Multiple Linear Regression - Estimated Regression Equation |
uitvoer[t] = + 461.716906481099 + 0.960377566411468invoer[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) | 461.716906481099 | 876.962053 | 0.5265 | 0.60074 | 0.30037 |
invoer | 0.960377566411468 | 0.049892 | 19.249 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.935339000010779 |
R-squared | 0.874859044941164 |
Adjusted R-squared | 0.872497894845714 |
F-TEST (value) | 370.522418980113 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 53 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 720.95617923207 |
Sum Squared Residuals | 27548224.0557639 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 16198.9 | 16688.4483440825 | -489.548344082513 |
2 | 16554.2 | 16498.1015104198 | 56.098489580217 |
3 | 19554.2 | 19373.0877932291 | 181.112206770855 |
4 | 15903.8 | 15761.2038037123 | 142.596196287739 |
5 | 18003.8 | 17215.1194015026 | 788.68059849742 |
6 | 18329.6 | 17459.8236054242 | 869.776394575775 |
7 | 16260.7 | 15049.660064758 | 1211.03993524200 |
8 | 14851.9 | 15513.4263915781 | -661.526391578102 |
9 | 18174.1 | 16961.7717994832 | 1212.32820051676 |
10 | 18406.6 | 17426.6905793830 | 979.90942061697 |
11 | 18466.5 | 17616.8453375325 | 849.654662467501 |
12 | 16016.5 | 15983.6272480932 | 32.8727519068451 |
13 | 17428.5 | 17233.3665752644 | 195.133424735603 |
14 | 17167.2 | 16569.2654880909 | 597.934511909133 |
15 | 19630 | 18811.5550301484 | 818.444969851636 |
16 | 17183.6 | 16520.4783077172 | 663.121692282833 |
17 | 18344.7 | 17903.4220033497 | 441.277996650322 |
18 | 19301.4 | 18238.2096230007 | 1063.19037699928 |
19 | 18147.5 | 17559.0306080345 | 588.469391965472 |
20 | 16192.9 | 16221.4167335366 | -28.5167335366368 |
21 | 18374.4 | 17717.4929064924 | 656.907093507582 |
22 | 20515.2 | 19944.5124452440 | 570.687554756031 |
23 | 18957.2 | 19224.9015347319 | -267.701534731857 |
24 | 16471.5 | 17769.5453705919 | -1298.04537059192 |
25 | 18746.8 | 19855.8695958642 | -1109.06959586419 |
26 | 19009.5 | 18756.5253955930 | 252.974604407016 |
27 | 19211.2 | 19904.2726252113 | -693.07262521133 |
28 | 20547.7 | 21084.1925033045 | -536.492503304458 |
29 | 19325.8 | 19355.8009970337 | -30.0009970337406 |
30 | 20605.5 | 20680.737887655 | -75.2378876550021 |
31 | 20056.9 | 19822.4484565531 | 234.451543446928 |
32 | 16141.4 | 17944.0459744089 | -1802.64597440888 |
33 | 20359.8 | 20907.6751065980 | -547.875106598032 |
34 | 19711.6 | 20084.4394566701 | -372.839456670122 |
35 | 15638.6 | 16961.3876484567 | -1322.78764845667 |
36 | 14384.5 | 15651.816798898 | -1267.31679889799 |
37 | 13855.6 | 14936.3355119215 | -1080.73551192145 |
38 | 14308.3 | 14407.4555860987 | -99.1555860986566 |
39 | 15290.6 | 15509.6809190691 | -219.080919069096 |
40 | 14423.8 | 14240.1578140298 | 183.642185970222 |
41 | 13779.7 | 13792.7179058387 | -13.0179058386743 |
42 | 15686.3 | 15314.8203108442 | 371.47968915579 |
43 | 14733.8 | 14135.7647725609 | 598.035227439148 |
44 | 12522.5 | 13482.2278386178 | -959.727838617849 |
45 | 16189.4 | 15950.3021465387 | 239.097853461322 |
46 | 16059.1 | 16590.2017190386 | -531.10171903864 |
47 | 16007.1 | 15841.2032549943 | 165.896745005665 |
48 | 15806.8 | 16661.2696589531 | -854.46965895309 |
49 | 15160 | 15841.7794815342 | -681.779481534182 |
50 | 15692.1 | 15711.1681325022 | -19.0681325022223 |
51 | 18908.9 | 18387.0681457945 | 521.831854205506 |
52 | 16969.9 | 17712.4989431471 | -742.598943147078 |
53 | 16997.5 | 17107.6531518211 | -110.153151821138 |
54 | 19858.9 | 19229.5113470506 | 629.38865294937 |
55 | 17681.2 | 16983.6684079974 | 697.531592002585 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.301114742494614 | 0.602229484989229 | 0.698885257505386 |
6 | 0.301181589134282 | 0.602363178268563 | 0.698818410865718 |
7 | 0.405423193683777 | 0.810846387367555 | 0.594576806316223 |
8 | 0.530849278513639 | 0.938301442972721 | 0.469150721486361 |
9 | 0.606660333974168 | 0.786679332051665 | 0.393339666025832 |
10 | 0.583662159593127 | 0.832675680813746 | 0.416337840406873 |
11 | 0.528643174162279 | 0.942713651675442 | 0.471356825837721 |
12 | 0.444827120595738 | 0.889654241191476 | 0.555172879404262 |
13 | 0.361890052691998 | 0.723780105383996 | 0.638109947308002 |
14 | 0.298301958826206 | 0.596603917652413 | 0.701698041173794 |
15 | 0.255400203635351 | 0.510800407270702 | 0.744599796364649 |
16 | 0.216342491978730 | 0.432684983957461 | 0.78365750802127 |
17 | 0.168144617266659 | 0.336289234533318 | 0.83185538273334 |
18 | 0.188448245388037 | 0.376896490776073 | 0.811551754611963 |
19 | 0.157573791980476 | 0.315147583960952 | 0.842426208019524 |
20 | 0.127343987965459 | 0.254687975930917 | 0.872656012034541 |
21 | 0.112335909925215 | 0.224671819850431 | 0.887664090074785 |
22 | 0.104842995425233 | 0.209685990850465 | 0.895157004574767 |
23 | 0.134420035778857 | 0.268840071557714 | 0.865579964221143 |
24 | 0.451568039032822 | 0.903136078065645 | 0.548431960967178 |
25 | 0.626648955595624 | 0.746702088808752 | 0.373351044404376 |
26 | 0.572704023004659 | 0.854591953990683 | 0.427295976995341 |
27 | 0.564060306101067 | 0.871879387797866 | 0.435939693898933 |
28 | 0.506066722568536 | 0.987866554862927 | 0.493933277431464 |
29 | 0.430484250154617 | 0.860968500309233 | 0.569515749845383 |
30 | 0.356271411908497 | 0.712542823816994 | 0.643728588091503 |
31 | 0.313086579913709 | 0.626173159827419 | 0.686913420086291 |
32 | 0.732999947810563 | 0.534000104378875 | 0.267000052189437 |
33 | 0.684463667478596 | 0.631072665042808 | 0.315536332521404 |
34 | 0.623249983436052 | 0.753500033127897 | 0.376750016563948 |
35 | 0.816819437740505 | 0.366361124518991 | 0.183180562259495 |
36 | 0.922171900002221 | 0.155656199995558 | 0.077828099997779 |
37 | 0.95748608297013 | 0.0850278340597405 | 0.0425139170298703 |
38 | 0.932658080262302 | 0.134683839475395 | 0.0673419197376977 |
39 | 0.899168559700855 | 0.20166288059829 | 0.100831440299145 |
40 | 0.862555945446511 | 0.274888109106977 | 0.137444054553489 |
41 | 0.809299573798466 | 0.381400852403068 | 0.190700426201534 |
42 | 0.778498235722732 | 0.443003528554537 | 0.221501764277268 |
43 | 0.87650741198131 | 0.246985176037381 | 0.123492588018690 |
44 | 0.837189101546814 | 0.325621796906373 | 0.162810898453186 |
45 | 0.80412769055186 | 0.391744618896278 | 0.195872309448139 |
46 | 0.742485416844092 | 0.515029166311816 | 0.257514583155908 |
47 | 0.694721762034093 | 0.610556475931814 | 0.305278237965907 |
48 | 0.705514737529565 | 0.58897052494087 | 0.294485262470435 |
49 | 0.638128695929252 | 0.723742608141497 | 0.361871304070748 |
50 | 0.469568752826879 | 0.939137505653758 | 0.530431247173121 |
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 | 1 | 0.0217391304347826 | OK |