Multiple Linear Regression - Estimated Regression Equation |
slaap[t] = + 3.17334321322817 -0.108024153179539`aantal-dagen-dat-baby-in-buik-is`[t] -0.241165836249599`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) | 3.17334321322817 | 0.241151 | 13.1592 | 0 | 0 |
`aantal-dagen-dat-baby-in-buik-is` | -0.108024153179539 | 0.057239 | -1.8872 | 0.064051 | 0.032025 |
`danger-high-voltage` | -0.241165836249599 | 0.059729 | -4.0377 | 0.000158 | 7.9e-05 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.583537843141241 |
R-squared | 0.340516414377931 |
Adjusted R-squared | 0.318161038594132 |
F-TEST (value) | 15.2319700492221 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 59 |
p-value | 4.63999722555286e-06 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.618940394838914 |
Sum Squared Residuals | 22.6021455294377 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1.194 | 1.75103745756092 | -0.557037457560918 |
2 | 2.116 | 2.04605141989425 | 0.069948580105749 |
3 | 2.526 | 2.48992649386153 | 0.0360735061384691 |
4 | 2.803 | 2.10211595539443 | 0.700884044605569 |
5 | 1.361 | 1.51343641836626 | -0.152436418366256 |
6 | 2.282 | 1.64771044076842 | 0.634289559231577 |
7 | 2.981 | 2.54815151242530 | 0.432848487574695 |
8 | 1.825 | 1.56366764959474 | 0.261332350405259 |
9 | 2.674 | 2.48463331035574 | 0.189366689644264 |
10 | 2.272 | 2.34474203198823 | -0.0727420319882331 |
11 | 2.526 | 1.69902191352870 | 0.826978086471296 |
12 | 1.361 | 1.35847385635393 | 0.00252614364607151 |
13 | 2.332 | 2.69101154072897 | -0.359011540728966 |
14 | 1.131 | 1.33017152822089 | -0.199171528220889 |
15 | 2.128 | 2.52838309239345 | -0.400383092393449 |
16 | 2.152 | 2.33107506233474 | -0.179075062334743 |
17 | 2.37 | 2.28721725614385 | 0.0827827438561503 |
18 | 2.37 | 2.17389991945851 | 0.196100080541486 |
19 | 1.808 | 2.93217737697857 | -1.12417737697857 |
20 | 2.896 | 2.93217737697857 | -0.0361773769785655 |
21 | 0 | 1.32034133028155 | -1.32034133028155 |
22 | 1.335 | 1.42771733854201 | -0.092717338542013 |
23 | 2.667 | 2.39146056396210 | 0.275539436037895 |
24 | 2.485 | 2.33491183404889 | 0.150088165951105 |
25 | 1.825 | 2.31244281018755 | -0.487442810187551 |
26 | 2.565 | 2.48463331035574 | 0.0803666896442642 |
27 | 2.625 | 2.08990922608514 | 0.535090773914856 |
28 | 2.104 | 1.75281794181211 | 0.351182058187886 |
29 | 1.065 | 1.33913753293479 | -0.274137532934791 |
30 | 2.38 | 2.43472615158679 | -0.0547261515867888 |
31 | 0 | 1.83091940456092 | -1.83091940456092 |
32 | 2.208 | 1.87726176627494 | 0.330738233725058 |
33 | 2.991 | 2.50958688974021 | 0.481413110259791 |
34 | 2.079 | 2.32864643316448 | -0.249646433164481 |
35 | 2.361 | 2.56478723201495 | -0.203787232014953 |
36 | 2.416 | 2.03859775332486 | 0.377402246675137 |
37 | 2.58 | 2.13182259751880 | 0.448177402481196 |
38 | 2.549 | 2.08245555951576 | 0.466544440484245 |
39 | 2.965 | 2.66373735632741 | 0.301262643672589 |
40 | 2.856 | 2.41506575570811 | 0.440934244291887 |
41 | 0 | 1.30997101157632 | -1.30997101157632 |
42 | 2.833 | 2.15715617571569 | 0.675843824284315 |
43 | 2.389 | 1.65386781749966 | 0.735132182500344 |
44 | 2.617 | 2.38497911477133 | 0.232020885228667 |
45 | 2.128 | 1.69610526139286 | 0.431894738607144 |
46 | 2.128 | 1.59655908996163 | 0.531440910038368 |
47 | 2.526 | 2.24346747410614 | 0.282532525893863 |
48 | 2.58 | 2.12091215804767 | 0.459087841952329 |
49 | 2.282 | 2.50537394776621 | -0.223373947766207 |
50 | 2.262 | 2.14008835951332 | 0.121911640486682 |
51 | 1.887 | 2.10595272710858 | -0.218952727108584 |
52 | 1.686 | 1.86478689085898 | -0.178786890858984 |
53 | 0.956 | 1.4262050003975 | -0.470205000397499 |
54 | 1.335 | 1.42555685547842 | -0.090556855478422 |
55 | 2.398 | 2.20490285142104 | 0.193097148578959 |
56 | 2.332 | 2.69101154072897 | -0.359011540728966 |
57 | 2.588 | 2.24876065761193 | 0.339239342388066 |
58 | 1.686 | 1.87753374093417 | -0.19153374093417 |
59 | 2.76 | 2.27738705820451 | 0.482612941795488 |
60 | 2.332 | 1.63107472117877 | 0.700925278821227 |
61 | 2.965 | 2.64710163673776 | 0.317898363262238 |
62 | 0 | 2.5391855077114 | -2.5391855077114 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.175485409385978 | 0.350970818771956 | 0.824514590614022 |
7 | 0.108371790201164 | 0.216743580402329 | 0.891628209798836 |
8 | 0.0598575971759643 | 0.119715194351929 | 0.940142402824036 |
9 | 0.0276002375747361 | 0.0552004751494721 | 0.972399762425264 |
10 | 0.0130503454899462 | 0.0261006909798923 | 0.986949654510054 |
11 | 0.0122808548853073 | 0.0245617097706146 | 0.987719145114693 |
12 | 0.00864568254346702 | 0.0172913650869340 | 0.991354317456533 |
13 | 0.0828488489981015 | 0.165697697996203 | 0.917151151001899 |
14 | 0.0643675843769192 | 0.128735168753838 | 0.935632415623081 |
15 | 0.0540089954600544 | 0.108017990920109 | 0.945991004539946 |
16 | 0.0352301032637759 | 0.0704602065275519 | 0.964769896736224 |
17 | 0.0199339031443318 | 0.0398678062886636 | 0.980066096855668 |
18 | 0.0115720567889136 | 0.0231441135778271 | 0.988427943211087 |
19 | 0.0474852729596224 | 0.0949705459192448 | 0.952514727040378 |
20 | 0.0327826724836874 | 0.0655653449673749 | 0.967217327516313 |
21 | 0.196725938877762 | 0.393451877755523 | 0.803274061122238 |
22 | 0.144101778843321 | 0.288203557686642 | 0.85589822115668 |
23 | 0.113012887630123 | 0.226025775260246 | 0.886987112369877 |
24 | 0.0795517648918625 | 0.159103529783725 | 0.920448235108137 |
25 | 0.0717439340485376 | 0.143487868097075 | 0.928256065951462 |
26 | 0.0485758511228021 | 0.0971517022456042 | 0.951424148877198 |
27 | 0.0459268766028926 | 0.0918537532057853 | 0.954073123397107 |
28 | 0.0346909934291146 | 0.0693819868582292 | 0.965309006570885 |
29 | 0.0243699418039446 | 0.0487398836078893 | 0.975630058196055 |
30 | 0.0151724075730922 | 0.0303448151461844 | 0.984827592426908 |
31 | 0.239602758715941 | 0.479205517431882 | 0.760397241284059 |
32 | 0.203867294531201 | 0.407734589062402 | 0.796132705468799 |
33 | 0.182371949358405 | 0.36474389871681 | 0.817628050641595 |
34 | 0.142474727032918 | 0.284949454065835 | 0.857525272967082 |
35 | 0.106963233255355 | 0.213926466510709 | 0.893036766744645 |
36 | 0.0859633971985239 | 0.171926794397048 | 0.914036602801476 |
37 | 0.071159030294112 | 0.142318060588224 | 0.928840969705888 |
38 | 0.0589256345418056 | 0.117851269083611 | 0.941074365458194 |
39 | 0.0429913069820912 | 0.0859826139641824 | 0.95700869301791 |
40 | 0.035357425028751 | 0.070714850057502 | 0.96464257497125 |
41 | 0.142699384716878 | 0.285398769433755 | 0.857300615283123 |
42 | 0.154037095776062 | 0.308074191552124 | 0.845962904223938 |
43 | 0.155493296517905 | 0.31098659303581 | 0.844506703482095 |
44 | 0.119257394830840 | 0.238514789661679 | 0.88074260516916 |
45 | 0.0924052496900713 | 0.184810499380143 | 0.907594750309929 |
46 | 0.0725009742152554 | 0.145001948430511 | 0.927499025784745 |
47 | 0.0540847327477676 | 0.108169465495535 | 0.945915267252232 |
48 | 0.0441520517692663 | 0.0883041035385326 | 0.955847948230734 |
49 | 0.0276519904301458 | 0.0553039808602915 | 0.972348009569854 |
50 | 0.0171928285463753 | 0.0343856570927506 | 0.982807171453625 |
51 | 0.00941648338389326 | 0.0188329667677865 | 0.990583516616107 |
52 | 0.00474501928183965 | 0.0094900385636793 | 0.99525498071816 |
53 | 0.00435584399836720 | 0.00871168799673439 | 0.995644156001633 |
54 | 0.00509521445501176 | 0.0101904289100235 | 0.994904785544988 |
55 | 0.00272629450944733 | 0.00545258901889467 | 0.997273705490553 |
56 | 0.064532639380982 | 0.129065278761964 | 0.935467360619018 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 3 | 0.0588235294117647 | NOK |
5% type I error level | 13 | 0.254901960784314 | NOK |
10% type I error level | 24 | 0.470588235294118 | NOK |