Multiple Linear Regression - Estimated Regression Equation |
huwelijken[t] = + 2.02339519389154 + 0.0206906598277340geboortes[t] -0.838996818852548M1[t] -0.143411722839301M2[t] + 0.107295750823278M3[t] + 0.927473554199439M4[t] + 2.28832384063904M5[t] + 3.0371022378412M6[t] + 3.09509021922129M7[t] + 3.49918571539286M8[t] + 3.14300565779907M9[t] + 0.71777680606665M10[t] -0.418680426327679M11[t] + 0.00197522726513127t + 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) | 2.02339519389154 | 1.284063 | 1.5758 | 0.118928 | 0.059464 |
geboortes | 0.0206906598277340 | 0.138189 | 0.1497 | 0.881347 | 0.440674 |
M1 | -0.838996818852548 | 0.190709 | -4.3994 | 3.2e-05 | 1.6e-05 |
M2 | -0.143411722839301 | 0.20217 | -0.7094 | 0.480113 | 0.240056 |
M3 | 0.107295750823278 | 0.192387 | 0.5577 | 0.578564 | 0.289282 |
M4 | 0.927473554199439 | 0.186992 | 4.96 | 4e-06 | 2e-06 |
M5 | 2.28832384063904 | 0.188961 | 12.11 | 0 | 0 |
M6 | 3.0371022378412 | 0.186338 | 16.2989 | 0 | 0 |
M7 | 3.09509021922129 | 0.204729 | 15.118 | 0 | 0 |
M8 | 3.49918571539286 | 0.202291 | 17.2978 | 0 | 0 |
M9 | 3.14300565779907 | 0.188645 | 16.6609 | 0 | 0 |
M10 | 0.71777680606665 | 0.193704 | 3.7055 | 0.000382 | 0.000191 |
M11 | -0.418680426327679 | 0.192952 | -2.1699 | 0.03291 | 0.016455 |
t | 0.00197522726513127 | 0.001887 | 1.0467 | 0.298308 | 0.149154 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.976305094874342 |
R-squared | 0.953171638277599 |
Adjusted R-squared | 0.945747629711852 |
F-TEST (value) | 128.390428140858 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 82 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.372111359493414 |
Sum Squared Residuals | 11.354282836851 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1.579 | 1.38850065816125 | 0.190499341838751 |
2 | 2.146 | 2.07679156583681 | 0.0692084341631907 |
3 | 2.462 | 2.34226109453805 | 0.119738905461946 |
4 | 3.695 | 3.15193765730323 | 0.543062342696772 |
5 | 4.831 | 4.53253644779999 | 0.298463552200014 |
6 | 5.134 | 5.2681651999332 | -0.134165199933197 |
7 | 6.25 | 5.33942550884436 | 0.910574491155643 |
8 | 5.76 | 5.7496964362261 | 0.010303563773903 |
9 | 6.249 | 5.38204267700941 | 0.866957322990587 |
10 | 2.917 | 2.9655548983058 | -0.0485548983057997 |
11 | 1.741 | 1.81896885717737 | -0.0779688571773661 |
12 | 2.359 | 2.24140390751536 | 0.117596092484637 |
13 | 1.511 | 1.41549320025544 | 0.0955067997445597 |
14 | 2.059 | 2.08735572402777 | -0.0283557240277711 |
15 | 2.635 | 2.36397751837617 | 0.271022481623830 |
16 | 2.867 | 3.18166136649467 | -0.314661366494673 |
17 | 4.403 | 4.5537356051424 | -0.150735605142403 |
18 | 5.72 | 5.29267486284806 | 0.427325137151944 |
19 | 4.502 | 5.36538351794716 | -0.863383517947156 |
20 | 5.749 | 5.76899205286436 | -0.0199920528643632 |
21 | 5.627 | 5.40057273923405 | 0.226427260765947 |
22 | 2.846 | 2.9887610496515 | -0.1427610496515 |
23 | 1.762 | 1.83991972660185 | -0.077919726601854 |
24 | 2.429 | 2.26200303572278 | 0.166996964277222 |
25 | 1.169 | 1.43363013994336 | -0.264630139943355 |
26 | 2.154 | 2.11556901505179 | 0.0384309849482069 |
27 | 2.249 | 2.38585946749290 | -0.136859467492904 |
28 | 2.687 | 3.19404630275048 | -0.507046302750478 |
29 | 4.359 | 4.56421700069406 | -0.205217000694056 |
30 | 5.382 | 5.30537015900128 | 0.0766298409987232 |
31 | 4.459 | 5.38792756817838 | -0.928927568178378 |
32 | 6.398 | 5.7884118134616 | 0.609588186538403 |
33 | 4.596 | 5.42719284945134 | -0.831192849451339 |
34 | 3.024 | 3.01024987623151 | 0.013750123768492 |
35 | 1.887 | 1.85633934152407 | 0.0306606584759322 |
36 | 2.07 | 2.28905764979645 | -0.219057649796447 |
37 | 1.351 | 1.45768460834200 | -0.106684608342002 |
38 | 2.218 | 2.1338507893585 | 0.0841492106414983 |
39 | 2.461 | 2.40225839175529 | 0.0587416082447105 |
40 | 3.028 | 3.22871507964075 | -0.200715079640752 |
41 | 4.784 | 4.58500234483992 | 0.198997655160079 |
42 | 4.975 | 5.33894233092068 | -0.363942330920681 |
43 | 4.607 | 5.41692710427585 | -0.809927104275853 |
44 | 6.249 | 5.80704532898538 | 0.441954671014623 |
45 | 4.809 | 5.45807523559314 | -0.649075235593138 |
46 | 3.157 | 3.03058002586116 | 0.126419974138838 |
47 | 1.91 | 1.8821732066679 | 0.0278267933321007 |
48 | 2.228 | 2.31985727329893 | -0.0918572732989346 |
49 | 1.594 | 1.48455300647722 | 0.109446993522780 |
50 | 2.467 | 2.16754710523687 | 0.299452894763127 |
51 | 2.222 | 2.43382356967140 | -0.211823569671404 |
52 | 3.607 | 3.24892108531144 | 0.35807891468856 |
53 | 4.685 | 4.60597390492423 | 0.0790260950757647 |
54 | 4.962 | 5.37230759624181 | -0.410307596241809 |
55 | 5.77 | 5.44321616393589 | 0.326783836064105 |
56 | 5.48 | 5.84442458231308 | -0.364424582313085 |
57 | 5 | 5.48558504418302 | -0.485585044183017 |
58 | 3.228 | 3.05937265536036 | 0.168627344639640 |
59 | 1.993 | 1.91634540772231 | 0.0766545922776923 |
60 | 2.288 | 2.35154659517401 | -0.0635465951740152 |
61 | 1.58 | 1.50866954685535 | 0.0713304531446496 |
62 | 2.111 | 2.19222229343035 | -0.0812222934303513 |
63 | 2.192 | 2.46851303722151 | -0.276513037221506 |
64 | 3.601 | 3.2804448819079 | 0.320555118092101 |
65 | 4.665 | 4.64608432534920 | 0.0189156746507965 |
66 | 4.876 | 5.39876218118047 | -0.522762181180472 |
67 | 5.813 | 5.45942887225983 | 0.353571127740169 |
68 | 5.589 | 5.87499660855747 | -0.285996608557468 |
69 | 5.331 | 5.51390178850618 | -0.182901788506176 |
70 | 3.075 | 3.09116543053458 | -0.0161654305345795 |
71 | 2.002 | 1.94025504150216 | 0.0617449584978393 |
72 | 2.306 | 2.37175260084470 | -0.0657526008447032 |
73 | 1.507 | 1.53876568792370 | -0.0317656879236954 |
74 | 1.992 | 2.21702162558280 | -0.225021625582797 |
75 | 2.487 | 2.49554696063535 | -0.00854696063534637 |
76 | 3.49 | 3.30286478818015 | 0.187135211819845 |
77 | 4.647 | 4.68085655553862 | -0.0338565555386166 |
78 | 5.594 | 5.42728583210191 | 0.166714167898090 |
79 | 5.611 | 5.49062161829905 | 0.120378381700954 |
80 | 5.788 | 5.90074771106199 | -0.112747711061989 |
81 | 6.204 | 5.54768086702386 | 0.656319132976143 |
82 | 3.013 | 3.12631009260089 | -0.113310092600892 |
83 | 1.931 | 1.97208919799604 | -0.0410891979960358 |
84 | 2.549 | 2.39098614550349 | 0.158013854496512 |
85 | 1.504 | 1.56770315204169 | -0.0637031520416876 |
86 | 2.09 | 2.24664188147510 | -0.156641881475104 |
87 | 2.702 | 2.51775996030932 | 0.184240039690675 |
88 | 2.939 | 3.32540883841138 | -0.386408838411377 |
89 | 4.5 | 4.70559381571158 | -0.205593815711579 |
90 | 6.208 | 5.4474918377726 | 0.760508162227402 |
91 | 6.415 | 5.52406964625948 | 0.890930353740516 |
92 | 5.657 | 5.93568546653002 | -0.278685466530024 |
93 | 5.964 | 5.56494879899901 | 0.399051201000993 |
94 | 3.163 | 3.1510059714542 | 0.0119940285458016 |
95 | 1.997 | 1.99690922080831 | 9.07791916912176e-05 |
96 | 2.422 | 2.42439279214427 | -0.00239279214426983 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.409981086220062 | 0.819962172440123 | 0.590018913779938 |
18 | 0.684268998505433 | 0.631462002989135 | 0.315731001494567 |
19 | 0.975585277154663 | 0.0488294456906742 | 0.0244147228453371 |
20 | 0.956708988313468 | 0.0865820233730642 | 0.0432910116865321 |
21 | 0.948638065646876 | 0.102723868706247 | 0.0513619343531237 |
22 | 0.92329960351834 | 0.153400792963318 | 0.0767003964816592 |
23 | 0.892848564540205 | 0.214302870919590 | 0.107151435459795 |
24 | 0.8650597591696 | 0.269880481660801 | 0.134940240830400 |
25 | 0.80828234523746 | 0.383435309525081 | 0.191717654762541 |
26 | 0.796552222336987 | 0.406895555326027 | 0.203447777663013 |
27 | 0.733436811015118 | 0.533126377969764 | 0.266563188984882 |
28 | 0.722867326733364 | 0.554265346533272 | 0.277132673266636 |
29 | 0.653458924731271 | 0.693082150537458 | 0.346541075268729 |
30 | 0.58591861578827 | 0.82816276842346 | 0.41408138421173 |
31 | 0.671658766228124 | 0.656682467543752 | 0.328341233771876 |
32 | 0.874097151203562 | 0.251805697592875 | 0.125902848796438 |
33 | 0.945520696103542 | 0.108958607792916 | 0.054479303896458 |
34 | 0.94568998213504 | 0.108620035729921 | 0.0543100178649606 |
35 | 0.929229992224631 | 0.141540015550737 | 0.0707700077753687 |
36 | 0.90539396547781 | 0.18921206904438 | 0.09460603452219 |
37 | 0.892052621562077 | 0.215894756875847 | 0.107947378437924 |
38 | 0.877667916204206 | 0.244664167591589 | 0.122332083795794 |
39 | 0.844687332137643 | 0.310625335724715 | 0.155312667862357 |
40 | 0.84217237966835 | 0.315655240663299 | 0.157827620331649 |
41 | 0.820467943922994 | 0.359064112154013 | 0.179532056077006 |
42 | 0.780899900085713 | 0.438200199828574 | 0.219100099914287 |
43 | 0.880937091056567 | 0.238125817886865 | 0.119062908943433 |
44 | 0.92159341000847 | 0.156813179983061 | 0.0784065899915305 |
45 | 0.93946426775949 | 0.121071464481019 | 0.0605357322405097 |
46 | 0.93228415089198 | 0.135431698216042 | 0.067715849108021 |
47 | 0.916195299785097 | 0.167609400429806 | 0.0838047002149031 |
48 | 0.906371103609992 | 0.187257792780016 | 0.0936288963900079 |
49 | 0.907271248912406 | 0.185457502175189 | 0.0927287510875945 |
50 | 0.947481912860108 | 0.105036174279785 | 0.0525180871398923 |
51 | 0.926384129194112 | 0.147231741611775 | 0.0736158708058877 |
52 | 0.95311121914084 | 0.0937775617183212 | 0.0468887808591606 |
53 | 0.93954725237711 | 0.120905495245778 | 0.0604527476228892 |
54 | 0.933153148871945 | 0.133693702256111 | 0.0668468511280553 |
55 | 0.95511074027453 | 0.0897785194509405 | 0.0448892597254702 |
56 | 0.940366410787981 | 0.119267178424038 | 0.0596335892120189 |
57 | 0.96181035088946 | 0.0763792982210787 | 0.0381896491105394 |
58 | 0.95771760113364 | 0.0845647977327191 | 0.0422823988663596 |
59 | 0.946486664466992 | 0.107026671066016 | 0.0535133355330079 |
60 | 0.924623310521104 | 0.150753378957793 | 0.0753766894788963 |
61 | 0.905578541810422 | 0.188842916379157 | 0.0944214581895784 |
62 | 0.878684210080633 | 0.242631579838734 | 0.121315789919367 |
63 | 0.846796195640545 | 0.30640760871891 | 0.153203804359455 |
64 | 0.888556472527084 | 0.222887054945832 | 0.111443527472916 |
65 | 0.866532952194093 | 0.266934095611815 | 0.133467047805907 |
66 | 0.957805254670387 | 0.0843894906592258 | 0.0421947453296129 |
67 | 0.94736722774159 | 0.105265544516819 | 0.0526327722584094 |
68 | 0.919313119038387 | 0.161373761923226 | 0.080686880961613 |
69 | 0.96004598393378 | 0.079908032132439 | 0.0399540160662195 |
70 | 0.936104377300296 | 0.127791245399408 | 0.0638956226997042 |
71 | 0.907127701550331 | 0.185744596899337 | 0.0928722984496685 |
72 | 0.859919128188775 | 0.280161743622450 | 0.140080871811225 |
73 | 0.793907743200731 | 0.412184513598538 | 0.206092256799269 |
74 | 0.705600301450938 | 0.588799397098123 | 0.294399698549062 |
75 | 0.618397963054621 | 0.763204073890759 | 0.381602036945379 |
76 | 0.676371989596477 | 0.647256020807046 | 0.323628010403523 |
77 | 0.588937918703887 | 0.822124162592226 | 0.411062081296113 |
78 | 0.652976022053418 | 0.694047955893164 | 0.347023977946582 |
79 | 0.940417805328805 | 0.119164389342391 | 0.0595821946711955 |
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 | 1 | 0.0158730158730159 | OK |
10% type I error level | 8 | 0.126984126984127 | NOK |