| Multiple Linear Regression - Estimated Regression Equation |
| KansOverwinning[t] = + 3.1669540137257 -0.0364824329886247GeboekteOverwinning[t] + 0.142677588756209Gevoel[t] + 0.403677872812312EigenGevoel[t] + 0.522701285058165Beste[t] -0.0971236960285132`2deBeste`[t] + 0.0482753220205221`3debeste`[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) | 3.1669540137257 | 2.227852 | 1.4215 | 0.15891 | 0.079455 |
| GeboekteOverwinning | -0.0364824329886247 | 0.125084 | -0.2917 | 0.771272 | 0.385636 |
| Gevoel | 0.142677588756209 | 0.093011 | 1.534 | 0.128838 | 0.064419 |
| EigenGevoel | 0.403677872812312 | 0.144425 | 2.7951 | 0.006444 | 0.003222 |
| Beste | 0.522701285058165 | 0.246949 | 2.1166 | 0.037285 | 0.018643 |
| `2deBeste` | -0.0971236960285132 | 0.05552 | -1.7493 | 0.083928 | 0.041964 |
| `3debeste` | 0.0482753220205221 | 0.072645 | 0.6645 | 0.508191 | 0.254096 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.641149746228267 |
| R-squared | 0.411072997088571 |
| Adjusted R-squared | 0.368499960733528 |
| F-TEST (value) | 9.65571244814151 |
| F-TEST (DF numerator) | 6 |
| F-TEST (DF denominator) | 83 |
| p-value | 4.79153297039403e-08 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.25053991365421 |
| Sum Squared Residuals | 420.38918194491 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 13 | 11.3106913331631 | 1.68930866683689 |
| 2 | 12 | 11.4876624297228 | 0.512337570277194 |
| 3 | 15 | 14.4466686264161 | 0.553331373583867 |
| 4 | 12 | 11.4746127001874 | 0.525387299812597 |
| 5 | 10 | 9.58234433914762 | 0.417655660852379 |
| 6 | 12 | 9.26488689984635 | 2.73511310015365 |
| 7 | 15 | 16.3733413180769 | -1.37334131807693 |
| 8 | 9 | 10.6821888093497 | -1.68218880934969 |
| 9 | 12 | 12.0781594279902 | -0.0781594279902341 |
| 10 | 11 | 9.08839557780276 | 1.91160442219724 |
| 11 | 11 | 13.4694737624949 | -2.46947376249486 |
| 12 | 11 | 12.4232133923513 | -1.42321339235134 |
| 13 | 15 | 11.9070582011445 | 3.09294179885553 |
| 14 | 7 | 10.9624781168589 | -3.96247811685887 |
| 15 | 11 | 11.7458728860395 | -0.745872886039522 |
| 16 | 11 | 10.6761728987766 | 0.323827101223434 |
| 17 | 10 | 11.8393251122053 | -1.83932511220532 |
| 18 | 14 | 14.9813257697953 | -0.981325769795295 |
| 19 | 10 | 9.38888046370938 | 0.611119536290625 |
| 20 | 6 | 10.0947734206128 | -4.09477342061277 |
| 21 | 11 | 9.10933871652987 | 1.89066128347013 |
| 22 | 15 | 14.4749183730797 | 0.525081626920283 |
| 23 | 11 | 10.4371680493239 | 0.562831950676131 |
| 24 | 12 | 10.4022764904229 | 1.59772350957708 |
| 25 | 14 | 12.8637078180254 | 1.1362921819746 |
| 26 | 15 | 14.2017586029189 | 0.798241397081118 |
| 27 | 9 | 13.1607405214082 | -4.16074052140823 |
| 28 | 13 | 13.0870099070964 | -0.0870099070964283 |
| 29 | 13 | 12.3600421367908 | 0.639957863209243 |
| 30 | 16 | 11.514038035526 | 4.48596196447401 |
| 31 | 13 | 9.16321650866696 | 3.83678349133304 |
| 32 | 12 | 13.4626684503411 | -1.46266845034111 |
| 33 | 14 | 13.807991493887 | 0.19200850611304 |
| 34 | 11 | 10.9160704325746 | 0.0839295674253545 |
| 35 | 9 | 10.9729868454478 | -1.97298684544776 |
| 36 | 16 | 13.3634590012774 | 2.63654099872265 |
| 37 | 12 | 13.1996252819591 | -1.19962528195906 |
| 38 | 10 | 9.61859299728211 | 0.381407002717894 |
| 39 | 13 | 12.3201695041358 | 0.67983049586423 |
| 40 | 16 | 14.4829394472299 | 1.51706055277008 |
| 41 | 14 | 13.2065048787672 | 0.793495121232764 |
| 42 | 15 | 9.02552061058103 | 5.97447938941897 |
| 43 | 5 | 9.83201099179978 | -4.83201099179978 |
| 44 | 8 | 11.3664471545461 | -3.36644715454606 |
| 45 | 11 | 10.6225098886767 | 0.377490111323308 |
| 46 | 16 | 13.7825908414747 | 2.21740915852531 |
| 47 | 17 | 13.3150606409313 | 3.68493935906874 |
| 48 | 9 | 8.54947709617491 | 0.450522903825087 |
| 49 | 9 | 10.6868481513166 | -1.68684815131656 |
| 50 | 13 | 13.5858284750395 | -0.585828475039473 |
| 51 | 10 | 10.4162735441827 | -0.416273544182717 |
| 52 | 6 | 12.3589006594487 | -6.35890065944873 |
| 53 | 12 | 12.655151945642 | -0.655151945642043 |
| 54 | 8 | 11.4488604688448 | -3.4488604688448 |
| 55 | 14 | 11.9220452264377 | 2.07795477356232 |
| 56 | 12 | 12.1371146291837 | -0.137114629183667 |
| 57 | 11 | 10.9977721077906 | 0.00222789220944707 |
| 58 | 16 | 13.936652384108 | 2.06334761589204 |
| 59 | 8 | 10.3206107364539 | -2.32061073645387 |
| 60 | 15 | 15.141443350869 | -0.141443350869029 |
| 61 | 7 | 9.99087971676111 | -2.99087971676111 |
| 62 | 16 | 13.7962658557581 | 2.2037341442419 |
| 63 | 14 | 13.2838674612904 | 0.716132538709576 |
| 64 | 16 | 13.2734973197969 | 2.7265026802031 |
| 65 | 9 | 10.5190088422624 | -1.51900884226243 |
| 66 | 14 | 11.9091062334308 | 2.09089376656916 |
| 67 | 11 | 12.9927776434012 | -1.99277764340124 |
| 68 | 13 | 11.6171614764416 | 1.38283852355841 |
| 69 | 15 | 12.5300773184925 | 2.46992268150754 |
| 70 | 5 | 6.33783145913327 | -1.33783145913327 |
| 71 | 15 | 12.4779071432647 | 2.52209285673533 |
| 72 | 13 | 12.5878260016555 | 0.412173998344504 |
| 73 | 11 | 12.6472265898779 | -1.64722658987791 |
| 74 | 11 | 14.1655684823487 | -3.16556848234867 |
| 75 | 12 | 12.5074938137591 | -0.507493813759083 |
| 76 | 12 | 12.6194659479854 | -0.619465947985442 |
| 77 | 12 | 11.0277352362401 | 0.972264763759903 |
| 78 | 12 | 12.5406544455279 | -0.540654445527907 |
| 79 | 14 | 11.3203636954564 | 2.67963630454357 |
| 80 | 6 | 8.53547656332573 | -2.53547656332573 |
| 81 | 7 | 10.1266615430231 | -3.12666154302311 |
| 82 | 14 | 12.9257440118331 | 1.0742559881669 |
| 83 | 14 | 14.2603465901232 | -0.260346590123241 |
| 84 | 10 | 11.2941841530583 | -1.2941841530583 |
| 85 | 13 | 9.22205443641149 | 3.77794556358851 |
| 86 | 12 | 11.6547222318748 | 0.345277768125165 |
| 87 | 9 | 9.2553700530783 | -0.255370053078304 |
| 88 | 12 | 12.8066202545683 | -0.806620254568261 |
| 89 | 16 | 15.19072094622 | 0.80927905378003 |
| 90 | 10 | 11.0795166517158 | -1.07951665171576 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 10 | 0.0674427266370393 | 0.134885453274079 | 0.932557273362961 |
| 11 | 0.0842993796904968 | 0.168598759380994 | 0.915700620309503 |
| 12 | 0.0342546131986954 | 0.0685092263973908 | 0.965745386801305 |
| 13 | 0.301471754981953 | 0.602943509963905 | 0.698528245018047 |
| 14 | 0.643178310342681 | 0.713643379314637 | 0.356821689657319 |
| 15 | 0.536647737574673 | 0.926704524850654 | 0.463352262425327 |
| 16 | 0.445855046794194 | 0.891710093588387 | 0.554144953205806 |
| 17 | 0.354603596378952 | 0.709207192757903 | 0.645396403621048 |
| 18 | 0.289500365849419 | 0.579000731698837 | 0.710499634150581 |
| 19 | 0.213692841080313 | 0.427385682160625 | 0.786307158919687 |
| 20 | 0.480719802780915 | 0.96143960556183 | 0.519280197219085 |
| 21 | 0.414830393239517 | 0.829660786479033 | 0.585169606760483 |
| 22 | 0.37283687475328 | 0.74567374950656 | 0.62716312524672 |
| 23 | 0.305757559875315 | 0.611515119750629 | 0.694242440124685 |
| 24 | 0.255401430604835 | 0.51080286120967 | 0.744598569395165 |
| 25 | 0.231245042313498 | 0.462490084626996 | 0.768754957686502 |
| 26 | 0.190527491889629 | 0.381054983779258 | 0.809472508110371 |
| 27 | 0.266056091696769 | 0.532112183393539 | 0.733943908303231 |
| 28 | 0.20762220799802 | 0.41524441599604 | 0.79237779200198 |
| 29 | 0.178953832693924 | 0.357907665387848 | 0.821046167306076 |
| 30 | 0.296627385758074 | 0.593254771516149 | 0.703372614241926 |
| 31 | 0.385802743005116 | 0.771605486010232 | 0.614197256994884 |
| 32 | 0.336534715641 | 0.673069431281999 | 0.663465284359 |
| 33 | 0.293177042864827 | 0.586354085729653 | 0.706822957135173 |
| 34 | 0.240901486512221 | 0.481802973024441 | 0.759098513487779 |
| 35 | 0.257713132303265 | 0.515426264606529 | 0.742286867696735 |
| 36 | 0.297948624608359 | 0.595897249216718 | 0.702051375391641 |
| 37 | 0.260824156950683 | 0.521648313901365 | 0.739175843049317 |
| 38 | 0.212324975409558 | 0.424649950819117 | 0.787675024590442 |
| 39 | 0.17420423593607 | 0.348408471872141 | 0.82579576406393 |
| 40 | 0.155306427473811 | 0.310612854947621 | 0.844693572526189 |
| 41 | 0.121378792050073 | 0.242757584100147 | 0.878621207949927 |
| 42 | 0.433698565253954 | 0.867397130507907 | 0.566301434746046 |
| 43 | 0.735282269338629 | 0.529435461322743 | 0.264717730661371 |
| 44 | 0.798044718157783 | 0.403910563684434 | 0.201955281842217 |
| 45 | 0.753552664053726 | 0.492894671892548 | 0.246447335946274 |
| 46 | 0.748702009984052 | 0.502595980031895 | 0.251297990015948 |
| 47 | 0.818314341684778 | 0.363371316630445 | 0.181685658315222 |
| 48 | 0.774396238358758 | 0.451207523282484 | 0.225603761641242 |
| 49 | 0.748836902697261 | 0.502326194605478 | 0.251163097302739 |
| 50 | 0.716775787964652 | 0.566448424070697 | 0.283224212035348 |
| 51 | 0.667907022108714 | 0.664185955782572 | 0.332092977891286 |
| 52 | 0.937077406353927 | 0.125845187292147 | 0.0629225936460733 |
| 53 | 0.916513801278465 | 0.166972397443069 | 0.0834861987215346 |
| 54 | 0.946429875544882 | 0.107140248910235 | 0.0535701244551176 |
| 55 | 0.938689343173907 | 0.122621313652186 | 0.0613106568260932 |
| 56 | 0.914817431828479 | 0.170365136343041 | 0.0851825681715206 |
| 57 | 0.886823782181592 | 0.226352435636815 | 0.113176217818408 |
| 58 | 0.878460683508781 | 0.243078632982438 | 0.121539316491219 |
| 59 | 0.874688865037881 | 0.250622269924239 | 0.125311134962119 |
| 60 | 0.841908066180202 | 0.316183867639595 | 0.158091933819798 |
| 61 | 0.873252831801651 | 0.253494336396698 | 0.126747168198349 |
| 62 | 0.853182635331129 | 0.293634729337741 | 0.146817364668871 |
| 63 | 0.817373517442923 | 0.365252965114154 | 0.182626482557077 |
| 64 | 0.819854681525287 | 0.360290636949425 | 0.180145318474713 |
| 65 | 0.77989947573711 | 0.44020104852578 | 0.22010052426289 |
| 66 | 0.771373791829149 | 0.457252416341702 | 0.228626208170851 |
| 67 | 0.776927608088892 | 0.446144783822215 | 0.223072391911108 |
| 68 | 0.735869650314106 | 0.528260699371788 | 0.264130349685894 |
| 69 | 0.712818445876762 | 0.574363108246476 | 0.287181554123238 |
| 70 | 0.679959164287505 | 0.64008167142499 | 0.320040835712495 |
| 71 | 0.730523388224738 | 0.538953223550525 | 0.269476611775262 |
| 72 | 0.650236719059038 | 0.699526561881924 | 0.349763280940962 |
| 73 | 0.587919454437082 | 0.824161091125836 | 0.412080545562918 |
| 74 | 0.603744074586234 | 0.792511850827532 | 0.396255925413766 |
| 75 | 0.51018697848556 | 0.979626043028881 | 0.48981302151444 |
| 76 | 0.404063710501219 | 0.808127421002438 | 0.595936289498781 |
| 77 | 0.428017212903838 | 0.856034425807676 | 0.571982787096162 |
| 78 | 0.31282335423453 | 0.62564670846906 | 0.68717664576547 |
| 79 | 0.279791647004242 | 0.559583294008485 | 0.720208352995758 |
| 80 | 0.181457425028684 | 0.362914850057368 | 0.818542574971316 |
| 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 | 0 | 0 | OK |
| 10% type I error level | 1 | 0.0140845070422535 | OK |
