| Multiple Linear Regression - Estimated Regression Equation |
| Invoer[t] = + 9489.82500000001 + 3199.11590909090Dummie[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) | 9489.82500000001 | 286.797584 | 33.0889 | 0 | 0 |
| Dummie | 3199.11590909090 | 351.253871 | 9.1077 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.624122410216832 |
| R-squared | 0.389528782934867 |
| Adjusted R-squared | 0.384832850495905 |
| F-TEST (value) | 82.9502527981266 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 130 |
| p-value | 1.33226762955019e-15 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1902.39995636125 |
| Sum Squared Residuals | 470486327.215227 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 7787 | 9489.82499999992 | -1702.82499999992 |
| 2 | 8474.2 | 9489.82499999998 | -1015.62499999998 |
| 3 | 9154.7 | 9489.825 | -335.125000000001 |
| 4 | 8557.2 | 9489.825 | -932.625000000001 |
| 5 | 7951.1 | 9489.825 | -1538.72500000000 |
| 6 | 9156.7 | 9489.825 | -333.125000000001 |
| 7 | 7865.7 | 9489.825 | -1624.12500000000 |
| 8 | 7337.4 | 9489.825 | -2152.42500000000 |
| 9 | 9131.7 | 9489.825 | -358.125000000001 |
| 10 | 8814.6 | 9489.825 | -675.225000000002 |
| 11 | 8598.8 | 9489.825 | -891.025000000003 |
| 12 | 8439.6 | 9489.825 | -1050.22500000000 |
| 13 | 7451.8 | 9489.825 | -2038.025 |
| 14 | 8016.2 | 9489.825 | -1473.62500000000 |
| 15 | 9544.1 | 9489.825 | 54.2749999999982 |
| 16 | 8270.7 | 9489.825 | -1219.12500000000 |
| 17 | 8102.2 | 9489.825 | -1387.62500000000 |
| 18 | 9369 | 9489.825 | -120.825000000002 |
| 19 | 7657.7 | 9489.825 | -1832.12500000000 |
| 20 | 7816.6 | 9489.825 | -1673.22500000000 |
| 21 | 9391.3 | 9489.825 | -98.525000000003 |
| 22 | 9445.4 | 9489.825 | -44.4250000000026 |
| 23 | 9533.1 | 9489.825 | 43.2749999999982 |
| 24 | 10068.7 | 9489.825 | 578.874999999999 |
| 25 | 8955.5 | 9489.825 | -534.325000000002 |
| 26 | 10423.9 | 9489.825 | 934.074999999997 |
| 27 | 11617.2 | 9489.825 | 2127.375 |
| 28 | 9391.1 | 9489.825 | -98.7250000000019 |
| 29 | 10872 | 9489.825 | 1382.17500000000 |
| 30 | 10230.4 | 9489.825 | 740.574999999997 |
| 31 | 9221 | 9489.825 | -268.825000000002 |
| 32 | 9428.6 | 9489.825 | -61.2250000000019 |
| 33 | 10934.5 | 9489.825 | 1444.67500000000 |
| 34 | 10986 | 9489.825 | 1496.17500000000 |
| 35 | 11724.6 | 9489.825 | 2234.775 |
| 36 | 11180.9 | 9489.825 | 1691.07500000000 |
| 37 | 11163.2 | 9489.825 | 1673.375 |
| 38 | 11240.9 | 9489.825 | 1751.07500000000 |
| 39 | 12107.1 | 9489.825 | 2617.275 |
| 40 | 10762.3 | 9489.825 | 1272.47500000000 |
| 41 | 11340.4 | 9489.825 | 1850.57500000000 |
| 42 | 11266.8 | 9489.825 | 1776.97500000000 |
| 43 | 9542.7 | 9489.825 | 52.8749999999985 |
| 44 | 9227.7 | 9489.825 | -262.125000000001 |
| 45 | 10571.9 | 12688.9409090909 | -2117.04090909091 |
| 46 | 10774.4 | 12688.9409090909 | -1914.54090909091 |
| 47 | 10392.8 | 12688.9409090909 | -2296.14090909091 |
| 48 | 9920.2 | 12688.9409090909 | -2768.74090909091 |
| 49 | 9884.9 | 12688.9409090909 | -2804.04090909091 |
| 50 | 10174.5 | 12688.9409090909 | -2514.44090909091 |
| 51 | 11395.4 | 12688.9409090909 | -1293.54090909091 |
| 52 | 10760.2 | 12688.9409090909 | -1928.74090909091 |
| 53 | 10570.1 | 12688.9409090909 | -2118.84090909091 |
| 54 | 10536 | 12688.9409090909 | -2152.94090909091 |
| 55 | 9902.6 | 12688.9409090909 | -2786.34090909091 |
| 56 | 8889 | 12688.9409090909 | -3799.94090909091 |
| 57 | 10837.3 | 12688.9409090909 | -1851.64090909091 |
| 58 | 11624.1 | 12688.9409090909 | -1064.84090909091 |
| 59 | 10509 | 12688.9409090909 | -2179.94090909091 |
| 60 | 10984.9 | 12688.9409090909 | -1704.04090909091 |
| 61 | 10649.1 | 12688.9409090909 | -2039.84090909091 |
| 62 | 10855.7 | 12688.9409090909 | -1833.24090909091 |
| 63 | 11677.4 | 12688.9409090909 | -1011.54090909091 |
| 64 | 10760.2 | 12688.9409090909 | -1928.74090909091 |
| 65 | 10046.2 | 12688.9409090909 | -2642.74090909091 |
| 66 | 10772.8 | 12688.9409090909 | -1916.14090909091 |
| 67 | 9987.7 | 12688.9409090909 | -2701.24090909091 |
| 68 | 8638.7 | 12688.9409090909 | -4050.24090909091 |
| 69 | 11063.7 | 12688.9409090909 | -1625.24090909091 |
| 70 | 11855.7 | 12688.9409090909 | -833.240909090909 |
| 71 | 10684.5 | 12688.9409090909 | -2004.44090909091 |
| 72 | 11337.4 | 12688.9409090909 | -1351.54090909091 |
| 73 | 10478 | 12688.9409090909 | -2210.94090909091 |
| 74 | 11123.9 | 12688.9409090909 | -1565.04090909091 |
| 75 | 12909.3 | 12688.9409090909 | 220.359090909090 |
| 76 | 11339.9 | 12688.9409090909 | -1349.04090909091 |
| 77 | 10462.2 | 12688.9409090909 | -2226.74090909091 |
| 78 | 12733.5 | 12688.9409090909 | 44.5590909090904 |
| 79 | 10519.2 | 12688.9409090909 | -2169.74090909091 |
| 80 | 10414.9 | 12688.9409090909 | -2274.04090909091 |
| 81 | 12476.8 | 12688.9409090909 | -212.140909090910 |
| 82 | 12384.6 | 12688.9409090909 | -304.340909090909 |
| 83 | 12266.7 | 12688.9409090909 | -422.240909090909 |
| 84 | 12919.9 | 12688.9409090909 | 230.95909090909 |
| 85 | 11497.3 | 12688.9409090909 | -1191.64090909091 |
| 86 | 12142 | 12688.9409090909 | -546.94090909091 |
| 87 | 13919.4 | 12688.9409090909 | 1230.45909090909 |
| 88 | 12656.8 | 12688.9409090909 | -32.1409090909104 |
| 89 | 12034.1 | 12688.9409090909 | -654.840909090909 |
| 90 | 13199.7 | 12688.9409090909 | 510.759090909091 |
| 91 | 10881.3 | 12688.9409090909 | -1807.64090909091 |
| 92 | 11301.2 | 12688.9409090909 | -1387.74090909091 |
| 93 | 13643.9 | 12688.9409090909 | 954.95909090909 |
| 94 | 12517 | 12688.9409090909 | -171.940909090910 |
| 95 | 13981.1 | 12688.9409090909 | 1292.15909090909 |
| 96 | 14275.7 | 12688.9409090909 | 1586.75909090909 |
| 97 | 13435 | 12688.9409090909 | 746.05909090909 |
| 98 | 13565.7 | 12688.9409090909 | 876.759090909091 |
| 99 | 16216.3 | 12688.9409090909 | 3527.35909090909 |
| 100 | 12970 | 12688.9409090909 | 281.059090909090 |
| 101 | 14079.9 | 12688.9409090909 | 1390.95909090909 |
| 102 | 14235 | 12688.9409090909 | 1546.05909090909 |
| 103 | 12213.4 | 12688.9409090909 | -475.54090909091 |
| 104 | 12581 | 12688.9409090909 | -107.940909090910 |
| 105 | 14130.4 | 12688.9409090909 | 1441.45909090909 |
| 106 | 14210.8 | 12688.9409090909 | 1521.85909090909 |
| 107 | 14378.5 | 12688.9409090909 | 1689.55909090909 |
| 108 | 13142.8 | 12688.9409090909 | 453.85909090909 |
| 109 | 13714.7 | 12688.9409090909 | 1025.75909090909 |
| 110 | 13621.9 | 12688.9409090909 | 932.95909090909 |
| 111 | 15379.8 | 12688.9409090909 | 2690.85909090909 |
| 112 | 13306.3 | 12688.9409090909 | 617.35909090909 |
| 113 | 14391.2 | 12688.9409090909 | 1702.25909090909 |
| 114 | 14909.9 | 12688.9409090909 | 2220.95909090909 |
| 115 | 14025.4 | 12688.9409090909 | 1336.45909090909 |
| 116 | 12951.2 | 12688.9409090909 | 262.259090909091 |
| 117 | 14344.3 | 12688.9409090909 | 1655.35909090909 |
| 118 | 16093.4 | 12688.9409090909 | 3404.45909090909 |
| 119 | 15413.6 | 12688.9409090909 | 2724.65909090909 |
| 120 | 14705.7 | 12688.9409090909 | 2016.75909090909 |
| 121 | 15972.8 | 12688.9409090909 | 3283.85909090909 |
| 122 | 16241.4 | 12688.9409090909 | 3552.45909090909 |
| 123 | 16626.4 | 12688.9409090909 | 3937.45909090909 |
| 124 | 17136.2 | 12688.9409090909 | 4447.25909090909 |
| 125 | 15622.9 | 12688.9409090909 | 2933.95909090909 |
| 126 | 18003.9 | 12688.9409090909 | 5314.95909090909 |
| 127 | 16136.1 | 12688.9409090909 | 3447.15909090909 |
| 128 | 14423.7 | 12688.9409090909 | 1734.75909090909 |
| 129 | 16789.4 | 12688.9409090909 | 4100.45909090909 |
| 130 | 16782.2 | 12688.9409090909 | 4093.25909090909 |
| 131 | 14133.8 | 12688.9409090909 | 1444.85909090909 |
| 132 | 12607 | 12688.9409090909 | -81.9409090909096 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0435320335579105 | 0.0870640671158211 | 0.95646796644209 |
| 6 | 0.0219496975877698 | 0.0438993951755395 | 0.97805030241223 |
| 7 | 0.0098220712508306 | 0.0196441425016612 | 0.99017792874917 |
| 8 | 0.00887198778725468 | 0.0177439755745094 | 0.991128012212745 |
| 9 | 0.00523163385622546 | 0.0104632677124509 | 0.994768366143775 |
| 10 | 0.00207117373445796 | 0.00414234746891591 | 0.997928826265542 |
| 11 | 0.000698396457421012 | 0.00139679291484202 | 0.999301603542579 |
| 12 | 0.000219667148365332 | 0.000439334296730664 | 0.999780332851635 |
| 13 | 0.000195066709257996 | 0.000390133418515992 | 0.999804933290742 |
| 14 | 7.27556890183157e-05 | 0.000145511378036631 | 0.999927244310982 |
| 15 | 9.23081156274626e-05 | 0.000184616231254925 | 0.999907691884373 |
| 16 | 3.27301669681818e-05 | 6.54603339363636e-05 | 0.999967269833032 |
| 17 | 1.23268213477734e-05 | 2.46536426955468e-05 | 0.999987673178652 |
| 18 | 1.00588344048050e-05 | 2.01176688096100e-05 | 0.999989941165595 |
| 19 | 6.59889150344053e-06 | 1.31977830068811e-05 | 0.999993401108497 |
| 20 | 3.39779444781356e-06 | 6.79558889562712e-06 | 0.999996602205552 |
| 21 | 2.93577469841226e-06 | 5.87154939682452e-06 | 0.999997064225302 |
| 22 | 2.48780235488490e-06 | 4.97560470976981e-06 | 0.999997512197645 |
| 23 | 2.19539545603819e-06 | 4.39079091207638e-06 | 0.999997804604544 |
| 24 | 4.4584936419605e-06 | 8.916987283921e-06 | 0.999995541506358 |
| 25 | 1.98386666530909e-06 | 3.96773333061819e-06 | 0.999998016133335 |
| 26 | 5.9765148415475e-06 | 1.1953029683095e-05 | 0.999994023485159 |
| 27 | 0.000121613069230337 | 0.000243226138460674 | 0.99987838693077 |
| 28 | 6.96036367277916e-05 | 0.000139207273455583 | 0.999930396363272 |
| 29 | 0.000143223485684398 | 0.000286446971368796 | 0.999856776514316 |
| 30 | 0.000127908055575743 | 0.000255816111151485 | 0.999872091944424 |
| 31 | 7.03388897784823e-05 | 0.000140677779556965 | 0.999929661110222 |
| 32 | 3.99583828826783e-05 | 7.99167657653566e-05 | 0.999960041617117 |
| 33 | 6.75814715197448e-05 | 0.000135162943039490 | 0.99993241852848 |
| 34 | 0.000103549634213137 | 0.000207099268426275 | 0.999896450365787 |
| 35 | 0.000309838361219956 | 0.000619676722439911 | 0.99969016163878 |
| 36 | 0.000417573957162283 | 0.000835147914324566 | 0.999582426042838 |
| 37 | 0.000508990820894148 | 0.00101798164178830 | 0.999491009179106 |
| 38 | 0.000613740296319303 | 0.00122748059263861 | 0.99938625970368 |
| 39 | 0.00140434772564135 | 0.0028086954512827 | 0.998595652274359 |
| 40 | 0.00115226719762606 | 0.00230453439525212 | 0.998847732802374 |
| 41 | 0.00126489336746329 | 0.00252978673492658 | 0.998735106632537 |
| 42 | 0.00132227449759666 | 0.00264454899519333 | 0.998677725502403 |
| 43 | 0.000815182721459778 | 0.00163036544291956 | 0.99918481727854 |
| 44 | 0.000498830102146202 | 0.000997660204292405 | 0.999501169897854 |
| 45 | 0.000340935528085759 | 0.000681871056171519 | 0.999659064471914 |
| 46 | 0.000227362785056008 | 0.000454725570112016 | 0.999772637214944 |
| 47 | 0.000160534775778938 | 0.000321069551557876 | 0.999839465224221 |
| 48 | 0.000130021962010223 | 0.000260043924020446 | 0.99986997803799 |
| 49 | 0.000105976085036841 | 0.000211952170073683 | 0.999894023914963 |
| 50 | 7.9696944194331e-05 | 0.000159393888388662 | 0.999920303055806 |
| 51 | 5.9952665513999e-05 | 0.000119905331027998 | 0.999940047334486 |
| 52 | 4.14641410125045e-05 | 8.2928282025009e-05 | 0.999958535858988 |
| 53 | 2.93869154583706e-05 | 5.87738309167413e-05 | 0.999970613084542 |
| 54 | 2.11183189251730e-05 | 4.22366378503459e-05 | 0.999978881681075 |
| 55 | 1.91617679720098e-05 | 3.83235359440195e-05 | 0.999980838232028 |
| 56 | 3.65750565742886e-05 | 7.31501131485772e-05 | 0.999963424943426 |
| 57 | 2.77825737532000e-05 | 5.55651475063999e-05 | 0.999972217426247 |
| 58 | 2.32837322138361e-05 | 4.65674644276722e-05 | 0.999976716267786 |
| 59 | 1.86788305158412e-05 | 3.73576610316825e-05 | 0.999981321169484 |
| 60 | 1.42116608815218e-05 | 2.84233217630436e-05 | 0.999985788339119 |
| 61 | 1.13990737477921e-05 | 2.27981474955842e-05 | 0.999988600926252 |
| 62 | 8.966592081345e-06 | 1.793318416269e-05 | 0.999991033407919 |
| 63 | 7.44865960501264e-06 | 1.48973192100253e-05 | 0.999992551340395 |
| 64 | 6.0941334496871e-06 | 1.21882668993742e-05 | 0.99999390586655 |
| 65 | 7.01548162669735e-06 | 1.40309632533947e-05 | 0.999992984518373 |
| 66 | 6.10407480152007e-06 | 1.22081496030401e-05 | 0.999993895925198 |
| 67 | 8.06961422743178e-06 | 1.61392284548636e-05 | 0.999991930385772 |
| 68 | 4.70230431969710e-05 | 9.40460863939421e-05 | 0.999952976956803 |
| 69 | 4.60896071040176e-05 | 9.21792142080351e-05 | 0.999953910392896 |
| 70 | 4.68496959765273e-05 | 9.36993919530545e-05 | 0.999953150304024 |
| 71 | 5.36393101842386e-05 | 0.000107278620368477 | 0.999946360689816 |
| 72 | 5.42661046248711e-05 | 0.000108532209249742 | 0.999945733895375 |
| 73 | 7.60938600399332e-05 | 0.000152187720079866 | 0.99992390613996 |
| 74 | 8.67289788654204e-05 | 0.000173457957730841 | 0.999913271021135 |
| 75 | 0.00013383637841467 | 0.00026767275682934 | 0.999866163621585 |
| 76 | 0.000148978479237533 | 0.000297956958475067 | 0.999851021520762 |
| 77 | 0.000260768932265808 | 0.000521537864531615 | 0.999739231067734 |
| 78 | 0.000341236635661175 | 0.00068247327132235 | 0.999658763364339 |
| 79 | 0.000641927923943562 | 0.00128385584788712 | 0.999358072076056 |
| 80 | 0.00144149664570763 | 0.00288299329141526 | 0.998558503354292 |
| 81 | 0.00177818356066824 | 0.00355636712133648 | 0.998221816439332 |
| 82 | 0.00213914667483306 | 0.00427829334966612 | 0.997860853325167 |
| 83 | 0.00255741068235145 | 0.0051148213647029 | 0.997442589317649 |
| 84 | 0.00319202249324949 | 0.00638404498649898 | 0.99680797750675 |
| 85 | 0.00461338754668645 | 0.0092267750933729 | 0.995386612453314 |
| 86 | 0.00574517033574783 | 0.0114903406714957 | 0.994254829664252 |
| 87 | 0.00907216597285097 | 0.0181443319457019 | 0.990927834027149 |
| 88 | 0.0103655693732422 | 0.0207311387464845 | 0.989634430626758 |
| 89 | 0.0132671218298498 | 0.0265342436596996 | 0.98673287817015 |
| 90 | 0.0153265430539038 | 0.0306530861078077 | 0.984673456946096 |
| 91 | 0.0372586322071288 | 0.0745172644142576 | 0.962741367792871 |
| 92 | 0.0738159026783511 | 0.147631805356702 | 0.926184097321649 |
| 93 | 0.086355975565023 | 0.172711951130046 | 0.913644024434977 |
| 94 | 0.108389648805648 | 0.216779297611296 | 0.891610351194352 |
| 95 | 0.124919115096481 | 0.249838230192962 | 0.875080884903519 |
| 96 | 0.144119734684898 | 0.288239469369796 | 0.855880265315102 |
| 97 | 0.153789784935610 | 0.307579569871220 | 0.84621021506439 |
| 98 | 0.162035556770591 | 0.324071113541182 | 0.83796444322941 |
| 99 | 0.289334816393236 | 0.578669632786473 | 0.710665183606764 |
| 100 | 0.307972217182779 | 0.615944434365557 | 0.692027782817221 |
| 101 | 0.305517790500643 | 0.611035581001286 | 0.694482209499357 |
| 102 | 0.300954030323369 | 0.601908060646739 | 0.69904596967663 |
| 103 | 0.384534430094487 | 0.769068860188973 | 0.615465569905513 |
| 104 | 0.456018299168851 | 0.912036598337702 | 0.543981700831149 |
| 105 | 0.448875172176523 | 0.897750344353047 | 0.551124827823477 |
| 106 | 0.438366001939919 | 0.876732003879838 | 0.561633998060081 |
| 107 | 0.423972252485158 | 0.847944504970315 | 0.576027747514842 |
| 108 | 0.462575123722345 | 0.92515024744469 | 0.537424876277655 |
| 109 | 0.469058213361755 | 0.93811642672351 | 0.530941786638245 |
| 110 | 0.485862245905059 | 0.971724491810119 | 0.514137754094941 |
| 111 | 0.474978061309863 | 0.949956122619726 | 0.525021938690137 |
| 112 | 0.522711236336122 | 0.954577527327755 | 0.477288763663878 |
| 113 | 0.503401320071244 | 0.993197359857511 | 0.496598679928756 |
| 114 | 0.470998903927465 | 0.94199780785493 | 0.529001096072535 |
| 115 | 0.470425562144354 | 0.940851124288707 | 0.529574437855646 |
| 116 | 0.612897520435735 | 0.77420495912853 | 0.387102479564265 |
| 117 | 0.613471398376847 | 0.773057203246306 | 0.386528601623153 |
| 118 | 0.582264565396957 | 0.835470869206086 | 0.417735434603043 |
| 119 | 0.528583316389466 | 0.942833367221067 | 0.471416683610534 |
| 120 | 0.495144751464018 | 0.990289502928035 | 0.504855248535982 |
| 121 | 0.434818504563408 | 0.869637009126816 | 0.565181495436592 |
| 122 | 0.377432672441073 | 0.754865344882146 | 0.622567327558927 |
| 123 | 0.33605651581398 | 0.67211303162796 | 0.66394348418602 |
| 124 | 0.335730820979752 | 0.671461641959504 | 0.664269179020248 |
| 125 | 0.244641485706065 | 0.489282971412129 | 0.755358514293936 |
| 126 | 0.376226105121989 | 0.752452210243978 | 0.623773894878011 |
| 127 | 0.285693857336726 | 0.571387714673451 | 0.714306142663274 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 76 | 0.617886178861789 | NOK |
| 5% type I error level | 85 | 0.691056910569106 | NOK |
| 10% type I error level | 87 | 0.707317073170732 | NOK |
