Multiple Linear Regression - Estimated Regression Equation |
PS[t] = + 6.5867952337856 -0.878020762828454Roken[t] -1.3024665063434Geslacht[t] + 0.0879722811529304Leeftijd[t] + 0.401296015151827O[t] + 0.130024469727997CMD[t] + 0.169296265598382PEC[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) | 6.5867952337856 | 3.140785 | 2.0972 | 0.037713 | 0.018857 |
Roken | -0.878020762828454 | 0.58383 | -1.5039 | 0.134783 | 0.067391 |
Geslacht | -1.3024665063434 | 0.609028 | -2.1386 | 0.034144 | 0.017072 |
Leeftijd | 0.0879722811529304 | 0.085701 | 1.0265 | 0.306362 | 0.153181 |
O | 0.401296015151827 | 0.079976 | 5.0177 | 2e-06 | 1e-06 |
CMD | 0.130024469727997 | 0.042259 | 3.0769 | 0.002502 | 0.001251 |
PEC | 0.169296265598382 | 0.058105 | 2.9136 | 0.004139 | 0.00207 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.534702007831309 |
R-squared | 0.285906237178833 |
Adjusted R-squared | 0.256357529751751 |
F-TEST (value) | 9.6757612116998 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 145 |
p-value | 5.97857463535689e-09 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.5800265148466 |
Sum Squared Residuals | 1858.40552781568 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 15 | 15.7877922709388 | -0.787792270938764 |
2 | 23 | 21.65503012624 | 1.34496987376001 |
3 | 26 | 24.0175862643184 | 1.98241373568164 |
4 | 19 | 19.4622913577629 | -0.462291357762933 |
5 | 19 | 19.490297355108 | -0.490297355107969 |
6 | 16 | 21.5977515845095 | -5.59775158450947 |
7 | 23 | 23.791812071016 | -0.791812071015971 |
8 | 22 | 20.4376645627971 | 1.5623354372029 |
9 | 19 | 21.625800774412 | -2.62580077441201 |
10 | 24 | 20.3097591619039 | 3.69024083809615 |
11 | 19 | 18.3979896430298 | 0.602010356970163 |
12 | 25 | 23.2383376481542 | 1.76166235184575 |
13 | 23 | 26.0262303065493 | -3.02623030654934 |
14 | 31 | 24.5612663245339 | 6.43873367546606 |
15 | 29 | 23.9856240890254 | 5.01437591097461 |
16 | 18 | 19.4457413977479 | -1.44574139774791 |
17 | 17 | 19.487793586323 | -2.48779358632298 |
18 | 22 | 20.9684568953892 | 1.03154310461078 |
19 | 21 | 22.695281055053 | -1.69528105505296 |
20 | 24 | 23.2600205010709 | 0.73997949892912 |
21 | 22 | 21.9928271954616 | 0.00717280453843304 |
22 | 16 | 19.2212329687135 | -3.22123296871349 |
23 | 22 | 22.4621038151767 | -0.462103815176689 |
24 | 21 | 22.2286948490178 | -1.22869484901781 |
25 | 25 | 21.5852605426711 | 3.41473945732894 |
26 | 22 | 24.2415716931164 | -2.24157169311641 |
27 | 24 | 20.8649789729619 | 3.13502102703813 |
28 | 21 | 24.9883851600922 | -3.98838516009217 |
29 | 25 | 22.6030110885594 | 2.39698891144063 |
30 | 29 | 29.0028047616548 | -0.00280476165483319 |
31 | 19 | 20.655661313678 | -1.65566131367803 |
32 | 29 | 22.8089924430999 | 6.19100755690013 |
33 | 25 | 21.1182464441282 | 3.88175355587184 |
34 | 19 | 24.1004751106395 | -5.10047511063948 |
35 | 27 | 20.9396169508821 | 6.06038304911788 |
36 | 25 | 22.6247517840676 | 2.37524821593241 |
37 | 23 | 23.2375899391693 | -0.237589939169288 |
38 | 24 | 23.2201901215592 | 0.779809878440759 |
39 | 23 | 22.1508506216532 | 0.849149378346839 |
40 | 25 | 21.5118100982461 | 3.48818990175386 |
41 | 26 | 22.7123013247641 | 3.2876986752359 |
42 | 23 | 20.8162240920595 | 2.18377590794052 |
43 | 22 | 21.1400626155649 | 0.859937384435056 |
44 | 32 | 23.3209300684703 | 8.67906993152973 |
45 | 22 | 23.7164284198788 | -1.7164284198788 |
46 | 18 | 24.5447171398881 | -6.54471713988807 |
47 | 19 | 19.327324233938 | -0.327324233937992 |
48 | 23 | 20.4667112849731 | 2.53328871502695 |
49 | 24 | 20.5059830808434 | 3.49401691915657 |
50 | 19 | 22.2746546871814 | -3.27465468718143 |
51 | 16 | 21.2295069610283 | -5.2295069610283 |
52 | 23 | 23.2041563279971 | -0.204156327997115 |
53 | 17 | 20.1408329462216 | -3.14083294622163 |
54 | 17 | 23.024638582614 | -6.02463858261398 |
55 | 28 | 22.0402923478297 | 5.95970765217031 |
56 | 24 | 21.4911588028661 | 2.50884119713385 |
57 | 21 | 19.1837982819563 | 1.81620171804371 |
58 | 14 | 19.8254930673672 | -5.8254930673672 |
59 | 21 | 22.1305199181195 | -1.13051991811953 |
60 | 20 | 23.3928832060952 | -3.39288320609515 |
61 | 25 | 23.5335138555581 | 1.46648614444186 |
62 | 20 | 21.758940103356 | -1.75894010335598 |
63 | 17 | 22.6317269381337 | -5.63172693813372 |
64 | 26 | 27.3214874520953 | -1.32148745209528 |
65 | 17 | 20.5164901142594 | -3.51649011425943 |
66 | 17 | 20.8737980699247 | -3.87379806992467 |
67 | 24 | 22.6201774748072 | 1.37982252519276 |
68 | 30 | 25.3710131055139 | 4.62898689448607 |
69 | 25 | 22.4038285239453 | 2.59617147605475 |
70 | 15 | 21.790197578471 | -6.79019757847097 |
71 | 25 | 22.9675822691833 | 2.03241773081669 |
72 | 18 | 25.5699234228905 | -7.56992342289053 |
73 | 20 | 23.0677204398956 | -3.06772043989557 |
74 | 32 | 27.6931745675202 | 4.30682543247979 |
75 | 14 | 15.0959826315886 | -1.09598263158855 |
76 | 20 | 20.3422511945641 | -0.342251194564103 |
77 | 25 | 23.5491197566125 | 1.45088024338749 |
78 | 25 | 24.7105733939914 | 0.289426606008589 |
79 | 25 | 22.5073642889642 | 2.49263571103581 |
80 | 35 | 22.1461328600553 | 12.8538671399447 |
81 | 29 | 24.165574287349 | 4.83442571265101 |
82 | 25 | 25.8814100477762 | -0.881410047776233 |
83 | 21 | 22.6201774748072 | -1.62017747480724 |
84 | 21 | 21.2736331370505 | -0.273633137050487 |
85 | 24 | 25.6690172748622 | -1.66901727486218 |
86 | 26 | 22.066796477942 | 3.93320352205802 |
87 | 24 | 24.1987267141688 | -0.198726714168755 |
88 | 20 | 24.9549707593868 | -4.95497075938679 |
89 | 24 | 24.2490706227881 | -0.249070622788071 |
90 | 18 | 19.1104003443211 | -1.1104003443211 |
91 | 17 | 19.1417029008237 | -2.14170290082371 |
92 | 22 | 22.8699470918869 | -0.869947091886888 |
93 | 22 | 24.1574241234088 | -2.15742412340876 |
94 | 22 | 20.9021802283569 | 1.09781977164312 |
95 | 24 | 25.4701691767594 | -1.47016917675935 |
96 | 32 | 24.0574796384729 | 7.94252036152708 |
97 | 19 | 20.5529383248676 | -1.55293832486762 |
98 | 21 | 21.4789497207493 | -0.478949720749304 |
99 | 23 | 23.7549074253766 | -0.754907425376594 |
100 | 26 | 21.3554274311921 | 4.64457256880795 |
101 | 18 | 23.0795016295047 | -5.07950162950466 |
102 | 19 | 19.5797669430609 | -0.579766943060935 |
103 | 22 | 24.5765478486784 | -2.57654784867839 |
104 | 27 | 20.5743824106202 | 6.4256175893798 |
105 | 21 | 20.9549388564469 | 0.0450611435531078 |
106 | 20 | 21.4534421563874 | -1.45344215638739 |
107 | 21 | 24.1106031644278 | -3.11060316442777 |
108 | 20 | 24.776673696884 | -4.776673696884 |
109 | 29 | 22.1817736302569 | 6.81822636974314 |
110 | 30 | 23.6850402536303 | 6.31495974636969 |
111 | 23 | 23.1565001614552 | -0.15650016145517 |
112 | 29 | 19.7725095467781 | 9.22749045322193 |
113 | 19 | 22.6820303257981 | -3.68203032579812 |
114 | 26 | 24.7233989023411 | 1.2766010976589 |
115 | 22 | 21.3335130357434 | 0.666486964256646 |
116 | 26 | 26.2698303211394 | -0.269830321139417 |
117 | 27 | 25.2073830371562 | 1.79261696284381 |
118 | 19 | 22.5497362940165 | -3.54973629401647 |
119 | 24 | 23.3416789520276 | 0.658321047972382 |
120 | 26 | 21.1291345835847 | 4.8708654164153 |
121 | 22 | 19.7302231514717 | 2.26977684852833 |
122 | 23 | 24.7830704652235 | -1.78307046522347 |
123 | 25 | 22.8798036738068 | 2.1201963261932 |
124 | 19 | 23.6649475418916 | -4.66494754189157 |
125 | 20 | 22.4456472811581 | -2.44564728115814 |
126 | 25 | 23.6901280651443 | 1.3098719348557 |
127 | 14 | 19.122372548104 | -5.12237254810401 |
128 | 20 | 18.7560127867263 | 1.24398721327374 |
129 | 27 | 25.5380495215427 | 1.46195047845731 |
130 | 21 | 22.9821585015312 | -1.98215850153116 |
131 | 21 | 21.2947998235142 | -0.294799823514223 |
132 | 14 | 19.3077908812097 | -5.30779088120966 |
133 | 21 | 24.5187816830184 | -3.51878168301841 |
134 | 23 | 21.916120712834 | 1.08387928716601 |
135 | 18 | 20.8043062838964 | -2.80430628389641 |
136 | 20 | 21.7989217514557 | -1.79892175145568 |
137 | 19 | 22.2076156611301 | -3.20761566113006 |
138 | 15 | 20.456567023009 | -5.45656702300905 |
139 | 23 | 21.7382490623902 | 1.26175093760978 |
140 | 26 | 25.6139053712061 | 0.386094628793907 |
141 | 21 | 23.3127367119725 | -2.31273671197253 |
142 | 13 | 16.1424490270512 | -3.14244902705121 |
143 | 24 | 21.0414967689431 | 2.95850323105694 |
144 | 17 | 18.2144582077956 | -1.21445820779565 |
145 | 21 | 24.4858383673783 | -3.48583836737829 |
146 | 28 | 25.9701751193018 | 2.02982488069825 |
147 | 22 | 22.0836230618767 | -0.0836230618766936 |
148 | 25 | 19.4428607452633 | 5.55713925473672 |
149 | 18 | 20.8929452247211 | -2.89294522472114 |
150 | 27 | 24.7899124477074 | 2.21008755229263 |
151 | 25 | 23.6429302224637 | 1.35706977753635 |
152 | 21 | 21.9006150715596 | -0.900615071559567 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.432356550720764 | 0.864713101441527 | 0.567643449279236 |
11 | 0.40025026463314 | 0.80050052926628 | 0.59974973536686 |
12 | 0.27265282388051 | 0.54530564776102 | 0.72734717611949 |
13 | 0.186051669671825 | 0.37210333934365 | 0.813948330328175 |
14 | 0.542168424752701 | 0.915663150494598 | 0.457831575247299 |
15 | 0.50533126121678 | 0.98933747756644 | 0.49466873878322 |
16 | 0.495370815000722 | 0.990741630001444 | 0.504629184999278 |
17 | 0.445440151396905 | 0.89088030279381 | 0.554559848603095 |
18 | 0.388733663585913 | 0.777467327171825 | 0.611266336414087 |
19 | 0.306882365923537 | 0.613764731847075 | 0.693117634076463 |
20 | 0.23386823460055 | 0.467736469201099 | 0.76613176539945 |
21 | 0.176081090253413 | 0.352162180506826 | 0.823918909746587 |
22 | 0.156692866161707 | 0.313385732323414 | 0.843307133838293 |
23 | 0.112447546274893 | 0.224895092549785 | 0.887552453725107 |
24 | 0.0828561644736478 | 0.165712328947296 | 0.917143835526352 |
25 | 0.0892839624721971 | 0.178567924944394 | 0.910716037527803 |
26 | 0.0773165705974768 | 0.154633141194954 | 0.922683429402523 |
27 | 0.066056318703121 | 0.132112637406242 | 0.933943681296879 |
28 | 0.111914519376095 | 0.223829038752191 | 0.888085480623905 |
29 | 0.0896828436951455 | 0.179365687390291 | 0.910317156304854 |
30 | 0.0668473718766257 | 0.133694743753251 | 0.933152628123374 |
31 | 0.0550948608540267 | 0.110189721708053 | 0.944905139145973 |
32 | 0.0839051837389558 | 0.167810367477912 | 0.916094816261044 |
33 | 0.0749804827154979 | 0.149960965430996 | 0.925019517284502 |
34 | 0.124122204730737 | 0.248244409461475 | 0.875877795269263 |
35 | 0.117783398901176 | 0.235566797802352 | 0.882216601098824 |
36 | 0.101334670187886 | 0.202669340375771 | 0.898665329812114 |
37 | 0.0784069829338158 | 0.156813965867632 | 0.921593017066184 |
38 | 0.0617346298717905 | 0.123469259743581 | 0.93826537012821 |
39 | 0.0470602024237269 | 0.0941204048474538 | 0.952939797576273 |
40 | 0.0474262489454695 | 0.094852497890939 | 0.95257375105453 |
41 | 0.0491130073079332 | 0.0982260146158665 | 0.950886992692067 |
42 | 0.0481278502174837 | 0.0962557004349675 | 0.951872149782516 |
43 | 0.0541456792460446 | 0.108291358492089 | 0.945854320753955 |
44 | 0.148082754862538 | 0.296165509725077 | 0.851917245137461 |
45 | 0.13122573246677 | 0.26245146493354 | 0.86877426753323 |
46 | 0.20194823812014 | 0.403896476240279 | 0.79805176187986 |
47 | 0.168262767368326 | 0.336525534736652 | 0.831737232631674 |
48 | 0.149178113032168 | 0.298356226064337 | 0.850821886967831 |
49 | 0.14131300241136 | 0.28262600482272 | 0.85868699758864 |
50 | 0.137347983331985 | 0.27469596666397 | 0.862652016668015 |
51 | 0.157829625882356 | 0.315659251764712 | 0.842170374117644 |
52 | 0.130817353170346 | 0.261634706340692 | 0.869182646829654 |
53 | 0.123172217673059 | 0.246344435346118 | 0.876827782326941 |
54 | 0.162758152874464 | 0.325516305748928 | 0.837241847125536 |
55 | 0.19288708377865 | 0.385774167557299 | 0.80711291622135 |
56 | 0.170863481201804 | 0.341726962403608 | 0.829136518798196 |
57 | 0.165768255604088 | 0.331536511208175 | 0.834231744395912 |
58 | 0.200783697501669 | 0.401567395003339 | 0.799216302498331 |
59 | 0.174315153008965 | 0.34863030601793 | 0.825684846991035 |
60 | 0.178811801185642 | 0.357623602371284 | 0.821188198814358 |
61 | 0.160868835217006 | 0.321737670434012 | 0.839131164782994 |
62 | 0.157826746926803 | 0.315653493853605 | 0.842173253073197 |
63 | 0.202423279404688 | 0.404846558809377 | 0.797576720595312 |
64 | 0.174864983397951 | 0.349729966795902 | 0.825135016602049 |
65 | 0.18045281933459 | 0.36090563866918 | 0.81954718066541 |
66 | 0.276142697274443 | 0.552285394548886 | 0.723857302725557 |
67 | 0.243922112131126 | 0.487844224262251 | 0.756077887868874 |
68 | 0.287802315419413 | 0.575604630838826 | 0.712197684580587 |
69 | 0.270287842701227 | 0.540575685402453 | 0.729712157298773 |
70 | 0.370989449034487 | 0.741978898068974 | 0.629010550965513 |
71 | 0.345029399920885 | 0.69005879984177 | 0.654970600079115 |
72 | 0.483391881514233 | 0.966783763028466 | 0.516608118485767 |
73 | 0.46780796587608 | 0.93561593175216 | 0.53219203412392 |
74 | 0.512918501491588 | 0.974162997016824 | 0.487081498508412 |
75 | 0.4736857521619 | 0.9473715043238 | 0.5263142478381 |
76 | 0.429264121107502 | 0.858528242215003 | 0.570735878892498 |
77 | 0.393514671342652 | 0.787029342685303 | 0.606485328657348 |
78 | 0.367181406171089 | 0.734362812342178 | 0.632818593828911 |
79 | 0.349867922590938 | 0.699735845181876 | 0.650132077409062 |
80 | 0.862771485983476 | 0.274457028033049 | 0.137228514016524 |
81 | 0.900051160313747 | 0.199897679372507 | 0.0999488396862534 |
82 | 0.877891057707669 | 0.244217884584662 | 0.122108942292331 |
83 | 0.856035954344368 | 0.287928091311264 | 0.143964045655632 |
84 | 0.82832969534546 | 0.343340609309079 | 0.171670304654539 |
85 | 0.800990549361206 | 0.398018901277588 | 0.199009450638794 |
86 | 0.80586501948417 | 0.388269961031662 | 0.194134980515831 |
87 | 0.772365994015475 | 0.45526801196905 | 0.227634005984525 |
88 | 0.79408443054432 | 0.411831138911361 | 0.20591556945568 |
89 | 0.757509246799424 | 0.484981506401152 | 0.242490753200576 |
90 | 0.725003413302563 | 0.549993173394874 | 0.274996586697437 |
91 | 0.707011668740476 | 0.585976662519049 | 0.292988331259524 |
92 | 0.669285129641017 | 0.661429740717966 | 0.330714870358983 |
93 | 0.641951138631042 | 0.716097722737916 | 0.358048861368958 |
94 | 0.59766386780529 | 0.80467226438942 | 0.40233613219471 |
95 | 0.555233330904036 | 0.889533338191928 | 0.444766669095964 |
96 | 0.73035085125937 | 0.53929829748126 | 0.26964914874063 |
97 | 0.695045214392768 | 0.609909571214465 | 0.304954785607232 |
98 | 0.649406329588502 | 0.701187340822995 | 0.350593670411498 |
99 | 0.601557119986164 | 0.796885760027672 | 0.398442880013836 |
100 | 0.648782922314135 | 0.70243415537173 | 0.351217077685865 |
101 | 0.664912428839276 | 0.670175142321448 | 0.335087571160724 |
102 | 0.617087891562988 | 0.765824216874023 | 0.382912108437012 |
103 | 0.610094581644188 | 0.779810836711623 | 0.389905418355812 |
104 | 0.738421364790522 | 0.523157270418956 | 0.261578635209478 |
105 | 0.694305138628639 | 0.611389722742722 | 0.305694861371361 |
106 | 0.657393110025726 | 0.685213779948547 | 0.342606889974274 |
107 | 0.623805969738312 | 0.752388060523376 | 0.376194030261688 |
108 | 0.703702135655018 | 0.592595728689963 | 0.296297864344982 |
109 | 0.848891904298643 | 0.302216191402713 | 0.151108095701357 |
110 | 0.88929959545351 | 0.221400809092979 | 0.11070040454649 |
111 | 0.863170307744806 | 0.273659384510389 | 0.136829692255194 |
112 | 0.966044069189913 | 0.0679118616201731 | 0.0339559308100866 |
113 | 0.96663864861835 | 0.0667227027632984 | 0.0333613513816492 |
114 | 0.954376575717685 | 0.0912468485646305 | 0.0456234242823153 |
115 | 0.937782239302536 | 0.124435521394927 | 0.0622177606974636 |
116 | 0.917060896492614 | 0.165878207014771 | 0.0829391035073855 |
117 | 0.898749047289424 | 0.202501905421151 | 0.101250952710576 |
118 | 0.884356447722752 | 0.231287104554495 | 0.115643552277248 |
119 | 0.85752686349467 | 0.284946273010661 | 0.142473136505331 |
120 | 0.918129342164077 | 0.163741315671846 | 0.0818706578359229 |
121 | 0.917370628117356 | 0.165258743765288 | 0.082629371882644 |
122 | 0.895151673206679 | 0.209696653586642 | 0.104848326793321 |
123 | 0.873723756895788 | 0.252552486208423 | 0.126276243104212 |
124 | 0.882429460546323 | 0.235141078907354 | 0.117570539453677 |
125 | 0.860757239595526 | 0.278485520808949 | 0.139242760404475 |
126 | 0.839248574305046 | 0.321502851389908 | 0.160751425694954 |
127 | 0.85284910418387 | 0.294301791632259 | 0.147150895816129 |
128 | 0.841327584367174 | 0.317344831265651 | 0.158672415632826 |
129 | 0.794939328051083 | 0.410121343897834 | 0.205060671948917 |
130 | 0.736095660511103 | 0.527808678977793 | 0.263904339488897 |
131 | 0.683011516413236 | 0.633976967173528 | 0.316988483586764 |
132 | 0.725630614850558 | 0.548738770298884 | 0.274369385149442 |
133 | 0.785274823897846 | 0.429450352204308 | 0.214725176102154 |
134 | 0.719805899989074 | 0.560388200021853 | 0.280194100010926 |
135 | 0.76393604723597 | 0.472127905528061 | 0.236063952764031 |
136 | 0.681687268779393 | 0.636625462441214 | 0.318312731220607 |
137 | 0.626277774224825 | 0.74744445155035 | 0.373722225775175 |
138 | 0.778740438034608 | 0.442519123930784 | 0.221259561965392 |
139 | 0.793958362932702 | 0.412083274134595 | 0.206041637067298 |
140 | 0.680255016095074 | 0.639489967809853 | 0.319744983904926 |
141 | 0.539045594429851 | 0.921908811140297 | 0.460954405570149 |
142 | 0.954125271943062 | 0.0917494561138752 | 0.0458747280569376 |
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 | 0 | 0 | OK |
10% type I error level | 8 | 0.0601503759398496 | OK |