| Multiple Linear Regression - Estimated Regression Equation |
| Broodprijzen[t] = + 1.36630284324960 + 0.048776493601080Dummy2[t] + 0.0953311220622557Dummy3[t] + 0.0162547070817098Dummy1[t] + 0.00368060742762061Dummy4[t] + 0.119420968371337Bakmeelprijzen[t] + 0.00297114816391351M1[t] + 0.002981846637013M2[t] + 0.00405876952256208M3[t] + 0.00561337628159652M4[t] + 0.00445145723040296M5[t] + 0.0040060639894374M6[t] + 0.0033347659098631M7[t] + 0.00144258471618672M8[t] + 0.00249991192643972M9[t] + 0.00331839719995005M10[t] + 0.00142035666323235M11[t] -5.18863078158954e-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) | 1.36630284324960 | 0.043161 | 31.656 | 0 | 0 |
| Dummy2 | 0.048776493601080 | 0.002086 | 23.3794 | 0 | 0 |
| Dummy3 | 0.0953311220622557 | 0.002277 | 41.8742 | 0 | 0 |
| Dummy1 | 0.0162547070817098 | 0.002494 | 6.5165 | 0 | 0 |
| Dummy4 | 0.00368060742762061 | 0.000186 | 19.8365 | 0 | 0 |
| Bakmeelprijzen | 0.119420968371337 | 0.084259 | 1.4173 | 0.163767 | 0.081883 |
| M1 | 0.00297114816391351 | 0.002211 | 1.344 | 0.186161 | 0.093081 |
| M2 | 0.002981846637013 | 0.00225 | 1.325 | 0.19232 | 0.09616 |
| M3 | 0.00405876952256208 | 0.002247 | 1.8063 | 0.078035 | 0.039018 |
| M4 | 0.00561337628159652 | 0.002239 | 2.5066 | 0.016147 | 0.008073 |
| M5 | 0.00445145723040296 | 0.002246 | 1.9823 | 0.054016 | 0.027008 |
| M6 | 0.0040060639894374 | 0.002234 | 1.7935 | 0.0801 | 0.04005 |
| M7 | 0.0033347659098631 | 0.002222 | 1.5007 | 0.140914 | 0.070457 |
| M8 | 0.00144258471618672 | 0.002212 | 0.6522 | 0.517835 | 0.258917 |
| M9 | 0.00249991192643972 | 0.002187 | 1.1431 | 0.259479 | 0.12974 |
| M10 | 0.00331839719995005 | 0.002197 | 1.5106 | 0.138377 | 0.069188 |
| M11 | 0.00142035666323235 | 0.002174 | 0.6532 | 0.517164 | 0.258582 |
| t | -5.18863078158954e-05 | 9e-05 | -0.5796 | 0.565255 | 0.282628 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.999255190193247 |
| R-squared | 0.998510935128142 |
| Adjusted R-squared | 0.997908218394295 |
| F-TEST (value) | 1656.68361114606 |
| F-TEST (DF numerator) | 17 |
| F-TEST (DF denominator) | 42 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.00343548434953111 |
| Sum Squared Residuals | 0.000495707214066674 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1.43 | 1.43012679897509 | -0.000126798975092287 |
| 2 | 1.43 | 1.43008561114037 | -8.5611140368076e-05 |
| 3 | 1.43 | 1.43111064771810 | -0.00111064771810136 |
| 4 | 1.43 | 1.43261336816932 | -0.00261336816931995 |
| 5 | 1.43 | 1.43259377249402 | -0.00259377249402379 |
| 6 | 1.43 | 1.43209649294524 | -0.00209649294524237 |
| 7 | 1.44 | 1.43137330855785 | 0.00862669144214783 |
| 8 | 1.48 | 1.47939994434115 | 0.000600055658846702 |
| 9 | 1.48 | 1.48040538524359 | -0.000405385243590406 |
| 10 | 1.48 | 1.47997777452557 | 2.22254744285334e-05 |
| 11 | 1.48 | 1.47802784768104 | 0.00197215231896213 |
| 12 | 1.48 | 1.47655560470999 | 0.00344439529001038 |
| 13 | 1.48 | 1.47947486656609 | 0.000525133433912763 |
| 14 | 1.48 | 1.47943367873137 | 0.000566321268629165 |
| 15 | 1.48 | 1.48045871530910 | -0.000458715309104021 |
| 16 | 1.48 | 1.48196143576032 | -0.00196143576032256 |
| 17 | 1.48 | 1.48074763040131 | -0.000747630401313108 |
| 18 | 1.48 | 1.48025035085253 | -0.00025035085253165 |
| 19 | 1.48 | 1.47952716646514 | 0.000472833534858542 |
| 20 | 1.48 | 1.47877730864736 | 0.00122269135263744 |
| 21 | 1.48 | 1.4797827495498 | 0.000217250450200341 |
| 22 | 1.48 | 1.48054934851549 | -0.000549348515494088 |
| 23 | 1.48 | 1.47979363135467 | 0.000206368645326135 |
| 24 | 1.48 | 1.47832138838363 | 0.00167861161637438 |
| 25 | 1.48 | 1.48124065023972 | -0.00124065023972324 |
| 26 | 1.48 | 1.48119946240501 | -0.00119946240500683 |
| 27 | 1.48 | 1.48222449898274 | -0.00222449898274002 |
| 28 | 1.48 | 1.48372721943396 | -0.00372721943395856 |
| 29 | 1.48 | 1.48251341407495 | -0.00251341407494911 |
| 30 | 1.48 | 1.48201613452617 | -0.00201613452616765 |
| 31 | 1.48 | 1.48129295013878 | -0.00129295013877746 |
| 32 | 1.48 | 1.47934888263729 | 0.000651117362714818 |
| 33 | 1.48 | 1.47916011385601 | 0.000839886143991086 |
| 34 | 1.48 | 1.47992671282170 | 7.32871782966574e-05 |
| 35 | 1.48 | 1.47797678597717 | 0.00202321402283025 |
| 36 | 1.48 | 1.47650454300612 | 0.00349545699387849 |
| 37 | 1.48 | 1.47942380486222 | 0.000576195137780881 |
| 38 | 1.57 | 1.57590794877347 | -0.00590794877347171 |
| 39 | 1.58 | 1.57812719503492 | 0.00187280496508174 |
| 40 | 1.58 | 1.57962991548614 | 0.000370084513863197 |
| 41 | 1.58 | 1.57841611012713 | 0.00158388987287265 |
| 42 | 1.58 | 1.57791883057835 | 0.00208116942165411 |
| 43 | 1.59 | 1.59713096070029 | -0.00713096070028606 |
| 44 | 1.6 | 1.59886750062641 | 0.00113249937358561 |
| 45 | 1.6 | 1.60355354895647 | -0.00355354895647211 |
| 46 | 1.61 | 1.60800075534979 | 0.00199924465021286 |
| 47 | 1.61 | 1.61092564561659 | -0.000925645616587536 |
| 48 | 1.61 | 1.61313401007316 | -0.0031340100731599 |
| 49 | 1.62 | 1.61973387935688 | 0.000266120643121877 |
| 50 | 1.63 | 1.62337329894978 | 0.00662670105021745 |
| 51 | 1.63 | 1.62807894295514 | 0.00192105704486366 |
| 52 | 1.64 | 1.63206806115026 | 0.00793193884973788 |
| 53 | 1.64 | 1.63572907290259 | 0.00427092709741334 |
| 54 | 1.64 | 1.63771819109771 | 0.00228180890228756 |
| 55 | 1.64 | 1.64067561413794 | -0.000675614137942863 |
| 56 | 1.64 | 1.64360636374778 | -0.00360636374778458 |
| 57 | 1.65 | 1.64709820239413 | 0.00290179760587109 |
| 58 | 1.65 | 1.65154540878744 | -0.00154540878744396 |
| 59 | 1.65 | 1.65327608937053 | -0.00327608937053098 |
| 60 | 1.65 | 1.65548445382710 | -0.00548445382710335 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 21 | 0.476659898184458 | 0.953319796368915 | 0.523340101815542 |
| 22 | 0.33675368942856 | 0.67350737885712 | 0.66324631057144 |
| 23 | 0.250091123384195 | 0.500182246768391 | 0.749908876615805 |
| 24 | 0.243303745029443 | 0.486607490058886 | 0.756696254970557 |
| 25 | 0.2526662875885 | 0.505332575177 | 0.7473337124115 |
| 26 | 0.182249173435121 | 0.364498346870243 | 0.817750826564879 |
| 27 | 0.114767636757822 | 0.229535273515644 | 0.885232363242178 |
| 28 | 0.0745390099790803 | 0.149078019958161 | 0.92546099002092 |
| 29 | 0.0420420043657852 | 0.0840840087315703 | 0.957957995634215 |
| 30 | 0.0269362599890882 | 0.0538725199781764 | 0.973063740010912 |
| 31 | 0.0417347162464472 | 0.0834694324928944 | 0.958265283753553 |
| 32 | 0.0234156150582309 | 0.0468312301164618 | 0.976584384941769 |
| 33 | 0.0120138224268929 | 0.0240276448537858 | 0.987986177573107 |
| 34 | 0.00596546743441551 | 0.0119309348688310 | 0.994034532565584 |
| 35 | 0.0024796158795913 | 0.0049592317591826 | 0.997520384120409 |
| 36 | 0.00272412093437857 | 0.00544824186875714 | 0.997275879065621 |
| 37 | 0.000999629325150405 | 0.00199925865030081 | 0.99900037067485 |
| 38 | 0.000901724069164878 | 0.00180344813832976 | 0.999098275930835 |
| 39 | 0.0088267628194109 | 0.0176535256388218 | 0.99117323718059 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 4 | 0.210526315789474 | NOK |
| 5% type I error level | 8 | 0.421052631578947 | NOK |
| 10% type I error level | 11 | 0.578947368421053 | NOK |
