Multiple Linear Regression - Estimated Regression Equation |
Totaal[t] = + 1345.88578803392 -1.39254747362196Maanden[t] + 0.992777505331395jongerdan25jaar[t] + 0.998857397647713vanaf25jaar[t] -0.0136449709021623t + 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) | 1345.88578803392 | 721.798211 | 1.8646 | 0.064579 | 0.032289 |
Maanden | -1.39254747362196 | 15.42784 | -0.0903 | 0.928224 | 0.464112 |
jongerdan25jaar | 0.992777505331395 | 0.004113 | 241.4024 | 0 | 0 |
vanaf25jaar | 0.998857397647713 | 0.002285 | 437.1359 | 0 | 0 |
t | -0.0136449709021623 | 1.867455 | -0.0073 | 0.994182 | 0.497091 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.999913571812119 |
R-squared | 0.999827151094069 |
Adjusted R-squared | 0.999821619929079 |
F-TEST (value) | 180762.48908477 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 125 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 523.389707343826 |
Sum Squared Residuals | 34242098.219182 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 476000 | 476113.573044157 | -113.573044157398 |
2 | 475000 | 474132.691733366 | 867.308266634046 |
3 | 470000 | 470154.095627279 | -154.095627279504 |
4 | 461000 | 461187.292425271 | -187.292425270836 |
5 | 455000 | 455223.141308522 | -223.141308521629 |
6 | 456000 | 455221.735116077 | 778.264883922883 |
7 | 517000 | 516912.371777454 | 87.6282225456009 |
8 | 525000 | 525833.80334836 | -833.803348359785 |
9 | 523000 | 522841.904855288 | 158.095144711564 |
10 | 519000 | 518893.708210784 | 106.291789216381 |
11 | 509000 | 508958.447072709 | 41.552927291187 |
12 | 512000 | 511965.77285784 | 34.2271421599318 |
13 | 519000 | 518979.158910929 | 20.8410890706618 |
14 | 517000 | 517004.357492455 | -4.3574924546532 |
15 | 510000 | 510041.348978058 | -41.3489780577288 |
16 | 509000 | 510064.262354878 | -1064.26235487848 |
17 | 501000 | 500110.761539855 | 889.238460145266 |
18 | 507000 | 507083.117453995 | -83.1174539952341 |
19 | 569000 | 569766.531620704 | -766.531620703908 |
20 | 580000 | 579705.060266206 | 294.939733794014 |
21 | 578000 | 577712.019170782 | 287.980829217652 |
22 | 565000 | 565785.123129728 | -785.123129728447 |
23 | 547000 | 547865.082702788 | -865.082702788269 |
24 | 555000 | 554861.758186194 | 138.241813805945 |
25 | 562000 | 561875.144239283 | 124.855760716683 |
26 | 561000 | 560893.12032614 | 106.879673859968 |
27 | 555000 | 555939.986391671 | -939.986391671171 |
28 | 544000 | 543988.770781352 | 11.2292186480025 |
29 | 537000 | 537031.842159271 | -31.8421592713922 |
30 | 543000 | 543011.420568081 | -11.4205680805106 |
31 | 594000 | 593726.785639966 | 273.214360034425 |
32 | 611000 | 610651.236176685 | 348.763823314678 |
33 | 613000 | 612653.624671853 | 346.37532814746 |
34 | 611000 | 610727.462391908 | 272.537608091576 |
35 | 594000 | 593806.279362616 | 193.720637384056 |
36 | 595000 | 595826.907534732 | -826.90753473212 |
37 | 591000 | 590878.324385314 | 121.67561468591 |
38 | 589000 | 589896.300472171 | -896.300472170812 |
39 | 584000 | 583932.149355422 | 67.8506445784001 |
40 | 573000 | 572973.711250434 | 26.2887495661823 |
41 | 567000 | 567009.560133685 | -9.56013368460605 |
42 | 569000 | 568999.788844219 | 0.211155780807243 |
43 | 621000 | 620720.091206068 | 279.908793931696 |
44 | 629000 | 628660.905056275 | 339.094943725075 |
45 | 628000 | 627660.641466183 | 339.35853381731 |
46 | 612000 | 611738.315834538 | 261.684165462053 |
47 | 595000 | 595815.990202893 | -815.990202893184 |
48 | 597000 | 596843.840869678 | 156.159130322038 |
49 | 593000 | 592906.27490254 | 93.725097459719 |
50 | 590000 | 589920.456301785 | 79.5436982147363 |
51 | 580000 | 579966.955486762 | 33.0445132384818 |
52 | 574000 | 573990.64458538 | 9.3554146203441 |
53 | 573000 | 573008.620672236 | -8.62067223638161 |
54 | 573000 | 573001.134587476 | -1.13458747554558 |
55 | 620000 | 619751.469530351 | 248.530469648641 |
56 | 626000 | 625706.728369895 | 293.271630104806 |
57 | 620000 | 619718.257683881 | 281.742316119287 |
58 | 588000 | 586845.755753806 | 1154.24424619359 |
59 | 566000 | 565935.223026239 | 64.7769737605905 |
60 | 557000 | 557985.516898827 | -985.516898827409 |
61 | 561000 | 560991.313576693 | 8.68642330682041 |
62 | 549000 | 549040.097966374 | -40.0979663740027 |
63 | 532000 | 532094.595367816 | -94.5953678162646 |
64 | 526000 | 526118.284466434 | -118.284466434418 |
65 | 511000 | 511176.576555488 | -176.576555488422 |
66 | 499000 | 499201.041375904 | -201.041375903967 |
67 | 555000 | 554947.172789925 | 52.8272100744815 |
68 | 565000 | 563899.003822412 | 1100.9961775875 |
69 | 542000 | 541959.214235616 | 40.7857643838048 |
70 | 527000 | 527029.666109303 | -29.6661093028396 |
71 | 510000 | 510102.403187694 | -102.40318769405 |
72 | 514000 | 514102.506478157 | -102.506478156698 |
73 | 517000 | 517114.383048339 | -114.383048338784 |
74 | 508000 | 507148.722448682 | 851.277551317599 |
75 | 493000 | 493199.792043068 | -199.792043067801 |
76 | 490000 | 490213.973442313 | -213.973442312769 |
77 | 469000 | 469291.280930113 | -291.280930113141 |
78 | 478000 | 477262.494241901 | 737.505758098624 |
79 | 528000 | 529025.355849965 | -1025.35584996469 |
80 | 534000 | 532995.059678846 | 1004.94032115426 |
81 | 518000 | 518029.032198634 | -29.0321986344742 |
82 | 506000 | 506089.976372948 | -89.9763729479335 |
83 | 502000 | 502117.460159178 | -117.460159177832 |
84 | 516000 | 516087.897749169 | -87.897749168663 |
85 | 528000 | 528077.331113548 | -77.3311135475318 |
86 | 533000 | 533070.211909342 | -70.2119093415747 |
87 | 536000 | 536071.457802156 | -71.4578021565082 |
88 | 537000 | 537074.988899676 | -74.9888996760168 |
89 | 524000 | 523138.218278694 | 861.781721305946 |
90 | 536000 | 536097.638686405 | -97.6386864045318 |
91 | 587000 | 586867.722789136 | 132.277210863536 |
92 | 597000 | 595819.553821623 | 1180.44617837654 |
93 | 581000 | 580847.446449096 | 152.55355090414 |
94 | 564000 | 564931.200709767 | -931.200709767427 |
95 | 558000 | 556975.414690039 | 1024.58530996089 |
96 | 575000 | 574935.201978304 | 64.7980216955308 |
97 | 580000 | 580943.65074143 | -943.650741429693 |
98 | 575000 | 574967.339840048 | 32.6601599521607 |
99 | 563000 | 564008.90173506 | -1008.90173506006 |
100 | 552000 | 551058.828727093 | 941.171272906822 |
101 | 537000 | 537115.978213795 | -115.978213794898 |
102 | 545000 | 545093.271417899 | -93.2714178994465 |
103 | 601000 | 600857.64250887 | 142.357491130054 |
104 | 604000 | 604815.186553118 | -815.18655311837 |
105 | 586000 | 586852.586879964 | -852.586879963952 |
106 | 564000 | 563956.499141734 | 43.5008582658379 |
107 | 549000 | 548022.013725457 | 977.986274543226 |
108 | 551000 | 551035.419402904 | -35.4194029043412 |
109 | 556000 | 556038.930876066 | -38.9308760655377 |
110 | 548000 | 548070.985071705 | -70.9850717045758 |
111 | 540000 | 540103.039267344 | -103.039267343626 |
112 | 531000 | 531136.236065335 | -136.236065334955 |
113 | 521000 | 520183.877852664 | 816.122147336502 |
114 | 519000 | 518184.756864924 | 815.243135076456 |
115 | 572000 | 571951.413160599 | 48.5868394013793 |
116 | 581000 | 581896.021698417 | -896.021698416994 |
117 | 563000 | 562934.564627615 | 65.435372385125 |
118 | 548000 | 548011.096393618 | -11.0963936178331 |
119 | 539000 | 539056.452976242 | -56.4529762418033 |
120 | 541000 | 541064.921363725 | -64.9213637253436 |
121 | 562000 | 561026.974232337 | 973.02576766304 |
122 | 559000 | 559033.933136913 | -33.9331369133243 |
123 | 546000 | 546083.860128946 | -83.8601289464374 |
124 | 536000 | 537117.056926938 | -1117.05692693777 |
125 | 528000 | 527151.396327281 | 848.60367271861 |
126 | 530000 | 531133.259940795 | -1133.25994079508 |
127 | 582000 | 581927.663612792 | 72.3363872077133 |
128 | 599000 | 598833.874472563 | 166.125527436928 |
129 | 584000 | 583855.687207719 | 144.312792280841 |
130 | 571000 | 571916.631382033 | -916.631382032624 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.765810379785448 | 0.468379240429105 | 0.234189620214553 |
9 | 0.8252732234828 | 0.3494535530344 | 0.1747267765172 |
10 | 0.723847856868878 | 0.552304286262244 | 0.276152143131122 |
11 | 0.626300092618727 | 0.747399814762546 | 0.373699907381273 |
12 | 0.530136175140672 | 0.939727649718656 | 0.469863824859328 |
13 | 0.41834792600479 | 0.83669585200958 | 0.58165207399521 |
14 | 0.319739362173952 | 0.639478724347904 | 0.680260637826048 |
15 | 0.237357044349542 | 0.474714088699084 | 0.762642955650458 |
16 | 0.477554065465047 | 0.955108130930094 | 0.522445934534953 |
17 | 0.654448291444663 | 0.691103417110675 | 0.345551708555338 |
18 | 0.577716815159085 | 0.84456636968183 | 0.422283184840915 |
19 | 0.531272991494371 | 0.937454017011257 | 0.468727008505629 |
20 | 0.592989161546412 | 0.814021676907176 | 0.407010838453588 |
21 | 0.576356590161675 | 0.847286819676651 | 0.423643409838325 |
22 | 0.614370977262054 | 0.771258045475892 | 0.385629022737946 |
23 | 0.666671770762116 | 0.666656458475768 | 0.333328229237884 |
24 | 0.627986010427198 | 0.744027979145603 | 0.372013989572802 |
25 | 0.585826397573747 | 0.828347204852506 | 0.414173602426253 |
26 | 0.52760095639899 | 0.94479808720202 | 0.47239904360101 |
27 | 0.619936398597254 | 0.760127202805493 | 0.380063601402746 |
28 | 0.563191562737494 | 0.873616874525013 | 0.436808437262506 |
29 | 0.500573686092936 | 0.998852627814128 | 0.499426313907064 |
30 | 0.439809666962937 | 0.879619333925873 | 0.560190333037063 |
31 | 0.428408541835042 | 0.856817083670083 | 0.571591458164958 |
32 | 0.427796590852125 | 0.85559318170425 | 0.572203409147875 |
33 | 0.413657227011124 | 0.827314454022248 | 0.586342772988876 |
34 | 0.378751964263871 | 0.757503928527742 | 0.621248035736129 |
35 | 0.327087503310161 | 0.654175006620323 | 0.672912496689839 |
36 | 0.394176241236014 | 0.788352482472028 | 0.605823758763986 |
37 | 0.341809396790944 | 0.683618793581889 | 0.658190603209056 |
38 | 0.426088166143827 | 0.852176332287654 | 0.573911833856173 |
39 | 0.378058284507333 | 0.756116569014666 | 0.621941715492667 |
40 | 0.326385370478452 | 0.652770740956904 | 0.673614629521548 |
41 | 0.276921096540339 | 0.553842193080678 | 0.723078903459661 |
42 | 0.231550040216722 | 0.463100080433443 | 0.768449959783278 |
43 | 0.203410931909557 | 0.406821863819114 | 0.796589068090443 |
44 | 0.175222961672489 | 0.350445923344978 | 0.824777038327511 |
45 | 0.146299998738569 | 0.292599997477138 | 0.853700001261431 |
46 | 0.117483801733493 | 0.234967603466987 | 0.882516198266507 |
47 | 0.192044986387549 | 0.384089972775098 | 0.807955013612451 |
48 | 0.160564470276363 | 0.321128940552726 | 0.839435529723637 |
49 | 0.12935989438648 | 0.258719788772959 | 0.87064010561352 |
50 | 0.102749741924547 | 0.205499483849094 | 0.897250258075453 |
51 | 0.080688726989094 | 0.161377453978188 | 0.919311273010906 |
52 | 0.0626311589458377 | 0.125262317891675 | 0.937368841054162 |
53 | 0.0478847111811796 | 0.0957694223623591 | 0.95211528881882 |
54 | 0.0361050304072194 | 0.0722100608144388 | 0.963894969592781 |
55 | 0.0272440341054292 | 0.0544880682108585 | 0.972755965894571 |
56 | 0.0203913198626329 | 0.0407826397252657 | 0.979608680137367 |
57 | 0.0149335504630842 | 0.0298671009261683 | 0.985066449536916 |
58 | 0.02903914363991 | 0.0580782872798201 | 0.97096085636009 |
59 | 0.0252235745393243 | 0.0504471490786485 | 0.974776425460676 |
60 | 0.0754482736884047 | 0.150896547376809 | 0.924551726311595 |
61 | 0.061452365550748 | 0.122904731101496 | 0.938547634449252 |
62 | 0.0488899826204439 | 0.0977799652408878 | 0.951110017379556 |
63 | 0.0386980121934707 | 0.0773960243869413 | 0.961301987806529 |
64 | 0.0303107686499149 | 0.0606215372998298 | 0.969689231350085 |
65 | 0.0242132992398043 | 0.0484265984796087 | 0.975786700760196 |
66 | 0.0195310900932392 | 0.0390621801864784 | 0.980468909906761 |
67 | 0.0141420932699644 | 0.0282841865399288 | 0.985857906730036 |
68 | 0.0334708000111035 | 0.066941600022207 | 0.966529199988897 |
69 | 0.0252811895181042 | 0.0505623790362084 | 0.974718810481896 |
70 | 0.0188313275737383 | 0.0376626551474767 | 0.981168672426262 |
71 | 0.0142090765678383 | 0.0284181531356767 | 0.985790923432162 |
72 | 0.0107691956858266 | 0.0215383913716532 | 0.989230804314173 |
73 | 0.00811791385644701 | 0.016235827712894 | 0.991882086143553 |
74 | 0.0116846153160935 | 0.0233692306321869 | 0.988315384683907 |
75 | 0.00936685522157051 | 0.018733710443141 | 0.990633144778429 |
76 | 0.00748399672992927 | 0.0149679934598585 | 0.992516003270071 |
77 | 0.00665602159217185 | 0.0133120431843437 | 0.993343978407828 |
78 | 0.00760728821040815 | 0.0152145764208163 | 0.992392711789592 |
79 | 0.0241794069232982 | 0.0483588138465964 | 0.975820593076702 |
80 | 0.0443862190980962 | 0.0887724381961924 | 0.955613780901904 |
81 | 0.0338620002213491 | 0.0677240004426981 | 0.966137999778651 |
82 | 0.0257052970644122 | 0.0514105941288245 | 0.974294702935588 |
83 | 0.0200845649458492 | 0.0401691298916983 | 0.979915435054151 |
84 | 0.0161971119737447 | 0.0323942239474894 | 0.983802888026255 |
85 | 0.0121965686320588 | 0.0243931372641177 | 0.987803431367941 |
86 | 0.00910224623184293 | 0.0182044924636859 | 0.990897753768157 |
87 | 0.00684205821453049 | 0.013684116429061 | 0.99315794178547 |
88 | 0.00525016897695393 | 0.0105003379539079 | 0.994749831023046 |
89 | 0.00629090353940407 | 0.0125818070788081 | 0.993709096460596 |
90 | 0.00476407459268913 | 0.00952814918537827 | 0.995235925407311 |
91 | 0.00320969346566942 | 0.00641938693133884 | 0.996790306534331 |
92 | 0.0144531431373788 | 0.0289062862747576 | 0.985546856862621 |
93 | 0.0114494601909965 | 0.022898920381993 | 0.988550539809004 |
94 | 0.0252374903081608 | 0.0504749806163216 | 0.974762509691839 |
95 | 0.0468864614096396 | 0.0937729228192792 | 0.95311353859036 |
96 | 0.0349181479384839 | 0.0698362958769678 | 0.965081852061516 |
97 | 0.0573441825842634 | 0.114688365168527 | 0.942655817415737 |
98 | 0.0428006501209392 | 0.0856013002418784 | 0.957199349879061 |
99 | 0.0939092566002938 | 0.187818513200588 | 0.906090743399706 |
100 | 0.131446145671447 | 0.262892291342895 | 0.868553854328553 |
101 | 0.107137644141627 | 0.214275288283254 | 0.892862355858373 |
102 | 0.0850263966168496 | 0.170052793233699 | 0.91497360338315 |
103 | 0.0712432151319396 | 0.142486430263879 | 0.92875678486806 |
104 | 0.0785542174722084 | 0.157108434944417 | 0.921445782527792 |
105 | 0.118941261729735 | 0.237882523459469 | 0.881058738270265 |
106 | 0.0906157124982077 | 0.181231424996415 | 0.909384287501792 |
107 | 0.133668932800404 | 0.267337865600808 | 0.866331067199596 |
108 | 0.0992330403246795 | 0.198466080649359 | 0.90076695967532 |
109 | 0.0758018977268727 | 0.151603795453745 | 0.924198102273127 |
110 | 0.0597842643505245 | 0.119568528701049 | 0.940215735649475 |
111 | 0.0498932839211086 | 0.0997865678422172 | 0.950106716078891 |
112 | 0.0453964214463936 | 0.0907928428927871 | 0.954603578553606 |
113 | 0.0426115598893752 | 0.0852231197787503 | 0.957388440110625 |
114 | 0.0555385347333651 | 0.11107706946673 | 0.944461465266635 |
115 | 0.035417735436677 | 0.0708354708733541 | 0.964582264563323 |
116 | 0.124244308605539 | 0.248488617211079 | 0.875755691394461 |
117 | 0.09454023439558 | 0.18908046879116 | 0.90545976560442 |
118 | 0.0658072594374418 | 0.131614518874884 | 0.934192740562558 |
119 | 0.0399603636070932 | 0.0799207272141864 | 0.960039636392907 |
120 | 0.021138146354012 | 0.0422762927080239 | 0.978861853645988 |
121 | 0.0172506364698238 | 0.0345012729396475 | 0.982749363530176 |
122 | 0.00786827367049737 | 0.0157365473409947 | 0.992131726329503 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 2 | 0.0173913043478261 | NOK |
5% type I error level | 29 | 0.252173913043478 | NOK |
10% type I error level | 51 | 0.443478260869565 | NOK |