Multiple Linear Regression - Estimated Regression Equation |
Verkoopcijfers[t] = -2.16080094974641e-12 + 0.0434782608695652`Totaleuitstootkm/u`[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) | -2.16080094974641e-12 | 0 | -1.9893 | 0.051556 | 0.025778 |
`Totaleuitstootkm/u` | 0.0434782608695652 | 0 | 52790364194483208 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 1 |
R-squared | 1 |
Adjusted R-squared | 1 |
F-TEST (value) | 2.78682255178618e+33 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 56 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 5.28579786031869e-12 |
Sum Squared Residuals | 1.56462090512838e-21 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 43071 | 43071 | 2.2236603765632e-11 |
2 | 45552 | 45552 | 3.04672082062726e-11 |
3 | 36329 | 36329 | 4.26423361600248e-14 |
4 | 37703 | 37703 | -2.13385244240005e-13 |
5 | 50519 | 50519 | 4.86497751854067e-13 |
6 | 36798 | 36798 | -3.00659056435213e-13 |
7 | 37056 | 37056 | -5.38808164607463e-13 |
8 | 44927 | 44927 | -3.45455282489792e-13 |
9 | 37635 | 37635 | -5.55874485369407e-13 |
10 | 62924 | 62924 | -3.58401426601991e-12 |
11 | 8170 | 8170 | -3.35495697743738e-13 |
12 | 27438 | 27438 | -4.43717423682596e-12 |
13 | 27429 | 27429 | -3.25679135312986e-12 |
14 | 33666 | 33666 | -1.43703305610115e-12 |
15 | 27733 | 27733 | -2.7549572778756e-12 |
16 | 33228 | 33228 | -8.52619085953262e-13 |
17 | 25699 | 25699 | -3.37009792118209e-12 |
18 | 303936 | 303936 | -1.8404020615302e-12 |
19 | 30169 | 30169 | -1.76324649894296e-12 |
20 | 35117 | 35117 | 3.74277331771232e-13 |
21 | 34870 | 34870 | -6.13054784378416e-13 |
22 | 56676 | 56676 | -5.41200710054708e-13 |
23 | 7054 | 7054 | -1.2848435245694e-12 |
24 | 29722 | 29722 | -1.93645495688464e-12 |
25 | 41629 | 41629 | -2.60871677557611e-13 |
26 | 41117 | 41117 | -8.459932444068e-13 |
27 | 39341 | 39341 | -8.48630114417741e-13 |
28 | 39486 | 39486 | -3.75031859962197e-13 |
29 | 48138 | 48138 | -3.41651401952082e-13 |
30 | 45633 | 45633 | -2.00131334769363e-13 |
31 | 41756 | 41756 | -3.33293578783459e-13 |
32 | 47221 | 47221 | -1.47454984751153e-13 |
33 | 50530 | 50530 | 2.28686915795456e-13 |
34 | 68184 | 68184 | -2.95114455345813e-12 |
35 | 8771 | 8771 | -1.83540998967634e-12 |
36 | 37898 | 37898 | 5.6460051058624e-14 |
37 | 41888 | 41888 | -2.80651559699103e-13 |
38 | 40439 | 40439 | -9.28915592800195e-13 |
39 | 40898 | 40898 | -5.5356421472793e-13 |
40 | 38401 | 38401 | -1.08371119844505e-12 |
41 | 52073 | 52073 | 8.52319786951532e-13 |
42 | 41547 | 41547 | -2.75238036430598e-13 |
43 | 38529 | 38529 | -1.17934840379857e-12 |
44 | 51321 | 51321 | 1.05158952856091e-12 |
45 | 41519 | 41519 | -5.87106749390906e-13 |
46 | 69116 | 69116 | -1.56000611288703e-12 |
47 | 12657 | 12657 | -5.55082962443998e-12 |
48 | 34801 | 34801 | 3.55637114880694e-14 |
49 | 37967 | 37967 | -5.92602534017711e-13 |
50 | 39401 | 39401 | -3.19086172637381e-13 |
51 | 33425 | 33425 | -6.28760309700135e-13 |
52 | 36222 | 36222 | -3.53904781871073e-13 |
53 | 48428 | 48428 | 1.21931957432289e-13 |
54 | 40891 | 40891 | -8.7356001233629e-13 |
55 | 36432 | 36432 | -4.35175628351609e-13 |
56 | 50669 | 50669 | 8.43353351856457e-13 |
57 | 39556 | 39556 | -1.04753179377113e-12 |
58 | 68906 | 68906 | -2.44596156545993e-12 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.643624780601613 | 0.712750438796774 | 0.356375219398387 |
6 | 0.0338992937718442 | 0.0677985875436885 | 0.966100706228156 |
7 | 1.7533612454129e-05 | 3.50672249082579e-05 | 0.999982466387546 |
8 | 0.00188425307151425 | 0.00376850614302851 | 0.998115746928486 |
9 | 1.09350040670322e-09 | 2.18700081340644e-09 | 0.9999999989065 |
10 | 0.108947273846499 | 0.217894547692998 | 0.891052726153501 |
11 | 0.0131926087632318 | 0.0263852175264636 | 0.986807391236768 |
12 | 0.640230714861753 | 0.719538570276493 | 0.359769285138247 |
13 | 0.0165623124796977 | 0.0331246249593954 | 0.983437687520302 |
14 | 0.000155703003192506 | 0.000311406006385012 | 0.999844296996808 |
15 | 1.5621927153799e-08 | 3.1243854307598e-08 | 0.999999984378073 |
16 | 0.0359712122410309 | 0.0719424244820618 | 0.96402878775897 |
17 | 4.07618659292687e-07 | 8.15237318585373e-07 | 0.99999959238134 |
18 | 0.999999999999925 | 1.49815667557007e-13 | 7.49078337785034e-14 |
19 | 0.999999998649147 | 2.70170686905424e-09 | 1.35085343452712e-09 |
20 | 0.99999976857496 | 4.62850081089316e-07 | 2.31425040544658e-07 |
21 | 0.99984027651535 | 0.000319446969299784 | 0.000159723484649892 |
22 | 0.999928824362518 | 0.000142351274965028 | 7.11756374825139e-05 |
23 | 0.99992275696576 | 0.000154486068481291 | 7.72430342406453e-05 |
24 | 0.999977896146152 | 4.42077076953096e-05 | 2.21038538476548e-05 |
25 | 0.998877622457304 | 0.00224475508539126 | 0.00112237754269563 |
26 | 0.99999999952721 | 9.45578953534809e-10 | 4.72789476767404e-10 |
27 | 0.0137353599851616 | 0.0274707199703231 | 0.986264640014838 |
28 | 0.982592096713231 | 0.034815806573537 | 0.0174079032867685 |
29 | 0.99993999991973 | 0.000120000160541683 | 6.00000802708417e-05 |
30 | 0.99999999710013 | 5.7997410264901e-09 | 2.89987051324505e-09 |
31 | 0.999999999947782 | 1.04436260243385e-10 | 5.22181301216923e-11 |
32 | 0.999999999832595 | 3.34809765406716e-10 | 1.67404882703358e-10 |
33 | 0.99999814267845 | 3.71464310169238e-06 | 1.85732155084619e-06 |
34 | 9.21861805467312e-06 | 1.84372361093462e-05 | 0.999990781381945 |
35 | 0.999998797052568 | 2.40589486466529e-06 | 1.20294743233265e-06 |
36 | 0.999999999999991 | 1.73178949193526e-14 | 8.65894745967632e-15 |
37 | 0.999997586314448 | 4.8273711033365e-06 | 2.41368555166825e-06 |
38 | 0.99999955177301 | 8.96453980864269e-07 | 4.48226990432135e-07 |
39 | 1 | 7.86957129418019e-16 | 3.93478564709009e-16 |
40 | 0.999983751518737 | 3.24969625257086e-05 | 1.62484812628543e-05 |
41 | 0.449298240951677 | 0.898596481903354 | 0.550701759048323 |
42 | 0.998421425621758 | 0.0031571487564842 | 0.0015785743782421 |
43 | 0.00350382549957736 | 0.00700765099915471 | 0.996496174500423 |
44 | 0.000194035530749108 | 0.000388071061498216 | 0.999805964469251 |
45 | 0.218986451163151 | 0.437972902326303 | 0.781013548836849 |
46 | 0.99995955144503 | 8.08971099405522e-05 | 4.04485549702761e-05 |
47 | 0.999996342351122 | 7.3152977555781e-06 | 3.65764887778905e-06 |
48 | 0.999949653564421 | 0.000100692871157185 | 5.03464355785925e-05 |
49 | 0.999990002671323 | 1.99946573549931e-05 | 9.99732867749656e-06 |
50 | 0.99256846036367 | 0.0148630792726588 | 0.00743153963632939 |
51 | 0.997031985110687 | 0.00593602977862527 | 0.00296801488931263 |
52 | 0.985569555062374 | 0.0288608898752513 | 0.0144304449376257 |
53 | 0.0656283600968298 | 0.13125672019366 | 0.93437163990317 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 35 | 0.714285714285714 | NOK |
5% type I error level | 41 | 0.836734693877551 | NOK |
10% type I error level | 43 | 0.877551020408163 | NOK |