Multiple Linear Regression - Estimated Regression Equation |
jaar[t] = + 0.00131729825631988 -3.03481194081606e-09totaal[t] -3.69292016553485e-10vlaamsm[t] + 4.56677402633589e-09vlaamsvr[t] + 5.00117340245021e-09waalsm[t] + 3.87504151472791e-09waalsvr[t] + 1.34813310231096e-09brusselm[t] + 6.37005796506606e-09brusselvr[t] -6.45150461363158e-07t + 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) | 0.00131729825631988 | 0 | 4051.7266 | 0 | 0 |
totaal | -3.03481194081606e-09 | 0 | -1.7704 | 0.084094 | 0.042047 |
vlaamsm | -3.69292016553485e-10 | 0 | -0.2031 | 0.840097 | 0.420048 |
vlaamsvr | 4.56677402633589e-09 | 0 | 2.2318 | 0.031156 | 0.015578 |
waalsm | 5.00117340245021e-09 | 0 | 2.6096 | 0.012596 | 0.006298 |
waalsvr | 3.87504151472791e-09 | 0 | 2.1216 | 0.039966 | 0.019983 |
brusselm | 1.34813310231096e-09 | 0 | 0.757 | 0.453394 | 0.226697 |
brusselvr | 6.37005796506606e-09 | 0 | 3.2792 | 0.002128 | 0.001064 |
t | -6.45150461363158e-07 | 0 | -302.2881 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.999999778232433 |
R-squared | 0.999999556464916 |
Adjusted R-squared | 0.999999469921485 |
F-TEST (value) | 11554886.880063 |
F-TEST (DF numerator) | 8 |
F-TEST (DF denominator) | 41 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 6.95569733332192e-09 |
Sum Squared Residuals | 1.98365074110405e-15 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0.00131735509094 | 0.00131735324375744 | 1.84718255963141e-09 |
2 | 0.0013166836561332 | 0.00131667995381926 | 3.70231393923294e-09 |
3 | 0.00131601290541688 | 0.00131600737314606 | 5.53227081618118e-09 |
4 | 0.0013153428377461 | 0.00131534174435727 | 1.0933888295074e-09 |
5 | 0.00131467345207803 | 0.00131467833482723 | -4.88274919785928e-09 |
6 | 0.00131400474737199 | 0.00131400772872734 | -2.9813553511131e-09 |
7 | 0.00131333672258939 | 0.00131333633824882 | 3.84340568361696e-10 |
8 | 0.00131266937669377 | 0.00131267675396717 | -7.37727340713629e-09 |
9 | 0.00131200270865075 | 0.00131200534534465 | -2.63669389474355e-09 |
10 | 0.00131133671742809 | 0.00131132651773658 | 1.01996915030359e-08 |
11 | 0.0013106714019956 | 0.00131066140124262 | 1.00007529802032e-08 |
12 | 0.00131000676132522 | 0.00131000121476581 | 5.54655941001658e-09 |
13 | 0.00130934279439094 | 0.00130934720987176 | -4.41548081472657e-09 |
14 | 0.00130867950016886 | 0.00130868241626368 | -2.91609481895961e-09 |
15 | 0.00130801687763713 | 0.00130801304641115 | 3.83122598353473e-09 |
16 | 0.00130735492577598 | 0.00130735570456134 | -7.78785366354438e-10 |
17 | 0.0013066936435677 | 0.00130669748083376 | -3.8372660599239e-09 |
18 | 0.00130603302999663 | 0.00130603645677084 | -3.426774214008e-09 |
19 | 0.00130537308404918 | 0.00130538272984969 | -9.64580050530537e-09 |
20 | 0.0013047138047138 | 0.00130472347095906 | -9.6662452579312e-09 |
21 | 0.00130405519098099 | 0.00130405596739229 | -7.76411303210684e-10 |
22 | 0.00130339724184326 | 0.00130339327417582 | 3.96766743888206e-09 |
23 | 0.00130273995629518 | 0.00130273432681656 | 5.6294786153514e-09 |
24 | 0.00130208333333333 | 0.00130208029190744 | 3.04142589313673e-09 |
25 | 0.00130142737195634 | 0.00130142667068226 | 7.01274080409921e-10 |
26 | 0.00130077207116482 | 0.00130076676986813 | 5.30129669173382e-09 |
27 | 0.00130011742996142 | 0.00130011745484029 | -2.48788777898484e-11 |
28 | 0.00129946344735077 | 0.00129947555525168 | -1.21079009099425e-08 |
29 | 0.00129881012233953 | 0.00129882483734946 | -1.47150099246246e-08 |
30 | 0.00129815745393635 | 0.00129816699234258 | -9.53840623210895e-09 |
31 | 0.00129750544115185 | 0.00129750715551598 | -1.71436413249068e-09 |
32 | 0.00129685408299866 | 0.00129685500677026 | -9.23771602036491e-10 |
33 | 0.00129620337849139 | 0.0012962027670485 | 6.11442887616187e-10 |
34 | 0.00129555332664661 | 0.0012955484656 | 4.86104660520245e-09 |
35 | 0.00129490392648287 | 0.0012948984656024 | 5.46088047661426e-09 |
36 | 0.00129425517702071 | 0.00129424441312627 | 1.07638944429229e-08 |
37 | 0.00129360707728259 | 0.00129359614015327 | 1.09371293189964e-08 |
38 | 0.00129295962629296 | 0.0012929479530391 | 1.16732538617759e-08 |
39 | 0.00129231282307821 | 0.00129230717003627 | 5.65304193923788e-09 |
40 | 0.00129166666666667 | 0.00129166271820641 | 3.94846025271622e-09 |
41 | 0.00129102115608862 | 0.00129102553916401 | -4.3830753849401e-09 |
42 | 0.00129037629037629 | 0.001290377076004 | -7.85627713782408e-10 |
43 | 0.00128973206856382 | 0.00128973931678431 | -7.24822049131172e-09 |
44 | 0.00128908848968729 | 0.0012890970721917 | -8.58250441172545e-09 |
45 | 0.0012884455527847 | 0.00128845677800304 | -1.12252183341383e-08 |
46 | 0.00128780325689598 | 0.00128780535990986 | -2.10301387656799e-09 |
47 | 0.00128716160106295 | 0.00128716155605032 | 4.50126242515424e-11 |
48 | 0.00128652058432935 | 0.00128651640248422 | 4.1818451343801e-09 |
49 | 0.00128588020574083 | 0.00128587835795187 | 1.84778895974323e-09 |
50 | 0.00128524046434494 | 0.00128523453408867 | 5.930256270055e-09 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
12 | 0.0221939854027487 | 0.0443879708054973 | 0.977806014597251 |
13 | 0.0113995517464751 | 0.0227991034929502 | 0.988600448253525 |
14 | 0.00925249931345372 | 0.0185049986269074 | 0.990747500686546 |
15 | 0.00395811997283212 | 0.00791623994566425 | 0.996041880027168 |
16 | 0.00184541162969736 | 0.00369082325939472 | 0.998154588370303 |
17 | 0.000813416281317772 | 0.00162683256263554 | 0.999186583718682 |
18 | 0.00870313909700151 | 0.017406278194003 | 0.991296860902999 |
19 | 0.0218670518288832 | 0.0437341036577664 | 0.978132948171117 |
20 | 0.0645459082546348 | 0.12909181650927 | 0.935454091745365 |
21 | 0.202291046868575 | 0.404582093737149 | 0.797708953131425 |
22 | 0.215606496231782 | 0.431212992463563 | 0.784393503768218 |
23 | 0.289668049712623 | 0.579336099425247 | 0.710331950287377 |
24 | 0.387005383999668 | 0.774010767999335 | 0.612994616000332 |
25 | 0.423881419104037 | 0.847762838208074 | 0.576118580895963 |
26 | 0.627834373687411 | 0.744331252625179 | 0.372165626312589 |
27 | 0.937973337369292 | 0.124053325261416 | 0.0620266626307078 |
28 | 0.917561297020309 | 0.164877405959383 | 0.0824387029796914 |
29 | 0.90447180291894 | 0.19105639416212 | 0.0955281970810598 |
30 | 0.983373156947152 | 0.0332536861056953 | 0.0166268430528477 |
31 | 0.999916858545078 | 0.000166282909844171 | 8.31414549220857e-05 |
32 | 0.999999823259004 | 3.53481992277166e-07 | 1.76740996138583e-07 |
33 | 0.999999944401111 | 1.11197777128063e-07 | 5.55988885640313e-08 |
34 | 0.999999717618906 | 5.64762188509697e-07 | 2.82381094254849e-07 |
35 | 0.999998235952732 | 3.52809453663568e-06 | 1.76404726831784e-06 |
36 | 0.999990299022556 | 1.94019548888317e-05 | 9.70097744441583e-06 |
37 | 0.999985826229101 | 2.83475417974234e-05 | 1.41737708987117e-05 |
38 | 0.999808534921726 | 0.000382930156547864 | 0.000191465078273932 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 11 | 0.407407407407407 | NOK |
5% type I error level | 17 | 0.62962962962963 | NOK |
10% type I error level | 17 | 0.62962962962963 | NOK |