| Multiple Linear Regression - Estimated Regression Equation |
| Y(omzet)[t] = -37.7533688137505 + 1.48903215087652`X(prod)`[t] -0.714477893125787M1[t] + 0.398360687926065M2[t] -3.58771567669893M3[t] + 11.7993653902309M4[t] -4.26042698337578M5[t] -5.93922538841844M6[t] -4.85054153031326M7[t] -2.50383254961587M8[t] + 0.748592440063247M9[t] + 2.17500536687042M10[t] + 0.847482927713403M11[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) | -37.7533688137505 | 13.371138 | -2.8235 | 0.006946 | 0.003473 |
| `X(prod)` | 1.48903215087652 | 0.119588 | 12.4514 | 0 | 0 |
| M1 | -0.714477893125787 | 3.06093 | -0.2334 | 0.81645 | 0.408225 |
| M2 | 0.398360687926065 | 3.088947 | 0.129 | 0.897937 | 0.448969 |
| M3 | -3.58771567669893 | 3.056891 | -1.1736 | 0.246449 | 0.123225 |
| M4 | 11.7993653902309 | 3.996747 | 2.9522 | 0.004911 | 0.002455 |
| M5 | -4.26042698337578 | 3.288474 | -1.2956 | 0.201453 | 0.100726 |
| M6 | -5.93922538841844 | 3.050807 | -1.9468 | 0.057552 | 0.028776 |
| M7 | -4.85054153031326 | 3.048646 | -1.591 | 0.118303 | 0.059152 |
| M8 | -2.50383254961587 | 3.032442 | -0.8257 | 0.413156 | 0.206578 |
| M9 | 0.748592440063247 | 3.258669 | 0.2297 | 0.819304 | 0.409652 |
| M10 | 2.17500536687042 | 3.248777 | 0.6695 | 0.506462 | 0.253231 |
| M11 | 0.847482927713403 | 3.193335 | 0.2654 | 0.791869 | 0.395934 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.932939088464168 |
| R-squared | 0.870375342784353 |
| Adjusted R-squared | 0.837279685622912 |
| F-TEST (value) | 26.2987780704469 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 47 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 4.76704844747167 |
| Sum Squared Residuals | 1068.06329232548 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 108.01 | 114.753561618318 | -6.74356161831793 |
| 2 | 101.21 | 107.676723369549 | -6.46672336954877 |
| 3 | 119.93 | 124.537097117195 | -4.60709711719513 |
| 4 | 94.76 | 104.187406563088 | -9.4274065630884 |
| 5 | 95.26 | 102.124516407721 | -6.86451640772103 |
| 6 | 117.96 | 126.205974212842 | -8.24597421284223 |
| 7 | 115.86 | 121.636335897617 | -5.77633589761661 |
| 8 | 111.44 | 114.453239112704 | -3.01323911270428 |
| 9 | 108.16 | 114.280890155367 | -6.12089015536737 |
| 10 | 108.77 | 105.284078026039 | 3.48592197396112 |
| 11 | 109.45 | 105.892297383021 | 3.55770261697864 |
| 12 | 124.83 | 118.148297383021 | 6.68170261697865 |
| 13 | 115.31 | 114.604658403230 | 0.705341596769839 |
| 14 | 109.49 | 108.719045875162 | 0.770954124837636 |
| 15 | 124.24 | 128.259677494386 | -4.01967749438644 |
| 16 | 92.85 | 94.508697582391 | -1.65869758239103 |
| 17 | 98.42 | 100.486581041757 | -2.06658104175687 |
| 18 | 120.88 | 124.865845277053 | -3.98584527705336 |
| 19 | 111.72 | 115.08459443376 | -3.36459443375993 |
| 20 | 116.1 | 121.749496651999 | -5.64949665199923 |
| 21 | 109.37 | 115.323212660981 | -5.95321266098093 |
| 22 | 111.65 | 111.835819489896 | -0.185819489895579 |
| 23 | 114.29 | 113.039651707229 | 1.25034829277134 |
| 24 | 133.68 | 134.229844612488 | -0.549844612487789 |
| 25 | 114.27 | 111.477690886389 | 2.79230911361052 |
| 26 | 126.49 | 126.289625255505 | 0.200374744494649 |
| 27 | 131 | 129.302 | 1.69800000000001 |
| 28 | 104 | 101.209342261335 | 2.79065773866463 |
| 29 | 108.88 | 107.633935365964 | 1.24606463403582 |
| 30 | 128.48 | 127.248296718456 | 1.23170328154421 |
| 31 | 132.44 | 130.868335233051 | 1.57166476694894 |
| 32 | 128.04 | 127.854528470593 | 0.185471529407012 |
| 33 | 116.35 | 114.876503015718 | 1.47349698428201 |
| 34 | 120.93 | 122.259044546031 | -1.32904454603124 |
| 35 | 118.59 | 119.889199601261 | -1.29919960126066 |
| 36 | 133.1 | 139.143650710380 | -6.04365071038032 |
| 37 | 121.05 | 119.518464501123 | 1.53153549887731 |
| 38 | 127.62 | 125.396205964979 | 2.22379403502059 |
| 39 | 135.44 | 133.173483592279 | 2.26651640772104 |
| 40 | 114.88 | 111.781470532559 | 3.09852946744132 |
| 41 | 114.34 | 113.143354324207 | 1.19664567579269 |
| 42 | 128.85 | 123.823522771440 | 5.02647722856021 |
| 43 | 138.9 | 139.653624923223 | -0.753624923222548 |
| 44 | 129.44 | 128.450141330944 | 0.989858669056423 |
| 45 | 114.96 | 111.898438713965 | 3.06156128603505 |
| 46 | 127.98 | 129.257495655151 | -1.2774956551509 |
| 47 | 127.03 | 131.056940732835 | -4.02694073283458 |
| 48 | 128.75 | 125.742361352492 | 3.00763864750839 |
| 49 | 137.91 | 136.195624590940 | 1.71437540906025 |
| 50 | 128.37 | 125.098399534804 | 3.27160046519589 |
| 51 | 135.9 | 131.237741796139 | 4.66225820386052 |
| 52 | 122.19 | 116.993083060627 | 5.19691693937349 |
| 53 | 113.08 | 106.591612860351 | 6.48838713964939 |
| 54 | 136.2 | 130.226361020209 | 5.97363897979116 |
| 55 | 138 | 129.677109512350 | 8.32289048765015 |
| 56 | 115.24 | 107.75259443376 | 7.48740556624007 |
| 57 | 110.95 | 103.410955453969 | 7.53904454603125 |
| 58 | 99.23 | 99.9235622828834 | -0.693562282883395 |
| 59 | 102.39 | 101.871910575655 | 0.518089424345254 |
| 60 | 112.67 | 115.765845941619 | -3.09584594161890 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.78939471729086 | 0.421210565418281 | 0.210605282709140 |
| 17 | 0.731869941789105 | 0.53626011642179 | 0.268130058210895 |
| 18 | 0.715313485861854 | 0.569373028276291 | 0.284686514138146 |
| 19 | 0.714348919419678 | 0.571302161160644 | 0.285651080580322 |
| 20 | 0.739158298742416 | 0.521683402515169 | 0.260841701257584 |
| 21 | 0.828318734219558 | 0.343362531560885 | 0.171681265780442 |
| 22 | 0.747452500914341 | 0.505094998171319 | 0.252547499085659 |
| 23 | 0.677872149063013 | 0.644255701873975 | 0.322127850936987 |
| 24 | 0.601753640537746 | 0.796492718924509 | 0.398246359462254 |
| 25 | 0.607248502458548 | 0.785502995082905 | 0.392751497541452 |
| 26 | 0.84947542857768 | 0.301049142844641 | 0.150524571422321 |
| 27 | 0.882023117800227 | 0.235953764399546 | 0.117976882199773 |
| 28 | 0.938706196651391 | 0.122587606697217 | 0.0612938033486086 |
| 29 | 0.947523412823658 | 0.104953174352684 | 0.0524765871763418 |
| 30 | 0.965881391775526 | 0.068237216448948 | 0.034118608224474 |
| 31 | 0.967768539294364 | 0.0644629214112721 | 0.0322314607056361 |
| 32 | 0.958146282486213 | 0.0837074350275734 | 0.0418537175137867 |
| 33 | 0.95924938217724 | 0.0815012356455206 | 0.0407506178227603 |
| 34 | 0.935288792448867 | 0.129422415102266 | 0.064711207551133 |
| 35 | 0.902359043703227 | 0.195281912593545 | 0.0976409562967727 |
| 36 | 0.908238260180532 | 0.183523479638937 | 0.0917617398194683 |
| 37 | 0.870573853729185 | 0.258852292541630 | 0.129426146270815 |
| 38 | 0.817954540849281 | 0.364090918301437 | 0.182045459150719 |
| 39 | 0.758210497196583 | 0.483579005606834 | 0.241789502803417 |
| 40 | 0.70478511739159 | 0.59042976521682 | 0.29521488260841 |
| 41 | 0.654065236832393 | 0.691869526335213 | 0.345934763167607 |
| 42 | 0.584096099323823 | 0.831807801352354 | 0.415903900676177 |
| 43 | 0.672066966371459 | 0.655866067257082 | 0.327933033628541 |
| 44 | 0.61127830511023 | 0.777443389779538 | 0.388721694889769 |
| 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 | 4 | 0.137931034482759 | NOK |
