Multiple Linear Regression - Estimated Regression Equation |
productie[t] = + 35.3845145648451 + 0.00398530347372131uitvoer[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) | 35.3845145648451 | 6.782018 | 5.2174 | 2e-06 | 1e-06 |
uitvoer | 0.00398530347372131 | 0.000396 | 10.059 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.777960787487783 |
R-squared | 0.605222986868611 |
Adjusted R-squared | 0.599241516972681 |
F-TEST (value) | 101.182986355981 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 66 |
p-value | 5.99520433297585e-15 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 6.29892155690996 |
Sum Squared Residuals | 2618.64324348693 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 94.6 | 93.3487609383847 | 1.25123906161525 |
2 | 95.9 | 95.6275574646586 | 0.272442535341443 |
3 | 104.7 | 104.781401013449 | -0.0814010134490508 |
4 | 102.8 | 99.8727027248665 | 2.92729727513349 |
5 | 98.1 | 97.5847400006031 | 0.515259999396888 |
6 | 113.9 | 103.775908947029 | 10.1240910529708 |
7 | 80.9 | 94.8285041181774 | -13.9285041181774 |
8 | 95.7 | 90.2541727910401 | 5.44582720895987 |
9 | 113.2 | 105.077509061547 | 8.12249093845346 |
10 | 105.9 | 99.9388587625303 | 5.96114123746972 |
11 | 108.8 | 105.267608037243 | 3.53239196275694 |
12 | 102.3 | 101.42816667066 | 0.87183332934006 |
13 | 99 | 99.9420470053093 | -0.942047005309262 |
14 | 100.7 | 101.358025329522 | -0.658025329522445 |
15 | 115.5 | 113.313935750686 | 2.18606424931362 |
16 | 100.7 | 98.765983950214 | 1.9340160497859 |
17 | 109.9 | 107.135121245029 | 2.76487875497115 |
18 | 114.6 | 108.433533116767 | 6.16646688323274 |
19 | 85.4 | 100.188338759985 | -14.7883387599852 |
20 | 100.5 | 94.5738432262067 | 5.92615677379334 |
21 | 114.8 | 107.813818426604 | 6.9861815733964 |
22 | 116.5 | 108.740401484244 | 7.7595985157562 |
23 | 112.9 | 108.979121162320 | 3.9208788376803 |
24 | 102 | 99.2151276517025 | 2.78487234829750 |
25 | 106 | 104.842376156597 | 1.15762384340301 |
26 | 105.3 | 103.801016358914 | 1.49898364108639 |
27 | 118.8 | 113.616021753994 | 5.18397824600555 |
28 | 106.1 | 103.866375335883 | 2.23362466411736 |
29 | 109.3 | 108.493711199220 | 0.806288800779543 |
30 | 117.2 | 112.306451032530 | 4.89354896747037 |
31 | 92.5 | 107.707809354203 | -15.2078093542026 |
32 | 104.2 | 99.918135184467 | 4.28186481553307 |
33 | 112.5 | 108.61207471239 | 3.88792528761002 |
34 | 122.4 | 117.143812388933 | 5.25618761106745 |
35 | 113.3 | 110.934709576875 | 2.36529042312524 |
36 | 100 | 101.028440732246 | -1.02844073224569 |
37 | 110.7 | 110.096201726004 | 0.603798273996215 |
38 | 112.8 | 111.143140948550 | 1.65685905144962 |
39 | 109.8 | 111.9469766592 | -2.14697665919997 |
40 | 117.3 | 117.273334751829 | 0.0266652481714963 |
41 | 109.1 | 112.403692437288 | -3.30369243728843 |
42 | 115.9 | 117.503685292610 | -1.60368529260959 |
43 | 96 | 115.317347806926 | -19.3173478069261 |
44 | 99.8 | 99.7128920555703 | 0.0871079444297108 |
45 | 116.8 | 116.524496229116 | 0.275503770883736 |
46 | 115.7 | 113.94122251745 | 1.75877748254990 |
47 | 99.4 | 97.7090814689832 | 1.69091853101679 |
48 | 94.3 | 92.7111123825893 | 1.58888761741068 |
49 | 91 | 90.6032853753381 | 0.396714624661882 |
50 | 93.2 | 92.4074322578918 | 0.792567742108253 |
51 | 103.1 | 96.3221958601282 | 6.7778041398718 |
52 | 94.1 | 92.8677348091066 | 1.23226519089343 |
53 | 91.8 | 90.3008008416827 | 1.49919915831732 |
54 | 102.7 | 97.8991804446797 | 4.80081955532029 |
55 | 82.6 | 94.1031788859602 | -11.5031788859602 |
56 | 89.1 | 85.2904773145202 | 3.80952268547976 |
57 | 104.5 | 99.904186622309 | 4.59581337769109 |
58 | 105.1 | 99.384901579683 | 5.71509842031697 |
59 | 95.1 | 99.1776657990495 | -4.07766579904952 |
60 | 88.7 | 98.3794095132631 | -9.67940951326313 |
61 | 86.3 | 95.8017152264602 | -9.5017152264602 |
62 | 91.8 | 97.9222952048273 | -6.12229520482731 |
63 | 111.5 | 110.742219419094 | 0.75778058090598 |
64 | 99.7 | 103.014715983548 | -3.3147159835484 |
65 | 97.5 | 103.124710359423 | -5.6247103594231 |
66 | 111.7 | 114.528257719129 | -2.82825771912926 |
67 | 86.2 | 105.849462344406 | -19.6494623444064 |
68 | 95.4 | 99.1768687383548 | -3.77686873835476 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.0122393863329949 | 0.0244787726659899 | 0.987760613667005 |
6 | 0.165243659898172 | 0.330487319796345 | 0.834756340101828 |
7 | 0.646919620877993 | 0.706160758244014 | 0.353080379122007 |
8 | 0.733969676635054 | 0.532060646729892 | 0.266030323364946 |
9 | 0.680206359947278 | 0.639587280105444 | 0.319793640052722 |
10 | 0.611755746718424 | 0.776488506563153 | 0.388244253281576 |
11 | 0.518024712866499 | 0.963950574267002 | 0.481975287133501 |
12 | 0.427313566643062 | 0.854627133286124 | 0.572686433356938 |
13 | 0.353261540136958 | 0.706523080273915 | 0.646738459863042 |
14 | 0.287505983457042 | 0.575011966914085 | 0.712494016542958 |
15 | 0.240848041632738 | 0.481696083265476 | 0.759151958367262 |
16 | 0.177141985825056 | 0.354283971650113 | 0.822858014174944 |
17 | 0.127499227022808 | 0.254998454045616 | 0.872500772977192 |
18 | 0.0996552749632639 | 0.199310549926528 | 0.900344725036736 |
19 | 0.473400443057507 | 0.946800886115014 | 0.526599556942493 |
20 | 0.474605184161983 | 0.949210368323967 | 0.525394815838017 |
21 | 0.447695944746443 | 0.895391889492886 | 0.552304055253557 |
22 | 0.433915520470849 | 0.867831040941698 | 0.566084479529151 |
23 | 0.374588963455935 | 0.749177926911869 | 0.625411036544065 |
24 | 0.314880014073218 | 0.629760028146437 | 0.685119985926782 |
25 | 0.25738699208978 | 0.51477398417956 | 0.74261300791022 |
26 | 0.204903020632474 | 0.409806041264949 | 0.795096979367526 |
27 | 0.175786571048042 | 0.351573142096085 | 0.824213428951958 |
28 | 0.136835493756481 | 0.273670987512962 | 0.86316450624352 |
29 | 0.108577384494526 | 0.217154768989052 | 0.891422615505474 |
30 | 0.0919941774495026 | 0.183988354899005 | 0.908005822550497 |
31 | 0.443766142524199 | 0.887532285048398 | 0.556233857475801 |
32 | 0.408575341213732 | 0.817150682427463 | 0.591424658786268 |
33 | 0.368806318486194 | 0.737612636972387 | 0.631193681513806 |
34 | 0.360183015665194 | 0.720366031330387 | 0.639816984334806 |
35 | 0.319407909798925 | 0.63881581959785 | 0.680592090201075 |
36 | 0.263303915139658 | 0.526607830279315 | 0.736696084860342 |
37 | 0.222138783337289 | 0.444277566674577 | 0.777861216662711 |
38 | 0.190805328870343 | 0.381610657740686 | 0.809194671129657 |
39 | 0.163709344449996 | 0.327418688899992 | 0.836290655550004 |
40 | 0.143880196622321 | 0.287760393244642 | 0.856119803377679 |
41 | 0.123294838535306 | 0.246589677070613 | 0.876705161464694 |
42 | 0.106512578694549 | 0.213025157389098 | 0.893487421305451 |
43 | 0.501286019050733 | 0.997427961898534 | 0.498713980949267 |
44 | 0.431168981571235 | 0.86233796314247 | 0.568831018428765 |
45 | 0.381273240869067 | 0.762546481738135 | 0.618726759130933 |
46 | 0.368546279425729 | 0.737092558851457 | 0.631453720574271 |
47 | 0.313300750793685 | 0.626601501587371 | 0.686699249206315 |
48 | 0.253168890410468 | 0.506337780820937 | 0.746831109589532 |
49 | 0.195091007769342 | 0.390182015538685 | 0.804908992230658 |
50 | 0.146867298124464 | 0.293734596248929 | 0.853132701875536 |
51 | 0.175711200525834 | 0.351422401051668 | 0.824288799474166 |
52 | 0.135025731859071 | 0.270051463718143 | 0.864974268140929 |
53 | 0.102106453355649 | 0.204212906711297 | 0.897893546644351 |
54 | 0.115940602998100 | 0.231881205996201 | 0.8840593970019 |
55 | 0.178464230118907 | 0.356928460237814 | 0.821535769881093 |
56 | 0.167257850549333 | 0.334515701098665 | 0.832742149450667 |
57 | 0.224899163613997 | 0.449798327227994 | 0.775100836386003 |
58 | 0.447505458958561 | 0.895010917917122 | 0.552494541041439 |
59 | 0.378632433384741 | 0.757264866769482 | 0.621367566615259 |
60 | 0.31533743655294 | 0.63067487310588 | 0.68466256344706 |
61 | 0.242825814954185 | 0.485651629908371 | 0.757174185045815 |
62 | 0.158503843757859 | 0.317007687515718 | 0.841496156242141 |
63 | 0.134888000646332 | 0.269776001292665 | 0.865111999353668 |
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 | 0.0169491525423729 | OK |
10% type I error level | 1 | 0.0169491525423729 | OK |