| Multiple Linear Regression - Estimated Regression Equation |
| InvoerEU[t] = + 75.9046167757232 + 0.469785279416574InvoerAM[t] -0.14179725109994t + 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) | 75.9046167757232 | 12.229983 | 6.2064 | 0 | 0 |
| InvoerAM | 0.469785279416574 | 0.093544 | 5.0221 | 5e-06 | 3e-06 |
| t | -0.14179725109994 | 0.159358 | -0.8898 | 0.377249 | 0.188624 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.6678574402613 |
| R-squared | 0.446033560512376 |
| Adjusted R-squared | 0.426931269495561 |
| F-TEST (value) | 23.3497416681464 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 58 |
| p-value | 3.63931959013186e-08 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 14.0324313472979 |
| Sum Squared Residuals | 11420.7295119645 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 114.08 | 139.883812312192 | -25.8038123121919 |
| 2 | 112.95 | 142.621798823915 | -29.6717988239151 |
| 3 | 135.31 | 142.052496968546 | -6.74249696854607 |
| 4 | 134.31 | 145.575024896895 | -11.2650248968954 |
| 5 | 133.03 | 144.437282853432 | -11.4072828534323 |
| 6 | 140.11 | 137.046698740935 | 3.06330125906536 |
| 7 | 124.69 | 138.981352424856 | -14.2913524248560 |
| 8 | 131.68 | 134.592696247830 | -2.9126962478302 |
| 9 | 150.95 | 137.509201165732 | 13.4407988342678 |
| 10 | 137.26 | 133.275574130914 | 3.98442586908613 |
| 11 | 130.51 | 140.702017731215 | -10.1920177312149 |
| 12 | 143.15 | 144.351387685007 | -1.20138768500673 |
| 13 | 118.01 | 130.867688498476 | -12.8576884984761 |
| 14 | 122.56 | 137.270000189649 | -14.7100001896490 |
| 15 | 147.97 | 135.756429922653 | 12.2135700773473 |
| 16 | 135.74 | 136.690440961417 | -0.9504409614167 |
| 17 | 151.62 | 140.706243433153 | 10.9137565668466 |
| 18 | 154.82 | 141.644952324712 | 13.1750476752884 |
| 19 | 145.59 | 136.312027736059 | 9.27797226394146 |
| 20 | 147.12 | 132.407250396832 | 14.7127496031682 |
| 21 | 175.86 | 149.130744676787 | 26.7292553232131 |
| 22 | 140.66 | 131.080732574327 | 9.57926742567281 |
| 23 | 152.69 | 144.947932355429 | 7.74206764457053 |
| 24 | 154.38 | 145.008142774479 | 9.37185722552134 |
| 25 | 132.45 | 137.518903753304 | -5.06890375330351 |
| 26 | 136.44 | 143.146069733439 | -6.70606973343908 |
| 27 | 153.24 | 140.847958049817 | 12.3920419501829 |
| 28 | 154.11 | 155.6970090649 | -1.58700906490000 |
| 29 | 155.93 | 150.824474050075 | 5.10552594992484 |
| 30 | 142.53 | 148.000202853507 | -5.47020285350659 |
| 31 | 148.73 | 146.138991479742 | 2.59100852025799 |
| 32 | 147.73 | 142.854330709345 | 4.87566929065482 |
| 33 | 166.79 | 151.563288122453 | 15.2267118775465 |
| 34 | 144.3 | 151.646987805474 | -7.34698780547349 |
| 35 | 156.07 | 160.022397670196 | -3.95239767019605 |
| 36 | 161.7 | 154.168011421391 | 7.53198857860942 |
| 37 | 152.1 | 155.210073074420 | -3.11007307442039 |
| 38 | 140.45 | 144.253818691151 | -3.80381869115093 |
| 39 | 155.56 | 149.246774544074 | 6.31322545592588 |
| 40 | 174.53 | 161.737503456486 | 12.7924965435141 |
| 41 | 167.16 | 160.656135646553 | 6.50386435344722 |
| 42 | 159.48 | 147.491890450025 | 11.9881095499746 |
| 43 | 173.22 | 162.167120911724 | 11.0528790882758 |
| 44 | 176.13 | 140.903777498055 | 35.2262225019449 |
| 45 | 180.31 | 157.382983432714 | 22.9270165672865 |
| 46 | 185.84 | 168.501939329229 | 17.3380606707711 |
| 47 | 169.43 | 172.160704988609 | -2.73070498860903 |
| 48 | 195.25 | 179.817343375824 | 15.4326566241758 |
| 49 | 174.99 | 182.381509334164 | -7.39150933416373 |
| 50 | 156.42 | 156.880702700157 | -0.460702700157158 |
| 51 | 182.08 | 176.521563565289 | 5.55843643471088 |
| 52 | 182 | 166.453203360117 | 15.5467966398830 |
| 53 | 153.28 | 169.435478217137 | -16.1554782171373 |
| 54 | 136.72 | 170.190970849723 | -33.470970849723 |
| 55 | 130.19 | 148.476633567814 | -18.2866335678140 |
| 56 | 132.04 | 151.778362414838 | -19.7383624148375 |
| 57 | 143.89 | 160.059815223677 | -16.1698152236768 |
| 58 | 133.38 | 148.535120652313 | -15.1551206523132 |
| 59 | 127.98 | 140.322412300837 | -12.3424123008365 |
| 60 | 150.45 | 153.019846736192 | -2.56984673619157 |
| 61 | 133.55 | 152.633761139795 | -19.083761139795 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.200409520698652 | 0.400819041397305 | 0.799590479301348 |
| 7 | 0.361369166489672 | 0.722738332979344 | 0.638630833510328 |
| 8 | 0.236878552060553 | 0.473757104121106 | 0.763121447939447 |
| 9 | 0.198799583505457 | 0.397599167010913 | 0.801200416494543 |
| 10 | 0.130759053211962 | 0.261518106423923 | 0.869240946788038 |
| 11 | 0.224672158598207 | 0.449344317196414 | 0.775327841401793 |
| 12 | 0.155157528370919 | 0.310315056741839 | 0.84484247162908 |
| 13 | 0.325665027233271 | 0.651330054466543 | 0.674334972766729 |
| 14 | 0.436324713732386 | 0.872649427464772 | 0.563675286267614 |
| 15 | 0.406382460652449 | 0.812764921304898 | 0.593617539347551 |
| 16 | 0.347885897876889 | 0.695771795753779 | 0.65211410212311 |
| 17 | 0.289704788162917 | 0.579409576325833 | 0.710295211837083 |
| 18 | 0.230485765114461 | 0.460971530228922 | 0.769514234885539 |
| 19 | 0.169081429790242 | 0.338162859580483 | 0.830918570209758 |
| 20 | 0.123164616028218 | 0.246329232056436 | 0.876835383971782 |
| 21 | 0.123043022303712 | 0.246086044607425 | 0.876956977696288 |
| 22 | 0.0908949161294361 | 0.181789832258872 | 0.909105083870564 |
| 23 | 0.0848620471279466 | 0.169724094255893 | 0.915137952872053 |
| 24 | 0.0685090191586774 | 0.137018038317355 | 0.931490980841323 |
| 25 | 0.126807805210444 | 0.253615610420889 | 0.873192194789556 |
| 26 | 0.207552777550295 | 0.41510555510059 | 0.792447222449705 |
| 27 | 0.156646880058718 | 0.313293760117436 | 0.843353119941282 |
| 28 | 0.158321275218987 | 0.316642550437974 | 0.841678724781013 |
| 29 | 0.122696585741972 | 0.245393171483943 | 0.877303414258028 |
| 30 | 0.152985531175528 | 0.305971062351055 | 0.847014468824473 |
| 31 | 0.129541493258589 | 0.259082986517178 | 0.870458506741411 |
| 32 | 0.103672393565907 | 0.207344787131814 | 0.896327606434093 |
| 33 | 0.0782540633842072 | 0.156508126768414 | 0.921745936615793 |
| 34 | 0.115107882345866 | 0.230215764691731 | 0.884892117654134 |
| 35 | 0.126740718355195 | 0.253481436710390 | 0.873259281644805 |
| 36 | 0.0981275421568135 | 0.196255084313627 | 0.901872457843186 |
| 37 | 0.122038504534604 | 0.244077009069209 | 0.877961495465395 |
| 38 | 0.221243433870777 | 0.442486867741555 | 0.778756566129223 |
| 39 | 0.235052193055871 | 0.470104386111743 | 0.764947806944129 |
| 40 | 0.210575782932960 | 0.421151565865921 | 0.78942421706704 |
| 41 | 0.214943020057361 | 0.429886040114722 | 0.785056979942639 |
| 42 | 0.220407691147149 | 0.440815382294299 | 0.779592308852851 |
| 43 | 0.206798053481686 | 0.413596106963372 | 0.793201946518314 |
| 44 | 0.211589692262726 | 0.423179384525453 | 0.788410307737274 |
| 45 | 0.188857629391007 | 0.377715258782015 | 0.811142370608993 |
| 46 | 0.175938557430807 | 0.351877114861614 | 0.824061442569193 |
| 47 | 0.142815500941397 | 0.285631001882793 | 0.857184499058603 |
| 48 | 0.168956094992029 | 0.337912189984058 | 0.831043905007971 |
| 49 | 0.129181773477079 | 0.258363546954158 | 0.870818226522921 |
| 50 | 0.10136490550192 | 0.20272981100384 | 0.89863509449808 |
| 51 | 0.100032380172889 | 0.200064760345778 | 0.89996761982711 |
| 52 | 0.785977133083017 | 0.428045733833967 | 0.214022866916983 |
| 53 | 0.87401563680653 | 0.25196872638694 | 0.12598436319347 |
| 54 | 0.892151230689806 | 0.215697538620388 | 0.107848769310194 |
| 55 | 0.80708895897255 | 0.3858220820549 | 0.19291104102745 |
| 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 |
