| Multiple Linear Regression - Estimated Regression Equation |
| Overlijdens[t] = + 9719.03333333333 + 626.820634920639M1[t] -537.753968253968M2[t] -53.9952380952378M3[t] -876.236507936508M4[t] -1164.81111111111M5[t] -1408.71904761905M6[t] -1177.79365079365M7[t] -1488.70158730159M8[t] -1642.10952380952M9[t] -1019.51746031746M10[t] -1055.92539682540M11[t] -7.92539682539685t + 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) | 9719.03333333333 | 176.681166 | 55.0089 | 0 | 0 |
| M1 | 626.820634920639 | 216.33634 | 2.8974 | 0.005272 | 0.002636 |
| M2 | -537.753968253968 | 216.113548 | -2.4883 | 0.015679 | 0.007839 |
| M3 | -53.9952380952378 | 215.911776 | -0.2501 | 0.803394 | 0.401697 |
| M4 | -876.236507936508 | 215.731083 | -4.0617 | 0.000146 | 7.3e-05 |
| M5 | -1164.81111111111 | 215.571523 | -5.4034 | 1e-06 | 1e-06 |
| M6 | -1408.71904761905 | 215.433142 | -6.539 | 0 | 0 |
| M7 | -1177.79365079365 | 215.31598 | -5.4701 | 1e-06 | 0 |
| M8 | -1488.70158730159 | 215.220073 | -6.9171 | 0 | 0 |
| M9 | -1642.10952380952 | 215.14545 | -7.6326 | 0 | 0 |
| M10 | -1019.51746031746 | 215.092131 | -4.7399 | 1.4e-05 | 7e-06 |
| M11 | -1055.92539682540 | 215.060134 | -4.9099 | 8e-06 | 4e-06 |
| t | -7.92539682539685 | 2.141944 | -3.7001 | 0.000475 | 0.000238 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.899080149210731 |
| R-squared | 0.80834511470479 |
| Adjusted R-squared | 0.769364460068477 |
| F-TEST (value) | 20.7370841317721 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 59 |
| p-value | 1.11022302462516e-16 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 372.476602880371 |
| Sum Squared Residuals | 8185590.3619048 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 11100 | 10337.9285714286 | 762.071428571448 |
| 2 | 8962 | 9165.42857142857 | -203.428571428571 |
| 3 | 9173 | 9641.2619047619 | -468.261904761906 |
| 4 | 8738 | 8811.09523809524 | -73.0952380952388 |
| 5 | 8459 | 8514.59523809524 | -55.595238095239 |
| 6 | 8078 | 8262.7619047619 | -184.761904761905 |
| 7 | 8411 | 8485.7619047619 | -74.7619047619057 |
| 8 | 8291 | 8166.92857142857 | 124.071428571428 |
| 9 | 7810 | 8005.59523809524 | -195.595238095238 |
| 10 | 8616 | 8620.2619047619 | -4.26190476190573 |
| 11 | 8312 | 8575.92857142857 | -263.928571428572 |
| 12 | 9692 | 9623.92857142857 | 68.0714285714281 |
| 13 | 9911 | 10242.8238095238 | -331.823809523814 |
| 14 | 8915 | 9070.32380952381 | -155.32380952381 |
| 15 | 9452 | 9546.15714285714 | -94.1571428571432 |
| 16 | 9112 | 8715.99047619048 | 396.009523809523 |
| 17 | 8472 | 8419.49047619048 | 52.5095238095234 |
| 18 | 8230 | 8167.65714285714 | 62.3428571428566 |
| 19 | 8384 | 8390.65714285714 | -6.65714285714329 |
| 20 | 8625 | 8071.82380952381 | 553.17619047619 |
| 21 | 8221 | 7910.49047619048 | 310.509523809523 |
| 22 | 8649 | 8525.15714285714 | 123.842857142857 |
| 23 | 8625 | 8480.82380952381 | 144.17619047619 |
| 24 | 10443 | 9528.82380952381 | 914.17619047619 |
| 25 | 10357 | 10147.7190476191 | 209.280952380948 |
| 26 | 8586 | 8975.21904761905 | -389.219047619048 |
| 27 | 8892 | 9451.05238095238 | -559.052380952381 |
| 28 | 8329 | 8620.88571428571 | -291.885714285714 |
| 29 | 8101 | 8324.38571428571 | -223.385714285714 |
| 30 | 7922 | 8072.55238095238 | -150.552380952381 |
| 31 | 8120 | 8295.55238095238 | -175.552380952381 |
| 32 | 7838 | 7976.71904761905 | -138.719047619048 |
| 33 | 7735 | 7815.38571428571 | -80.3857142857145 |
| 34 | 8406 | 8430.05238095238 | -24.0523809523811 |
| 35 | 8209 | 8385.71904761905 | -176.719047619048 |
| 36 | 9451 | 9433.71904761905 | 17.2809523809524 |
| 37 | 10041 | 10052.6142857143 | -11.6142857142896 |
| 38 | 9411 | 8880.11428571429 | 530.885714285715 |
| 39 | 10405 | 9355.94761904762 | 1049.05238095238 |
| 40 | 8467 | 8525.78095238095 | -58.7809523809522 |
| 41 | 8464 | 8229.28095238095 | 234.719047619048 |
| 42 | 8102 | 7977.44761904762 | 124.552380952381 |
| 43 | 7627 | 8200.44761904762 | -573.447619047619 |
| 44 | 7513 | 7881.61428571429 | -368.614285714286 |
| 45 | 7510 | 7720.28095238095 | -210.280952380952 |
| 46 | 8291 | 8334.94761904762 | -43.9476190476189 |
| 47 | 8064 | 8290.61428571429 | -226.614285714286 |
| 48 | 9383 | 9338.61428571429 | 44.3857142857145 |
| 49 | 9706 | 9957.50952380953 | -251.509523809527 |
| 50 | 8579 | 8785.00952380952 | -206.009523809524 |
| 51 | 9474 | 9260.84285714286 | 213.157142857143 |
| 52 | 8318 | 8430.67619047619 | -112.67619047619 |
| 53 | 8213 | 8134.17619047619 | 78.82380952381 |
| 54 | 8059 | 7882.34285714286 | 176.657142857143 |
| 55 | 9111 | 8105.34285714286 | 1005.65714285714 |
| 56 | 7708 | 7786.50952380952 | -78.5095238095234 |
| 57 | 7680 | 7625.17619047619 | 54.8238095238099 |
| 58 | 8014 | 8239.84285714286 | -225.842857142857 |
| 59 | 8007 | 8195.50952380952 | -188.509523809523 |
| 60 | 8718 | 9243.50952380952 | -525.509523809523 |
| 61 | 9486 | 9862.40476190477 | -376.404761904765 |
| 62 | 9113 | 8689.90476190476 | 423.095238095239 |
| 63 | 9025 | 9165.7380952381 | -140.738095238095 |
| 64 | 8476 | 8335.57142857143 | 140.428571428572 |
| 65 | 7952 | 8039.07142857143 | -87.0714285714278 |
| 66 | 7759 | 7787.2380952381 | -28.2380952380946 |
| 67 | 7835 | 8010.2380952381 | -175.238095238095 |
| 68 | 7600 | 7691.40476190476 | -91.4047619047612 |
| 69 | 7651 | 7530.07142857143 | 120.928571428572 |
| 70 | 8319 | 8144.7380952381 | 174.261904761906 |
| 71 | 8812 | 8100.40476190476 | 711.595238095239 |
| 72 | 8630 | 9148.40476190476 | -518.404761904761 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.81471090995366 | 0.370578180092680 | 0.185289090046340 |
| 17 | 0.694180332951104 | 0.611639334097792 | 0.305819667048896 |
| 18 | 0.576243681670103 | 0.847512636659793 | 0.423756318329897 |
| 19 | 0.441267265624974 | 0.882534531249947 | 0.558732734375026 |
| 20 | 0.400853944653544 | 0.801707889307089 | 0.599146055346456 |
| 21 | 0.349172501413408 | 0.698345002826815 | 0.650827498586592 |
| 22 | 0.251119330592387 | 0.502238661184774 | 0.748880669407613 |
| 23 | 0.188553462065049 | 0.377106924130098 | 0.81144653793495 |
| 24 | 0.35494696693385 | 0.7098939338677 | 0.64505303306615 |
| 25 | 0.326697290087626 | 0.653394580175252 | 0.673302709912374 |
| 26 | 0.336874146675525 | 0.673748293351051 | 0.663125853324475 |
| 27 | 0.417199788935219 | 0.834399577870438 | 0.582800211064781 |
| 28 | 0.434794754774868 | 0.869589509549735 | 0.565205245225132 |
| 29 | 0.379755892140857 | 0.759511784281714 | 0.620244107859143 |
| 30 | 0.309179873811799 | 0.618359747623598 | 0.690820126188201 |
| 31 | 0.250745161141639 | 0.501490322283278 | 0.749254838858361 |
| 32 | 0.233863650057835 | 0.467727300115669 | 0.766136349942165 |
| 33 | 0.175136697655065 | 0.350273395310129 | 0.824863302344935 |
| 34 | 0.125148431475348 | 0.250296862950696 | 0.874851568524652 |
| 35 | 0.0945019787340984 | 0.189003957468197 | 0.905498021265902 |
| 36 | 0.0873181271601548 | 0.174636254320310 | 0.912681872839845 |
| 37 | 0.0636252466646282 | 0.127250493329256 | 0.936374753335372 |
| 38 | 0.141235822774877 | 0.282471645549753 | 0.858764177225123 |
| 39 | 0.651629456851688 | 0.696741086296624 | 0.348370543148312 |
| 40 | 0.57350715432292 | 0.852985691354161 | 0.426492845677081 |
| 41 | 0.527651154120503 | 0.944697691758993 | 0.472348845879497 |
| 42 | 0.452566496695224 | 0.905132993390447 | 0.547433503304776 |
| 43 | 0.62047618049726 | 0.759047639005479 | 0.379523819502740 |
| 44 | 0.598444911382948 | 0.803110177234104 | 0.401555088617052 |
| 45 | 0.537990891978142 | 0.924018216043716 | 0.462009108021858 |
| 46 | 0.44568994160696 | 0.89137988321392 | 0.55431005839304 |
| 47 | 0.44047620825298 | 0.88095241650596 | 0.55952379174702 |
| 48 | 0.448226796519614 | 0.896453593039228 | 0.551773203480386 |
| 49 | 0.373866251488705 | 0.74773250297741 | 0.626133748511295 |
| 50 | 0.379326904192027 | 0.758653808384053 | 0.620673095807973 |
| 51 | 0.31881855589487 | 0.63763711178974 | 0.68118144410513 |
| 52 | 0.240788730561599 | 0.481577461123199 | 0.7592112694384 |
| 53 | 0.163261393927683 | 0.326522787855367 | 0.836738606072317 |
| 54 | 0.106595737503559 | 0.213191475007118 | 0.893404262496441 |
| 55 | 0.722239093474622 | 0.555521813050756 | 0.277760906525378 |
| 56 | 0.626572048153422 | 0.746855903693156 | 0.373427951846578 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 0 | 0 | OK |
| 5% type I error level | 0 | 0 | OK |
| 10% type I error level | 0 | 0 | OK |
