Multiple Linear Regression - Estimated Regression Equation |
TVDC[t] = + 4.93434 -0.0293838Bevr_Leeftijd[t] -0.0360228ITHSUM[t] + 0.478778SKEOUSUM[t] + e[t] |
Warning: you did not specify the column number of the endogenous series! The first column was selected by default. |
Multiple Linear Regression - Ordinary Least Squares | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | +4.934 | 3.092 | +1.5960e+00 | 0.1139 | 0.05693 |
Bevr_Leeftijd | -0.02938 | 0.1019 | -2.8830e-01 | 0.7737 | 0.3869 |
ITHSUM | -0.03602 | 0.07875 | -4.5740e-01 | 0.6484 | 0.3242 |
SKEOUSUM | +0.4788 | 0.09603 | +4.9860e+00 | 2.772e-06 | 1.386e-06 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.4669 |
R-squared | 0.218 |
Adjusted R-squared | 0.1933 |
F-TEST (value) | 8.829 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 95 |
p-value | 3.201e-05 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.68 |
Sum Squared Residuals | 268 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 13 | 14.32 | -1.317 |
2 | 16 | 15.04 | 0.9646 |
3 | 17 | 16.15 | 0.8469 |
4 | 16 | 15.6 | 0.4043 |
5 | 17 | 17.12 | -0.124 |
6 | 17 | 14.64 | 2.355 |
7 | 16 | 15.15 | 0.8537 |
8 | 14 | 15.16 | -1.16 |
9 | 16 | 15.27 | 0.7324 |
10 | 17 | 15.75 | 1.247 |
11 | 16 | 15.23 | 0.7684 |
12 | 16 | 16.05 | -0.0517 |
13 | 16 | 15.22 | 0.7817 |
14 | 15 | 15.25 | -0.2543 |
15 | 16 | 15.54 | 0.4565 |
16 | 16 | 15.67 | 0.3256 |
17 | 15 | 17.1 | -2.097 |
18 | 17 | 16.52 | 0.4762 |
19 | 13 | 14.64 | -1.645 |
20 | 17 | 14.75 | 2.247 |
21 | 14 | 15.29 | -1.29 |
22 | 14 | 14.26 | -0.2608 |
23 | 18 | 15.77 | 2.231 |
24 | 17 | 17.08 | -0.0813 |
25 | 16 | 16.97 | -0.9732 |
26 | 15 | 15.69 | -0.6905 |
27 | 15 | 15.53 | -0.5264 |
28 | 15 | 14.81 | 0.1884 |
29 | 13 | 15.68 | -2.681 |
30 | 17 | 16.18 | 0.8241 |
31 | 11 | 16.21 | -5.212 |
32 | 14 | 14.64 | -0.6448 |
33 | 13 | 15.71 | -2.71 |
34 | 17 | 14.44 | 2.559 |
35 | 16 | 15.29 | 0.7096 |
36 | 17 | 16.67 | 0.3349 |
37 | 16 | 15.25 | 0.7457 |
38 | 16 | 16.15 | -0.1531 |
39 | 16 | 13.76 | 2.241 |
40 | 15 | 16.7 | -1.697 |
41 | 12 | 14.22 | -2.215 |
42 | 17 | 14.8 | 2.205 |
43 | 14 | 15.2 | -1.202 |
44 | 14 | 15.79 | -1.789 |
45 | 16 | 15.23 | 0.7684 |
46 | 15 | 14.32 | 0.6833 |
47 | 16 | 15.6 | 0.3977 |
48 | 14 | 15.64 | -1.638 |
49 | 15 | 15.3 | -0.3036 |
50 | 17 | 15.1 | 1.899 |
51 | 10 | 13.77 | -3.773 |
52 | 17 | 15.73 | 1.267 |
53 | 20 | 15.82 | 4.182 |
54 | 17 | 16.08 | 0.9189 |
55 | 18 | 16.54 | 1.463 |
56 | 14 | 13.38 | 0.6181 |
57 | 17 | 15.99 | 1.014 |
58 | 17 | 15.66 | 1.339 |
59 | 16 | 16.09 | -0.08772 |
60 | 18 | 15.72 | 2.283 |
61 | 18 | 17 | 0.9974 |
62 | 16 | 16.63 | -0.6319 |
63 | 15 | 16.05 | -1.052 |
64 | 13 | 15.93 | -2.928 |
65 | 16 | 15.64 | 0.3617 |
66 | 12 | 14.66 | -2.658 |
67 | 16 | 15.16 | 0.8404 |
68 | 16 | 15.11 | 0.8926 |
69 | 16 | 17.06 | -1.061 |
70 | 14 | 14.84 | -0.841 |
71 | 15 | 15.36 | -0.3624 |
72 | 14 | 14.82 | -0.8182 |
73 | 15 | 15.54 | -0.5369 |
74 | 15 | 14.69 | 0.3126 |
75 | 16 | 14.63 | 1.371 |
76 | 11 | 12.71 | -1.707 |
77 | 18 | 15.51 | 2.492 |
78 | 11 | 14.24 | -3.245 |
79 | 18 | 16.65 | 1.345 |
80 | 15 | 16.23 | -1.225 |
81 | 19 | 17.49 | 1.505 |
82 | 17 | 16.97 | 0.02676 |
83 | 14 | 15.84 | -1.841 |
84 | 13 | 14.28 | -1.281 |
85 | 17 | 15.67 | 1.326 |
86 | 14 | 16.15 | -2.146 |
87 | 19 | 15.99 | 3.014 |
88 | 14 | 15.17 | -1.166 |
89 | 16 | 15.71 | 0.2896 |
90 | 16 | 14.96 | 1.038 |
91 | 15 | 15.83 | -0.8345 |
92 | 12 | 15.73 | -3.726 |
93 | 17 | 16.73 | 0.2733 |
94 | 18 | 15.7 | 2.303 |
95 | 15 | 15.3 | -0.297 |
96 | 18 | 14.78 | 3.224 |
97 | 15 | 16.5 | -1.501 |
98 | 16 | 15.71 | 0.2896 |
99 | 16 | 14.8 | 1.205 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.2432 | 0.4863 | 0.7568 |
8 | 0.2811 | 0.5622 | 0.7189 |
9 | 0.2365 | 0.4731 | 0.7635 |
10 | 0.2255 | 0.4511 | 0.7745 |
11 | 0.1469 | 0.2938 | 0.8531 |
12 | 0.102 | 0.2039 | 0.898 |
13 | 0.05938 | 0.1188 | 0.9406 |
14 | 0.03841 | 0.07682 | 0.9616 |
15 | 0.02093 | 0.04187 | 0.9791 |
16 | 0.01079 | 0.02159 | 0.9892 |
17 | 0.02366 | 0.04731 | 0.9763 |
18 | 0.01386 | 0.02771 | 0.9861 |
19 | 0.03199 | 0.06398 | 0.968 |
20 | 0.04368 | 0.08736 | 0.9563 |
21 | 0.03887 | 0.07774 | 0.9611 |
22 | 0.0254 | 0.05079 | 0.9746 |
23 | 0.04848 | 0.09696 | 0.9515 |
24 | 0.03182 | 0.06365 | 0.9682 |
25 | 0.02378 | 0.04757 | 0.9762 |
26 | 0.0159 | 0.0318 | 0.9841 |
27 | 0.01178 | 0.02357 | 0.9882 |
28 | 0.007162 | 0.01432 | 0.9928 |
29 | 0.02287 | 0.04574 | 0.9771 |
30 | 0.01757 | 0.03514 | 0.9824 |
31 | 0.2527 | 0.5053 | 0.7473 |
32 | 0.22 | 0.44 | 0.78 |
33 | 0.2953 | 0.5905 | 0.7047 |
34 | 0.367 | 0.7339 | 0.633 |
35 | 0.3203 | 0.6406 | 0.6797 |
36 | 0.2694 | 0.5388 | 0.7306 |
37 | 0.2303 | 0.4606 | 0.7697 |
38 | 0.1862 | 0.3723 | 0.8138 |
39 | 0.1953 | 0.3907 | 0.8047 |
40 | 0.1849 | 0.3699 | 0.8151 |
41 | 0.2631 | 0.5263 | 0.7369 |
42 | 0.2857 | 0.5715 | 0.7143 |
43 | 0.2658 | 0.5316 | 0.7342 |
44 | 0.2792 | 0.5583 | 0.7208 |
45 | 0.2396 | 0.4791 | 0.7604 |
46 | 0.2002 | 0.4003 | 0.7998 |
47 | 0.164 | 0.328 | 0.836 |
48 | 0.1599 | 0.3199 | 0.8401 |
49 | 0.1279 | 0.2558 | 0.8721 |
50 | 0.1346 | 0.2692 | 0.8654 |
51 | 0.3465 | 0.6931 | 0.6535 |
52 | 0.3265 | 0.6531 | 0.6735 |
53 | 0.5987 | 0.8026 | 0.4013 |
54 | 0.5595 | 0.881 | 0.4405 |
55 | 0.5446 | 0.9109 | 0.4554 |
56 | 0.5022 | 0.9956 | 0.4978 |
57 | 0.4631 | 0.9262 | 0.5369 |
58 | 0.4484 | 0.8969 | 0.5516 |
59 | 0.3893 | 0.7785 | 0.6107 |
60 | 0.4324 | 0.8647 | 0.5676 |
61 | 0.3918 | 0.7837 | 0.6082 |
62 | 0.3422 | 0.6844 | 0.6578 |
63 | 0.3067 | 0.6133 | 0.6933 |
64 | 0.4448 | 0.8897 | 0.5552 |
65 | 0.3862 | 0.7724 | 0.6138 |
66 | 0.4792 | 0.9584 | 0.5208 |
67 | 0.434 | 0.8681 | 0.566 |
68 | 0.3823 | 0.7647 | 0.6177 |
69 | 0.3476 | 0.6953 | 0.6524 |
70 | 0.2979 | 0.5958 | 0.7021 |
71 | 0.2453 | 0.4906 | 0.7547 |
72 | 0.2016 | 0.4033 | 0.7984 |
73 | 0.1652 | 0.3303 | 0.8348 |
74 | 0.1274 | 0.2548 | 0.8726 |
75 | 0.1108 | 0.2215 | 0.8892 |
76 | 0.1015 | 0.203 | 0.8985 |
77 | 0.1181 | 0.2362 | 0.8819 |
78 | 0.2321 | 0.4641 | 0.7679 |
79 | 0.2228 | 0.4455 | 0.7772 |
80 | 0.1908 | 0.3815 | 0.8092 |
81 | 0.1783 | 0.3566 | 0.8217 |
82 | 0.1311 | 0.2623 | 0.8689 |
83 | 0.1165 | 0.233 | 0.8835 |
84 | 0.1613 | 0.3227 | 0.8387 |
85 | 0.1275 | 0.2551 | 0.8725 |
86 | 0.1278 | 0.2557 | 0.8722 |
87 | 0.229 | 0.4579 | 0.771 |
88 | 0.2217 | 0.4435 | 0.7783 |
89 | 0.1475 | 0.295 | 0.8525 |
90 | 0.09097 | 0.1819 | 0.909 |
91 | 0.05384 | 0.1077 | 0.9462 |
92 | 0.7849 | 0.4302 | 0.2151 |
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 | 10 | 0.116279 | NOK |
10% type I error level | 17 | 0.197674 | NOK |
Ramsey RESET F-Test for powers (2 and 3) of fitted values |
> reset_test_fitted RESET test data: mylm RESET = 1.2921, df1 = 2, df2 = 93, p-value = 0.2796 |
Ramsey RESET F-Test for powers (2 and 3) of regressors |
> reset_test_regressors RESET test data: mylm RESET = 1.0568, df1 = 6, df2 = 89, p-value = 0.3946 |
Ramsey RESET F-Test for powers (2 and 3) of principal components |
> reset_test_principal_components RESET test data: mylm RESET = 0.080494, df1 = 2, df2 = 93, p-value = 0.9227 |
Variance Inflation Factors (Multicollinearity) |
> vif Bevr_Leeftijd ITHSUM SKEOUSUM 1.001221 1.124252 1.125474 |