Multiple Linear Regression - Estimated Regression Equation |
Inschrijvingen_met_transit[t] = + 45154.1899984168 + 331.286415273221Consumentenvertrouwen[t] + 33.1752327449542Evolutie_consumentenvertrouwen[t] -524.465533822917Totaal_Werkloosheid[t] + 549.593645272708`Algemene_index `[t] + 68.6401600734777t + 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) | 45154.1899984168 | 17817.622236 | 2.5342 | 0.013148 | 0.006574 |
Consumentenvertrouwen | 331.286415273221 | 189.565632 | 1.7476 | 0.08423 | 0.042115 |
Evolutie_consumentenvertrouwen | 33.1752327449542 | 329.567953 | 0.1007 | 0.920061 | 0.46003 |
Totaal_Werkloosheid | -524.465533822917 | 2011.101885 | -0.2608 | 0.794904 | 0.397452 |
`Algemene_index ` | 549.593645272708 | 844.681717 | 0.6507 | 0.517068 | 0.258534 |
t | 68.6401600734777 | 50.611496 | 1.3562 | 0.178708 | 0.089354 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.242329991256108 |
R-squared | 0.0587238246621852 |
Adjusted R-squared | 0.00202044060569018 |
F-TEST (value) | 1.03563174648760 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 83 |
p-value | 0.402276300608291 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 10405.2880891738 |
Sum Squared Residuals | 8986411678.15228 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 50556 | 38547.7008646282 | 12008.2991353718 |
2 | 43901 | 37751.1396706074 | 6149.86032939265 |
3 | 48572 | 36356.3754583515 | 12215.6245416485 |
4 | 43899 | 38233.4861921986 | 5665.51380780141 |
5 | 37532 | 39013.1181840538 | -1481.11818405380 |
6 | 40357 | 39179.7538142526 | 1177.24618574745 |
7 | 35489 | 37898.7999557930 | -2409.79995579296 |
8 | 29027 | 38576.5683228876 | -9549.56832288763 |
9 | 34485 | 40500.2260436206 | -6015.22604362062 |
10 | 42598 | 37676.8870458266 | 4921.1129541734 |
11 | 30306 | 40261.6536147868 | -9955.65361478676 |
12 | 26451 | 40414.0590337457 | -13963.0590337457 |
13 | 47460 | 41164.7337167298 | 6295.26628327017 |
14 | 50104 | 41816.6903998952 | 8287.30960010482 |
15 | 61465 | 41507.7726982590 | 19957.2273017410 |
16 | 53726 | 42071.1985535908 | 11654.8014464092 |
17 | 39477 | 42052.4963277005 | -2575.49632770051 |
18 | 43895 | 43573.6819171073 | 321.318082892708 |
19 | 31481 | 41969.6363607126 | -10488.6363607126 |
20 | 29896 | 42129.6464588968 | -12233.6464588968 |
21 | 33842 | 42154.7183554057 | -8312.71835540565 |
22 | 39120 | 41840.2273864052 | -2720.22738640525 |
23 | 33702 | 41575.4101063003 | -7873.41010630029 |
24 | 25094 | 41691.661569193 | -16597.6615691930 |
25 | 51442 | 41688.5838552468 | 9753.41614475318 |
26 | 45594 | 42763.9891031046 | 2830.01089689538 |
27 | 52518 | 43557.5095199599 | 8960.49048004012 |
28 | 48564 | 42757.4529317586 | 5806.54706824143 |
29 | 41745 | 40825.4687582281 | 919.531241771939 |
30 | 49585 | 41019.7880867055 | 8565.21191329452 |
31 | 32747 | 40831.2211021575 | -8084.22110215746 |
32 | 33379 | 41145.5258913769 | -7766.52589137691 |
33 | 35645 | 40109.8559186095 | -4464.85591860955 |
34 | 37034 | 41554.6397979465 | -4520.6397979465 |
35 | 35681 | 41631.626089871 | -5950.626089871 |
36 | 20972 | 42971.9672875121 | -21999.9672875121 |
37 | 58552 | 44095.9819083321 | 14456.0180916679 |
38 | 54955 | 43889.2930878026 | 11065.7069121974 |
39 | 65540 | 42698.1554692377 | 22841.8445307623 |
40 | 51570 | 43182.7057605687 | 8387.29423943134 |
41 | 51145 | 42903.1106241497 | 8241.88937585031 |
42 | 46641 | 44090.3066154114 | 2550.69338458861 |
43 | 35704 | 44021.8765061183 | -8317.87650611829 |
44 | 33253 | 44142.9632195741 | -10889.9632195741 |
45 | 35193 | 43991.7659215384 | -8798.76592153845 |
46 | 41668 | 45305.2973651073 | -3637.29736510729 |
47 | 34865 | 45425.8519205964 | -10560.8519205964 |
48 | 21210 | 42833.2755696978 | -21623.2755696978 |
49 | 56126 | 44692.6297239095 | 11433.3702760905 |
50 | 49231 | 45644.6782427815 | 3586.32175721849 |
51 | 59723 | 45235.8930566707 | 14487.1069433293 |
52 | 48103 | 46080.0697454567 | 2022.93025454327 |
53 | 47472 | 46130.7784412756 | 1341.22155872441 |
54 | 50497 | 46163.5401857323 | 4333.45981426774 |
55 | 40059 | 45500.4024523846 | -5441.40245238465 |
56 | 34149 | 45144.5959776227 | -10995.5959776227 |
57 | 36860 | 45557.2380232072 | -8697.2380232072 |
58 | 46356 | 46308.7049174998 | 47.2950825001558 |
59 | 36577 | 44708.4575843113 | -8131.4575843113 |
60 | 23872 | 45742.3414675731 | -21870.3414675731 |
61 | 57276 | 45514.8510982967 | 11761.1489017033 |
62 | 56389 | 46571.3268117569 | 9817.6731882431 |
63 | 57657 | 47336.5072464303 | 10320.4927535697 |
64 | 62300 | 46312.5701608653 | 15987.4298391347 |
65 | 48929 | 46359.220330322 | 2569.77966967797 |
66 | 51168 | 45885.2576334835 | 5282.74236651648 |
67 | 39636 | 44716.9256869503 | -5080.92568695033 |
68 | 33213 | 44935.7478171895 | -11722.7478171895 |
69 | 38127 | 45931.7063858659 | -7804.70638586585 |
70 | 43291 | 43556.8119552787 | -265.811955278683 |
71 | 30600 | 41147.4841684617 | -10547.4841684617 |
72 | 21956 | 39723.7781344424 | -17767.7781344424 |
73 | 48033 | 40598.9979882822 | 7434.00201171778 |
74 | 46148 | 39263.8924637114 | 6884.10753628856 |
75 | 50736 | 38485.3599539506 | 12250.6400460494 |
76 | 48114 | 39307.5621392275 | 8806.43786077254 |
77 | 38390 | 39997.0788806321 | -1607.07888063211 |
78 | 44112 | 40026.1938163955 | 4085.80618360447 |
79 | 36287 | 39729.2383309026 | -3442.23833090257 |
80 | 30333 | 42009.4619928715 | -11676.4619928715 |
81 | 35908 | 42162.2091980702 | -6254.20919807015 |
82 | 40005 | 42147.5500114345 | -2142.55001143449 |
83 | 35263 | 43273.871584565 | -8010.87158456498 |
84 | 26591 | 41928.3575420670 | -15337.3575420670 |
85 | 49709 | 41838.6599718506 | 7870.3400281494 |
86 | 47840 | 41909.812943069 | 5930.18705693094 |
87 | 64781 | 43229.1622202364 | 21551.8377797636 |
88 | 57802 | 45014.5612297329 | 12787.4387702671 |
89 | 48154 | 44190.6581236731 | 3963.34187632693 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.0883528228581743 | 0.176705645716349 | 0.911647177141826 |
10 | 0.126870470571807 | 0.253740941143614 | 0.873129529428193 |
11 | 0.0631586590176654 | 0.126317318035331 | 0.936841340982335 |
12 | 0.0336322203094731 | 0.0672644406189461 | 0.966367779690527 |
13 | 0.173446378051787 | 0.346892756103573 | 0.826553621948213 |
14 | 0.188235173713861 | 0.376470347427722 | 0.811764826286139 |
15 | 0.331500943126140 | 0.663001886252279 | 0.66849905687386 |
16 | 0.34124843374635 | 0.6824968674927 | 0.65875156625365 |
17 | 0.261107823944934 | 0.522215647889869 | 0.738892176055066 |
18 | 0.194454269657015 | 0.38890853931403 | 0.805545730342985 |
19 | 0.161090224567489 | 0.322180449134977 | 0.838909775432511 |
20 | 0.119788440612103 | 0.239576881224206 | 0.880211559387897 |
21 | 0.0841688221085218 | 0.168337644217044 | 0.915831177891478 |
22 | 0.0818203203763046 | 0.163640640752609 | 0.918179679623695 |
23 | 0.0553142614290712 | 0.110628522858142 | 0.944685738570929 |
24 | 0.052115260421661 | 0.104230520843322 | 0.947884739578339 |
25 | 0.132738379033928 | 0.265476758067856 | 0.867261620966072 |
26 | 0.147574225911884 | 0.295148451823768 | 0.852425774088116 |
27 | 0.233633010792323 | 0.467266021584645 | 0.766366989207677 |
28 | 0.202721148618748 | 0.405442297237496 | 0.797278851381252 |
29 | 0.159388331268978 | 0.318776662537957 | 0.840611668731022 |
30 | 0.168772243609676 | 0.337544487219353 | 0.831227756390324 |
31 | 0.132319809779152 | 0.264639619558303 | 0.867680190220848 |
32 | 0.101831920145884 | 0.203663840291767 | 0.898168079854116 |
33 | 0.0742774713772344 | 0.148554942754469 | 0.925722528622766 |
34 | 0.0542174548736976 | 0.108434909747395 | 0.945782545126302 |
35 | 0.0434367395486617 | 0.0868734790973233 | 0.956563260451338 |
36 | 0.117651252261838 | 0.235302504523677 | 0.882348747738162 |
37 | 0.180873479038772 | 0.361746958077545 | 0.819126520961228 |
38 | 0.162922111132946 | 0.325844222265892 | 0.837077888867054 |
39 | 0.244136359032047 | 0.488272718064094 | 0.755863640967953 |
40 | 0.217777666089857 | 0.435555332179715 | 0.782222333910143 |
41 | 0.214904071627146 | 0.429808143254293 | 0.785095928372854 |
42 | 0.200200902135880 | 0.400401804271761 | 0.79979909786412 |
43 | 0.295158056134025 | 0.590316112268051 | 0.704841943865975 |
44 | 0.368723812449119 | 0.737447624898237 | 0.631276187550881 |
45 | 0.383223794286124 | 0.766447588572248 | 0.616776205713876 |
46 | 0.334830142667566 | 0.669660285335133 | 0.665169857332434 |
47 | 0.346681266776945 | 0.693362533553889 | 0.653318733223055 |
48 | 0.515868337116247 | 0.968263325767507 | 0.484131662883753 |
49 | 0.541934035618185 | 0.91613192876363 | 0.458065964381815 |
50 | 0.484826751408401 | 0.969653502816803 | 0.515173248591599 |
51 | 0.562001242109586 | 0.875997515780828 | 0.437998757890414 |
52 | 0.505398350361021 | 0.989203299277958 | 0.494601649638979 |
53 | 0.453898219069415 | 0.90779643813883 | 0.546101780930585 |
54 | 0.429187443599057 | 0.858374887198114 | 0.570812556400943 |
55 | 0.379066244405608 | 0.758132488811217 | 0.620933755594392 |
56 | 0.348161286083063 | 0.696322572166126 | 0.651838713916937 |
57 | 0.302897918572641 | 0.605795837145281 | 0.69710208142736 |
58 | 0.249938215436511 | 0.499876430873023 | 0.750061784563489 |
59 | 0.204094744542478 | 0.408189489084956 | 0.795905255457522 |
60 | 0.369640572226273 | 0.739281144452546 | 0.630359427773727 |
61 | 0.411902022742457 | 0.823804045484914 | 0.588097977257543 |
62 | 0.405947311820355 | 0.811894623640711 | 0.594052688179645 |
63 | 0.416102228090255 | 0.83220445618051 | 0.583897771909745 |
64 | 0.701429035085776 | 0.597141929828448 | 0.298570964914224 |
65 | 0.725477175435113 | 0.549045649129775 | 0.274522824564887 |
66 | 0.833845573368704 | 0.332308853262593 | 0.166154426631296 |
67 | 0.783966393257545 | 0.432067213484909 | 0.216033606742455 |
68 | 0.760216929232771 | 0.479566141534458 | 0.239783070767229 |
69 | 0.710033368540921 | 0.579933262918158 | 0.289966631459079 |
70 | 0.814651262052627 | 0.370697475894746 | 0.185348737947373 |
71 | 0.782809668018957 | 0.434380663962086 | 0.217190331981043 |
72 | 0.911584042808687 | 0.176831914382626 | 0.0884159571913132 |
73 | 0.896752090210572 | 0.206495819578855 | 0.103247909789428 |
74 | 0.864520659217974 | 0.270958681564053 | 0.135479340782026 |
75 | 0.872020869281963 | 0.255958261436073 | 0.127979130718037 |
76 | 0.925502123785646 | 0.148995752428709 | 0.0744978762143544 |
77 | 0.865473330438512 | 0.269053339122977 | 0.134526669561488 |
78 | 0.801083422933728 | 0.397833154132544 | 0.198916577066272 |
79 | 0.675008030935137 | 0.649983938129726 | 0.324991969064863 |
80 | 0.582398004244976 | 0.835203991510049 | 0.417601995755024 |
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 | 2 | 0.0277777777777778 | OK |