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
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)11104.64403993191244.8389928.920500
Jaar4225.565762380934831.0150930.87470.3851270.192563
t-37.34810205781149.532235-3.91810.0002250.000113
jaar_t-49.678956861027249.364245-1.00640.3181470.159073
passagiers0.01099580911077660.0013258.301100
passagiers_t0.003361452504195380.0031921.05320.296320.14816
cargo0.05156223413053630.019462.64970.0102090.005104
cargo_t-0.01964358322133180.044203-0.44440.6583010.329151
auto-0.03745407872856410.008846-4.23387.7e-053.9e-05
auto_t-0.02959623262549980.024193-1.22330.2258380.112919


Multiple Linear Regression - Regression Statistics
Multiple R0.94165624630337
R-squared0.886716486202154
Adjusted R-squared0.870272105166983
F-TEST (value)53.9221564074471
F-TEST (DF numerator)9
F-TEST (DF denominator)62
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation670.047183907392
Sum Squared Residuals27835720.1770580


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
11891918555.3310069964363.668993003559
21914719141.02795748215.97204251794675
32151820441.11817784801076.88182215197
42094121328.4838721158-387.483872115797
52240122094.6610440621306.338955937896
62218121614.4436150208566.556384979197
72249422685.0626886614-191.062688661422
82147921735.9274185889-256.927418588930
92232222244.237104969677.7628950303554
102182921576.8496886135252.150311386548
112037020172.3223596742197.677640325765
121846719242.8986885604-775.898688560384
131878018599.9534726043180.046527395706
141881518978.3333631897-163.333363189744
152088120784.578359282796.4216407172934
162144321674.2636745637-231.263674563671
172233322318.080316165114.9196838348845
182294422216.3740811218727.625918878211
192253623003.8909366631-467.890936663138
202165821768.1076768940-110.107676894047
212303522655.8225113359379.17748866409
222196922340.8402538156-371.840253815644
232029720545.9544169565-248.954416956506
241856419400.6887945769-836.688794576853
251884418799.059457213544.940542786454
261876219426.5413950871-664.54139508708
272175721145.7198600340611.28013996602
282050122575.1302040895-2074.13020408946
292318122978.8480551971202.151944802869
302301522527.5310330018487.468966998222
312282823120.4399779674-292.439977967374
322159721839.0495621093-242.049562109254
332300522710.9112370132294.088762986786
342224322498.4625016093-255.462501609251
352072920638.7619943190.2380056899998
361831019301.6764464270-991.67644642702
371942718554.9702375451872.02976245489
381884919031.4925545623-182.492554562350
392181721418.1363676459398.863632354125
402110122034.4683189930-933.468318992965
412354622593.1026146929952.897385307086
422345622743.6563797771712.343620222933
432364923720.9936457563-71.993645756309
442243222816.4368286502-384.436828650181
452374523807.3008014867-62.3008014867034
462387423485.8935887218388.106411278185
472232721780.7633530731546.236646926939
482014320703.3782942684-560.378294268416
492125220085.95153213891166.04846786112
502109420973.507225444120.492774556011
512180022615.1019826587-815.10198265867
522248022485.8420505919-5.84205059186684
532305523228.6283092016-173.628309201624
542335222732.9927109704619.007289029602
552317122774.1358939866396.864106013363
562069122333.769207359-1642.76920735899
572318322793.1973953809389.802604619092
582241221865.2876420195546.712357980542
591895819167.6627331343-209.662733134293
601734717947.5296721796-600.529672179646
611735316940.4520812548412.547918745207
621715317141.913915034611.0860849654209
632014118961.22246917681179.77753082321
641969920823.6810222511-1124.68102225113
652078020676.1556892508103.844310749235
662110119541.76702180741559.23297819263
672087120881.1668916059-10.1668916059027
681957419869.8784740707-295.878474070695
692100220605.9506013822396.049398617784
702010520114.3302055639-9.33020556393274
711777218090.3079986607-318.307998660669
721611716901.5910858812-784.591085881226


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
130.6648922906717110.6702154186565780.335107709328289
140.5000762510486070.9998474979027860.499923748951393
150.3535762719397360.7071525438794730.646423728060264
160.237180852178880.474361704357760.76281914782112
170.1642239318919560.3284478637839120.835776068108044
180.2263672727398260.4527345454796520.773632727260174
190.1543055998899730.3086111997799460.845694400110027
200.1149160369362520.2298320738725050.885083963063748
210.08927076257311970.1785415251462390.91072923742688
220.07494173672239790.1498834734447960.925058263277602
230.0469935223584980.0939870447169960.953006477641502
240.04035607891366370.08071215782732740.959643921086336
250.03227885897397020.06455771794794050.96772114102603
260.02294298015674770.04588596031349530.977057019843252
270.03130253830842500.06260507661685010.968697461691575
280.2900498154148720.5800996308297430.709950184585128
290.2956948453148110.5913896906296220.704305154685189
300.3175852619414360.6351705238828730.682414738058564
310.2511599383738240.5023198767476480.748840061626176
320.1969254220666340.3938508441332680.803074577933366
330.1707808612806100.3415617225612200.82921913871939
340.1256457058107130.2512914116214260.874354294189287
350.09296109079307240.1859221815861450.907038909206928
360.1131765685593550.2263531371187100.886823431440645
370.1650168977732540.3300337955465080.834983102226746
380.1356714655878040.2713429311756070.864328534412196
390.1090865721516020.2181731443032030.890913427848398
400.2198814709303140.4397629418606280.780118529069686
410.2590326795461610.5180653590923210.74096732045384
420.2298336773819870.4596673547639740.770166322618013
430.1764681023522100.3529362047044200.82353189764779
440.1357508059639820.2715016119279630.864249194036018
450.1018635583394430.2037271166788850.898136441660557
460.07341450819551610.1468290163910320.926585491804484
470.09193226381891730.1838645276378350.908067736181083
480.07493778591061630.1498755718212330.925062214089384
490.07764724338130370.1552944867626070.922352756618696
500.05007925275086530.1001585055017310.949920747249135
510.03942315418926220.07884630837852440.960576845810738
520.02340620211888850.04681240423777690.976593797881112
530.01297968210695690.02595936421391380.987020317893043
540.007999661753317420.01599932350663480.992000338246683
550.00459545338384440.00919090676768880.995404546616156
560.02560116671633130.05120233343266260.974398833283669
570.01267327769091260.02534655538182520.987326722309087
580.005595359252052320.01119071850410460.994404640747948
590.00315493966429410.00630987932858820.996845060335706


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level20.0425531914893617NOK
5% type I error level80.170212765957447NOK
10% type I error level140.297872340425532NOK