Multiple Linear Regression - Estimated Regression Equation |
Mannen[t] = + 3.68452713026474 + 0.426921611066371Vrouwen[t] -0.393998879715656Inflatie[t] -0.0659007049273914Consumvertr[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) | 3.68452713026474 | 0.563644 | 6.537 | 0 | 0 |
Vrouwen | 0.426921611066371 | 0.054908 | 7.7752 | 0 | 0 |
Inflatie | -0.393998879715656 | 0.096037 | -4.1026 | 7.6e-05 | 3.8e-05 |
Consumvertr | -0.0659007049273914 | 0.005595 | -11.7783 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.827745529807599 |
R-squared | 0.685162662116463 |
Adjusted R-squared | 0.677020317171199 |
F-TEST (value) | 84.148076103678 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 116 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.49112439590422 |
Sum Squared Residuals | 27.9795679812651 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 6.5 | 7.12742245223832 | -0.627422452238318 |
2 | 6.3 | 6.11236214133374 | 0.187637858666263 |
3 | 5.9 | 5.73428458424434 | 0.165715415755657 |
4 | 5.5 | 5.88556961138501 | -0.385569611385008 |
5 | 5.2 | 5.77368447221591 | -0.573684472215908 |
6 | 4.9 | 5.55979101328292 | -0.659791013282922 |
7 | 5.4 | 6.58143587045765 | -1.18143587045765 |
8 | 5.8 | 5.84859668974891 | -0.0485966897489136 |
9 | 5.7 | 6.27681626101469 | -0.576816261014685 |
10 | 5.6 | 5.97052128019848 | -0.370521280198483 |
11 | 5.5 | 5.8391525237435 | -0.339152523743499 |
12 | 5.4 | 5.52368339844643 | -0.123683398446428 |
13 | 5.4 | 5.39933184166139 | 0.000668158338611988 |
14 | 5.4 | 5.5580667218718 | -0.158066721871797 |
15 | 5.5 | 5.61738288052905 | -0.117382880529046 |
16 | 5.8 | 5.84817035853719 | -0.0481703585371886 |
17 | 5.7 | 5.76607830945899 | -0.0660783094589857 |
18 | 5.4 | 5.53270123324012 | -0.132701233240117 |
19 | 5.6 | 5.54257805264533 | 0.0574219473546677 |
20 | 5.8 | 5.97365724364637 | -0.173657243646375 |
21 | 6.2 | 6.28982904386779 | -0.089829043867792 |
22 | 6.8 | 7.16888144494504 | -0.368881444945035 |
23 | 6.7 | 7.35368448871147 | -0.653684488711469 |
24 | 6.7 | 6.90484597183567 | -0.204845971835669 |
25 | 6.4 | 6.6110174086354 | -0.211017408635406 |
26 | 6.3 | 6.31832417375929 | -0.0183241737592898 |
27 | 6.3 | 6.12105471237692 | 0.178945287623085 |
28 | 6.4 | 6.19041032231463 | 0.209589677685368 |
29 | 6.3 | 6.03912529517397 | 0.260874704826034 |
30 | 6 | 6.147718161208 | -0.147718161207995 |
31 | 6.3 | 6.89010889757144 | -0.590108897571437 |
32 | 6.3 | 7.1072946296395 | -0.807294629639494 |
33 | 6.6 | 7.14010997134092 | -0.540109971340917 |
34 | 7.5 | 7.04484882972243 | 0.455151170277573 |
35 | 7.8 | 7.02207293930147 | 0.777927060698526 |
36 | 7.9 | 7.33166019325275 | 0.568339806747253 |
37 | 7.8 | 7.60772943057825 | 0.192270569421747 |
38 | 7.6 | 7.91402441139446 | -0.314024411394456 |
39 | 7.5 | 8.0333594036333 | -0.533359403633299 |
40 | 7.6 | 7.12219433577898 | 0.47780566422102 |
41 | 7.5 | 6.98051610651898 | 0.519483893481017 |
42 | 7.3 | 7.00701692347481 | 0.292983076525191 |
43 | 7.6 | 7.7564248595082 | -0.156424859508194 |
44 | 7.5 | 7.79209982094489 | -0.292099820944888 |
45 | 7.6 | 7.35729570340897 | 0.242704296591026 |
46 | 7.9 | 7.80942649341984 | 0.0905735065801552 |
47 | 7.9 | 7.21302787593825 | 0.686972124061749 |
48 | 8.1 | 7.38050424722973 | 0.719495752770271 |
49 | 8.2 | 7.47835498705894 | 0.721645012941057 |
50 | 8 | 7.22506164015439 | 0.774938359845609 |
51 | 7.5 | 7.22220202041912 | 0.277797979580880 |
52 | 6.8 | 6.90058100225171 | -0.100581002251706 |
53 | 6.5 | 6.90430592878658 | -0.404305928786577 |
54 | 6.6 | 6.80116228069855 | -0.201162280698545 |
55 | 7.6 | 7.83651627346265 | -0.236516273462651 |
56 | 8 | 8.00355999135433 | -0.00355999135432682 |
57 | 8.1 | 7.95757555711262 | 0.142424442887381 |
58 | 7.7 | 7.83694892686245 | -0.13694892686245 |
59 | 7.5 | 7.60071223090831 | -0.10071223090831 |
60 | 7.6 | 7.57421141395248 | 0.0257885860475155 |
61 | 7.8 | 7.5840882333577 | 0.215911766642301 |
62 | 7.8 | 7.5078780556253 | 0.292121944374707 |
63 | 7.8 | 7.28108552567657 | 0.518914474323432 |
64 | 7.5 | 7.46561854791846 | 0.0343814520815443 |
65 | 7.5 | 7.6968386793264 | -0.196838679326399 |
66 | 7.1 | 7.6607310644899 | -0.560731064489905 |
67 | 7.5 | 8.28794438854917 | -0.787944388549175 |
68 | 7.5 | 8.18922834192036 | -0.689228341920362 |
69 | 7.6 | 8.44953888849486 | -0.849538888494856 |
70 | 7.7 | 7.71918191634755 | -0.0191819163475530 |
71 | 7.7 | 7.57491408887683 | 0.12508591112317 |
72 | 7.9 | 7.31460354230234 | 0.585396457697663 |
73 | 8.1 | 7.3300922115288 | 0.769907788471198 |
74 | 8.2 | 7.19899347659836 | 1.00100652340163 |
75 | 8.2 | 7.42951093308196 | 0.770489066918038 |
76 | 8.2 | 7.12062635405503 | 1.07937364594497 |
77 | 7.9 | 7.29182765188138 | 0.608172348118618 |
78 | 7.3 | 6.98882494420025 | 0.311175055799749 |
79 | 6.9 | 7.25156245711022 | -0.351562457110217 |
80 | 6.6 | 7.37634666729506 | -0.776346667295057 |
81 | 6.7 | 7.25156245711022 | -0.551562457110217 |
82 | 6.9 | 6.89269849578216 | 0.00730150421783795 |
83 | 7 | 6.8699226053612 | 0.130077394638792 |
84 | 7.1 | 7.42362906173616 | -0.323629061736165 |
85 | 7.2 | 7.00501628835106 | 0.194983711648938 |
86 | 7.1 | 6.83381499052471 | 0.266185009475286 |
87 | 6.9 | 6.8474167364648 | 0.0525832635352007 |
88 | 7 | 6.69240678278926 | 0.307593217210738 |
89 | 6.8 | 6.56103802633428 | 0.238961973665720 |
90 | 6.4 | 6.49227770167162 | -0.0922777016716169 |
91 | 6.7 | 6.62737138466147 | 0.0726286153385288 |
92 | 6.6 | 6.52579571829739 | 0.074204281702614 |
93 | 6.4 | 6.43382684981397 | -0.0338268498139682 |
94 | 6.3 | 6.33511080318515 | -0.0351108031851547 |
95 | 6.2 | 6.75701584970533 | -0.557015849705329 |
96 | 6.5 | 6.4179055271877 | 0.0820944728122966 |
97 | 6.8 | 6.46761488796428 | 0.332385112035716 |
98 | 6.8 | 6.1418362898622 | 0.658163710137802 |
99 | 6.4 | 5.88897559635745 | 0.511024403642554 |
100 | 6.1 | 6.18210148463336 | -0.0821014846333637 |
101 | 5.8 | 6.06762674725354 | -0.267626747253538 |
102 | 6.1 | 6.25199713762017 | -0.151997137620173 |
103 | 7.2 | 6.93879664186124 | 0.261203358138762 |
104 | 7.3 | 6.98105614956807 | 0.318943850431925 |
105 | 6.9 | 6.63908620731518 | 0.260913792684822 |
106 | 6.1 | 6.9561233143362 | -0.856123314336196 |
107 | 5.8 | 7.19365797048974 | -1.39365797048974 |
108 | 6.2 | 7.59823634453495 | -1.39823634453495 |
109 | 7.1 | 7.67919306528901 | -0.579193065289009 |
110 | 7.7 | 7.86728838219052 | -0.167288382190515 |
111 | 8 | 7.86070383592037 | 0.139296164079629 |
112 | 7.8 | 7.35454979551107 | 0.445450204488931 |
113 | 7.4 | 7.10427870021704 | 0.295721299782957 |
114 | 7.4 | 7.20585436658113 | 0.194145633418871 |
115 | 7.7 | 7.80985914681964 | -0.109859146819645 |
116 | 7.8 | 7.54253140057521 | 0.257468599424792 |
117 | 7.8 | 7.29296298020553 | 0.507037019794471 |
118 | 8 | 7.21761810927272 | 0.782381890727277 |
119 | 8.1 | 7.08252442628287 | 1.01747557371713 |
120 | 8.4 | 7.62219648331794 | 0.777803516682061 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.371898082465908 | 0.743796164931816 | 0.628101917534092 |
8 | 0.251730794010919 | 0.503461588021838 | 0.74826920598908 |
9 | 0.54574599183176 | 0.908508016336479 | 0.454254008168239 |
10 | 0.424140127407054 | 0.848280254814108 | 0.575859872592946 |
11 | 0.317981380002062 | 0.635962760004124 | 0.682018619997938 |
12 | 0.240967300826959 | 0.481934601653918 | 0.759032699173041 |
13 | 0.170695156938326 | 0.341390313876652 | 0.829304843061674 |
14 | 0.131505607981956 | 0.263011215963913 | 0.868494392018044 |
15 | 0.0896824488235724 | 0.179364897647145 | 0.910317551176428 |
16 | 0.0596897723697587 | 0.119379544739517 | 0.94031022763024 |
17 | 0.0391063850781463 | 0.0782127701562926 | 0.960893614921854 |
18 | 0.0276751360232245 | 0.055350272046449 | 0.972324863976776 |
19 | 0.0166286529226134 | 0.0332573058452267 | 0.983371347077387 |
20 | 0.0118625034961129 | 0.0237250069922257 | 0.988137496503887 |
21 | 0.0069156487538201 | 0.0138312975076402 | 0.99308435124618 |
22 | 0.00428522596993973 | 0.00857045193987947 | 0.99571477403006 |
23 | 0.00349238548498683 | 0.00698477096997365 | 0.996507614515013 |
24 | 0.00207861037962961 | 0.00415722075925922 | 0.99792138962037 |
25 | 0.00112939554302189 | 0.00225879108604377 | 0.998870604456978 |
26 | 0.000624265169103494 | 0.00124853033820699 | 0.999375734830896 |
27 | 0.000442842376913901 | 0.000885684753827803 | 0.999557157623086 |
28 | 0.000483971612896719 | 0.000967943225793438 | 0.999516028387103 |
29 | 0.000492597178990225 | 0.00098519435798045 | 0.99950740282101 |
30 | 0.000279917472457482 | 0.000559834944914965 | 0.999720082527543 |
31 | 0.000216914075621245 | 0.00043382815124249 | 0.999783085924379 |
32 | 0.000263443901212857 | 0.000526887802425713 | 0.999736556098787 |
33 | 0.000180419942309369 | 0.000360839884618738 | 0.99981958005769 |
34 | 0.00491646648024632 | 0.00983293296049264 | 0.995083533519754 |
35 | 0.0608641858213145 | 0.121728371642629 | 0.939135814178686 |
36 | 0.117123153872368 | 0.234246307744736 | 0.882876846127632 |
37 | 0.109844158114402 | 0.219688316228804 | 0.890155841885598 |
38 | 0.0877741576511475 | 0.175548315302295 | 0.912225842348853 |
39 | 0.0841244609337334 | 0.168248921867467 | 0.915875539066267 |
40 | 0.095556883551824 | 0.191113767103648 | 0.904443116448176 |
41 | 0.103858183698499 | 0.207716367396998 | 0.8961418163015 |
42 | 0.0869645852597672 | 0.173929170519534 | 0.913035414740233 |
43 | 0.0662831782903852 | 0.132566356580770 | 0.933716821709615 |
44 | 0.0510967101069132 | 0.102193420213826 | 0.948903289893087 |
45 | 0.0511992767540234 | 0.102398553508047 | 0.948800723245977 |
46 | 0.040264401770251 | 0.080528803540502 | 0.959735598229749 |
47 | 0.0727526648952477 | 0.145505329790495 | 0.927247335104752 |
48 | 0.126746027388126 | 0.253492054776252 | 0.873253972611874 |
49 | 0.204474880557329 | 0.408949761114658 | 0.795525119442671 |
50 | 0.296903459349063 | 0.593806918698127 | 0.703096540650937 |
51 | 0.266210114915575 | 0.53242022983115 | 0.733789885084425 |
52 | 0.233819783767987 | 0.467639567535974 | 0.766180216232013 |
53 | 0.247496610474995 | 0.49499322094999 | 0.752503389525005 |
54 | 0.239748473359731 | 0.479496946719461 | 0.76025152664027 |
55 | 0.205815443615118 | 0.411630887230235 | 0.794184556384882 |
56 | 0.171522663643838 | 0.343045327287677 | 0.828477336356162 |
57 | 0.146845641288626 | 0.293691282577253 | 0.853154358711374 |
58 | 0.119524722758276 | 0.239049445516552 | 0.880475277241724 |
59 | 0.0983302381795049 | 0.196660476359010 | 0.901669761820495 |
60 | 0.0792557843624406 | 0.158511568724881 | 0.92074421563756 |
61 | 0.064528210232103 | 0.129056420464206 | 0.935471789767897 |
62 | 0.054394298511313 | 0.108788597022626 | 0.945605701488687 |
63 | 0.0564336107773984 | 0.112867221554797 | 0.943566389222602 |
64 | 0.0444788650633094 | 0.0889577301266188 | 0.95552113493669 |
65 | 0.0370605526644852 | 0.0741211053289704 | 0.962939447335515 |
66 | 0.0461963928858566 | 0.0923927857717132 | 0.953803607114143 |
67 | 0.078383661124857 | 0.156767322249714 | 0.921616338875143 |
68 | 0.100063384474804 | 0.200126768949609 | 0.899936615525196 |
69 | 0.170898377458503 | 0.341796754917007 | 0.829101622541497 |
70 | 0.143240610258524 | 0.286481220517048 | 0.856759389741476 |
71 | 0.117435498124612 | 0.234870996249224 | 0.882564501875388 |
72 | 0.125104616022163 | 0.250209232044325 | 0.874895383977837 |
73 | 0.151166041979441 | 0.302332083958881 | 0.84883395802056 |
74 | 0.253185098505182 | 0.506370197010364 | 0.746814901494818 |
75 | 0.287370917941285 | 0.574741835882571 | 0.712629082058715 |
76 | 0.459110648124279 | 0.918221296248559 | 0.54088935187572 |
77 | 0.470259450421639 | 0.940518900843278 | 0.529740549578361 |
78 | 0.427860109719806 | 0.855720219439612 | 0.572139890280194 |
79 | 0.394178837104038 | 0.788357674208076 | 0.605821162895962 |
80 | 0.474670127291805 | 0.94934025458361 | 0.525329872708195 |
81 | 0.504055442247718 | 0.991889115504564 | 0.495944557752282 |
82 | 0.463595113800152 | 0.927190227600303 | 0.536404886199848 |
83 | 0.420411675365874 | 0.840823350731749 | 0.579588324634126 |
84 | 0.433647619399842 | 0.867295238799684 | 0.566352380600158 |
85 | 0.387860399337857 | 0.775720798675714 | 0.612139600662143 |
86 | 0.341990235438495 | 0.68398047087699 | 0.658009764561505 |
87 | 0.298289951910688 | 0.596579903821377 | 0.701710048089312 |
88 | 0.254097581364017 | 0.508195162728034 | 0.745902418635983 |
89 | 0.215729730396148 | 0.431459460792297 | 0.784270269603851 |
90 | 0.226669813213679 | 0.453339626427358 | 0.773330186786321 |
91 | 0.214405536968969 | 0.428811073937937 | 0.785594463031031 |
92 | 0.198698739745807 | 0.397397479491615 | 0.801301260254192 |
93 | 0.225916375361554 | 0.451832750723109 | 0.774083624638446 |
94 | 0.265576071476616 | 0.531152142953231 | 0.734423928523384 |
95 | 0.460719615407099 | 0.921439230814199 | 0.5392803845929 |
96 | 0.449243234380078 | 0.898486468760156 | 0.550756765619922 |
97 | 0.385528312306976 | 0.771056624613952 | 0.614471687693024 |
98 | 0.34196934864505 | 0.6839386972901 | 0.65803065135495 |
99 | 0.291469910778403 | 0.582939821556807 | 0.708530089221597 |
100 | 0.283820813001128 | 0.567641626002256 | 0.716179186998872 |
101 | 0.305959546492602 | 0.611919092985204 | 0.694040453507398 |
102 | 0.281509511652742 | 0.563019023305484 | 0.718490488347258 |
103 | 0.237896466104520 | 0.475792932209041 | 0.76210353389548 |
104 | 0.234107832569596 | 0.468215665139191 | 0.765892167430404 |
105 | 0.273402804741132 | 0.546805609482263 | 0.726597195258868 |
106 | 0.24174247611224 | 0.48348495222448 | 0.75825752388776 |
107 | 0.455952003393071 | 0.911904006786143 | 0.544047996606929 |
108 | 0.891798041393471 | 0.216403917213057 | 0.108201958606529 |
109 | 0.97145406124368 | 0.05709187751264 | 0.02854593875632 |
110 | 0.93893247055608 | 0.122135058887840 | 0.0610675294439202 |
111 | 0.90439058994209 | 0.191218820115818 | 0.095609410057909 |
112 | 0.987042880709796 | 0.0259142385804083 | 0.0129571192902042 |
113 | 0.956813610501623 | 0.0863727789967539 | 0.0431863894983769 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 13 | 0.121495327102804 | NOK |
5% type I error level | 17 | 0.158878504672897 | NOK |
10% type I error level | 25 | 0.233644859813084 | NOK |