| Multiple Linear Regression - Estimated Regression Equation |
| BouwV[t] = + 31.8082471358567 -7.02863629197244X[t] + 0.238965295567245Y1[t] + 0.0273747630402027Y2[t] + 0.402192343482086Y3[t] + 35.1646947722934D1[t] + 46.4488639594472D2[t] + 48.3693352090327D3[t] -2.53493234791146M1[t] + 2.46209784069195M2[t] -9.05815573602356M3[t] -8.97051564784286M4[t] -8.52014242938935M5[t] -0.581790688040753M6[t] -15.662456704794M7[t] -2.1316338495595M8[t] -9.61420426024542M9[t] + 1.19846234618739M10[t] + 11.0501843155142M11[t] + 0.183692662157701t + 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) | 31.8082471358567 | 9.395879 | 3.3853 | 0.001083 | 0.000541 |
| X | -7.02863629197244 | 3.593639 | -1.9559 | 0.053806 | 0.026903 |
| Y1 | 0.238965295567245 | 0.083335 | 2.8675 | 0.005229 | 0.002614 |
| Y2 | 0.0273747630402027 | 0.084011 | 0.3258 | 0.74535 | 0.372675 |
| Y3 | 0.402192343482086 | 0.081214 | 4.9523 | 4e-06 | 2e-06 |
| D1 | 35.1646947722934 | 10.239791 | 3.4341 | 0.000926 | 0.000463 |
| D2 | 46.4488639594472 | 10.674105 | 4.3515 | 3.8e-05 | 1.9e-05 |
| D3 | 48.3693352090327 | 10.191496 | 4.746 | 8e-06 | 4e-06 |
| M1 | -2.53493234791146 | 4.924658 | -0.5147 | 0.608085 | 0.304042 |
| M2 | 2.46209784069195 | 4.752438 | 0.5181 | 0.605771 | 0.302885 |
| M3 | -9.05815573602356 | 4.620506 | -1.9604 | 0.053261 | 0.02663 |
| M4 | -8.97051564784286 | 4.913921 | -1.8255 | 0.071475 | 0.035737 |
| M5 | -8.52014242938935 | 4.904506 | -1.7372 | 0.086016 | 0.043008 |
| M6 | -0.581790688040753 | 4.812185 | -0.1209 | 0.904059 | 0.45203 |
| M7 | -15.662456704794 | 4.608836 | -3.3984 | 0.001039 | 0.000519 |
| M8 | -2.1316338495595 | 5.154911 | -0.4135 | 0.680283 | 0.340142 |
| M9 | -9.61420426024542 | 5.289551 | -1.8176 | 0.072693 | 0.036347 |
| M10 | 1.19846234618739 | 4.842068 | 0.2475 | 0.805117 | 0.402559 |
| M11 | 11.0501843155142 | 4.846427 | 2.2801 | 0.025137 | 0.012569 |
| t | 0.183692662157701 | 0.063583 | 2.889 | 0.004915 | 0.002458 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.888787196164306 |
| R-squared | 0.78994268006561 |
| Adjusted R-squared | 0.742429714842354 |
| F-TEST (value) | 16.6258341560837 |
| F-TEST (DF numerator) | 19 |
| F-TEST (DF denominator) | 84 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 9.42444946867422 |
| Sum Squared Residuals | 7460.90081415787 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 110.3672031 | 100.497061023286 | 9.87014207671448 |
| 2 | 96.8602511 | 109.665005884637 | -12.8047547846368 |
| 3 | 94.1944583 | 90.5679275748986 | 3.62653072510141 |
| 4 | 99.51621961 | 93.12207918533 | 6.39414042466996 |
| 5 | 94.06333487 | 89.5224932059295 | 4.54084166407054 |
| 6 | 97.5541476 | 95.4150078971956 | 2.1391397028044 |
| 7 | 78.15062422 | 83.3433178634725 | -5.19269364347253 |
| 8 | 81.2434643 | 90.3235163603003 | -9.08005206030026 |
| 9 | 92.36262465 | 84.6365313534947 | 7.72609329650527 |
| 10 | 96.06324371 | 90.5707012858822 | 5.4925424241178 |
| 11 | 114.0523777 | 103.038736424399 | 11.0136412756008 |
| 12 | 110.6616666 | 101.044368220551 | 9.61729837944905 |
| 13 | 104.9171949 | 99.8636751869531 | 5.05351971304688 |
| 14 | 90.00187193 | 110.813940703797 | -20.8120687737971 |
| 15 | 95.7008067 | 94.392163632274 | 1.30864306772604 |
| 16 | 86.02741157 | 93.3066580472825 | -7.2792464772825 |
| 17 | 84.85287668 | 85.7862964913284 | -0.933419811328375 |
| 18 | 100.04328 | 95.6549288487116 | 4.38835115128838 |
| 19 | 80.91713823 | 80.4652166422064 | 0.451921587793574 |
| 20 | 74.06539709 | 89.552692789929 | -15.4872956999291 |
| 21 | 77.30281369 | 86.2023770056123 | -8.89956331561229 |
| 22 | 97.23043249 | 90.092413918529 | 7.1380185714711 |
| 23 | 90.75515676 | 102.222743552765 | -11.4675867927650 |
| 24 | 100.5614455 | 91.656463732497 | 8.90498176750306 |
| 25 | 92.01293267 | 99.486063300376 | -7.47313063037595 |
| 26 | 99.24012138 | 100.288126766076 | -1.04800538607567 |
| 27 | 105.8672755 | 94.3886138738585 | 11.4786616261415 |
| 28 | 90.9920463 | 93.003302637251 | -2.01125633725107 |
| 29 | 93.30624423 | 93.1708417131818 | 0.135402516818164 |
| 30 | 91.17419413 | 104.104083880653 | -12.9298897506527 |
| 31 | 77.33295039 | 82.7782718719272 | -5.44532148192725 |
| 32 | 91.1277721 | 94.0575988104428 | -2.92982671044282 |
| 33 | 85.01249943 | 88.8188097154378 | -3.80631028543779 |
| 34 | 83.90390242 | 93.1646187619632 | -9.26071634196322 |
| 35 | 104.8626302 | 108.315884712483 | -3.4532545124831 |
| 36 | 110.9039108 | 99.9679382111526 | 10.9359725888474 |
| 37 | 95.43714373 | 99.188225906755 | -3.75108217675502 |
| 38 | 111.6238727 | 109.267746660290 | 2.35612603971050 |
| 39 | 108.8925403 | 103.805609936922 | 5.08693036307776 |
| 40 | 96.17511682 | 97.6467416089771 | -1.47162478897713 |
| 41 | 101.9740205 | 101.677193509356 | 0.296826990644036 |
| 42 | 99.11953031 | 109.738317211688 | -10.6187869016880 |
| 43 | 86.78158147 | 89.2031130268029 | -2.42153155680293 |
| 44 | 118.4195003 | 102.223420621085 | 16.1960796789148 |
| 45 | 118.7441447 | 100.999104972041 | 17.7450397279594 |
| 46 | 106.5296192 | 107.976894958966 | -1.44727575896614 |
| 47 | 134.7772694 | 127.826877674786 | 6.95039172521446 |
| 48 | 104.6778714 | 123.506793851375 | -18.8289224513755 |
| 49 | 105.2954304 | 109.823526721456 | -4.52809632145642 |
| 50 | 139.4139849 | 125.688849485080 | 13.7251354149198 |
| 51 | 103.6060491 | 110.416597143210 | -6.81054804321038 |
| 52 | 99.78182974 | 103.313440777609 | -3.53161103760905 |
| 53 | 103.4610301 | 115.775638581636 | -12.3146084816363 |
| 54 | 120.0594945 | 110.270519473169 | 9.78897502683065 |
| 55 | 96.71377168 | 97.9026485615266 | -1.18887688152666 |
| 56 | 107.1308929 | 107.972471769716 | -0.841578869716332 |
| 57 | 105.3608372 | 109.199616137525 | -3.83877893752545 |
| 58 | 111.6942359 | 110.668688776295 | 1.02554712370545 |
| 59 | 132.0519998 | 126.358797440523 | 5.69320235947691 |
| 60 | 126.8037879 | 119.818577293193 | 6.98521060680693 |
| 61 | 154.4824253 | 154.4824253 | 3.33066907387547e-16 |
| 62 | 141.5570984 | 139.156755359506 | 2.40034304049400 |
| 63 | 109.9506882 | 123.378395378936 | -13.4277071789356 |
| 64 | 127.904198 | 126.875201253204 | 1.02899674679640 |
| 65 | 133.0888617 | 125.735847403682 | 7.35301429631823 |
| 66 | 120.0796299 | 122.876463389796 | -2.7968334897962 |
| 67 | 117.5557142 | 112.233428233432 | 5.32228596656794 |
| 68 | 143.0362309 | 127.073922895396 | 15.9623080046036 |
| 69 | 159.982927 | 159.982927 | 1.88737914186277e-15 |
| 70 | 128.5991124 | 128.262518088238 | 0.336594311761745 |
| 71 | 149.7373327 | 141.510270702565 | 8.2270619974346 |
| 72 | 126.8169313 | 141.651787041729 | -14.8348557417290 |
| 73 | 140.9639674 | 121.779690691327 | 19.1842767086729 |
| 74 | 137.6691981 | 138.215254007511 | -0.546055907511498 |
| 75 | 117.9402337 | 117.260219381696 | 0.680014318304081 |
| 76 | 122.3095247 | 118.416650396478 | 3.89287430352231 |
| 77 | 127.7804207 | 118.229618480845 | 9.55080221915521 |
| 78 | 136.1677176 | 119.843787043277 | 16.3239305567232 |
| 79 | 116.2405856 | 108.858146439663 | 7.38243916033725 |
| 80 | 123.1576893 | 120.240721717240 | 2.91696758276046 |
| 81 | 116.3400234 | 117.422597777971 | -1.0825743779713 |
| 82 | 108.6119282 | 118.964585656445 | -10.3526574564447 |
| 83 | 125.8982264 | 129.748627893001 | -3.85040149300129 |
| 84 | 112.8003105 | 120.059393798020 | -7.2590832980203 |
| 85 | 107.5182447 | 111.943234365835 | -4.42498966583474 |
| 86 | 135.0955413 | 122.455591240598 | 12.6399500594017 |
| 87 | 115.5096488 | 112.296570368815 | 3.21307843118489 |
| 88 | 115.8640759 | 106.518070066129 | 9.34600583387147 |
| 89 | 104.5883906 | 117.792050103784 | -13.2036595037845 |
| 90 | 163.7213386 | 163.7213386 | -2.10942374678780e-15 |
| 91 | 113.4482275 | 114.419631085693 | -0.971403585693479 |
| 92 | 98.0428844 | 113.204373894184 | -15.1614894941843 |
| 93 | 116.7868521 | 124.630758207918 | -7.84390610791782 |
| 94 | 126.5330444 | 119.465097273682 | 7.06794712631802 |
| 95 | 113.0336597 | 126.146714259477 | -13.1130545594774 |
| 96 | 124.3392163 | 119.859818151482 | 4.47939814851835 |
| 97 | 109.8298759 | 123.760515604012 | -13.9306397040121 |
| 98 | 124.4434777 | 120.354147402505 | 4.08933029749514 |
| 99 | 111.5039454 | 116.659548709390 | -5.15560330938978 |
| 100 | 102.0350019 | 108.403280567740 | -6.36827866774037 |
| 101 | 116.8726598 | 112.297859690257 | 4.57480010974299 |
| 102 | 112.2073122 | 118.502198495510 | -6.29488629550977 |
| 103 | 101.1513902 | 99.088209765276 | 2.06318043472409 |
| 104 | 124.4255108 | 116.000623231706 | 8.42488756829401 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 23 | 0.699670597687469 | 0.600658804625062 | 0.300329402312531 |
| 24 | 0.563216946749266 | 0.873566106501469 | 0.436783053250734 |
| 25 | 0.446006903159457 | 0.892013806318914 | 0.553993096840543 |
| 26 | 0.511025052331027 | 0.977949895337945 | 0.488974947668973 |
| 27 | 0.695246684550143 | 0.609506630899713 | 0.304753315449857 |
| 28 | 0.596184662748985 | 0.80763067450203 | 0.403815337251015 |
| 29 | 0.531672470987528 | 0.936655058024945 | 0.468327529012472 |
| 30 | 0.468667670067788 | 0.937335340135576 | 0.531332329932212 |
| 31 | 0.382392868072224 | 0.764785736144447 | 0.617607131927776 |
| 32 | 0.480949337697824 | 0.961898675395647 | 0.519050662302176 |
| 33 | 0.399479543423276 | 0.798959086846552 | 0.600520456576724 |
| 34 | 0.392892173898643 | 0.785784347797286 | 0.607107826101357 |
| 35 | 0.336232778151222 | 0.672465556302445 | 0.663767221848778 |
| 36 | 0.306598456452706 | 0.613196912905411 | 0.693401543547294 |
| 37 | 0.243966117457298 | 0.487932234914596 | 0.756033882542702 |
| 38 | 0.355575358336231 | 0.711150716672463 | 0.644424641663769 |
| 39 | 0.315832749792244 | 0.631665499584489 | 0.684167250207756 |
| 40 | 0.259477555781311 | 0.518955111562622 | 0.740522444218689 |
| 41 | 0.208319665264695 | 0.416639330529391 | 0.791680334735305 |
| 42 | 0.213332154068427 | 0.426664308136854 | 0.786667845931573 |
| 43 | 0.190069878515349 | 0.380139757030698 | 0.809930121484651 |
| 44 | 0.445087047144116 | 0.890174094288231 | 0.554912952855884 |
| 45 | 0.572293345769434 | 0.855413308461133 | 0.427706654230566 |
| 46 | 0.52106878784701 | 0.95786242430598 | 0.47893121215299 |
| 47 | 0.466579867518283 | 0.933159735036567 | 0.533420132481717 |
| 48 | 0.720372842724693 | 0.559254314550614 | 0.279627157275307 |
| 49 | 0.67647246287334 | 0.64705507425332 | 0.32352753712666 |
| 50 | 0.75526837514552 | 0.489463249708959 | 0.244731624854479 |
| 51 | 0.723881113860427 | 0.552237772279146 | 0.276118886139573 |
| 52 | 0.679862919174941 | 0.640274161650118 | 0.320137080825059 |
| 53 | 0.764455805118133 | 0.471088389763734 | 0.235544194881867 |
| 54 | 0.750418966533943 | 0.499162066932114 | 0.249581033466057 |
| 55 | 0.742268057593622 | 0.515463884812756 | 0.257731942406378 |
| 56 | 0.756596982292105 | 0.48680603541579 | 0.243403017707895 |
| 57 | 0.731858741686566 | 0.536282516626868 | 0.268141258313434 |
| 58 | 0.716619787484668 | 0.566760425030664 | 0.283380212515332 |
| 59 | 0.671597962830405 | 0.65680407433919 | 0.328402037169595 |
| 60 | 0.611401264672753 | 0.777197470654493 | 0.388598735327247 |
| 61 | 0.538334519583533 | 0.923330960832935 | 0.461665480416467 |
| 62 | 0.480897951097123 | 0.961795902194247 | 0.519102048902877 |
| 63 | 0.48156541008004 | 0.96313082016008 | 0.51843458991996 |
| 64 | 0.420209062847089 | 0.840418125694178 | 0.579790937152911 |
| 65 | 0.370984579834657 | 0.741969159669315 | 0.629015420165343 |
| 66 | 0.338541061807601 | 0.677082123615201 | 0.661458938192399 |
| 67 | 0.350121186157455 | 0.700242372314911 | 0.649878813842545 |
| 68 | 0.325978737221642 | 0.651957474443283 | 0.674021262778358 |
| 69 | 0.255285195745446 | 0.510570391490893 | 0.744714804254554 |
| 70 | 0.205463039909308 | 0.410926079818616 | 0.794536960090692 |
| 71 | 0.249228502590628 | 0.498457005181257 | 0.750771497409372 |
| 72 | 0.241342628624791 | 0.482685257249582 | 0.758657371375209 |
| 73 | 0.57091944497728 | 0.85816111004544 | 0.42908055502272 |
| 74 | 0.476324738038862 | 0.952649476077724 | 0.523675261961138 |
| 75 | 0.389374396803496 | 0.778748793606993 | 0.610625603196504 |
| 76 | 0.293170436957688 | 0.586340873915375 | 0.706829563042312 |
| 77 | 0.245225947248874 | 0.490451894497747 | 0.754774052751126 |
| 78 | 0.359627335046705 | 0.719254670093411 | 0.640372664953295 |
| 79 | 0.293648668072604 | 0.587297336145209 | 0.706351331927396 |
| 80 | 0.207289766117196 | 0.414579532234392 | 0.792710233882804 |
| 81 | 0.124240777831160 | 0.248481555662319 | 0.87575922216884 |
| 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 |
