| Multiple Linear Regression - Estimated Regression Equation |
| Gasverbruik[t] = + 184.187780754098 + 0.411924978271191`verbruik-1`[t] -35.9914829823636M1[t] -81.5347368847649M2[t] -110.464288803697M3[t] -152.701279577718M4[t] -158.942776182526M5[t] -152.417963785236M6[t] -154.263242501735M7[t] -149.200362839029M8[t] -131.896899673988M9[t] -83.2310550224989M10[t] -18.2122278589104M11[t] -0.16013532449131t + 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) | 184.187780754098 | 21.750584 | 8.4682 | 0 | 0 |
| `verbruik-1` | 0.411924978271191 | 0.094183 | 4.3736 | 3.2e-05 | 1.6e-05 |
| M1 | -35.9914829823636 | 9.138069 | -3.9386 | 0.00016 | 8e-05 |
| M2 | -81.5347368847649 | 8.36703 | -9.7448 | 0 | 0 |
| M3 | -110.464288803697 | 7.4212 | -14.885 | 0 | 0 |
| M4 | -152.701279577718 | 9.279407 | -16.4559 | 0 | 0 |
| M5 | -158.942776182526 | 13.716955 | -11.5873 | 0 | 0 |
| M6 | -152.417963785236 | 16.352712 | -9.3207 | 0 | 0 |
| M7 | -154.263242501735 | 16.91922 | -9.1176 | 0 | 0 |
| M8 | -149.200362839029 | 17.310186 | -8.6192 | 0 | 0 |
| M9 | -131.896899673988 | 17.039827 | -7.7405 | 0 | 0 |
| M10 | -83.2310550224989 | 15.563314 | -5.3479 | 1e-06 | 0 |
| M11 | -18.2122278589104 | 11.241353 | -1.6201 | 0.108669 | 0.054335 |
| t | -0.16013532449131 | 0.056166 | -2.8511 | 0.00539 | 0.002695 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.985212262026276 |
| R-squared | 0.970643201246931 |
| Adjusted R-squared | 0.966449372853635 |
| F-TEST (value) | 231.445617278627 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 91 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 15.1539145582881 |
| Sum Squared Residuals | 20897.3425060305 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 262 | 272.437505885142 | -10.4375058851424 |
| 2 | 218 | 210.257117527402 | 7.74288247259787 |
| 3 | 175 | 163.042731240046 | 11.9572687599538 |
| 4 | 100 | 102.932831075873 | -2.93283107587304 |
| 5 | 77 | 65.6368257762346 | 11.3631742237654 |
| 6 | 43 | 62.5272283487959 | -19.5272283487959 |
| 7 | 47 | 46.5163650465847 | 0.483634953415271 |
| 8 | 49 | 53.0668092978842 | -4.06680929788419 |
| 9 | 69 | 71.0339870949765 | -2.03398709497652 |
| 10 | 152 | 127.778195987398 | 24.2218040126022 |
| 11 | 205 | 226.826661023004 | -21.8266610230038 |
| 12 | 246 | 266.710777405796 | -20.710777405796 |
| 13 | 294 | 247.44808320806 | 46.5519167919401 |
| 14 | 242 | 221.517092938185 | 20.4829070618155 |
| 15 | 181 | 171.007306824659 | 9.99269317534088 |
| 16 | 107 | 103.482757051604 | 3.51724294839555 |
| 17 | 56 | 66.5986767302372 | -10.5986767302372 |
| 18 | 49 | 51.9551799112051 | -2.95517991120505 |
| 19 | 47 | 47.0662910223162 | -0.0662910223161652 |
| 20 | 47 | 51.1451854039885 | -4.14518540398852 |
| 21 | 71 | 68.2885132445384 | 2.7114867554616 |
| 22 | 151 | 126.680422050044 | 24.3195779499556 |
| 23 | 244 | 224.493112150837 | 19.5068878491631 |
| 24 | 280 | 280.854227664477 | -0.85422766447677 |
| 25 | 230 | 259.531908575385 | -29.5319085753847 |
| 26 | 185 | 193.232270434933 | -8.23227043493258 |
| 27 | 148 | 145.605959169306 | 2.39404083069449 |
| 28 | 98 | 87.9676088747594 | 10.0323911252406 |
| 29 | 61 | 60.9697280319007 | 0.0302719680992663 |
| 30 | 46 | 52.0931809086653 | -6.09318090866532 |
| 31 | 45 | 43.9088921936069 | 1.09110780639309 |
| 32 | 55 | 48.3997115535504 | 6.6002884464496 |
| 33 | 48 | 69.6622891768122 | -21.6622891768122 |
| 34 | 115 | 115.284523655911 | -0.284523655911313 |
| 35 | 185 | 207.742189039178 | -22.7421890391783 |
| 36 | 276 | 254.629030052581 | 21.3709699474192 |
| 37 | 220 | 255.962584768404 | -35.9625847684042 |
| 38 | 181 | 187.191396758325 | -6.19139675832495 |
| 39 | 151 | 142.036635362325 | 8.96336463767498 |
| 40 | 83 | 87.2817599156773 | -4.28175991567729 |
| 41 | 55 | 52.8692294639371 | 2.13077053606286 |
| 42 | 49 | 47.7000071451424 | 1.29999285485757 |
| 43 | 42 | 43.2230432345247 | -1.22304323452473 |
| 44 | 46 | 45.2423127248411 | 0.757687275158901 |
| 45 | 74 | 64.0333404784758 | 9.96665952152422 |
| 46 | 103 | 124.072949197067 | -21.0729491970665 |
| 47 | 200 | 200.877465406028 | -0.87746540602828 |
| 48 | 237 | 258.886280832753 | -21.8862808327529 |
| 49 | 247 | 237.975886721932 | 9.02411327806793 |
| 50 | 215 | 196.391747277751 | 18.6082527222486 |
| 51 | 182 | 154.12046072965 | 27.8795392703502 |
| 52 | 80 | 98.1298103481885 | -18.1298103481885 |
| 53 | 46 | 49.7118306352278 | -3.71183063522784 |
| 54 | 65 | 42.071058446806 | 22.928941553194 |
| 55 | 40 | 47.8922189929681 | -7.8922189929681 |
| 56 | 44 | 42.496838874403 | 1.50316112559697 |
| 57 | 63 | 61.2878666280377 | 1.71213337196234 |
| 58 | 85 | 117.620150542188 | -32.6201505421878 |
| 59 | 185 | 191.541191903251 | -6.54119190325113 |
| 60 | 247 | 250.785782264789 | -3.78578226478933 |
| 61 | 231 | 240.173512610748 | -9.17351261074826 |
| 62 | 167 | 187.879323731517 | -20.8793237315166 |
| 63 | 117 | 132.426437878737 | -15.4264378787369 |
| 64 | 79 | 69.4330628666653 | 9.56693713333467 |
| 65 | 45 | 47.3782817630609 | -2.37828176306093 |
| 66 | 40 | 39.7375095746391 | 0.262490425360907 |
| 67 | 38 | 35.6724706422926 | 2.32752935770742 |
| 68 | 41 | 39.7513650239649 | 1.24863497603506 |
| 69 | 69 | 58.1304677993284 | 10.8695322006716 |
| 70 | 152 | 118.170076517919 | 33.8299234820809 |
| 71 | 232 | 217.218541553525 | 14.7814584464748 |
| 72 | 282 | 268.22463234964 | 13.7753676503604 |
| 73 | 255 | 252.669262956344 | 2.33073704365577 |
| 74 | 161 | 195.84389931613 | -34.8438993161295 |
| 75 | 107 | 128.033264115214 | -21.033264115214 |
| 76 | 53 | 63.3921891900577 | -10.3921891900577 |
| 77 | 40 | 34.7466084341143 | 5.25339156588574 |
| 78 | 39 | 35.7562607893874 | 3.2437392106126 |
| 79 | 34 | 33.3389217701257 | 0.661078229874314 |
| 80 | 35 | 36.1820412169844 | -1.18204121698443 |
| 81 | 56 | 53.7372940358055 | 2.2627059641945 |
| 82 | 97 | 110.893427906498 | -13.8934279064979 |
| 83 | 210 | 192.641043854714 | 17.358956145286 |
| 84 | 260 | 257.240658933778 | 2.75934106622232 |
| 85 | 257 | 241.685289540482 | 15.3147104595177 |
| 86 | 210 | 194.746125378776 | 15.2538746212238 |
| 87 | 125 | 146.295964156607 | -21.2959641566067 |
| 88 | 80 | 68.8852149050434 | 11.1147850949566 |
| 89 | 42 | 43.9469589535407 | -1.94695895354069 |
| 90 | 35 | 34.6584868520341 | 0.34151314796591 |
| 91 | 31 | 29.7695979631452 | 1.2304020368548 |
| 92 | 32 | 33.0246423882751 | -1.02464238827513 |
| 93 | 50 | 50.5798952070962 | -0.579895207096223 |
| 94 | 92 | 106.500254142975 | -14.5002541429751 |
| 95 | 189 | 188.659795069462 | 0.340204930537643 |
| 96 | 256 | 246.668610496187 | 9.33138950381306 |
| 97 | 250 | 238.115965733502 | 11.8840342664982 |
| 98 | 198 | 189.941026636982 | 8.05897336301789 |
| 99 | 136 | 139.431240523457 | -3.43124052345669 |
| 100 | 73 | 71.4947657721308 | 1.50523422786915 |
| 101 | 39 | 39.1418602117467 | -0.141860211746665 |
| 102 | 32 | 31.5010880233248 | 0.498911976675229 |
| 103 | 30 | 26.6121991344359 | 3.3878008655641 |
| 104 | 31 | 30.6910935161082 | 0.308906483891757 |
| 105 | 45 | 48.2463463349293 | -3.24634633492931 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.6683713359174 | 0.663257328165201 | 0.3316286640826 |
| 18 | 0.528968112835495 | 0.94206377432901 | 0.471031887164505 |
| 19 | 0.396904625148591 | 0.793809250297182 | 0.603095374851409 |
| 20 | 0.296466883941004 | 0.592933767882007 | 0.703533116058996 |
| 21 | 0.200616059437506 | 0.401232118875012 | 0.799383940562494 |
| 22 | 0.157866835645952 | 0.315733671291904 | 0.842133164354048 |
| 23 | 0.336576253759208 | 0.673152507518416 | 0.663423746240792 |
| 24 | 0.43590283319482 | 0.871805666389641 | 0.56409716680518 |
| 25 | 0.931122196112772 | 0.137755607774456 | 0.0688778038872282 |
| 26 | 0.96608171303914 | 0.0678365739217201 | 0.03391828696086 |
| 27 | 0.954130434995391 | 0.0917391300092185 | 0.0458695650046093 |
| 28 | 0.939087326728774 | 0.121825346542451 | 0.0609126732712257 |
| 29 | 0.911455247069265 | 0.177089505861471 | 0.0885447529307355 |
| 30 | 0.880305496070011 | 0.239389007859979 | 0.119694503929989 |
| 31 | 0.838538149846819 | 0.322923700306363 | 0.161461850153181 |
| 32 | 0.804267859053341 | 0.391464281893318 | 0.195732140946659 |
| 33 | 0.818819605919644 | 0.362360788160711 | 0.181180394080356 |
| 34 | 0.832009501971143 | 0.335980996057713 | 0.167990498028857 |
| 35 | 0.853521524173265 | 0.292956951653469 | 0.146478475826735 |
| 36 | 0.90697843775976 | 0.186043124480481 | 0.0930215622402405 |
| 37 | 0.970084866192653 | 0.0598302676146936 | 0.0299151338073468 |
| 38 | 0.959658004207103 | 0.0806839915857949 | 0.0403419957928974 |
| 39 | 0.953666458507031 | 0.0926670829859376 | 0.0463335414929688 |
| 40 | 0.935158345159822 | 0.129683309680356 | 0.0648416548401781 |
| 41 | 0.914447015854487 | 0.171105968291025 | 0.0855529841455126 |
| 42 | 0.901274972307269 | 0.197450055385461 | 0.0987250276927307 |
| 43 | 0.870892776445961 | 0.258214447108078 | 0.129107223554039 |
| 44 | 0.836341711250874 | 0.327316577498252 | 0.163658288749126 |
| 45 | 0.833744844547766 | 0.332510310904468 | 0.166255155452234 |
| 46 | 0.863654576376125 | 0.272690847247751 | 0.136345423623875 |
| 47 | 0.830019805488954 | 0.339960389022093 | 0.169980194511046 |
| 48 | 0.852410555609106 | 0.295178888781789 | 0.147589444390895 |
| 49 | 0.837602880732127 | 0.324794238535747 | 0.162397119267873 |
| 50 | 0.885139505425069 | 0.229720989149862 | 0.114860494574931 |
| 51 | 0.968028351343904 | 0.0639432973121928 | 0.0319716486560964 |
| 52 | 0.977296444699215 | 0.0454071106015706 | 0.0227035553007853 |
| 53 | 0.967096983999577 | 0.0658060320008464 | 0.0329030160004232 |
| 54 | 0.985053915692681 | 0.0298921686146373 | 0.0149460843073187 |
| 55 | 0.980560480949378 | 0.0388790381012443 | 0.0194395190506221 |
| 56 | 0.972132892859098 | 0.0557342142818044 | 0.0278671071409022 |
| 57 | 0.960584424021225 | 0.0788311519575504 | 0.0394155759787752 |
| 58 | 0.990279146969083 | 0.0194417060618341 | 0.00972085303091704 |
| 59 | 0.986303000051373 | 0.0273939998972532 | 0.0136969999486266 |
| 60 | 0.979780365177572 | 0.0404392696448569 | 0.0202196348224284 |
| 61 | 0.976316070526744 | 0.0473678589465126 | 0.0236839294732563 |
| 62 | 0.977691263681745 | 0.0446174726365101 | 0.022308736318255 |
| 63 | 0.974964497612671 | 0.0500710047746589 | 0.0250355023873294 |
| 64 | 0.968553691554751 | 0.0628926168904984 | 0.0314463084452492 |
| 65 | 0.954905151502694 | 0.0901896969946119 | 0.045094848497306 |
| 66 | 0.936018124205549 | 0.127963751588902 | 0.0639818757944509 |
| 67 | 0.912181714858055 | 0.17563657028389 | 0.0878182851419448 |
| 68 | 0.880764735741462 | 0.238470528517077 | 0.119235264258538 |
| 69 | 0.865496177495516 | 0.269007645008967 | 0.134503822504484 |
| 70 | 0.993601727153929 | 0.0127965456921417 | 0.00639827284607083 |
| 71 | 0.991450651016909 | 0.0170986979661814 | 0.0085493489830907 |
| 72 | 0.989911898781 | 0.0201762024379994 | 0.0100881012189997 |
| 73 | 0.984171598888113 | 0.031656802223775 | 0.0158284011118875 |
| 74 | 0.99997981248294 | 4.03750341204672e-05 | 2.01875170602336e-05 |
| 75 | 0.999965079823345 | 6.98403533093946e-05 | 3.49201766546973e-05 |
| 76 | 0.999998508010202 | 2.98397959700604e-06 | 1.49198979850302e-06 |
| 77 | 0.999997072341443 | 5.85531711417261e-06 | 2.92765855708631e-06 |
| 78 | 0.999989755252554 | 2.04894948924662e-05 | 1.02447474462331e-05 |
| 79 | 0.999967848566414 | 6.43028671727647e-05 | 3.21514335863823e-05 |
| 80 | 0.999909364678313 | 0.000181270643374652 | 9.06353216873259e-05 |
| 81 | 0.999699335549972 | 0.000601328900056725 | 0.000300664450028362 |
| 82 | 0.999095750840817 | 0.00180849831836617 | 0.000904249159183086 |
| 83 | 0.999794634003502 | 0.000410731992996985 | 0.000205365996498492 |
| 84 | 0.999475187473201 | 0.00104962505359758 | 0.000524812526798791 |
| 85 | 0.998433679025407 | 0.00313264194918611 | 0.00156632097459305 |
| 86 | 0.99954219238 | 0.000915615240000441 | 0.00045780762000022 |
| 87 | 0.999926092581289 | 0.000147814837422333 | 7.39074187111666e-05 |
| 88 | 0.999219445791927 | 0.00156110841614545 | 0.000780554208072726 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 15 | 0.208333333333333 | NOK |
| 5% type I error level | 27 | 0.375 | NOK |
| 10% type I error level | 39 | 0.541666666666667 | NOK |
