Multiple Linear Regression - Estimated Regression Equation
vrijetijdsbesteding[t] = + 110.49 -1.72600000000005M1[t] -1.34400000000001M2[t] -1.28000000000001M3[t] -0.76400000000001M4[t] -0.722000000000008M5[t] -0.384000000000008M6[t] -0.216000000000008M7[t] + 0.165999999999991M8[t] + 1.49600000000000M9[t] + 1.69999999999999M10[t] -0.187500000000006M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)110.493.04983336.228200
M1-1.726000000000054.09178-0.42180.675120.33756
M2-1.344000000000014.09178-0.32850.7440520.372026
M3-1.280000000000014.09178-0.31280.755830.377915
M4-0.764000000000014.09178-0.18670.8527050.426352
M5-0.7220000000000084.09178-0.17650.8607140.430357
M6-0.3840000000000084.09178-0.09380.9256390.462819
M7-0.2160000000000084.09178-0.05280.9581290.479064
M80.1659999999999914.091780.04060.9678150.483907
M91.496000000000004.091780.36560.7163310.358166
M101.699999999999994.091780.41550.6797320.339866
M11-0.1875000000000064.313115-0.04350.9655130.482757


Multiple Linear Regression - Regression Statistics
Multiple R0.184116543409472
R-squared0.0338989015570519
Adjusted R-squared-0.197125274157566
F-TEST (value)0.146733134972536
F-TEST (DF numerator)11
F-TEST (DF denominator)46
p-value0.999225903166059
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation6.09966569825223
Sum Squared Residuals1711.47239500000


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1101.76108.764000000000-7.00400000000016
2102.37109.146-6.77599999999999
3102.38109.21-6.83000000000001
4102.86109.726-6.866
5102.87109.768-6.898
6102.92110.106-7.186
7102.95110.274-7.324
8103.02110.656-7.636
9104.08111.986-7.906
10104.16112.19-8.03
11104.24110.3025-6.06250000000001
12104.33110.49-6.16000000000001
13104.73108.764-4.03399999999995
14104.86109.146-4.286
15105.03109.21-4.18
16105.62109.726-4.10599999999999
17105.63109.768-4.13800000000001
18105.63110.106-4.476
19105.94110.274-4.334
20106.61110.656-4.046
21107.69111.986-4.29600000000000
22107.78112.19-4.41
23107.93110.3025-2.37250000000000
24108.48110.49-2.01000000000000
25108.14108.764-0.623999999999958
26108.48109.146-0.665999999999992
27108.48109.21-0.729999999999993
28108.89109.726-0.835999999999997
29108.93109.768-0.837999999999994
30109.21110.106-0.896000000000004
31109.47110.274-0.804000000000003
32109.8110.656-0.856000000000001
33111.73111.986-0.255999999999998
34111.85112.19-0.340000000000002
35112.12110.30251.81750000000000
36112.15110.491.66000000000000
37112.17108.7643.40600000000004
38112.67109.1463.52400000000000
39112.8109.213.59
40113.44109.7263.714
41113.53109.7683.762
42114.53110.1064.42400000000000
43114.51110.2744.236
44115.05110.6564.394
45116.67111.9864.684
46117.07112.194.88
47116.92110.30256.6175
48117110.496.50999999999999
49117.02108.7648.25600000000004
50117.35109.1468.204
51117.36109.218.15
52117.82109.7268.094
53117.88109.7688.112
54118.24110.1068.134
55118.5110.2748.226
56118.8110.6568.144
57119.76111.9867.774
58120.09112.197.9


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
150.06458939293159950.1291787858631990.9354106070684
160.03598932640423930.07197865280847870.96401067359576
170.02138792061312290.04277584122624590.978612079386877
180.01361703943109090.02723407886218170.98638296056891
190.01010665553411590.02021331106823190.989893344465884
200.009631595843881550.01926319168776310.990368404156118
210.009964935208359160.01992987041671830.99003506479164
220.01125668687352900.02251337374705790.98874331312647
230.01108648416042240.02217296832084490.988913515839578
240.01214885168465930.02429770336931860.98785114831534
250.02093770492932280.04187540985864570.979062295070677
260.03255524120184080.06511048240368170.96744475879816
270.04716856738526820.09433713477053640.952831432614732
280.06593066240026470.1318613248005290.934069337599735
290.09233658435789510.1846731687157900.907663415642105
300.1406241889910670.2812483779821350.859375811008933
310.2102008347556150.420401669511230.789799165244385
320.3121240052418550.624248010483710.687875994758145
330.4443002680016020.8886005360032040.555699731998398
340.6133912004543090.7732175990913820.386608799545691
350.662892803744850.6742143925102990.337107196255150
360.7015942297724740.5968115404550530.298405770227526
370.7664522043236420.4670955913527170.233547795676358
380.8106911255053560.3786177489892880.189308874494644
390.8397690481917840.3204619036164320.160230951808216
400.8562063127194320.2875873745611370.143793687280568
410.866150001404470.2676999971910590.133849998595530
420.8532614021259330.2934771957481330.146738597874067
430.8380730308799970.3238539382400060.161926969120003


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level90.310344827586207NOK
10% type I error level120.413793103448276NOK