| Multiple Linear Regression - Estimated Regression Equation |
| Huwelijken[t] = + 6214.96128800579 -0.175516351406775Y1[t] -0.106575914618364Y2[t] + 0.0271398679986119Y3[t] + 0.073760150845012Y4[t] + 4031.97577374594M1[t] + 5971.83245211946M2[t] + 3751.46212297632M3[t] + 4520.05202572045M4[t] + 5476.46010737663M5[t] + 1224.78647547959M6[t] -1311.17591604365M7[t] -2074.6126564527M8[t] -3196.31196964168M9[t] -2550.02236330078M10[t] -1903.49497481489M11[t] -2.59492029511821t + 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) | 6214.96128800579 | 1103.233208 | 5.6334 | 0 | 0 |
| Y1 | -0.175516351406775 | 0.125627 | -1.3971 | 0.167279 | 0.083639 |
| Y2 | -0.106575914618364 | 0.125055 | -0.8522 | 0.397312 | 0.198656 |
| Y3 | 0.0271398679986119 | 0.124762 | 0.2175 | 0.828495 | 0.414248 |
| Y4 | 0.073760150845012 | 0.126251 | 0.5842 | 0.561148 | 0.280574 |
| M1 | 4031.97577374594 | 548.519602 | 7.3507 | 0 | 0 |
| M2 | 5971.83245211946 | 932.517564 | 6.404 | 0 | 0 |
| M3 | 3751.46212297632 | 1381.153969 | 2.7162 | 0.008514 | 0.004257 |
| M4 | 4520.05202572045 | 1571.123217 | 2.877 | 0.005474 | 0.002737 |
| M5 | 5476.46010737663 | 1728.233747 | 3.1688 | 0.002362 | 0.001181 |
| M6 | 1224.78647547959 | 1779.278932 | 0.6884 | 0.493752 | 0.246876 |
| M7 | -1311.17591604365 | 1553.168165 | -0.8442 | 0.401755 | 0.200878 |
| M8 | -2074.6126564527 | 1387.083795 | -1.4957 | 0.139734 | 0.069867 |
| M9 | -3196.31196964168 | 1036.867145 | -3.0827 | 0.003043 | 0.001521 |
| M10 | -2550.02236330078 | 566.083573 | -4.5047 | 2.9e-05 | 1.5e-05 |
| M11 | -1903.49497481489 | 503.278873 | -3.7822 | 0.000348 | 0.000174 |
| t | -2.59492029511821 | 4.295635 | -0.6041 | 0.547958 | 0.273979 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.965373182951927 |
| R-squared | 0.931945382362735 |
| Adjusted R-squared | 0.914661669946921 |
| F-TEST (value) | 53.9204402354016 |
| F-TEST (DF numerator) | 16 |
| F-TEST (DF denominator) | 63 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 839.615049495978 |
| Sum Squared Residuals | 44412066.1744284 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 10681 | 9042.45769955553 | 1638.54230044447 |
| 2 | 10516 | 10148.3879495504 | 367.612050449628 |
| 3 | 7496 | 7513.1009282227 | -17.1009282226929 |
| 4 | 9935 | 8990.26339728897 | 944.73660271103 |
| 5 | 10249 | 10209.0338097502 | 39.9661902497656 |
| 6 | 6271 | 5545.58164121692 | 725.418358783078 |
| 7 | 3616 | 3515.20202060124 | 100.797979398761 |
| 8 | 3724 | 3827.54818769646 | -103.548187696455 |
| 9 | 2886 | 2882.45553403903 | 3.54446596096899 |
| 10 | 3318 | 3296.24849418714 | 21.7515058128584 |
| 11 | 4166 | 3760.76642027071 | 405.233579729285 |
| 12 | 6401 | 5452.01070059083 | 948.989299409166 |
| 13 | 9209 | 8948.64954961842 | 260.350450381579 |
| 14 | 9820 | 10209.7432170024 | -389.743217002425 |
| 15 | 7470 | 7703.47852149972 | -233.478521499725 |
| 16 | 8207 | 9057.88173240155 | -850.881732401546 |
| 17 | 9564 | 10356.4937050489 | -792.49370504891 |
| 18 | 5309 | 5766.79177729359 | -457.791777293586 |
| 19 | 3385 | 3677.09875280315 | -292.098752803146 |
| 20 | 3706 | 3793.43110095364 | -87.4311009536374 |
| 21 | 2733 | 2802.46056475628 | -69.4605647562788 |
| 22 | 3045 | 3216.65524425351 | -171.655244253511 |
| 23 | 3449 | 3776.32234313078 | -327.322343130782 |
| 24 | 5542 | 5570.33202317989 | -28.3320231798896 |
| 25 | 10072 | 9125.99949567388 | 946.00050432612 |
| 26 | 9418 | 10079.0864663184 | -661.08646631844 |
| 27 | 7516 | 7574.7228621415 | -58.7228621415015 |
| 28 | 7840 | 9021.57419087894 | -1181.57419087894 |
| 29 | 10081 | 10437.6114536451 | -356.611453645136 |
| 30 | 4956 | 5655.62099402805 | -699.620994028046 |
| 31 | 3641 | 3646.249868834 | -5.24986883400449 |
| 32 | 3970 | 3741.94250570753 | 228.05749429247 |
| 33 | 2931 | 2726.25539488453 | 204.744605115468 |
| 34 | 3170 | 3103.53839463366 | 66.461605366341 |
| 35 | 3889 | 3728.18924833704 | 160.810751662962 |
| 36 | 4850 | 5473.490169379 | -623.490169379002 |
| 37 | 8037 | 9187.42135824101 | -1150.42135824101 |
| 38 | 12370 | 10500.0352915807 | 1869.96470841927 |
| 39 | 6712 | 7256.01521321242 | -544.015213212417 |
| 40 | 7297 | 8710.66653815323 | -1413.66653815323 |
| 41 | 10613 | 10517.4798076331 | 95.5201923669351 |
| 42 | 5184 | 5784.89748459958 | -600.897484599585 |
| 43 | 3506 | 3444.35460099224 | 61.6453990077638 |
| 44 | 3810 | 3684.58550893946 | 125.414491060541 |
| 45 | 2692 | 2783.01500619491 | -91.0150061949061 |
| 46 | 3073 | 3144.55333763025 | -71.5533376302484 |
| 47 | 3713 | 3725.24693523201 | -12.2469352320115 |
| 48 | 4555 | 5465.29181481629 | -910.291814816287 |
| 49 | 7807 | 9206.5557560896 | -1399.5557560896 |
| 50 | 10869 | 10528.7735522756 | 340.226447724432 |
| 51 | 9682 | 7491.85062588648 | 2190.14937411352 |
| 52 | 7704 | 8290.2129646369 | -586.212964636895 |
| 53 | 9826 | 10040.6733660923 | -214.673366092279 |
| 54 | 5456 | 5818.40483390314 | -362.40483390314 |
| 55 | 3677 | 3679.46392895795 | -2.4639289579463 |
| 56 | 3431 | 3603.1058258103 | -172.1058258103 |
| 57 | 2765 | 2749.50498381751 | 15.4950161824862 |
| 58 | 3483 | 3165.6975505341 | 317.3024494659 |
| 59 | 3445 | 3616.6931216697 | -171.693121669697 |
| 60 | 6081 | 5411.521141652 | 669.478858348005 |
| 61 | 8767 | 8952.65294231028 | -185.65294231028 |
| 62 | 9407 | 10189.4721428988 | -782.47214289885 |
| 63 | 6551 | 7636.65132820756 | -1085.65132820756 |
| 64 | 12480 | 9103.0418679903 | 3376.95813200971 |
| 65 | 9530 | 9536.08867469944 | -6.08867469943836 |
| 66 | 5960 | 5137.39979492176 | 822.60020507824 |
| 67 | 3252 | 3490.08809230019 | -238.088092300188 |
| 68 | 3717 | 3937.09205015729 | -220.092050157292 |
| 69 | 2642 | 2705.30851630774 | -63.3085163077388 |
| 70 | 2989 | 3151.30697876134 | -162.306978761339 |
| 71 | 3607 | 3661.78193135976 | -54.7819313597573 |
| 72 | 5366 | 5422.35415038199 | -56.3541503819943 |
| 73 | 8898 | 9007.26319851128 | -109.26319851128 |
| 74 | 9435 | 10179.5013803736 | -744.501380373613 |
| 75 | 7328 | 7579.18052082963 | -251.180520829627 |
| 76 | 8594 | 8883.35930865013 | -289.35930865013 |
| 77 | 11349 | 10114.6191831309 | 1234.38081686906 |
| 78 | 5797 | 5224.30347403696 | 572.69652596304 |
| 79 | 3621 | 3245.54273551124 | 375.457264488761 |
| 80 | 3851 | 3621.29482073533 | 229.705179264674 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 20 | 0.14547698558413 | 0.29095397116826 | 0.85452301441587 |
| 21 | 0.104772651692018 | 0.209545303384037 | 0.895227348307982 |
| 22 | 0.0502418130461135 | 0.100483626092227 | 0.949758186953887 |
| 23 | 0.0208840920762421 | 0.0417681841524842 | 0.979115907923758 |
| 24 | 0.00792058352949427 | 0.0158411670589885 | 0.992079416470506 |
| 25 | 0.0432202901536641 | 0.0864405803073281 | 0.956779709846336 |
| 26 | 0.0215607865680516 | 0.0431215731361031 | 0.978439213431948 |
| 27 | 0.013641889342496 | 0.0272837786849921 | 0.986358110657504 |
| 28 | 0.00948698190243536 | 0.0189739638048707 | 0.990513018097565 |
| 29 | 0.0121544755288266 | 0.0243089510576533 | 0.987845524471173 |
| 30 | 0.00689408613747985 | 0.0137881722749597 | 0.99310591386252 |
| 31 | 0.00564917733802718 | 0.0112983546760544 | 0.994350822661973 |
| 32 | 0.00488678917537225 | 0.00977357835074449 | 0.995113210824628 |
| 33 | 0.00348865745029402 | 0.00697731490058805 | 0.996511342549706 |
| 34 | 0.00169827195728582 | 0.00339654391457164 | 0.998301728042714 |
| 35 | 0.00088697421959303 | 0.00177394843918606 | 0.999113025780407 |
| 36 | 0.000879894153749292 | 0.00175978830749858 | 0.99912010584625 |
| 37 | 0.00187050763207849 | 0.00374101526415699 | 0.998129492367921 |
| 38 | 0.145959399204091 | 0.291918798408182 | 0.854040600795909 |
| 39 | 0.127963437829267 | 0.255926875658534 | 0.872036562170733 |
| 40 | 0.13682194998503 | 0.273643899970061 | 0.86317805001497 |
| 41 | 0.0960551897856938 | 0.192110379571388 | 0.903944810214306 |
| 42 | 0.0870504737755966 | 0.174100947551193 | 0.912949526224403 |
| 43 | 0.0757243673682433 | 0.151448734736487 | 0.924275632631757 |
| 44 | 0.0508616396653511 | 0.101723279330702 | 0.949138360334649 |
| 45 | 0.0329609595020219 | 0.0659219190040438 | 0.967039040497978 |
| 46 | 0.0203456805639422 | 0.0406913611278843 | 0.979654319436058 |
| 47 | 0.0122035318708848 | 0.0244070637417696 | 0.987796468129115 |
| 48 | 0.0107603454226639 | 0.0215206908453278 | 0.989239654577336 |
| 49 | 0.0243184516883457 | 0.0486369033766914 | 0.975681548311654 |
| 50 | 0.0154255121367062 | 0.0308510242734123 | 0.984574487863294 |
| 51 | 0.303194022057279 | 0.606388044114559 | 0.69680597794272 |
| 52 | 0.289229629290347 | 0.578459258580693 | 0.710770370709653 |
| 53 | 0.301975546212669 | 0.603951092425339 | 0.69802445378733 |
| 54 | 0.277111001637414 | 0.554222003274827 | 0.722888998362586 |
| 55 | 0.235816325996775 | 0.471632651993551 | 0.764183674003225 |
| 56 | 0.307484300252513 | 0.614968600505027 | 0.692515699747487 |
| 57 | 0.26734751803255 | 0.534695036065101 | 0.73265248196745 |
| 58 | 0.21174384493984 | 0.42348768987968 | 0.78825615506016 |
| 59 | 0.148556917251495 | 0.29711383450299 | 0.851443082748505 |
| 60 | 0.0951439222535181 | 0.190287844507036 | 0.904856077746482 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 6 | 0.146341463414634 | NOK |
| 5% type I error level | 19 | 0.463414634146341 | NOK |
| 10% type I error level | 21 | 0.51219512195122 | NOK |
