Multiple Linear Regression - Estimated Regression Equation |
slaap[t] = + 2.888164675015 -0.00194428057832854`aantal-dagen-dat-baby-in-buik-is`[t] -0.204810229975063`danger-high-voltage`[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) | 2.888164675015 | 0.154129 | 18.7387 | 0 | 0 |
`aantal-dagen-dat-baby-in-buik-is` | -0.00194428057832854 | 0.000556 | -3.4955 | 0.000905 | 0.000453 |
`danger-high-voltage` | -0.204810229975063 | 0.056433 | -3.6293 | 0.000595 | 0.000298 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.648596505305391 |
R-squared | 0.420677426694366 |
Adjusted R-squared | 0.401039373361971 |
F-TEST (value) | 21.4215441609189 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 59 |
p-value | 1.01426936405247e-07 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.580105600010601 |
Sum Squared Residuals | 19.8548279226559 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1.194 | 1.01967301206789 | 0.174326987932111 |
2 | 2.116 | 2.19207420080001 | -0.076074200800009 |
3 | 2.526 | 2.56669761034022 | -0.0406976103402205 |
4 | 2.803 | 2.22512697063159 | 0.577873029368406 |
5 | 1.361 | 0.855692674237737 | 0.505307325762263 |
6 | 2.282 | 1.71895325101561 | 0.563046748984392 |
7 | 2.981 | 2.61530462479843 | 0.365695375201565 |
8 | 1.825 | 1.30676576840996 | 0.518234231590042 |
9 | 2.674 | 2.56086476860524 | 0.113135231394764 |
10 | 2.272 | 2.23616991202437 | 0.0358300879756299 |
11 | 2.526 | 1.85116433034195 | 0.674835669658051 |
12 | 1.361 | 1.31777068262936 | 0.0432293173706377 |
13 | 2.332 | 2.47854421506487 | -0.146544215064871 |
14 | 1.131 | 1.15445111404977 | -0.0234511140497651 |
15 | 2.128 | 2.60169466075014 | -0.473694660750135 |
16 | 2.152 | 2.42410435887167 | -0.272104358871672 |
17 | 2.37 | 2.39688443077507 | -0.0268844307750720 |
18 | 2.37 | 2.24523054566545 | 0.124769454334554 |
19 | 1.808 | 2.68335444503993 | -0.875354445039934 |
20 | 2.896 | 2.68335444503993 | 0.212645554960066 |
21 | 0 | 1.08640129380827 | -1.08640129380827 |
22 | 1.335 | 1.57635999954706 | -0.241359999547058 |
23 | 2.667 | 2.44743572581161 | 0.219564274188386 |
24 | 2.485 | 2.19339573930114 | 0.291604260698858 |
25 | 1.825 | 2.08062746575809 | -0.255627465758087 |
26 | 2.565 | 2.56086476860524 | 0.00413523139476413 |
27 | 2.625 | 2.21929412889661 | 0.405705871103391 |
28 | 2.104 | 1.93671267578840 | 0.167287324211596 |
29 | 1.065 | 1.21083525082129 | -0.145835250821293 |
30 | 2.38 | 2.48892638720708 | -0.10892638720708 |
31 | 0 | 2.00476249602990 | -2.00476249602990 |
32 | 2.208 | 2.02712172268068 | 0.180878277319319 |
33 | 2.991 | 2.58614041612351 | 0.404859583876493 |
34 | 2.079 | 2.16423153062621 | -0.0852315306262139 |
35 | 2.361 | 2.62502602769008 | -0.264026027690077 |
36 | 2.416 | 2.18624135906502 | 0.229758640934976 |
37 | 2.58 | 2.23679265410157 | 0.343207345898435 |
38 | 2.549 | 2.21540556773995 | 0.333594432260048 |
39 | 2.965 | 2.66002307809999 | 0.304976921900009 |
40 | 2.856 | 2.45004077564051 | 0.405959224359491 |
41 | 0 | 1.00863007067512 | -1.00863007067512 |
42 | 2.833 | 2.20634493409888 | 0.626655065901125 |
43 | 2.389 | 1.73839605679889 | 0.650603943201107 |
44 | 2.617 | 2.44549144523329 | 0.171508554766714 |
45 | 2.128 | 1.84533148860696 | 0.282668511393037 |
46 | 2.128 | 1.80384082721150 | 0.324159172788503 |
47 | 2.526 | 2.35605453863017 | 0.169945461369827 |
48 | 2.58 | 2.23290409294491 | 0.347095907055092 |
49 | 2.282 | 2.58225185496685 | -0.300251854966850 |
50 | 2.262 | 2.15968220021899 | 0.102317799781010 |
51 | 1.887 | 2.04108108494095 | -0.154081084940950 |
52 | 1.686 | 1.83627085496589 | -0.150270854965887 |
53 | 0.956 | 1.5724714383904 | -0.616471438390401 |
54 | 1.335 | 1.57052715781207 | -0.235527157812072 |
55 | 2.398 | 2.30355896301530 | 0.0944410369846979 |
56 | 2.332 | 2.47854421506487 | -0.146544215064871 |
57 | 2.588 | 2.36188738036516 | 0.226112619634842 |
58 | 1.686 | 1.8848778694241 | -0.1988778694241 |
59 | 2.76 | 2.38910730846176 | 0.370892691538242 |
60 | 2.332 | 1.66062483366575 | 0.671375166334248 |
61 | 2.965 | 2.65613451694333 | 0.308865483056666 |
62 | 0 | 2.60947178306345 | -2.60947178306345 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.119406534340869 | 0.238813068681739 | 0.880593465659131 |
7 | 0.0899117498651155 | 0.179823499730231 | 0.910088250134884 |
8 | 0.0400325494119201 | 0.0800650988238403 | 0.95996745058808 |
9 | 0.0152709439691955 | 0.0305418879383910 | 0.984729056030805 |
10 | 0.00550050569426642 | 0.0110010113885328 | 0.994499494305734 |
11 | 0.00253428711599112 | 0.00506857423198224 | 0.99746571288401 |
12 | 0.00643231704257774 | 0.0128646340851555 | 0.993567682957422 |
13 | 0.00523183597804667 | 0.0104636719560933 | 0.994768164021953 |
14 | 0.00561619752008504 | 0.0112323950401701 | 0.994383802479915 |
15 | 0.00866221581068628 | 0.0173244316213726 | 0.991337784189314 |
16 | 0.00664763055756503 | 0.0132952611151301 | 0.993352369442435 |
17 | 0.00323649685258929 | 0.00647299370517858 | 0.99676350314741 |
18 | 0.00149862865720682 | 0.00299725731441365 | 0.998501371342793 |
19 | 0.0075200360608555 | 0.015040072121711 | 0.992479963939145 |
20 | 0.00523867526585456 | 0.0104773505317091 | 0.994761324734145 |
21 | 0.0848809162930255 | 0.169761832586051 | 0.915119083706974 |
22 | 0.0637599544611239 | 0.127519908922248 | 0.936240045538876 |
23 | 0.0445051691343771 | 0.0890103382687542 | 0.955494830865623 |
24 | 0.0318842251844771 | 0.0637684503689543 | 0.968115774815523 |
25 | 0.0226122560210625 | 0.045224512042125 | 0.977387743978938 |
26 | 0.0136726275197918 | 0.0273452550395837 | 0.986327372480208 |
27 | 0.0104179505443756 | 0.0208359010887511 | 0.989582049455624 |
28 | 0.00617852010014867 | 0.0123570402002973 | 0.993821479899851 |
29 | 0.00383828795614049 | 0.00767657591228099 | 0.99616171204386 |
30 | 0.00214711893380799 | 0.00429423786761598 | 0.997852881066192 |
31 | 0.263335953209698 | 0.526671906419397 | 0.736664046790302 |
32 | 0.214934369329073 | 0.429868738658145 | 0.785065630670927 |
33 | 0.186830877082073 | 0.373661754164145 | 0.813169122917927 |
34 | 0.147294754974501 | 0.294589509949003 | 0.852705245025499 |
35 | 0.114295415519837 | 0.228590831039674 | 0.885704584480163 |
36 | 0.0857337052714964 | 0.171467410542993 | 0.914266294728504 |
37 | 0.0661490540398806 | 0.132298108079761 | 0.93385094596012 |
38 | 0.0494810401368622 | 0.0989620802737244 | 0.950518959863138 |
39 | 0.0361135338083238 | 0.0722270676166475 | 0.963886466191676 |
40 | 0.0315055327046801 | 0.0630110654093602 | 0.96849446729532 |
41 | 0.0602582473039364 | 0.120516494607873 | 0.939741752696064 |
42 | 0.0662556634571288 | 0.132511326914258 | 0.933744336542871 |
43 | 0.0665967637324185 | 0.133193527464837 | 0.933403236267581 |
44 | 0.047113129559459 | 0.094226259118918 | 0.95288687044054 |
45 | 0.0323039294796008 | 0.0646078589592016 | 0.9676960705204 |
46 | 0.0215127696665323 | 0.0430255393330646 | 0.978487230333468 |
47 | 0.0141512029446865 | 0.0283024058893729 | 0.985848797055314 |
48 | 0.0108126013432680 | 0.0216252026865360 | 0.989187398656732 |
49 | 0.00639294351323836 | 0.0127858870264767 | 0.993607056486762 |
50 | 0.00353362905828807 | 0.00706725811657614 | 0.996466370941712 |
51 | 0.00173026837289619 | 0.00346053674579238 | 0.998269731627104 |
52 | 0.000788105149310448 | 0.00157621029862090 | 0.99921189485069 |
53 | 0.000908310286529943 | 0.00181662057305989 | 0.99909168971347 |
54 | 0.00488128014855718 | 0.00976256029711437 | 0.995118719851443 |
55 | 0.00286753003116067 | 0.00573506006232133 | 0.99713246996884 |
56 | 0.00431649110942338 | 0.00863298221884676 | 0.995683508890577 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 12 | 0.235294117647059 | NOK |
5% type I error level | 29 | 0.568627450980392 | NOK |
10% type I error level | 37 | 0.725490196078431 | NOK |