Multiple Linear Regression - Estimated Regression Equation |
tot_indus[t] = + 92.7500732489502 + 0.0894748397840029prijsindex[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) | 92.7500732489502 | 2.371316 | 39.1133 | 0 | 0 |
prijsindex | 0.0894748397840029 | 0.015109 | 5.9221 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.575011290154962 |
R-squared | 0.330637983805674 |
Adjusted R-squared | 0.321210349774768 |
F-TEST (value) | 35.071151756821 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 71 |
p-value | 1.03454354749566e-07 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 6.46580416981606 |
Sum Squared Residuals | 2968.27027293117 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 97.6 | 100.167537467044 | -2.56753746704385 |
2 | 96.9 | 100.248064822850 | -3.34806482284963 |
3 | 105.6 | 100.462804438331 | 5.13719556166878 |
4 | 102.8 | 100.453856954353 | 2.34614304564719 |
5 | 101.7 | 100.462804438331 | 1.23719556166879 |
6 | 104.2 | 100.695439021770 | 3.50456097823038 |
7 | 92.7 | 100.767018893597 | -8.06701889359682 |
8 | 91.9 | 100.605964181986 | -8.70596418198561 |
9 | 106.5 | 100.650701601878 | 5.84929839812238 |
10 | 112.3 | 100.677544053813 | 11.6224559461872 |
11 | 102.8 | 100.892283669294 | 1.90771633070557 |
12 | 96.5 | 100.937021089186 | -4.43702108918643 |
13 | 101 | 101.285972964344 | -0.285972964344038 |
14 | 98.9 | 101.581239935631 | -2.68123993563124 |
15 | 105.1 | 101.688609743372 | 3.41139025662794 |
16 | 103 | 101.572292451653 | 1.42770754834715 |
17 | 99 | 101.724399679286 | -2.72439967928565 |
18 | 104.3 | 101.715452195307 | 2.58454780469275 |
19 | 94.6 | 101.733347163264 | -7.13334716326406 |
20 | 90.4 | 101.822822003048 | -11.4228220030480 |
21 | 108.9 | 101.965981746702 | 6.93401825329755 |
22 | 111.4 | 102.511778269385 | 8.88822173061513 |
23 | 100.8 | 102.717570400888 | -1.91757040088809 |
24 | 102.5 | 102.959152468305 | -0.45915246830489 |
25 | 98.2 | 103.648108734642 | -5.44810873464171 |
26 | 98.7 | 104.167062805389 | -5.46706280538892 |
27 | 113.3 | 104.372854936892 | 8.92714506310786 |
28 | 104.6 | 104.202852741303 | 0.397147258697465 |
29 | 99.3 | 103.800215962275 | -4.50021596227452 |
30 | 111.8 | 103.844953382167 | 7.95504661783348 |
31 | 97.3 | 104.149167837432 | -6.84916783743213 |
32 | 97.7 | 104.167062805389 | -6.46706280538892 |
33 | 115.6 | 104.238642677216 | 11.3613573227839 |
34 | 111.9 | 104.507067196568 | 7.39293280343187 |
35 | 107 | 104.838124103769 | 2.16187589623105 |
36 | 107.1 | 104.739701780007 | 2.36029821999345 |
37 | 100.6 | 105.679187597739 | -5.07918759773858 |
38 | 99.2 | 105.929717149134 | -6.72971714913378 |
39 | 108.4 | 106.251826572356 | 2.14817342764381 |
40 | 103 | 106.054981924831 | -3.05498192483139 |
41 | 99.8 | 105.401815594408 | -5.60181559440817 |
42 | 115 | 105.178128494948 | 9.82187150505184 |
43 | 90.8 | 105.258655850754 | -14.4586558507538 |
44 | 95.9 | 105.777609921501 | -9.87760992150097 |
45 | 114.4 | 105.983402053004 | 8.41659794699582 |
46 | 108.2 | 106.037086956875 | 2.16291304312542 |
47 | 112.6 | 106.269721540313 | 6.330278459687 |
48 | 109.1 | 106.842360514931 | 2.25763948506938 |
49 | 105 | 107.737108912771 | -2.73710891277064 |
50 | 105 | 108.166588143734 | -3.16658814373385 |
51 | 118.5 | 108.273957951475 | 10.2260420485253 |
52 | 103.7 | 109.526605708451 | -5.8266057084507 |
53 | 112.5 | 111.137152824563 | 1.36284717543725 |
54 | 116.6 | 110.206614490809 | 6.39338550919088 |
55 | 96.6 | 111.047677984779 | -14.4476779847787 |
56 | 101.9 | 111.047677984779 | -9.14767798477874 |
57 | 116.5 | 110.797148433384 | 5.70285156661647 |
58 | 119.3 | 111.271365084239 | 8.02863491576125 |
59 | 115.4 | 111.235575148325 | 4.16442485167486 |
60 | 108.5 | 111.593474507461 | -3.09347450746116 |
61 | 111.5 | 111.638211927353 | -0.138211927353162 |
62 | 108.8 | 111.987163802511 | -3.18716380251078 |
63 | 121.8 | 112.783489876588 | 9.0165101234116 |
64 | 109.6 | 114.062980085500 | -4.46298008549964 |
65 | 112.2 | 114.125612473348 | -1.92561247334844 |
66 | 119.6 | 113.293496463357 | 6.30650353664278 |
67 | 104.1 | 113.526131046796 | -9.42613104679563 |
68 | 105.3 | 112.622435164977 | -7.3224351649772 |
69 | 115 | 112.577697745085 | 2.42230225491481 |
70 | 124.1 | 113.087704331854 | 11.0122956681460 |
71 | 116.8 | 112.524012841215 | 4.27598715878521 |
72 | 107.5 | 111.861899026813 | -4.36189902681317 |
73 | 115.6 | 114.528249252376 | 1.07175074762354 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.0319639094773833 | 0.0639278189547667 | 0.968036090522617 |
6 | 0.0197160748225516 | 0.0394321496451032 | 0.980283925177448 |
7 | 0.282727297028859 | 0.565454594057717 | 0.717272702971141 |
8 | 0.354741574244864 | 0.709483148489729 | 0.645258425755135 |
9 | 0.382676109212534 | 0.765352218425068 | 0.617323890787466 |
10 | 0.596172124215436 | 0.807655751569129 | 0.403827875784564 |
11 | 0.49232164049791 | 0.98464328099582 | 0.50767835950209 |
12 | 0.467329840723497 | 0.934659681446994 | 0.532670159276503 |
13 | 0.371800573129838 | 0.743601146259676 | 0.628199426870162 |
14 | 0.294548329632424 | 0.589096659264847 | 0.705451670367576 |
15 | 0.244476907461215 | 0.488953814922431 | 0.755523092538785 |
16 | 0.180340038590628 | 0.360680077181255 | 0.819659961409372 |
17 | 0.138558124751222 | 0.277116249502443 | 0.861441875248778 |
18 | 0.102250743980364 | 0.204501487960728 | 0.897749256019636 |
19 | 0.114148094166760 | 0.228296188333521 | 0.88585190583324 |
20 | 0.195051310543186 | 0.390102621086371 | 0.804948689456814 |
21 | 0.243458948061537 | 0.486917896123074 | 0.756541051938463 |
22 | 0.311189470800739 | 0.622378941601479 | 0.68881052919926 |
23 | 0.255090014838525 | 0.510180029677049 | 0.744909985161476 |
24 | 0.198471790994179 | 0.396943581988358 | 0.801528209005821 |
25 | 0.178115909718483 | 0.356231819436966 | 0.821884090281517 |
26 | 0.150179458737817 | 0.300358917475633 | 0.849820541262183 |
27 | 0.218833851905625 | 0.437667703811249 | 0.781166148094375 |
28 | 0.169247901987065 | 0.338495803974131 | 0.830752098012935 |
29 | 0.146202188369024 | 0.292404376738049 | 0.853797811630976 |
30 | 0.168912604926047 | 0.337825209852094 | 0.831087395073953 |
31 | 0.174921318865987 | 0.349842637731974 | 0.825078681134013 |
32 | 0.171298584079401 | 0.342597168158802 | 0.8287014159206 |
33 | 0.280666060740471 | 0.561332121480942 | 0.719333939259529 |
34 | 0.29278443092875 | 0.5855688618575 | 0.70721556907125 |
35 | 0.2415883245458 | 0.4831766490916 | 0.7584116754542 |
36 | 0.19745837138399 | 0.39491674276798 | 0.80254162861601 |
37 | 0.182993133432544 | 0.365986266865089 | 0.817006866567456 |
38 | 0.183760655942888 | 0.367521311885776 | 0.816239344057112 |
39 | 0.146602743117863 | 0.293205486235726 | 0.853397256882137 |
40 | 0.116615124542907 | 0.233230249085815 | 0.883384875457093 |
41 | 0.105719022947314 | 0.211438045894627 | 0.894280977052686 |
42 | 0.153695378275534 | 0.307390756551069 | 0.846304621724466 |
43 | 0.350903151530992 | 0.701806303061985 | 0.649096848469008 |
44 | 0.465994767268112 | 0.931989534536224 | 0.534005232731888 |
45 | 0.488683922484923 | 0.977367844969845 | 0.511316077515077 |
46 | 0.423560305930670 | 0.847120611861339 | 0.57643969406933 |
47 | 0.405017883294799 | 0.810035766589599 | 0.594982116705201 |
48 | 0.343017979784634 | 0.686035959569268 | 0.656982020215366 |
49 | 0.291229850082631 | 0.582459700165262 | 0.708770149917369 |
50 | 0.252533265549339 | 0.505066531098678 | 0.747466734450661 |
51 | 0.327315954736439 | 0.654631909472878 | 0.672684045263561 |
52 | 0.306576864075829 | 0.613153728151658 | 0.693423135924171 |
53 | 0.244960542882131 | 0.489921085764261 | 0.75503945711787 |
54 | 0.243279300662678 | 0.486558601325356 | 0.756720699337322 |
55 | 0.510379139432064 | 0.979241721135872 | 0.489620860567936 |
56 | 0.639446905117406 | 0.721106189765188 | 0.360553094882594 |
57 | 0.590727043183283 | 0.818545913633435 | 0.409272956816717 |
58 | 0.608776133699262 | 0.782447732601477 | 0.391223866300738 |
59 | 0.554441911140184 | 0.891116177719632 | 0.445558088859816 |
60 | 0.481036602794686 | 0.962073205589372 | 0.518963397205314 |
61 | 0.386479445973091 | 0.772958891946181 | 0.613520554026909 |
62 | 0.325933381738894 | 0.651866763477789 | 0.674066618261105 |
63 | 0.384375768608354 | 0.768751537216708 | 0.615624231391646 |
64 | 0.323583921151287 | 0.647167842302574 | 0.676416078848713 |
65 | 0.240000861981640 | 0.480001723963279 | 0.75999913801836 |
66 | 0.210900404627596 | 0.421800809255192 | 0.789099595372404 |
67 | 0.341144421200151 | 0.682288842400302 | 0.658855578799849 |
68 | 0.439256042860627 | 0.878512085721254 | 0.560743957139373 |
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 | 1 | 0.015625 | OK |
10% type I error level | 2 | 0.03125 | OK |