Multiple Linear Regression - Estimated Regression Equation
Bouw[t] = + 1.59989141489623 + 2.91128188854254e-06NWWM[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)1.599891414896230.6233462.56660.0128270.006414
NWWM2.91128188854254e-062e-061.2490.2166110.108305


Multiple Linear Regression - Regression Statistics
Multiple R0.160493568743607
R-squared0.0257581856080589
Adjusted R-squared0.00924561248277178
F-TEST (value)1.55991349213849
F-TEST (DF numerator)1
F-TEST (DF denominator)59
p-value0.216610691689592
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.328427337791871
Sum Squared Residuals6.3640064563343


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12.1722.43427062671630-0.262270626716297
22.152.42390646319309-0.273906463193087
32.5332.40540526679140.127594733208601
42.0582.40898032095053-0.35098032095053
52.162.40668914210425-0.246689142104247
62.262.40661636005703-0.146616360057033
72.4982.400601651675300.097398348324696
82.6952.386374217086000.308625782914003
92.7992.377611258601480.421388741398516
102.9472.371360736386780.575639263613217
112.932.436183338917070.493816661082929
122.3182.44761594289338-0.129615942893378
132.542.450859110917210.089140889082786
142.572.438882097227750.131117902772250
152.6692.419350307037520.249649692962482
162.452.422782708384110.0272172916158904
172.8422.415603487246960.426396512753036
183.442.416238146698671.02376185330133
192.6782.405839047792790.272160952207208
202.9812.401122771133350.579877228866646
212.262.39860742358165-0.138607423581653
222.8442.389754215358590.454245784641405
232.5462.443586728759630.102413271240365
242.4562.446276753224650.00972324677535187
252.2952.45085911091721-0.155859110917214
262.3792.41070088854666-0.0317008885466583
272.4792.385430961754110.093569038245891
282.0572.37388772906604-0.316887729066038
292.282.38312522649838-0.103125226498384
302.3512.36898221908384-0.0179822190838437
312.2762.34284473028851-0.066844730288509
322.5482.337473415204150.210526584795852
332.3112.31623270254534-0.00523270254534151
342.2012.28512565556626-0.0841256555662644
352.7252.352620814870230.372379185129765
362.4082.359715608832610.0482843911673871
372.1392.34128719447814-0.202287194478139
381.8982.32958384128620-0.431583841286198
392.5392.308561474769030.230438525230968
402.0692.31928372596453-0.250283725964534
412.0632.32346432675648-0.260464326756481
422.5652.313269017582810.251730982417195
432.4422.290098125031900.151901874968105
442.1942.29011268144134-0.0961126814413378
452.7982.256542689984550.541457310015446
462.0742.26028368721133-0.186283687211331
472.6282.321697178650140.306302821349864
482.2892.32285878012366-0.0338587801236641
492.1542.31888779162769-0.164887791627692
502.4662.313440783214230.152559216785771
512.1372.31683242661438-0.179832426614381
521.8462.34449542711931-0.498495427119312
532.0722.36939853239391-0.297398532393905
541.7862.38112517584095-0.595125175840955
551.7542.39480528943522-0.640805289435216
562.2262.39747493492701-0.171474934927010
571.9472.37845553034916-0.431455530349161
581.8232.39173970960658-0.568739709606581
592.5212.452052736491520.0689472635084834
602.0722.46128441136008-0.389284411360085
612.3682.45744734183099-0.089447341830986


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.2192446493019720.4384892986039440.780755350698028
60.1026095869055330.2052191738110660.897390413094467
70.06960713994222880.1392142798844580.930392860057771
80.04783617834695150.0956723566939030.952163821653048
90.02624022901838420.05248045803676840.973759770981616
100.01657599448346490.03315198896692970.983424005516535
110.4709695038964850.941939007792970.529030496103515
120.3830958789652740.7661917579305480.616904121034726
130.3568551583355350.7137103166710710.643144841664465
140.3028539952329060.6057079904658130.697146004767094
150.2616046616276850.5232093232553690.738395338372315
160.1920715677162680.3841431354325350.807928432283732
170.2214931048655270.4429862097310540.778506895134473
180.8312400356650030.3375199286699940.168759964334997
190.8061066797723930.3877866404552140.193893320227607
200.8866671986126170.2266656027747660.113332801387383
210.8796559652171480.2406880695657030.120344034782852
220.9092891647356250.1814216705287500.0907108352643752
230.8968813072758360.2062373854483280.103118692724164
240.8753214748987960.2493570502024090.124678525101205
250.8418674811938260.3162650376123470.158132518806173
260.816591181828190.3668176363436210.183408818171811
270.8013182422046590.3973635155906820.198681757795341
280.8522174727342590.2955650545314820.147782527265741
290.8288267265690570.3423465468618860.171173273430943
300.796337361672550.4073252766548990.203662638327450
310.7589960410239990.4820079179520010.241003958976001
320.7355395561330550.528920887733890.264460443866945
330.6808076746215130.6383846507569740.319192325378487
340.6289991937548080.7420016124903840.371000806245192
350.7097137306959120.5805725386081760.290286269304088
360.6683713345774580.6632573308450850.331628665422542
370.6250268485449350.7499463029101290.374973151455065
380.6785645611785790.6428708776428420.321435438821421
390.6587825671712480.6824348656575040.341217432828752
400.6219365442157150.756126911568570.378063455784285
410.5828651286643140.8342697426713720.417134871335686
420.5775497611748780.8449004776502440.422450238825122
430.5194444341356510.9611111317286990.480555565864349
440.4397661254299030.8795322508598060.560233874570097
450.6415459804759920.7169080390480150.358454019524008
460.5727421538016740.8545156923966520.427257846198326
470.7053231521898980.5893536956202030.294676847810102
480.6630181793762540.6739636412474920.336981820623746
490.5900110028859350.819977994228130.409988997114065
500.7983654395981290.4032691208037430.201634560401871
510.8746812489784340.2506375020431320.125318751021566
520.832532101696620.3349357966067610.167467898303381
530.8231243310350160.3537513379299670.176875668964983
540.7626664645174440.4746670709651130.237333535482556
550.7634616129665740.4730767740668520.236538387033426
560.6998814506405640.6002370987188730.300118549359436


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level10.0192307692307692OK
10% type I error level30.0576923076923077OK