387 | 0.808514162613104 |
25 | 118.25 | 117.234906482811 | 1.01509351718872 |
26 | 118.65 | 118.844391609976 | -0.194391609976489 |
27 | 118.52 | 119.114639178621 | -0.594639178620527 |
28 | 119.07 | 119.529483057973 | -0.459483057972584 |
29 | 119.12 | 119.300972667768 | -0.180972667768445 |
30 | 119.28 | 120.557649060877 | -1.27764906087747 |
31 | 119.3 | 121.216837009058 | -1.91683700905803 |
32 | 119.44 | 121.531907591924 | -2.09190759192383 |
33 | 119.57 | 121.552122440171 | -1.98212244017107 |
34 | 119.93 | 120.437508122475 | -0.507508122475142 |
35 | 120.03 | 119.924819339298 | 0.105180660702320 |
36 | 119.66 | 119.731424107737 | -0.0714241077371276 |
37 | 119.46 | 120.054501426214 | -0.59450142621396 |
38 | 119.48 | 119.424315868105 | 0.0556841318953052 |
39 | 119.56 | 119.380415688488 | 0.179584311512180 |
40 | 119.43 | 118.739285269569 | 0.690714730430547 |
41 | 119.57 | 118.679978516861 | 0.890021483139054 |
42 | 119.59 | 119.229529877343 | 0.360470122657421 |
43 | 119.5 | 118.772874568734 | 0.72712543126611 |
44 | 119.54 | 118.916882274833 | 0.623117725166796 |
45 | 119.56 | 119.502892654527 | 0.0571073454729393 |
46 | 119.61 | 118.858021127093 | 0.751978872907436 |
47 | 119.64 | 119.003987803479 | 0.63601219652113 |
48 | 119.6 | 117.781330995047 | 1.81866900495280 |
49 | 119.71 | 117.798238861161 | 1.91176113883942 |
50 | 119.72 | 119.009238478778 | 0.710761521222347 |
51 | 119.66 | 119.303744212736 | 0.356255787264054 |
52 | 119.76 | 119.551445835026 | 0.208554164974480 |
53 | 119.8 | 119.655193085424 | 0.144806914575532 |
54 | 119.88 | 120.419492482171 | -0.539492482170776 |
55 | 119.78 | 120.455532536769 | -0.675532536769453 |
56 | 120.08 | 120.983294195006 | -0.903294195005753 |
57 | 120.22 | 121.238435647497 | -1.01843564749658 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.0179510353437279 | 0.0359020706874558 | 0.982048964656272 |
9 | 0.00786290964127781 | 0.0157258192825556 | 0.992137090358722 |
10 | 0.00182285617448383 | 0.00364571234896766 | 0.998177143825516 |
11 | 0.00132415441248634 | 0.00264830882497268 | 0.998675845587514 |
12 | 0.000526344579975771 | 0.00105268915995154 | 0.999473655420024 |
13 | 0.000466365165780635 | 0.00093273033156127 | 0.99953363483422 |
14 | 0.000129006009256301 | 0.000258012018512602 | 0.999870993990744 |
15 | 3.63000863661665e-05 | 7.2600172732333e-05 | 0.999963699913634 |
16 | 1.09999878616540e-05 | 2.19999757233080e-05 | 0.999989000012138 |
17 | 6.1006192276165e-06 | 1.2201238455233e-05 | 0.999993899380772 |
18 | 4.33893330486373e-06 | 8.67786660972746e-06 | 0.999995661066695 |
19 | 2.44999786395230e-05 | 4.89999572790459e-05 | 0.99997550002136 |
20 | 0.000838897325756656 | 0.00167779465151331 | 0.999161102674243 |
21 | 0.121003365074103 | 0.242006730148206 | 0.878996634925897 |
22 | 0.175925483504119 | 0.351850967008238 | 0.824074516495881 |
23 | 0.904156302542896 | 0.191687394914209 | 0.0958436974571045 |
24 | 0.999999999715778 | 5.68444904656774e-10 | 2.84222452328387e-10 |
25 | 0.99999999999866 | 2.67929001295175e-12 | 1.33964500647587e-12 |
26 | 0.999999999999643 | 7.14245123591898e-13 | 3.57122561795949e-13 |
27 | 0.999999999999931 | 1.38188460959622e-13 | 6.90942304798111e-14 |
28 | 0.99999999999986 | 2.78881882133169e-13 | 1.39440941066585e-13 |
29 | 0.999999999999447 | 1.10689154527482e-12 | 5.53445772637408e-13 |
30 | 0.99999999999877 | 2.45961707708036e-12 | 1.22980853854018e-12 |
31 | 0.999999999998586 | 2.82760237297291e-12 | 1.41380118648646e-12 |
32 | 0.99999999999796 | 4.07872844220376e-12 | 2.03936422110188e-12 |
33 | 0.99999999999812 | 3.75861781349464e-12 | 1.87930890674732e-12 |
34 | 0.999999999996754 | 6.4927853957589e-12 | 3.24639269787945e-12 |
35 | 0.999999999999505 | 9.8936075521494e-13 | 4.9468037760747e-13 |
36 | 0.9999999999979 | 4.1990391338275e-12 | 2.09951956691375e-12 |
37 | 0.999999999994474 | 1.10522288376993e-11 | 5.52611441884967e-12 |
38 | 0.999999999977245 | 4.55101375128966e-11 | 2.27550687564483e-11 |
39 | 0.999999999850218 | 2.99563913888713e-10 | 1.49781956944357e-10 |
40 | 0.999999999465894 | 1.06821283858501e-09 | 5.34106419292505e-10 |
41 | 0.999999996436699 | 7.12660268617021e-09 | 3.56330134308511e-09 |
42 | 0.999999990544126 | 1.89117485490008e-08 | 9.45587427450039e-09 |
43 | 0.999999980089708 | 3.98205836708354e-08 | 1.99102918354177e-08 |
44 | 0.999999953719719 | 9.25605625315063e-08 | 4.62802812657531e-08 |
45 | 0.999999838322903 | 3.23354195120791e-07 | 1.61677097560395e-07 |
46 | 0.999998530556565 | 2.93888686939929e-06 | 1.46944343469965e-06 |
47 | 0.999986880602227 | 2.6238795545243e-05 | 1.31193977726215e-05 |
48 | 0.999874095896826 | 0.000251808206347476 | 0.000125904103173738 |
49 | 0.999429799221052 | 0.00114040155789643 | 0.000570200778948214 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 37 | 0.880952380952381 | NOK |
5% type I error level | 39 | 0.928571428571429 | NOK |
10% type I error level | 39 | 0.928571428571429 | NOK |