Multiple Linear Regression - Estimated Regression Equation |
FF[t] = + 9.18224164145946 + 0.298990332610133Geslacht[t] + 0.163161952286726Opvoeding[t] -0.257077272602828Huwelijksstatus[t] -0.0100266770906813TotNV[t] -0.0148141827227416TotAngst[t] + 0.0473935603538839TotGroep[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) | 9.18224164145946 | 1.557861 | 5.8941 | 0 | 0 |
Geslacht | 0.298990332610133 | 0.307136 | 0.9735 | 0.332007 | 0.166004 |
Opvoeding | 0.163161952286726 | 0.17309 | 0.9426 | 0.3475 | 0.17375 |
Huwelijksstatus | -0.257077272602828 | 0.161041 | -1.5964 | 0.112681 | 0.056341 |
TotNV | -0.0100266770906813 | 0.021414 | -0.4682 | 0.640346 | 0.320173 |
TotAngst | -0.0148141827227416 | 0.011896 | -1.2453 | 0.215131 | 0.107566 |
TotGroep | 0.0473935603538839 | 0.016719 | 2.8346 | 0.005272 | 0.002636 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.274950342612271 |
R-squared | 0.075597690902605 |
Adjusted R-squared | 0.0356954329559548 |
F-TEST (value) | 1.89457175590615 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 139 |
p-value | 0.0858767171679528 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.76419276719941 |
Sum Squared Residuals | 432.620280657581 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 5 | 10.6497006680846 | -5.64970066808459 |
2 | 12 | 10.5650557745757 | 1.43494422542434 |
3 | 11 | 11.4702385237676 | -0.470238523767581 |
4 | 6 | 10.4166203570982 | -4.41662035709817 |
5 | 12 | 10.7392765195284 | 1.26072348047161 |
6 | 11 | 10.6436842554143 | 0.356315744585684 |
7 | 12 | 10.6278379571162 | 1.37216204288375 |
8 | 7 | 11.2886833496519 | -4.28868334965187 |
9 | 8 | 10.4601004518188 | -2.46010045181883 |
10 | 13 | 10.8101208164921 | 2.18987918350789 |
11 | 12 | 10.8291824255716 | 1.17081757442838 |
12 | 13 | 11.1197261227943 | 1.88027387720573 |
13 | 12 | 10.8576371504834 | 1.1423628495166 |
14 | 12 | 10.9258652123544 | 1.07413478764559 |
15 | 11 | 12.0112246425196 | -1.01122464251962 |
16 | 12 | 11.2090490278199 | 0.790950972180097 |
17 | 12 | 11.4420773891059 | 0.557922610894129 |
18 | 12 | 11.9844265055057 | 0.0155734944942877 |
19 | 11 | 11.082144197155 | -0.0821441971549943 |
20 | 13 | 11.4088020116178 | 1.59119798838219 |
21 | 9 | 10.442031126327 | -1.44203112632705 |
22 | 11 | 11.2654537003073 | -0.265453700307255 |
23 | 11 | 11.1863819389805 | -0.186381938980484 |
24 | 11 | 11.0744355094774 | -0.0744355094774334 |
25 | 9 | 10.1284279325056 | -1.12842793250558 |
26 | 11 | 10.590628299282 | 0.409371700717996 |
27 | 12 | 11.1505541036237 | 0.84944589637632 |
28 | 12 | 10.6827648584865 | 1.31723514151348 |
29 | 10 | 11.0755798583568 | -1.07557985835685 |
30 | 12 | 10.7691647043553 | 1.23083529564468 |
31 | 12 | 11.9782765407117 | 0.0217234592882804 |
32 | 12 | 11.2758176549255 | 0.724182345074461 |
33 | 9 | 11.3864073866538 | -2.38640738665384 |
34 | 9 | 11.1749173227603 | -2.17491732276032 |
35 | 12 | 11.5855897862777 | 0.414410213722283 |
36 | 14 | 11.5637790250098 | 2.43622097499018 |
37 | 12 | 11.2537127649217 | 0.746287235078295 |
38 | 11 | 10.6764344496581 | 0.323565550341876 |
39 | 9 | 11.2519953652117 | -2.25199536521173 |
40 | 11 | 11.1321260558026 | -0.132126055802581 |
41 | 7 | 9.7732169778348 | -2.77321697783481 |
42 | 15 | 11.2588275462339 | 3.74117245376607 |
43 | 11 | 10.873031244469 | 0.126968755530964 |
44 | 12 | 11.0226215511593 | 0.97737844884075 |
45 | 12 | 11.2311155261299 | 0.768884473870052 |
46 | 9 | 11.129056800028 | -2.12905680002803 |
47 | 12 | 10.4719895972061 | 1.52801040279386 |
48 | 11 | 12.0725290539431 | -1.07252905394312 |
49 | 11 | 10.6941379715032 | 0.305862028496751 |
50 | 8 | 11.588766081441 | -3.58876608144097 |
51 | 7 | 10.8535086424741 | -3.85350864247411 |
52 | 12 | 12.1101212201839 | -0.110121220183915 |
53 | 8 | 11.1080964342926 | -3.10809643429257 |
54 | 10 | 10.838850380333 | -0.838850380332988 |
55 | 12 | 10.4909240380462 | 1.50907596195379 |
56 | 15 | 10.9915900217422 | 4.00840997825778 |
57 | 12 | 11.1404721600285 | 0.859527839971514 |
58 | 12 | 11.5916247740538 | 0.408375225946216 |
59 | 12 | 10.6691204610075 | 1.33087953899246 |
60 | 12 | 10.9357697397321 | 1.06423026026791 |
61 | 8 | 9.6418800470631 | -1.64188004706309 |
62 | 10 | 11.0944927189487 | -1.09449271894873 |
63 | 14 | 11.6249115428489 | 2.37508845715108 |
64 | 10 | 11.3479000098012 | -1.34790000980115 |
65 | 12 | 10.7436137487935 | 1.25638625120647 |
66 | 14 | 10.408244961218 | 3.59175503878202 |
67 | 6 | 11.7654569157029 | -5.76545691570287 |
68 | 11 | 10.3993361196706 | 0.600663880329379 |
69 | 10 | 10.9995203860051 | -0.99952038600505 |
70 | 14 | 11.8285154174088 | 2.17148458259116 |
71 | 12 | 11.1918322975252 | 0.808167702474758 |
72 | 13 | 11.5284891139334 | 1.47151088606655 |
73 | 11 | 10.820336074058 | 0.179663925941977 |
74 | 11 | 10.9147339675377 | 0.0852660324622618 |
75 | 12 | 11.3345237662079 | 0.6654762337921 |
76 | 13 | 11.8253181432473 | 1.17468185675268 |
77 | 12 | 10.6982950056316 | 1.3017049943684 |
78 | 8 | 9.9023635413064 | -1.90236354130641 |
79 | 12 | 11.256752729042 | 0.743247270958031 |
80 | 11 | 11.1911163331029 | -0.191116333102898 |
81 | 10 | 10.9644416620148 | -0.96444166201481 |
82 | 12 | 10.5211936761562 | 1.4788063238438 |
83 | 11 | 10.1307002609877 | 0.869299739012338 |
84 | 12 | 11.5676665157928 | 0.432333484207174 |
85 | 12 | 10.8917296011707 | 1.10827039882928 |
86 | 10 | 10.6013341139498 | -0.60133411394983 |
87 | 12 | 11.5814060117639 | 0.418593988236091 |
88 | 12 | 11.5328542453932 | 0.467145754606766 |
89 | 11 | 11.4155542561326 | -0.415554256132604 |
90 | 10 | 10.4119212649148 | -0.411921264914847 |
91 | 12 | 11.3495491360168 | 0.650450863983222 |
92 | 11 | 10.9701894660996 | 0.0298105339004298 |
93 | 12 | 10.470652012422 | 1.52934798757803 |
94 | 12 | 10.0745952736475 | 1.92540472635252 |
95 | 10 | 10.2382404230222 | -0.238240423022224 |
96 | 11 | 11.2920061249348 | -0.292006124934809 |
97 | 10 | 11.1059305101711 | -1.10593051017114 |
98 | 11 | 11.2652395080787 | -0.265239508078719 |
99 | 11 | 11.0234811955348 | -0.023481195534839 |
100 | 12 | 11.0769357059841 | 0.923064294015935 |
101 | 11 | 10.8903447735509 | 0.109655226449124 |
102 | 11 | 11.2232680918122 | -0.223268091812199 |
103 | 7 | 9.33954315309279 | -2.33954315309279 |
104 | 12 | 10.0910079377327 | 1.90899206226727 |
105 | 8 | 10.8097328025085 | -2.80973280250851 |
106 | 10 | 10.8283482175604 | -0.828348217560387 |
107 | 12 | 11.0725998661786 | 0.927400133821434 |
108 | 11 | 10.7868566815778 | 0.213143318422178 |
109 | 13 | 11.4573130958534 | 1.54268690414665 |
110 | 9 | 10.8733652051926 | -1.87336520519258 |
111 | 11 | 10.6817918647056 | 0.318208135294363 |
112 | 13 | 10.2285724682609 | 2.77142753173914 |
113 | 8 | 10.4117737296717 | -2.41177372967167 |
114 | 12 | 11.4707493113886 | 0.529250688611413 |
115 | 11 | 10.246588682243 | 0.753411317757005 |
116 | 11 | 11.1895994047568 | -0.189599404756792 |
117 | 12 | 10.5282102192668 | 1.47178978073322 |
118 | 13 | 10.8376827500841 | 2.16231724991592 |
119 | 11 | 11.2586754809422 | -0.258675480942236 |
120 | 10 | 10.8364394474226 | -0.836439447422622 |
121 | 10 | 11.1884198955491 | -1.18841989554912 |
122 | 10 | 11.0403170839399 | -1.04031708393989 |
123 | 12 | 10.8552036109621 | 1.14479638903787 |
124 | 12 | 10.9723322451242 | 1.02766775487578 |
125 | 13 | 10.5974936272484 | 2.40250637275158 |
126 | 11 | 11.2364171361871 | -0.236417136187077 |
127 | 11 | 10.6826327577603 | 0.317367242239749 |
128 | 12 | 11.0666956022001 | 0.933304397799921 |
129 | 9 | 11.0407747600513 | -2.04077476005125 |
130 | 11 | 11.4205236571965 | -0.420523657196514 |
131 | 12 | 11.1177375640562 | 0.882262435943825 |
132 | 12 | 11.0090395922788 | 0.990960407721214 |
133 | 13 | 11.1809337354306 | 1.81906626456941 |
134 | 6 | 10.34688528329 | -4.34688528328997 |
135 | 11 | 11.3282099079976 | -0.32820990799762 |
136 | 10 | 11.5994346551206 | -1.59943465512056 |
137 | 12 | 12.2015349545338 | -0.20153495453375 |
138 | 11 | 10.6872527635837 | 0.312747236416293 |
139 | 12 | 11.2903630715429 | 0.709636928457118 |
140 | 12 | 11.2210974105929 | 0.778902589407103 |
141 | 7 | 11.5838094094834 | -4.58380940948336 |
142 | 12 | 10.940959654971 | 1.059040345029 |
143 | 12 | 11.760584851912 | 0.239415148087993 |
144 | 9 | 11.0533246033564 | -2.05332460335639 |
145 | 12 | 10.5920134385635 | 1.40798656143649 |
146 | 12 | 10.8889897760712 | 1.11101022392881 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.509763784674013 | 0.980472430651975 | 0.490236215325988 |
11 | 0.738081857196782 | 0.523836285606436 | 0.261918142803218 |
12 | 0.759033655001324 | 0.481932689997353 | 0.240966344998676 |
13 | 0.663976874446344 | 0.672046251107313 | 0.336023125553656 |
14 | 0.572167143821781 | 0.855665712356437 | 0.427832856178219 |
15 | 0.51547594035565 | 0.9690481192887 | 0.48452405964435 |
16 | 0.578439957197578 | 0.843120085604845 | 0.421560042802422 |
17 | 0.761829952553621 | 0.476340094892757 | 0.238170047446379 |
18 | 0.807383291126714 | 0.385233417746572 | 0.192616708873286 |
19 | 0.76751930842009 | 0.46496138315982 | 0.23248069157991 |
20 | 0.743132555216358 | 0.513734889567284 | 0.256867444783642 |
21 | 0.688089058791997 | 0.623821882416006 | 0.311910941208003 |
22 | 0.695692687649495 | 0.60861462470101 | 0.304307312350505 |
23 | 0.714239699878759 | 0.571520600242483 | 0.285760300121241 |
24 | 0.68073310804226 | 0.63853378391548 | 0.31926689195774 |
25 | 0.664703585888567 | 0.670592828222865 | 0.335296414111433 |
26 | 0.762739444603977 | 0.474521110792045 | 0.237260555396023 |
27 | 0.759314711910985 | 0.48137057617803 | 0.240685288089015 |
28 | 0.753518548312015 | 0.492962903375969 | 0.246481451687985 |
29 | 0.705364708863755 | 0.58927058227249 | 0.294635291136245 |
30 | 0.729482505507425 | 0.54103498898515 | 0.270517494492575 |
31 | 0.674362018274269 | 0.651275963451462 | 0.325637981725731 |
32 | 0.617444663788137 | 0.765110672423726 | 0.382555336211863 |
33 | 0.622173637216103 | 0.755652725567794 | 0.377826362783897 |
34 | 0.683202017132298 | 0.633595965735404 | 0.316797982867702 |
35 | 0.628054705240088 | 0.743890589519824 | 0.371945294759912 |
36 | 0.670049445367978 | 0.659901109264044 | 0.329950554632022 |
37 | 0.626004966640925 | 0.74799006671815 | 0.373995033359075 |
38 | 0.582075287903469 | 0.835849424193062 | 0.417924712096531 |
39 | 0.65896594040937 | 0.682068119181259 | 0.341034059590629 |
40 | 0.613599761556146 | 0.772800476887709 | 0.386400238443854 |
41 | 0.661282428549529 | 0.677435142900942 | 0.338717571450471 |
42 | 0.762543302180735 | 0.474913395638531 | 0.237456697819265 |
43 | 0.718055968053583 | 0.563888063892834 | 0.281944031946417 |
44 | 0.684934138006917 | 0.630131723986166 | 0.315065861993083 |
45 | 0.650726160961848 | 0.698547678076305 | 0.349273839038152 |
46 | 0.661392180710877 | 0.677215638578245 | 0.338607819289123 |
47 | 0.729482950526268 | 0.541034098947465 | 0.270517049473733 |
48 | 0.703521895272535 | 0.59295620945493 | 0.296478104727465 |
49 | 0.680126526392213 | 0.639746947215575 | 0.319873473607787 |
50 | 0.78796165089011 | 0.424076698219781 | 0.212038349109891 |
51 | 0.906710772826686 | 0.186578454346628 | 0.093289227173314 |
52 | 0.888614305010157 | 0.222771389979685 | 0.111385694989843 |
53 | 0.927143784951365 | 0.145712430097271 | 0.0728562150486355 |
54 | 0.918716263269471 | 0.162567473461058 | 0.0812837367305291 |
55 | 0.916875188300469 | 0.166249623399063 | 0.0831248116995314 |
56 | 0.979642843803924 | 0.0407143123921515 | 0.0203571561960757 |
57 | 0.974430939718472 | 0.0511381205630555 | 0.0255690602815278 |
58 | 0.966294136906728 | 0.0674117261865432 | 0.0337058630932716 |
59 | 0.964709611115986 | 0.0705807777680276 | 0.0352903888840138 |
60 | 0.957534535803035 | 0.0849309283939292 | 0.0424654641969646 |
61 | 0.955288353440698 | 0.0894232931186038 | 0.0447116465593019 |
62 | 0.94701519870626 | 0.105969602587479 | 0.0529848012937395 |
63 | 0.955252588329453 | 0.0894948233410943 | 0.0447474116705471 |
64 | 0.950048641681865 | 0.0999027166362697 | 0.0499513583181349 |
65 | 0.945429516653971 | 0.109140966692057 | 0.0545704833460286 |
66 | 0.977953907669126 | 0.0440921846617478 | 0.0220460923308739 |
67 | 0.99941012931895 | 0.00117974136209937 | 0.000589870681049683 |
68 | 0.999141163922553 | 0.00171767215489323 | 0.000858836077446615 |
69 | 0.998917401898932 | 0.00216519620213657 | 0.00108259810106829 |
70 | 0.999081131735156 | 0.00183773652968834 | 0.000918868264844172 |
71 | 0.99874309336239 | 0.0025138132752215 | 0.00125690663761075 |
72 | 0.99856961413416 | 0.00286077173167961 | 0.0014303858658398 |
73 | 0.997870243801895 | 0.00425951239621016 | 0.00212975619810508 |
74 | 0.996879839934404 | 0.00624032013119236 | 0.00312016006559618 |
75 | 0.995779616436747 | 0.00844076712650541 | 0.00422038356325271 |
76 | 0.994750785728069 | 0.010498428543862 | 0.00524921427193098 |
77 | 0.994095692839998 | 0.0118086143200036 | 0.0059043071600018 |
78 | 0.995130513236337 | 0.00973897352732596 | 0.00486948676366298 |
79 | 0.993334213596015 | 0.0133315728079704 | 0.0066657864039852 |
80 | 0.990632628243145 | 0.0187347435137093 | 0.00936737175685467 |
81 | 0.989122176397687 | 0.0217556472046258 | 0.0108778236023129 |
82 | 0.987735387199287 | 0.0245292256014269 | 0.0122646128007134 |
83 | 0.98528852903918 | 0.0294229419216385 | 0.0147114709608192 |
84 | 0.981036209626199 | 0.0379275807476029 | 0.0189637903738015 |
85 | 0.976576018226778 | 0.0468479635464447 | 0.0234239817732223 |
86 | 0.970686395247058 | 0.0586272095058839 | 0.029313604752942 |
87 | 0.96229077894201 | 0.075418442115979 | 0.0377092210579895 |
88 | 0.951130609329567 | 0.097738781340867 | 0.0488693906704335 |
89 | 0.938733275098535 | 0.122533449802931 | 0.0612667249014653 |
90 | 0.926296803619757 | 0.147406392760487 | 0.0737031963802434 |
91 | 0.915892915865865 | 0.168214168268271 | 0.0841070841341353 |
92 | 0.895241925155123 | 0.209516149689754 | 0.104758074844877 |
93 | 0.88958088778442 | 0.220838224431161 | 0.11041911221558 |
94 | 0.896961241216731 | 0.206077517566537 | 0.103038758783269 |
95 | 0.872789402318018 | 0.254421195363964 | 0.127210597681982 |
96 | 0.843086900515421 | 0.313826198969158 | 0.156913099484579 |
97 | 0.818930856621051 | 0.362138286757897 | 0.181069143378948 |
98 | 0.787380090436898 | 0.425239819126203 | 0.212619909563102 |
99 | 0.745720104382255 | 0.508559791235491 | 0.254279895617745 |
100 | 0.731233339855963 | 0.537533320288074 | 0.268766660144037 |
101 | 0.684280128728105 | 0.63143974254379 | 0.315719871271895 |
102 | 0.634588462128754 | 0.730823075742491 | 0.365411537871246 |
103 | 0.705499542512415 | 0.589000914975171 | 0.294500457487585 |
104 | 0.68433602274022 | 0.631327954519559 | 0.31566397725978 |
105 | 0.731460241973286 | 0.537079516053428 | 0.268539758026714 |
106 | 0.696790700049492 | 0.606418599901015 | 0.303209299950508 |
107 | 0.679910636230626 | 0.640178727538749 | 0.320089363769374 |
108 | 0.625989345033752 | 0.748021309932497 | 0.374010654966248 |
109 | 0.603748296969169 | 0.792503406061662 | 0.396251703030831 |
110 | 0.593697165109518 | 0.812605669780963 | 0.406302834890482 |
111 | 0.53437104292918 | 0.93125791414164 | 0.46562895707082 |
112 | 0.604437197668766 | 0.791125604662468 | 0.395562802331234 |
113 | 0.692544644910065 | 0.61491071017987 | 0.307455355089935 |
114 | 0.646294795896851 | 0.707410408206298 | 0.353705204103149 |
115 | 0.587328426612175 | 0.82534314677565 | 0.412671573387825 |
116 | 0.52276026250964 | 0.95447947498072 | 0.47723973749036 |
117 | 0.47853547656582 | 0.95707095313164 | 0.52146452343418 |
118 | 0.504699435772859 | 0.990601128454282 | 0.495300564227141 |
119 | 0.447967073751068 | 0.895934147502136 | 0.552032926248932 |
120 | 0.38384431714124 | 0.767688634282481 | 0.61615568285876 |
121 | 0.364879652442438 | 0.729759304884877 | 0.635120347557562 |
122 | 0.31406850250295 | 0.628137005005901 | 0.68593149749705 |
123 | 0.259633634604744 | 0.519267269209487 | 0.740366365395256 |
124 | 0.209107683016187 | 0.418215366032374 | 0.790892316983813 |
125 | 0.235723077120564 | 0.471446154241127 | 0.764276922879436 |
126 | 0.17899568969105 | 0.3579913793821 | 0.82100431030895 |
127 | 0.135454745191564 | 0.270909490383128 | 0.864545254808436 |
128 | 0.100283409689315 | 0.20056681937863 | 0.899716590310685 |
129 | 0.0976976424066733 | 0.195395284813347 | 0.902302357593327 |
130 | 0.0643889269938809 | 0.128777853987762 | 0.935611073006119 |
131 | 0.042540618337811 | 0.085081236675622 | 0.95745938166219 |
132 | 0.0272205312341473 | 0.0544410624682946 | 0.972779468765853 |
133 | 0.0374151067477274 | 0.0748302134954549 | 0.962584893252273 |
134 | 0.222635436954388 | 0.445270873908776 | 0.777364563045612 |
135 | 0.137853481750201 | 0.275706963500402 | 0.862146518249799 |
136 | 0.0834432562196476 | 0.166886512439295 | 0.916556743780352 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 10 | 0.078740157480315 | NOK |
5% type I error level | 21 | 0.165354330708661 | NOK |
10% type I error level | 34 | 0.267716535433071 | NOK |