Multiple Linear Regression - Estimated Regression Equation |
geboortes[t] = + 9408.25091717042 + 0.137954676030060huwelijken[t] + 298.227157357762M1[t] -632.241511011687M2[t] + 245.786550111648M3[t] -308.745601500791M4[t] -150.993507661974M5[t] -429.437894990933M6[t] + 142.379368334903M7[t] + 52.8309915392171M8[t] -237.832881744924M9[t] + 271.340701244311M10[t] -320.011421321119M11[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) | 9408.25091717042 | 307.51014 | 30.5949 | 0 | 0 |
huwelijken | 0.137954676030060 | 0.117087 | 1.1782 | 0.242076 | 0.121038 |
M1 | 298.227157357762 | 223.972436 | 1.3315 | 0.186658 | 0.093329 |
M2 | -632.241511011687 | 201.303379 | -3.1407 | 0.002335 | 0.001168 |
M3 | 245.786550111648 | 200.544663 | 1.2256 | 0.223817 | 0.111909 |
M4 | -308.745601500791 | 226.703764 | -1.3619 | 0.176918 | 0.088459 |
M5 | -150.993507661974 | 333.510398 | -0.4527 | 0.651917 | 0.325959 |
M6 | -429.437894990933 | 406.871973 | -1.0555 | 0.294277 | 0.147138 |
M7 | 142.379368334903 | 414.231468 | 0.3437 | 0.731927 | 0.365963 |
M8 | 52.8309915392171 | 456.358991 | 0.1158 | 0.908117 | 0.454059 |
M9 | -237.832881744924 | 418.761669 | -0.5679 | 0.571607 | 0.285803 |
M10 | 271.340701244311 | 217.327822 | 1.2485 | 0.215347 | 0.107673 |
M11 | -320.011421321119 | 206.426701 | -1.5502 | 0.124888 | 0.062444 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.683579024069009 |
R-squared | 0.467280282147138 |
Adjusted R-squared | 0.390260563903351 |
F-TEST (value) | 6.06702144336695 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 83 |
p-value | 1.65786151251623e-07 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 400.473517651365 |
Sum Squared Residuals | 13311460.1822249 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 9769 | 9924.30850797964 | -155.308507979641 |
2 | 9321 | 9072.06014091924 | 248.939859080759 |
3 | 9939 | 9993.68187966807 | -54.6818796680751 |
4 | 9336 | 9609.2478436007 | -273.247843600699 |
5 | 10195 | 9923.71644940967 | 271.283550590334 |
6 | 9464 | 9687.07232891781 | -223.072328917815 |
7 | 10010 | 10412.8470106932 | -402.847010693198 |
8 | 10213 | 10255.7008426428 | -42.7008426427828 |
9 | 9563 | 10032.4968059373 | -469.496805937342 |
10 | 9890 | 10082.0054083944 | -192.005408394415 |
11 | 9305 | 9328.41858681763 | -23.4185868176341 |
12 | 9391 | 9733.68599792533 | -342.685997925331 |
13 | 9928 | 9914.9275900096 | 13.0724099903980 |
14 | 8686 | 9060.05808410462 | -374.058084104626 |
15 | 9843 | 10017.5480386213 | -174.548038621275 |
16 | 9627 | 9495.02137184781 | 131.97862815219 |
17 | 10074 | 9864.6718480688 | 209.3281519312 |
18 | 9503 | 9767.91376907143 | -264.913769071431 |
19 | 10119 | 10171.7022369927 | -52.7022369926526 |
20 | 10000 | 10254.1833412065 | -254.183341206452 |
21 | 9313 | 9946.68899744664 | -633.688997446645 |
22 | 9866 | 10072.2106263963 | -206.210626396281 |
23 | 9172 | 9331.31563501427 | -159.315635014265 |
24 | 9241 | 9743.34282524744 | -502.342825247435 |
25 | 9659 | 9867.74709080732 | -208.747090807321 |
26 | 8904 | 9073.16377832748 | -169.163778327481 |
27 | 9755 | 9964.29753367367 | -209.297533673672 |
28 | 9080 | 9470.1895301624 | -390.189530162399 |
29 | 9435 | 9858.60184232348 | -423.601842323478 |
30 | 8971 | 9721.28508857327 | -750.28508857327 |
31 | 10063 | 10165.7701859234 | -102.77018592336 |
32 | 9793 | 10343.7159259500 | -550.715925949962 |
33 | 9454 | 9804.45772645965 | -350.457726459652 |
34 | 9759 | 10096.7665587296 | -337.766558729632 |
35 | 8820 | 9348.55996951802 | -528.559969518023 |
36 | 9403 | 9693.81709655264 | -290.817096552643 |
37 | 9676 | 9892.85484184479 | -216.854841844792 |
38 | 8642 | 9081.9928775934 | -439.992877593405 |
39 | 9402 | 9993.54392499205 | -591.543924992045 |
40 | 9610 | 9517.23207468865 | 92.7679253113503 |
41 | 9294 | 9917.23257963625 | -623.232579636253 |
42 | 9448 | 9665.13753542904 | -217.137535429036 |
43 | 10319 | 10186.1874779758 | 132.812522024191 |
44 | 9548 | 10323.1606792215 | -775.160679221482 |
45 | 9801 | 9833.84207245406 | -32.8420724540548 |
46 | 9596 | 10115.1145306416 | -519.11453064163 |
47 | 8923 | 9351.73292706671 | -428.732927066714 |
48 | 9746 | 9715.6139353654 | 30.3860646346077 |
49 | 9829 | 9926.3778281201 | -97.3778281200964 |
50 | 9125 | 9116.34359192489 | 8.65640807510977 |
51 | 9782 | 9960.57275742086 | -178.57275742086 |
52 | 9441 | 9597.10783211005 | -156.107832110055 |
53 | 9162 | 9903.57506670928 | -741.575066709277 |
54 | 9915 | 9663.34412464065 | 251.655875359355 |
55 | 10444 | 10346.6287661988 | 97.3712338012305 |
56 | 10209 | 10217.0735333544 | -8.07353335436606 |
57 | 9985 | 9860.1914155758 | 124.808584424204 |
58 | 9842 | 10124.9093126398 | -282.909312639764 |
59 | 9429 | 9363.18316517721 | 65.8168348227908 |
60 | 10132 | 9723.8912159272 | 408.108784072804 |
61 | 9849 | 9924.44646265568 | -75.4464626556756 |
62 | 9172 | 9067.23172725819 | 104.768272741811 |
63 | 10313 | 9956.43411713996 | 356.565882860042 |
64 | 9819 | 9596.28010405387 | 222.719895946126 |
65 | 9955 | 9900.81597318868 | 54.184026811324 |
66 | 10048 | 9651.48002250206 | 396.51997749794 |
67 | 10082 | 10352.5608172681 | -270.560817268062 |
68 | 10541 | 10232.1105930416 | 308.889406958357 |
69 | 10208 | 9905.85441334175 | 302.145586658254 |
70 | 10233 | 10103.8022472072 | 129.197752792835 |
71 | 9439 | 9364.42475726148 | 74.5752427385202 |
72 | 9963 | 9726.37440009574 | 236.625599904263 |
73 | 10158 | 9914.37577130548 | 243.624228694519 |
74 | 9225 | 9050.81512081061 | 174.184879189389 |
75 | 10474 | 9997.13074656883 | 476.869253431174 |
76 | 9757 | 9580.96713501454 | 176.032864985462 |
77 | 10490 | 9898.33278902013 | 591.667210979865 |
78 | 10281 | 9750.53147989164 | 530.468520108357 |
79 | 10444 | 10324.69397271 | 119.306027290010 |
80 | 10640 | 10259.5635735716 | 380.436426428375 |
81 | 10695 | 10026.288845516 | 668.711154484011 |
82 | 10786 | 10095.2490572933 | 690.750942706699 |
83 | 9832 | 9354.62997526335 | 477.370024736655 |
84 | 9747 | 9759.89738637104 | -12.8973863710419 |
85 | 10411 | 9913.9619072774 | 497.038092722609 |
86 | 9511 | 9064.33467906156 | 446.665320938443 |
87 | 10402 | 10026.7910019153 | 375.208998084711 |
88 | 9701 | 9504.95410852197 | 196.045891478026 |
89 | 10540 | 9878.05345164372 | 661.946548356284 |
90 | 10112 | 9835.2356509741 | 276.764349025900 |
91 | 10915 | 10435.6095322382 | 479.390467761841 |
92 | 11183 | 10241.4915110117 | 941.508488988313 |
93 | 10384 | 9993.17972326877 | 390.820276731225 |
94 | 10834 | 10115.9422586978 | 718.05774130219 |
95 | 9886 | 9363.73498388133 | 522.26501611867 |
96 | 10216 | 9742.37714251522 | 473.622857484776 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.263712923166974 | 0.527425846333949 | 0.736287076833026 |
17 | 0.15601395413573 | 0.31202790827146 | 0.84398604586427 |
18 | 0.0807598001327059 | 0.161519600265412 | 0.919240199867294 |
19 | 0.03664458985522 | 0.07328917971044 | 0.96335541014478 |
20 | 0.0199034936383617 | 0.0398069872767235 | 0.980096506361638 |
21 | 0.0150799650554625 | 0.0301599301109251 | 0.984920034944538 |
22 | 0.00648889930864636 | 0.0129777986172927 | 0.993511100691354 |
23 | 0.00292606782732869 | 0.00585213565465737 | 0.997073932172671 |
24 | 0.00152879573205387 | 0.00305759146410774 | 0.998471204267946 |
25 | 0.00086279375434429 | 0.00172558750868858 | 0.999137206245656 |
26 | 0.000365051789212431 | 0.000730103578424861 | 0.999634948210788 |
27 | 0.000168794348928304 | 0.000337588697856608 | 0.999831205651072 |
28 | 0.000277127168780339 | 0.000554254337560678 | 0.99972287283122 |
29 | 0.00241577084767270 | 0.00483154169534539 | 0.997584229152327 |
30 | 0.00609810040738427 | 0.0121962008147685 | 0.993901899592616 |
31 | 0.00330556820075734 | 0.00661113640151469 | 0.996694431799243 |
32 | 0.00401711744353077 | 0.00803423488706154 | 0.99598288255647 |
33 | 0.00259954667486135 | 0.00519909334972270 | 0.997400453325139 |
34 | 0.00167115012207855 | 0.00334230024415711 | 0.998328849877921 |
35 | 0.00249236936417631 | 0.00498473872835261 | 0.997507630635824 |
36 | 0.00165964401758913 | 0.00331928803517825 | 0.99834035598241 |
37 | 0.00100884629511924 | 0.00201769259023849 | 0.998991153704881 |
38 | 0.00120677578847553 | 0.00241355157695106 | 0.998793224211524 |
39 | 0.00282061495469750 | 0.00564122990939500 | 0.997179385045303 |
40 | 0.00206769469789812 | 0.00413538939579623 | 0.997932305302102 |
41 | 0.00737219913778277 | 0.0147443982755655 | 0.992627800862217 |
42 | 0.00629803374182574 | 0.0125960674836515 | 0.993701966258174 |
43 | 0.00450603344542929 | 0.00901206689085858 | 0.99549396655457 |
44 | 0.0235838817555353 | 0.0471677635110706 | 0.976416118244465 |
45 | 0.0214141738326222 | 0.0428283476652443 | 0.978585826167378 |
46 | 0.0352692647477020 | 0.0705385294954041 | 0.964730735252298 |
47 | 0.0464468474730142 | 0.0928936949460283 | 0.953553152526986 |
48 | 0.0478840687555943 | 0.0957681375111885 | 0.952115931244406 |
49 | 0.0383685805589693 | 0.0767371611179386 | 0.96163141944103 |
50 | 0.0341552253385292 | 0.0683104506770585 | 0.96584477466147 |
51 | 0.0350373990887473 | 0.0700747981774946 | 0.964962600911253 |
52 | 0.0297454987979147 | 0.0594909975958294 | 0.970254501202085 |
53 | 0.259544847679493 | 0.519089695358986 | 0.740455152320507 |
54 | 0.286912491681659 | 0.573824983363319 | 0.713087508318341 |
55 | 0.271038909502391 | 0.542077819004781 | 0.728961090497609 |
56 | 0.323626809387492 | 0.647253618774983 | 0.676373190612508 |
57 | 0.333687742989714 | 0.667375485979428 | 0.666312257010286 |
58 | 0.556865563491843 | 0.886268873016313 | 0.443134436508157 |
59 | 0.572771232490569 | 0.854457535018862 | 0.427228767509431 |
60 | 0.637678867498412 | 0.724642265003176 | 0.362321132501588 |
61 | 0.66442974697572 | 0.67114050604856 | 0.33557025302428 |
62 | 0.628014004830468 | 0.743971990339064 | 0.371985995169532 |
63 | 0.621563591334624 | 0.756872817330752 | 0.378436408665376 |
64 | 0.587762645965304 | 0.824474708069393 | 0.412237354034696 |
65 | 0.704880186451565 | 0.590239627096869 | 0.295119813548435 |
66 | 0.697519445019719 | 0.604961109960562 | 0.302480554980281 |
67 | 0.774205684047618 | 0.451588631904765 | 0.225794315952382 |
68 | 0.80318774851525 | 0.393624502969501 | 0.196812251484751 |
69 | 0.792711053832709 | 0.414577892334582 | 0.207288946167291 |
70 | 0.901426662620947 | 0.197146674758105 | 0.0985733373790526 |
71 | 0.93323539371591 | 0.133529212568181 | 0.0667646062840903 |
72 | 0.901184594887502 | 0.197630810224996 | 0.0988154051124982 |
73 | 0.881874675904575 | 0.236250648190850 | 0.118125324095425 |
74 | 0.856047501275043 | 0.287904997449914 | 0.143952498724957 |
75 | 0.81561956545079 | 0.368760869098419 | 0.184380434549210 |
76 | 0.731819238621747 | 0.536361522756506 | 0.268180761378253 |
77 | 0.670951072764673 | 0.658097854470653 | 0.329048927235327 |
78 | 0.666512549180455 | 0.66697490163909 | 0.333487450819545 |
79 | 0.594742677620538 | 0.810514644758924 | 0.405257322379462 |
80 | 0.698291015417387 | 0.603417969165225 | 0.301708984582613 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 18 | 0.276923076923077 | NOK |
5% type I error level | 26 | 0.4 | NOK |
10% type I error level | 34 | 0.523076923076923 | NOK |