| Multiple Linear Regression - Estimated Regression Equation |
| Import[t] = + 221.603731633023 -1.11914602538942Wisselkoers[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) | 221.603731633023 | 24.267354 | 9.1318 | 0 | 0 |
| Wisselkoers | -1.11914602538942 | 0.262683 | -4.2605 | 7.6e-05 | 3.8e-05 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.488221079733609 |
| R-squared | 0.238359822696251 |
| Adjusted R-squared | 0.225228095501359 |
| F-TEST (value) | 18.1514449058129 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 58 |
| p-value | 7.58171647913253e-05 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 14.0068187711533 |
| Sum Squared Residuals | 11379.0763811000 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 100 | 109.689129094081 | -9.68912909408146 |
| 2 | 96.21064363 | 112.126332731555 | -15.9156891015547 |
| 3 | 96.31280765 | 116.348366879383 | -20.0355592293827 |
| 4 | 107.1793443 | 119.621991897072 | -12.4426475970718 |
| 5 | 114.9066592 | 117.375399901242 | -2.46874070124189 |
| 6 | 92.56060184 | 116.534466202592 | -23.973864362592 |
| 7 | 114.9995356 | 118.022850486951 | -3.02331488695078 |
| 8 | 107.1236185 | 115.917234529266 | -8.79361602926562 |
| 9 | 117.7765394 | 113.885730133675 | 3.89080926632483 |
| 10 | 107.3650971 | 109.201660981083 | -1.83656388108339 |
| 11 | 106.2970187 | 108.006304468803 | -1.70928576880302 |
| 12 | 114.5072908 | 110.362969960045 | 4.14432083995456 |
| 13 | 98.0031578 | 110.036168073214 | -12.0330102732142 |
| 14 | 103.0649206 | 107.798327295687 | -4.73340669568717 |
| 15 | 100.2879168 | 105.587150138641 | -5.29923333864065 |
| 16 | 104.6066685 | 106.272066722777 | -1.66539822277676 |
| 17 | 111.1544534 | 108.625860686764 | 2.52859271323566 |
| 18 | 104.9874617 | 107.064322057098 | -2.07686035709781 |
| 19 | 109.9284852 | 107.845638298594 | 2.08284690140632 |
| 20 | 111.5352466 | 110.172495055663 | 1.36275154433664 |
| 21 | 132.4974459 | 114.526890805360 | 17.9705550946395 |
| 22 | 100.3436426 | 113.511070238935 | -13.1674276389346 |
| 23 | 123.0983561 | 113.800816339123 | 9.29753976087727 |
| 24 | 114.2379493 | 114.869554192129 | -0.631604892129148 |
| 25 | 104.569518 | 114.165084201998 | -9.59556620199832 |
| 26 | 109.0833101 | 113.176747813919 | -4.09343771391873 |
| 27 | 106.9843039 | 115.449593352743 | -8.4652894527425 |
| 28 | 133.6769759 | 118.116925678016 | 15.5600502219842 |
| 29 | 124.8537197 | 116.413180307703 | 8.44053939229662 |
| 30 | 122.5132349 | 117.016601517630 | 5.49663338236984 |
| 31 | 116.8013374 | 118.343499197020 | -1.54216179701986 |
| 32 | 116.0118882 | 120.436808801181 | -4.42492060118062 |
| 33 | 129.7575926 | 120.399342813945 | 9.35824978605516 |
| 34 | 125.1973623 | 119.705538319010 | 5.49182398098963 |
| 35 | 143.7912139 | 121.911929593568 | 21.8792843064317 |
| 36 | 127.9465032 | 121.224004800873 | 6.72249839912677 |
| 37 | 130.2962757 | 123.20327559619 | 7.09300010380989 |
| 38 | 108.4424631 | 125.492666332450 | -17.0502032324496 |
| 39 | 129.3675118 | 128.483929050874 | 0.883582749126271 |
| 40 | 143.6797622 | 127.755256576670 | 15.9245056233303 |
| 41 | 131.8844618 | 128.699016651113 | 3.18544514888687 |
| 42 | 117.6186496 | 128.88798744562 | -11.2693378456200 |
| 43 | 118.9560695 | 133.539649844881 | -14.5835803448814 |
| 44 | 104.8202842 | 134.792025739201 | -29.9717415392007 |
| 45 | 134.624315 | 133.709477422795 | 0.914837577205257 |
| 46 | 140.401226 | 133.686779059788 | 6.71444694021177 |
| 47 | 143.8005015 | 134.896629688201 | 8.90387181179927 |
| 48 | 153.4317823 | 130.293372257086 | 23.1384100429143 |
| 49 | 153.2924677 | 126.44914296101 | 26.8433247389899 |
| 50 | 127.3149438 | 118.963602341644 | 8.35134145835622 |
| 51 | 153.5525216 | 114.207199256121 | 39.3453223438789 |
| 52 | 136.9276493 | 119.932795524321 | 16.9948537756787 |
| 53 | 131.7730101 | 118.320117136515 | 13.4528929634850 |
| 54 | 144.3391845 | 114.652415544160 | 29.6867689558395 |
| 55 | 107.4208229 | 116.824212302780 | -9.40338940278017 |
| 56 | 113.6249652 | 117.936432582523 | -4.31146738252315 |
| 57 | 124.2221603 | 121.4299310046 | 2.79222929539996 |
| 58 | 102.0618557 | 124.045850141977 | -21.9839944419766 |
| 59 | 96.36853348 | 124.544393928381 | -28.1758604483806 |
| 60 | 111.6838488 | 125.768875443761 | -14.0850266437610 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.173143306004147 | 0.346286612008295 | 0.826856693995853 |
| 6 | 0.185960863569801 | 0.371921727139602 | 0.814039136430199 |
| 7 | 0.162237749210483 | 0.324475498420966 | 0.837762250789517 |
| 8 | 0.0942392899482458 | 0.188478579896492 | 0.905760710051754 |
| 9 | 0.144189888403412 | 0.288379776806824 | 0.855810111596588 |
| 10 | 0.0986368407787577 | 0.197273681557515 | 0.901363159221242 |
| 11 | 0.0594050696074827 | 0.118810139214965 | 0.940594930392517 |
| 12 | 0.0487310349469404 | 0.0974620698938808 | 0.95126896505306 |
| 13 | 0.0368653303971662 | 0.0737306607943324 | 0.963134669602834 |
| 14 | 0.0207298579391103 | 0.0414597158782206 | 0.97927014206089 |
| 15 | 0.0118095531224210 | 0.0236191062448421 | 0.98819044687758 |
| 16 | 0.00626345971527014 | 0.0125269194305403 | 0.99373654028473 |
| 17 | 0.00413705758288181 | 0.00827411516576362 | 0.995862942417118 |
| 18 | 0.00211198601462723 | 0.00422397202925446 | 0.997888013985373 |
| 19 | 0.0012119849852575 | 0.002423969970515 | 0.998788015014743 |
| 20 | 0.000730106819765163 | 0.00146021363953033 | 0.999269893180235 |
| 21 | 0.00940698765410692 | 0.0188139753082138 | 0.990593012345893 |
| 22 | 0.00843081916546616 | 0.0168616383309323 | 0.991569180834534 |
| 23 | 0.0103518161363753 | 0.0207036322727506 | 0.989648183863625 |
| 24 | 0.00669743069802546 | 0.0133948613960509 | 0.993302569301975 |
| 25 | 0.00515955778335027 | 0.0103191155667005 | 0.99484044221665 |
| 26 | 0.00343860347600537 | 0.00687720695201074 | 0.996561396523995 |
| 27 | 0.00265880094210373 | 0.00531760188420745 | 0.997341199057896 |
| 28 | 0.00758948427083864 | 0.0151789685416773 | 0.992410515729161 |
| 29 | 0.00689006645872663 | 0.0137801329174533 | 0.993109933541273 |
| 30 | 0.0050348906533944 | 0.0100697813067888 | 0.994965109346606 |
| 31 | 0.00318990919841279 | 0.00637981839682557 | 0.996810090801587 |
| 32 | 0.00204642294711697 | 0.00409284589423394 | 0.997953577052883 |
| 33 | 0.00169903877169550 | 0.00339807754339100 | 0.998300961228304 |
| 34 | 0.00106154769797632 | 0.00212309539595264 | 0.998938452302024 |
| 35 | 0.00264815310873198 | 0.00529630621746395 | 0.997351846891268 |
| 36 | 0.00152818509256722 | 0.00305637018513445 | 0.998471814907433 |
| 37 | 0.00084342862746298 | 0.00168685725492596 | 0.999156571372537 |
| 38 | 0.00187068263186045 | 0.0037413652637209 | 0.99812931736814 |
| 39 | 0.000990529304032918 | 0.00198105860806584 | 0.999009470695967 |
| 40 | 0.00108512875989066 | 0.00217025751978132 | 0.99891487124011 |
| 41 | 0.000570406121873627 | 0.00114081224374725 | 0.999429593878126 |
| 42 | 0.000518172663039628 | 0.00103634532607926 | 0.99948182733696 |
| 43 | 0.000513708702069692 | 0.00102741740413938 | 0.99948629129793 |
| 44 | 0.00317494163437145 | 0.0063498832687429 | 0.996825058365629 |
| 45 | 0.00172033955052016 | 0.00344067910104031 | 0.99827966044948 |
| 46 | 0.00108409142375942 | 0.00216818284751883 | 0.99891590857624 |
| 47 | 0.000911807547220216 | 0.00182361509444043 | 0.99908819245278 |
| 48 | 0.00911488917097907 | 0.0182297783419581 | 0.99088511082902 |
| 49 | 0.310653394535344 | 0.621306789070689 | 0.689346605464656 |
| 50 | 0.232991474225611 | 0.465982948451223 | 0.767008525774389 |
| 51 | 0.377262362439920 | 0.754524724879841 | 0.62273763756008 |
| 52 | 0.46400633966624 | 0.92801267933248 | 0.53599366033376 |
| 53 | 0.417381568613655 | 0.83476313722731 | 0.582618431386345 |
| 54 | 0.682783502747706 | 0.634432994504588 | 0.317216497252294 |
| 55 | 0.59096206517949 | 0.81807586964102 | 0.40903793482051 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 23 | 0.450980392156863 | NOK |
| 5% type I error level | 35 | 0.686274509803922 | NOK |
| 10% type I error level | 37 | 0.725490196078431 | NOK |
