Multiple Linear Regression - Estimated Regression Equation
prijsindex[t] = -6.49131317463051 + 0.194126667093335gezondheid[t] + 0.826140660513675tabak[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-6.491313174630518.0729-0.80410.4253950.212698
gezondheid0.1941266670933350.1669261.1630.250720.12536
tabak0.8261406605136750.1376686.00100


Multiple Linear Regression - Regression Statistics
Multiple R0.917991413357293
R-squared0.84270823499772
Adjusted R-squared0.836014968401879
F-TEST (value)125.903880105608
F-TEST (DF numerator)2
F-TEST (DF denominator)47
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation1.23009476535401
Sum Squared Residuals71.1172571923129


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1116.24114.9484475847411.2915524152588
2116.03114.5281967137511.50180328624867
3115.94114.3499201478881.59007985211185
4114.19114.728499924975-0.538499924974906
5115.74114.6143292522671.1256707477328
6115.4114.3320405939581.0679594060423
7115.2113.8913402834011.30865971659892
8114.82113.3038318276081.51616817239175
9114.33113.4049540665560.925045933444501
10111.84112.954999669551-1.11499966955092
11113.16112.3776497940190.782350205980518
12112.52112.2314261747340.288573825265968
13112.39112.1220866221960.267913377803681
14112.24112.0472817158430.19271828415663
15112.1111.6444140588630.455585941137394
16109.85111.637641672022-1.78764167202168
17111.89111.748922491230.141077508769689
18111.88112.048770735608-0.16877073560758
19111.48111.761606864113-0.281606864113397
20110.98111.638678444879-0.658678444879157
21110.42111.075998301916-0.655998301916409
22107.9110.743644864055-2.84364486405468
23109.46109.615714692493-0.155714692492833
24109.23109.737242277992-0.507242277992211
25109.02109.434548273131-0.414548273130577
26109.04109.096371035256-0.0563710352560447
27109.49109.2120748207430.277925179257344
28107.23109.5678557377-2.3378557376996
29109109.952755654721-0.952755654720575
30109.12110.700208875539-1.58020887553942
31109.24110.772168021408-1.53216802140801
32108.92110.477735423152-1.5577354231515
33109.53110.548293735285-1.01829373528523
34107.06110.552760794578-3.49276079457785
35109.11109.371423743058-0.261423743057977
36109.26109.315082916586-0.0550829165862294
37109.99109.3695706624160.62042933758358
38110.17108.9478307716621.22216922833762
39110.28108.8468408117591.43315918824082
40109.13109.485450819962-0.355450819961724
41110.15108.7779037984341.3720962015663
42109.39108.9699015100370.420098489962538
43108.45108.3056468812210.144353118779262
44108.23107.1408326429111.08916735708887
45107.44106.6685316326830.771468367316505
46104.86106.437752680676-1.57775268067574
47106.23105.5717940069010.658205993099405
48105.85105.0241476573840.825852342616074
49104.95103.9084055187841.04159448121628
50104.46102.8864727993541.5735272006462


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
60.171411000258560.3428220005171210.82858899974144
70.09637324681115280.1927464936223060.903626753188847
80.09727715293132910.1945543058626580.902722847068671
90.06792441876956860.1358488375391370.932075581230431
100.3778410946047630.7556821892095250.622158905395237
110.3014888486488610.6029776972977220.698511151351139
120.2302765013723390.4605530027446780.769723498627661
130.172922131955210.3458442639104190.82707786804479
140.1271151618215240.2542303236430490.872884838178476
150.09862499184210740.1972499836842150.901375008157893
160.2360725499139410.4721450998278830.763927450086059
170.1966472353641390.3932944707282790.803352764635861
180.1580047860321520.3160095720643050.841995213967848
190.1240201122095680.2480402244191360.875979887790432
200.09378592392390840.1875718478478170.906214076076092
210.06558900451156010.131178009023120.93441099548844
220.1955859432104780.3911718864209560.804414056789522
230.1720297408902670.3440594817805340.827970259109733
240.1306354535971710.2612709071943420.869364546402829
250.1048482898361620.2096965796723250.895151710163838
260.1095974990704270.2191949981408530.890402500929573
270.1878085355873270.3756170711746540.812191464412673
280.1712773259221030.3425546518442050.828722674077897
290.1428741523102660.2857483046205320.857125847689734
300.1016935205021860.2033870410043710.898306479497814
310.07075815280959430.1415163056191890.929241847190406
320.0505304450284280.1010608900568560.949469554971572
330.04066953096170410.08133906192340820.959330469038296
340.4829069369442030.9658138738884060.517093063055797
350.627891117446640.7442177651067210.372108882553361
360.7992493670381220.4015012659237550.200750632961878
370.9015974898143520.1968050203712950.0984025101856477
380.9602755002249740.07944899955005210.0397244997750261
390.966566338611130.0668673227777410.0334336613888705
400.9787074560232670.04258508795346690.0212925439767334
410.9678424851211630.06431502975767460.0321575148788373
420.9294117288794380.1411765422411240.0705882711205621
430.8515288494817880.2969423010364250.148471150518212
440.7398451609756510.5203096780486990.260154839024349


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level10.0256410256410256OK
10% type I error level50.128205128205128NOK