Multiple Linear Regression - Estimated Regression Equation |
Nettoschuld[t] = + 339556.817626673 -0.0481617613139481ParafiscaleOntvangsten[t] -0.41758570531135`Niet-parafiscaleOntvangsten`[t] -0.079014694953187LopendeUitgaven[t] -23.260766663216Rentelasten[t] + 0.59991448783166KapitaalUitgaven[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) | 339556.817626673 | 43292.692778 | 7.8433 | 0 | 0 |
ParafiscaleOntvangsten | -0.0481617613139481 | 0.451468 | -0.1067 | 0.91535 | 0.457675 |
`Niet-parafiscaleOntvangsten` | -0.41758570531135 | 2.485849 | -0.168 | 0.867079 | 0.43354 |
LopendeUitgaven | -0.079014694953187 | 0.728579 | -0.1085 | 0.913949 | 0.456974 |
Rentelasten | -23.260766663216 | 6.586492 | -3.5316 | 0.000736 | 0.000368 |
KapitaalUitgaven | 0.59991448783166 | 1.551211 | 0.3867 | 0.700122 | 0.350061 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.776717115423032 |
R-squared | 0.603289477391076 |
Adjusted R-squared | 0.574953011490439 |
F-TEST (value) | 21.290215918475 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 70 |
p-value | 6.99107438606461e-13 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 11873.7191966773 |
Sum Squared Residuals | 9868964529.30806 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 186448 | 223850.3578924 | -37402.3578924002 |
2 | 190530 | 222628.689405778 | -32098.689405778 |
3 | 194207 | 221593.689258388 | -27386.689258388 |
4 | 190855 | 221368.361561704 | -30513.3615617041 |
5 | 200779 | 222383.239116042 | -21604.2391160417 |
6 | 204428 | 220279.360383875 | -15851.3603838745 |
7 | 207617 | 219546.621962367 | -11929.621962367 |
8 | 212071 | 218724.037611439 | -6653.03761143853 |
9 | 214239 | 218192.062555591 | -3953.06255559146 |
10 | 215883 | 215876.634292575 | 6.36570742457321 |
11 | 223484 | 219143.025379718 | 4340.97462028197 |
12 | 221529 | 217477.278261563 | 4051.7217384366 |
13 | 225247 | 225246.919448628 | 0.0805513719735806 |
14 | 226699 | 229961.679867304 | -3262.67986730438 |
15 | 231406 | 231769.459007616 | -363.459007616426 |
16 | 232324 | 230826.078951515 | 1497.92104848526 |
17 | 237192 | 230616.631950384 | 6575.3680496163 |
18 | 236727 | 229570.767302102 | 7156.23269789848 |
19 | 240698 | 230727.164619166 | 9970.83538083406 |
20 | 240688 | 226507.968742248 | 14180.031257752 |
21 | 245283 | 230760.520211049 | 14522.4797889514 |
22 | 243556 | 230050.018810528 | 13505.9811894715 |
23 | 247826 | 230897.047078693 | 16928.9529213067 |
24 | 245798 | 237908.697233608 | 7889.30276639186 |
25 | 250479 | 235548.791802696 | 14930.2081973039 |
26 | 249216 | 236803.185517574 | 12412.8144824255 |
27 | 251896 | 238478.665643961 | 13417.3343560387 |
28 | 247616 | 238526.27777981 | 9089.72222018985 |
29 | 249994 | 237160.447137015 | 12833.5528629848 |
30 | 246552 | 236876.100888231 | 9675.89911176936 |
31 | 248771 | 238326.138925629 | 10444.8610743709 |
32 | 247551 | 239318.473651425 | 8232.52634857504 |
33 | 249745 | 239614.916296358 | 10130.0837036422 |
34 | 245742 | 240068.641526505 | 5673.35847349463 |
35 | 249019 | 242814.575073595 | 6204.42492640496 |
36 | 245841 | 242384.578292205 | 3456.42170779517 |
37 | 248771 | 240491.679916583 | 8279.32008341729 |
38 | 244723 | 238083.446192438 | 6639.55380756211 |
39 | 246878 | 238939.267528246 | 7938.73247175353 |
40 | 246014 | 238027.72181241 | 7986.27818758957 |
41 | 248496 | 236933.232743889 | 11562.7672561112 |
42 | 244351 | 236076.42348666 | 8274.57651334034 |
43 | 248016 | 237995.911208351 | 10020.0887916491 |
44 | 246509 | 239199.019377301 | 7309.9806226991 |
45 | 249426 | 243968.785715264 | 5457.21428473577 |
46 | 247840 | 244755.552081246 | 3084.44791875431 |
47 | 251035 | 247304.927010381 | 3730.07298961894 |
48 | 250161 | 245848.166831541 | 4312.83316845854 |
49 | 254278 | 245033.462034772 | 9244.53796522848 |
50 | 250801 | 250337.450957799 | 463.549042200927 |
51 | 253985 | 251394.782091362 | 2590.21790863777 |
52 | 249174 | 250463.335031752 | -1289.33503175152 |
53 | 251287 | 252734.414774885 | -1447.41477488466 |
54 | 247947 | 253429.429781653 | -5482.42978165256 |
55 | 249992 | 254006.324100502 | -4014.32410050208 |
56 | 243805 | 256414.71389525 | -12609.71389525 |
57 | 255812 | 263543.240454638 | -7731.24045463795 |
58 | 250417 | 257732.044523119 | -7315.0445231195 |
59 | 253033 | 259853.506099276 | -6820.50609927571 |
60 | 248705 | 258553.030091642 | -9848.03009164178 |
61 | 253950 | 261577.913953915 | -7627.91395391511 |
62 | 251484 | 260320.213242624 | -8836.21324262381 |
63 | 251093 | 259665.740602664 | -8572.74060266435 |
64 | 245996 | 260299.155158584 | -14303.1551585843 |
65 | 252721 | 260513.092809361 | -7792.0928093611 |
66 | 248019 | 259136.899477625 | -11117.899477625 |
67 | 250464 | 258111.475995655 | -7647.47599565543 |
68 | 245571 | 258558.5694206 | -12987.5694205997 |
69 | 252690 | 258273.54070774 | -5583.54070773967 |
70 | 250183 | 256796.9386042 | -6613.93860420049 |
71 | 253639 | 258581.520151416 | -4942.52015141576 |
72 | 254436 | 255365.479777894 | -929.479777894365 |
73 | 265280 | 259870.250695415 | 5409.74930458459 |
74 | 268705 | 261136.427392119 | 7568.57260788119 |
75 | 270643 | 262697.35422867 | 7945.64577133006 |
76 | 271480 | 261894.456601271 | 9585.54339872862 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.152602195862955 | 0.305204391725909 | 0.847397804137045 |
10 | 0.16160512073923 | 0.323210241478461 | 0.83839487926077 |
11 | 0.0925443552573939 | 0.185088710514788 | 0.907455644742606 |
12 | 0.085990251928903 | 0.171980503857806 | 0.914009748071097 |
13 | 0.0685242482011057 | 0.137048496402211 | 0.931475751798894 |
14 | 0.0572816499632039 | 0.114563299926408 | 0.942718350036796 |
15 | 0.085963681658097 | 0.171927363316194 | 0.914036318341903 |
16 | 0.073804519864012 | 0.147609039728024 | 0.926195480135988 |
17 | 0.0944724870850097 | 0.188944974170019 | 0.90552751291499 |
18 | 0.0822557791476052 | 0.16451155829521 | 0.917744220852395 |
19 | 0.0791344339288085 | 0.158268867857617 | 0.920865566071192 |
20 | 0.474068748850204 | 0.948137497700408 | 0.525931251149796 |
21 | 0.501625160834717 | 0.996749678330567 | 0.498374839165283 |
22 | 0.465255904870885 | 0.93051180974177 | 0.534744095129115 |
23 | 0.623307729763887 | 0.753384540472226 | 0.376692270236113 |
24 | 0.55436611117106 | 0.89126777765788 | 0.44563388882894 |
25 | 0.829523181081362 | 0.340953637837275 | 0.170476818918638 |
26 | 0.831048275700119 | 0.337903448599762 | 0.168951724299881 |
27 | 0.857294400532545 | 0.28541119893491 | 0.142705599467455 |
28 | 0.858055487003078 | 0.283889025993844 | 0.141944512996922 |
29 | 0.989635663017233 | 0.0207286739655345 | 0.0103643369827673 |
30 | 0.985067550868913 | 0.0298648982621738 | 0.0149324491310869 |
31 | 0.978291988309868 | 0.043416023380265 | 0.0217080116901325 |
32 | 0.987599359107654 | 0.0248012817846919 | 0.0124006408923459 |
33 | 0.999170161456863 | 0.00165967708627322 | 0.000829838543136612 |
34 | 0.99915968903504 | 0.00168062192991835 | 0.000840310964959173 |
35 | 0.999356340051563 | 0.00128731989687491 | 0.000643659948437457 |
36 | 0.999914575366404 | 0.000170849267192123 | 8.54246335960613e-05 |
37 | 0.999978917258257 | 4.21654834849041e-05 | 2.1082741742452e-05 |
38 | 0.99998100399941 | 3.79920011788756e-05 | 1.89960005894378e-05 |
39 | 0.999970006576907 | 5.99868461857316e-05 | 2.99934230928658e-05 |
40 | 0.999974810587664 | 5.03788246719325e-05 | 2.51894123359662e-05 |
41 | 0.999971084217052 | 5.78315658955957e-05 | 2.89157829477978e-05 |
42 | 0.99996109770477 | 7.78045904626379e-05 | 3.89022952313189e-05 |
43 | 0.999929861361585 | 0.000140277276830627 | 7.01386384153137e-05 |
44 | 0.999867563808405 | 0.000264872383189466 | 0.000132436191594733 |
45 | 0.999900974106376 | 0.000198051787247442 | 9.90258936237208e-05 |
46 | 0.999867033512298 | 0.000265932975404515 | 0.000132966487702258 |
47 | 0.999819465799302 | 0.000361068401395079 | 0.000180534200697539 |
48 | 0.99975387513226 | 0.000492249735478768 | 0.000246124867739384 |
49 | 0.999729313342882 | 0.000541373314236076 | 0.000270686657118038 |
50 | 0.99980452421739 | 0.000390951565220379 | 0.00019547578261019 |
51 | 0.99989103942781 | 0.000217921144379738 | 0.000108960572189869 |
52 | 0.999759404602581 | 0.000481190794838058 | 0.000240595397419029 |
53 | 0.999759155328846 | 0.000481689342307984 | 0.000240844671153992 |
54 | 0.99977789857475 | 0.000444202850500633 | 0.000222101425250316 |
55 | 0.999967142942667 | 6.57141146665237e-05 | 3.28570573332618e-05 |
56 | 0.999974581614983 | 5.08367700340501e-05 | 2.5418385017025e-05 |
57 | 0.99998567100186 | 2.86579962803592e-05 | 1.43289981401796e-05 |
58 | 0.999980259988177 | 3.94800236459473e-05 | 1.97400118229737e-05 |
59 | 0.999986771799267 | 2.64564014664218e-05 | 1.32282007332109e-05 |
60 | 0.999981833654548 | 3.63326909036603e-05 | 1.81663454518301e-05 |
61 | 0.99993375783682 | 0.000132484326360958 | 6.6242163180479e-05 |
62 | 0.999758356298257 | 0.000483287403485522 | 0.000241643701742761 |
63 | 0.999725460663313 | 0.000549078673374526 | 0.000274539336687263 |
64 | 0.998921811527923 | 0.00215637694415461 | 0.00107818847207731 |
65 | 0.996485706823846 | 0.00702858635230723 | 0.00351429317615362 |
66 | 0.987323330971868 | 0.0253533380562641 | 0.012676669028132 |
67 | 0.988847179201368 | 0.0223056415972636 | 0.0111528207986318 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 33 | 0.559322033898305 | NOK |
5% type I error level | 39 | 0.661016949152542 | NOK |
10% type I error level | 39 | 0.661016949152542 | NOK |