Multiple Linear Regression - Estimated Regression Equation |
Huwelijken[t] = + 3744.14285714286 -921.285714285716M1[t] -448.000000000001M2[t] + 186.428571428571M3[t] + 1739.14285714286M4[t] + 5323.14285714286M5[t] + 6518M6[t] + 3792.28571428571M7[t] + 5121.14285714286M8[t] + 6429M9[t] + 1817.71428571429M10[t] -215.857142857143M11[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) | 3744.14285714286 | 313.066497 | 11.9596 | 0 | 0 |
M1 | -921.285714285716 | 442.742886 | -2.0809 | 0.041005 | 0.020502 |
M2 | -448.000000000001 | 442.742886 | -1.0119 | 0.314987 | 0.157493 |
M3 | 186.428571428571 | 442.742886 | 0.4211 | 0.674954 | 0.337477 |
M4 | 1739.14285714286 | 442.742886 | 3.9281 | 0.000194 | 9.7e-05 |
M5 | 5323.14285714286 | 442.742886 | 12.0231 | 0 | 0 |
M6 | 6518 | 442.742886 | 14.7219 | 0 | 0 |
M7 | 3792.28571428571 | 442.742886 | 8.5654 | 0 | 0 |
M8 | 5121.14285714286 | 442.742886 | 11.5669 | 0 | 0 |
M9 | 6429 | 442.742886 | 14.5208 | 0 | 0 |
M10 | 1817.71428571429 | 442.742886 | 4.1056 | 0.000105 | 5.3e-05 |
M11 | -215.857142857143 | 442.742886 | -0.4875 | 0.627353 | 0.313677 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.962357221655986 |
R-squared | 0.92613142207343 |
Adjusted R-squared | 0.914845944890203 |
F-TEST (value) | 82.0640019945249 |
F-TEST (DF numerator) | 11 |
F-TEST (DF denominator) | 72 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 828.296094784299 |
Sum Squared Residuals | 49397358.2857143 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 3111 | 2822.85714285714 | 288.142857142857 |
2 | 3995 | 3296.14285714286 | 698.857142857142 |
3 | 5245 | 3930.57142857143 | 1314.42857142857 |
4 | 5588 | 5483.28571428571 | 104.714285714285 |
5 | 10681 | 9067.28571428571 | 1613.71428571429 |
6 | 10516 | 10262.1428571429 | 253.857142857146 |
7 | 7496 | 7536.42857142857 | -40.4285714285728 |
8 | 9935 | 8865.28571428571 | 1069.71428571429 |
9 | 10249 | 10173.1428571429 | 75.8571428571422 |
10 | 6271 | 5561.85714285714 | 709.142857142857 |
11 | 3616 | 3528.28571428571 | 87.7142857142862 |
12 | 3724 | 3744.14285714286 | -20.1428571428573 |
13 | 2886 | 2822.85714285714 | 63.1428571428572 |
14 | 3318 | 3296.14285714286 | 21.8571428571431 |
15 | 4166 | 3930.57142857143 | 235.428571428571 |
16 | 6401 | 5483.28571428571 | 917.714285714286 |
17 | 9209 | 9067.28571428571 | 141.714285714286 |
18 | 9820 | 10262.1428571429 | -442.142857142858 |
19 | 7470 | 7536.42857142857 | -66.4285714285713 |
20 | 8207 | 8865.28571428571 | -658.285714285714 |
21 | 9564 | 10173.1428571429 | -609.142857142856 |
22 | 5309 | 5561.85714285714 | -252.857142857143 |
23 | 3385 | 3528.28571428571 | -143.285714285714 |
24 | 3706 | 3744.14285714286 | -38.1428571428573 |
25 | 2733 | 2822.85714285714 | -89.8571428571427 |
26 | 3045 | 3296.14285714286 | -251.142857142857 |
27 | 3449 | 3930.57142857143 | -481.571428571429 |
28 | 5542 | 5483.28571428571 | 58.7142857142859 |
29 | 10072 | 9067.28571428571 | 1004.71428571429 |
30 | 9418 | 10262.1428571429 | -844.142857142857 |
31 | 7516 | 7536.42857142857 | -20.4285714285712 |
32 | 7840 | 8865.28571428571 | -1025.28571428571 |
33 | 10081 | 10173.1428571429 | -92.1428571428574 |
34 | 4956 | 5561.85714285714 | -605.857142857143 |
35 | 3641 | 3528.28571428571 | 112.714285714286 |
36 | 3970 | 3744.14285714286 | 225.857142857143 |
37 | 2931 | 2822.85714285714 | 108.142857142857 |
38 | 3170 | 3296.14285714286 | -126.142857142857 |
39 | 3889 | 3930.57142857143 | -41.5714285714286 |
40 | 4850 | 5483.28571428571 | -633.285714285714 |
41 | 8037 | 9067.28571428571 | -1030.28571428571 |
42 | 12370 | 10262.1428571429 | 2107.85714285714 |
43 | 6712 | 7536.42857142857 | -824.428571428571 |
44 | 7297 | 8865.28571428571 | -1568.28571428571 |
45 | 10613 | 10173.1428571429 | 439.857142857143 |
46 | 5184 | 5561.85714285714 | -377.857142857143 |
47 | 3506 | 3528.28571428571 | -22.2857142857147 |
48 | 3810 | 3744.14285714286 | 65.8571428571427 |
49 | 2692 | 2822.85714285714 | -130.857142857143 |
50 | 3073 | 3296.14285714286 | -223.142857142857 |
51 | 3713 | 3930.57142857143 | -217.571428571429 |
52 | 4555 | 5483.28571428571 | -928.285714285714 |
53 | 7807 | 9067.28571428571 | -1260.28571428571 |
54 | 10869 | 10262.1428571429 | 606.857142857142 |
55 | 9682 | 7536.42857142857 | 2145.57142857143 |
56 | 7704 | 8865.28571428571 | -1161.28571428571 |
57 | 9826 | 10173.1428571429 | -347.142857142857 |
58 | 5456 | 5561.85714285714 | -105.857142857143 |
59 | 3677 | 3528.28571428571 | 148.714285714286 |
60 | 3431 | 3744.14285714286 | -313.142857142857 |
61 | 2765 | 2822.85714285714 | -57.8571428571428 |
62 | 3483 | 3296.14285714286 | 186.857142857143 |
63 | 3445 | 3930.57142857143 | -485.571428571429 |
64 | 6081 | 5483.28571428571 | 597.714285714286 |
65 | 8767 | 9067.28571428571 | -300.285714285715 |
66 | 9407 | 10262.1428571429 | -855.142857142857 |
67 | 6551 | 7536.42857142857 | -985.428571428571 |
68 | 12480 | 8865.28571428572 | 3614.71428571428 |
69 | 9530 | 10173.1428571429 | -643.142857142856 |
70 | 5960 | 5561.85714285714 | 398.142857142857 |
71 | 3252 | 3528.28571428571 | -276.285714285714 |
72 | 3717 | 3744.14285714286 | -27.1428571428573 |
73 | 2642 | 2822.85714285714 | -180.857142857143 |
74 | 2989 | 3296.14285714286 | -307.142857142857 |
75 | 3607 | 3930.57142857143 | -323.571428571429 |
76 | 5366 | 5483.28571428571 | -117.285714285714 |
77 | 8898 | 9067.28571428571 | -169.285714285714 |
78 | 9435 | 10262.1428571429 | -827.142857142857 |
79 | 7328 | 7536.42857142857 | -208.428571428571 |
80 | 8594 | 8865.28571428571 | -271.285714285714 |
81 | 11349 | 10173.1428571429 | 1175.85714285714 |
82 | 5797 | 5561.85714285714 | 235.142857142858 |
83 | 3621 | 3528.28571428571 | 92.7142857142858 |
84 | 3851 | 3744.14285714286 | 106.857142857143 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
15 | 0.235286657076699 | 0.470573314153397 | 0.764713342923301 |
16 | 0.195957374329724 | 0.391914748659449 | 0.804042625670276 |
17 | 0.312807578285588 | 0.625615156571176 | 0.687192421714412 |
18 | 0.24144126115285 | 0.4828825223057 | 0.75855873884715 |
19 | 0.150155473183376 | 0.300310946366752 | 0.849844526816624 |
20 | 0.270928208226102 | 0.541856416452203 | 0.729071791773898 |
21 | 0.217232499133059 | 0.434464998266118 | 0.782767500866941 |
22 | 0.191796033796420 | 0.383592067592839 | 0.80820396620358 |
23 | 0.130659746172032 | 0.261319492344064 | 0.869340253827968 |
24 | 0.083962402269435 | 0.16792480453887 | 0.916037597730565 |
25 | 0.0537449343123651 | 0.107489868624730 | 0.946255065687635 |
26 | 0.0396876156950839 | 0.0793752313901678 | 0.960312384304916 |
27 | 0.0537574957328915 | 0.107514991465783 | 0.946242504267109 |
28 | 0.0369212632619721 | 0.0738425265239441 | 0.963078736738028 |
29 | 0.0299910867245397 | 0.0599821734490793 | 0.97000891327546 |
30 | 0.0276193232434885 | 0.0552386464869769 | 0.972380676756512 |
31 | 0.0165207717226654 | 0.0330415434453309 | 0.983479228277335 |
32 | 0.0253346607708086 | 0.0506693215416172 | 0.974665339229191 |
33 | 0.0157037911411956 | 0.0314075822823912 | 0.984296208858804 |
34 | 0.013989789702135 | 0.02797957940427 | 0.986010210297865 |
35 | 0.00831587707469414 | 0.0166317541493883 | 0.991684122925306 |
36 | 0.00496383511638516 | 0.00992767023277032 | 0.995036164883615 |
37 | 0.0027689880955875 | 0.005537976191175 | 0.997231011904413 |
38 | 0.00157080348705052 | 0.00314160697410104 | 0.99842919651295 |
39 | 0.000935348871640524 | 0.00187069774328105 | 0.99906465112836 |
40 | 0.00101898830933686 | 0.00203797661867372 | 0.998981011690663 |
41 | 0.00492324021084758 | 0.00984648042169516 | 0.995076759789152 |
42 | 0.0601738619219452 | 0.120347723843890 | 0.939826138078055 |
43 | 0.0576295161144967 | 0.115259032228993 | 0.942370483885503 |
44 | 0.127066066141847 | 0.254132132283694 | 0.872933933858153 |
45 | 0.102491714080823 | 0.204983428161647 | 0.897508285919177 |
46 | 0.0784703049330741 | 0.156940609866148 | 0.921529695066926 |
47 | 0.0546723169285761 | 0.109344633857152 | 0.945327683071424 |
48 | 0.0370724100017072 | 0.0741448200034144 | 0.962927589998293 |
49 | 0.0246017465004035 | 0.0492034930008069 | 0.975398253499597 |
50 | 0.0161218558484203 | 0.0322437116968406 | 0.98387814415158 |
51 | 0.010684800878866 | 0.021369601757732 | 0.989315199121134 |
52 | 0.0117408204499125 | 0.0234816408998249 | 0.988259179550088 |
53 | 0.0188108179611634 | 0.0376216359223268 | 0.981189182038837 |
54 | 0.0184149316875971 | 0.0368298633751943 | 0.981585068312403 |
55 | 0.141416555180699 | 0.282833110361398 | 0.858583444819301 |
56 | 0.412809489658586 | 0.825618979317172 | 0.587190510341414 |
57 | 0.356930347401577 | 0.713860694803154 | 0.643069652598423 |
58 | 0.289967912963262 | 0.579935825926525 | 0.710032087036738 |
59 | 0.223130459092804 | 0.446260918185608 | 0.776869540907196 |
60 | 0.169609574088078 | 0.339219148176157 | 0.830390425911921 |
61 | 0.118808413968746 | 0.237616827937491 | 0.881191586031254 |
62 | 0.0831259735673485 | 0.166251947134697 | 0.916874026432651 |
63 | 0.055627027407067 | 0.111254054814134 | 0.944372972592933 |
64 | 0.0400373532949623 | 0.0800747065899246 | 0.959962646705038 |
65 | 0.0229711429418010 | 0.0459422858836019 | 0.9770288570582 |
66 | 0.0147420924859567 | 0.0294841849719135 | 0.985257907514043 |
67 | 0.0104754858911229 | 0.0209509717822458 | 0.989524514108877 |
68 | 0.712511210506165 | 0.574977578987671 | 0.287488789493835 |
69 | 0.99029734651091 | 0.0194053069781812 | 0.00970265348909059 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 6 | 0.109090909090909 | NOK |
5% type I error level | 20 | 0.363636363636364 | NOK |
10% type I error level | 27 | 0.490909090909091 | NOK |