| Multiple Linear Regression - Estimated Regression Equation |
| Tarweprijs[t] = + 208.364583333333 + 8.41898611111109M1[t] + 21.3693055555555M2[t] + 23.6696249999998M3[t] + 4.81744444444434M4[t] + 3.43276388888875M5[t] + 13.5030833333332M6[t] + 5.57340277777767M7[t] + 3.0362222222221M8[t] + 6.60654166666655M9[t] -1.19813888888901M10[t] -7.07031944444457M11[t] + 1.38218055555556t + 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) | 208.364583333333 | 46.115711 | 4.5183 | 6.8e-05 | 3.4e-05 |
| M1 | 8.41898611111109 | 55.555695 | 0.1515 | 0.880419 | 0.440209 |
| M2 | 21.3693055555555 | 55.424187 | 0.3856 | 0.702157 | 0.351078 |
| M3 | 23.6696249999998 | 55.304935 | 0.428 | 0.671285 | 0.335642 |
| M4 | 4.81744444444434 | 55.198017 | 0.0873 | 0.93095 | 0.465475 |
| M5 | 3.43276388888875 | 55.103505 | 0.0623 | 0.950681 | 0.475341 |
| M6 | 13.5030833333332 | 55.021463 | 0.2454 | 0.807569 | 0.403784 |
| M7 | 5.57340277777767 | 54.951948 | 0.1014 | 0.919793 | 0.459897 |
| M8 | 3.0362222222221 | 54.895006 | 0.0553 | 0.956206 | 0.478103 |
| M9 | 6.60654166666655 | 54.850677 | 0.1204 | 0.904819 | 0.452409 |
| M10 | -1.19813888888901 | 54.818992 | -0.0219 | 0.982687 | 0.491343 |
| M11 | -7.07031944444457 | 54.799972 | -0.129 | 0.89808 | 0.44904 |
| t | 1.38218055555556 | 0.833659 | 1.658 | 0.106261 | 0.053131 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.282450737254633 |
| R-squared | 0.079778418975686 |
| Adjusted R-squared | -0.235726123089793 |
| F-TEST (value) | 0.252859811314948 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 35 |
| p-value | 0.992925806217615 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 77.4898947639227 |
| Sum Squared Residuals | 210163.932668333 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 167.16 | 218.165750000000 | -51.0057499999998 |
| 2 | 179.84 | 232.49825 | -52.65825 |
| 3 | 174.44 | 236.18075 | -61.7407500000001 |
| 4 | 180.35 | 218.71075 | -38.36075 |
| 5 | 193.17 | 218.70825 | -25.5382500000001 |
| 6 | 195.16 | 230.16075 | -35.00075 |
| 7 | 202.43 | 223.61325 | -21.18325 |
| 8 | 189.91 | 222.45825 | -32.54825 |
| 9 | 195.98 | 227.41075 | -31.43075 |
| 10 | 212.09 | 220.98825 | -8.89825 |
| 11 | 205.81 | 216.49825 | -10.68825 |
| 12 | 204.31 | 224.95075 | -20.6407500000001 |
| 13 | 196.07 | 234.751916666667 | -38.6819166666669 |
| 14 | 199.98 | 249.084416666667 | -49.1044166666667 |
| 15 | 199.1 | 252.766916666667 | -53.6669166666666 |
| 16 | 198.31 | 235.296916666667 | -36.9869166666667 |
| 17 | 195.72 | 235.294416666667 | -39.5744166666667 |
| 18 | 223.04 | 246.746916666667 | -23.7069166666667 |
| 19 | 238.41 | 240.199416666667 | -1.78941666666668 |
| 20 | 259.73 | 239.044416666667 | 20.6855833333334 |
| 21 | 326.54 | 243.996916666667 | 82.5430833333333 |
| 22 | 335.15 | 237.574416666667 | 97.5755833333333 |
| 23 | 321.81 | 233.084416666667 | 88.7255833333333 |
| 24 | 368.62 | 241.536916666667 | 127.083083333333 |
| 25 | 369.59 | 251.338083333333 | 118.251916666667 |
| 26 | 425 | 265.670583333333 | 159.329416666667 |
| 27 | 439.72 | 269.353083333333 | 170.366916666667 |
| 28 | 362.23 | 251.883083333333 | 110.346916666667 |
| 29 | 328.76 | 251.880583333333 | 76.8794166666667 |
| 30 | 348.55 | 263.333083333333 | 85.2169166666667 |
| 31 | 328.18 | 256.785583333333 | 71.3944166666666 |
| 32 | 329.34 | 255.630583333333 | 73.7094166666666 |
| 33 | 295.55 | 260.583083333333 | 34.9669166666667 |
| 34 | 237.38 | 254.160583333333 | -16.7805833333333 |
| 35 | 226.85 | 249.670583333333 | -22.8205833333333 |
| 36 | 220.14 | 258.123083333333 | -37.9830833333335 |
| 37 | 239.36 | 267.92425 | -28.56425 |
| 38 | 224.69 | 282.25675 | -57.56675 |
| 39 | 230.98 | 285.93925 | -54.9592499999999 |
| 40 | 233.47 | 268.46925 | -34.9992500000000 |
| 41 | 256.7 | 268.46675 | -11.7667500000000 |
| 42 | 253.41 | 279.91925 | -26.50925 |
| 43 | 224.95 | 273.37175 | -48.42175 |
| 44 | 210.37 | 272.21675 | -61.84675 |
| 45 | 191.09 | 277.16925 | -86.07925 |
| 46 | 198.85 | 270.74675 | -71.89675 |
| 47 | 211.04 | 266.25675 | -55.21675 |
| 48 | 206.25 | 274.70925 | -68.4592500000001 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.000172026443997495 | 0.00034405288799499 | 0.999827973556003 |
| 17 | 0.000343936008807046 | 0.000687872017614092 | 0.999656063991193 |
| 18 | 0.000101671421792491 | 0.000203342843584981 | 0.999898328578207 |
| 19 | 8.15432960430235e-05 | 0.000163086592086047 | 0.999918456703957 |
| 20 | 0.00343208140505692 | 0.00686416281011384 | 0.996567918594943 |
| 21 | 0.125104665399075 | 0.250209330798150 | 0.874895334600925 |
| 22 | 0.200901545531955 | 0.40180309106391 | 0.799098454468045 |
| 23 | 0.230113365494386 | 0.460226730988773 | 0.769886634505614 |
| 24 | 0.340935328525133 | 0.681870657050265 | 0.659064671474867 |
| 25 | 0.382614307546509 | 0.765228615093018 | 0.617385692453491 |
| 26 | 0.651677829500083 | 0.696644340999834 | 0.348322170499917 |
| 27 | 0.925104298085063 | 0.149791403829873 | 0.0748957019149366 |
| 28 | 0.916602934635674 | 0.166794130728653 | 0.0833970653643265 |
| 29 | 0.845295937988648 | 0.309408124022704 | 0.154704062011352 |
| 30 | 0.758007490811764 | 0.483985018376472 | 0.241992509188236 |
| 31 | 0.686239940849014 | 0.627520118301972 | 0.313760059150986 |
| 32 | 0.738779448232611 | 0.522441103534778 | 0.261220551767389 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 5 | 0.294117647058824 | NOK |
| 5% type I error level | 5 | 0.294117647058824 | NOK |
| 10% type I error level | 5 | 0.294117647058824 | NOK |
