| Multiple Linear Regression - Estimated Regression Equation |
| inflatie[t] = + 0.427930689866057 + 0.0655500588117455inflatie_levensmiddelen[t] + 0.274321206698614`Y(t+1)`[t] + 0.300108421896122`Y(t+2)`[t] + 0.00523791030173268t + 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) | 0.427930689866057 | 0.134995 | 3.17 | 0.002555 | 0.001278 |
| inflatie_levensmiddelen | 0.0655500588117455 | 0.014409 | 4.5492 | 3.3e-05 | 1.6e-05 |
| `Y(t+1)` | 0.274321206698614 | 0.126509 | 2.1684 | 0.034727 | 0.017363 |
| `Y(t+2)` | 0.300108421896122 | 0.124582 | 2.4089 | 0.019577 | 0.009789 |
| t | 0.00523791030173268 | 0.003553 | 1.4744 | 0.146397 | 0.073198 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.937641068115809 |
| R-squared | 0.879170772617355 |
| Adjusted R-squared | 0.869876216664844 |
| F-TEST (value) | 94.5898628303838 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 52 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.194492190339018 |
| Sum Squared Residuals | 1.96701502934919 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1.1 | 1.29015012017575 | -0.190150120175748 |
| 2 | 1.4 | 1.26416509114271 | 0.135834908857292 |
| 3 | 1.2 | 1.30202350362089 | -0.102023503620888 |
| 4 | 1.5 | 1.34898470503291 | 0.151015294967091 |
| 5 | 1.1 | 1.376497292965 | -0.276497292965001 |
| 6 | 1.3 | 1.35548424127495 | -0.0554842412749506 |
| 7 | 1.5 | 1.29554302415796 | 0.204456975842043 |
| 8 | 1.1 | 1.37633682489159 | -0.27633682489159 |
| 9 | 1.4 | 1.34497794865545 | 0.0550220513445495 |
| 10 | 1.3 | 1.30591384632714 | -0.00591384632714398 |
| 11 | 1.5 | 1.3868621742902 | 0.113137825709799 |
| 12 | 1.6 | 1.41039847786087 | 0.189601522139130 |
| 13 | 1.7 | 1.50964519909286 | 0.190354800907137 |
| 14 | 1.1 | 1.54610604872937 | -0.446106048729371 |
| 15 | 1.6 | 1.38398704779567 | 0.216012952204326 |
| 16 | 1.3 | 1.33321049654669 | -0.0332104965466920 |
| 17 | 1.7 | 1.42587127343043 | 0.274128726569575 |
| 18 | 1.6 | 1.47702516336746 | 0.122974836632535 |
| 19 | 1.7 | 1.58798433352013 | 0.112015666479866 |
| 20 | 1.9 | 1.62997355758916 | 0.270026442410837 |
| 21 | 1.8 | 1.72664155730141 | 0.0733584426985947 |
| 22 | 1.9 | 1.80379906659955 | 0.0962009334004516 |
| 23 | 1.6 | 1.80645825538153 | -0.20645825538153 |
| 24 | 1.5 | 1.77252065762564 | -0.27252065762564 |
| 25 | 1.6 | 1.66029392068867 | -0.0602939206886746 |
| 26 | 1.6 | 1.66295310947066 | -0.0629531094706565 |
| 27 | 1.7 | 1.71786687960552 | -0.0178668796055251 |
| 28 | 2 | 1.78331193998299 | 0.216688060017008 |
| 29 | 2 | 1.92052207212744 | 0.0794779278725556 |
| 30 | 1.9 | 2.00268249723566 | -0.102682497235665 |
| 31 | 1.7 | 1.97393328098636 | -0.273933280986361 |
| 32 | 1.8 | 1.90085111363993 | -0.100851113639934 |
| 33 | 1.9 | 1.88005446611348 | 0.0199455338865220 |
| 34 | 1.7 | 1.96240035691821 | -0.262400356918208 |
| 35 | 2 | 2.01488993276275 | -0.0148899327627497 |
| 36 | 2.1 | 2.10139757362541 | -0.00139757362541303 |
| 37 | 2.4 | 2.29620519585876 | 0.103794804141236 |
| 38 | 2.5 | 2.47274536329026 | 0.0272546367097364 |
| 39 | 2.5 | 2.60855793259304 | -0.108557932593043 |
| 40 | 2.6 | 2.61758666155969 | -0.0175866615596900 |
| 41 | 2.2 | 2.65025669253128 | -0.450256692531284 |
| 42 | 2.5 | 2.58888697410553 | -0.0888869741055326 |
| 43 | 2.8 | 2.56948788942075 | 0.23051211057925 |
| 44 | 2.8 | 2.7470546883009 | 0.0529453116990967 |
| 45 | 2.9 | 2.82921511340912 | 0.0707848865908768 |
| 46 | 3 | 2.82255510909367 | 0.17744489090633 |
| 47 | 3.1 | 2.82624092932431 | 0.273759070675694 |
| 48 | 2.9 | 2.81026173191142 | 0.0897382680885825 |
| 49 | 2.7 | 2.70543116660777 | -0.00543116660777018 |
| 50 | 2.2 | 2.54334310414116 | -0.343343104141159 |
| 51 | 2.5 | 2.31206869142731 | 0.187931308572686 |
| 52 | 2.3 | 2.22332872926587 | 0.0766712707341285 |
| 53 | 2.6 | 2.23751490127202 | 0.362485098727981 |
| 54 | 2.3 | 2.23225245979824 | 0.0677475402017604 |
| 55 | 2.2 | 2.2255615170157 | -0.0255615170157007 |
| 56 | 1.8 | 2.09366976243521 | -0.293669762435212 |
| 57 | 1.8 | 1.94605833610554 | -0.146058336105538 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.355927954093703 | 0.711855908187406 | 0.644072045906297 |
| 9 | 0.204473922060758 | 0.408947844121516 | 0.795526077939242 |
| 10 | 0.112596983033433 | 0.225193966066866 | 0.887403016966567 |
| 11 | 0.0641841871537202 | 0.128368374307440 | 0.93581581284628 |
| 12 | 0.0959560060139252 | 0.191912012027850 | 0.904043993986075 |
| 13 | 0.0885050630567951 | 0.177010126113590 | 0.911494936943205 |
| 14 | 0.187348652792774 | 0.374697305585547 | 0.812651347207226 |
| 15 | 0.200148802098520 | 0.400297604197039 | 0.79985119790148 |
| 16 | 0.139927578679711 | 0.279855157359423 | 0.860072421320289 |
| 17 | 0.134238507787149 | 0.268477015574298 | 0.865761492212851 |
| 18 | 0.0894532848445683 | 0.178906569689137 | 0.910546715155432 |
| 19 | 0.063877415336593 | 0.127754830673186 | 0.936122584663407 |
| 20 | 0.060461883956804 | 0.120923767913608 | 0.939538116043196 |
| 21 | 0.0422163666131195 | 0.084432733226239 | 0.95778363338688 |
| 22 | 0.0561132422384892 | 0.112226484476978 | 0.943886757761511 |
| 23 | 0.176610381519666 | 0.353220763039331 | 0.823389618480334 |
| 24 | 0.532429119984875 | 0.93514176003025 | 0.467570880015125 |
| 25 | 0.546631854330717 | 0.906736291338565 | 0.453368145669283 |
| 26 | 0.487864338893522 | 0.975728677787044 | 0.512135661106478 |
| 27 | 0.410219441982036 | 0.820438883964071 | 0.589780558017964 |
| 28 | 0.477608196492944 | 0.955216392985887 | 0.522391803507056 |
| 29 | 0.453142589718071 | 0.906285179436143 | 0.546857410281929 |
| 30 | 0.376165573300614 | 0.752331146601228 | 0.623834426699386 |
| 31 | 0.367963817863539 | 0.735927635727077 | 0.632036182136462 |
| 32 | 0.308691010972414 | 0.617382021944827 | 0.691308989027586 |
| 33 | 0.261314777760257 | 0.522629555520514 | 0.738685222239743 |
| 34 | 0.251805464993036 | 0.503610929986073 | 0.748194535006964 |
| 35 | 0.198514350601604 | 0.397028701203208 | 0.801485649398396 |
| 36 | 0.155758452302972 | 0.311516904605944 | 0.844241547697028 |
| 37 | 0.187593355314112 | 0.375186710628224 | 0.812406644685888 |
| 38 | 0.173142656991653 | 0.346285313983306 | 0.826857343008347 |
| 39 | 0.123250509051538 | 0.246501018103076 | 0.876749490948462 |
| 40 | 0.101137343220204 | 0.202274686440407 | 0.898862656779796 |
| 41 | 0.24725932576506 | 0.49451865153012 | 0.75274067423494 |
| 42 | 0.230948681124250 | 0.461897362248501 | 0.76905131887575 |
| 43 | 0.207895693528797 | 0.415791387057594 | 0.792104306471203 |
| 44 | 0.206288477790166 | 0.412576955580331 | 0.793711522209834 |
| 45 | 0.201351177431373 | 0.402702354862745 | 0.798648822568627 |
| 46 | 0.174438286937576 | 0.348876573875153 | 0.825561713062424 |
| 47 | 0.133019526255886 | 0.266039052511773 | 0.866980473744114 |
| 48 | 0.114638242323433 | 0.229276484646867 | 0.885361757676567 |
| 49 | 0.42352275370867 | 0.84704550741734 | 0.57647724629133 |
| 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 | 1 | 0.0238095238095238 | OK |
