Multiple Linear Regression - Estimated Regression Equation |
geboortes[t] = + 3.63649072146089 -0.112892682481441huwelijk[t] + 0.263683500627482`geboortes-1`[t] + 0.288035361724047`geboortes-2`[t] + 1.16087808712201M1[t] + 0.804780496030499M2[t] + 1.15406440433495M3[t] + 1.09394205740714M4[t] + 1.62510788116370M5[t] + 1.52928339577008M6[t] + 0.984223018622452M7[t] + 0.980829801148078M8[t] + 0.147756081412070M9[t] + 0.717424338136779M10[t] + 1.00090518467358M11[t] + 0.00507968162684446t + 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) | 3.63649072146089 | 1.159936 | 3.1351 | 0.002422 | 0.001211 |
huwelijk | -0.112892682481441 | 0.086241 | -1.309 | 0.194366 | 0.097183 |
`geboortes-1` | 0.263683500627482 | 0.113501 | 2.3232 | 0.022777 | 0.011388 |
`geboortes-2` | 0.288035361724047 | 0.103306 | 2.7882 | 0.006656 | 0.003328 |
M1 | 1.16087808712201 | 0.179015 | 6.4848 | 0 | 0 |
M2 | 0.804780496030499 | 0.173408 | 4.641 | 1.4e-05 | 7e-06 |
M3 | 1.15406440433495 | 0.273383 | 4.2214 | 6.5e-05 | 3.3e-05 |
M4 | 1.09394205740714 | 0.308809 | 3.5425 | 0.000673 | 0.000336 |
M5 | 1.62510788116370 | 0.32464 | 5.0059 | 3e-06 | 2e-06 |
M6 | 1.52928339577008 | 0.331643 | 4.6112 | 1.5e-05 | 8e-06 |
M7 | 0.984223018622452 | 0.310683 | 3.1679 | 0.002192 | 0.001096 |
M8 | 0.980829801148078 | 0.169087 | 5.8007 | 0 | 0 |
M9 | 0.147756081412070 | 0.141153 | 1.0468 | 0.298435 | 0.149218 |
M10 | 0.717424338136779 | 0.167258 | 4.2893 | 5.1e-05 | 2.5e-05 |
M11 | 1.00090518467358 | 0.153908 | 6.5033 | 0 | 0 |
t | 0.00507968162684446 | 0.001519 | 3.3441 | 0.001271 | 0.000635 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.884336823751576 |
R-squared | 0.782051617843026 |
Adjusted R-squared | 0.740138467428223 |
F-TEST (value) | 18.6588602885558 |
F-TEST (DF numerator) | 15 |
F-TEST (DF denominator) | 78 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.26290500426931 |
Sum Squared Residuals | 5.39128521904797 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 9.939 | 9.7961180639714 | 0.142881936028592 |
2 | 9.336 | 9.33982003834253 | -0.00382003834253139 |
3 | 10.195 | 9.584942243642 | 0.610057756358005 |
4 | 9.464 | 9.54851189946857 | -0.0845118994685673 |
5 | 10.01 | 10.0134389079649 | -0.00343890796494194 |
6 | 10.213 | 9.9114288605364 | 0.301571139463593 |
7 | 9.563 | 9.5270387014109 | 0.0359612985890964 |
8 | 9.89 | 9.79196048661366 | 0.0980395133863446 |
9 | 9.305 | 8.99572976268722 | 0.309270237312777 |
10 | 9.391 | 9.44064273868193 | -0.0496427386819326 |
11 | 9.928 | 9.67911235603523 | 0.248887643964767 |
12 | 8.686 | 8.7877907439339 | -0.101790743933897 |
13 | 9.843 | 9.71590240903992 | 0.127097590960079 |
14 | 9.627 | 9.28603528820429 | 0.340964711795710 |
15 | 10.074 | 9.74329699522328 | 0.330703004776725 |
16 | 9.503 | 9.59522555374235 | -0.0922255537423493 |
17 | 10.119 | 10.2471628742205 | -0.128162874220497 |
18 | 10 | 10.0136017402415 | -0.0136017402414687 |
19 | 9.313 | 9.63344539823076 | -0.320445398230761 |
20 | 9.866 | 9.73365963938788 | 0.132340360612120 |
21 | 9.172 | 8.97597795143117 | 0.196022048568826 |
22 | 9.241 | 9.45171367616553 | -0.210713676165533 |
23 | 9.659 | 9.7008166047626 | -0.0418166047625992 |
24 | 8.904 | 8.7238859526929 | 0.180114047307106 |
25 | 9.755 | 9.80043665483291 | -0.0454366548329126 |
26 | 9.08 | 9.4068997113737 | -0.326899711373707 |
27 | 9.435 | 9.63963846609964 | -0.204638466099642 |
28 | 8.971 | 9.3682903601792 | -0.397290360179195 |
29 | 10.063 | 9.98863922061385 | 0.0743607793861539 |
30 | 9.793 | 9.83328948036081 | -0.0402894803608154 |
31 | 9.454 | 9.74008146850483 | -0.286081468504825 |
32 | 9.759 | 9.75207697513991 | 0.00692302486008691 |
33 | 8.82 | 9.03522139707908 | -0.215221397079078 |
34 | 9.403 | 9.42956195277316 | -0.0265619527731571 |
35 | 9.676 | 9.6825545958479 | -0.0065545958478985 |
36 | 8.642 | 8.82876134864618 | -0.186761348646178 |
37 | 9.402 | 9.77327110965389 | -0.371271109653890 |
38 | 9.61 | 9.26081394567647 | 0.349186054323532 |
39 | 9.294 | 9.69069102821114 | -0.396691028211140 |
40 | 9.448 | 9.59067322959655 | -0.142673229596545 |
41 | 10.319 | 10.1180513269249 | 0.200948673075056 |
42 | 9.548 | 10.1159625132757 | -0.567962513275689 |
43 | 9.801 | 9.78612610160604 | 0.0148738983939647 |
44 | 9.596 | 9.81894793898736 | -0.22294793898736 |
45 | 8.923 | 9.1505489048201 | -0.227548904820103 |
46 | 9.746 | 9.45289072506683 | 0.293109274933167 |
47 | 9.829 | 9.83618893649984 | -0.00718893649984425 |
48 | 9.125 | 9.00074695489779 | 0.124253045102215 |
49 | 9.782 | 10.0326371814359 | -0.250637181435941 |
50 | 9.441 | 9.495726071993 | -0.0547260719930037 |
51 | 9.162 | 9.82771450914803 | -0.665714509148029 |
52 | 9.915 | 9.56961281577675 | 0.345387184223253 |
53 | 10.444 | 10.1328328437666 | 0.311167156233379 |
54 | 10.209 | 10.4312061171296 | -0.222206117129616 |
55 | 9.985 | 10.0358189929045 | -0.0508189929044853 |
56 | 9.842 | 10.1107978762684 | -0.268797876268362 |
57 | 9.429 | 9.31999963940786 | 0.109000360592138 |
58 | 10.132 | 9.7113538939417 | 0.420646106058297 |
59 | 9.849 | 10.1462533378513 | -0.297253337851294 |
60 | 9.172 | 9.21834824902134 | -0.0463482490213426 |
61 | 10.313 | 10.1151339731965 | 0.197866026803511 |
62 | 9.819 | 9.71091320844425 | 0.108086791555751 |
63 | 9.955 | 10.1435476826324 | -0.188547682632450 |
64 | 10.048 | 9.95825614872157 | 0.0897438512784332 |
65 | 10.082 | 10.4524165853727 | -0.370416585372677 |
66 | 10.541 | 10.4227122701434 | 0.118287729856578 |
67 | 10.208 | 10.0426818157895 | 0.165318184210520 |
68 | 10.233 | 10.3434557969425 | -0.110455796942469 |
69 | 9.439 | 9.54727191919747 | -0.108271919197471 |
70 | 9.963 | 9.88553666661955 | 0.0774633333804518 |
71 | 10.158 | 10.1737685252058 | -0.0157685252057693 |
72 | 9.225 | 9.3255388833213 | -0.100538883321296 |
73 | 10.474 | 10.2457649636926 | 0.228235036307415 |
74 | 9.757 | 9.84211939349422 | -0.0851193934942226 |
75 | 10.49 | 10.2365612466379 | 0.253438753362083 |
76 | 10.281 | 10.0613678626308 | 0.219632137369164 |
77 | 10.444 | 10.7517142609246 | -0.30771426092463 |
78 | 10.64 | 10.6237684723606 | 0.0162315276393998 |
79 | 10.695 | 10.1354561510115 | 0.559543848988459 |
80 | 10.786 | 10.5683406883947 | 0.217659311605283 |
81 | 9.832 | 9.9023336761824 | -0.0703336761823944 |
82 | 9.747 | 10.1819710950787 | -0.434971095078689 |
83 | 10.411 | 10.2913056437974 | 0.119694356202638 |
84 | 9.511 | 9.3799278674866 | 0.131072132513392 |
85 | 10.402 | 10.4307356441769 | -0.0287356441768531 |
86 | 9.701 | 10.0286723424715 | -0.327672342471528 |
87 | 10.54 | 10.2786078284056 | 0.261392171594448 |
88 | 10.112 | 10.0500621298842 | 0.0619378701158074 |
89 | 10.915 | 10.6917439802118 | 0.223256019788156 |
90 | 11.183 | 10.7750305459520 | 0.407969454048018 |
91 | 10.384 | 10.5023513705420 | -0.118351370541969 |
92 | 10.834 | 10.6867605982656 | 0.147239401734355 |
93 | 9.886 | 9.8789167491947 | 0.0070832508053054 |
94 | 10.216 | 10.2853292516726 | -0.0693292516726039 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
19 | 0.201182633859419 | 0.402365267718838 | 0.798817366140581 |
20 | 0.104773992835337 | 0.209547985670674 | 0.895226007164663 |
21 | 0.0706728628117465 | 0.141345725623493 | 0.929327137188253 |
22 | 0.0340786981996978 | 0.0681573963993956 | 0.965921301800302 |
23 | 0.0369507619329122 | 0.0739015238658245 | 0.963049238067088 |
24 | 0.0463920786586959 | 0.0927841573173918 | 0.953607921341304 |
25 | 0.0296777603368791 | 0.0593555206737582 | 0.97032223966312 |
26 | 0.0452378030011019 | 0.0904756060022037 | 0.954762196998898 |
27 | 0.251133967892405 | 0.502267935784811 | 0.748866032107595 |
28 | 0.253202265363621 | 0.506404530727243 | 0.746797734636379 |
29 | 0.205827469367374 | 0.411654938734749 | 0.794172530632626 |
30 | 0.161554530874448 | 0.323109061748896 | 0.838445469125552 |
31 | 0.138294937491487 | 0.276589874982974 | 0.861705062508513 |
32 | 0.103264711407728 | 0.206529422815456 | 0.896735288592272 |
33 | 0.0755784135863155 | 0.151156827172631 | 0.924421586413684 |
34 | 0.094130427734539 | 0.188260855469078 | 0.905869572265461 |
35 | 0.0669925425152414 | 0.133985085030483 | 0.933007457484759 |
36 | 0.0481968602958175 | 0.096393720591635 | 0.951803139704183 |
37 | 0.0379180784555803 | 0.0758361569111606 | 0.96208192154442 |
38 | 0.143321067205704 | 0.286642134411407 | 0.856678932794297 |
39 | 0.154041480919744 | 0.308082961839488 | 0.845958519080256 |
40 | 0.168888597567549 | 0.337777195135097 | 0.831111402432451 |
41 | 0.244096986301647 | 0.488193972603295 | 0.755903013698353 |
42 | 0.264810288311703 | 0.529620576623407 | 0.735189711688297 |
43 | 0.329939281986396 | 0.659878563972791 | 0.670060718013604 |
44 | 0.333593505747289 | 0.667187011494578 | 0.666406494252711 |
45 | 0.306111148654745 | 0.61222229730949 | 0.693888851345255 |
46 | 0.434353035691275 | 0.86870607138255 | 0.565646964308725 |
47 | 0.418365676716487 | 0.836731353432974 | 0.581634323283513 |
48 | 0.514201346488835 | 0.97159730702233 | 0.485798653511165 |
49 | 0.460465929288416 | 0.920931858576831 | 0.539534070711584 |
50 | 0.407831311308258 | 0.815662622616516 | 0.592168688691742 |
51 | 0.7917325306124 | 0.416534938775199 | 0.208267469387600 |
52 | 0.843270301189233 | 0.313459397621534 | 0.156729698810767 |
53 | 0.876863273479987 | 0.246273453040027 | 0.123136726520013 |
54 | 0.85261189308446 | 0.294776213831082 | 0.147388106915541 |
55 | 0.829543458370346 | 0.340913083259309 | 0.170456541629654 |
56 | 0.886576326456197 | 0.226847347087606 | 0.113423673543803 |
57 | 0.860332345954134 | 0.279335308091733 | 0.139667654045867 |
58 | 0.933998230229001 | 0.132003539541997 | 0.0660017697709987 |
59 | 0.90925219809031 | 0.181495603819378 | 0.0907478019096891 |
60 | 0.876331446088796 | 0.247337107822408 | 0.123668553911204 |
61 | 0.864236806830292 | 0.271526386339416 | 0.135763193169708 |
62 | 0.898391347483003 | 0.203217305033993 | 0.101608652516997 |
63 | 0.870320215729552 | 0.259359568540896 | 0.129679784270448 |
64 | 0.852241302104236 | 0.295517395791529 | 0.147758697895764 |
65 | 0.879465696102535 | 0.241068607794930 | 0.120534303897465 |
66 | 0.836107602374452 | 0.327784795251096 | 0.163892397625548 |
67 | 0.79984813041903 | 0.400303739161942 | 0.200151869580971 |
68 | 0.838727087474007 | 0.322545825051987 | 0.161272912525993 |
69 | 0.848150847229068 | 0.303698305541865 | 0.151849152770932 |
70 | 0.773806674706728 | 0.452386650586544 | 0.226193325293272 |
71 | 0.712434134760899 | 0.575131730478203 | 0.287565865239101 |
72 | 0.597733776226377 | 0.804532447547246 | 0.402266223773623 |
73 | 0.487497449406802 | 0.974994898813604 | 0.512502550593198 |
74 | 0.356287802738769 | 0.712575605477538 | 0.643712197261231 |
75 | 0.277259191942271 | 0.554518383884542 | 0.722740808057729 |
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 | 7 | 0.122807017543860 | NOK |