Multiple Linear Regression - Estimated Regression Equation |
bewegingen[t] = + 8774.99982184822 + 0.00611052995019669passagiers[t] + 0.0862069834129996cargo[t] -0.00329099758702038auto[t] -79.7458365706018maand[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) | 8774.99982184822 | 724.031512 | 12.1196 | 0 | 0 |
passagiers | 0.00611052995019669 | 0.000903 | 6.7658 | 0 | 0 |
cargo | 0.0862069834129996 | 0.008944 | 9.6386 | 0 | 0 |
auto | -0.00329099758702038 | 0.006473 | -0.5084 | 0.612819 | 0.30641 |
maand | -79.7458365706018 | 27.921016 | -2.8561 | 0.005705 | 0.002853 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.910750546235679 |
R-squared | 0.829466557468587 |
Adjusted R-squared | 0.819285456421936 |
F-TEST (value) | 81.4712037202883 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 67 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 790.833856282647 |
Sum Squared Residuals | 41903018.6122731 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 18919 | 18084.8057138182 | 834.194286181835 |
2 | 19147 | 18667.2327355765 | 479.767264423454 |
3 | 21518 | 20136.4178568405 | 1381.58214315951 |
4 | 20941 | 20765.718522272 | 175.281477727997 |
5 | 22401 | 21319.1588406915 | 1081.84115930846 |
6 | 22181 | 21050.3216286861 | 1130.67837131392 |
7 | 22494 | 22595.0332002256 | -101.033200225575 |
8 | 21479 | 21724.1666186935 | -245.166618693527 |
9 | 22322 | 21586.8178383006 | 735.182161699386 |
10 | 21829 | 20547.54342884 | 1281.45657115999 |
11 | 20370 | 19422.4825799109 | 947.517420089065 |
12 | 18467 | 18460.4911171893 | 6.50888281074278 |
13 | 18780 | 18941.6709989742 | -161.670998974152 |
14 | 18815 | 19081.1459978722 | -266.145997872221 |
15 | 20881 | 20830.4117346745 | 50.5882653254647 |
16 | 21443 | 21482.3730947157 | -39.3730947157300 |
17 | 22333 | 21538.4276590391 | 794.572340960893 |
18 | 22944 | 21781.0149037499 | 1162.98509625011 |
19 | 22536 | 23197.5286472602 | -661.528647260202 |
20 | 21658 | 21851.5074391109 | -193.507439110941 |
21 | 23035 | 22268.6056963059 | 766.394303694115 |
22 | 21969 | 21316.5383912464 | 652.461608753579 |
23 | 20297 | 19818.7765443464 | 478.223455653643 |
24 | 18564 | 18973.0421623023 | -409.042162302321 |
25 | 18844 | 19187.3305133444 | -343.330513344427 |
26 | 18762 | 19382.2171779805 | -620.217177980502 |
27 | 21757 | 21374.2873064648 | 382.712693535217 |
28 | 20501 | 22086.2827774693 | -1585.28277746932 |
29 | 23181 | 22204.8462489621 | 976.153751037859 |
30 | 23015 | 22076.6642801763 | 938.335719823665 |
31 | 22828 | 23080.2496798107 | -252.249679810693 |
32 | 21597 | 22163.9971960809 | -566.99719608087 |
33 | 23005 | 22562.7317087007 | 442.268291299288 |
34 | 22243 | 21859.0181638921 | 383.981836107945 |
35 | 20729 | 20545.3600617243 | 183.639938275747 |
36 | 18310 | 19402.7896095436 | -1092.78960954356 |
37 | 19427 | 19441.2353214703 | -14.2353214703136 |
38 | 18849 | 19615.3084143449 | -766.308414344876 |
39 | 21817 | 22157.7635218332 | -340.763521833167 |
40 | 21101 | 22208.8018315242 | -1107.80183152420 |
41 | 23546 | 22648.6749627336 | 897.32503726638 |
42 | 23456 | 23233.4295597203 | 222.570440279742 |
43 | 23649 | 24503.345037471 | -854.345037470997 |
44 | 22432 | 23669.207788534 | -1237.20778853400 |
45 | 23745 | 23892.9825720283 | -147.982572028294 |
46 | 23874 | 23319.6147031024 | 554.385296897642 |
47 | 22327 | 22207.3228055646 | 119.67719443541 |
48 | 20143 | 21204.5435072592 | -1061.54350725916 |
49 | 21252 | 21229.7520272251 | 22.2479727748731 |
50 | 21094 | 21839.7888920226 | -745.788892022597 |
51 | 21800 | 23484.7349864933 | -1684.73498649330 |
52 | 22480 | 22615.6010509890 | -135.601050989045 |
53 | 23055 | 22982.6594269886 | 72.3405730114144 |
54 | 23352 | 22677.5465889002 | 674.453411099767 |
55 | 23171 | 23227.2882490188 | -56.2882490187916 |
56 | 20691 | 22510.8718793965 | -1819.87187939646 |
57 | 23183 | 22292.5455153154 | 890.454484684635 |
58 | 22412 | 21376.8559451370 | 1035.14405486296 |
59 | 18958 | 19310.8089087932 | -352.808908793192 |
60 | 17347 | 18068.2077497294 | -721.207749729359 |
61 | 17353 | 17628.1041200714 | -275.104120071367 |
62 | 17153 | 17772.2259671427 | -619.225967142705 |
63 | 20141 | 19370.0660536409 | 770.933946359075 |
64 | 19699 | 20309.4679516824 | -610.467951682433 |
65 | 20780 | 20275.9705658498 | 504.029434150223 |
66 | 21101 | 20363.9051103387 | 737.094889661273 |
67 | 20871 | 21676.4611262528 | -805.461126252807 |
68 | 19574 | 20190.9499074208 | -616.949907420819 |
69 | 21002 | 20365.9025668592 | 636.097433140803 |
70 | 20105 | 19892.5965559544 | 212.403444045568 |
71 | 17772 | 18383.1951922813 | -611.195192281254 |
72 | 16117 | 17609.2555621185 | -1492.25556211847 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.170409424107153 | 0.340818848214306 | 0.829590575892847 |
9 | 0.117448530737362 | 0.234897061474725 | 0.882551469262638 |
10 | 0.0597008261568584 | 0.119401652313717 | 0.940299173843142 |
11 | 0.0699092926789043 | 0.139818585357809 | 0.930090707321096 |
12 | 0.085143596566366 | 0.170287193132732 | 0.914856403433634 |
13 | 0.0724810401504039 | 0.144962080300808 | 0.927518959849596 |
14 | 0.0977185845945545 | 0.195437169189109 | 0.902281415405445 |
15 | 0.103929895722309 | 0.207859791444618 | 0.896070104277691 |
16 | 0.132570480593507 | 0.265140961187014 | 0.867429519406493 |
17 | 0.121955856807227 | 0.243911713614455 | 0.878044143192773 |
18 | 0.113206356664415 | 0.226412713328830 | 0.886793643335585 |
19 | 0.119502361748839 | 0.239004723497678 | 0.88049763825116 |
20 | 0.0906537445669274 | 0.181307489133855 | 0.909346255433073 |
21 | 0.0746426441950936 | 0.149285288390187 | 0.925357355804906 |
22 | 0.0813661476293051 | 0.162732295258610 | 0.918633852370695 |
23 | 0.0709628797037927 | 0.141925759407585 | 0.929037120296207 |
24 | 0.079047576689335 | 0.15809515337867 | 0.920952423310665 |
25 | 0.0908089426231899 | 0.181617885246380 | 0.90919105737681 |
26 | 0.165778471841361 | 0.331556943682723 | 0.834221528158638 |
27 | 0.136033852935008 | 0.272067705870016 | 0.863966147064992 |
28 | 0.560036894687198 | 0.879926210625604 | 0.439963105312802 |
29 | 0.545724132667496 | 0.908551734665007 | 0.454275867332504 |
30 | 0.555344063174743 | 0.889311873650514 | 0.444655936825257 |
31 | 0.522165616103261 | 0.955668767793477 | 0.477834383896739 |
32 | 0.510089255179419 | 0.979821489641162 | 0.489910744820581 |
33 | 0.492069259895424 | 0.984138519790848 | 0.507930740104576 |
34 | 0.435639180073328 | 0.871278360146656 | 0.564360819926672 |
35 | 0.403029712904504 | 0.806059425809007 | 0.596970287095496 |
36 | 0.455215235174958 | 0.910430470349916 | 0.544784764825042 |
37 | 0.439900141387686 | 0.879800282775372 | 0.560099858612314 |
38 | 0.430001388803638 | 0.860002777607276 | 0.569998611196362 |
39 | 0.362929756636935 | 0.72585951327387 | 0.637070243363065 |
40 | 0.439850736852253 | 0.879701473704505 | 0.560149263147747 |
41 | 0.482218945643221 | 0.964437891286442 | 0.517781054356779 |
42 | 0.465630257652943 | 0.931260515305886 | 0.534369742347057 |
43 | 0.423056432917137 | 0.846112865834274 | 0.576943567082863 |
44 | 0.405581804889639 | 0.811163609779278 | 0.594418195110361 |
45 | 0.337635149911586 | 0.675270299823172 | 0.662364850088414 |
46 | 0.312068945097746 | 0.624137890195492 | 0.687931054902254 |
47 | 0.317100506526178 | 0.634201013052357 | 0.682899493473822 |
48 | 0.282714293007945 | 0.565428586015891 | 0.717285706992055 |
49 | 0.288742434781176 | 0.577484869562352 | 0.711257565218824 |
50 | 0.233356595350517 | 0.466713190701035 | 0.766643404649483 |
51 | 0.376931541530094 | 0.753863083060188 | 0.623068458469906 |
52 | 0.345060542540121 | 0.690121085080242 | 0.654939457459879 |
53 | 0.352805589614377 | 0.705611179228754 | 0.647194410385623 |
54 | 0.278837741576036 | 0.557675483152073 | 0.721162258423964 |
55 | 0.238562984303126 | 0.477125968606253 | 0.761437015696874 |
56 | 0.821991037729373 | 0.356017924541255 | 0.178008962270627 |
57 | 0.751894554400153 | 0.496210891199693 | 0.248105445599847 |
58 | 0.683990358920111 | 0.632019282159777 | 0.316009641079889 |
59 | 0.608860642304125 | 0.78227871539175 | 0.391139357695875 |
60 | 0.533933462662126 | 0.932133074675748 | 0.466066537337874 |
61 | 0.426641230948471 | 0.853282461896943 | 0.573358769051529 |
62 | 0.332113649717764 | 0.664227299435528 | 0.667886350282236 |
63 | 0.275618055117996 | 0.551236110235993 | 0.724381944882004 |
64 | 0.449209486213483 | 0.898418972426966 | 0.550790513786517 |
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 |