Multiple Linear Regression - Estimated Regression Equation |
Investgoed[t] = -0.265915380217017 + 1.00324478774887Uitvoer[t] -27.2082055661959M1[t] -17.7491483570902M2[t] -10.7458319520821M3[t] -14.3164901701178M4[t] -13.5402815455929M5[t] + 0.110014736590909M6[t] -14.6658456995007M7[t] -8.21961363494651M8[t] -4.88144820951547M9[t] -9.68048635839078M10[t] -11.2145734937827M11[t] -0.0555664956132794t + 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) | -0.265915380217017 | 7.714885 | -0.0345 | 0.972653 | 0.486327 |
Uitvoer | 1.00324478774887 | 0.056436 | 17.7766 | 0 | 0 |
M1 | -27.2082055661959 | 3.164989 | -8.5966 | 0 | 0 |
M2 | -17.7491483570902 | 3.411725 | -5.2024 | 4e-06 | 2e-06 |
M3 | -10.7458319520821 | 3.106695 | -3.4589 | 0.00118 | 0.00059 |
M4 | -14.3164901701178 | 3.103017 | -4.6137 | 3.2e-05 | 1.6e-05 |
M5 | -13.5402815455929 | 3.122402 | -4.3365 | 7.8e-05 | 3.9e-05 |
M6 | 0.110014736590909 | 3.275754 | 0.0336 | 0.973354 | 0.486677 |
M7 | -14.6658456995007 | 3.209383 | -4.5697 | 3.7e-05 | 1.8e-05 |
M8 | -8.21961363494651 | 3.188231 | -2.5781 | 0.013202 | 0.006601 |
M9 | -4.88144820951547 | 3.090582 | -1.5795 | 0.121084 | 0.060542 |
M10 | -9.68048635839078 | 3.147703 | -3.0754 | 0.003532 | 0.001766 |
M11 | -11.2145734937827 | 3.138524 | -3.5732 | 0.000841 | 0.000421 |
t | -0.0555664956132794 | 0.040998 | -1.3553 | 0.181925 | 0.090962 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.970324156962185 |
R-squared | 0.941528969584375 |
Adjusted R-squared | 0.925004547945176 |
F-TEST (value) | 56.9780286500874 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 46 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 4.88345637341356 |
Sum Squared Residuals | 1097.01472294754 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 79.8 | 82.6968173879417 | -2.89681738794174 |
2 | 83.4 | 77.9244592505432 | 5.47554074945685 |
3 | 113.6 | 112.280856761237 | 1.31914323876273 |
4 | 112.9 | 108.985702827545 | 3.91429717245464 |
5 | 104 | 106.586253666558 | -2.58625366655799 |
6 | 109.9 | 115.214921753772 | -5.3149217537716 |
7 | 99 | 95.4374980184648 | 3.56250198153516 |
8 | 106.3 | 105.931434769299 | 0.368565230701424 |
9 | 128.9 | 126.810947276232 | 2.08905272376843 |
10 | 111.1 | 113.057561364410 | -1.95756136441048 |
11 | 102.9 | 107.113825354575 | -4.21382535457512 |
12 | 130 | 127.803657836359 | 2.19634216364111 |
13 | 87 | 84.4077095875478 | 2.59229041245216 |
14 | 87.5 | 86.0761829874964 | 1.42381701250359 |
15 | 117.6 | 121.154916745370 | -3.55491674536967 |
16 | 103.4 | 107.446081914844 | -4.04608191484446 |
17 | 110.8 | 117.476835674066 | -6.67683567406565 |
18 | 112.6 | 123.798040749457 | -11.1980407494569 |
19 | 102.5 | 105.364965029734 | -2.86496502973356 |
20 | 112.4 | 113.400952050583 | -1.00095205058257 |
21 | 135.6 | 139.677921515605 | -4.07792151560453 |
22 | 105.1 | 107.785869841284 | -2.6858698412838 |
23 | 127.7 | 121.927094482181 | 5.77290551781912 |
24 | 137 | 135.544051210335 | 1.45594878966492 |
25 | 91 | 92.9005365523357 | -1.90053655233570 |
26 | 90.5 | 92.532423033154 | -2.03242303315405 |
27 | 122.4 | 122.344121655346 | 0.0558783446542843 |
28 | 123.3 | 121.958377606126 | 1.34162239387443 |
29 | 124.3 | 122.889701140464 | 1.41029885953554 |
30 | 120 | 118.335732716658 | 1.6642672833421 |
31 | 118.1 | 114.459738867171 | 3.64026113282925 |
32 | 119 | 118.432584497637 | 0.567415502363172 |
33 | 142.7 | 140.947386008600 | 1.75261399139952 |
34 | 123.6 | 117.001033053251 | 6.59896694674917 |
35 | 129.6 | 123.918895222356 | 5.68110477764394 |
36 | 151.6 | 142.150777974155 | 9.44922202584495 |
37 | 110.4 | 106.550041726153 | 3.84995827384726 |
38 | 99.2 | 102.75083103287 | -3.55083103286996 |
39 | 130.5 | 124.095143646461 | 6.40485635353882 |
40 | 136.2 | 136.731516942221 | -0.531516942221357 |
41 | 129.7 | 127.088640413687 | 2.61135958631285 |
42 | 128 | 121.370908036092 | 6.62909196390811 |
43 | 121.6 | 127.517329616216 | -5.91732961621599 |
44 | 135.8 | 135.693770907350 | 0.106229092650180 |
45 | 143.8 | 140.441107227281 | 3.35889277271905 |
46 | 147.5 | 146.521870769255 | 0.978129230744951 |
47 | 136.2 | 133.786167546360 | 2.41383245364013 |
48 | 156.6 | 162.652445048297 | -6.05244504829693 |
49 | 123.3 | 124.944894746022 | -1.64489474602197 |
50 | 104.5 | 105.816103695936 | -1.31610369593642 |
51 | 139.8 | 144.024961191586 | -4.22496119158616 |
52 | 136.5 | 137.178320709263 | -0.678320709263254 |
53 | 112.1 | 106.858569105225 | 5.24143089477525 |
54 | 118.5 | 110.280396744022 | 8.21960325597826 |
55 | 94.4 | 92.8204684684149 | 1.57953153158514 |
56 | 102.3 | 102.341257775132 | -0.0412577751322 |
57 | 111.4 | 114.522637972282 | -3.12263797228246 |
58 | 99.2 | 102.133664971800 | -2.93366497179984 |
59 | 87.8 | 97.454017394528 | -9.65401739452808 |
60 | 115.8 | 122.849067930854 | -7.04906793085405 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.381049082288669 | 0.762098164577338 | 0.618950917711331 |
18 | 0.369123833177892 | 0.738247666355783 | 0.630876166822108 |
19 | 0.251906262571093 | 0.503812525142187 | 0.748093737428907 |
20 | 0.170427966114207 | 0.340855932228414 | 0.829572033885793 |
21 | 0.118209646833454 | 0.236419293666909 | 0.881790353166546 |
22 | 0.0807213702340897 | 0.161442740468179 | 0.91927862976591 |
23 | 0.417635251993604 | 0.835270503987207 | 0.582364748006396 |
24 | 0.315378026480575 | 0.63075605296115 | 0.684621973519425 |
25 | 0.259764357512491 | 0.519528715024982 | 0.740235642487509 |
26 | 0.197570456922592 | 0.395140913845185 | 0.802429543077408 |
27 | 0.186049081673888 | 0.372098163347777 | 0.813950918326112 |
28 | 0.151872323252713 | 0.303744646505427 | 0.848127676747287 |
29 | 0.227524039792588 | 0.455048079585177 | 0.772475960207412 |
30 | 0.500808962188126 | 0.998382075623748 | 0.499191037811874 |
31 | 0.431142637560337 | 0.862285275120674 | 0.568857362439663 |
32 | 0.406336970121493 | 0.812673940242987 | 0.593663029878507 |
33 | 0.359274336798357 | 0.718548673596714 | 0.640725663201643 |
34 | 0.35418731325533 | 0.70837462651066 | 0.64581268674467 |
35 | 0.287547016503121 | 0.575094033006242 | 0.71245298349688 |
36 | 0.456178511935351 | 0.912357023870702 | 0.543821488064649 |
37 | 0.372641086963504 | 0.745282173927009 | 0.627358913036496 |
38 | 0.375219673292545 | 0.75043934658509 | 0.624780326707455 |
39 | 0.45916667746083 | 0.91833335492166 | 0.54083332253917 |
40 | 0.348197508518478 | 0.696395017036957 | 0.651802491481522 |
41 | 0.256470415458636 | 0.512940830917271 | 0.743529584541365 |
42 | 0.187638296963563 | 0.375276593927126 | 0.812361703036437 |
43 | 0.457723492396732 | 0.915446984793463 | 0.542276507603268 |
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 |