Multiple Linear Regression - Estimated Regression Equation |
bewegingen[t] = + 11104.6440399319 + 4225.56576238093Jaar[t] -37.3481020578114t -49.6789568610272jaar_t[t] + 0.0109958091107766passagiers[t] + 0.00336145250419538passagiers_t[t] + 0.0515622341305363cargo[t] -0.0196435832213318cargo_t[t] -0.0374540787285641auto[t] -0.0295962326254998auto_t[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) | 11104.6440399319 | 1244.838992 | 8.9205 | 0 | 0 |
Jaar | 4225.56576238093 | 4831.015093 | 0.8747 | 0.385127 | 0.192563 |
t | -37.3481020578114 | 9.532235 | -3.9181 | 0.000225 | 0.000113 |
jaar_t | -49.6789568610272 | 49.364245 | -1.0064 | 0.318147 | 0.159073 |
passagiers | 0.0109958091107766 | 0.001325 | 8.3011 | 0 | 0 |
passagiers_t | 0.00336145250419538 | 0.003192 | 1.0532 | 0.29632 | 0.14816 |
cargo | 0.0515622341305363 | 0.01946 | 2.6497 | 0.010209 | 0.005104 |
cargo_t | -0.0196435832213318 | 0.044203 | -0.4444 | 0.658301 | 0.329151 |
auto | -0.0374540787285641 | 0.008846 | -4.2338 | 7.7e-05 | 3.9e-05 |
auto_t | -0.0295962326254998 | 0.024193 | -1.2233 | 0.225838 | 0.112919 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.94165624630337 |
R-squared | 0.886716486202154 |
Adjusted R-squared | 0.870272105166983 |
F-TEST (value) | 53.9221564074471 |
F-TEST (DF numerator) | 9 |
F-TEST (DF denominator) | 62 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 670.047183907392 |
Sum Squared Residuals | 27835720.1770580 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 18919 | 18555.3310069964 | 363.668993003559 |
2 | 19147 | 19141.0279574821 | 5.97204251794675 |
3 | 21518 | 20441.1181778480 | 1076.88182215197 |
4 | 20941 | 21328.4838721158 | -387.483872115797 |
5 | 22401 | 22094.6610440621 | 306.338955937896 |
6 | 22181 | 21614.4436150208 | 566.556384979197 |
7 | 22494 | 22685.0626886614 | -191.062688661422 |
8 | 21479 | 21735.9274185889 | -256.927418588930 |
9 | 22322 | 22244.2371049696 | 77.7628950303554 |
10 | 21829 | 21576.8496886135 | 252.150311386548 |
11 | 20370 | 20172.3223596742 | 197.677640325765 |
12 | 18467 | 19242.8986885604 | -775.898688560384 |
13 | 18780 | 18599.9534726043 | 180.046527395706 |
14 | 18815 | 18978.3333631897 | -163.333363189744 |
15 | 20881 | 20784.5783592827 | 96.4216407172934 |
16 | 21443 | 21674.2636745637 | -231.263674563671 |
17 | 22333 | 22318.0803161651 | 14.9196838348845 |
18 | 22944 | 22216.3740811218 | 727.625918878211 |
19 | 22536 | 23003.8909366631 | -467.890936663138 |
20 | 21658 | 21768.1076768940 | -110.107676894047 |
21 | 23035 | 22655.8225113359 | 379.17748866409 |
22 | 21969 | 22340.8402538156 | -371.840253815644 |
23 | 20297 | 20545.9544169565 | -248.954416956506 |
24 | 18564 | 19400.6887945769 | -836.688794576853 |
25 | 18844 | 18799.0594572135 | 44.940542786454 |
26 | 18762 | 19426.5413950871 | -664.54139508708 |
27 | 21757 | 21145.7198600340 | 611.28013996602 |
28 | 20501 | 22575.1302040895 | -2074.13020408946 |
29 | 23181 | 22978.8480551971 | 202.151944802869 |
30 | 23015 | 22527.5310330018 | 487.468966998222 |
31 | 22828 | 23120.4399779674 | -292.439977967374 |
32 | 21597 | 21839.0495621093 | -242.049562109254 |
33 | 23005 | 22710.9112370132 | 294.088762986786 |
34 | 22243 | 22498.4625016093 | -255.462501609251 |
35 | 20729 | 20638.76199431 | 90.2380056899998 |
36 | 18310 | 19301.6764464270 | -991.67644642702 |
37 | 19427 | 18554.9702375451 | 872.02976245489 |
38 | 18849 | 19031.4925545623 | -182.492554562350 |
39 | 21817 | 21418.1363676459 | 398.863632354125 |
40 | 21101 | 22034.4683189930 | -933.468318992965 |
41 | 23546 | 22593.1026146929 | 952.897385307086 |
42 | 23456 | 22743.6563797771 | 712.343620222933 |
43 | 23649 | 23720.9936457563 | -71.993645756309 |
44 | 22432 | 22816.4368286502 | -384.436828650181 |
45 | 23745 | 23807.3008014867 | -62.3008014867034 |
46 | 23874 | 23485.8935887218 | 388.106411278185 |
47 | 22327 | 21780.7633530731 | 546.236646926939 |
48 | 20143 | 20703.3782942684 | -560.378294268416 |
49 | 21252 | 20085.9515321389 | 1166.04846786112 |
50 | 21094 | 20973.507225444 | 120.492774556011 |
51 | 21800 | 22615.1019826587 | -815.10198265867 |
52 | 22480 | 22485.8420505919 | -5.84205059186684 |
53 | 23055 | 23228.6283092016 | -173.628309201624 |
54 | 23352 | 22732.9927109704 | 619.007289029602 |
55 | 23171 | 22774.1358939866 | 396.864106013363 |
56 | 20691 | 22333.769207359 | -1642.76920735899 |
57 | 23183 | 22793.1973953809 | 389.802604619092 |
58 | 22412 | 21865.2876420195 | 546.712357980542 |
59 | 18958 | 19167.6627331343 | -209.662733134293 |
60 | 17347 | 17947.5296721796 | -600.529672179646 |
61 | 17353 | 16940.4520812548 | 412.547918745207 |
62 | 17153 | 17141.9139150346 | 11.0860849654209 |
63 | 20141 | 18961.2224691768 | 1179.77753082321 |
64 | 19699 | 20823.6810222511 | -1124.68102225113 |
65 | 20780 | 20676.1556892508 | 103.844310749235 |
66 | 21101 | 19541.7670218074 | 1559.23297819263 |
67 | 20871 | 20881.1668916059 | -10.1668916059027 |
68 | 19574 | 19869.8784740707 | -295.878474070695 |
69 | 21002 | 20605.9506013822 | 396.049398617784 |
70 | 20105 | 20114.3302055639 | -9.33020556393274 |
71 | 17772 | 18090.3079986607 | -318.307998660669 |
72 | 16117 | 16901.5910858812 | -784.591085881226 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
13 | 0.664892290671711 | 0.670215418656578 | 0.335107709328289 |
14 | 0.500076251048607 | 0.999847497902786 | 0.499923748951393 |
15 | 0.353576271939736 | 0.707152543879473 | 0.646423728060264 |
16 | 0.23718085217888 | 0.47436170435776 | 0.76281914782112 |
17 | 0.164223931891956 | 0.328447863783912 | 0.835776068108044 |
18 | 0.226367272739826 | 0.452734545479652 | 0.773632727260174 |
19 | 0.154305599889973 | 0.308611199779946 | 0.845694400110027 |
20 | 0.114916036936252 | 0.229832073872505 | 0.885083963063748 |
21 | 0.0892707625731197 | 0.178541525146239 | 0.91072923742688 |
22 | 0.0749417367223979 | 0.149883473444796 | 0.925058263277602 |
23 | 0.046993522358498 | 0.093987044716996 | 0.953006477641502 |
24 | 0.0403560789136637 | 0.0807121578273274 | 0.959643921086336 |
25 | 0.0322788589739702 | 0.0645577179479405 | 0.96772114102603 |
26 | 0.0229429801567477 | 0.0458859603134953 | 0.977057019843252 |
27 | 0.0313025383084250 | 0.0626050766168501 | 0.968697461691575 |
28 | 0.290049815414872 | 0.580099630829743 | 0.709950184585128 |
29 | 0.295694845314811 | 0.591389690629622 | 0.704305154685189 |
30 | 0.317585261941436 | 0.635170523882873 | 0.682414738058564 |
31 | 0.251159938373824 | 0.502319876747648 | 0.748840061626176 |
32 | 0.196925422066634 | 0.393850844133268 | 0.803074577933366 |
33 | 0.170780861280610 | 0.341561722561220 | 0.82921913871939 |
34 | 0.125645705810713 | 0.251291411621426 | 0.874354294189287 |
35 | 0.0929610907930724 | 0.185922181586145 | 0.907038909206928 |
36 | 0.113176568559355 | 0.226353137118710 | 0.886823431440645 |
37 | 0.165016897773254 | 0.330033795546508 | 0.834983102226746 |
38 | 0.135671465587804 | 0.271342931175607 | 0.864328534412196 |
39 | 0.109086572151602 | 0.218173144303203 | 0.890913427848398 |
40 | 0.219881470930314 | 0.439762941860628 | 0.780118529069686 |
41 | 0.259032679546161 | 0.518065359092321 | 0.74096732045384 |
42 | 0.229833677381987 | 0.459667354763974 | 0.770166322618013 |
43 | 0.176468102352210 | 0.352936204704420 | 0.82353189764779 |
44 | 0.135750805963982 | 0.271501611927963 | 0.864249194036018 |
45 | 0.101863558339443 | 0.203727116678885 | 0.898136441660557 |
46 | 0.0734145081955161 | 0.146829016391032 | 0.926585491804484 |
47 | 0.0919322638189173 | 0.183864527637835 | 0.908067736181083 |
48 | 0.0749377859106163 | 0.149875571821233 | 0.925062214089384 |
49 | 0.0776472433813037 | 0.155294486762607 | 0.922352756618696 |
50 | 0.0500792527508653 | 0.100158505501731 | 0.949920747249135 |
51 | 0.0394231541892622 | 0.0788463083785244 | 0.960576845810738 |
52 | 0.0234062021188885 | 0.0468124042377769 | 0.976593797881112 |
53 | 0.0129796821069569 | 0.0259593642139138 | 0.987020317893043 |
54 | 0.00799966175331742 | 0.0159993235066348 | 0.992000338246683 |
55 | 0.0045954533838444 | 0.0091909067676888 | 0.995404546616156 |
56 | 0.0256011667163313 | 0.0512023334326626 | 0.974398833283669 |
57 | 0.0126732776909126 | 0.0253465553818252 | 0.987326722309087 |
58 | 0.00559535925205232 | 0.0111907185041046 | 0.994404640747948 |
59 | 0.0031549396642941 | 0.0063098793285882 | 0.996845060335706 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 2 | 0.0425531914893617 | NOK |
5% type I error level | 8 | 0.170212765957447 | NOK |
10% type I error level | 14 | 0.297872340425532 | NOK |