| Multiple Linear Regression - Estimated Regression Equation |
| Broodprijzen[t] = + 1.42739788145102 + 0.0493205345320607Dummy2[t] + 0.0961175746131058Dummy3[t] + 0.0170539138171548Dummy1[t] + 0.0035911662386438Dummy4[t] + 0.00294529473975772M1[t] + 0.00298200793887241M2[t] + 0.00424223606060671M3[t] + 0.00550246418234103M4[t] + 0.00476269230407537M5[t] + 0.00402292042580968M6[t] + 0.00315413253638430M7[t] + 0.00183202050397774M8[t] + 0.00237401537798331M9[t] + 0.00291601025198887M10[t] + 0.00145800512599444M11[t] + 2.15386305369157e-05t + 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) | 1.42739788145102 | 0.002198 | 649.3756 | 0 | 0 |
| Dummy2 | 0.0493205345320607 | 0.002075 | 23.7735 | 0 | 0 |
| Dummy3 | 0.0961175746131058 | 0.002234 | 43.0306 | 0 | 0 |
| Dummy1 | 0.0170539138171548 | 0.002458 | 6.9377 | 0 | 0 |
| Dummy4 | 0.0035911662386438 | 0.000177 | 20.3441 | 0 | 0 |
| M1 | 0.00294529473975772 | 0.002236 | 1.317 | 0.194814 | 0.097407 |
| M2 | 0.00298200793887241 | 0.002277 | 1.3098 | 0.197205 | 0.098602 |
| M3 | 0.00424223606060671 | 0.002269 | 1.8693 | 0.068398 | 0.034199 |
| M4 | 0.00550246418234103 | 0.002264 | 2.4302 | 0.019336 | 0.009668 |
| M5 | 0.00476269230407537 | 0.002261 | 2.1065 | 0.041033 | 0.020516 |
| M6 | 0.00402292042580968 | 0.00226 | 1.7803 | 0.082097 | 0.041048 |
| M7 | 0.00315413253638430 | 0.002244 | 1.4054 | 0.167098 | 0.083549 |
| M8 | 0.00183202050397774 | 0.00222 | 0.8251 | 0.413874 | 0.206937 |
| M9 | 0.00237401537798331 | 0.002211 | 1.0739 | 0.288863 | 0.144431 |
| M10 | 0.00291601025198887 | 0.002204 | 1.3232 | 0.192754 | 0.096377 |
| M11 | 0.00145800512599444 | 0.0022 | 0.6629 | 0.51095 | 0.255475 |
| t | 2.15386305369157e-05 | 7.4e-05 | 0.2916 | 0.77196 | 0.38598 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.999219553376748 |
| R-squared | 0.998439715850428 |
| Adjusted R-squared | 0.997859145004076 |
| F-TEST (value) | 1719.75517221279 |
| F-TEST (DF numerator) | 16 |
| F-TEST (DF denominator) | 43 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.00347554912147548 |
| Sum Squared Residuals | 0.000519415992918925 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1.43 | 1.43036471482132 | -0.000364714821318268 |
| 2 | 1.43 | 1.43042296665096 | -0.000422966650962066 |
| 3 | 1.43 | 1.43170473340323 | -0.0017047334032334 |
| 4 | 1.43 | 1.43298650015550 | -0.00298650015550467 |
| 5 | 1.43 | 1.43226826690778 | -0.00226826690777584 |
| 6 | 1.43 | 1.43155003366005 | -0.00155003366004712 |
| 7 | 1.44 | 1.43070278440116 | 0.00929721559884135 |
| 8 | 1.48 | 1.47872274553135 | 0.00127725446865037 |
| 9 | 1.48 | 1.47928627903589 | 0.000713720964107889 |
| 10 | 1.48 | 1.47984981254043 | 0.000150187459565413 |
| 11 | 1.48 | 1.47841334604498 | 0.00158665395502293 |
| 12 | 1.48 | 1.47697687954952 | 0.00302312045048046 |
| 13 | 1.48 | 1.47994371291981 | 5.62870801858207e-05 |
| 14 | 1.48 | 1.48000196474947 | -1.96474946578098e-06 |
| 15 | 1.48 | 1.48128373150174 | -0.00128373150173700 |
| 16 | 1.48 | 1.48256549825401 | -0.00256549825400823 |
| 17 | 1.48 | 1.48184726500628 | -0.00184726500627949 |
| 18 | 1.48 | 1.48112903175855 | -0.00112903175855072 |
| 19 | 1.48 | 1.48028178249966 | -0.000281782499662258 |
| 20 | 1.48 | 1.47898120909779 | 0.00101879090220739 |
| 21 | 1.48 | 1.47954474260234 | 0.000455257397664907 |
| 22 | 1.48 | 1.48010827610688 | -0.000108276106877574 |
| 23 | 1.48 | 1.47867180961142 | 0.00132819038857995 |
| 24 | 1.48 | 1.47723534311596 | 0.00276465688403747 |
| 25 | 1.48 | 1.48020217648626 | -0.000202176486257168 |
| 26 | 1.48 | 1.48026042831591 | -0.000260428315908769 |
| 27 | 1.48 | 1.48154219506818 | -0.00154219506817999 |
| 28 | 1.48 | 1.48282396182045 | -0.00282396182045122 |
| 29 | 1.48 | 1.48210572857272 | -0.00210572857272248 |
| 30 | 1.48 | 1.48138749532499 | -0.00138749532499371 |
| 31 | 1.48 | 1.48054024606611 | -0.000540246066105246 |
| 32 | 1.48 | 1.47923967266424 | 0.0007603273357644 |
| 33 | 1.48 | 1.47980320616878 | 0.000196793831221919 |
| 34 | 1.48 | 1.48036673967332 | -0.000366739673320562 |
| 35 | 1.48 | 1.47893027317786 | 0.00106972682213696 |
| 36 | 1.48 | 1.47749380668241 | 0.00250619331759448 |
| 37 | 1.48 | 1.4804606400527 | -0.000460640052700156 |
| 38 | 1.57 | 1.57663646649546 | -0.00663646649545754 |
| 39 | 1.58 | 1.57791823324773 | 0.00208176675227125 |
| 40 | 1.58 | 1.5792 | 0.00080000000000001 |
| 41 | 1.58 | 1.57848176675227 | 0.00151823324772876 |
| 42 | 1.58 | 1.57776353350454 | 0.00223646649545753 |
| 43 | 1.59 | 1.59756136430145 | -0.00756136430145254 |
| 44 | 1.6 | 1.59985195713823 | 0.000148042861773317 |
| 45 | 1.6 | 1.60400665688141 | -0.00400665688141297 |
| 46 | 1.61 | 1.6081613566246 | 0.00183864337540076 |
| 47 | 1.61 | 1.61031605636779 | -0.000316056367785525 |
| 48 | 1.61 | 1.61247075611097 | -0.0024707561109718 |
| 49 | 1.62 | 1.61902875571991 | 0.000971244280089771 |
| 50 | 1.63 | 1.62267817378821 | 0.00732182621179416 |
| 51 | 1.63 | 1.62755110677912 | 0.00244889322087914 |
| 52 | 1.64 | 1.63242403977004 | 0.00757596022996411 |
| 53 | 1.64 | 1.63529697276095 | 0.00470302723904905 |
| 54 | 1.64 | 1.63816990575187 | 0.00183009424813402 |
| 55 | 1.64 | 1.64091382273162 | -0.00091382273162132 |
| 56 | 1.64 | 1.64320441556840 | -0.00320441556839548 |
| 57 | 1.65 | 1.64735911531158 | 0.00264088468841825 |
| 58 | 1.65 | 1.65151381505477 | -0.00151381505476803 |
| 59 | 1.65 | 1.65366851479795 | -0.00366851479795431 |
| 60 | 1.65 | 1.65582321454114 | -0.00582321454114059 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 20 | 0.601040966536062 | 0.797918066927877 | 0.398959033463938 |
| 21 | 0.427733939860089 | 0.855467879720177 | 0.572266060139911 |
| 22 | 0.278565378002836 | 0.557130756005671 | 0.721434621997164 |
| 23 | 0.182266517029058 | 0.364533034058115 | 0.817733482970942 |
| 24 | 0.170728889335890 | 0.341457778671781 | 0.82927111066411 |
| 25 | 0.160741096353716 | 0.321482192707431 | 0.839258903646284 |
| 26 | 0.111576047155336 | 0.223152094310671 | 0.888423952844664 |
| 27 | 0.0638620959113786 | 0.127724191822757 | 0.936137904088621 |
| 28 | 0.0385933907725709 | 0.0771867815451418 | 0.96140660922743 |
| 29 | 0.0227933187633900 | 0.0455866375267801 | 0.97720668123661 |
| 30 | 0.0142701039711522 | 0.0285402079423045 | 0.985729896028848 |
| 31 | 0.0273675264163018 | 0.0547350528326035 | 0.972632473583698 |
| 32 | 0.0173053028471916 | 0.0346106056943833 | 0.982694697152808 |
| 33 | 0.00915572519197798 | 0.0183114503839560 | 0.990844274808022 |
| 34 | 0.0040292086455258 | 0.0080584172910516 | 0.995970791354474 |
| 35 | 0.00180765391645856 | 0.00361530783291713 | 0.998192346083541 |
| 36 | 0.00289307808436593 | 0.00578615616873187 | 0.997106921915634 |
| 37 | 0.00110578273309672 | 0.00221156546619345 | 0.998894217266903 |
| 38 | 0.00136021723181231 | 0.00272043446362462 | 0.998639782768188 |
| 39 | 0.0158295329542694 | 0.0316590659085387 | 0.98417046704573 |
| 40 | 0.0100097935584574 | 0.0200195871169147 | 0.989990206441543 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 5 | 0.238095238095238 | NOK |
| 5% type I error level | 11 | 0.523809523809524 | NOK |
| 10% type I error level | 13 | 0.619047619047619 | NOK |
