Multiple Linear Regression - Estimated Regression Equation |
Huwelijken[t] = + 2280.23397435897 + 13.2797619047618Dummy[t] -807.055402930404M1[t] -114.824633699637M2[t] + 154.713827838829M3[t] + 1029.25228937729M4[t] + 2549.94459706960M5[t] + 3006.25228937728M6[t] + 3171.76923076923M7[t] + 3817.30769230770M8[t] + 3149.46153846154M9[t] + 933.615384615386M10[t] -368.692307692308M11[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) | 2280.23397435897 | 113.227333 | 20.1385 | 0 | 0 |
Dummy | 13.2797619047618 | 62.593908 | 0.2122 | 0.832286 | 0.416143 |
M1 | -807.055402930404 | 152.944652 | -5.2768 | 0 | 0 |
M2 | -114.824633699637 | 152.944652 | -0.7508 | 0.454031 | 0.227016 |
M3 | 154.713827838829 | 152.944652 | 1.0116 | 0.313453 | 0.156727 |
M4 | 1029.25228937729 | 152.944652 | 6.7296 | 0 | 0 |
M5 | 2549.94459706960 | 152.944652 | 16.6723 | 0 | 0 |
M6 | 3006.25228937728 | 152.944652 | 19.6558 | 0 | 0 |
M7 | 3171.76923076923 | 152.868843 | 20.7483 | 0 | 0 |
M8 | 3817.30769230770 | 152.868843 | 24.9711 | 0 | 0 |
M9 | 3149.46153846154 | 152.868843 | 20.6024 | 0 | 0 |
M10 | 933.615384615386 | 152.868843 | 6.1073 | 0 | 0 |
M11 | -368.692307692308 | 152.868843 | -2.4118 | 0.017141 | 0.008571 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.973352910832983 |
R-squared | 0.94741588902704 |
Adjusted R-squared | 0.943003236357981 |
F-TEST (value) | 214.704387605692 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 143 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 389.740605971138 |
Sum Squared Residuals | 21721376.8118132 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1567 | 1473.17857142856 | 93.821428571437 |
2 | 2237 | 2165.40934065934 | 71.5906593406562 |
3 | 2598 | 2434.94780219779 | 163.052197802205 |
4 | 3729 | 3309.48626373625 | 419.513736263746 |
5 | 5715 | 4830.17857142857 | 884.821428571427 |
6 | 5776 | 5286.48626373627 | 489.513736263732 |
7 | 5852 | 5452.0032051282 | 399.996794871796 |
8 | 6878 | 6097.54166666665 | 780.458333333354 |
9 | 5488 | 5429.69551282051 | 58.304487179488 |
10 | 3583 | 3213.84935897436 | 369.15064102564 |
11 | 2054 | 1911.54166666667 | 142.458333333328 |
12 | 2282 | 2280.23397435898 | 1.76602564102120 |
13 | 1552 | 1473.17857142857 | 78.821428571428 |
14 | 2261 | 2165.40934065934 | 95.5906593406597 |
15 | 2446 | 2434.94780219780 | 11.0521978021972 |
16 | 3519 | 3309.48626373626 | 209.513736263735 |
17 | 5161 | 4830.17857142857 | 330.821428571428 |
18 | 5085 | 5286.48626373626 | -201.486263736263 |
19 | 5711 | 5452.0032051282 | 258.996794871795 |
20 | 6057 | 6097.54166666667 | -40.5416666666685 |
21 | 5224 | 5429.69551282051 | -205.695512820513 |
22 | 3363 | 3213.84935897436 | 149.150641025641 |
23 | 1899 | 1911.54166666667 | -12.5416666666665 |
24 | 2115 | 2280.23397435898 | -165.233974358975 |
25 | 1491 | 1473.17857142857 | 17.8214285714274 |
26 | 2061 | 2165.40934065934 | -104.409340659340 |
27 | 2419 | 2434.94780219780 | -15.9478021978028 |
28 | 3430 | 3309.48626373626 | 120.513736263735 |
29 | 4778 | 4830.17857142857 | -52.178571428572 |
30 | 4862 | 5286.48626373626 | -424.486263736263 |
31 | 6176 | 5452.0032051282 | 723.996794871794 |
32 | 5664 | 6097.54166666667 | -433.541666666669 |
33 | 5529 | 5429.69551282051 | 99.3044871794869 |
34 | 3418 | 3213.84935897436 | 204.150641025641 |
35 | 1941 | 1911.54166666667 | 29.4583333333334 |
36 | 2402 | 2280.23397435898 | 121.766025641025 |
37 | 1579 | 1473.17857142857 | 105.821428571427 |
38 | 2146 | 2165.40934065934 | -19.4093406593403 |
39 | 2462 | 2434.94780219780 | 27.0521978021972 |
40 | 3695 | 3309.48626373626 | 385.513736263735 |
41 | 4831 | 4830.17857142857 | 0.82142857142801 |
42 | 5134 | 5286.48626373626 | -152.486263736263 |
43 | 6250 | 5452.0032051282 | 797.996794871794 |
44 | 5760 | 6097.54166666667 | -337.541666666668 |
45 | 6249 | 5429.69551282051 | 819.304487179487 |
46 | 2917 | 3213.84935897436 | -296.849358974359 |
47 | 1741 | 1911.54166666667 | -170.541666666667 |
48 | 2359 | 2280.23397435898 | 78.766025641025 |
49 | 1511 | 1473.17857142857 | 37.8214285714274 |
50 | 2059 | 2165.40934065934 | -106.409340659340 |
51 | 2635 | 2434.94780219780 | 200.052197802197 |
52 | 2867 | 3309.48626373626 | -442.486263736265 |
53 | 4403 | 4830.17857142857 | -427.178571428572 |
54 | 5720 | 5286.48626373626 | 433.513736263736 |
55 | 4502 | 5452.0032051282 | -950.003205128205 |
56 | 5749 | 6097.54166666667 | -348.541666666668 |
57 | 5627 | 5429.69551282051 | 197.304487179487 |
58 | 2846 | 3213.84935897436 | -367.849358974359 |
59 | 1762 | 1911.54166666667 | -149.541666666667 |
60 | 2429 | 2280.23397435898 | 148.766025641025 |
61 | 1169 | 1473.17857142857 | -304.178571428573 |
62 | 2154 | 2165.40934065934 | -11.4093406593403 |
63 | 2249 | 2434.94780219780 | -185.947802197803 |
64 | 2687 | 3309.48626373627 | -622.486263736265 |
65 | 4359 | 4830.17857142857 | -471.178571428572 |
66 | 5382 | 5286.48626373626 | 95.5137362637365 |
67 | 4459 | 5452.0032051282 | -993.003205128205 |
68 | 6398 | 6097.54166666667 | 300.458333333332 |
69 | 4596 | 5429.69551282051 | -833.695512820513 |
70 | 3024 | 3213.84935897436 | -189.849358974359 |
71 | 1887 | 1911.54166666667 | -24.5416666666665 |
72 | 2070 | 2280.23397435898 | -210.233974358975 |
73 | 1351 | 1473.17857142857 | -122.178571428573 |
74 | 2218 | 2165.40934065934 | 52.5906593406597 |
75 | 2461 | 2434.94780219780 | 26.0521978021972 |
76 | 3028 | 3309.48626373626 | -281.486263736265 |
77 | 4784 | 4830.17857142857 | -46.178571428572 |
78 | 4975 | 5286.48626373626 | -311.486263736263 |
79 | 4607 | 5465.28296703297 | -858.282967032967 |
80 | 6249 | 6110.82142857143 | 138.178571428570 |
81 | 4809 | 5442.97527472527 | -633.975274725274 |
82 | 3157 | 3227.12912087912 | -70.1291208791209 |
83 | 1910 | 1924.82142857143 | -14.8214285714279 |
84 | 2228 | 2293.51373626374 | -65.5137362637364 |
85 | 1594 | 1486.45833333333 | 107.541666666666 |
86 | 2467 | 2178.6891025641 | 288.310897435898 |
87 | 2222 | 2448.22756410256 | -226.227564102565 |
88 | 3607 | 3322.76602564103 | 284.233974358974 |
89 | 4685 | 4843.45833333333 | -158.458333333333 |
90 | 4962 | 5299.76602564102 | -337.766025641025 |
91 | 5770 | 5465.28296703297 | 304.717032967033 |
92 | 5480 | 6110.82142857143 | -630.82142857143 |
93 | 5000 | 5442.97527472527 | -442.975274725275 |
94 | 3228 | 3227.12912087912 | 0.870879120879065 |
95 | 1993 | 1924.82142857143 | 68.1785714285721 |
96 | 2288 | 2293.51373626374 | -5.5137362637364 |
97 | 1588 | 1486.45833333333 | 101.541666666666 |
98 | 2105 | 2178.6891025641 | -73.689102564102 |
99 | 2191 | 2448.22756410256 | -257.227564102564 |
100 | 3591 | 3322.76602564103 | 268.233974358974 |
101 | 4668 | 4843.45833333333 | -175.458333333333 |
102 | 4885 | 5299.76602564102 | -414.766025641025 |
103 | 5822 | 5465.28296703297 | 356.717032967033 |
104 | 5599 | 6110.82142857143 | -511.82142857143 |
105 | 5340 | 5442.97527472528 | -102.975274725275 |
106 | 3082 | 3227.12912087912 | -145.129120879121 |
107 | 2010 | 1924.82142857143 | 85.1785714285721 |
108 | 2301 | 2293.51373626374 | 7.4862637362636 |
109 | 1507 | 1486.45833333333 | 20.541666666666 |
110 | 1992 | 2178.6891025641 | -186.689102564102 |
111 | 2487 | 2448.22756410256 | 38.7724358974355 |
112 | 3490 | 3322.76602564103 | 167.233974358974 |
113 | 4647 | 4843.45833333333 | -196.458333333333 |
114 | 5594 | 5299.76602564102 | 294.233974358976 |
115 | 5611 | 5465.28296703297 | 145.717032967033 |
116 | 5788 | 6110.82142857143 | -322.82142857143 |
117 | 6204 | 5442.97527472528 | 761.024725274725 |
118 | 3013 | 3227.12912087912 | -214.129120879121 |
119 | 1931 | 1924.82142857143 | 6.1785714285721 |
120 | 2549 | 2293.51373626374 | 255.486263736263 |
121 | 1504 | 1486.45833333333 | 17.541666666666 |
122 | 2090 | 2178.6891025641 | -88.689102564102 |
123 | 2702 | 2448.22756410256 | 253.772435897436 |
124 | 2939 | 3322.76602564103 | -383.766025641026 |
125 | 4500 | 4843.45833333333 | -343.458333333333 |
126 | 6208 | 5299.76602564102 | 908.233974358975 |
127 | 6415 | 5465.28296703297 | 949.717032967033 |
128 | 5657 | 6110.82142857143 | -453.82142857143 |
129 | 5964 | 5442.97527472527 | 521.024725274725 |
130 | 3163 | 3227.12912087912 | -64.1291208791209 |
131 | 1997 | 1924.82142857143 | 72.1785714285721 |
132 | 2422 | 2293.51373626374 | 128.486263736263 |
133 | 1376 | 1486.45833333333 | -110.458333333334 |
134 | 2202 | 2178.6891025641 | 23.3108974358981 |
135 | 2683 | 2448.22756410256 | 234.772435897436 |
136 | 3303 | 3322.76602564103 | -19.7660256410262 |
137 | 5202 | 4843.45833333333 | 358.541666666667 |
138 | 5231 | 5299.76602564102 | -68.7660256410247 |
139 | 4880 | 5465.28296703297 | -585.282967032967 |
140 | 7998 | 6110.82142857143 | 1887.17857142857 |
141 | 4977 | 5442.97527472527 | -465.975274725275 |
142 | 3531 | 3227.12912087912 | 303.870879120879 |
143 | 2025 | 1924.82142857143 | 100.178571428572 |
144 | 2205 | 2293.51373626374 | -88.5137362637364 |
145 | 1442 | 1486.45833333333 | -44.458333333334 |
146 | 2238 | 2178.6891025641 | 59.3108974358981 |
147 | 2179 | 2448.22756410256 | -269.227564102564 |
148 | 3218 | 3322.76602564103 | -104.766025641026 |
149 | 5139 | 4843.45833333333 | 295.541666666667 |
150 | 4990 | 5299.76602564102 | -309.766025641025 |
151 | 4914 | 5465.28296703297 | -551.282967032967 |
152 | 6084 | 6110.82142857143 | -26.8214285714303 |
153 | 5672 | 5442.97527472528 | 229.024725274725 |
154 | 3548 | 3227.12912087912 | 320.870879120879 |
155 | 1793 | 1924.82142857143 | -131.821428571428 |
156 | 2086 | 2293.51373626374 | -207.513736263736 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.0267861454104122 | 0.0535722908208245 | 0.973213854589588 |
17 | 0.130573689674615 | 0.261147379349230 | 0.869426310325385 |
18 | 0.272373323901642 | 0.544746647803285 | 0.727626676098358 |
19 | 0.177822933001594 | 0.355645866003187 | 0.822177066998406 |
20 | 0.347901059855327 | 0.695802119710654 | 0.652098940144673 |
21 | 0.272045984156221 | 0.544091968312443 | 0.727954015843779 |
22 | 0.203930258818569 | 0.407860517637138 | 0.79606974118143 |
23 | 0.142867365438945 | 0.285734730877889 | 0.857132634561055 |
24 | 0.0981741916364777 | 0.196348383272955 | 0.901825808363522 |
25 | 0.0627627150432128 | 0.125525430086426 | 0.937237284956787 |
26 | 0.0426823916519221 | 0.0853647833038442 | 0.957317608348078 |
27 | 0.0263293937073492 | 0.0526587874146984 | 0.97367060629265 |
28 | 0.0176943885987410 | 0.0353887771974821 | 0.982305611401259 |
29 | 0.0402331512744438 | 0.0804663025488876 | 0.959766848725556 |
30 | 0.0578069181759679 | 0.115613836351936 | 0.942193081824032 |
31 | 0.0657084886424916 | 0.131416977284983 | 0.934291511357508 |
32 | 0.141355237750147 | 0.282710475500294 | 0.858644762249853 |
33 | 0.109218055527841 | 0.218436111055682 | 0.89078194447216 |
34 | 0.0815515119215645 | 0.163103023843129 | 0.918448488078436 |
35 | 0.0579911142314806 | 0.115982228462961 | 0.94200888576852 |
36 | 0.0438558632733829 | 0.0877117265467659 | 0.956144136726617 |
37 | 0.0304303299755616 | 0.0608606599511231 | 0.969569670024439 |
38 | 0.0204158940145405 | 0.040831788029081 | 0.97958410598546 |
39 | 0.013443609205058 | 0.026887218410116 | 0.986556390794942 |
40 | 0.0103912078741313 | 0.0207824157482626 | 0.989608792125869 |
41 | 0.0101511438823067 | 0.0203022877646134 | 0.989848856117693 |
42 | 0.00671451441716006 | 0.0134290288343201 | 0.99328548558284 |
43 | 0.0104762270537192 | 0.0209524541074384 | 0.98952377294628 |
44 | 0.0114563369203733 | 0.0229126738407466 | 0.988543663079627 |
45 | 0.0523569830516194 | 0.104713966103239 | 0.94764301694838 |
46 | 0.061491865474115 | 0.12298373094823 | 0.938508134525885 |
47 | 0.0491638529705815 | 0.098327705941163 | 0.950836147029419 |
48 | 0.0372683850741155 | 0.074536770148231 | 0.962731614925885 |
49 | 0.0275325012010619 | 0.0550650024021239 | 0.972467498798938 |
50 | 0.0200575535806589 | 0.0401151071613177 | 0.97994244641934 |
51 | 0.0160222044585094 | 0.0320444089170187 | 0.98397779554149 |
52 | 0.0311173660279841 | 0.0622347320559682 | 0.968882633972016 |
53 | 0.0516539161304914 | 0.103307832260983 | 0.948346083869509 |
54 | 0.0652695918599219 | 0.130539183719844 | 0.934730408140078 |
55 | 0.386341997059546 | 0.772683994119093 | 0.613658002940454 |
56 | 0.36155018056772 | 0.72310036113544 | 0.63844981943228 |
57 | 0.335111623347106 | 0.670223246694212 | 0.664888376652894 |
58 | 0.329185914646086 | 0.658371829292171 | 0.670814085353914 |
59 | 0.286479495031790 | 0.572958990063579 | 0.71352050496821 |
60 | 0.257292482491960 | 0.514584964983919 | 0.74270751750804 |
61 | 0.238304112910271 | 0.476608225820542 | 0.761695887089729 |
62 | 0.20208948504504 | 0.40417897009008 | 0.79791051495496 |
63 | 0.176309250138465 | 0.352618500276930 | 0.823690749861535 |
64 | 0.229781654847390 | 0.459563309694781 | 0.77021834515261 |
65 | 0.248763017142131 | 0.497526034284263 | 0.751236982857869 |
66 | 0.217816844768214 | 0.435633689536428 | 0.782183155231786 |
67 | 0.454901771897018 | 0.909803543794037 | 0.545098228102982 |
68 | 0.449940524128691 | 0.899881048257383 | 0.550059475871309 |
69 | 0.599728782742628 | 0.800542434514744 | 0.400271217257372 |
70 | 0.556873819802628 | 0.886252360394744 | 0.443126180197372 |
71 | 0.507542646301406 | 0.984914707397188 | 0.492457353698594 |
72 | 0.466974792889946 | 0.933949585779893 | 0.533025207110054 |
73 | 0.419844373490712 | 0.839688746981423 | 0.580155626509288 |
74 | 0.375535933683526 | 0.751071867367051 | 0.624464066316474 |
75 | 0.335305568932140 | 0.670611137864279 | 0.66469443106786 |
76 | 0.303049142506629 | 0.606098285013258 | 0.696950857493371 |
77 | 0.266506636560929 | 0.533013273121857 | 0.733493363439071 |
78 | 0.24036986414675 | 0.4807397282935 | 0.75963013585325 |
79 | 0.291100335850342 | 0.582200671700684 | 0.708899664149658 |
80 | 0.315392676527235 | 0.63078535305447 | 0.684607323472765 |
81 | 0.336231672500603 | 0.672463345001206 | 0.663768327499397 |
82 | 0.308306952115272 | 0.616613904230544 | 0.691693047884728 |
83 | 0.278454785152489 | 0.556909570304978 | 0.721545214847511 |
84 | 0.243010417272914 | 0.486020834545827 | 0.756989582727086 |
85 | 0.217852135623341 | 0.435704271246681 | 0.78214786437666 |
86 | 0.211763916786364 | 0.423527833572727 | 0.788236083213636 |
87 | 0.182772771352659 | 0.365545542705317 | 0.817227228647341 |
88 | 0.173481031930931 | 0.346962063861861 | 0.82651896806907 |
89 | 0.145225954696284 | 0.290451909392568 | 0.854774045303716 |
90 | 0.133107976429199 | 0.266215952858399 | 0.8668920235708 |
91 | 0.126118812445928 | 0.252237624891855 | 0.873881187554072 |
92 | 0.160058572167801 | 0.320117144335601 | 0.8399414278322 |
93 | 0.167997772182592 | 0.335995544365183 | 0.832002227817408 |
94 | 0.139557747810160 | 0.279115495620320 | 0.86044225218984 |
95 | 0.115729925286861 | 0.231459850573722 | 0.88427007471314 |
96 | 0.0932764105713006 | 0.186552821142601 | 0.9067235894287 |
97 | 0.0761155189497139 | 0.152231037899428 | 0.923884481050286 |
98 | 0.059346411623747 | 0.118692823247494 | 0.940653588376253 |
99 | 0.0498181975523148 | 0.0996363951046297 | 0.950181802447685 |
100 | 0.0449054117399659 | 0.0898108234799318 | 0.955094588260034 |
101 | 0.03517521572663 | 0.07035043145326 | 0.96482478427337 |
102 | 0.0372266011788852 | 0.0744532023577705 | 0.962773398821115 |
103 | 0.0357808544234354 | 0.0715617088468707 | 0.964219145576565 |
104 | 0.0474118494781049 | 0.0948236989562097 | 0.952588150521895 |
105 | 0.040019167934751 | 0.080038335869502 | 0.959980832065249 |
106 | 0.0312052701744513 | 0.0624105403489026 | 0.968794729825549 |
107 | 0.0234692385644281 | 0.0469384771288562 | 0.976530761435572 |
108 | 0.0170196066722731 | 0.0340392133445462 | 0.982980393327727 |
109 | 0.0121571214887014 | 0.0243142429774029 | 0.987842878511299 |
110 | 0.00884589888724445 | 0.0176917977744889 | 0.991154101112756 |
111 | 0.0061486988323863 | 0.0122973976647726 | 0.993851301167614 |
112 | 0.00479781197483775 | 0.0095956239496755 | 0.995202188025162 |
113 | 0.00353307291971619 | 0.00706614583943238 | 0.996466927080284 |
114 | 0.00277107297941552 | 0.00554214595883104 | 0.997228927020585 |
115 | 0.00192706212657924 | 0.00385412425315848 | 0.99807293787342 |
116 | 0.00260000309417717 | 0.00520000618835434 | 0.997399996905823 |
117 | 0.00535100533677687 | 0.0107020106735537 | 0.994648994663223 |
118 | 0.00424838886741215 | 0.0084967777348243 | 0.995751611132588 |
119 | 0.00271931129716628 | 0.00543862259433256 | 0.997280688702834 |
120 | 0.00205399142576962 | 0.00410798285153925 | 0.99794600857423 |
121 | 0.00127135927204565 | 0.00254271854409131 | 0.998728640727954 |
122 | 0.000774541948323765 | 0.00154908389664753 | 0.999225458051676 |
123 | 0.000533586157710259 | 0.00106717231542052 | 0.99946641384229 |
124 | 0.000394737652673695 | 0.00078947530534739 | 0.999605262347326 |
125 | 0.000420839761830071 | 0.000841679523660142 | 0.99957916023817 |
126 | 0.00233450249373211 | 0.00466900498746421 | 0.997665497506268 |
127 | 0.0366570901165631 | 0.0733141802331261 | 0.963342909883437 |
128 | 0.200867076215583 | 0.401734152431165 | 0.799132923784417 |
129 | 0.242967013562078 | 0.485934027124157 | 0.757032986437922 |
130 | 0.213664539664747 | 0.427329079329494 | 0.786335460335253 |
131 | 0.160320681073061 | 0.320641362146122 | 0.839679318926939 |
132 | 0.125727579636562 | 0.251455159273123 | 0.874272420363438 |
133 | 0.0867670984641593 | 0.173534196928319 | 0.913232901535841 |
134 | 0.0564407168536965 | 0.112881433707393 | 0.943559283146304 |
135 | 0.0471135191661803 | 0.0942270383323606 | 0.95288648083382 |
136 | 0.0277624658474629 | 0.0555249316949259 | 0.972237534152537 |
137 | 0.0159240266505748 | 0.0318480533011496 | 0.984075973349425 |
138 | 0.00850456155309412 | 0.0170091231061882 | 0.991495438446906 |
139 | 0.00438114638817711 | 0.00876229277635422 | 0.995618853611823 |
140 | 0.636241927052665 | 0.72751614589467 | 0.363758072947335 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 15 | 0.12 | NOK |
5% type I error level | 33 | 0.264 | NOK |
10% type I error level | 54 | 0.432 | NOK |