Multiple Linear Regression - Estimated Regression Equation |
aanvoer[t] = + 1496.18336595151 + 225.734876692285aanvoerwaarde[t] -346.457827131305prijs[t] -0.133038531248398interventie[t] + 0.0407046617575528visserijen[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) | 1496.18336595151 | 47.461652 | 31.524 | 0 | 0 |
aanvoerwaarde | 225.734876692285 | 5.62315 | 40.1439 | 0 | 0 |
prijs | -346.457827131305 | 10.687147 | -32.4182 | 0 | 0 |
interventie | -0.133038531248398 | 0.21557 | -0.6171 | 0.539683 | 0.269842 |
visserijen | 0.0407046617575528 | 0.026303 | 1.5475 | 0.127471 | 0.063735 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.98992726970624 |
R-squared | 0.97995599930805 |
Adjusted R-squared | 0.978498253803182 |
F-TEST (value) | 672.240796514138 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 55 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 49.1182655955212 |
Sum Squared Residuals | 132693.220831169 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1606 | 1609.33192063893 | -3.33192063892801 |
2 | 1634 | 1650.83287639122 | -16.8328763912236 |
3 | 2013 | 2092.09014634694 | -79.0901463469379 |
4 | 1654 | 1691.50183843668 | -37.5018384366752 |
5 | 1003 | 1081.94799022512 | -78.9479902251169 |
6 | 1029 | 995.986264164331 | 33.013735835669 |
7 | 1052 | 1036.09537421159 | 15.9046257884146 |
8 | 1653 | 1632.69539388856 | 20.3046061114426 |
9 | 1918 | 1856.88568974694 | 61.1143102530564 |
10 | 1926 | 1887.75086156032 | 38.2491384396825 |
11 | 1862 | 1868.47402473458 | -6.47402473457829 |
12 | 1816 | 1819.36243218082 | -3.36243218081984 |
13 | 1712 | 1717.32609090859 | -5.32609090858704 |
14 | 1646 | 1667.20044233959 | -21.200442339591 |
15 | 1555 | 1588.92745657786 | -33.9274565778636 |
16 | 1402 | 1408.97198329914 | -6.97198329913882 |
17 | 1047 | 1054.77760860005 | -7.77760860004696 |
18 | 891 | 772.06653232954 | 118.93346767046 |
19 | 940 | 809.746294246691 | 130.253705753308 |
20 | 1372 | 1398.15329361008 | -26.1532936100841 |
21 | 2012 | 1965.8802567698 | 46.1197432301992 |
22 | 1879 | 1868.35902488904 | 10.6409751109616 |
23 | 1667 | 1683.54522847917 | -16.5452284791689 |
24 | 1856 | 1865.22647616355 | -9.22647616354907 |
25 | 1771 | 1762.49685606295 | 8.5031439370535 |
26 | 1721 | 1731.6671874739 | -10.6671874738961 |
27 | 1773 | 1845.83157424377 | -72.8315742437694 |
28 | 1507 | 1535.98754331128 | -28.9875433112789 |
29 | 1033 | 1034.42184476464 | -1.42184476464119 |
30 | 1011 | 954.603334804034 | 56.3966651959658 |
31 | 1111 | 1046.95488500309 | 64.045114996914 |
32 | 1736 | 1719.02917785394 | 16.9708221460578 |
33 | 1865 | 1788.11345231175 | 76.88654768825 |
34 | 2078 | 1972.3777196571 | 105.622280342902 |
35 | 1947 | 1848.48372327605 | 98.516276723954 |
36 | 1428 | 1430.78022610376 | -2.78022610376268 |
37 | 1500 | 1487.4853075736 | 12.5146924263955 |
38 | 1950 | 1900.75311998514 | 49.2468800148587 |
39 | 1591 | 1618.09454357759 | -27.0945435775864 |
40 | 1613 | 1649.22307058451 | -36.2230705845121 |
41 | 1077 | 1161.30008692967 | -84.3000869296741 |
42 | 880 | 916.578915993618 | -36.5789159936182 |
43 | 1128 | 1157.4008729091 | -29.400872909099 |
44 | 1320 | 1355.30167520056 | -35.3016752005629 |
45 | 1692 | 1656.42281002207 | 35.5771899779326 |
46 | 1575 | 1570.88469276038 | 4.11530723961504 |
47 | 1478 | 1487.90800538326 | -9.9080053832611 |
48 | 1500 | 1529.08411145317 | -29.0841114531661 |
49 | 1368 | 1331.8603048779 | 36.139695122101 |
50 | 1563 | 1572.24782535819 | -9.24782535818962 |
51 | 1424 | 1454.98087693821 | -30.9808769382089 |
52 | 1274 | 1353.02558065204 | -79.0255806520363 |
53 | 1047 | 1089.49119661336 | -42.4911966133609 |
54 | 1049 | 1119.52612881511 | -70.5261288151116 |
55 | 1069 | 1071.69104919976 | -2.69104919976373 |
56 | 981 | 1010.37858397075 | -29.3785839707532 |
57 | 1540 | 1562.2078259486 | -22.2078259486044 |
58 | 1559 | 1571.76682430922 | -12.7668243092166 |
59 | 1459 | 1460.6506476573 | -1.65064765730372 |
60 | 1559 | 1539.85291768151 | 19.1470823184917 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.767755256461055 | 0.464489487077889 | 0.232244743538945 |
9 | 0.796939399050459 | 0.406121201899083 | 0.203060600949541 |
10 | 0.738538318296858 | 0.522923363406283 | 0.261461681703142 |
11 | 0.627844453258777 | 0.744311093482446 | 0.372155546741223 |
12 | 0.512562831397864 | 0.974874337204272 | 0.487437168602136 |
13 | 0.400707211546233 | 0.801414423092465 | 0.599292788453767 |
14 | 0.304289967384277 | 0.608579934768553 | 0.695710032615723 |
15 | 0.242462892205325 | 0.484925784410651 | 0.757537107794675 |
16 | 0.183699707919294 | 0.367399415838588 | 0.816300292080706 |
17 | 0.123593692681044 | 0.247187385362089 | 0.876406307318956 |
18 | 0.499986294368171 | 0.999972588736342 | 0.500013705631829 |
19 | 0.860414927569754 | 0.279170144860492 | 0.139585072430246 |
20 | 0.82671128413514 | 0.346577431729719 | 0.173288715864859 |
21 | 0.852062352422219 | 0.295875295155562 | 0.147937647577781 |
22 | 0.807343798409095 | 0.385312403181811 | 0.192656201590905 |
23 | 0.750550409573865 | 0.49889918085227 | 0.249449590426135 |
24 | 0.685951463688815 | 0.62809707262237 | 0.314048536311185 |
25 | 0.617578909872743 | 0.764842180254515 | 0.382421090127257 |
26 | 0.545231877758411 | 0.909536244483179 | 0.454768122241589 |
27 | 0.713132078156497 | 0.573735843687005 | 0.286867921843503 |
28 | 0.80386727284448 | 0.392265454311041 | 0.196132727155521 |
29 | 0.775864685499664 | 0.448270629000671 | 0.224135314500335 |
30 | 0.839986725100439 | 0.320026549799123 | 0.160013274899561 |
31 | 0.941445739933196 | 0.117108520133608 | 0.0585542600668041 |
32 | 0.915240751140544 | 0.169518497718912 | 0.084759248859456 |
33 | 0.933105549002083 | 0.133788901995834 | 0.0668944509979172 |
34 | 0.98605923616594 | 0.0278815276681219 | 0.0139407638340609 |
35 | 0.998793220534277 | 0.00241355893144557 | 0.00120677946572278 |
36 | 0.997949605677898 | 0.0041007886442047 | 0.00205039432210235 |
37 | 0.996567071541786 | 0.00686585691642822 | 0.00343292845821411 |
38 | 0.998108337853 | 0.00378332429399963 | 0.00189166214699982 |
39 | 0.997882825881575 | 0.00423434823685107 | 0.00211717411842553 |
40 | 0.999278778381034 | 0.00144244323793286 | 0.000721221618966432 |
41 | 0.999774255948285 | 0.00045148810342911 | 0.000225744051714555 |
42 | 0.999599811149218 | 0.000800377701564617 | 0.000400188850782309 |
43 | 0.999148930542657 | 0.00170213891468654 | 0.00085106945734327 |
44 | 0.998435867166545 | 0.00312826566691014 | 0.00156413283345507 |
45 | 0.999557214132084 | 0.000885571735831923 | 0.000442785867915962 |
46 | 0.998641482431024 | 0.00271703513795217 | 0.00135851756897609 |
47 | 0.996197318244725 | 0.00760536351054992 | 0.00380268175527496 |
48 | 0.994074498425548 | 0.0118510031489032 | 0.00592550157445158 |
49 | 0.992955994188807 | 0.0140880116223854 | 0.00704400581119272 |
50 | 0.987700404596183 | 0.0245991908076344 | 0.0122995954038172 |
51 | 0.962714801895197 | 0.074570396209607 | 0.0372851981048035 |
52 | 0.937620892086513 | 0.124758215826975 | 0.0623791079134873 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 13 | 0.288888888888889 | NOK |
5% type I error level | 17 | 0.377777777777778 | NOK |
10% type I error level | 18 | 0.4 | NOK |