Multiple Linear Regression - Estimated Regression Equation |
Bouw[t] = + 1.59989141489623 + 2.91128188854254e-06NWWM[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) | 1.59989141489623 | 0.623346 | 2.5666 | 0.012827 | 0.006414 |
NWWM | 2.91128188854254e-06 | 2e-06 | 1.249 | 0.216611 | 0.108305 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.160493568743607 |
R-squared | 0.0257581856080589 |
Adjusted R-squared | 0.00924561248277178 |
F-TEST (value) | 1.55991349213849 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 59 |
p-value | 0.216610691689592 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.328427337791871 |
Sum Squared Residuals | 6.3640064563343 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 2.172 | 2.43427062671630 | -0.262270626716297 |
2 | 2.15 | 2.42390646319309 | -0.273906463193087 |
3 | 2.533 | 2.4054052667914 | 0.127594733208601 |
4 | 2.058 | 2.40898032095053 | -0.35098032095053 |
5 | 2.16 | 2.40668914210425 | -0.246689142104247 |
6 | 2.26 | 2.40661636005703 | -0.146616360057033 |
7 | 2.498 | 2.40060165167530 | 0.097398348324696 |
8 | 2.695 | 2.38637421708600 | 0.308625782914003 |
9 | 2.799 | 2.37761125860148 | 0.421388741398516 |
10 | 2.947 | 2.37136073638678 | 0.575639263613217 |
11 | 2.93 | 2.43618333891707 | 0.493816661082929 |
12 | 2.318 | 2.44761594289338 | -0.129615942893378 |
13 | 2.54 | 2.45085911091721 | 0.089140889082786 |
14 | 2.57 | 2.43888209722775 | 0.131117902772250 |
15 | 2.669 | 2.41935030703752 | 0.249649692962482 |
16 | 2.45 | 2.42278270838411 | 0.0272172916158904 |
17 | 2.842 | 2.41560348724696 | 0.426396512753036 |
18 | 3.44 | 2.41623814669867 | 1.02376185330133 |
19 | 2.678 | 2.40583904779279 | 0.272160952207208 |
20 | 2.981 | 2.40112277113335 | 0.579877228866646 |
21 | 2.26 | 2.39860742358165 | -0.138607423581653 |
22 | 2.844 | 2.38975421535859 | 0.454245784641405 |
23 | 2.546 | 2.44358672875963 | 0.102413271240365 |
24 | 2.456 | 2.44627675322465 | 0.00972324677535187 |
25 | 2.295 | 2.45085911091721 | -0.155859110917214 |
26 | 2.379 | 2.41070088854666 | -0.0317008885466583 |
27 | 2.479 | 2.38543096175411 | 0.093569038245891 |
28 | 2.057 | 2.37388772906604 | -0.316887729066038 |
29 | 2.28 | 2.38312522649838 | -0.103125226498384 |
30 | 2.351 | 2.36898221908384 | -0.0179822190838437 |
31 | 2.276 | 2.34284473028851 | -0.066844730288509 |
32 | 2.548 | 2.33747341520415 | 0.210526584795852 |
33 | 2.311 | 2.31623270254534 | -0.00523270254534151 |
34 | 2.201 | 2.28512565556626 | -0.0841256555662644 |
35 | 2.725 | 2.35262081487023 | 0.372379185129765 |
36 | 2.408 | 2.35971560883261 | 0.0482843911673871 |
37 | 2.139 | 2.34128719447814 | -0.202287194478139 |
38 | 1.898 | 2.32958384128620 | -0.431583841286198 |
39 | 2.539 | 2.30856147476903 | 0.230438525230968 |
40 | 2.069 | 2.31928372596453 | -0.250283725964534 |
41 | 2.063 | 2.32346432675648 | -0.260464326756481 |
42 | 2.565 | 2.31326901758281 | 0.251730982417195 |
43 | 2.442 | 2.29009812503190 | 0.151901874968105 |
44 | 2.194 | 2.29011268144134 | -0.0961126814413378 |
45 | 2.798 | 2.25654268998455 | 0.541457310015446 |
46 | 2.074 | 2.26028368721133 | -0.186283687211331 |
47 | 2.628 | 2.32169717865014 | 0.306302821349864 |
48 | 2.289 | 2.32285878012366 | -0.0338587801236641 |
49 | 2.154 | 2.31888779162769 | -0.164887791627692 |
50 | 2.466 | 2.31344078321423 | 0.152559216785771 |
51 | 2.137 | 2.31683242661438 | -0.179832426614381 |
52 | 1.846 | 2.34449542711931 | -0.498495427119312 |
53 | 2.072 | 2.36939853239391 | -0.297398532393905 |
54 | 1.786 | 2.38112517584095 | -0.595125175840955 |
55 | 1.754 | 2.39480528943522 | -0.640805289435216 |
56 | 2.226 | 2.39747493492701 | -0.171474934927010 |
57 | 1.947 | 2.37845553034916 | -0.431455530349161 |
58 | 1.823 | 2.39173970960658 | -0.568739709606581 |
59 | 2.521 | 2.45205273649152 | 0.0689472635084834 |
60 | 2.072 | 2.46128441136008 | -0.389284411360085 |
61 | 2.368 | 2.45744734183099 | -0.089447341830986 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.219244649301972 | 0.438489298603944 | 0.780755350698028 |
6 | 0.102609586905533 | 0.205219173811066 | 0.897390413094467 |
7 | 0.0696071399422288 | 0.139214279884458 | 0.930392860057771 |
8 | 0.0478361783469515 | 0.095672356693903 | 0.952163821653048 |
9 | 0.0262402290183842 | 0.0524804580367684 | 0.973759770981616 |
10 | 0.0165759944834649 | 0.0331519889669297 | 0.983424005516535 |
11 | 0.470969503896485 | 0.94193900779297 | 0.529030496103515 |
12 | 0.383095878965274 | 0.766191757930548 | 0.616904121034726 |
13 | 0.356855158335535 | 0.713710316671071 | 0.643144841664465 |
14 | 0.302853995232906 | 0.605707990465813 | 0.697146004767094 |
15 | 0.261604661627685 | 0.523209323255369 | 0.738395338372315 |
16 | 0.192071567716268 | 0.384143135432535 | 0.807928432283732 |
17 | 0.221493104865527 | 0.442986209731054 | 0.778506895134473 |
18 | 0.831240035665003 | 0.337519928669994 | 0.168759964334997 |
19 | 0.806106679772393 | 0.387786640455214 | 0.193893320227607 |
20 | 0.886667198612617 | 0.226665602774766 | 0.113332801387383 |
21 | 0.879655965217148 | 0.240688069565703 | 0.120344034782852 |
22 | 0.909289164735625 | 0.181421670528750 | 0.0907108352643752 |
23 | 0.896881307275836 | 0.206237385448328 | 0.103118692724164 |
24 | 0.875321474898796 | 0.249357050202409 | 0.124678525101205 |
25 | 0.841867481193826 | 0.316265037612347 | 0.158132518806173 |
26 | 0.81659118182819 | 0.366817636343621 | 0.183408818171811 |
27 | 0.801318242204659 | 0.397363515590682 | 0.198681757795341 |
28 | 0.852217472734259 | 0.295565054531482 | 0.147782527265741 |
29 | 0.828826726569057 | 0.342346546861886 | 0.171173273430943 |
30 | 0.79633736167255 | 0.407325276654899 | 0.203662638327450 |
31 | 0.758996041023999 | 0.482007917952001 | 0.241003958976001 |
32 | 0.735539556133055 | 0.52892088773389 | 0.264460443866945 |
33 | 0.680807674621513 | 0.638384650756974 | 0.319192325378487 |
34 | 0.628999193754808 | 0.742001612490384 | 0.371000806245192 |
35 | 0.709713730695912 | 0.580572538608176 | 0.290286269304088 |
36 | 0.668371334577458 | 0.663257330845085 | 0.331628665422542 |
37 | 0.625026848544935 | 0.749946302910129 | 0.374973151455065 |
38 | 0.678564561178579 | 0.642870877642842 | 0.321435438821421 |
39 | 0.658782567171248 | 0.682434865657504 | 0.341217432828752 |
40 | 0.621936544215715 | 0.75612691156857 | 0.378063455784285 |
41 | 0.582865128664314 | 0.834269742671372 | 0.417134871335686 |
42 | 0.577549761174878 | 0.844900477650244 | 0.422450238825122 |
43 | 0.519444434135651 | 0.961111131728699 | 0.480555565864349 |
44 | 0.439766125429903 | 0.879532250859806 | 0.560233874570097 |
45 | 0.641545980475992 | 0.716908039048015 | 0.358454019524008 |
46 | 0.572742153801674 | 0.854515692396652 | 0.427257846198326 |
47 | 0.705323152189898 | 0.589353695620203 | 0.294676847810102 |
48 | 0.663018179376254 | 0.673963641247492 | 0.336981820623746 |
49 | 0.590011002885935 | 0.81997799422813 | 0.409988997114065 |
50 | 0.798365439598129 | 0.403269120803743 | 0.201634560401871 |
51 | 0.874681248978434 | 0.250637502043132 | 0.125318751021566 |
52 | 0.83253210169662 | 0.334935796606761 | 0.167467898303381 |
53 | 0.823124331035016 | 0.353751337929967 | 0.176875668964983 |
54 | 0.762666464517444 | 0.474667070965113 | 0.237333535482556 |
55 | 0.763461612966574 | 0.473076774066852 | 0.236538387033426 |
56 | 0.699881450640564 | 0.600237098718873 | 0.300118549359436 |
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 | 1 | 0.0192307692307692 | OK |
10% type I error level | 3 | 0.0576923076923077 | OK |