| Multiple Linear Regression - Estimated Regression Equation |
| tot_indus[t] = + 91.50941314779 + 0.0891604484025406prijsindex[t] -0.880632328668414M1[t] -2.81171827539424M2[t] + 7.7636909264908M3[t] -0.241785444105519M4[t] -0.737734760955868M5[t] + 7.38091200726559M6[t] -8.7761672856284M7[t] -7.53668625276632M8[t] + 8.06841293857287M9[t] + 9.47301803583064M10[t] + 4.10911971447549M11[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) | 91.50941314779 | 1.587977 | 57.6264 | 0 | 0 |
| prijsindex | 0.0891604484025406 | 0.006837 | 13.0405 | 0 | 0 |
| M1 | -0.880632328668414 | 1.623658 | -0.5424 | 0.589569 | 0.294784 |
| M2 | -2.81171827539424 | 1.687188 | -1.6665 | 0.100824 | 0.050412 |
| M3 | 7.7636909264908 | 1.68618 | 4.6043 | 2.2e-05 | 1.1e-05 |
| M4 | -0.241785444105519 | 1.685379 | -0.1435 | 0.886407 | 0.443204 |
| M5 | -0.737734760955868 | 1.685179 | -0.4378 | 0.663119 | 0.331559 |
| M6 | 7.38091200726559 | 1.685698 | 4.3785 | 4.9e-05 | 2.4e-05 |
| M7 | -8.7761672856284 | 1.685218 | -5.2077 | 2e-06 | 1e-06 |
| M8 | -7.53668625276632 | 1.68533 | -4.4719 | 3.5e-05 | 1.8e-05 |
| M9 | 8.06841293857287 | 1.685285 | 4.7876 | 1.1e-05 | 6e-06 |
| M10 | 9.47301803583064 | 1.684963 | 5.6221 | 1e-06 | 0 |
| M11 | 4.10911971447549 | 1.684939 | 2.4387 | 0.017715 | 0.008857 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.940618251649705 |
| R-squared | 0.884762695336547 |
| Adjusted R-squared | 0.861715234403857 |
| F-TEST (value) | 38.3887274142896 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 60 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.91838181167126 |
| Sum Squared Residuals | 511.017143921616 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 97.6 | 98.020181991692 | -0.420181991691946 |
| 2 | 96.9 | 96.1693404485286 | 0.730659551471412 |
| 3 | 105.6 | 106.958734726580 | -1.35873472657970 |
| 4 | 102.8 | 98.9443423111431 | 3.85565768885688 |
| 5 | 101.7 | 98.457309039133 | 3.24269096086698 |
| 6 | 104.2 | 106.807772973201 | -2.60777297320109 |
| 7 | 92.7 | 90.7220220390291 | 1.97797796097087 |
| 8 | 91.9 | 91.8010142647666 | 0.0989857352333655 |
| 9 | 106.5 | 107.450693680307 | -0.950693680307101 |
| 10 | 112.3 | 108.882046912086 | 3.41795308791435 |
| 11 | 102.8 | 103.732133666897 | -0.932133666896585 |
| 12 | 96.5 | 99.6675941766224 | -3.16759417662236 |
| 13 | 101 | 99.1346875967239 | 1.86531240327614 |
| 14 | 98.9 | 97.4978311297264 | 1.40216887027359 |
| 15 | 105.1 | 108.180232869694 | -3.08023286969450 |
| 16 | 103 | 100.058847916175 | 2.94115208382512 |
| 17 | 99 | 99.7144713616088 | -0.714471361608847 |
| 18 | 104.3 | 107.82420208499 | -3.52420208499006 |
| 19 | 94.6 | 91.6849548817766 | 2.91504511822343 |
| 20 | 90.4 | 93.0135963630412 | -2.61359636304119 |
| 21 | 108.9 | 108.761352271824 | 0.138647728175555 |
| 22 | 111.4 | 110.709836104338 | 0.690163895662286 |
| 23 | 100.8 | 105.551006814308 | -4.75100681430841 |
| 24 | 102.5 | 101.682620310520 | 0.817379689480224 |
| 25 | 98.2 | 101.488523434551 | -3.28852343455092 |
| 26 | 98.7 | 100.074568088560 | -1.37456808855983 |
| 27 | 113.3 | 110.855046321771 | 2.44495367822928 |
| 28 | 104.6 | 102.680165099210 | 1.91983490079043 |
| 29 | 99.3 | 101.782993764548 | -2.48299376454779 |
| 30 | 111.8 | 109.946220756971 | 1.85377924302948 |
| 31 | 97.3 | 94.0922869886452 | 3.20771301135483 |
| 32 | 97.7 | 95.3496001111878 | 2.35039988881225 |
| 33 | 115.6 | 111.026027661249 | 4.57397233875101 |
| 34 | 111.9 | 112.698114103714 | -0.798114103714366 |
| 35 | 107 | 107.664109441449 | -0.664109441448619 |
| 36 | 107.1 | 103.456913233730 | 3.64308676626966 |
| 37 | 100.6 | 103.512465613289 | -2.9124656132886 |
| 38 | 99.2 | 101.83102892209 | -2.63102892208988 |
| 39 | 108.4 | 112.727415738224 | -4.32741573822406 |
| 40 | 103 | 104.525786381142 | -1.52578638114216 |
| 41 | 99.8 | 103.378965790953 | -3.57896579095327 |
| 42 | 115 | 111.274711438168 | 3.72528856183163 |
| 43 | 90.8 | 95.1978765488367 | -4.39787654883667 |
| 44 | 95.9 | 96.9544881824335 | -1.05448818243348 |
| 45 | 114.4 | 112.764656405099 | 1.63534359490148 |
| 46 | 108.2 | 114.222757771398 | -6.02275777139781 |
| 47 | 112.6 | 109.090676615889 | 3.50932338411073 |
| 48 | 109.1 | 105.55218377119 | 3.54781622880996 |
| 49 | 105 | 105.563155926547 | -0.563155926547026 |
| 50 | 105 | 104.060040132153 | 0.9399598678466 |
| 51 | 118.5 | 114.742441872121 | 3.75755812787852 |
| 52 | 103.7 | 107.985211779161 | -4.28521177916073 |
| 53 | 112.5 | 109.094150533556 | 3.40584946644389 |
| 54 | 116.6 | 116.285528638391 | 0.314471361608847 |
| 55 | 96.6 | 100.966557560481 | -4.36655756048104 |
| 56 | 101.9 | 102.206038593343 | -0.306038593343112 |
| 57 | 116.5 | 117.561488529155 | -1.06148852915520 |
| 58 | 119.3 | 119.438644002946 | -0.138644002946441 |
| 59 | 115.4 | 114.039081502230 | 1.36091849776974 |
| 60 | 108.5 | 110.286603581365 | -1.78660358136493 |
| 61 | 111.5 | 109.450551476898 | 2.04944852310221 |
| 62 | 108.8 | 107.867191278942 | 0.932808721058119 |
| 63 | 121.8 | 119.236128471610 | 2.56387152839047 |
| 64 | 109.6 | 112.505646513170 | -2.90564651316954 |
| 65 | 112.2 | 112.072109510201 | 0.127890489799039 |
| 66 | 119.6 | 119.361564108279 | 0.238435891721199 |
| 67 | 104.1 | 103.436301981231 | 0.663698018768587 |
| 68 | 105.3 | 103.775262485228 | 1.52473751477217 |
| 69 | 115 | 119.335781452366 | -4.33578145236576 |
| 70 | 124.1 | 121.248601105518 | 2.85139889448198 |
| 71 | 116.8 | 115.322991959227 | 1.47700804077315 |
| 72 | 107.5 | 110.554084926573 | -3.05408492657256 |
| 73 | 115.6 | 112.330433960300 | 3.26956603970014 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.0876504263239842 | 0.175300852647968 | 0.912349573676016 |
| 17 | 0.124866993131373 | 0.249733986262745 | 0.875133006868627 |
| 18 | 0.0614062384652999 | 0.122812476930600 | 0.9385937615347 |
| 19 | 0.0362099024328929 | 0.0724198048657858 | 0.963790097567107 |
| 20 | 0.0238467447764094 | 0.0476934895528189 | 0.97615325522359 |
| 21 | 0.0147371757379672 | 0.0294743514759344 | 0.985262824262033 |
| 22 | 0.0082730151896937 | 0.0165460303793874 | 0.991726984810306 |
| 23 | 0.00817329730206471 | 0.0163465946041294 | 0.991826702697935 |
| 24 | 0.0323566492829479 | 0.0647132985658959 | 0.967643350717052 |
| 25 | 0.0281514345271915 | 0.056302869054383 | 0.971848565472809 |
| 26 | 0.0151335243907255 | 0.030267048781451 | 0.984866475609274 |
| 27 | 0.0765286188178522 | 0.153057237635704 | 0.923471381182148 |
| 28 | 0.0613478980820767 | 0.122695796164153 | 0.938652101917923 |
| 29 | 0.055432119085644 | 0.110864238171288 | 0.944567880914356 |
| 30 | 0.105960127610053 | 0.211920255220107 | 0.894039872389947 |
| 31 | 0.111346452040612 | 0.222692904081224 | 0.888653547959388 |
| 32 | 0.122237559063594 | 0.244475118127188 | 0.877762440936406 |
| 33 | 0.227355380435044 | 0.454710760870087 | 0.772644619564956 |
| 34 | 0.205233764359241 | 0.410467528718481 | 0.79476623564076 |
| 35 | 0.168868954389584 | 0.337737908779169 | 0.831131045610416 |
| 36 | 0.236195945869751 | 0.472391891739503 | 0.763804054130249 |
| 37 | 0.237419589515036 | 0.474839179030071 | 0.762580410484964 |
| 38 | 0.231099356939852 | 0.462198713879704 | 0.768900643060148 |
| 39 | 0.370651506442558 | 0.741303012885116 | 0.629348493557442 |
| 40 | 0.381014125489478 | 0.762028250978956 | 0.618985874510522 |
| 41 | 0.435673843586824 | 0.871347687173647 | 0.564326156413177 |
| 42 | 0.543795253346215 | 0.91240949330757 | 0.456204746653785 |
| 43 | 0.609053585527041 | 0.781892828945918 | 0.390946414472959 |
| 44 | 0.533012669657136 | 0.933974660685728 | 0.466987330342864 |
| 45 | 0.573552475536687 | 0.852895048926625 | 0.426447524463313 |
| 46 | 0.863437274516533 | 0.273125450966934 | 0.136562725483467 |
| 47 | 0.871600631772682 | 0.256798736454636 | 0.128399368227318 |
| 48 | 0.975748348945464 | 0.0485033021090716 | 0.0242516510545358 |
| 49 | 0.970199915632048 | 0.0596001687359049 | 0.0298000843679524 |
| 50 | 0.947629410592909 | 0.104741178814183 | 0.0523705894070914 |
| 51 | 0.938433890602226 | 0.123132218795548 | 0.061566109397774 |
| 52 | 0.911086546980073 | 0.177826906039855 | 0.0889134530199273 |
| 53 | 0.943813063144107 | 0.112373873711786 | 0.056186936855893 |
| 54 | 0.911942545220667 | 0.176114909558666 | 0.0880574547793328 |
| 55 | 0.935682568733853 | 0.128634862532295 | 0.0643174312661474 |
| 56 | 0.878758430947258 | 0.242483138105484 | 0.121241569052742 |
| 57 | 0.951517083674759 | 0.096965832650483 | 0.0484829163252415 |
| 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 | 6 | 0.142857142857143 | NOK |
| 10% type I error level | 11 | 0.261904761904762 | NOK |
