| Multiple Linear Regression - Estimated Regression Equation |
| Cons.index[t] = + 19.8323313000439 -1.11527239893313Werkl.graad[t] + 0.0592692204393098Industr.prod.[t] -4.72987636397039e-05BrutoSchuld[t] -0.138329455861971M1[t] -0.174984360839047M2[t] + 0.118530643566972M3[t] + 1.72276445087934M4[t] + 1.08257251377214M5[t] -0.183897004637514M6[t] -0.365649427478667M7[t] + 0.0349713938371719M8[t] + 1.10057063459926M9[t] + 1.07419310706961M10[t] + 0.88624753907484M11[t] + 0.00239849032578529t + 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) | 19.8323313000439 | 11.550665 | 1.717 | 0.092297 | 0.046149 |
| Werkl.graad | -1.11527239893313 | 0.381758 | -2.9214 | 0.005257 | 0.002628 |
| Industr.prod. | 0.0592692204393098 | 0.04285 | 1.3832 | 0.172877 | 0.086439 |
| BrutoSchuld | -4.72987636397039e-05 | 2.6e-05 | -1.7963 | 0.078618 | 0.039309 |
| M1 | -0.138329455861971 | 0.836173 | -0.1654 | 0.869285 | 0.434642 |
| M2 | -0.174984360839047 | 0.863123 | -0.2027 | 0.840182 | 0.420091 |
| M3 | 0.118530643566972 | 0.780211 | 0.1519 | 0.879873 | 0.439936 |
| M4 | 1.72276445087934 | 1.190997 | 1.4465 | 0.154407 | 0.077204 |
| M5 | 1.08257251377214 | 0.89427 | 1.2106 | 0.231869 | 0.115934 |
| M6 | -0.183897004637514 | 0.804561 | -0.2286 | 0.820156 | 0.410078 |
| M7 | -0.365649427478667 | 0.804502 | -0.4545 | 0.651473 | 0.325737 |
| M8 | 0.0349713938371719 | 0.814636 | 0.0429 | 0.965933 | 0.482966 |
| M9 | 1.10057063459926 | 0.884905 | 1.2437 | 0.219521 | 0.109761 |
| M10 | 1.07419310706961 | 0.875003 | 1.2276 | 0.225445 | 0.112723 |
| M11 | 0.88624753907484 | 0.852007 | 1.0402 | 0.303358 | 0.151679 |
| t | 0.00239849032578529 | 0.025387 | 0.0945 | 0.925116 | 0.462558 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.701043436297933 |
| R-squared | 0.491461899576414 |
| Adjusted R-squared | 0.335786970875316 |
| F-TEST (value) | 3.15697526683979 |
| F-TEST (DF numerator) | 15 |
| F-TEST (DF denominator) | 49 |
| p-value | 0.00119475423289339 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.25215829746234 |
| Sum Squared Residuals | 76.8271196932854 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 4 | 4.9357360007064 | -0.9357360007064 |
| 2 | 4.1 | 4.41568284083848 | -0.315682840838480 |
| 3 | 4 | 3.91428608051869 | 0.0857139194813111 |
| 4 | 3.8 | 3.59469417993247 | 0.205305820067534 |
| 5 | 4.7 | 3.45892834564031 | 1.24107165435969 |
| 6 | 4.3 | 4.08533704827567 | 0.214662951724329 |
| 7 | 3.9 | 4.3839818720405 | -0.483981872040501 |
| 8 | 4 | 4.22912858489977 | -0.229128584899767 |
| 9 | 4.3 | 4.75324015223212 | -0.453240152232118 |
| 10 | 4.8 | 4.23619496042576 | 0.563805039574235 |
| 11 | 4.4 | 4.06100336782679 | 0.338996632173208 |
| 12 | 4.3 | 4.22869637121922 | 0.0713036287807819 |
| 13 | 4.7 | 4.10000570914224 | 0.599994290857756 |
| 14 | 4.7 | 3.8920388278772 | 0.8079611721228 |
| 15 | 4.9 | 4.24486091028993 | 0.65513908971007 |
| 16 | 5 | 3.7918859895381 | 1.2081140104619 |
| 17 | 4.2 | 4.13845600366604 | 0.0615439963339579 |
| 18 | 4.3 | 4.11038654730955 | 0.189613452690452 |
| 19 | 4.8 | 3.62668560657263 | 1.17331439342737 |
| 20 | 4.8 | 4.15301307199938 | 0.646986928000618 |
| 21 | 4.8 | 4.38250330781068 | 0.417496692189324 |
| 22 | 4.2 | 4.17442944272154 | 0.0255705572784602 |
| 23 | 4.6 | 4.06499413917399 | 0.535005860826013 |
| 24 | 4.8 | 4.27098154948172 | 0.529018450518284 |
| 25 | 4.5 | 3.63137796836827 | 0.868622031631732 |
| 26 | 4.4 | 4.48781151831206 | -0.0878115183120578 |
| 27 | 4.3 | 4.85422957739578 | -0.55422957739578 |
| 28 | 3.9 | 4.694486826889 | -0.794486826889002 |
| 29 | 3.7 | 4.94815850023183 | -1.24815850023183 |
| 30 | 4 | 4.74097840753031 | -0.740978407530308 |
| 31 | 4.1 | 4.70669784652306 | -0.60669784652306 |
| 32 | 3.7 | 5.02580468066504 | -1.32580468066504 |
| 33 | 3.8 | 5.19689851138855 | -1.39689851138855 |
| 34 | 3.8 | 5.32410180117223 | -1.52410180117223 |
| 35 | 3.8 | 4.93113896157854 | -1.13113896157854 |
| 36 | 3.3 | 4.89841570073287 | -1.59841570073287 |
| 37 | 3.3 | 4.24407397638122 | -0.94407397638122 |
| 38 | 3.3 | 4.83475336506637 | -1.53475336506637 |
| 39 | 3.2 | 5.38061964137882 | -2.18061964137882 |
| 40 | 3.4 | 5.64584680121827 | -2.24584680121827 |
| 41 | 4.2 | 5.65116761475681 | -1.45116761475681 |
| 42 | 4.9 | 5.1999532276146 | -0.299953227614603 |
| 43 | 5.1 | 5.4041217900886 | -0.304121790088595 |
| 44 | 5.5 | 5.16724051377271 | 0.332759486227293 |
| 45 | 5.6 | 5.22337960206199 | 0.376620397938012 |
| 46 | 6.4 | 5.95513255657456 | 0.444867443425439 |
| 47 | 6.1 | 6.25668072834641 | -0.156680728346411 |
| 48 | 7.1 | 5.68119503065551 | 1.41880496934449 |
| 49 | 7.8 | 6.23667303030607 | 1.56332696969393 |
| 50 | 7.9 | 5.29428052164452 | 2.60571947835548 |
| 51 | 7.4 | 4.72220397730317 | 2.67779602269683 |
| 52 | 7.5 | 4.87306590055413 | 2.62693409944587 |
| 53 | 6.8 | 4.65194790757918 | 2.14805209242082 |
| 54 | 5.2 | 4.56334476926987 | 0.63665523073013 |
| 55 | 4.7 | 4.47851288477522 | 0.221487115224784 |
| 56 | 4.1 | 3.52481314866310 | 0.575186851336896 |
| 57 | 3.9 | 2.84397842650666 | 1.05602157349334 |
| 58 | 2.6 | 2.11014123910591 | 0.489858760894095 |
| 59 | 2.7 | 2.28618280307427 | 0.413817196925726 |
| 60 | 1.8 | 2.22071134791069 | -0.420711347910689 |
| 61 | 1 | 2.15213331509580 | -1.15213331509580 |
| 62 | 0.3 | 1.77543292626138 | -1.47543292626138 |
| 63 | 1.3 | 1.98379981311361 | -0.683799813113611 |
| 64 | 1 | 2.00002030186803 | -1.00002030186803 |
| 65 | 1.1 | 1.85134162812582 | -0.751341628125817 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 19 | 0.0543027612910795 | 0.108605522582159 | 0.94569723870892 |
| 20 | 0.0179286040309618 | 0.0358572080619237 | 0.982071395969038 |
| 21 | 0.00545734643511248 | 0.0109146928702250 | 0.994542653564888 |
| 22 | 0.00463566625863346 | 0.00927133251726693 | 0.995364333741366 |
| 23 | 0.00168912832245157 | 0.00337825664490313 | 0.998310871677548 |
| 24 | 0.000914553265246275 | 0.00182910653049255 | 0.999085446734754 |
| 25 | 0.00104599789260711 | 0.00209199578521422 | 0.998954002107393 |
| 26 | 0.000483012102548328 | 0.000966024205096656 | 0.999516987897452 |
| 27 | 0.000244621936788949 | 0.000489243873577899 | 0.999755378063211 |
| 28 | 0.000269834089363532 | 0.000539668178727065 | 0.999730165910636 |
| 29 | 0.000203284995945337 | 0.000406569991890673 | 0.999796715004055 |
| 30 | 9.89555330327366e-05 | 0.000197911066065473 | 0.999901044466967 |
| 31 | 5.68724174583902e-05 | 0.000113744834916780 | 0.999943127582542 |
| 32 | 2.39610085981348e-05 | 4.79220171962695e-05 | 0.999976038991402 |
| 33 | 1.63973109905682e-05 | 3.27946219811365e-05 | 0.99998360268901 |
| 34 | 6.99255884753423e-06 | 1.39851176950685e-05 | 0.999993007441152 |
| 35 | 3.33821857068115e-06 | 6.6764371413623e-06 | 0.99999666178143 |
| 36 | 6.36122086135732e-06 | 1.27224417227146e-05 | 0.999993638779139 |
| 37 | 1.72072569962733e-05 | 3.44145139925466e-05 | 0.999982792743004 |
| 38 | 6.43323019798005e-06 | 1.28664603959601e-05 | 0.999993566769802 |
| 39 | 3.12367154777209e-06 | 6.24734309554418e-06 | 0.999996876328452 |
| 40 | 2.06149163271832e-06 | 4.12298326543664e-06 | 0.999997938508367 |
| 41 | 4.55151393175996e-06 | 9.10302786351992e-06 | 0.999995448486068 |
| 42 | 3.87491782247308e-06 | 7.74983564494616e-06 | 0.999996125082178 |
| 43 | 6.44263486316505e-06 | 1.28852697263301e-05 | 0.999993557365137 |
| 44 | 6.90061738930881e-05 | 0.000138012347786176 | 0.999930993826107 |
| 45 | 0.00357598749966047 | 0.00715197499932094 | 0.99642401250034 |
| 46 | 0.0158633224177949 | 0.0317266448355898 | 0.984136677582205 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 24 | 0.857142857142857 | NOK |
| 5% type I error level | 27 | 0.964285714285714 | NOK |
| 10% type I error level | 27 | 0.964285714285714 | NOK |
