Multiple Linear Regression - Estimated Regression Equation
Broodprijzen[t] = + 1.4814 + 0.1465X[t] -0.0127000000000015M1[t] + 0.00730000000000005M2[t] + 0.00930000000000006M3[t] + 0.0113000000000000M4[t] + 0.0113000000000000M5[t] + 0.0113M6[t] -0.014M7[t] -0.00399999999999999M8[t] -0.00199999999999998M9[t] + 1.17154354015985e-17M10[t] + 8.22851594197665e-18M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)1.48140.01738385.220300
X0.14650.01086413.484300
M1-0.01270000000000150.023902-0.53130.5976860.298843
M20.007300000000000050.0239020.30540.7613990.380699
M30.009300000000000060.0239020.38910.6989660.349483
M40.01130000000000000.0239020.47280.6385680.319284
M50.01130000000000000.0239020.47280.6385680.319284
M60.01130.0239020.47280.6385680.319284
M7-0.0140.023803-0.58820.5592390.279619
M8-0.003999999999999990.023803-0.1680.8672680.433634
M9-0.001999999999999980.023803-0.0840.9333950.466697
M101.17154354015985e-170.023803010.5
M118.22851594197665e-180.023803010.5


Multiple Linear Regression - Regression Statistics
Multiple R0.894438385879152
R-squared0.800020026134103
Adjusted R-squared0.748961309402385
F-TEST (value)15.6686277553294
F-TEST (DF numerator)12
F-TEST (DF denominator)47
p-value1.39666056497845e-12
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.0376357118772935
Sum Squared Residuals0.0665730000000007


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
11.431.46870000000001-0.0387000000000059
21.431.4887-0.0587000000000001
31.431.4907-0.0607
41.431.4927-0.0627000000000001
51.431.4927-0.0627
61.431.4927-0.0627
71.441.4674-0.0274
81.481.47740.00260000000000006
91.481.47940.00060000000000003
101.481.4814-0.00139999999999997
111.481.4814-0.00139999999999997
121.481.4814-0.00139999999999995
131.481.46870.0113000000000015
141.481.4887-0.00869999999999997
151.481.4907-0.0107
161.481.4927-0.0127000000000000
171.481.4927-0.0127000000000000
181.481.4927-0.0127000000000000
191.481.46740.0126000000000000
201.481.47740.00260000000000005
211.481.47940.000600000000000037
221.481.4814-0.00139999999999996
231.481.4814-0.00139999999999995
241.481.4814-0.00139999999999994
251.481.46870.0113000000000015
261.481.4887-0.00869999999999997
271.481.4907-0.0107
281.481.4927-0.0127000000000000
291.481.4927-0.0127000000000000
301.481.4927-0.0127000000000000
311.481.46740.0126000000000000
321.481.47740.00260000000000005
331.481.47940.000600000000000037
341.481.4814-0.00139999999999996
351.481.4814-0.00139999999999995
361.481.4814-0.00139999999999994
371.481.46870.0113000000000015
381.571.48870.0813000000000001
391.581.49070.0893
401.581.49270.0873000000000002
411.581.49270.0873000000000001
421.581.49270.0873000000000002
431.591.6139-0.0239000000000000
441.61.6239-0.0239
451.61.6259-0.0259
461.611.6279-0.0179000000000000
471.611.6279-0.0179000000000000
481.611.6279-0.0179000000000000
491.621.61520.00480000000000148
501.631.6352-0.00520000000000016
511.631.6372-0.0072000000000002
521.641.63920.000799999999999853
531.641.63920.000799999999999835
541.641.63920.000799999999999856
551.641.61390.0260999999999999
561.641.62390.0160999999999999
571.651.62590.0240999999999999
581.651.62790.0220999999999998
591.651.62790.0220999999999999
601.651.62790.0220999999999999


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
160.7505237945988040.4989524108023910.249476205401196
170.7284120196626520.5431759606746950.271587980337348
180.7137502789468850.572499442106230.286249721053115
190.6492210083378550.7015579833242910.350778991662145
200.5253250569733460.9493498860533090.474674943026654
210.4046614022733390.8093228045466770.595338597726661
220.2971760862261240.5943521724522480.702823913773876
230.2076523702698010.4153047405396030.792347629730199
240.1381139985729000.2762279971458000.8618860014271
250.1007354453534830.2014708907069650.899264554646517
260.08970012750461230.1794002550092250.910299872495388
270.08712857717384370.1742571543476870.912871422826156
280.09562437359375270.1912487471875050.904375626406247
290.1149396641347990.2298793282695990.8850603358652
300.1537584724368690.3075169448737380.846241527563131
310.1184431970122180.2368863940244360.881556802987782
320.0868243889345210.1736487778690420.91317561106548
330.06907893446510160.1381578689302030.930921065534898
340.06617575064828030.1323515012965610.93382424935172
350.0810941671150970.1621883342301940.918905832884903
360.1604803762205010.3209607524410030.839519623779499
370.326718857840920.653437715681840.67328114215908
380.6161010055231760.7677979889536480.383898994476824
390.7554918279928850.4890163440142310.244508172007115
400.7915312574388140.4169374851223720.208468742561186
410.7826283947836730.4347432104326550.217371605216327
420.7405445717217490.5189108565565020.259455428278251
430.7001858815561370.5996282368877260.299814118443863
440.6061715091227210.7876569817545580.393828490877279


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level00OK
10% type I error level00OK