Multiple Linear Regression - Estimated Regression Equation |
Mannen[t] = + 2.18740827895666 + 0.523700805492581Vrouwen[t] -0.055791873033909Consumvertr[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) | 2.18740827895666 | 0.457705 | 4.7791 | 5e-06 | 3e-06 |
Vrouwen | 0.523700805492581 | 0.05283 | 9.9129 | 0 | 0 |
Consumvertr | -0.055791873033909 | 0.005352 | -10.4237 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.79967583384841 |
R-squared | 0.639481439241151 |
Adjusted R-squared | 0.633318728800829 |
F-TEST (value) | 103.766264119285 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 117 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.52329703002799 |
Sum Squared Residuals | 32.0392544514255 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 6.5 | 6.34621859053545 | 0.153781409464553 |
2 | 6.3 | 5.97278444172134 | 0.327215558278656 |
3 | 5.9 | 5.70409045400575 | 0.195909545994253 |
4 | 5.5 | 5.86462248813817 | -0.364622488138174 |
5 | 5.2 | 5.70409045400575 | -0.504090454005748 |
6 | 4.9 | 5.54013662738867 | -0.640136627388672 |
7 | 5.4 | 6.01831093730130 | -0.618310937301296 |
8 | 5.8 | 6.11278572094586 | -0.31278572094586 |
9 | 5.7 | 6.3427967980508 | -0.642796798050798 |
10 | 5.6 | 6.06725922536590 | -0.467259225365905 |
11 | 5.5 | 5.85777890316887 | -0.357778903168871 |
12 | 5.4 | 5.59250670793793 | -0.192506707937930 |
13 | 5.4 | 5.3898699707102 | 0.0101300292898011 |
14 | 5.4 | 5.45934901368271 | -0.0593490136827114 |
15 | 5.5 | 5.4104007256181 | 0.0895992743818949 |
16 | 5.8 | 5.73830837885226 | 0.0616916211477428 |
17 | 5.7 | 5.685938298303 | 0.0140617016970011 |
18 | 5.4 | 5.47303618362132 | -0.0730361836213155 |
19 | 5.6 | 5.63014642526909 | -0.0301464252690904 |
20 | 5.8 | 6.0104241590525 | -0.210424159052501 |
21 | 6.2 | 6.44307197338517 | -0.243071973385169 |
22 | 6.8 | 7.36758126756907 | -0.567581267569067 |
23 | 6.7 | 7.5907487597047 | -0.890748759704703 |
24 | 6.7 | 7.24231035156265 | -0.542310351562645 |
25 | 6.4 | 7.00887748197306 | -0.608877481973056 |
26 | 6.3 | 6.84492365535598 | -0.54492365535598 |
27 | 6.3 | 6.57965146012504 | -0.279651460125038 |
28 | 6.4 | 6.32464464234805 | 0.0753553576519507 |
29 | 6.3 | 6.16411260821562 | 0.135887391784376 |
30 | 6 | 6.27227456179879 | -0.272274561798791 |
31 | 6.3 | 7.06124756252231 | -0.761247562522314 |
32 | 6.3 | 7.27757146968865 | -0.97757146968865 |
33 | 6.6 | 7.17283130859013 | -0.572831308590132 |
34 | 7.5 | 6.91098090584384 | 0.589019094156159 |
35 | 7.8 | 6.80966253722998 | 0.990337462770023 |
36 | 7.9 | 7.13757019046413 | 0.762429809535872 |
37 | 7.8 | 7.40284238569507 | 0.397157614304929 |
38 | 7.6 | 7.67837995837996 | -0.0783799583799649 |
39 | 7.5 | 7.74785900135248 | -0.247859001352477 |
40 | 7.6 | 7.09546548736882 | 0.504534512631177 |
41 | 7.5 | 6.82677149965323 | 0.673228500346769 |
42 | 7.3 | 6.88256337268714 | 0.417436627312860 |
43 | 7.6 | 7.67837995837996 | -0.0783799583799649 |
44 | 7.5 | 7.72390645395992 | -0.223906453959921 |
45 | 7.6 | 7.38915521575647 | 0.210844784243533 |
46 | 7.9 | 7.78996370444778 | 0.110036295552218 |
47 | 7.9 | 7.23546676659334 | 0.664533233406657 |
48 | 8.1 | 7.39257700824112 | 0.707422991758882 |
49 | 8.2 | 7.53942187243494 | 0.66057812756506 |
50 | 8 | 7.37546804581786 | 0.624531954182137 |
51 | 7.5 | 7.22520138913939 | 0.274798610860609 |
52 | 6.8 | 6.75729245668072 | 0.0427075433192812 |
53 | 6.5 | 6.71176596110076 | -0.211765961100762 |
54 | 6.6 | 6.6388651256436 | -0.0388651256435986 |
55 | 7.6 | 7.85706414821514 | -0.257064148215140 |
56 | 8 | 8.11207096599213 | -0.112070965992127 |
57 | 8.1 | 8.00733080489361 | 0.0926691951063881 |
58 | 7.7 | 7.75916757208593 | -0.0591675720859244 |
59 | 7.5 | 7.39599880072577 | 0.104001199274232 |
60 | 7.6 | 7.34020692769186 | 0.259793072308140 |
61 | 7.8 | 7.49731716933963 | 0.302682830660366 |
62 | 7.8 | 7.38231163078716 | 0.417688369212835 |
63 | 7.8 | 7.274149677204 | 0.525850322796002 |
64 | 7.5 | 7.2320449741087 | 0.267955025891308 |
65 | 7.5 | 7.46205605121363 | 0.0379439487863695 |
66 | 7.1 | 7.51442613176289 | -0.414426131762889 |
67 | 7.5 | 8.09049701780473 | -0.590497017804728 |
68 | 7.5 | 8.13944530586934 | -0.639445305869335 |
69 | 7.6 | 8.31024271745571 | -0.710242717455713 |
70 | 7.7 | 7.66127099595671 | 0.0387290040432903 |
71 | 7.7 | 7.50758254679359 | 0.192417453206414 |
72 | 7.9 | 7.33678513520721 | 0.563214864792791 |
73 | 8.1 | 7.16598772362083 | 0.934012276379169 |
74 | 8.2 | 7.22177959665474 | 0.97822040334526 |
75 | 8.2 | 7.28441505465795 | 0.915584945342049 |
76 | 8.2 | 7.12388302052553 | 1.07611697947447 |
77 | 7.9 | 7.23546676659334 | 0.664533233406657 |
78 | 7.3 | 7.0122992744577 | 0.287700725542293 |
79 | 6.9 | 7.43125991885177 | -0.531259918851772 |
80 | 6.6 | 7.53600007995029 | -0.936000079950289 |
81 | 6.7 | 7.43125991885177 | -0.731259918851772 |
82 | 6.9 | 6.94624202396985 | -0.0462420239698452 |
83 | 7 | 6.84492365535598 | 0.15507634464402 |
84 | 7.1 | 7.34705051266116 | -0.247050512661162 |
85 | 7.2 | 7.00887748197306 | 0.191122518026944 |
86 | 7.1 | 6.89729373590524 | 0.202706264094762 |
87 | 6.9 | 7.00887748197306 | -0.108877481973056 |
88 | 7 | 6.89387194342059 | 0.106128056579413 |
89 | 6.8 | 6.68439162122356 | 0.115608378776445 |
90 | 6.4 | 6.47833309151117 | -0.078333091511173 |
91 | 6.7 | 6.64228691812825 | 0.0577130818717508 |
92 | 6.6 | 6.54096854951438 | 0.059031450485616 |
93 | 6.4 | 6.33148822731735 | 0.0685117726826489 |
94 | 6.3 | 6.38043651538196 | -0.0804365153819589 |
95 | 6.2 | 6.77097962661932 | -0.570979626619322 |
96 | 6.5 | 6.60018221503294 | -0.100182215032944 |
97 | 6.8 | 6.6593958805515 | 0.140604119448496 |
98 | 6.8 | 6.334910019802 | 0.465089980197998 |
99 | 6.4 | 6.07305961705571 | 0.326940382944289 |
100 | 6.1 | 6.13911686754357 | -0.0391168675435737 |
101 | 5.8 | 6.09359037196362 | -0.293590371963617 |
102 | 6.1 | 6.41465444022847 | -0.314654440228468 |
103 | 7.2 | 7.20704923343664 | -0.007049233436641 |
104 | 7.3 | 7.35731589011511 | -0.0573158901151138 |
105 | 6.9 | 7.03625182185026 | -0.136251821850263 |
106 | 6.1 | 7.2731064839245 | -1.17310648392450 |
107 | 5.8 | 7.34258552689702 | -1.54258552689702 |
108 | 6.2 | 7.66707138764652 | -1.46707138764652 |
109 | 7.1 | 7.64996242522326 | -0.549962425223264 |
110 | 7.7 | 7.92549999790816 | -0.225499997908157 |
111 | 8 | 7.82075983680964 | 0.179240163190359 |
112 | 7.8 | 7.39495560744627 | 0.405044392553726 |
113 | 7.4 | 7.01809966614751 | 0.381900333852486 |
114 | 7.4 | 7.11941803476138 | 0.280581965238621 |
115 | 7.7 | 7.69206712831857 | 0.007932871681432 |
116 | 7.8 | 7.51442613176289 | 0.285573868237111 |
117 | 7.8 | 7.30494580956586 | 0.495054190434144 |
118 | 8 | 6.99414711875496 | 1.00585288124504 |
119 | 8.1 | 6.83019329213788 | 1.26980670786212 |
120 | 8.4 | 7.31863297950446 | 1.08136702049554 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.27586473278979 | 0.55172946557958 | 0.72413526721021 |
7 | 0.154102884338335 | 0.30820576867667 | 0.845897115661665 |
8 | 0.208779831741633 | 0.417559663483267 | 0.791220168258367 |
9 | 0.292313454929630 | 0.584626909859259 | 0.70768654507037 |
10 | 0.199043041728507 | 0.398086083457014 | 0.800956958271493 |
11 | 0.128741122362153 | 0.257482244724306 | 0.871258877637847 |
12 | 0.0862710191805094 | 0.172542038361019 | 0.91372898081949 |
13 | 0.0526476726969316 | 0.105295345393863 | 0.947352327303068 |
14 | 0.0365872446375134 | 0.0731744892750268 | 0.963412755362487 |
15 | 0.0205221646172355 | 0.0410443292344711 | 0.979477835382764 |
16 | 0.0120438519006234 | 0.0240877038012467 | 0.987956148099377 |
17 | 0.00682835584400025 | 0.0136567116880005 | 0.993171644156 |
18 | 0.00407575604658161 | 0.00815151209316322 | 0.995924243953418 |
19 | 0.00212398226526952 | 0.00424796453053905 | 0.99787601773473 |
20 | 0.00150416108992658 | 0.00300832217985315 | 0.998495838910073 |
21 | 0.000890310379374965 | 0.00178062075874993 | 0.999109689620625 |
22 | 0.000593387187905395 | 0.00118677437581079 | 0.999406612812095 |
23 | 0.000555859761598426 | 0.00111171952319685 | 0.999444140238402 |
24 | 0.000300024685232896 | 0.000600049370465792 | 0.999699975314767 |
25 | 0.000168592529738326 | 0.000337185059476651 | 0.999831407470262 |
26 | 9.39627936863505e-05 | 0.000187925587372701 | 0.999906037206314 |
27 | 5.46361428820218e-05 | 0.000109272285764044 | 0.999945363857118 |
28 | 5.46455234964045e-05 | 0.000109291046992809 | 0.999945354476504 |
29 | 5.03541628946294e-05 | 0.000100708325789259 | 0.999949645837105 |
30 | 2.70706713750271e-05 | 5.41413427500542e-05 | 0.999972929328625 |
31 | 2.20637959159082e-05 | 4.41275918318165e-05 | 0.999977936204084 |
32 | 2.95286438601444e-05 | 5.90572877202888e-05 | 0.99997047135614 |
33 | 1.92611639519459e-05 | 3.85223279038918e-05 | 0.999980738836048 |
34 | 0.00130850397666123 | 0.00261700795332247 | 0.99869149602334 |
35 | 0.0420403383659617 | 0.0840806767319233 | 0.957959661634038 |
36 | 0.130434164098636 | 0.260868328197272 | 0.869565835901364 |
37 | 0.161976288201897 | 0.323952576403793 | 0.838023711798103 |
38 | 0.132211018877685 | 0.264422037755371 | 0.867788981122315 |
39 | 0.103828870264961 | 0.207657740529922 | 0.896171129735039 |
40 | 0.116011355307597 | 0.232022710615194 | 0.883988644692403 |
41 | 0.142494944364240 | 0.284989888728481 | 0.85750505563576 |
42 | 0.129878147951503 | 0.259756295903006 | 0.870121852048497 |
43 | 0.102636155920632 | 0.205272311841263 | 0.897363844079368 |
44 | 0.0802274316711697 | 0.160454863342339 | 0.91977256832883 |
45 | 0.0761816042333912 | 0.152363208466782 | 0.923818395766609 |
46 | 0.0614378391960693 | 0.122875678392139 | 0.93856216080393 |
47 | 0.0906150857572973 | 0.181230171514595 | 0.909384914242703 |
48 | 0.13618081167925 | 0.2723616233585 | 0.86381918832075 |
49 | 0.186941301404580 | 0.373882602809161 | 0.81305869859542 |
50 | 0.221376379728388 | 0.442752759456777 | 0.778623620271612 |
51 | 0.194960304105474 | 0.389920608210948 | 0.805039695894526 |
52 | 0.160463690375952 | 0.320927380751903 | 0.839536309624048 |
53 | 0.139194166849992 | 0.278388333699984 | 0.860805833150008 |
54 | 0.114767128487271 | 0.229534256974541 | 0.88523287151273 |
55 | 0.094428920208571 | 0.188857840417142 | 0.905571079791429 |
56 | 0.0743122616421878 | 0.148624523284376 | 0.925687738357812 |
57 | 0.0591620453306366 | 0.118324090661273 | 0.940837954669363 |
58 | 0.0449944777630426 | 0.0899889555260853 | 0.955005522236957 |
59 | 0.0339956377752037 | 0.0679912755504074 | 0.966004362224796 |
60 | 0.0269978750877485 | 0.0539957501754971 | 0.973002124912251 |
61 | 0.0220385450917634 | 0.0440770901835269 | 0.977961454908236 |
62 | 0.0198031976165284 | 0.0396063952330568 | 0.980196802383472 |
63 | 0.0198799943648860 | 0.0397599887297719 | 0.980120005635114 |
64 | 0.0153347678761911 | 0.0306695357523822 | 0.984665232123809 |
65 | 0.0109752727213285 | 0.0219505454426570 | 0.989024727278671 |
66 | 0.0100720730016381 | 0.0201441460032761 | 0.989927926998362 |
67 | 0.0109467618208409 | 0.0218935236416818 | 0.98905323817916 |
68 | 0.0124722403054415 | 0.0249444806108829 | 0.987527759694559 |
69 | 0.0157475830453742 | 0.0314951660907484 | 0.984252416954626 |
70 | 0.0112245947400436 | 0.0224491894800872 | 0.988775405259956 |
71 | 0.0081866300946737 | 0.0163732601893474 | 0.991813369905326 |
72 | 0.00849115103367423 | 0.0169823020673485 | 0.991508848966326 |
73 | 0.0170733658605655 | 0.034146731721131 | 0.982926634139434 |
74 | 0.0351234742519956 | 0.0702469485039911 | 0.964876525748004 |
75 | 0.0611861415447048 | 0.122372283089410 | 0.938813858455295 |
76 | 0.130300797309975 | 0.260601594619951 | 0.869699202690025 |
77 | 0.152044082482178 | 0.304088164964356 | 0.847955917517822 |
78 | 0.130936678098451 | 0.261873356196903 | 0.869063321901549 |
79 | 0.123484545438615 | 0.24696909087723 | 0.876515454561385 |
80 | 0.180888377361121 | 0.361776754722241 | 0.81911162263888 |
81 | 0.223410956152964 | 0.446821912305928 | 0.776589043847036 |
82 | 0.189456790986471 | 0.378913581972943 | 0.810543209013529 |
83 | 0.155061625079024 | 0.310123250158048 | 0.844938374920976 |
84 | 0.133343466717042 | 0.266686933434085 | 0.866656533282958 |
85 | 0.106181595517138 | 0.212363191034277 | 0.893818404482862 |
86 | 0.0835678469534269 | 0.167135693906854 | 0.916432153046573 |
87 | 0.0686883961199022 | 0.137376792239804 | 0.931311603880098 |
88 | 0.0541058111562857 | 0.108211622312571 | 0.945894188843714 |
89 | 0.0420642470901613 | 0.0841284941803226 | 0.957935752909839 |
90 | 0.0349751363064089 | 0.0699502726128179 | 0.965024863693591 |
91 | 0.0269212320734215 | 0.053842464146843 | 0.973078767926578 |
92 | 0.0200343608994065 | 0.040068721798813 | 0.979965639100594 |
93 | 0.0143348688199826 | 0.0286697376399651 | 0.985665131180017 |
94 | 0.0121650442021884 | 0.0243300884043769 | 0.987834955797812 |
95 | 0.0174924314285428 | 0.0349848628570856 | 0.982507568571457 |
96 | 0.0163954412405898 | 0.0327908824811797 | 0.98360455875941 |
97 | 0.0118348760640229 | 0.0236697521280458 | 0.988165123935977 |
98 | 0.00825971158531846 | 0.0165194231706369 | 0.991740288414682 |
99 | 0.00541362517355567 | 0.0108272503471113 | 0.994586374826444 |
100 | 0.00363053572973667 | 0.00726107145947335 | 0.996369464270263 |
101 | 0.00324012661195835 | 0.0064802532239167 | 0.996759873388042 |
102 | 0.0043200336770929 | 0.0086400673541858 | 0.995679966322907 |
103 | 0.00284654200343380 | 0.00569308400686759 | 0.997153457996566 |
104 | 0.00221128510881468 | 0.00442257021762936 | 0.997788714891185 |
105 | 0.00444887710960628 | 0.00889775421921255 | 0.995551122890394 |
106 | 0.0460936380491606 | 0.0921872760983213 | 0.95390636195084 |
107 | 0.381017684456587 | 0.762035368913174 | 0.618982315543413 |
108 | 0.86030020699716 | 0.27939958600568 | 0.13969979300284 |
109 | 0.93404262635821 | 0.131914747283579 | 0.0659573736417893 |
110 | 0.8853983979627 | 0.229203204074601 | 0.114601602037301 |
111 | 0.86110877795547 | 0.277782444089061 | 0.138891222044530 |
112 | 0.823506264673253 | 0.352987470653495 | 0.176493735326747 |
113 | 0.735765315201897 | 0.528469369596205 | 0.264234684798103 |
114 | 0.861192444769053 | 0.277615110461895 | 0.138807555230947 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 23 | 0.211009174311927 | NOK |
5% type I error level | 47 | 0.431192660550459 | NOK |
10% type I error level | 57 | 0.522935779816514 | NOK |