Multiple Linear Regression - Estimated Regression Equation |
MRwaarden[t] = + 2.28501359325181 + 0.313873850138784Q1[t] + 0.0188733208062332Q2[t] + 0.109656709127721Q4[t] + 0.218824824968047Q5[t] + 0.123806124892429Q6[t] + 0.0873787115799807Q8[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) | 2.28501359325181 | 0.129518 | 17.6425 | 0 | 0 |
Q1 | 0.313873850138784 | 0.201629 | 1.5567 | 0.124985 | 0.062492 |
Q2 | 0.0188733208062332 | 0.123442 | 0.1529 | 0.879014 | 0.439507 |
Q4 | 0.109656709127721 | 0.119545 | 0.9173 | 0.362791 | 0.181395 |
Q5 | 0.218824824968047 | 0.128115 | 1.708 | 0.092979 | 0.046489 |
Q6 | 0.123806124892429 | 0.121293 | 1.0207 | 0.311628 | 0.155814 |
Q8 | 0.0873787115799807 | 0.137928 | 0.6335 | 0.528891 | 0.264446 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.401026895814176 |
R-squared | 0.160822571166354 |
Adjusted R-squared | 0.0740111130111494 |
F-TEST (value) | 1.85255005023449 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 58 |
p-value | 0.104718417064221 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.470842333114655 |
Sum Squared Residuals | 12.8581651538654 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 2.47459765056973 | 2.40881971814424 | 0.0657779324254926 |
2 | 2.66937384986383 | 2.39467030237953 | 0.274703547484302 |
3 | 2.53219643698047 | 2.28501359325181 | 0.247182843728664 |
4 | 2.12729820000485 | 2.50383841821985 | -0.376540218215004 |
5 | 2.49251225238716 | 2.28501359325181 | 0.207498659135354 |
6 | 3.54814625114322 | 2.50383841821985 | 1.04430783292337 |
7 | 2.56234294012695 | 2.30388691405804 | 0.258456026068911 |
8 | 2.27428876391807 | 2.30388691405804 | -0.0295981501399696 |
9 | 2.47245764777235 | 2.39467030237953 | 0.0777873453928221 |
10 | 2.48672916316057 | 2.39467030237953 | 0.0920588607810421 |
11 | 3.07929215115082 | 2.64651786391852 | 0.432774287232304 |
12 | 2.78351754277407 | 2.62764454311228 | 0.155872999661787 |
13 | 2.98779119898482 | 2.40881971814424 | 0.578971480840585 |
14 | 1.97583182197991 | 2.50383841821985 | -0.528006596239944 |
15 | 2.04336369546406 | 2.50383841821985 | -0.460474722755794 |
16 | 2.29549651734384 | 2.73730125224 | -0.441804734896164 |
17 | 2.83196954892865 | 2.63236844815381 | 0.199601100774842 |
18 | 2.47444975443644 | 2.28501359325181 | 0.189436161184634 |
19 | 2.78303885834621 | 2.42769303895047 | 0.355345819395742 |
20 | 2.74593257619412 | 2.71502325469226 | 0.0309093215018567 |
21 | 3.49836316440056 | 2.52271173902609 | 0.975651425374473 |
22 | 2.52313082494381 | 2.28501359325181 | 0.238117231692003 |
23 | 3.14895258191772 | 2.75617457304624 | 0.392778008871483 |
24 | 2.570188365904 | 2.63236844815381 | -0.0621800822498085 |
25 | 2.44069333473533 | 2.50092233476574 | -0.0602290000304115 |
26 | 1.64387593543423 | 2.48204901395951 | -0.838173078525279 |
27 | 2.2289150206697 | 2.28501359325181 | -0.0560985725821064 |
28 | 3.14718152275621 | 2.73730125224 | 0.409880270516206 |
29 | 2.15748492482097 | 2.52271173902609 | -0.365226814205117 |
30 | 1.79231165942448 | 2.48204901395951 | -0.689737354535029 |
31 | 3.19772063333487 | 2.61009045060607 | 0.587630182728803 |
32 | 2.52565799267401 | 2.64651786391852 | -0.120859871244506 |
33 | 2.41461356555004 | 2.70087383892756 | -0.286260273377516 |
34 | 1.78415174126421 | 2.62764454311228 | -0.843492801848073 |
35 | 2.59655877649185 | 2.75617457304624 | -0.159615796554387 |
36 | 4.21893310088215 | 2.82467996381998 | 1.39425313706217 |
37 | 3.04678344720808 | 2.75617457304624 | 0.290608874161843 |
38 | 2.04219904256902 | 2.52271173902609 | -0.480512696457067 |
39 | 2.3680261127467 | 2.64651786391852 | -0.278491751171816 |
40 | 2.9323277730828 | 2.810072279863 | 0.1222554932198 |
41 | 2.94785032211007 | 2.83235027741074 | 0.11550004469933 |
42 | 2.68895063979876 | 2.71974715973379 | -0.0307965199350291 |
43 | 1.62637287532278 | 2.73730125224 | -1.11092837691722 |
44 | 1.94236306568157 | 2.42769303895047 | -0.485329973268898 |
45 | 2.50222477331493 | 2.75617457304624 | -0.253949799731307 |
46 | 2.94707375793069 | 3.05117510237879 | -0.104101344448098 |
47 | 3.38756471145924 | 2.73730125224 | 0.650263459219236 |
48 | 3.14215136952233 | 2.62472845965817 | 0.51742290986416 |
49 | 3.09225556163995 | 2.75617457304624 | 0.336080988593713 |
50 | 2.92094923642281 | 3.03362100987257 | -0.112671773449763 |
51 | 2.52870017990513 | 2.64651786391852 | -0.117817684013386 |
52 | 1.72535841198671 | 2.42769303895047 | -0.702334626963758 |
53 | 2.48068372782042 | 2.7338965754985 | -0.253212847678076 |
54 | 2.47123175902455 | 2.51507175053045 | -0.0438399915058992 |
55 | 2.56063010837393 | 2.7338965754985 | -0.173266467124566 |
56 | 2.1021761397167 | 2.53734974807819 | -0.43517360836149 |
57 | 2.93445335819747 | 2.75617457304624 | 0.178278785151233 |
58 | 2.86973855770263 | 3.02889710483105 | -0.159158547128417 |
59 | 2.80048153642513 | 2.75617457304624 | 0.0443069633788929 |
60 | 2.93867731833148 | 2.84355328462622 | 0.0951240337052622 |
61 | 2.36861024734756 | 2.52271173902609 | -0.154101491678527 |
62 | 2.51157333830042 | 2.75617457304624 | -0.244601234745817 |
63 | 2.5724112632415 | 2.92396430074485 | -0.351553037503351 |
64 | 3.41369346535535 | 2.92396430074485 | 0.489729164610499 |
65 | 2.60512793272701 | 2.84355328462622 | -0.238425351899208 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.788249796764498 | 0.423500406471004 | 0.211750203235502 |
11 | 0.6746604169589 | 0.6506791660822 | 0.3253395830411 |
12 | 0.548698428011042 | 0.902603143977917 | 0.451301571988958 |
13 | 0.522430171668638 | 0.955139656662725 | 0.477569828331362 |
14 | 0.616575427004869 | 0.766849145990261 | 0.383424572995131 |
15 | 0.590743952548233 | 0.818512094903533 | 0.409256047451767 |
16 | 0.577984941616706 | 0.844030116766589 | 0.422015058383294 |
17 | 0.503257366309141 | 0.993485267381718 | 0.496742633690859 |
18 | 0.417846273810163 | 0.835692547620327 | 0.582153726189837 |
19 | 0.352473334281108 | 0.704946668562217 | 0.647526665718892 |
20 | 0.267589047524196 | 0.535178095048392 | 0.732410952475804 |
21 | 0.487835790616632 | 0.975671581233263 | 0.512164209383368 |
22 | 0.466351201406536 | 0.932702402813073 | 0.533648798593464 |
23 | 0.406475357854065 | 0.81295071570813 | 0.593524642145935 |
24 | 0.344491000725337 | 0.688982001450673 | 0.655508999274663 |
25 | 0.278441053846546 | 0.556882107693093 | 0.721558946153454 |
26 | 0.326028779145047 | 0.652057558290093 | 0.673971220854954 |
27 | 0.297631970898224 | 0.595263941796448 | 0.702368029101776 |
28 | 0.299199679198864 | 0.598399358397728 | 0.700800320801136 |
29 | 0.316519433520558 | 0.633038867041115 | 0.683480566479443 |
30 | 0.311672791970174 | 0.623345583940348 | 0.688327208029826 |
31 | 0.437430019661733 | 0.874860039323466 | 0.562569980338267 |
32 | 0.433029885679578 | 0.866059771359157 | 0.566970114320422 |
33 | 0.400964286045366 | 0.801928572090732 | 0.599035713954634 |
34 | 0.57019363096477 | 0.85961273807046 | 0.42980636903523 |
35 | 0.506478403907798 | 0.987043192184404 | 0.493521596092202 |
36 | 0.931684458217888 | 0.136631083564224 | 0.0683155417821119 |
37 | 0.916317235460694 | 0.167365529078611 | 0.0836827645393056 |
38 | 0.899860834102623 | 0.200278331794754 | 0.100139165897377 |
39 | 0.872949300439363 | 0.254101399121275 | 0.127050699560637 |
40 | 0.832023303918995 | 0.33595339216201 | 0.167976696081005 |
41 | 0.787700985937278 | 0.424598028125444 | 0.212299014062722 |
42 | 0.723249505518807 | 0.553500988962386 | 0.276750494481193 |
43 | 0.977622089449551 | 0.0447558211008981 | 0.022377910550449 |
44 | 0.968817062042198 | 0.0623658759156037 | 0.0311829379578019 |
45 | 0.952977197457231 | 0.0940456050855388 | 0.0470228025427694 |
46 | 0.926746899353474 | 0.146506201293051 | 0.0732531006465256 |
47 | 0.922360215461669 | 0.155279569076662 | 0.0776397845383312 |
48 | 0.961348639183923 | 0.0773027216321532 | 0.0386513608160766 |
49 | 0.960466478960957 | 0.0790670420780851 | 0.0395335210390425 |
50 | 0.937946401867201 | 0.124107196265599 | 0.0620535981327993 |
51 | 0.894454386966677 | 0.211091226066646 | 0.105545613033323 |
52 | 0.876014142257668 | 0.247971715484665 | 0.123985857742332 |
53 | 0.806269697174177 | 0.387460605651645 | 0.193730302825823 |
54 | 0.741886024232392 | 0.516227951535216 | 0.258113975767608 |
55 | 0.576346126753609 | 0.847307746492783 | 0.423653873246391 |
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 | 0.0217391304347826 | OK |
10% type I error level | 5 | 0.108695652173913 | NOK |