| Multiple Linear Regression - Estimated Regression Equation |
| productie[t] = + 101.158333333333 -0.0403240740740826M1[t] + 2.07907407407409M2[t] + 12.7984722222222M3[t] + 5.78453703703704M4[t] + 5.0539351851852M5[t] + 15.2066666666667M6[t] -10.0906018518518M7[t] + 0.195462962962974M8[t] + 14.5918055555556M9[t] + 15.4545370370371M10[t] + 8.33726851851853M11[t] -0.102731481481481t + 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) | 101.158333333333 | 3.323364 | 30.4385 | 0 | 0 |
| M1 | -0.0403240740740826 | 4.030084 | -0.01 | 0.992053 | 0.496026 |
| M2 | 2.07907407407409 | 4.028181 | 0.5161 | 0.607831 | 0.303915 |
| M3 | 12.7984722222222 | 4.026699 | 3.1784 | 0.002431 | 0.001216 |
| M4 | 5.78453703703704 | 4.025641 | 1.4369 | 0.156404 | 0.078202 |
| M5 | 5.0539351851852 | 4.025006 | 1.2556 | 0.214557 | 0.107278 |
| M6 | 15.2066666666667 | 4.024794 | 3.7782 | 0.00039 | 0.000195 |
| M7 | -10.0906018518518 | 4.025006 | -2.507 | 0.015161 | 0.00758 |
| M8 | 0.195462962962974 | 4.025641 | 0.0486 | 0.96145 | 0.480725 |
| M9 | 14.5918055555556 | 4.205585 | 3.4696 | 0.001021 | 0.00051 |
| M10 | 15.4545370370371 | 4.204571 | 3.6757 | 0.00054 | 0.00027 |
| M11 | 8.33726851851853 | 4.203963 | 1.9832 | 0.052348 | 0.026174 |
| t | -0.102731481481481 | 0.041285 | -2.4884 | 0.015891 | 0.007945 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.79604363761988 |
| R-squared | 0.63368547299509 |
| Adjusted R-squared | 0.553762303466746 |
| F-TEST (value) | 7.92868296808923 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 55 |
| p-value | 2.51533024409056e-08 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 6.64672889852633 |
| Sum Squared Residuals | 2429.84527777778 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 94.6 | 101.015277777778 | -6.41527777777786 |
| 2 | 95.9 | 103.031944444444 | -7.13194444444444 |
| 3 | 104.7 | 113.648611111111 | -8.9486111111111 |
| 4 | 102.8 | 106.531944444444 | -3.73194444444445 |
| 5 | 98.1 | 105.698611111111 | -7.59861111111111 |
| 6 | 113.9 | 115.748611111111 | -1.84861111111112 |
| 7 | 80.9 | 90.348611111111 | -9.44861111111107 |
| 8 | 95.7 | 100.531944444444 | -4.83194444444445 |
| 9 | 113.2 | 114.825555555556 | -1.62555555555555 |
| 10 | 105.9 | 115.585555555556 | -9.68555555555554 |
| 11 | 108.8 | 108.365555555556 | 0.434444444444428 |
| 12 | 102.3 | 99.9255555555555 | 2.37444444444445 |
| 13 | 99 | 99.7825 | -0.782499999999983 |
| 14 | 100.7 | 101.799166666667 | -1.09916666666667 |
| 15 | 115.5 | 112.415833333333 | 3.08416666666667 |
| 16 | 100.7 | 105.299166666667 | -4.59916666666666 |
| 17 | 109.9 | 104.465833333333 | 5.43416666666668 |
| 18 | 114.6 | 114.515833333333 | 0.084166666666662 |
| 19 | 85.4 | 89.1158333333333 | -3.71583333333334 |
| 20 | 100.5 | 99.2991666666667 | 1.20083333333333 |
| 21 | 114.8 | 113.592777777778 | 1.20722222222222 |
| 22 | 116.5 | 114.352777777778 | 2.14722222222222 |
| 23 | 112.9 | 107.132777777778 | 5.76722222222223 |
| 24 | 102 | 98.6927777777778 | 3.30722222222223 |
| 25 | 106 | 98.5497222222222 | 7.4502777777778 |
| 26 | 105.3 | 100.566388888889 | 4.7336111111111 |
| 27 | 118.8 | 111.183055555556 | 7.61694444444444 |
| 28 | 106.1 | 104.066388888889 | 2.03361111111111 |
| 29 | 109.3 | 103.233055555556 | 6.06694444444444 |
| 30 | 117.2 | 113.283055555556 | 3.91694444444445 |
| 31 | 92.5 | 87.8830555555556 | 4.61694444444444 |
| 32 | 104.2 | 98.0663888888889 | 6.13361111111111 |
| 33 | 112.5 | 112.36 | 0.14 |
| 34 | 122.4 | 113.12 | 9.28 |
| 35 | 113.3 | 105.9 | 7.4 |
| 36 | 100 | 97.46 | 2.54000000000001 |
| 37 | 110.7 | 97.3169444444444 | 13.3830555555556 |
| 38 | 112.8 | 99.3336111111111 | 13.4663888888889 |
| 39 | 109.8 | 109.950277777778 | -0.150277777777779 |
| 40 | 117.3 | 102.833611111111 | 14.4663888888889 |
| 41 | 109.1 | 102.000277777778 | 7.09972222222222 |
| 42 | 115.9 | 112.050277777778 | 3.84972222222223 |
| 43 | 96 | 86.6502777777778 | 9.34972222222221 |
| 44 | 99.8 | 96.8336111111111 | 2.96638888888889 |
| 45 | 116.8 | 111.127222222222 | 5.67277777777777 |
| 46 | 115.7 | 111.887222222222 | 3.81277777777778 |
| 47 | 99.4 | 104.667222222222 | -5.26722222222222 |
| 48 | 94.3 | 96.2272222222222 | -1.92722222222222 |
| 49 | 91 | 96.0841666666666 | -5.08416666666665 |
| 50 | 93.2 | 98.1008333333333 | -4.90083333333334 |
| 51 | 103.1 | 108.7175 | -5.61750000000001 |
| 52 | 94.1 | 101.600833333333 | -7.50083333333334 |
| 53 | 91.8 | 100.7675 | -8.9675 |
| 54 | 102.7 | 110.8175 | -8.1175 |
| 55 | 82.6 | 85.4175 | -2.81750000000002 |
| 56 | 89.1 | 95.6008333333333 | -6.50083333333334 |
| 57 | 104.5 | 109.894444444444 | -5.39444444444445 |
| 58 | 105.1 | 110.654444444444 | -5.55444444444445 |
| 59 | 95.1 | 103.434444444444 | -8.33444444444445 |
| 60 | 88.7 | 94.9944444444444 | -6.29444444444443 |
| 61 | 86.3 | 94.8513888888889 | -8.55138888888888 |
| 62 | 91.8 | 96.8680555555556 | -5.06805555555557 |
| 63 | 111.5 | 107.484722222222 | 4.01527777777777 |
| 64 | 99.7 | 100.368055555556 | -0.668055555555555 |
| 65 | 97.5 | 99.5347222222222 | -2.03472222222222 |
| 66 | 111.7 | 109.584722222222 | 2.11527777777778 |
| 67 | 86.2 | 84.1847222222222 | 2.01527777777777 |
| 68 | 95.4 | 94.3680555555556 | 1.03194444444445 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.246156974963074 | 0.492313949926148 | 0.753843025036926 |
| 17 | 0.223315345094332 | 0.446630690188664 | 0.776684654905668 |
| 18 | 0.167327997386593 | 0.334655994773186 | 0.832672002613407 |
| 19 | 0.117296894984265 | 0.234593789968530 | 0.882703105015735 |
| 20 | 0.0679045431288118 | 0.135809086257624 | 0.932095456871188 |
| 21 | 0.0435210625427960 | 0.0870421250855921 | 0.956478937457204 |
| 22 | 0.0437094332153011 | 0.0874188664306023 | 0.956290566784699 |
| 23 | 0.0226307869823082 | 0.0452615739646163 | 0.977369213017692 |
| 24 | 0.0183640279185951 | 0.0367280558371901 | 0.981635972081405 |
| 25 | 0.009872613973709 | 0.019745227947418 | 0.99012738602629 |
| 26 | 0.00486155688802709 | 0.00972311377605418 | 0.995138443111973 |
| 27 | 0.00227489376593495 | 0.0045497875318699 | 0.997725106234065 |
| 28 | 0.00167591498890271 | 0.00335182997780542 | 0.998324085011097 |
| 29 | 0.000789761478647406 | 0.00157952295729481 | 0.999210238521353 |
| 30 | 0.00056124931493781 | 0.00112249862987562 | 0.999438750685062 |
| 31 | 0.000383494803218873 | 0.000766989606437745 | 0.999616505196781 |
| 32 | 0.000163099066302521 | 0.000326198132605041 | 0.999836900933697 |
| 33 | 0.000589221028919101 | 0.00117844205783820 | 0.99941077897108 |
| 34 | 0.000488056999900019 | 0.000976113999800038 | 0.9995119430001 |
| 35 | 0.000397380803126273 | 0.000794761606252546 | 0.999602619196874 |
| 36 | 0.000726807194596451 | 0.00145361438919290 | 0.999273192805403 |
| 37 | 0.00127384751458687 | 0.00254769502917375 | 0.998726152485413 |
| 38 | 0.0027896550842161 | 0.0055793101684322 | 0.997210344915784 |
| 39 | 0.0106830297544493 | 0.0213660595088987 | 0.98931697024555 |
| 40 | 0.0385183653290377 | 0.0770367306580755 | 0.961481634670962 |
| 41 | 0.0561133275122573 | 0.112226655024515 | 0.943886672487743 |
| 42 | 0.0606449961700173 | 0.121289992340035 | 0.939355003829983 |
| 43 | 0.0785489347941831 | 0.157097869588366 | 0.921451065205817 |
| 44 | 0.103292985320278 | 0.206585970640556 | 0.896707014679722 |
| 45 | 0.207731610381116 | 0.415463220762231 | 0.792268389618884 |
| 46 | 0.431738398045603 | 0.863476796091206 | 0.568261601954397 |
| 47 | 0.703315706624768 | 0.593368586750463 | 0.296684293375232 |
| 48 | 0.85485968409887 | 0.290280631802260 | 0.145140315901130 |
| 49 | 0.974799008730163 | 0.050401982539674 | 0.025200991269837 |
| 50 | 0.997610979476901 | 0.00477804104619738 | 0.00238902052309869 |
| 51 | 0.994658288968683 | 0.010683422062633 | 0.0053417110313165 |
| 52 | 0.979238939861171 | 0.0415221202776577 | 0.0207610601388288 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 14 | 0.378378378378378 | NOK |
| 5% type I error level | 20 | 0.540540540540541 | NOK |
| 10% type I error level | 24 | 0.648648648648649 | NOK |
