Multiple Linear Regression - Estimated Regression Equation |
InvoerEU[t] = + 7623.86000848206 + 5.09243448478566InvoerAM[t] -1664.04362482707M1[t] -1568.84464521667M2[t] + 3.7771978710695M3[t] -272.409013120862M4[t] -632.033570988034M5[t] -737.126725938879M6[t] -717.184166475482M7[t] + 52.7785744931061M8[t] + 612.799871961612M9[t] -379.126400499746M10[t] -926.162160895759M11[t] -14.6424953787492t + 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) | 7623.86000848206 | 1363.540586 | 5.5912 | 1e-06 | 1e-06 |
InvoerAM | 5.09243448478566 | 1.075473 | 4.7351 | 2e-05 | 1e-05 |
M1 | -1664.04362482707 | 749.861072 | -2.2191 | 0.031342 | 0.015671 |
M2 | -1568.84464521667 | 792.082702 | -1.9807 | 0.053499 | 0.02675 |
M3 | 3.7771978710695 | 784.512167 | 0.0048 | 0.996179 | 0.498089 |
M4 | -272.409013120862 | 783.343574 | -0.3478 | 0.729579 | 0.36479 |
M5 | -632.033570988034 | 782.185802 | -0.808 | 0.423141 | 0.211571 |
M6 | -737.126725938879 | 784.079674 | -0.9401 | 0.351964 | 0.175982 |
M7 | -717.184166475482 | 790.49951 | -0.9073 | 0.368901 | 0.18445 |
M8 | 52.7785744931061 | 818.802849 | 0.0645 | 0.948879 | 0.474439 |
M9 | 612.799871961612 | 781.431567 | 0.7842 | 0.436856 | 0.218428 |
M10 | -379.126400499746 | 793.576109 | -0.4777 | 0.635047 | 0.317523 |
M11 | -926.162160895759 | 781.651002 | -1.1849 | 0.242022 | 0.121011 |
t | -14.6424953787492 | 15.070574 | -0.9716 | 0.336226 | 0.168113 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.77009870414804 |
R-squared | 0.593052014130491 |
Adjusted R-squared | 0.480491932932542 |
F-TEST (value) | 5.2687596510129 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 47 |
p-value | 1.07896520391559e-05 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1232.01025530412 |
Sum Squared Residuals | 71338915.6512022 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 10519.2 | 11825.9172313068 | -1306.71723130677 |
2 | 10414.9 | 12170.7710652988 | -1755.87106529876 |
3 | 12476.8 | 13689.5386674749 | -1212.73866747490 |
4 | 12384.6 | 13734.8106371001 | -1350.21063710007 |
5 | 12266.7 | 13269.3890065765 | -1002.68900657648 |
6 | 12919.9 | 12484.5814125339 | 435.318587466116 |
7 | 11497.3 | 12680.3385263495 | -1183.03852634952 |
8 | 12142 | 13046.0875338533 | -904.087533853252 |
9 | 13919.4 | 13872.0594760547 | 47.3405239453025 |
10 | 12656.8 | 12490.1782866859 | 166.621713314112 |
11 | 12034.1 | 12622.5988511874 | -588.498851187411 |
12 | 13199.7 | 13881.9317920153 | -682.23179201528 |
13 | 10881.3 | 10979.5336651155 | -98.2336651154673 |
14 | 11301.2 | 11660.4881751033 | -359.288175103350 |
15 | 13643.9 | 13092.6843910381 | 551.215608961867 |
16 | 12517 | 12900.1396702238 | -383.139670223814 |
17 | 13981.1 | 12907.2959598883 | 1073.80404011166 |
18 | 14275.7 | 12886.8627820121 | 1388.83721798793 |
19 | 13425 | 12416.0202217693 | 1008.97977823075 |
20 | 13565.7 | 12826.0734092906 | 739.626590709375 |
21 | 16216.3 | 14918.5338078583 | 1297.76619214173 |
22 | 12970 | 12269.1456752263 | 700.854324773695 |
23 | 14079.9 | 12992.2886399630 | 1087.61136003704 |
24 | 14235 | 13922.6503130737 | 312.349686926318 |
25 | 12213.4 | 11569.7258670822 | 643.67413291776 |
26 | 12581 | 12179.3862942831 | 401.613705716876 |
27 | 14130.4 | 13539.7791839824 | 590.620816017572 |
28 | 14210.8 | 14623.9077885039 | -413.107788503876 |
29 | 14378.5 | 13815.7653171542 | 562.734682845783 |
30 | 13142.8 | 13450.0650812095 | -307.265081209474 |
31 | 13714.7 | 13297.4996762658 | 417.200323734234 |
32 | 13621.9 | 13764.5881300167 | -142.688130016738 |
33 | 15379.8 | 15121.7009889813 | 258.099011018671 |
34 | 13306.3 | 14136.0112025288 | -829.711202528843 |
35 | 14391.2 | 14355.5123967202 | 35.6876032797997 |
36 | 14909.9 | 14743.0205537528 | 166.879446247234 |
37 | 14025.4 | 13172.8032880729 | 852.59671192712 |
38 | 12951.2 | 12261.3535346683 | 689.846465331713 |
39 | 14344.3 | 14290.3830722199 | 53.9169277800506 |
40 | 16093.4 | 15158.083211138 | 935.316788861994 |
41 | 15413.6 | 14697.7540150992 | 715.845984900793 |
42 | 14705.7 | 13383.8424780874 | 1321.85752191263 |
43 | 15972.8 | 14747.8040627128 | 1224.99593728716 |
44 | 16241.4 | 13565.9622302902 | 2675.43776970979 |
45 | 16626.4 | 15636.0159171248 | 990.384082875207 |
46 | 17136.2 | 15662.1928627992 | 1474.00713720078 |
47 | 15622.9 | 15448.8371257838 | 174.062874216204 |
48 | 18003.9 | 17075.8438364132 | 928.05616358681 |
49 | 16136.1 | 15645.1592756164 | 490.940724383567 |
50 | 14423.7 | 13400.0009306465 | 1023.69906935352 |
51 | 16789.4 | 16772.4146852846 | 16.9853147154062 |
52 | 16782.2 | 15571.0586930342 | 1211.14130696576 |
53 | 14133.8 | 15483.4957012818 | -1349.69570128175 |
54 | 12607 | 15445.7482461572 | -2838.74824615720 |
55 | 12004.5 | 13472.6375129026 | -1468.13751290262 |
56 | 12175.4 | 14543.6886965492 | -2368.28869654917 |
57 | 13268 | 15861.5898099809 | -2593.58980998091 |
58 | 12299.3 | 13811.0719727597 | -1511.77197275975 |
59 | 11800.6 | 12509.4629863456 | -708.862986345628 |
60 | 13873.3 | 14598.3535047451 | -725.053504745083 |
61 | 12315 | 12897.2606728062 | -582.260672806206 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.00527120595182335 | 0.0105424119036467 | 0.994728794048177 |
18 | 0.0170718440961165 | 0.0341436881922329 | 0.982928155903884 |
19 | 0.0121770847923283 | 0.0243541695846567 | 0.987822915207672 |
20 | 0.00360626317089572 | 0.00721252634179143 | 0.996393736829104 |
21 | 0.00104381433221669 | 0.00208762866443338 | 0.998956185667783 |
22 | 0.00118335799604857 | 0.00236671599209714 | 0.998816642003951 |
23 | 0.000394861798962403 | 0.000789723597924805 | 0.999605138201038 |
24 | 0.000144930690133487 | 0.000289861380266974 | 0.999855069309866 |
25 | 8.88749204422841e-05 | 0.000177749840884568 | 0.999911125079558 |
26 | 3.70225424280337e-05 | 7.40450848560674e-05 | 0.999962977457572 |
27 | 3.65112518286918e-05 | 7.30225036573836e-05 | 0.999963488748171 |
28 | 4.6007721506374e-05 | 9.2015443012748e-05 | 0.999953992278494 |
29 | 2.75203152527066e-05 | 5.50406305054133e-05 | 0.999972479684747 |
30 | 0.00103197425573349 | 0.00206394851146699 | 0.998968025744267 |
31 | 0.000450653080744895 | 0.00090130616148979 | 0.999549346919255 |
32 | 0.000355881994104322 | 0.000711763988208645 | 0.999644118005896 |
33 | 0.000284931690763968 | 0.000569863381527935 | 0.999715068309236 |
34 | 0.000410587652287484 | 0.000821175304574968 | 0.999589412347712 |
35 | 0.000291511162610247 | 0.000583022325220494 | 0.99970848883739 |
36 | 0.000333373989338549 | 0.000666747978677098 | 0.999666626010661 |
37 | 0.000793914150580045 | 0.00158782830116009 | 0.99920608584942 |
38 | 0.00141155665607007 | 0.00282311331214014 | 0.99858844334393 |
39 | 0.0123126075296211 | 0.0246252150592423 | 0.987687392470379 |
40 | 0.403410784417349 | 0.806821568834697 | 0.596589215582651 |
41 | 0.742313915201352 | 0.515372169597296 | 0.257686084798648 |
42 | 0.895789927507216 | 0.208420144985569 | 0.104210072492784 |
43 | 0.819531746903441 | 0.360936506193119 | 0.180468253096559 |
44 | 0.741497745488751 | 0.517004509022498 | 0.258502254511249 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 19 | 0.678571428571429 | NOK |
5% type I error level | 23 | 0.821428571428571 | NOK |
10% type I error level | 23 | 0.821428571428571 | NOK |