| Multiple Linear Regression - Estimated Regression Equation |
| Algemeen[t] = -1.80649806320193 + 0.0759183108153765Levensmiddelen[t] + 0.165414060441962Industrie[t] + 0.778151663668414Energie[t] + 0.00240269305281314t + 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) | -1.80649806320193 | 1.42379 | -1.2688 | 0.209858 | 0.104929 |
| Levensmiddelen | 0.0759183108153765 | 0.017412 | 4.3602 | 5.7e-05 | 2.9e-05 |
| Industrie | 0.165414060441962 | 0.011731 | 14.1005 | 0 | 0 |
| Energie | 0.778151663668414 | 0.010905 | 71.3581 | 0 | 0 |
| t | 0.00240269305281314 | 0.013029 | 0.1844 | 0.854371 | 0.427185 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.999241466065092 |
| R-squared | 0.998483507503915 |
| Adjusted R-squared | 0.998373217140563 |
| F-TEST (value) | 9053.22529694157 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 55 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.00886538300042 |
| Sum Squared Residuals | 55.9795148559126 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 122.7 | 122.977613847592 | -0.277613847592179 |
| 2 | 126.2 | 126.753323084117 | -0.553323084116746 |
| 3 | 125.9 | 126.520480954602 | -0.620480954602289 |
| 4 | 133.2 | 133.740514828639 | -0.54051482863916 |
| 5 | 131 | 131.67931255299 | -0.679312552989735 |
| 6 | 133.8 | 126.694511808564 | 7.10548819143597 |
| 7 | 142.4 | 142.981260442065 | -0.581260442064586 |
| 8 | 134.2 | 134.791244823541 | -0.591244823540715 |
| 9 | 124.1 | 124.995206091517 | -0.895206091517286 |
| 10 | 118.7 | 119.517377906377 | -0.817377906377216 |
| 11 | 114.3 | 114.919059706248 | -0.619059706247607 |
| 12 | 107.8 | 108.306299246552 | -0.506299246552233 |
| 13 | 104.4 | 104.918991246017 | -0.518991246017407 |
| 14 | 98.1 | 98.5073810644753 | -0.407381064475276 |
| 15 | 97.1 | 97.3728526864609 | -0.272852686460887 |
| 16 | 95.3 | 95.469091178671 | -0.169091178671045 |
| 17 | 94.3 | 94.2756784459513 | 0.0243215540487033 |
| 18 | 95.6 | 95.5432614090302 | 0.0567385909698362 |
| 19 | 105 | 104.883923200868 | 0.1160767991315 |
| 20 | 98.3 | 98.1790758189763 | 0.120924181023706 |
| 21 | 93.1 | 93.0246747298457 | 0.075325270154325 |
| 22 | 96.6 | 96.6443566516009 | -0.0443566516008603 |
| 23 | 93.1 | 93.204127680772 | -0.104127680772023 |
| 24 | 94.9 | 94.7741217112614 | 0.125878288738616 |
| 25 | 90.8 | 90.7265506627852 | 0.0734493372147714 |
| 26 | 84.6 | 84.5213087053954 | 0.0786912946045999 |
| 27 | 88.4 | 88.259662425143 | 0.140337574856959 |
| 28 | 80.4 | 80.2634493242859 | 0.136550675714095 |
| 29 | 84.6 | 84.6410676988787 | -0.0410676988787217 |
| 30 | 73.2 | 73.3379373550805 | -0.137937355080496 |
| 31 | 64.6 | 64.5550222915358 | 0.044977708464197 |
| 32 | 60.5 | 60.4325956350501 | 0.067404364949904 |
| 33 | 56.4 | 56.3921127559305 | 0.00788724406951095 |
| 34 | 58.5 | 58.5327164345651 | -0.0327164345651369 |
| 35 | 56.7 | 56.641857827065 | 0.0581421729349944 |
| 36 | 69.6 | 69.480113353233 | 0.119886646766988 |
| 37 | 89.1 | 88.9156595144179 | 0.184340485582118 |
| 38 | 121.3 | 121.143453054353 | 0.156546945647427 |
| 39 | 137.2 | 137.12907076165 | 0.0709292383504482 |
| 40 | 157.5 | 157.421639752892 | 0.0783602471079794 |
| 41 | 155.4 | 155.295629596947 | 0.10437040305305 |
| 42 | 146.2 | 146.139163966411 | 0.0608360335890668 |
| 43 | 131.5 | 131.74793725769 | -0.247937257689965 |
| 44 | 125.8 | 126.090156811451 | -0.29015681145131 |
| 45 | 116.7 | 117.045532106773 | -0.345532106773274 |
| 46 | 111.2 | 111.363492144162 | -0.163492144162274 |
| 47 | 107.9 | 107.810051427881 | 0.0899485721194798 |
| 48 | 110 | 109.805354315944 | 0.194645684056389 |
| 49 | 100.9 | 100.83140760185 | 0.0685923981497268 |
| 50 | 94.8 | 94.7462771978839 | 0.053722802116072 |
| 51 | 88.5 | 88.4548872135092 | 0.0451127864908354 |
| 52 | 92.4 | 92.326759048695 | 0.0732409513050239 |
| 53 | 87.2 | 87.1822348104817 | 0.0177651895182994 |
| 54 | 84.4 | 84.4295057767665 | -0.0295057767665403 |
| 55 | 84.4 | 84.3847202189086 | 0.0152797810914225 |
| 56 | 79.2 | 79.2804669390461 | -0.0804669390460463 |
| 57 | 75.8 | 75.8958012324749 | -0.0958012324749462 |
| 58 | 71.4 | 71.4662225921106 | -0.0662225921105912 |
| 59 | 78.7 | 78.5999687543489 | 0.100031245651087 |
| 60 | 75.3 | 75.2364723176706 | 0.063527682329442 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 1 | 5.32967464818893e-60 | 2.66483732409447e-60 |
| 9 | 1 | 1.05199961523236e-64 | 5.2599980761618e-65 |
| 10 | 1 | 4.74749984838876e-64 | 2.37374992419438e-64 |
| 11 | 1 | 4.28048280181643e-62 | 2.14024140090822e-62 |
| 12 | 1 | 1.89243427636682e-60 | 9.46217138183408e-61 |
| 13 | 1 | 7.19681993883397e-59 | 3.59840996941699e-59 |
| 14 | 1 | 5.04176250292366e-57 | 2.52088125146183e-57 |
| 15 | 1 | 2.39899861900735e-55 | 1.19949930950367e-55 |
| 16 | 1 | 3.60288132515945e-54 | 1.80144066257972e-54 |
| 17 | 1 | 5.09601019236104e-53 | 2.54800509618052e-53 |
| 18 | 1 | 2.36086720398852e-51 | 1.18043360199426e-51 |
| 19 | 1 | 1.3177428347607e-49 | 6.58871417380352e-50 |
| 20 | 1 | 3.80627942908779e-48 | 1.90313971454389e-48 |
| 21 | 1 | 1.22432147597755e-46 | 6.12160737988777e-47 |
| 22 | 1 | 5.05401425879738e-45 | 2.52700712939869e-45 |
| 23 | 1 | 1.51085035547248e-43 | 7.55425177736242e-44 |
| 24 | 1 | 2.43005658151591e-42 | 1.21502829075795e-42 |
| 25 | 1 | 9.67811926195525e-41 | 4.83905963097762e-41 |
| 26 | 1 | 2.66987894727893e-39 | 1.33493947363947e-39 |
| 27 | 1 | 1.22790919464601e-38 | 6.13954597323007e-39 |
| 28 | 1 | 6.884896341372e-38 | 3.442448170686e-38 |
| 29 | 1 | 1.6706634015905e-36 | 8.35331700795251e-37 |
| 30 | 1 | 1.06368900812002e-35 | 5.31844504060012e-36 |
| 31 | 1 | 1.85646563143066e-34 | 9.28232815715331e-35 |
| 32 | 1 | 8.33157034454978e-33 | 4.16578517227489e-33 |
| 33 | 1 | 3.77373895017128e-31 | 1.88686947508564e-31 |
| 34 | 1 | 1.56832715119593e-29 | 7.84163575597966e-30 |
| 35 | 1 | 4.55923943536233e-28 | 2.27961971768116e-28 |
| 36 | 1 | 1.64699083312493e-26 | 8.23495416562466e-27 |
| 37 | 1 | 5.33188074852433e-25 | 2.66594037426216e-25 |
| 38 | 1 | 1.1487548046428e-24 | 5.74377402321399e-25 |
| 39 | 1 | 3.32734302623084e-23 | 1.66367151311542e-23 |
| 40 | 1 | 7.29736620461758e-22 | 3.64868310230879e-22 |
| 41 | 1 | 6.96079467913329e-21 | 3.48039733956665e-21 |
| 42 | 1 | 3.19169934447429e-19 | 1.59584967223714e-19 |
| 43 | 1 | 1.11955033197218e-19 | 5.59775165986092e-20 |
| 44 | 1 | 6.22803831885414e-18 | 3.11401915942707e-18 |
| 45 | 1 | 3.62477498971912e-16 | 1.81238749485956e-16 |
| 46 | 0.999999999999995 | 1.00401742479343e-14 | 5.02008712396716e-15 |
| 47 | 0.999999999999763 | 4.74663028817393e-13 | 2.37331514408696e-13 |
| 48 | 0.999999999992689 | 1.46220509754458e-11 | 7.31102548772291e-12 |
| 49 | 0.999999999666795 | 6.66409570227306e-10 | 3.33204785113653e-10 |
| 50 | 0.999999984141767 | 3.17164662632611e-08 | 1.58582331316305e-08 |
| 51 | 0.99999937817727 | 1.2436454595663e-06 | 6.21822729783152e-07 |
| 52 | 0.999982249947355 | 3.55001052904732e-05 | 1.77500526452366e-05 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 45 | 1 | NOK |
| 5% type I error level | 45 | 1 | NOK |
| 10% type I error level | 45 | 1 | NOK |
