| Multiple Linear Regression - Estimated Regression Equation |
| Invoer[t] = + 17815.7891304348 + 3156.55753623188Dummy[t] + 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) | 17815.7891304348 | 293.196705 | 60.7639 | 0 | 0 |
| Dummy | 3156.55753623188 | 591.259829 | 5.3387 | 2e-06 | 1e-06 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.570725274782864 |
| R-squared | 0.325727339275976 |
| Adjusted R-squared | 0.314298989094213 |
| F-TEST (value) | 28.5016939536695 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 59 |
| p-value | 1.56749181168259e-06 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1988.55680493992 |
| Sum Squared Residuals | 233307131.821898 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 17192.4 | 17815.7891304347 | -623.389130434733 |
| 2 | 15386.1 | 17815.7891304348 | -2429.68913043478 |
| 3 | 14287.1 | 17815.7891304348 | -3528.68913043478 |
| 4 | 17526.6 | 17815.7891304348 | -289.189130434785 |
| 5 | 14497 | 17815.7891304348 | -3318.78913043478 |
| 6 | 14398.3 | 17815.7891304348 | -3417.48913043478 |
| 7 | 16629.6 | 17815.7891304348 | -1186.18913043479 |
| 8 | 16670.7 | 17815.7891304348 | -1145.08913043478 |
| 9 | 16614.8 | 17815.7891304348 | -1200.98913043478 |
| 10 | 16869.2 | 17815.7891304348 | -946.589130434783 |
| 11 | 15663.9 | 17815.7891304348 | -2151.88913043478 |
| 12 | 16359.9 | 17815.7891304348 | -1455.88913043478 |
| 13 | 18447.7 | 17815.7891304348 | 631.910869565217 |
| 14 | 16889 | 17815.7891304348 | -926.789130434783 |
| 15 | 16505 | 17815.7891304348 | -1310.78913043478 |
| 16 | 18320.9 | 17815.7891304348 | 505.110869565218 |
| 17 | 15052.1 | 17815.7891304348 | -2763.68913043478 |
| 18 | 15699.8 | 17815.7891304348 | -2115.98913043478 |
| 19 | 18135.3 | 17815.7891304348 | 319.510869565216 |
| 20 | 16768.7 | 17815.7891304348 | -1047.08913043478 |
| 21 | 18883 | 17815.7891304348 | 1067.21086956522 |
| 22 | 19021 | 17815.7891304348 | 1205.21086956522 |
| 23 | 18101.9 | 17815.7891304348 | 286.110869565218 |
| 24 | 17776.1 | 17815.7891304348 | -39.689130434785 |
| 25 | 21489.9 | 17815.7891304348 | 3674.11086956522 |
| 26 | 17065.3 | 17815.7891304348 | -750.489130434784 |
| 27 | 18690 | 17815.7891304348 | 874.210869565216 |
| 28 | 18953.1 | 17815.7891304348 | 1137.31086956521 |
| 29 | 16398.9 | 17815.7891304348 | -1416.88913043478 |
| 30 | 16895.6 | 17815.7891304348 | -920.189130434785 |
| 31 | 18553 | 17815.7891304348 | 737.210869565217 |
| 32 | 19270 | 17815.7891304348 | 1454.21086956522 |
| 33 | 19422.1 | 17815.7891304348 | 1606.31086956521 |
| 34 | 17579.4 | 17815.7891304348 | -236.389130434782 |
| 35 | 18637.3 | 17815.7891304348 | 821.510869565216 |
| 36 | 18076.7 | 17815.7891304348 | 260.910869565217 |
| 37 | 20438.6 | 17815.7891304348 | 2622.81086956521 |
| 38 | 18075.2 | 17815.7891304348 | 259.410869565217 |
| 39 | 19563 | 17815.7891304348 | 1747.21086956522 |
| 40 | 19899.2 | 17815.7891304348 | 2083.41086956522 |
| 41 | 19227.5 | 17815.7891304348 | 1411.71086956522 |
| 42 | 17789.6 | 17815.7891304348 | -26.189130434785 |
| 43 | 19220.8 | 17815.7891304348 | 1405.01086956522 |
| 44 | 21968.9 | 17815.7891304348 | 4153.11086956522 |
| 45 | 21131.5 | 17815.7891304348 | 3315.71086956522 |
| 46 | 19484.6 | 17815.7891304348 | 1668.81086956521 |
| 47 | 22168.7 | 20972.3466666667 | 1196.35333333333 |
| 48 | 20866.8 | 20972.3466666667 | -105.546666666668 |
| 49 | 22176.2 | 20972.3466666667 | 1203.85333333333 |
| 50 | 23533.8 | 20972.3466666667 | 2561.45333333333 |
| 51 | 21479.6 | 20972.3466666667 | 507.253333333332 |
| 52 | 24347.7 | 20972.3466666667 | 3375.35333333333 |
| 53 | 22751.6 | 20972.3466666667 | 1779.25333333333 |
| 54 | 20328.3 | 20972.3466666667 | -644.046666666668 |
| 55 | 23650.4 | 20972.3466666667 | 2678.05333333333 |
| 56 | 23335.7 | 20972.3466666667 | 2363.35333333333 |
| 57 | 19614.9 | 20972.3466666667 | -1357.44666666667 |
| 58 | 18042.3 | 20972.3466666667 | -2930.04666666667 |
| 59 | 17282.5 | 20972.3466666667 | -3689.84666666667 |
| 60 | 16847.2 | 20972.3466666667 | -4125.14666666667 |
| 61 | 18159.5 | 20972.3466666667 | -2812.84666666667 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.507733467155977 | 0.984533065688045 | 0.492266532844023 |
| 6 | 0.440652711386061 | 0.881305422772122 | 0.559347288613939 |
| 7 | 0.342119230749103 | 0.684238461498207 | 0.657880769250897 |
| 8 | 0.256938037369542 | 0.513876074739085 | 0.743061962630458 |
| 9 | 0.183630465714423 | 0.367260931428846 | 0.816369534285577 |
| 10 | 0.134273711899955 | 0.268547423799911 | 0.865726288100045 |
| 11 | 0.0920740198556372 | 0.184148039711274 | 0.907925980144363 |
| 12 | 0.0595962232422888 | 0.119192446484578 | 0.940403776757711 |
| 13 | 0.102353237927857 | 0.204706475855714 | 0.897646762072143 |
| 14 | 0.0723472093305243 | 0.144694418661049 | 0.927652790669476 |
| 15 | 0.0487609245815838 | 0.0975218491631676 | 0.951239075418416 |
| 16 | 0.0600643741697858 | 0.120128748339572 | 0.939935625830214 |
| 17 | 0.068836674973402 | 0.137673349946804 | 0.931163325026598 |
| 18 | 0.0607902839606423 | 0.121580567921285 | 0.939209716039358 |
| 19 | 0.0652735778303326 | 0.130547155660665 | 0.934726422169667 |
| 20 | 0.049738140101217 | 0.099476280202434 | 0.950261859898783 |
| 21 | 0.0731705786552688 | 0.146341157310538 | 0.926829421344731 |
| 22 | 0.097245918413104 | 0.194491836826208 | 0.902754081586896 |
| 23 | 0.0847349030030362 | 0.169469806006072 | 0.915265096996964 |
| 24 | 0.0682465573619768 | 0.136493114723954 | 0.931753442638023 |
| 25 | 0.282533104644683 | 0.565066209289365 | 0.717466895355317 |
| 26 | 0.242702463054294 | 0.485404926108589 | 0.757297536945706 |
| 27 | 0.218609530053426 | 0.437219060106851 | 0.781390469946574 |
| 28 | 0.201733227130379 | 0.403466454260758 | 0.798266772869621 |
| 29 | 0.196398214186386 | 0.392796428372773 | 0.803601785813614 |
| 30 | 0.179005746102740 | 0.358011492205479 | 0.82099425389726 |
| 31 | 0.154254636628932 | 0.308509273257864 | 0.845745363371068 |
| 32 | 0.146164636057228 | 0.292329272114456 | 0.853835363942772 |
| 33 | 0.139090385465078 | 0.278180770930157 | 0.860909614534922 |
| 34 | 0.117101772746009 | 0.234203545492017 | 0.882898227253991 |
| 35 | 0.096247114048511 | 0.192494228097022 | 0.903752885951489 |
| 36 | 0.0784810936346968 | 0.156962187269394 | 0.921518906365303 |
| 37 | 0.093851241268887 | 0.187702482537774 | 0.906148758731113 |
| 38 | 0.0765101701960941 | 0.153020340392188 | 0.923489829803906 |
| 39 | 0.0664770171249417 | 0.132954034249883 | 0.933522982875058 |
| 40 | 0.06010232024022 | 0.12020464048044 | 0.93989767975978 |
| 41 | 0.0471399586302201 | 0.0942799172604402 | 0.95286004136978 |
| 42 | 0.0430619446305867 | 0.0861238892611734 | 0.956938055369413 |
| 43 | 0.0359517875887270 | 0.0719035751774541 | 0.964048212411273 |
| 44 | 0.0584947432187489 | 0.116989486437498 | 0.941505256781251 |
| 45 | 0.0629297925967849 | 0.125859585193570 | 0.937070207403215 |
| 46 | 0.0449244022960855 | 0.089848804592171 | 0.955075597703914 |
| 47 | 0.0307311856657485 | 0.061462371331497 | 0.969268814334251 |
| 48 | 0.0188397598745444 | 0.0376795197490888 | 0.981160240125456 |
| 49 | 0.0122445022649076 | 0.0244890045298152 | 0.987755497735092 |
| 50 | 0.0139763695410509 | 0.0279527390821018 | 0.98602363045895 |
| 51 | 0.00811799302295146 | 0.0162359860459029 | 0.991882006977049 |
| 52 | 0.0221718155183318 | 0.0443436310366636 | 0.977828184481668 |
| 53 | 0.0261342788279499 | 0.0522685576558997 | 0.97386572117205 |
| 54 | 0.0154861332019512 | 0.0309722664039025 | 0.984513866798049 |
| 55 | 0.0682747130481215 | 0.136549426096243 | 0.931725286951878 |
| 56 | 0.685688706304915 | 0.62862258739017 | 0.314311293695085 |
| 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 | 6 | 0.115384615384615 | NOK |
| 10% type I error level | 14 | 0.269230769230769 | NOK |
