Multiple Linear Regression - Estimated Regression Equation
prijsindex[t] = + 228.733517073554 -1.64854689736647gezondheid[t] + 0.59891940633533tabak[t] -0.34359909436074t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)228.73351707355443.5075685.25734e-062e-06
gezondheid-1.648546897366470.361864-4.55573.8e-051.9e-05
tabak0.598919406335330.1160595.16055e-063e-06
t-0.343599094360740.062871-5.46512e-061e-06


Multiple Linear Regression - Regression Statistics
Multiple R0.951120874863822
R-squared0.904630918601722
Adjusted R-squared0.898411195901834
F-TEST (value)145.445538692272
F-TEST (DF numerator)3
F-TEST (DF denominator)46
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.968187319599203
Sum Squared Residuals43.1197875483037


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1116.24115.2779777931690.962022206831092
2116.03115.3812114391050.6487885608954
3115.94115.4093675650560.530632434943825
4114.19115.429687936541-1.23968793654136
5115.74115.2180333351680.521966664832281
6115.4115.063427930390.336572069609652
7115.2114.8834443773410.316555622659053
8114.82114.2749601133720.545039886628172
9114.33114.2909556276030.0390443723966369
10111.84113.961120740575-2.12112074057458
11113.16113.0379304528890.122069547110556
12112.52112.946181215178-0.426181215178381
13112.39112.541208066968-0.151208066967719
14112.24112.375984904884-0.135984904884497
15112.1111.7224298324460.3775701675542
16109.85111.588634753896-1.73863475389572
17111.89111.2899242444110.600075755588755
18111.88111.2173817373160.662618262684419
19111.48110.951885130570.528114869430492
20110.98110.6623102651740.317689734825508
21110.42110.3760033322010.0439966677988616
22107.9110.113531693086-2.21353169308565
23109.46108.9164420740980.543557925901819
24109.23108.9114450385090.318554961490908
25109.02108.7778321835520.242167816447625
26109.04108.5648169513580.475183048642145
27109.49108.609276322690.880723677310208
28107.23108.899353391817-1.66935339181694
29109108.9421484263390.0578515736608395
30109.12109.408815608539-0.288815608538604
31109.24109.367883408569-0.127883408569423
32108.92109.240259747676-0.320259747676023
33109.53109.591953835444-0.0619538354442193
34107.06109.895734370706-2.83573437070558
35109.11108.9998902740910.110109725908963
36109.26108.8301600311610.429839968839133
37109.99108.9375970519551.05240294804535
38110.17108.8250374880161.34496251198369
39110.28109.034473031481.24552696851958
40109.13109.511697229788-0.38169722978795
41110.15108.7804041169211.36959588307883
42109.39108.862280765850.527719234150375
43108.45108.4486579031320.00134209686834286
44108.23107.5647921946440.665207805356186
45107.44107.2724353264090.167564673590667
46104.86107.137279617038-2.27727961703844
47106.23106.3806083559-0.150608355899617
48105.85105.890486601179-0.0404866011789387
49104.95104.970624987113-0.0206249871132063
50104.46104.2440211786870.21597882131329


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
70.2522793653435960.5045587306871930.747720634656404
80.2575359165252110.5150718330504220.742464083474789
90.1652500798394470.3305001596788950.834749920160553
100.5971370913644190.8057258172711620.402862908635581
110.4901773720493110.9803547440986220.509822627950689
120.3738767067384140.7477534134768280.626123293261586
130.271413149367320.542826298734640.72858685063268
140.1891333256665270.3782666513330540.810866674333473
150.1344044789127090.2688089578254180.865595521087291
160.2415724003011010.4831448006022020.758427599698899
170.2362342664863150.472468532972630.763765733513685
180.1911006820156320.3822013640312640.808899317984368
190.1423989236555970.2847978473111930.857601076344403
200.09901708183587780.1980341636717560.900982918164122
210.06526724002864230.1305344800572850.934732759971358
220.2409175498549890.4818350997099770.759082450145012
230.1980264632255380.3960529264510760.801973536774462
240.1479003302698640.2958006605397270.852099669730136
250.1103892347078550.220778469415710.889610765292145
260.09338472328891850.1867694465778370.906615276711082
270.1329013766724460.2658027533448920.867098623327554
280.1382103514717730.2764207029435450.861789648528227
290.1176385211334070.2352770422668140.882361478866593
300.08573861132764260.1714772226552850.914261388672357
310.05934854618817270.1186970923763450.940651453811827
320.03870964044682520.07741928089365040.961290359553175
330.0276489684662280.05529793693245590.972351031533772
340.4234015292398630.8468030584797250.576598470760137
350.530616307903160.9387673841936810.469383692096841
360.6695430445014920.6609139109970160.330456955498508
370.8233231709568190.3533536580863620.176676829043181
380.9687443216701480.06251135665970470.0312556783298523
390.9434924751708350.113015049658330.0565075248291652
400.9182074505961290.1635850988077430.0817925494038714
410.866486709875820.2670265802483610.13351329012418
420.7843727000538940.4312545998922130.215627299946106
430.6591253232193970.6817493535612070.340874676780603


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level00OK
10% type I error level30.0810810810810811OK