Multiple Linear Regression - Estimated Regression Equation |
Ha[t] = + 20.6116433791875 + 0.0922363853607814PE[t] -0.121308271780651PC[t] -0.406200063771142De[t] -0.153397692032067DM[t] + 0.108700153383175DV[t] -0.98972587899186Geslacht[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) | 20.6116433791875 | 1.271197 | 16.2144 | 0 | 0 |
PE | 0.0922363853607814 | 0.059039 | 1.5623 | 0.120559 | 0.060279 |
PC | -0.121308271780651 | 0.075033 | -1.6167 | 0.108269 | 0.054135 |
De | -0.406200063771142 | 0.051139 | -7.943 | 0 | 0 |
DM | -0.153397692032067 | 0.176284 | -0.8702 | 0.385751 | 0.192876 |
DV | 0.108700153383175 | 0.145222 | 0.7485 | 0.455454 | 0.227727 |
Geslacht | -0.98972587899186 | 0.352609 | -2.8069 | 0.005744 | 0.002872 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.600441188248882 |
R-squared | 0.360529620545729 |
Adjusted R-squared | 0.332108714792206 |
F-TEST (value) | 12.685367020755 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 135 |
p-value | 2.54611887129386e-11 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.93658428066618 |
Sum Squared Residuals | 506.298421276653 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 15 | 15.4493119329308 | -0.449311932930813 |
2 | 9 | 11.5140593109445 | -2.51405931094449 |
3 | 12 | 13.0884794112542 | -1.08847941125417 |
4 | 16 | 14.9787886526814 | 1.02121134731861 |
5 | 16 | 13.9566995176226 | 2.04330048237741 |
6 | 15 | 14.4883904634822 | 0.511609536517817 |
7 | 16 | 15.2540898601059 | 0.745910139894052 |
8 | 13 | 11.6166577502516 | 1.38334224974841 |
9 | 18 | 14.5857919509196 | 3.41420804908043 |
10 | 17 | 13.9747474600713 | 3.02525253992869 |
11 | 14 | 13.1679314524489 | 0.832068547551073 |
12 | 13 | 16.4885585758299 | -3.48855857582992 |
13 | 15 | 15.2530755185440 | -0.253075518544029 |
14 | 15 | 12.8396834240543 | 2.16031657594565 |
15 | 13 | 12.2683156656470 | 0.731684334352964 |
16 | 13 | 15.4064732105761 | -2.40647321057609 |
17 | 16 | 15.2056351680382 | 0.794364831961761 |
18 | 14 | 16.1663137653053 | -2.16631376530531 |
19 | 18 | 15.6306227938454 | 2.36937720615462 |
20 | 16 | 14.6973334123657 | 1.30266658763426 |
21 | 17 | 14.9732965899219 | 2.02670341007810 |
22 | 15 | 13.9902746160942 | 1.00972538390576 |
23 | 11 | 14.1320530404365 | -3.13205304043653 |
24 | 11 | 13.6433310828241 | -2.64333108282407 |
25 | 15 | 16.0323973751272 | -1.03239737512719 |
26 | 15 | 15.9577898342651 | -0.957789834265056 |
27 | 12 | 13.7581852690983 | -1.75818526909834 |
28 | 17 | 15.4252607726121 | 1.57473922738791 |
29 | 14 | 13.5214275674316 | 0.478572432568422 |
30 | 17 | 14.6376055452064 | 2.36239445479355 |
31 | 10 | 9.48183362813846 | 0.51816637186154 |
32 | 15 | 14.2066605812987 | 0.793339418701334 |
33 | 7 | 11.0712000485640 | -4.07120004856396 |
34 | 9 | 16.2138526120172 | -7.2138526120172 |
35 | 14 | 14.5429468696260 | -0.542946869625965 |
36 | 11 | 12.8754522681621 | -1.87545226816213 |
37 | 15 | 15.2671169963467 | -0.26711699634672 |
38 | 16 | 14.4202052384401 | 1.5797947615599 |
39 | 17 | 15.4561914753262 | 1.54380852467384 |
40 | 15 | 13.7706948912897 | 1.22930510871029 |
41 | 15 | 15.8874570409779 | -0.887457040977917 |
42 | 16 | 15.6907697589547 | 0.309230241045258 |
43 | 16 | 16.1131907185667 | -0.113190718566750 |
44 | 12 | 14.0491121287519 | -2.04911212875192 |
45 | 15 | 15.2490691340048 | -0.249069134004775 |
46 | 17 | 15.9951428527992 | 1.00485714720083 |
47 | 19 | 14.8530548984114 | 4.14694510158859 |
48 | 15 | 14.7469532610165 | 0.253046738983518 |
49 | 14 | 14.1327467802545 | -0.132746780254479 |
50 | 16 | 11.1588347256669 | 4.84116527433314 |
51 | 15 | 14.5929080065576 | 0.407091993442444 |
52 | 12 | 14.6341689134248 | -2.63416891342483 |
53 | 18 | 14.5837887586499 | 3.41621124135006 |
54 | 13 | 15.1112970942017 | -2.11129709420173 |
55 | 14 | 14.0140051746690 | -0.0140051746689567 |
56 | 15 | 14.6441119495279 | 0.355888050472148 |
57 | 11 | 14.6730076101792 | -3.67300761017917 |
58 | 15 | 14.9558962099000 | 0.0441037900999627 |
59 | 14 | 13.4283530662774 | 0.571646933722574 |
60 | 16 | 15.1112970942017 | 0.88870290579827 |
61 | 14 | 11.7331422883433 | 2.26685771165673 |
62 | 18 | 16.1320767768088 | 1.86792322319115 |
63 | 14 | 15.2220004398545 | -1.22200043985453 |
64 | 13 | 12.7536264823321 | 0.246373517667913 |
65 | 14 | 15.1112970942017 | -1.11129709420173 |
66 | 17 | 15.7735599357250 | 1.22644006427498 |
67 | 12 | 13.8017495009573 | -1.80174950095731 |
68 | 16 | 14.0674028632754 | 1.93259713672461 |
69 | 15 | 15.2122336295201 | -0.212233629520055 |
70 | 16 | 15.5700567307859 | 0.429943269214065 |
71 | 14 | 14.2439151036267 | -0.243915103626682 |
72 | 17 | 15.6901999260903 | 1.30980007390967 |
73 | 14 | 14.8983222699247 | -0.89832226992471 |
74 | 16 | 13.5787332244779 | 2.42126677552206 |
75 | 12 | 14.9057906969930 | -2.90579069699302 |
76 | 13 | 13.3751777808306 | -0.375177780830625 |
77 | 19 | 16.0078287007591 | 2.99217129924090 |
78 | 11 | 12.7663330969357 | -1.76633309693566 |
79 | 15 | 13.9892602745323 | 1.01073972546768 |
80 | 12 | 13.2938414324875 | -1.29384143248746 |
81 | 14 | 14.4961540815470 | -0.496154081547034 |
82 | 11 | 13.4459819107761 | -2.44598191077607 |
83 | 15 | 14.4120226025320 | 0.587977397468048 |
84 | 12 | 12.4317230401951 | -0.431723040195107 |
85 | 14 | 14.0430770610888 | -0.0430770610888261 |
86 | 13 | 16.0105922792596 | -3.01059227925965 |
87 | 9 | 10.3053490308667 | -1.30534903086673 |
88 | 12 | 12.6945455890623 | -0.694545589062288 |
89 | 15 | 14.6362952065956 | 0.363704793404361 |
90 | 17 | 15.4777672205578 | 1.52223277944221 |
91 | 14 | 12.9029710238964 | 1.09702897610355 |
92 | 11 | 9.18600914328489 | 1.81399085671511 |
93 | 13 | 14.0759370645615 | -1.07593706456151 |
94 | 10 | 14.4708847198847 | -4.47088471988472 |
95 | 12 | 14.8217823188791 | -2.82178231887912 |
96 | 15 | 13.6832817311873 | 1.31671826881269 |
97 | 13 | 14.4355348936202 | -1.43553489362023 |
98 | 13 | 13.8376682739271 | -0.837668273927086 |
99 | 12 | 13.0242792956771 | -1.02427929567710 |
100 | 9 | 10.1346494550189 | -1.13464945501890 |
101 | 16 | 16.2362062656749 | -0.236206265674917 |
102 | 17 | 14.2063645842498 | 2.79363541575023 |
103 | 13 | 14.4564241441320 | -1.45642414413195 |
104 | 10 | 12.4626783476043 | -2.46267834760426 |
105 | 13 | 13.8260744970915 | -0.826074497091531 |
106 | 16 | 15.3610606570350 | 0.638939342964982 |
107 | 15 | 13.3837786285297 | 1.61622137147028 |
108 | 16 | 14.8499175932995 | 1.15008240670048 |
109 | 11 | 13.6138392924018 | -2.61383929240178 |
110 | 15 | 14.1162298873647 | 0.883770112635278 |
111 | 17 | 14.5217680611110 | 2.47823193888896 |
112 | 14 | 12.9947883914139 | 1.00521160858607 |
113 | 18 | 15.8221440876328 | 2.17785591236718 |
114 | 14 | 13.1506082935589 | 0.849391706441079 |
115 | 14 | 14.2683037192404 | -0.268303719240363 |
116 | 12 | 14.0293348298491 | -2.02933482984909 |
117 | 11 | 13.2750784751465 | -2.27507847514654 |
118 | 14 | 13.4088504893492 | 0.591149510650755 |
119 | 16 | 12.4594179415912 | 3.54058205840881 |
120 | 17 | 13.9206346764659 | 3.07936532353409 |
121 | 14 | 13.3673148605073 | 0.632685139492674 |
122 | 14 | 13.3091710876676 | 0.690828912332412 |
123 | 12 | 13.5308983807172 | -1.53089838071717 |
124 | 12 | 13.3775006886851 | -1.3775006886851 |
125 | 11 | 11.5238048462047 | -0.523804846204728 |
126 | 15 | 13.2382429706618 | 1.76175702933818 |
127 | 14 | 12.6553337542340 | 1.34466624576603 |
128 | 10 | 11.9193014876419 | -1.91930148764192 |
129 | 13 | 13.9370984444883 | -0.937098444488308 |
130 | 15 | 14.5518224392997 | 0.448177560700292 |
131 | 15 | 13.7452811536520 | 1.25471884634803 |
132 | 16 | 14.1929183500589 | 1.80708164994107 |
133 | 8 | 10.3685135298076 | -2.36851352980764 |
134 | 9 | 10.9952821690910 | -1.99528216909102 |
135 | 15 | 14.3107377513497 | 0.689262248650278 |
136 | 11 | 12.9539987410982 | -1.95399874109819 |
137 | 15 | 15.1765878863135 | -0.176587886313455 |
138 | 16 | 14.6653670930155 | 1.33463290698449 |
139 | 16 | 13.7229585437350 | 2.27704145626497 |
140 | 15 | 12.8710578294136 | 2.12894217058642 |
141 | 13 | 14.4708847198847 | -1.47088471988472 |
142 | 15 | 15.0654654427106 | -0.0654654427105774 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.819993140975346 | 0.360013718049307 | 0.180006859024654 |
11 | 0.764685943793288 | 0.470628112413425 | 0.235314056206712 |
12 | 0.915189372684317 | 0.169621254631365 | 0.0848106273156826 |
13 | 0.869782340878511 | 0.260435318242978 | 0.130217659121489 |
14 | 0.80888469706828 | 0.382230605863439 | 0.191115302931719 |
15 | 0.739204828961177 | 0.521590342077646 | 0.260795171038823 |
16 | 0.778304520120106 | 0.443390959759787 | 0.221695479879894 |
17 | 0.703690144530546 | 0.592619710938908 | 0.296309855469454 |
18 | 0.676050616807482 | 0.647898766385035 | 0.323949383192518 |
19 | 0.679117931657999 | 0.641764136684002 | 0.320882068342001 |
20 | 0.685598801221023 | 0.628802397557955 | 0.314401198778977 |
21 | 0.71633708396797 | 0.56732583206406 | 0.28366291603203 |
22 | 0.649479703068981 | 0.701040593862038 | 0.350520296931019 |
23 | 0.772536811580957 | 0.454926376838087 | 0.227463188419043 |
24 | 0.802156242871797 | 0.395687514256405 | 0.197843757128203 |
25 | 0.751275938883851 | 0.497448122232298 | 0.248724061116149 |
26 | 0.694604674616533 | 0.610790650766934 | 0.305395325383467 |
27 | 0.740188879708788 | 0.519622240582423 | 0.259811120291212 |
28 | 0.744887499698441 | 0.510225000603117 | 0.255112500301559 |
29 | 0.689701224737849 | 0.620597550524303 | 0.310298775262151 |
30 | 0.693714604249984 | 0.612570791500032 | 0.306285395750016 |
31 | 0.65388799436874 | 0.69222401126252 | 0.34611200563126 |
32 | 0.60117968762429 | 0.797640624751421 | 0.398820312375710 |
33 | 0.796350199918158 | 0.407299600163683 | 0.203649800081842 |
34 | 0.992787777772855 | 0.0144244444542903 | 0.00721222222714517 |
35 | 0.989506199992083 | 0.0209876000158342 | 0.0104938000079171 |
36 | 0.988761608949256 | 0.0224767821014889 | 0.0112383910507445 |
37 | 0.98388592404454 | 0.0322281519109216 | 0.0161140759554608 |
38 | 0.98159457173855 | 0.0368108565229014 | 0.0184054282614507 |
39 | 0.978016087131857 | 0.0439678257362855 | 0.0219839128681428 |
40 | 0.972441493229139 | 0.0551170135417224 | 0.0275585067708612 |
41 | 0.963904020453423 | 0.072191959093154 | 0.036095979546577 |
42 | 0.951678272354717 | 0.0966434552905661 | 0.0483217276452831 |
43 | 0.93637951379098 | 0.127240972418039 | 0.0636204862090193 |
44 | 0.93307611193044 | 0.133847776139121 | 0.0669238880695607 |
45 | 0.914504868933692 | 0.170990262132615 | 0.0854951310663077 |
46 | 0.899264546705053 | 0.201470906589893 | 0.100735453294947 |
47 | 0.955181095941672 | 0.0896378081166554 | 0.0448189040583277 |
48 | 0.9413764886978 | 0.117247022604399 | 0.0586235113021997 |
49 | 0.924312143428659 | 0.151375713142682 | 0.0756878565713411 |
50 | 0.980708664886307 | 0.038582670227386 | 0.019291335113693 |
51 | 0.97420655131252 | 0.0515868973749599 | 0.0257934486874799 |
52 | 0.9787911461042 | 0.042417707791599 | 0.0212088538957995 |
53 | 0.988651426121447 | 0.0226971477571062 | 0.0113485738785531 |
54 | 0.988976528129713 | 0.0220469437405730 | 0.0110234718702865 |
55 | 0.984734808796393 | 0.0305303824072132 | 0.0152651912036066 |
56 | 0.979314378096749 | 0.0413712438065028 | 0.0206856219032514 |
57 | 0.990722241564786 | 0.0185555168704275 | 0.00927775843521373 |
58 | 0.987050235653956 | 0.0258995286920877 | 0.0129497643460439 |
59 | 0.982706931936772 | 0.0345861361264564 | 0.0172930680632282 |
60 | 0.97792298853944 | 0.0441540229211212 | 0.0220770114605606 |
61 | 0.980560936809389 | 0.0388781263812226 | 0.0194390631906113 |
62 | 0.980231332971776 | 0.0395373340564487 | 0.0197686670282243 |
63 | 0.975754591678643 | 0.0484908166427132 | 0.0242454083213566 |
64 | 0.968075736741943 | 0.0638485265161132 | 0.0319242632580566 |
65 | 0.961175206050035 | 0.0776495878999303 | 0.0388247939499652 |
66 | 0.954308999364696 | 0.0913820012706085 | 0.0456910006353043 |
67 | 0.948588879015504 | 0.102822241968992 | 0.051411120984496 |
68 | 0.951251459811476 | 0.0974970803770482 | 0.0487485401885241 |
69 | 0.937171707155841 | 0.125656585688317 | 0.0628282928441587 |
70 | 0.922088381251404 | 0.155823237497192 | 0.0779116187485962 |
71 | 0.902110912641216 | 0.195778174717567 | 0.0978890873587837 |
72 | 0.895021822035629 | 0.209956355928742 | 0.104978177964371 |
73 | 0.87627965444001 | 0.247440691119980 | 0.123720345559990 |
74 | 0.899746955200468 | 0.200506089599063 | 0.100253044799532 |
75 | 0.915919423046853 | 0.168161153906294 | 0.0840805769531472 |
76 | 0.896365276908167 | 0.207269446183666 | 0.103634723091833 |
77 | 0.930776686785453 | 0.138446626429094 | 0.0692233132145468 |
78 | 0.92377771987421 | 0.152444560251580 | 0.0762222801257899 |
79 | 0.915860664207275 | 0.16827867158545 | 0.084139335792725 |
80 | 0.900873012341182 | 0.198253975317637 | 0.0991269876588184 |
81 | 0.878493079409112 | 0.243013841181775 | 0.121506920590888 |
82 | 0.879651067145173 | 0.240697865709654 | 0.120348932854827 |
83 | 0.863035896776579 | 0.273928206446842 | 0.136964103223421 |
84 | 0.84528849887592 | 0.309423002248161 | 0.154711501124081 |
85 | 0.848293756330775 | 0.303412487338451 | 0.151706243669225 |
86 | 0.838508714426038 | 0.322982571147923 | 0.161491285573962 |
87 | 0.805607305107952 | 0.388785389784097 | 0.194392694892048 |
88 | 0.775616410244204 | 0.448767179511593 | 0.224383589755796 |
89 | 0.74227896981148 | 0.51544206037704 | 0.25772103018852 |
90 | 0.726235176046529 | 0.547529647906942 | 0.273764823953471 |
91 | 0.69596619187901 | 0.608067616241979 | 0.304033808120989 |
92 | 0.714580093972935 | 0.570839812054131 | 0.285419906027065 |
93 | 0.694787749964385 | 0.61042450007123 | 0.305212250035615 |
94 | 0.86732942346801 | 0.265341153063979 | 0.132670576531989 |
95 | 0.912091764176052 | 0.175816471647895 | 0.0879082358239476 |
96 | 0.903419606146111 | 0.193160787707778 | 0.096580393853889 |
97 | 0.900944610548836 | 0.198110778902327 | 0.0990553894511636 |
98 | 0.875300379613685 | 0.249399240772631 | 0.124699620386315 |
99 | 0.850599283890285 | 0.29880143221943 | 0.149400716109715 |
100 | 0.822068518274965 | 0.355862963450070 | 0.177931481725035 |
101 | 0.806849922319794 | 0.386300155360412 | 0.193150077680206 |
102 | 0.846295105666798 | 0.307409788666404 | 0.153704894333202 |
103 | 0.850777713029256 | 0.298444573941489 | 0.149222286970744 |
104 | 0.862296622984455 | 0.27540675403109 | 0.137703377015545 |
105 | 0.838735968850963 | 0.322528062298073 | 0.161264031149037 |
106 | 0.808256293133071 | 0.383487413733858 | 0.191743706866929 |
107 | 0.792112788914092 | 0.415774422171816 | 0.207887211085908 |
108 | 0.75668429753811 | 0.48663140492378 | 0.24331570246189 |
109 | 0.795523552951821 | 0.408952894096357 | 0.204476447048179 |
110 | 0.750648526763773 | 0.498702946472454 | 0.249351473236227 |
111 | 0.744844519300896 | 0.510310961398209 | 0.255155480699104 |
112 | 0.705945074205278 | 0.588109851589443 | 0.294054925794722 |
113 | 0.67442961963316 | 0.651140760733681 | 0.325570380366840 |
114 | 0.623631443839538 | 0.752737112320924 | 0.376368556160462 |
115 | 0.569229855611532 | 0.861540288776935 | 0.430770144388468 |
116 | 0.608537269895157 | 0.782925460209687 | 0.391462730104844 |
117 | 0.63896773044002 | 0.72206453911996 | 0.36103226955998 |
118 | 0.572737020052852 | 0.854525959894296 | 0.427262979947148 |
119 | 0.765787693152645 | 0.468424613694711 | 0.234212306847355 |
120 | 0.85102677468803 | 0.29794645062394 | 0.14897322531197 |
121 | 0.803225021031993 | 0.393549957936013 | 0.196774978968007 |
122 | 0.750593539812435 | 0.498812920375129 | 0.249406460187564 |
123 | 0.726920096771044 | 0.546159806457911 | 0.273079903228956 |
124 | 0.694156948550353 | 0.611686102899294 | 0.305843051449647 |
125 | 0.61569196650106 | 0.76861606699788 | 0.38430803349894 |
126 | 0.611559284793958 | 0.776881430412084 | 0.388440715206042 |
127 | 0.574794239309141 | 0.850411521381717 | 0.425205760690859 |
128 | 0.510420616462203 | 0.979158767075594 | 0.489579383537797 |
129 | 0.459797529062467 | 0.919595058124935 | 0.540202470937533 |
130 | 0.342421881518417 | 0.684843763036833 | 0.657578118481583 |
131 | 0.241342343340833 | 0.482684686681666 | 0.758657656659167 |
132 | 0.159663248034030 | 0.319326496068061 | 0.84033675196597 |
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 | 19 | 0.154471544715447 | NOK |
10% type I error level | 28 | 0.227642276422764 | NOK |