| Multiple Linear Regression - Estimated Regression Equation |
| InvoerEU[t] = + 7568.58743833104 + 4.42326955870858InvoerAM[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) | 7568.58743833104 | 926.758979 | 8.1667 | 0 | 0 |
| InvoerAM | 4.42326955870858 | 0.651658 | 6.7877 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.662182690045599 |
| R-squared | 0.438485914996026 |
| Adjusted R-squared | 0.428968727114602 |
| F-TEST (value) | 46.0730544000199 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 59 |
| p-value | 6.18214590630828e-09 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1291.65973556373 |
| Sum Squared Residuals | 98434707.476118 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 10519.2 | 12676.5791247278 | -2157.37912472776 |
| 2 | 10414.9 | 12906.1468148247 | -2491.2468148247 |
| 3 | 12476.8 | 12872.0876392226 | -395.287639222641 |
| 4 | 12384.6 | 13164.0234300974 | -779.423430097407 |
| 5 | 12266.7 | 13084.8469049965 | -818.146904996522 |
| 6 | 12919.9 | 12507.1679006292 | 412.732099370817 |
| 7 | 11497.3 | 12672.5981821249 | -1175.29818212488 |
| 8 | 12142 | 12334.2180608837 | -192.218060883677 |
| 9 | 13919.4 | 12577.9402135685 | 1341.45978643148 |
| 10 | 12656.8 | 12251.9452470917 | 404.854752908302 |
| 11 | 12034.1 | 12854.8368879437 | -820.736887943676 |
| 12 | 13199.7 | 13156.9461988035 | 42.7538011965271 |
| 13 | 10881.3 | 12094.0345238458 | -1212.73452384580 |
| 14 | 11301.2 | 12615.5380048175 | -1314.33800481754 |
| 15 | 13643.9 | 12506.2832467174 | 1137.61675328256 |
| 16 | 12517 | 12591.6523492005 | -74.652349200516 |
| 17 | 13981.1 | 12922.9552391478 | 1058.14476085221 |
| 18 | 14275.7 | 13009.2089955426 | 1266.49100445739 |
| 19 | 13425 | 12595.6332918034 | 829.366708196646 |
| 20 | 13565.7 | 12295.7356157229 | 1269.96438427709 |
| 21 | 16216.3 | 13639.5249076586 | 2576.77509234142 |
| 22 | 12970 | 12212.5781480192 | 757.421851980809 |
| 23 | 14079.9 | 13328.5690576814 | 751.330942318633 |
| 24 | 14235 | 13344.9351550486 | 890.064844951411 |
| 25 | 12213.4 | 12759.2942654756 | -545.894265475572 |
| 26 | 12581 | 13218.8719726254 | -637.871972625394 |
| 27 | 14130.4 | 13047.2491137475 | 1083.1508862525 |
| 28 | 14210.8 | 14241.5318945988 | -30.7318945988184 |
| 29 | 14378.5 | 13864.6693281968 | 513.830671803153 |
| 30 | 13142.8 | 13651.0254085112 | -508.225408511222 |
| 31 | 13714.7 | 13513.9040521913 | 200.795947808745 |
| 32 | 13621.9 | 13263.5469951683 | 358.35300483165 |
| 33 | 15379.8 | 13968.6161628265 | 1411.1838371735 |
| 34 | 13306.3 | 13986.7515680172 | -680.451568017204 |
| 35 | 14391.2 | 14665.2811183231 | -274.0811183231 |
| 36 | 14909.9 | 14210.126680732 | 699.773319268013 |
| 37 | 14025.4 | 14304.3423223325 | -278.94232233248 |
| 38 | 12951.2 | 13442.6894122960 | -491.489412296047 |
| 39 | 14344.3 | 13851.8418464766 | 492.458153523408 |
| 40 | 16093.4 | 14858.1356710828 | 1235.26432891721 |
| 41 | 15413.6 | 14783.3824155406 | 630.217584459381 |
| 42 | 14705.7 | 13746.1257040235 | 959.574295976545 |
| 43 | 15972.8 | 14926.2540222869 | 1046.54597771309 |
| 44 | 16241.4 | 13243.6422821542 | 2997.75771784584 |
| 45 | 16626.4 | 14567.9691880315 | 2058.43081196849 |
| 46 | 17136.2 | 15465.0082545376 | 1671.19174546239 |
| 47 | 15622.9 | 15767.5598923533 | -144.659892353279 |
| 48 | 18003.9 | 16389.0292653518 | 1614.87073464817 |
| 49 | 16136.1 | 16604.4424928609 | -468.342492860942 |
| 50 | 14423.7 | 14584.3352853987 | -160.635285398732 |
| 51 | 16789.4 | 16160.3462291666 | 629.053770833399 |
| 52 | 16782.2 | 15369.4656320695 | 1412.73436793049 |
| 53 | 14133.8 | 15618.4957082248 | -1484.6957082248 |
| 54 | 12607 | 15689.71034812 | -3082.71034812001 |
| 55 | 12004.5 | 13971.2701245617 | -1966.77012456172 |
| 56 | 12175.4 | 14245.5128372017 | -2070.11283720166 |
| 57 | 13268 | 14916.5228292577 | -1648.52282925775 |
| 58 | 12299.3 | 14009.7525697225 | -1710.45256972249 |
| 59 | 11800.6 | 13367.0515028421 | -1566.45150284213 |
| 60 | 13873.3 | 14389.7114248156 | -516.411424815556 |
| 61 | 12315 | 14370.2490387572 | -2055.24903875724 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.326175140676064 | 0.652350281352128 | 0.673824859323936 |
| 6 | 0.534070915520423 | 0.931858168959155 | 0.465929084479577 |
| 7 | 0.401816708303396 | 0.803633416606791 | 0.598183291696604 |
| 8 | 0.287607484593559 | 0.575214969187119 | 0.71239251540644 |
| 9 | 0.445179614459619 | 0.890359228919238 | 0.554820385540381 |
| 10 | 0.33465472283468 | 0.66930944566936 | 0.66534527716532 |
| 11 | 0.245869328060575 | 0.49173865612115 | 0.754130671939425 |
| 12 | 0.245618356912773 | 0.491236713825545 | 0.754381643087227 |
| 13 | 0.256074964728643 | 0.512149929457285 | 0.743925035271357 |
| 14 | 0.228795681703035 | 0.457591363406071 | 0.771204318296965 |
| 15 | 0.270784672129885 | 0.541569344259769 | 0.729215327870115 |
| 16 | 0.207299707821712 | 0.414599415643424 | 0.792700292178288 |
| 17 | 0.247459772544129 | 0.494919545088257 | 0.752540227455871 |
| 18 | 0.294089945331733 | 0.588179890663466 | 0.705910054668267 |
| 19 | 0.265089855301131 | 0.530179710602261 | 0.73491014469887 |
| 20 | 0.260600445212913 | 0.521200890425826 | 0.739399554787087 |
| 21 | 0.489149109079979 | 0.978298218159959 | 0.510850890920021 |
| 22 | 0.446869924785981 | 0.893739849571963 | 0.553130075214019 |
| 23 | 0.38423093948662 | 0.76846187897324 | 0.61576906051338 |
| 24 | 0.330906097243457 | 0.661812194486915 | 0.669093902756543 |
| 25 | 0.275577607015875 | 0.55115521403175 | 0.724422392984125 |
| 26 | 0.237547571427433 | 0.475095142854866 | 0.762452428572567 |
| 27 | 0.212498646061855 | 0.42499729212371 | 0.787501353938145 |
| 28 | 0.168779141865256 | 0.337558283730512 | 0.831220858134744 |
| 29 | 0.127862041890102 | 0.255724083780204 | 0.872137958109898 |
| 30 | 0.101163133663615 | 0.202326267327229 | 0.898836866336385 |
| 31 | 0.0716733943861838 | 0.143346788772368 | 0.928326605613816 |
| 32 | 0.0502485726768511 | 0.100497145353702 | 0.949751427323149 |
| 33 | 0.0485551691804073 | 0.0971103383608145 | 0.951444830819593 |
| 34 | 0.0396619391926733 | 0.0793238783853466 | 0.960338060807327 |
| 35 | 0.0280287580134684 | 0.0560575160269368 | 0.971971241986532 |
| 36 | 0.0197742701251151 | 0.0395485402502303 | 0.980225729874885 |
| 37 | 0.0129644253084185 | 0.025928850616837 | 0.987035574691582 |
| 38 | 0.00838595762778336 | 0.0167719152555667 | 0.991614042372217 |
| 39 | 0.00528327720040407 | 0.0105665544008081 | 0.994716722799596 |
| 40 | 0.00441830106147293 | 0.00883660212294586 | 0.995581698938527 |
| 41 | 0.00273057139608923 | 0.00546114279217847 | 0.99726942860391 |
| 42 | 0.00219287539688033 | 0.00438575079376065 | 0.99780712460312 |
| 43 | 0.00163626003662666 | 0.00327252007325332 | 0.998363739963373 |
| 44 | 0.0550698370041066 | 0.110139674008213 | 0.944930162995893 |
| 45 | 0.181691544100356 | 0.363383088200711 | 0.818308455899645 |
| 46 | 0.273292620113857 | 0.546585240227715 | 0.726707379886143 |
| 47 | 0.226507032428549 | 0.453014064857098 | 0.773492967571451 |
| 48 | 0.282181732255185 | 0.564363464510369 | 0.717818267744815 |
| 49 | 0.240550768872006 | 0.481101537744012 | 0.759449231127994 |
| 50 | 0.224394866253691 | 0.448789732507382 | 0.775605133746309 |
| 51 | 0.236525922576802 | 0.473051845153603 | 0.763474077423198 |
| 52 | 0.89519058690416 | 0.20961882619168 | 0.10480941309584 |
| 53 | 0.901222748413654 | 0.197554503172692 | 0.098777251586346 |
| 54 | 0.943293869526708 | 0.113412260946585 | 0.0567061304732924 |
| 55 | 0.896734926623768 | 0.206530146752464 | 0.103265073376232 |
| 56 | 0.835869837506683 | 0.328260324986633 | 0.164130162493317 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 4 | 0.0769230769230769 | NOK |
| 5% type I error level | 8 | 0.153846153846154 | NOK |
| 10% type I error level | 11 | 0.211538461538462 | NOK |
