Multiple Linear Regression - Estimated Regression Equation |
interventie[t] = + 123.434346672544 -0.0516942369122776aanvoer[t] + 12.9120345060052aanvoerwaarde[t] -22.1857340589894prijzen[t] -0.00417148774698359visserijen[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) | 123.434346672544 | 128.114625 | 0.9635 | 0.33953 | 0.169765 |
aanvoer | -0.0516942369122776 | 0.083763 | -0.6171 | 0.539683 | 0.269842 |
aanvoerwaarde | 12.9120345060052 | 19.215943 | 0.6719 | 0.504432 | 0.252216 |
prijzen | -22.1857340589894 | 29.722792 | -0.7464 | 0.458592 | 0.229296 |
visserijen | -0.00417148774698359 | 0.01674 | -0.2492 | 0.804136 | 0.402068 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.136346528217409 |
R-squared | 0.0185903757569407 |
Adjusted R-squared | -0.0527848696425544 |
F-TEST (value) | 0.260459710546539 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 55 |
p-value | 0.902019020498443 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 30.6178976353531 |
Sum Squared Residuals | 51560.0610584928 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 16 | 29.1084243907833 | -13.1084243907833 |
2 | 29 | 27.6204258799319 | 1.37957412006813 |
3 | 22 | 30.2242083649627 | -8.22420836496268 |
4 | 30 | 25.504286716519 | 4.495713283481 |
5 | 20 | 29.0571628961035 | -9.0571628961035 |
6 | 39 | 18.5114592945195 | 20.4885407054805 |
7 | 18 | 21.4320488762877 | -3.43204887628766 |
8 | 9.6 | 27.4039222102869 | -17.8039222102869 |
9 | 10.2 | 25.3270801594061 | -15.1270801594061 |
10 | 20.2 | 25.9341114583154 | -5.73411145831542 |
11 | 50 | 27.9226672030328 | 22.0773327969672 |
12 | 120 | 27.8855831568368 | 92.1144168431632 |
13 | 19.8 | 27.7864517774058 | -7.9864517774058 |
14 | 18 | 27.7015374675186 | -9.70153746751861 |
15 | 3 | 24.3930376344411 | -21.3930376344411 |
16 | 11 | 21.8023744439355 | -10.8023744439355 |
17 | 15 | 24.1459542070115 | -9.14595420701153 |
18 | 27 | 14.8663022295927 | 12.1336977704073 |
19 | 28 | 12.7782045060150 | 15.2217954939850 |
20 | 14 | 26.2378293663730 | -12.2378293663730 |
21 | 5.6 | 24.4943479842885 | -18.8943479842885 |
22 | 6.5 | 27.6487308988367 | -21.1487308988367 |
23 | 8.5 | 27.9559141844177 | -19.4559141844177 |
24 | 87.9 | 28.4021135183435 | 59.4978864816565 |
25 | 5.8 | 28.9491673094673 | -23.1491673094673 |
26 | 25.2 | 28.6579078468591 | -3.45790784685911 |
27 | 7.5 | 28.9115040266954 | -21.4115040266954 |
28 | 13.7 | 21.6933248858338 | -7.99332488583376 |
29 | 34 | 25.2567078229383 | 8.74329217706165 |
30 | 17 | 20.3783265652292 | -3.37832656522919 |
31 | 9 | 19.5473764883472 | -10.5473764883472 |
32 | 9.2 | 27.9648671537926 | -18.7648671537926 |
33 | 5 | 28.7010704816336 | -23.7010704816336 |
34 | 24 | 25.2194576704286 | -1.21945767042860 |
35 | 40 | 25.7227167873951 | 14.2772832126049 |
36 | 86.5 | 30.5581669175669 | 55.9418330824331 |
37 | 0.54 | 29.406074297843 | -28.866074297843 |
38 | 14 | 27.7746070806308 | -13.7746070806308 |
39 | 4.8 | 29.2725463631992 | -24.4725463631992 |
40 | 28 | 28.2334311060923 | -0.233431106092329 |
41 | 16 | 32.585936930955 | -16.5859369309550 |
42 | 5.8 | 28.3288316774974 | -22.5288316774974 |
43 | 16 | 28.1754917135003 | -12.1754917135003 |
44 | 9.1 | 30.5132955617756 | -21.4132955617756 |
45 | 6 | 28.7744369457624 | -22.7744369457624 |
46 | 17 | 29.0114110943218 | -12.0114110943218 |
47 | 26 | 30.8774521438253 | -4.87745214382533 |
48 | 99.6 | 31.7260630851376 | 67.8739369148624 |
49 | 41 | 32.1548445924816 | 8.84515540751839 |
50 | 72 | 31.2762691769448 | 40.7237308230552 |
51 | 23 | 29.1505781071334 | -6.15057810713337 |
52 | 42 | 31.9604602450021 | 10.0395397549979 |
53 | 40 | 30.3549264169554 | 9.64507358304456 |
54 | 18 | 30.3534817716875 | -12.3534817716875 |
55 | 45 | 24.4709154431683 | 20.5290845568317 |
56 | 18 | 27.7469200956395 | -9.7469200956395 |
57 | 2 | 32.6480638005764 | -30.6480638005764 |
58 | 10 | 32.0171923313043 | -22.0171923313043 |
59 | 13.6 | 30.4929668009589 | -16.8929668009589 |
60 | 160 | 29.6290304362546 | 130.370969563745 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.0272153906322807 | 0.0544307812645614 | 0.97278460936772 |
9 | 0.00713915802649459 | 0.0142783160529892 | 0.992860841973505 |
10 | 0.00164747709857523 | 0.00329495419715045 | 0.998352522901425 |
11 | 0.0137891180635031 | 0.0275782361270062 | 0.986210881936497 |
12 | 0.705611227840192 | 0.588777544319617 | 0.294388772159808 |
13 | 0.622879514513906 | 0.754240970972187 | 0.377120485486094 |
14 | 0.557595531920182 | 0.884808936159635 | 0.442404468079818 |
15 | 0.569599522250554 | 0.860800955498892 | 0.430400477749446 |
16 | 0.487939231568201 | 0.975878463136403 | 0.512060768431799 |
17 | 0.392950593722921 | 0.785901187445843 | 0.607049406277079 |
18 | 0.322933530455556 | 0.645867060911113 | 0.677066469544444 |
19 | 0.25522006303491 | 0.51044012606982 | 0.74477993696509 |
20 | 0.19321937818874 | 0.38643875637748 | 0.80678062181126 |
21 | 0.165838378741044 | 0.331676757482088 | 0.834161621258956 |
22 | 0.136058688493897 | 0.272117376987795 | 0.863941311506103 |
23 | 0.105719148718830 | 0.211438297437659 | 0.89428085128117 |
24 | 0.251685396647897 | 0.503370793295794 | 0.748314603352103 |
25 | 0.215859905314930 | 0.431719810629860 | 0.78414009468507 |
26 | 0.159676579889373 | 0.319353159778746 | 0.840323420110627 |
27 | 0.139239338252906 | 0.278478676505813 | 0.860760661747094 |
28 | 0.106525150917190 | 0.213050301834381 | 0.89347484908281 |
29 | 0.078568166561932 | 0.157136333123864 | 0.921431833438068 |
30 | 0.0532761416384311 | 0.106552283276862 | 0.946723858361569 |
31 | 0.0357319579904049 | 0.0714639159808098 | 0.964268042009595 |
32 | 0.0262530902120891 | 0.0525061804241781 | 0.973746909787911 |
33 | 0.0186935461454002 | 0.0373870922908004 | 0.9813064538546 |
34 | 0.0113043453133644 | 0.0226086906267287 | 0.988695654686636 |
35 | 0.00770642563948841 | 0.0154128512789768 | 0.992293574360512 |
36 | 0.0258894177190435 | 0.051778835438087 | 0.974110582280956 |
37 | 0.0233305009355346 | 0.0466610018710693 | 0.976669499064465 |
38 | 0.0170449138418293 | 0.0340898276836587 | 0.98295508615817 |
39 | 0.0171683542670511 | 0.0343367085341022 | 0.98283164573295 |
40 | 0.019365008301455 | 0.03873001660291 | 0.980634991698545 |
41 | 0.0122221739961773 | 0.0244443479923545 | 0.987777826003823 |
42 | 0.0072831488332602 | 0.0145662976665204 | 0.99271685116674 |
43 | 0.00501934402924645 | 0.0100386880584929 | 0.994980655970753 |
44 | 0.00415356552535167 | 0.00830713105070334 | 0.995846434474648 |
45 | 0.00254872563795511 | 0.00509745127591021 | 0.997451274362045 |
46 | 0.0045960113304431 | 0.0091920226608862 | 0.995403988669557 |
47 | 0.00276964020101258 | 0.00553928040202515 | 0.997230359798987 |
48 | 0.00836424138162576 | 0.0167284827632515 | 0.991635758618374 |
49 | 0.00417041990678482 | 0.00834083981356964 | 0.995829580093215 |
50 | 0.0043468871617991 | 0.0086937743235982 | 0.995653112838201 |
51 | 0.00469888430938015 | 0.0093977686187603 | 0.99530111569062 |
52 | 0.00184196024410956 | 0.00368392048821911 | 0.99815803975589 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 9 | 0.2 | NOK |
5% type I error level | 22 | 0.488888888888889 | NOK |
10% type I error level | 26 | 0.577777777777778 | NOK |