| Multiple Linear Regression - Estimated Regression Equation |
| Broodprijzen[t] = + 1.37674903761831 + 0.0476820908725279Dummy1[t] + 0.0968243660889128Dummy2[t] + 0.0149811800172971Dummy3[t] + 0.00364815973913286Dummy4[t] + 0.106652028005743Bakmeel[t] -4.25201481723485e-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) | 1.37674903761831 | 0.040399 | 34.0785 | 0 | 0 |
| Dummy1 | 0.0476820908725279 | 0.001963 | 24.2861 | 0 | 0 |
| Dummy2 | 0.0968243660889128 | 0.002132 | 45.4254 | 0 | 0 |
| Dummy3 | 0.0149811800172971 | 0.0023 | 6.5124 | 0 | 0 |
| Dummy4 | 0.00364815973913286 | 0.000179 | 20.3979 | 0 | 0 |
| Bakmeel | 0.106652028005743 | 0.078884 | 1.352 | 0.182111 | 0.091056 |
| t | -4.25201481723485e-05 | 8.5e-05 | -0.4987 | 0.620083 | 0.310042 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.999089522014467 |
| R-squared | 0.998179872999095 |
| Adjusted R-squared | 0.997973820885786 |
| F-TEST (value) | 4844.30786447532 |
| F-TEST (DF numerator) | 6 |
| F-TEST (DF denominator) | 53 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.0033811833505616 |
| Sum Squared Residuals | 0.000605917245056093 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1.43 | 1.43109905175307 | -0.00109905175307049 |
| 2 | 1.43 | 1.43105653160489 | -0.00105653160489032 |
| 3 | 1.43 | 1.43101401145672 | -0.00101401145671809 |
| 4 | 1.43 | 1.43097149130855 | -0.000971491308545764 |
| 5 | 1.43 | 1.43199549144043 | -0.00199549144043077 |
| 6 | 1.43 | 1.43195297129226 | -0.00195297129225846 |
| 7 | 1.44 | 1.43191045114409 | 0.00808954885591388 |
| 8 | 1.48 | 1.4806165421485 | -0.000616542148499051 |
| 9 | 1.48 | 1.48057402200033 | -0.000574022000326703 |
| 10 | 1.48 | 1.47946498157210 | 0.000535018427903076 |
| 11 | 1.48 | 1.47942246142392 | 0.000577538576075424 |
| 12 | 1.48 | 1.47937994127575 | 0.000620058724247772 |
| 13 | 1.48 | 1.47933742112758 | 0.000662578872420121 |
| 14 | 1.48 | 1.47929490097941 | 0.000705099020592469 |
| 15 | 1.48 | 1.47925238083124 | 0.000747619168764818 |
| 16 | 1.48 | 1.47920986068306 | 0.000790139316937166 |
| 17 | 1.48 | 1.47916734053489 | 0.000832659465109514 |
| 18 | 1.48 | 1.47912482038672 | 0.000875179613281863 |
| 19 | 1.48 | 1.47908230023855 | 0.000917699761454211 |
| 20 | 1.48 | 1.48010630037043 | -0.000106300370430871 |
| 21 | 1.48 | 1.48006378022226 | -6.37802222585223e-05 |
| 22 | 1.48 | 1.48002126007409 | -2.12600740861740e-05 |
| 23 | 1.48 | 1.48104526020597 | -0.00104526020597126 |
| 24 | 1.48 | 1.4810027400578 | -0.00100274005779891 |
| 25 | 1.48 | 1.48096021990963 | -0.00096021990962656 |
| 26 | 1.48 | 1.48091769976145 | -0.00091769976145421 |
| 27 | 1.48 | 1.48087517961328 | -0.000875179613281862 |
| 28 | 1.48 | 1.48083265946511 | -0.000832659465109514 |
| 29 | 1.48 | 1.48079013931694 | -0.000790139316937166 |
| 30 | 1.48 | 1.48074761916876 | -0.000747619168764817 |
| 31 | 1.48 | 1.48070509902059 | -0.000705099020592469 |
| 32 | 1.48 | 1.48066257887242 | -0.00066257887242012 |
| 33 | 1.48 | 1.47955353844419 | 0.000446461555809658 |
| 34 | 1.48 | 1.47951101829602 | 0.000488981703982006 |
| 35 | 1.48 | 1.47946849814785 | 0.000531501852154354 |
| 36 | 1.48 | 1.47942597799967 | 0.000574022000326703 |
| 37 | 1.48 | 1.4793834578515 | 0.000616542148499051 |
| 38 | 1.57 | 1.5772318240723 | -0.00723182407229876 |
| 39 | 1.58 | 1.57825582420418 | 0.00174417579581617 |
| 40 | 1.58 | 1.57821330405601 | 0.00178669594398852 |
| 41 | 1.58 | 1.57817078390784 | 0.00182921609216086 |
| 42 | 1.58 | 1.57812826375967 | 0.00187173624033321 |
| 43 | 1.59 | 1.59671508336792 | -0.00671508336792435 |
| 44 | 1.6 | 1.60032072295888 | -0.000320722958884853 |
| 45 | 1.6 | 1.60392636254985 | -0.00392636254984536 |
| 46 | 1.61 | 1.60753200214081 | 0.00246799785919413 |
| 47 | 1.61 | 1.61220416201182 | -0.00220416201182380 |
| 48 | 1.61 | 1.61580980160278 | -0.00580980160278431 |
| 49 | 1.62 | 1.61941544119374 | 0.000584558806255193 |
| 50 | 1.63 | 1.62302108078471 | 0.00697891921529447 |
| 51 | 1.63 | 1.62662672037567 | 0.00337327962433396 |
| 52 | 1.64 | 1.62916583968657 | 0.0108341603134309 |
| 53 | 1.64 | 1.63383799955759 | 0.00616200044241296 |
| 54 | 1.64 | 1.63637711886849 | 0.00362288113150988 |
| 55 | 1.64 | 1.63998275845945 | 1.72415405493680e-05 |
| 56 | 1.64 | 1.64465491833047 | -0.00465491833046857 |
| 57 | 1.65 | 1.64719403764137 | 0.00280596235862836 |
| 58 | 1.65 | 1.65079967723233 | -0.000799677232332149 |
| 59 | 1.65 | 1.65440531682329 | -0.00440531682329266 |
| 60 | 1.65 | 1.65801095641425 | -0.00801095641425316 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 10 | 0.773918069688699 | 0.452163860622603 | 0.226081930311301 |
| 11 | 0.643232321851969 | 0.713535356296061 | 0.356767678148031 |
| 12 | 0.510520378975068 | 0.978959242049865 | 0.489479621024932 |
| 13 | 0.38916220748999 | 0.77832441497998 | 0.61083779251001 |
| 14 | 0.285798194903708 | 0.571596389807416 | 0.714201805096292 |
| 15 | 0.202385693934280 | 0.404771387868561 | 0.79761430606572 |
| 16 | 0.138234057172912 | 0.276468114345823 | 0.861765942827088 |
| 17 | 0.0912240757023639 | 0.182448151404728 | 0.908775924297636 |
| 18 | 0.058544873601678 | 0.117089747203356 | 0.941455126398322 |
| 19 | 0.03737224173965 | 0.0747444834793 | 0.96262775826035 |
| 20 | 0.0295400734854921 | 0.0590801469709842 | 0.970459926514508 |
| 21 | 0.0200701961748158 | 0.0401403923496316 | 0.979929803825184 |
| 22 | 0.0132648190576765 | 0.0265296381153531 | 0.986735180942323 |
| 23 | 0.0084117326972545 | 0.016823465394509 | 0.991588267302746 |
| 24 | 0.00473329946547061 | 0.00946659893094122 | 0.99526670053453 |
| 25 | 0.00249582234972956 | 0.00499164469945912 | 0.99750417765027 |
| 26 | 0.00125050547052484 | 0.00250101094104967 | 0.998749494529475 |
| 27 | 0.00059782480330381 | 0.00119564960660762 | 0.999402175196696 |
| 28 | 0.000272714452270478 | 0.000545428904540955 | 0.99972728554773 |
| 29 | 0.000118438365015438 | 0.000236876730030876 | 0.999881561634985 |
| 30 | 4.88151434487691e-05 | 9.76302868975382e-05 | 0.999951184856551 |
| 31 | 1.90910209652536e-05 | 3.81820419305071e-05 | 0.999980908979035 |
| 32 | 7.21299868379037e-06 | 1.44259973675807e-05 | 0.999992787001316 |
| 33 | 2.75396185755998e-06 | 5.50792371511996e-06 | 0.999997246038142 |
| 34 | 1.01473542438012e-06 | 2.02947084876023e-06 | 0.999998985264576 |
| 35 | 3.52732125553602e-07 | 7.05464251107204e-07 | 0.999999647267874 |
| 36 | 1.13701449030775e-07 | 2.2740289806155e-07 | 0.99999988629855 |
| 37 | 3.41751354709079e-08 | 6.83502709418157e-08 | 0.999999965824865 |
| 38 | 1.79021519541505e-08 | 3.58043039083009e-08 | 0.999999982097848 |
| 39 | 8.58522447591033e-07 | 1.71704489518207e-06 | 0.999999141477552 |
| 40 | 9.57314447626582e-07 | 1.91462889525316e-06 | 0.999999042685552 |
| 41 | 5.56025034460861e-07 | 1.11205006892172e-06 | 0.999999443974966 |
| 42 | 2.47800894435532e-07 | 4.95601788871065e-07 | 0.999999752199106 |
| 43 | 3.35096191529875e-07 | 6.7019238305975e-07 | 0.999999664903809 |
| 44 | 1.17036784044181e-07 | 2.34073568088362e-07 | 0.999999882963216 |
| 45 | 8.8004149935026e-07 | 1.76008299870052e-06 | 0.9999991199585 |
| 46 | 6.79646240553768e-07 | 1.35929248110754e-06 | 0.99999932035376 |
| 47 | 2.54632883548039e-06 | 5.09265767096078e-06 | 0.999997453671164 |
| 48 | 0.00278404280733589 | 0.00556808561467178 | 0.997215957192664 |
| 49 | 0.0379476983417106 | 0.0758953966834212 | 0.96205230165829 |
| 50 | 0.0289388238613817 | 0.0578776477227634 | 0.971061176138618 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 25 | 0.609756097560976 | NOK |
| 5% type I error level | 28 | 0.682926829268293 | NOK |
| 10% type I error level | 32 | 0.780487804878049 | NOK |
