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
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)2.285013593251810.12951817.642500
Q10.3138738501387840.2016291.55670.1249850.062492
Q20.01887332080623320.1234420.15290.8790140.439507
Q40.1096567091277210.1195450.91730.3627910.181395
Q50.2188248249680470.1281151.7080.0929790.046489
Q60.1238061248924290.1212931.02070.3116280.155814
Q80.08737871157998070.1379280.63350.5288910.264446


Multiple Linear Regression - Regression Statistics
Multiple R0.401026895814176
R-squared0.160822571166354
Adjusted R-squared0.0740111130111494
F-TEST (value)1.85255005023449
F-TEST (DF numerator)6
F-TEST (DF denominator)58
p-value0.104718417064221
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.470842333114655
Sum Squared Residuals12.8581651538654


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12.474597650569732.408819718144240.0657779324254926
22.669373849863832.394670302379530.274703547484302
32.532196436980472.285013593251810.247182843728664
42.127298200004852.50383841821985-0.376540218215004
52.492512252387162.285013593251810.207498659135354
63.548146251143222.503838418219851.04430783292337
72.562342940126952.303886914058040.258456026068911
82.274288763918072.30388691405804-0.0295981501399696
92.472457647772352.394670302379530.0777873453928221
102.486729163160572.394670302379530.0920588607810421
113.079292151150822.646517863918520.432774287232304
122.783517542774072.627644543112280.155872999661787
132.987791198984822.408819718144240.578971480840585
141.975831821979912.50383841821985-0.528006596239944
152.043363695464062.50383841821985-0.460474722755794
162.295496517343842.73730125224-0.441804734896164
172.831969548928652.632368448153810.199601100774842
182.474449754436442.285013593251810.189436161184634
192.783038858346212.427693038950470.355345819395742
202.745932576194122.715023254692260.0309093215018567
213.498363164400562.522711739026090.975651425374473
222.523130824943812.285013593251810.238117231692003
233.148952581917722.756174573046240.392778008871483
242.5701883659042.63236844815381-0.0621800822498085
252.440693334735332.50092233476574-0.0602290000304115
261.643875935434232.48204901395951-0.838173078525279
272.22891502066972.28501359325181-0.0560985725821064
283.147181522756212.737301252240.409880270516206
292.157484924820972.52271173902609-0.365226814205117
301.792311659424482.48204901395951-0.689737354535029
313.197720633334872.610090450606070.587630182728803
322.525657992674012.64651786391852-0.120859871244506
332.414613565550042.70087383892756-0.286260273377516
341.784151741264212.62764454311228-0.843492801848073
352.596558776491852.75617457304624-0.159615796554387
364.218933100882152.824679963819981.39425313706217
373.046783447208082.756174573046240.290608874161843
382.042199042569022.52271173902609-0.480512696457067
392.36802611274672.64651786391852-0.278491751171816
402.93232777308282.8100722798630.1222554932198
412.947850322110072.832350277410740.11550004469933
422.688950639798762.71974715973379-0.0307965199350291
431.626372875322782.73730125224-1.11092837691722
441.942363065681572.42769303895047-0.485329973268898
452.502224773314932.75617457304624-0.253949799731307
462.947073757930693.05117510237879-0.104101344448098
473.387564711459242.737301252240.650263459219236
483.142151369522332.624728459658170.51742290986416
493.092255561639952.756174573046240.336080988593713
502.920949236422813.03362100987257-0.112671773449763
512.528700179905132.64651786391852-0.117817684013386
521.725358411986712.42769303895047-0.702334626963758
532.480683727820422.7338965754985-0.253212847678076
542.471231759024552.51507175053045-0.0438399915058992
552.560630108373932.7338965754985-0.173266467124566
562.10217613971672.53734974807819-0.43517360836149
572.934453358197472.756174573046240.178278785151233
582.869738557702633.02889710483105-0.159158547128417
592.800481536425132.756174573046240.0443069633788929
602.938677318331482.843553284626220.0951240337052622
612.368610247347562.52271173902609-0.154101491678527
622.511573338300422.75617457304624-0.244601234745817
632.57241126324152.92396430074485-0.351553037503351
643.413693465355352.923964300744850.489729164610499
652.605127932727012.84355328462622-0.238425351899208


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.7882497967644980.4235004064710040.211750203235502
110.67466041695890.65067916608220.3253395830411
120.5486984280110420.9026031439779170.451301571988958
130.5224301716686380.9551396566627250.477569828331362
140.6165754270048690.7668491459902610.383424572995131
150.5907439525482330.8185120949035330.409256047451767
160.5779849416167060.8440301167665890.422015058383294
170.5032573663091410.9934852673817180.496742633690859
180.4178462738101630.8356925476203270.582153726189837
190.3524733342811080.7049466685622170.647526665718892
200.2675890475241960.5351780950483920.732410952475804
210.4878357906166320.9756715812332630.512164209383368
220.4663512014065360.9327024028130730.533648798593464
230.4064753578540650.812950715708130.593524642145935
240.3444910007253370.6889820014506730.655508999274663
250.2784410538465460.5568821076930930.721558946153454
260.3260287791450470.6520575582900930.673971220854954
270.2976319708982240.5952639417964480.702368029101776
280.2991996791988640.5983993583977280.700800320801136
290.3165194335205580.6330388670411150.683480566479443
300.3116727919701740.6233455839403480.688327208029826
310.4374300196617330.8748600393234660.562569980338267
320.4330298856795780.8660597713591570.566970114320422
330.4009642860453660.8019285720907320.599035713954634
340.570193630964770.859612738070460.42980636903523
350.5064784039077980.9870431921844040.493521596092202
360.9316844582178880.1366310835642240.0683155417821119
370.9163172354606940.1673655290786110.0836827645393056
380.8998608341026230.2002783317947540.100139165897377
390.8729493004393630.2541013991212750.127050699560637
400.8320233039189950.335953392162010.167976696081005
410.7877009859372780.4245980281254440.212299014062722
420.7232495055188070.5535009889623860.276750494481193
430.9776220894495510.04475582110089810.022377910550449
440.9688170620421980.06236587591560370.0311829379578019
450.9529771974572310.09404560508553880.0470228025427694
460.9267468993534740.1465062012930510.0732531006465256
470.9223602154616690.1552795690766620.0776397845383312
480.9613486391839230.07730272163215320.0386513608160766
490.9604664789609570.07906704207808510.0395335210390425
500.9379464018672010.1241071962655990.0620535981327993
510.8944543869666770.2110912260666460.105545613033323
520.8760141422576680.2479717154846650.123985857742332
530.8062696971741770.3874606056516450.193730302825823
540.7418860242323920.5162279515352160.258113975767608
550.5763461267536090.8473077464927830.423653873246391


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level10.0217391304347826OK
10% type I error level50.108695652173913NOK