| Multiple Linear Regression - Estimated Regression Equation |
| Uitvoer[t] = -153.26923086961 + 1.12814174357858TIP[t] + 1.55877189719339cons[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) | -153.26923086961 | 23.230546 | -6.5977 | 0 | 0 |
| TIP | 1.12814174357858 | 0.101805 | 11.0814 | 0 | 0 |
| cons | 1.55877189719339 | 0.201259 | 7.7451 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.859237237376913 |
| R-squared | 0.73828863009511 |
| Adjusted R-squared | 0.730476350396457 |
| F-TEST (value) | 94.5036095190456 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 67 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 8.00601229043713 |
| Sum Squared Residuals | 4294.44759724024 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 103.34 | 108.122041903877 | -4.78204190387686 |
| 2 | 102.6 | 106.204200939793 | -3.60420093979347 |
| 3 | 100.69 | 102.178317772944 | -1.48831777294448 |
| 4 | 105.67 | 107.11198878172 | -1.44198878171999 |
| 5 | 123.61 | 124.948515907679 | -1.33851590767922 |
| 6 | 113.08 | 114.703288207150 | -1.62328820714967 |
| 7 | 106.46 | 109.028491062513 | -2.56849106251322 |
| 8 | 123.38 | 124.682186001866 | -1.30218600186597 |
| 9 | 109.87 | 96.0168368208427 | 13.8531631791573 |
| 10 | 95.74 | 109.146579683935 | -13.4065796839347 |
| 11 | 123.06 | 128.523142377097 | -5.46314237709676 |
| 12 | 123.39 | 125.031177419067 | -1.64117741906676 |
| 13 | 120.28 | 117.546079037641 | 2.73392096235902 |
| 14 | 115.33 | 114.421370582364 | 0.908629417635523 |
| 15 | 110.4 | 110.577185310017 | -0.177185310017179 |
| 16 | 114.49 | 112.869918682182 | 1.62008131781814 |
| 17 | 132.03 | 123.654890569130 | 8.37510943087026 |
| 18 | 123.16 | 121.464658099415 | 1.69534190058537 |
| 19 | 118.82 | 116.458558565062 | 2.36144143493795 |
| 20 | 128.32 | 134.563777055098 | -6.24377705509848 |
| 21 | 112.24 | 97.9741959948545 | 14.2658040051455 |
| 22 | 104.53 | 114.701869237761 | -10.1718692377614 |
| 23 | 132.57 | 134.272884841695 | -1.70288484169536 |
| 24 | 122.52 | 125.772458891049 | -3.25245889104882 |
| 25 | 131.8 | 129.527289235557 | 2.27271076444336 |
| 26 | 124.55 | 122.319069654071 | 2.23093034592867 |
| 27 | 120.96 | 118.689728214094 | 2.2702717859064 |
| 28 | 122.6 | 121.371367407802 | 1.22863259219803 |
| 29 | 145.52 | 137.943163460990 | 7.57683653901048 |
| 30 | 118.57 | 121.823411257988 | -3.25341125798804 |
| 31 | 134.25 | 132.747885462929 | 1.5021145370713 |
| 32 | 136.7 | 138.018976219804 | -1.31897621980418 |
| 33 | 121.37 | 105.576044314411 | 15.7939556855886 |
| 34 | 111.63 | 122.813624989083 | -11.1836249890832 |
| 35 | 134.42 | 138.914876484313 | -4.49487648431305 |
| 36 | 137.65 | 140.770366572509 | -3.12036657250888 |
| 37 | 137.86 | 137.114336988896 | 0.745663011103736 |
| 38 | 119.77 | 124.973469173609 | -5.20346917360907 |
| 39 | 130.69 | 129.860141403250 | 0.829858596750194 |
| 40 | 128.28 | 129.912179007229 | -1.63217900722921 |
| 41 | 147.45 | 144.783575009186 | 2.66642499081437 |
| 42 | 128.42 | 131.001745029755 | -2.58174502975530 |
| 43 | 136.9 | 134.237693353880 | 2.66230664611966 |
| 44 | 143.95 | 143.056486814320 | 0.893513185680429 |
| 45 | 135.64 | 115.846069944750 | 19.7939300552502 |
| 46 | 122.48 | 128.998565187703 | -6.51856518770339 |
| 47 | 136.83 | 138.424492535293 | -1.59449253529335 |
| 48 | 153.04 | 150.341306307374 | 2.69869369262582 |
| 49 | 142.71 | 141.228707644732 | 1.48129235526783 |
| 50 | 123.46 | 127.019396122706 | -3.55939612270564 |
| 51 | 144.37 | 139.729609256846 | 4.64039074315425 |
| 52 | 146.15 | 143.439250749947 | 2.71074925005292 |
| 53 | 147.61 | 141.005676376499 | 6.60432362350071 |
| 54 | 158.51 | 149.731730675862 | 8.77826932413844 |
| 55 | 147.4 | 141.587696425524 | 5.81230357447552 |
| 56 | 165.05 | 149.91374447868 | 15.1362555213199 |
| 57 | 154.64 | 128.398986919782 | 26.2410130802177 |
| 58 | 126.2 | 132.155943100335 | -5.95594310033515 |
| 59 | 157.36 | 151.755221153413 | 5.60477884658671 |
| 60 | 154.15 | 150.732493301084 | 3.41750669891606 |
| 61 | 123.21 | 132.032028501314 | -8.82202850131436 |
| 62 | 113.07 | 126.512321393643 | -13.4423213936426 |
| 63 | 110.45 | 123.116795738244 | -12.6667957382439 |
| 64 | 113.57 | 126.066339143275 | -12.4963391432748 |
| 65 | 122.44 | 136.174977514611 | -13.7349775146112 |
| 66 | 114.93 | 126.177579012123 | -11.2475790121233 |
| 67 | 111.85 | 123.255510903482 | -11.4055109034820 |
| 68 | 126.04 | 134.835220835780 | -8.79522083577957 |
| 69 | 121.34 | 112.128396351906 | 9.21160364809383 |
| 70 | 124.36 | 119.741896626662 | 4.61810337333823 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.0129658699645737 | 0.0259317399291474 | 0.987034130035426 |
| 7 | 0.00223684556616547 | 0.00447369113233093 | 0.997763154433835 |
| 8 | 0.000350271337076383 | 0.000700542674152767 | 0.999649728662924 |
| 9 | 0.12766912257823 | 0.25533824515646 | 0.87233087742177 |
| 10 | 0.332837336604296 | 0.665674673208593 | 0.667162663395704 |
| 11 | 0.240760894092339 | 0.481521788184679 | 0.75923910590766 |
| 12 | 0.184184977630580 | 0.368369955261161 | 0.81581502236942 |
| 13 | 0.156817856786286 | 0.313635713572572 | 0.843182143213714 |
| 14 | 0.107954986977502 | 0.215909973955005 | 0.892045013022498 |
| 15 | 0.0679034366383258 | 0.135806873276652 | 0.932096563361674 |
| 16 | 0.0420593108001276 | 0.0841186216002551 | 0.957940689199873 |
| 17 | 0.0498073923983978 | 0.0996147847967957 | 0.950192607601602 |
| 18 | 0.0300244044362671 | 0.0600488088725342 | 0.969975595563733 |
| 19 | 0.0175396853088895 | 0.0350793706177790 | 0.98246031469111 |
| 20 | 0.0143851698281678 | 0.0287703396563356 | 0.985614830171832 |
| 21 | 0.0156738790464374 | 0.0313477580928748 | 0.984326120953563 |
| 22 | 0.0536555230570198 | 0.107311046114040 | 0.94634447694298 |
| 23 | 0.0357753023609180 | 0.0715506047218359 | 0.964224697639082 |
| 24 | 0.0244177839252718 | 0.0488355678505437 | 0.975582216074728 |
| 25 | 0.0168176640728641 | 0.0336353281457281 | 0.983182335927136 |
| 26 | 0.0102803279580920 | 0.0205606559161841 | 0.989719672041908 |
| 27 | 0.00601911456184617 | 0.0120382291236923 | 0.993980885438154 |
| 28 | 0.00340927041699307 | 0.00681854083398614 | 0.996590729583007 |
| 29 | 0.00480646489361353 | 0.00961292978722706 | 0.995193535106387 |
| 30 | 0.00368382520140429 | 0.00736765040280857 | 0.996316174798596 |
| 31 | 0.00209392537351895 | 0.0041878507470379 | 0.99790607462648 |
| 32 | 0.00116827337029879 | 0.00233654674059758 | 0.9988317266297 |
| 33 | 0.00322672288808389 | 0.00645344577616778 | 0.996773277111916 |
| 34 | 0.0103884293504766 | 0.0207768587009533 | 0.989611570649523 |
| 35 | 0.00738007442476398 | 0.0147601488495280 | 0.992619925575236 |
| 36 | 0.0048888931442997 | 0.0097777862885994 | 0.9951111068557 |
| 37 | 0.00296899893040774 | 0.00593799786081549 | 0.997031001069592 |
| 38 | 0.00267884528725848 | 0.00535769057451697 | 0.997321154712742 |
| 39 | 0.00152093640479060 | 0.00304187280958121 | 0.99847906359521 |
| 40 | 0.000910542114826722 | 0.00182108422965344 | 0.999089457885173 |
| 41 | 0.000629038224146714 | 0.00125807644829343 | 0.999370961775853 |
| 42 | 0.000402107088564968 | 0.000804214177129936 | 0.999597892911435 |
| 43 | 0.000221875892829267 | 0.000443751785658535 | 0.99977812410717 |
| 44 | 0.000131525884246863 | 0.000263051768493726 | 0.999868474115753 |
| 45 | 0.00211163137845242 | 0.00422326275690483 | 0.997888368621548 |
| 46 | 0.00209358215029974 | 0.00418716430059947 | 0.9979064178497 |
| 47 | 0.00128356033659012 | 0.00256712067318024 | 0.99871643966341 |
| 48 | 0.000949865220300104 | 0.00189973044060021 | 0.9990501347797 |
| 49 | 0.00056544274298929 | 0.00113088548597858 | 0.99943455725701 |
| 50 | 0.000567352507194702 | 0.00113470501438940 | 0.999432647492805 |
| 51 | 0.000366341197972551 | 0.000732682395945103 | 0.999633658802027 |
| 52 | 0.000287202358291658 | 0.000574404716583316 | 0.999712797641708 |
| 53 | 0.000171988548562168 | 0.000343977097124337 | 0.999828011451438 |
| 54 | 0.000141062061682101 | 0.000282124123364202 | 0.999858937938318 |
| 55 | 6.87510380037295e-05 | 0.000137502076007459 | 0.999931248961996 |
| 56 | 0.000125713550720363 | 0.000251427101440726 | 0.99987428644928 |
| 57 | 0.149569015881361 | 0.299138031762721 | 0.85043098411864 |
| 58 | 0.153266611596004 | 0.306533223192008 | 0.846733388403996 |
| 59 | 0.192528125853573 | 0.385056251707146 | 0.807471874146427 |
| 60 | 0.92534700929302 | 0.149305981413959 | 0.0746529907069797 |
| 61 | 0.927068389444075 | 0.145863221111851 | 0.0729316105559255 |
| 62 | 0.908348359562462 | 0.183303280875075 | 0.0916516404375377 |
| 63 | 0.862744937162433 | 0.274510125675135 | 0.137255062837567 |
| 64 | 0.823361052375293 | 0.353277895249413 | 0.176638947624706 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 29 | 0.491525423728814 | NOK |
| 5% type I error level | 39 | 0.661016949152542 | NOK |
| 10% type I error level | 43 | 0.728813559322034 | NOK |
