| Multiple Linear Regression - Estimated Regression Equation |
| Mannen[t] = + 3.51184532722517 + 0.424759546585032Vrouwen[t] -0.431370175281263Inflatie[t] -0.0540453662063982Consumvertr[t] + 0.00511209506842643t + 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) | 3.51184532722517 | 0.546731 | 6.4234 | 0 | 0 |
| Vrouwen | 0.424759546585032 | 0.052987 | 8.0163 | 0 | 0 |
| Inflatie | -0.431370175281263 | 0.093452 | -4.6159 | 1e-05 | 5e-06 |
| Consumvertr | -0.0540453662063982 | 0.006619 | -8.1651 | 0 | 0 |
| t | 0.00511209506842643 | 0.001651 | 3.0959 | 0.002465 | 0.001232 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.842249326263617 |
| R-squared | 0.709383927591517 |
| Adjusted R-squared | 0.699275542464266 |
| F-TEST (value) | 70.1777701048472 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 115 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.473901715520587 |
| Sum Squared Residuals | 25.8270261369358 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6.5 | 7.06973119621155 | -0.569731196211554 |
| 2 | 6.3 | 6.02104348759652 | 0.278956512403478 |
| 3 | 5.9 | 5.66122593369226 | 0.238774066307739 |
| 4 | 5.5 | 5.8053353042841 | -0.305335304284093 |
| 5 | 5.2 | 5.71458714135724 | -0.514587141357239 |
| 6 | 4.9 | 5.52599553182624 | -0.62599553182624 |
| 7 | 5.4 | 6.58358530483888 | -1.18358530483888 |
| 8 | 5.8 | 5.81933774154623 | -0.0193377415462284 |
| 9 | 5.7 | 6.19318117712042 | -0.493181177120417 |
| 10 | 5.6 | 5.93963585270475 | -0.339635852704748 |
| 11 | 5.5 | 5.81798114666729 | -0.317981146667287 |
| 12 | 5.4 | 5.51287002183905 | -0.112870021839050 |
| 13 | 5.4 | 5.37121712136925 | 0.0287828786307469 |
| 14 | 5.4 | 5.47665222883566 | -0.0766522288356578 |
| 15 | 5.5 | 5.53713181584973 | -0.0371318158497295 |
| 16 | 5.8 | 5.71396623247638 | 0.0860337675236239 |
| 17 | 5.7 | 5.63346535535817 | 0.0665346446418273 |
| 18 | 5.4 | 5.41396720271657 | -0.0139672027165651 |
| 19 | 5.6 | 5.41709610917612 | 0.182903890823877 |
| 20 | 5.8 | 5.80895455057378 | -0.00895455057377787 |
| 21 | 6.2 | 6.07074087651743 | 0.129259123482569 |
| 22 | 6.8 | 6.82736428120311 | -0.0273642812031101 |
| 23 | 6.7 | 6.96238380604088 | -0.262383806040876 |
| 24 | 6.7 | 6.64008307520746 | 0.0599169247925401 |
| 25 | 6.4 | 6.43744248833473 | -0.037442488334734 |
| 26 | 6.3 | 6.16257684374748 | 0.137423156252517 |
| 27 | 6.3 | 5.98687677150362 | 0.313123228496376 |
| 28 | 6.4 | 6.06157002154408 | 0.338429978455918 |
| 29 | 6.3 | 5.9276848410891 | 0.372315158910896 |
| 30 | 6 | 6.02931825702243 | -0.0293182570224317 |
| 31 | 6.3 | 6.76941311857255 | -0.469413118572554 |
| 32 | 6.3 | 6.96756785537078 | -0.667567855370784 |
| 33 | 6.6 | 7.01713909370658 | -0.417139093706582 |
| 34 | 7.5 | 6.93928246806687 | 0.560717531933129 |
| 35 | 7.8 | 6.91414908289431 | 0.885850917105687 |
| 36 | 7.9 | 7.17725753457721 | 0.722742465422788 |
| 37 | 7.8 | 7.44945583201418 | 0.350544167985824 |
| 38 | 7.6 | 7.7132253465667 | -0.113225346566699 |
| 39 | 7.5 | 7.77552343650498 | -0.275523436504977 |
| 40 | 7.6 | 6.93111608966734 | 0.668883910332658 |
| 41 | 7.5 | 6.83012064093184 | 0.669879359068159 |
| 42 | 7.3 | 6.84614108467854 | 0.45385891532146 |
| 43 | 7.6 | 7.56623775179633 | 0.0337622482036743 |
| 44 | 7.5 | 7.63382399595559 | -0.133823995955591 |
| 45 | 7.6 | 7.2715268762575 | 0.328473123742497 |
| 46 | 7.9 | 7.60339073435815 | 0.296609265641852 |
| 47 | 7.9 | 7.12275559643861 | 0.777244403561386 |
| 48 | 8.1 | 7.29843257301068 | 0.801567426989323 |
| 49 | 8.2 | 7.43940131493905 | 0.760598685060946 |
| 50 | 8 | 7.20767268787993 | 0.792327312120072 |
| 51 | 7.5 | 7.19476977712489 | 0.305230222875112 |
| 52 | 6.8 | 6.8723047093428 | -0.0723047093428067 |
| 53 | 6.5 | 6.85807967284852 | -0.358079672848520 |
| 54 | 6.6 | 6.83757337902732 | -0.237573379027325 |
| 55 | 7.6 | 7.82277305990478 | -0.222773059904780 |
| 56 | 8 | 8.01712610516993 | -0.0171261051699311 |
| 57 | 8.1 | 7.98042330844948 | 0.119576691550522 |
| 58 | 7.7 | 7.81943327641697 | -0.119433276416968 |
| 59 | 7.5 | 7.5819201179519 | -0.0819201179518932 |
| 60 | 7.6 | 7.57612386434205 | 0.0238761356579520 |
| 61 | 7.8 | 7.5792527708016 | 0.220747229198395 |
| 62 | 7.8 | 7.55097875696559 | 0.249021243034407 |
| 63 | 7.8 | 7.33015847858474 | 0.469841521415261 |
| 64 | 7.5 | 7.50005092375085 | -5.09237508521318e-05 |
| 65 | 7.5 | 7.65820927168441 | -0.158209271684409 |
| 66 | 7.1 | 7.61952328635509 | -0.519523286355086 |
| 67 | 7.5 | 8.26441895277955 | -0.764418952779553 |
| 68 | 7.5 | 8.1710265383742 | -0.671026538374209 |
| 69 | 7.6 | 8.39298116113785 | -0.792981161137851 |
| 70 | 7.7 | 7.73269129596062 | -0.0326912959606161 |
| 71 | 7.7 | 7.5788079210733 | 0.121192078926699 |
| 72 | 7.9 | 7.36707748844651 | 0.532922511553487 |
| 73 | 8.1 | 7.4573061785166 | 0.642693821483393 |
| 74 | 8.2 | 7.3007785521508 | 0.899221447849199 |
| 75 | 8.2 | 7.51248588910579 | 0.687514110894206 |
| 76 | 8.2 | 7.20605263853831 | 0.993947361461689 |
| 77 | 7.9 | 7.36239248354766 | 0.537607516452341 |
| 78 | 7.3 | 7.10818609626237 | 0.191813903737633 |
| 79 | 6.9 | 7.36683179354257 | -0.466831793542566 |
| 80 | 6.6 | 7.50003281545613 | -0.900032815456126 |
| 81 | 6.7 | 7.37705598367942 | -0.67705598367942 |
| 82 | 6.9 | 7.08301789321412 | -0.183017893214115 |
| 83 | 7 | 7.05788450804156 | -0.0578845080415568 |
| 84 | 7.1 | 7.50626788143944 | -0.406267881439441 |
| 85 | 7.2 | 7.17553836772158 | 0.0244616322784173 |
| 86 | 7.1 | 7.02942271284909 | 0.070577287150913 |
| 87 | 6.9 | 7.01321448774593 | -0.113214487745930 |
| 88 | 7 | 6.89866643885367 | 0.101333561146335 |
| 89 | 6.8 | 6.77701173281621 | 0.0229882671837939 |
| 90 | 6.4 | 6.71006345585477 | -0.310063455854767 |
| 91 | 6.7 | 6.82260522046637 | -0.122605220466367 |
| 92 | 6.6 | 6.71119780023756 | -0.111197800237556 |
| 93 | 6.4 | 6.63268011172822 | -0.232680111728221 |
| 94 | 6.3 | 6.53928769732288 | -0.239287697322878 |
| 95 | 6.2 | 6.87958033830797 | -0.679580338307965 |
| 96 | 6.5 | 6.58157587062492 | -0.0815758706249231 |
| 97 | 6.8 | 6.60916572591952 | 0.190834274080483 |
| 98 | 6.8 | 6.32471385839324 | 0.475286141606762 |
| 99 | 6.4 | 6.07430916264102 | 0.325690837358978 |
| 100 | 6.1 | 6.34072292867204 | -0.240722928672038 |
| 101 | 5.8 | 6.19708683959337 | -0.397086839593372 |
| 102 | 6.1 | 6.35078243312423 | -0.250782433124230 |
| 103 | 7.2 | 7.01617267116599 | 0.183827328834007 |
| 104 | 7.3 | 7.08243678958601 | 0.217563210413987 |
| 105 | 6.9 | 6.7664173160795 | 0.133582683920496 |
| 106 | 6.1 | 6.99085150463698 | -0.890851504636977 |
| 107 | 5.8 | 7.18256064715963 | -1.38256064715963 |
| 108 | 6.2 | 7.56351073987902 | -1.36351073987902 |
| 109 | 7.1 | 7.7264608648486 | -0.626460864848601 |
| 110 | 7.7 | 7.86081932681674 | -0.160819326816744 |
| 111 | 8 | 7.86725354762442 | 0.132746452375583 |
| 112 | 7.8 | 7.38000812974465 | 0.419991870255351 |
| 113 | 7.4 | 7.18249136014425 | 0.217508639855754 |
| 114 | 7.4 | 7.30412297050991 | 0.0958770294900898 |
| 115 | 7.7 | 7.93744922538648 | -0.237449225386482 |
| 116 | 7.8 | 7.74571698719203 | 0.0542830128079709 |
| 117 | 7.8 | 7.49465122857019 | 0.30534877142981 |
| 118 | 8 | 7.429025077348 | 0.570974922652003 |
| 119 | 8.1 | 7.32670750287325 | 0.773292497126749 |
| 120 | 8.4 | 7.81508726513581 | 0.584912734864194 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.107879455448015 | 0.215758910896029 | 0.892120544551985 |
| 9 | 0.0635432549429895 | 0.127086509885979 | 0.93645674505701 |
| 10 | 0.0641880504319815 | 0.128376100863963 | 0.935811949568018 |
| 11 | 0.157160100198054 | 0.314320200396108 | 0.842839899801946 |
| 12 | 0.237719457591210 | 0.475438915182419 | 0.76228054240879 |
| 13 | 0.227213517896932 | 0.454427035793864 | 0.772786482103068 |
| 14 | 0.156382312267814 | 0.312764624535629 | 0.843617687732186 |
| 15 | 0.105080934041066 | 0.210161868082133 | 0.894919065958934 |
| 16 | 0.0665690861852334 | 0.133138172370467 | 0.933430913814767 |
| 17 | 0.0411245832880739 | 0.0822491665761479 | 0.958875416711926 |
| 18 | 0.0265328424135454 | 0.0530656848270908 | 0.973467157586455 |
| 19 | 0.0151697819157403 | 0.0303395638314806 | 0.98483021808426 |
| 20 | 0.0095562436310046 | 0.0191124872620092 | 0.990443756368995 |
| 21 | 0.00529401021730387 | 0.0105880204346077 | 0.994705989782696 |
| 22 | 0.00357607923910717 | 0.00715215847821433 | 0.996423920760893 |
| 23 | 0.00337006593863634 | 0.00674013187727268 | 0.996629934061364 |
| 24 | 0.00245676647646566 | 0.00491353295293131 | 0.997543233523534 |
| 25 | 0.0016106296878035 | 0.003221259375607 | 0.998389370312196 |
| 26 | 0.00103301883327683 | 0.00206603766655366 | 0.998966981166723 |
| 27 | 0.00086626311284255 | 0.0017325262256851 | 0.999133736887157 |
| 28 | 0.000923581988004788 | 0.00184716397600958 | 0.999076418011995 |
| 29 | 0.000736259502936229 | 0.00147251900587246 | 0.999263740497064 |
| 30 | 0.000425730664088876 | 0.000851461328177752 | 0.999574269335911 |
| 31 | 0.000362958527921033 | 0.000725917055842067 | 0.999637041472079 |
| 32 | 0.000423844731382511 | 0.000847689462765021 | 0.999576155268618 |
| 33 | 0.000282700623550093 | 0.000565401247100186 | 0.99971729937645 |
| 34 | 0.00429017464551027 | 0.00858034929102054 | 0.99570982535449 |
| 35 | 0.0278337597774432 | 0.0556675195548864 | 0.972166240222557 |
| 36 | 0.0427285468921628 | 0.0854570937843256 | 0.957271453107837 |
| 37 | 0.0334267493827452 | 0.0668534987654904 | 0.966573250617255 |
| 38 | 0.0260730971294723 | 0.0521461942589445 | 0.973926902870528 |
| 39 | 0.0251390003380828 | 0.0502780006761657 | 0.974860999661917 |
| 40 | 0.0247203743611432 | 0.0494407487222863 | 0.975279625638857 |
| 41 | 0.0214005318509492 | 0.0428010637018984 | 0.97859946814905 |
| 42 | 0.0157256327034959 | 0.0314512654069918 | 0.984274367296504 |
| 43 | 0.0113896486463379 | 0.0227792972926759 | 0.988610351353662 |
| 44 | 0.00899880357962838 | 0.0179976071592568 | 0.991001196420372 |
| 45 | 0.00640687633435754 | 0.0128137526687151 | 0.993593123665642 |
| 46 | 0.00482690674604272 | 0.00965381349208544 | 0.995173093253957 |
| 47 | 0.00658802623578987 | 0.0131760524715797 | 0.99341197376421 |
| 48 | 0.0102192376291713 | 0.0204384752583426 | 0.989780762370829 |
| 49 | 0.0143075500654408 | 0.0286151001308816 | 0.98569244993456 |
| 50 | 0.0208268689522337 | 0.0416537379044675 | 0.979173131047766 |
| 51 | 0.0209445054915973 | 0.0418890109831947 | 0.979055494508403 |
| 52 | 0.0375663796974661 | 0.0751327593949321 | 0.962433620302534 |
| 53 | 0.0840210559219864 | 0.168042111843973 | 0.915978944078014 |
| 54 | 0.107421808367256 | 0.214843616734512 | 0.892578191632744 |
| 55 | 0.101601194452958 | 0.203202388905916 | 0.898398805547042 |
| 56 | 0.0824165060763141 | 0.164833012152628 | 0.917583493923686 |
| 57 | 0.0664239157429601 | 0.132847831485920 | 0.93357608425704 |
| 58 | 0.0567982969024378 | 0.113596593804876 | 0.943201703097562 |
| 59 | 0.0485761121812084 | 0.0971522243624169 | 0.951423887818792 |
| 60 | 0.038123331818163 | 0.076246663636326 | 0.961876668181837 |
| 61 | 0.0310067291578798 | 0.0620134583157595 | 0.96899327084212 |
| 62 | 0.0239252456612378 | 0.0478504913224756 | 0.976074754338762 |
| 63 | 0.0232674064296305 | 0.046534812859261 | 0.97673259357037 |
| 64 | 0.0183911255084545 | 0.036782251016909 | 0.981608874491545 |
| 65 | 0.0170552705912858 | 0.0341105411825716 | 0.982944729408714 |
| 66 | 0.0261519928672272 | 0.0523039857344545 | 0.973848007132773 |
| 67 | 0.0484660642200261 | 0.0969321284400522 | 0.951533935779974 |
| 68 | 0.0668951266039352 | 0.133790253207870 | 0.933104873396065 |
| 69 | 0.111063181170264 | 0.222126362340527 | 0.888936818829736 |
| 70 | 0.0888213214350519 | 0.177642642870104 | 0.911178678564948 |
| 71 | 0.0695412917533678 | 0.139082583506736 | 0.930458708246632 |
| 72 | 0.0714198668764713 | 0.142839733752943 | 0.928580133123529 |
| 73 | 0.0733384609226863 | 0.146676921845373 | 0.926661539077314 |
| 74 | 0.132994231885458 | 0.265988463770917 | 0.867005768114542 |
| 75 | 0.177221393462785 | 0.354442786925569 | 0.822778606537215 |
| 76 | 0.468656715725288 | 0.937313431450576 | 0.531343284274712 |
| 77 | 0.723925989634934 | 0.552148020730133 | 0.276074010365066 |
| 78 | 0.817716984129412 | 0.364566031741175 | 0.182283015870588 |
| 79 | 0.83786364871154 | 0.324272702576921 | 0.162136351288460 |
| 80 | 0.903182651801079 | 0.193634696397843 | 0.0968173481989214 |
| 81 | 0.9180739021301 | 0.163852195739800 | 0.0819260978698998 |
| 82 | 0.898647782385862 | 0.202704435228276 | 0.101352217614138 |
| 83 | 0.874837027078193 | 0.250325945843615 | 0.125162972921807 |
| 84 | 0.873529039470195 | 0.25294192105961 | 0.126470960529805 |
| 85 | 0.860122880978352 | 0.279754238043295 | 0.139877119021648 |
| 86 | 0.83778702900701 | 0.324425941985981 | 0.162212970992990 |
| 87 | 0.809777172917662 | 0.380445654164676 | 0.190222827082338 |
| 88 | 0.773972759004977 | 0.452054481990046 | 0.226027240995023 |
| 89 | 0.729374196934483 | 0.541251606131034 | 0.270625803065517 |
| 90 | 0.695955591316622 | 0.608088817366756 | 0.304044408683378 |
| 91 | 0.643957677801542 | 0.712084644396915 | 0.356042322198458 |
| 92 | 0.591563572971027 | 0.816872854057947 | 0.408436427028973 |
| 93 | 0.536054893324444 | 0.927890213351111 | 0.463945106675556 |
| 94 | 0.489682497451089 | 0.979364994902178 | 0.510317502548911 |
| 95 | 0.50952662834296 | 0.98094674331408 | 0.49047337165704 |
| 96 | 0.448102430753173 | 0.896204861506346 | 0.551897569246827 |
| 97 | 0.391442467319564 | 0.782884934639127 | 0.608557532680436 |
| 98 | 0.372894404472233 | 0.745788808944466 | 0.627105595527767 |
| 99 | 0.331536362812071 | 0.663072725624142 | 0.668463637187929 |
| 100 | 0.27385746893732 | 0.54771493787464 | 0.72614253106268 |
| 101 | 0.242069026213412 | 0.484138052426824 | 0.757930973786588 |
| 102 | 0.198763926849258 | 0.397527853698517 | 0.801236073150742 |
| 103 | 0.195356475548809 | 0.390712951097617 | 0.804643524451191 |
| 104 | 0.259839579675318 | 0.519679159350636 | 0.740160420324682 |
| 105 | 0.591730126596658 | 0.816539746806684 | 0.408269873403342 |
| 106 | 0.598304448872959 | 0.803391102254083 | 0.401695551127041 |
| 107 | 0.708582417140141 | 0.582835165719717 | 0.291417582859859 |
| 108 | 0.988240853675928 | 0.0235182926481441 | 0.0117591463240720 |
| 109 | 0.973331914639 | 0.0533361707219993 | 0.0266680853609996 |
| 110 | 0.93795438053974 | 0.124091238920522 | 0.0620456194602608 |
| 111 | 0.955529967150477 | 0.0889400656990463 | 0.0444700328495232 |
| 112 | 0.99584140767631 | 0.00831718464738266 | 0.00415859232369133 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 15 | 0.142857142857143 | NOK |
| 5% type I error level | 34 | 0.323809523809524 | NOK |
| 10% type I error level | 49 | 0.466666666666667 | NOK |
