| Multiple Linear Regression - Estimated Regression Equation |
| tot_indus[t] = + 134.94014688261 + 0.128373522157055prijsindex[t] -0.0277011889880574`y(t-1)`[t] -0.425165410701896`y(t-2)`[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) | 134.94014688261 | 14.894294 | 9.0599 | 0 | 0 |
| prijsindex | 0.128373522157055 | 0.020226 | 6.3469 | 0 | 0 |
| `y(t-1)` | -0.0277011889880574 | 0.110892 | -0.2498 | 0.803504 | 0.401752 |
| `y(t-2)` | -0.425165410701896 | 0.111934 | -3.7984 | 0.000316 | 0.000158 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.657695865815495 |
| R-squared | 0.432563851910793 |
| Adjusted R-squared | 0.407156263190381 |
| F-TEST (value) | 17.0249863798872 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 67 |
| p-value | 2.52390219834808e-08 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 6.01689199427035 |
| Sum Squared Residuals | 2425.60028113788 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 105.6 | 101.825555195101 | 3.77444480489936 |
| 2 | 102.8 | 101.869333286180 | 0.930666713820146 |
| 3 | 101.7 | 98.2607948944556 | 3.43920510554437 |
| 4 | 104.2 | 99.8155005099161 | 4.38449949008386 |
| 5 | 92.7 | 100.316628306944 | -7.61662830694372 |
| 6 | 91.9 | 99.341206113669 | -7.44120611366894 |
| 7 | 106.5 | 104.316956049010 | 2.18304395099027 |
| 8 | 112.3 | 104.291163074993 | 8.00883692500728 |
| 9 | 102.8 | 98.2311776357912 | 4.56882236420876 |
| 10 | 96.5 | 96.0925663101853 | 0.407433689814681 |
| 11 | 101 | 100.806811938891 | 0.193188061109394 |
| 12 | 98.9 | 103.784331298985 | -4.88433129898457 |
| 13 | 105.1 | 102.083307674289 | 3.01669232571057 |
| 14 | 103 | 102.637522086233 | 0.362477913766722 |
| 15 | 99 | 100.277904024423 | -1.27790402442344 |
| 16 | 104.3 | 101.268718790634 | 3.03128120936605 |
| 17 | 94.6 | 102.848238836236 | -8.24823883623624 |
| 18 | 90.4 | 100.991937214857 | -10.5919372148574 |
| 19 | 108.9 | 105.437784327867 | 3.46221567213308 |
| 20 | 111.4 | 107.494085541694 | 3.90591445830615 |
| 21 | 100.8 | 99.8545315721999 | 0.945468427800138 |
| 22 | 102.5 | 99.4318591585426 | 3.06814084145743 |
| 23 | 98.2 | 104.879996611312 | -6.6799966113123 |
| 24 | 98.7 | 105.020896954279 | -6.32089695427864 |
| 25 | 113.3 | 107.130516726764 | 6.169483273236 |
| 26 | 104.6 | 106.269586970089 | -1.66958697008901 |
| 27 | 99.3 | 99.7254914683307 | -0.425491468330677 |
| 28 | 111.8 | 103.635433604152 | 8.1645663958476 |
| 29 | 97.3 | 105.979015393856 | -8.67901539385572 |
| 30 | 97.7 | 101.091789704840 | -3.39178970484026 |
| 31 | 115.6 | 107.348306502148 | 8.25169349785182 |
| 32 | 111.9 | 107.067509621452 | 4.83249037854765 |
| 33 | 107 | 100.034525201125 | 6.96547479887467 |
| 34 | 107.1 | 101.602162172391 | 5.49783782760893 |
| 35 | 100.6 | 105.030624548581 | -4.43062454858063 |
| 36 | 99.2 | 105.527611597973 | -6.32761159797257 |
| 37 | 108.4 | 108.792113111884 | -0.392113111883563 |
| 38 | 103 | 108.850071999431 | -5.85007199943057 |
| 39 | 99.8 | 104.151009929762 | -4.35100992976214 |
| 40 | 115 | 106.214613146922 | 8.78538685307848 |
| 41 | 90.8 | 107.269620558490 | -16.4696205584905 |
| 42 | 95.9 | 102.222041517844 | -6.32204151784355 |
| 43 | 114.4 | 112.665027493952 | 1.73497250604843 |
| 44 | 108.2 | 110.061236016387 | -1.86123601638707 |
| 45 | 112.6 | 102.701194447736 | 9.8988055522637 |
| 46 | 109.1 | 106.036925304346 | 3.06307469565425 |
| 47 | 105 | 105.546886880286 | -0.546886880286158 |
| 48 | 105 | 107.764733598948 | -2.76473359894769 |
| 49 | 118.5 | 109.661960009414 | 8.83803999058607 |
| 50 | 103.7 | 111.085223268274 | -7.38522326827392 |
| 51 | 112.5 | 108.066191219649 | 4.43380878035144 |
| 52 | 116.6 | 112.779784204508 | 3.82021579549165 |
| 53 | 96.6 | 110.131464823757 | -13.5314648237570 |
| 54 | 101.9 | 108.942310419640 | -7.04231041964032 |
| 55 | 116.5 | 116.939356470002 | -0.43935647000178 |
| 56 | 119.3 | 114.961922101488 | 4.33807789851151 |
| 57 | 115.4 | 108.625594367211 | 6.77440563278858 |
| 58 | 108.5 | 108.056659942928 | 0.443340057072246 |
| 59 | 111.5 | 109.970130009761 | 1.52986999023873 |
| 60 | 108.8 | 113.321324513053 | -4.5213245130527 |
| 61 | 121.8 | 113.263145838413 | 8.53685416158744 |
| 62 | 109.6 | 115.886718357309 | -6.28671835730882 |
| 63 | 112.2 | 110.787383989348 | 1.4126160106516 |
| 64 | 119.6 | 114.708505152482 | 4.89149484751802 |
| 65 | 104.1 | 113.731857443754 | -9.63185744375376 |
| 66 | 105.3 | 109.718429260088 | -4.41842926008837 |
| 67 | 115 | 116.211064938104 | -1.21106493810356 |
| 68 | 124.1 | 116.163893988372 | 7.93610601162766 |
| 69 | 116.8 | 110.978955495183 | 5.82104450481682 |
| 70 | 107.5 | 106.362204873447 | 1.13779512655346 |
| 71 | 115.6 | 113.549064389440 | 2.05093561056045 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.604709665213233 | 0.790580669573534 | 0.395290334786767 |
| 8 | 0.513615581581438 | 0.972768836837124 | 0.486384418418562 |
| 9 | 0.466447919296947 | 0.932895838593893 | 0.533552080703053 |
| 10 | 0.381645798411021 | 0.763291596822042 | 0.618354201588979 |
| 11 | 0.272297811039761 | 0.544595622079523 | 0.727702188960239 |
| 12 | 0.24425681994379 | 0.48851363988758 | 0.75574318005621 |
| 13 | 0.232004708020128 | 0.464009416040256 | 0.767995291979872 |
| 14 | 0.159118298593071 | 0.318236597186141 | 0.84088170140693 |
| 15 | 0.103504579283692 | 0.207009158567385 | 0.896495420716308 |
| 16 | 0.0869875459867457 | 0.173975091973491 | 0.913012454013254 |
| 17 | 0.148616070986027 | 0.297232141972054 | 0.851383929013973 |
| 18 | 0.179507251887657 | 0.359014503775314 | 0.820492748112343 |
| 19 | 0.200931151612792 | 0.401862303225583 | 0.799068848387208 |
| 20 | 0.157803696758137 | 0.315607393516274 | 0.842196303241863 |
| 21 | 0.121624288517198 | 0.243248577034396 | 0.878375711482802 |
| 22 | 0.125158864984555 | 0.250317729969109 | 0.874841135015445 |
| 23 | 0.121085691168029 | 0.242171382336059 | 0.87891430883197 |
| 24 | 0.0971267500960517 | 0.194253500192103 | 0.902873249903948 |
| 25 | 0.139869329471796 | 0.279738658943591 | 0.860130670528204 |
| 26 | 0.106677360406060 | 0.213354720812120 | 0.89332263959394 |
| 27 | 0.0787899613702235 | 0.157579922740447 | 0.921210038629777 |
| 28 | 0.127725959518898 | 0.255451919037796 | 0.872274040481102 |
| 29 | 0.176427684257517 | 0.352855368515034 | 0.823572315742483 |
| 30 | 0.138938750635644 | 0.277877501271287 | 0.861061249364356 |
| 31 | 0.184832737108953 | 0.369665474217906 | 0.815167262891047 |
| 32 | 0.166944226885047 | 0.333888453770094 | 0.833055773114953 |
| 33 | 0.192138634326907 | 0.384277268653815 | 0.807861365673093 |
| 34 | 0.188696016627616 | 0.377392033255233 | 0.811303983372384 |
| 35 | 0.168356348030113 | 0.336712696060225 | 0.831643651969887 |
| 36 | 0.162421925654995 | 0.32484385130999 | 0.837578074345005 |
| 37 | 0.122008033375421 | 0.244016066750842 | 0.877991966624579 |
| 38 | 0.113413312602252 | 0.226826625204504 | 0.886586687397748 |
| 39 | 0.0916248259698815 | 0.183249651939763 | 0.908375174030118 |
| 40 | 0.141210155011787 | 0.282420310023573 | 0.858789844988213 |
| 41 | 0.46909999422072 | 0.93819998844144 | 0.53090000577928 |
| 42 | 0.482867035999918 | 0.965734071999836 | 0.517132964000082 |
| 43 | 0.416550444794156 | 0.833100889588313 | 0.583449555205844 |
| 44 | 0.362423441234250 | 0.724846882468499 | 0.63757655876575 |
| 45 | 0.458562730419559 | 0.917125460839118 | 0.541437269580441 |
| 46 | 0.403849637393957 | 0.807699274787914 | 0.596150362606043 |
| 47 | 0.331852305311396 | 0.663704610622792 | 0.668147694688604 |
| 48 | 0.278898294959515 | 0.55779658991903 | 0.721101705040485 |
| 49 | 0.356054614435577 | 0.712109228871154 | 0.643945385564423 |
| 50 | 0.369381490717368 | 0.738762981434737 | 0.630618509282632 |
| 51 | 0.346267902771499 | 0.692535805542997 | 0.653732097228501 |
| 52 | 0.301578933931952 | 0.603157867863904 | 0.698421066068048 |
| 53 | 0.631579401824409 | 0.736841196351182 | 0.368420598175591 |
| 54 | 0.651545485184074 | 0.696909029631852 | 0.348454514815926 |
| 55 | 0.586480766028127 | 0.827038467943746 | 0.413519233971873 |
| 56 | 0.511594050500018 | 0.976811898999964 | 0.488405949499982 |
| 57 | 0.494412937986824 | 0.988825875973648 | 0.505587062013176 |
| 58 | 0.394404131319849 | 0.788808262639698 | 0.605595868680151 |
| 59 | 0.298553583889329 | 0.597107167778658 | 0.701446416110671 |
| 60 | 0.297915036689472 | 0.595830073378944 | 0.702084963310528 |
| 61 | 0.31784850169245 | 0.6356970033849 | 0.68215149830755 |
| 62 | 0.334598870892672 | 0.669197741785345 | 0.665401129107328 |
| 63 | 0.231610329905622 | 0.463220659811244 | 0.768389670094378 |
| 64 | 0.158859615593022 | 0.317719231186045 | 0.841140384406978 |
| 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 |
