| Multiple Linear Regression - Estimated Regression Equation |
| Industriële_Productie[t] = + 94.3657986111111 -15.3487760416667Dummy_Crisis[t] + 0.149909784226187M1[t] + 1.12350508432540M2[t] + 10.6685289558532M3[t] + 4.28498139880953M4[t] + 2.25857669890873M5[t] + 11.5750291418651M6[t] -12.6085184151786M7[t] -3.6777802579365M8[t] + 11.8101007564484M9[t] + 14.6004284474206M10[t] + 6.81688089037698M11[t] + 0.183547557043651t + 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) | 94.3657986111111 | 1.710317 | 55.1744 | 0 | 0 |
| Dummy_Crisis | -15.3487760416667 | 1.46798 | -10.4557 | 0 | 0 |
| M1 | 0.149909784226187 | 2.052979 | 0.073 | 0.942007 | 0.471004 |
| M2 | 1.12350508432540 | 2.052114 | 0.5475 | 0.585864 | 0.292932 |
| M3 | 10.6685289558532 | 2.051494 | 5.2004 | 2e-06 | 1e-06 |
| M4 | 4.28498139880953 | 2.051118 | 2.0891 | 0.040501 | 0.02025 |
| M5 | 2.25857669890873 | 2.050987 | 1.1012 | 0.274744 | 0.137372 |
| M6 | 11.5750291418651 | 2.051101 | 5.6433 | 0 | 0 |
| M7 | -12.6085184151786 | 2.05146 | -6.1461 | 0 | 0 |
| M8 | -3.6777802579365 | 2.052063 | -1.7922 | 0.07761 | 0.038805 |
| M9 | 11.8101007564484 | 2.05291 | 5.7529 | 0 | 0 |
| M10 | 14.6004284474206 | 2.128691 | 6.8589 | 0 | 0 |
| M11 | 6.81688089037698 | 2.128337 | 3.2029 | 0.002083 | 0.001041 |
| t | 0.183547557043651 | 0.022405 | 8.1922 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.931335595209805 |
| R-squared | 0.867385990904802 |
| Adjusted R-squared | 0.841654914513196 |
| F-TEST (value) | 33.7096659970189 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 67 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 3.68618399710860 |
| Sum Squared Residuals | 910.39281485615 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 97.4 | 94.699255952381 | 2.70074404761903 |
| 2 | 97 | 95.8563988095238 | 1.14360119047618 |
| 3 | 105.4 | 105.584970238095 | -0.184970238095229 |
| 4 | 102.7 | 99.3849702380952 | 3.31502976190477 |
| 5 | 98.1 | 97.5421130952381 | 0.557886904761897 |
| 6 | 104.5 | 107.042113095238 | -2.54211309523811 |
| 7 | 87.4 | 83.042113095238 | 4.35788690476192 |
| 8 | 89.9 | 92.1563988095238 | -2.25639880952378 |
| 9 | 109.8 | 107.827827380952 | 1.9721726190476 |
| 10 | 111.7 | 110.801702628968 | 0.898297371031753 |
| 11 | 98.6 | 103.201702628968 | -4.60170262896828 |
| 12 | 96.9 | 96.568369295635 | 0.331630704365086 |
| 13 | 95.1 | 96.9018266369048 | -1.80182663690476 |
| 14 | 97 | 98.0589694940476 | -1.05896949404762 |
| 15 | 112.7 | 107.787540922619 | 4.91245907738096 |
| 16 | 102.9 | 101.587540922619 | 1.31245907738096 |
| 17 | 97.4 | 99.7446837797619 | -2.3446837797619 |
| 18 | 111.4 | 109.244683779762 | 2.1553162202381 |
| 19 | 87.4 | 85.2446837797619 | 2.15531622023809 |
| 20 | 96.8 | 94.3589694940476 | 2.44103050595237 |
| 21 | 114.1 | 110.030398065476 | 4.06960193452381 |
| 22 | 110.3 | 113.004273313492 | -2.70427331349207 |
| 23 | 103.9 | 105.404273313492 | -1.50427331349206 |
| 24 | 101.6 | 98.7709399801587 | 2.82906001984126 |
| 25 | 94.6 | 99.1043973214286 | -4.50439732142857 |
| 26 | 95.9 | 100.261540178571 | -4.36154017857142 |
| 27 | 104.7 | 109.990111607143 | -5.29011160714285 |
| 28 | 102.8 | 103.790111607143 | -0.99011160714286 |
| 29 | 98.1 | 101.947254464286 | -3.84725446428572 |
| 30 | 113.9 | 111.447254464286 | 2.45274553571429 |
| 31 | 80.9 | 87.4472544642857 | -6.54725446428571 |
| 32 | 95.7 | 96.5615401785714 | -0.861540178571431 |
| 33 | 113.2 | 112.23296875 | 0.967031250000007 |
| 34 | 105.9 | 115.206843998016 | -9.30684399801587 |
| 35 | 108.8 | 107.606843998016 | 1.19315600198413 |
| 36 | 102.3 | 100.973510664683 | 1.32648933531746 |
| 37 | 99 | 101.306968005952 | -2.30696800595238 |
| 38 | 100.7 | 102.464110863095 | -1.76411086309523 |
| 39 | 115.5 | 112.192682291667 | 3.30731770833333 |
| 40 | 100.7 | 105.992682291667 | -5.29268229166666 |
| 41 | 109.9 | 104.149825148810 | 5.75017485119048 |
| 42 | 114.6 | 113.649825148810 | 0.950174851190468 |
| 43 | 85.4 | 89.6498251488095 | -4.24982514880952 |
| 44 | 100.5 | 98.7641108630952 | 1.73588913690476 |
| 45 | 114.8 | 114.435539434524 | 0.364460565476192 |
| 46 | 116.5 | 117.409414682540 | -0.909414682539687 |
| 47 | 112.9 | 109.809414682540 | 3.09058531746033 |
| 48 | 102 | 103.176081349206 | -1.17608134920635 |
| 49 | 106 | 103.509538690476 | 2.49046130952381 |
| 50 | 105.3 | 104.666681547619 | 0.633318452380951 |
| 51 | 118.8 | 114.395252976190 | 4.40474702380952 |
| 52 | 106.1 | 108.195252976190 | -2.09525297619048 |
| 53 | 109.3 | 106.352395833333 | 2.94760416666667 |
| 54 | 117.2 | 115.852395833333 | 1.34760416666667 |
| 55 | 92.5 | 91.8523958333333 | 0.647604166666663 |
| 56 | 104.2 | 100.966681547619 | 3.23331845238095 |
| 57 | 112.5 | 116.638110119048 | -4.13811011904761 |
| 58 | 122.4 | 119.611985367063 | 2.78801463293651 |
| 59 | 113.3 | 112.011985367063 | 1.28801463293651 |
| 60 | 100 | 105.378652033730 | -5.37865203373016 |
| 61 | 110.7 | 105.712109375 | 4.98789062500001 |
| 62 | 112.8 | 106.869252232143 | 5.93074776785714 |
| 63 | 109.8 | 116.597823660714 | -6.79782366071429 |
| 64 | 117.3 | 110.397823660714 | 6.90217633928571 |
| 65 | 109.1 | 108.554966517857 | 0.545033482142853 |
| 66 | 115.9 | 118.054966517857 | -2.15496651785714 |
| 67 | 96 | 94.0549665178572 | 1.94503348214285 |
| 68 | 99.8 | 103.169252232143 | -3.36925223214286 |
| 69 | 116.8 | 118.840680803571 | -2.04068080357143 |
| 70 | 115.7 | 106.465780009921 | 9.23421999007937 |
| 71 | 99.4 | 98.8657800099206 | 0.534219990079373 |
| 72 | 94.3 | 92.2324466765873 | 2.06755332341270 |
| 73 | 91 | 92.5659040178571 | -1.56590401785714 |
| 74 | 93.2 | 93.723046875 | -0.523046874999994 |
| 75 | 103.1 | 103.451618303571 | -0.351618303571436 |
| 76 | 94.1 | 97.2516183035714 | -3.15161830357143 |
| 77 | 91.8 | 95.4087611607143 | -3.60876116071429 |
| 78 | 102.7 | 104.908761160714 | -2.20876116071428 |
| 79 | 82.6 | 80.9087611607143 | 1.69123883928570 |
| 80 | 89.1 | 90.023046875 | -0.923046875000009 |
| 81 | 104.5 | 105.694475446429 | -1.19447544642857 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.379064788486793 | 0.758129576973586 | 0.620935211513207 |
| 18 | 0.392628845531040 | 0.785257691062079 | 0.60737115446896 |
| 19 | 0.275700798030048 | 0.551401596060097 | 0.724299201969952 |
| 20 | 0.272366011365791 | 0.544732022731581 | 0.727633988634209 |
| 21 | 0.210987052446553 | 0.421974104893105 | 0.789012947553447 |
| 22 | 0.173544380344119 | 0.347088760688237 | 0.826455619655881 |
| 23 | 0.130652504575180 | 0.261305009150360 | 0.86934749542482 |
| 24 | 0.0978956993873596 | 0.195791398774719 | 0.90210430061264 |
| 25 | 0.119383211776915 | 0.238766423553831 | 0.880616788223085 |
| 26 | 0.108319030912723 | 0.216638061825446 | 0.891680969087277 |
| 27 | 0.155679997533555 | 0.31135999506711 | 0.844320002466445 |
| 28 | 0.108429933248460 | 0.216859866496920 | 0.89157006675154 |
| 29 | 0.0781585593886181 | 0.156317118777236 | 0.921841440611382 |
| 30 | 0.0861373061227901 | 0.172274612245580 | 0.91386269387721 |
| 31 | 0.170807071843871 | 0.341614143687743 | 0.829192928156129 |
| 32 | 0.125609300845188 | 0.251218601690376 | 0.874390699154812 |
| 33 | 0.0932353164164599 | 0.186470632832920 | 0.90676468358354 |
| 34 | 0.249306048283259 | 0.498612096566517 | 0.750693951716741 |
| 35 | 0.298444552670066 | 0.596889105340132 | 0.701555447329934 |
| 36 | 0.250564430077454 | 0.501128860154909 | 0.749435569922546 |
| 37 | 0.2229826063834 | 0.4459652127668 | 0.7770173936166 |
| 38 | 0.202148845439107 | 0.404297690878214 | 0.797851154560893 |
| 39 | 0.233303020395262 | 0.466606040790524 | 0.766696979604738 |
| 40 | 0.284102045053861 | 0.568204090107721 | 0.71589795494614 |
| 41 | 0.469437062938766 | 0.93887412587753 | 0.530562937061234 |
| 42 | 0.403231158656392 | 0.806462317312783 | 0.596768841343609 |
| 43 | 0.441000429011185 | 0.882000858022371 | 0.558999570988814 |
| 44 | 0.389691736036539 | 0.779383472073078 | 0.610308263963461 |
| 45 | 0.32249455982074 | 0.64498911964148 | 0.67750544017926 |
| 46 | 0.418970129437623 | 0.837940258875246 | 0.581029870562377 |
| 47 | 0.404418165077327 | 0.808836330154655 | 0.595581834922673 |
| 48 | 0.334559726044629 | 0.669119452089259 | 0.665440273955371 |
| 49 | 0.304400379767875 | 0.60880075953575 | 0.695599620232125 |
| 50 | 0.276591417413261 | 0.553182834826523 | 0.723408582586739 |
| 51 | 0.328524664946225 | 0.657049329892449 | 0.671475335053775 |
| 52 | 0.329907809958988 | 0.659815619917976 | 0.670092190041012 |
| 53 | 0.289393583705149 | 0.578787167410299 | 0.71060641629485 |
| 54 | 0.234113387246656 | 0.468226774493312 | 0.765886612753344 |
| 55 | 0.182787867240605 | 0.36557573448121 | 0.817212132759395 |
| 56 | 0.197187715236735 | 0.394375430473471 | 0.802812284763264 |
| 57 | 0.167153342990854 | 0.334306685981709 | 0.832846657009146 |
| 58 | 0.221009413094185 | 0.442018826188370 | 0.778990586905815 |
| 59 | 0.153411803786598 | 0.306823607573196 | 0.846588196213402 |
| 60 | 0.279313527658527 | 0.558627055317055 | 0.720686472341473 |
| 61 | 0.275290693603107 | 0.550581387206215 | 0.724709306396893 |
| 62 | 0.291080103440991 | 0.582160206881982 | 0.70891989655901 |
| 63 | 0.447980327904201 | 0.895960655808401 | 0.552019672095799 |
| 64 | 0.843893152034388 | 0.312213695931225 | 0.156106847965612 |
| 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 | 0 | 0 | OK |
| 10% type I error level | 0 | 0 | OK |
