| Multiple Linear Regression - Estimated Regression Equation |
| Jaartal[t] = + 1970.63667545688 -0.0331937964482434Maand[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) | 1970.63667545688 | 0.559453 | 3522.437 | 0 | 0 |
| Maand | -0.0331937964482434 | 0.076964 | -0.4313 | 0.667057 | 0.333528 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.0400123351850188 |
| R-squared | 0.00160098696695829 |
| Adjusted R-squared | -0.00700590107642984 |
| F-TEST (value) | 0.186012291421422 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 116 |
| p-value | 0.667056945200398 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.85767949202389 |
| Sum Squared Residuals | 947.294521179534 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1966 | 1970.60348166043 | -4.60348166043248 |
| 2 | 1966 | 1970.57028786398 | -4.57028786397906 |
| 3 | 1966 | 1970.53709406753 | -4.53709406753082 |
| 4 | 1966 | 1970.50390027108 | -4.50390027108258 |
| 5 | 1966 | 1970.47070647463 | -4.47070647463433 |
| 6 | 1966 | 1970.43751267819 | -4.43751267818609 |
| 7 | 1966 | 1970.40431888174 | -4.40431888173785 |
| 8 | 1966 | 1970.37112508529 | -4.3711250852896 |
| 9 | 1966 | 1970.33793128884 | -4.33793128884136 |
| 10 | 1966 | 1970.30473749239 | -4.30473749239312 |
| 11 | 1966 | 1970.27154369594 | -4.27154369594487 |
| 12 | 1966 | 1970.2383498995 | -4.23834989949663 |
| 13 | 1967 | 1970.60348166043 | -3.60348166042731 |
| 14 | 1967 | 1970.57028786398 | -3.57028786397906 |
| 15 | 1967 | 1970.53709406753 | -3.53709406753082 |
| 16 | 1967 | 1970.50390027108 | -3.50390027108258 |
| 17 | 1967 | 1970.47070647463 | -3.47070647463433 |
| 18 | 1967 | 1970.43751267819 | -3.43751267818609 |
| 19 | 1967 | 1970.40431888174 | -3.40431888173785 |
| 20 | 1967 | 1970.37112508529 | -3.3711250852896 |
| 21 | 1967 | 1970.33793128884 | -3.33793128884136 |
| 22 | 1967 | 1970.30473749239 | -3.30473749239312 |
| 23 | 1967 | 1970.27154369594 | -3.27154369594487 |
| 24 | 1967 | 1970.2383498995 | -3.23834989949663 |
| 25 | 1968 | 1970.60348166043 | -2.60348166042731 |
| 26 | 1968 | 1970.57028786398 | -2.57028786397906 |
| 27 | 1968 | 1970.53709406753 | -2.53709406753082 |
| 28 | 1968 | 1970.50390027108 | -2.50390027108258 |
| 29 | 1968 | 1970.47070647463 | -2.47070647463433 |
| 30 | 1968 | 1970.43751267819 | -2.43751267818609 |
| 31 | 1968 | 1970.40431888174 | -2.40431888173785 |
| 32 | 1968 | 1970.37112508529 | -2.3711250852896 |
| 33 | 1968 | 1970.33793128884 | -2.33793128884136 |
| 34 | 1968 | 1970.30473749239 | -2.30473749239312 |
| 35 | 1968 | 1970.27154369594 | -2.27154369594487 |
| 36 | 1968 | 1970.2383498995 | -2.23834989949663 |
| 37 | 1969 | 1970.60348166043 | -1.60348166042731 |
| 38 | 1969 | 1970.57028786398 | -1.57028786397906 |
| 39 | 1969 | 1970.53709406753 | -1.53709406753082 |
| 40 | 1969 | 1970.50390027108 | -1.50390027108258 |
| 41 | 1969 | 1970.47070647463 | -1.47070647463433 |
| 42 | 1969 | 1970.43751267819 | -1.43751267818609 |
| 43 | 1969 | 1970.40431888174 | -1.40431888173785 |
| 44 | 1969 | 1970.37112508529 | -1.3711250852896 |
| 45 | 1969 | 1970.33793128884 | -1.33793128884136 |
| 46 | 1969 | 1970.30473749239 | -1.30473749239312 |
| 47 | 1969 | 1970.27154369594 | -1.27154369594487 |
| 48 | 1969 | 1970.2383498995 | -1.23834989949663 |
| 49 | 1970 | 1970.60348166043 | -0.603481660427308 |
| 50 | 1970 | 1970.57028786398 | -0.570287863979065 |
| 51 | 1970 | 1970.53709406753 | -0.537094067530821 |
| 52 | 1970 | 1970.50390027108 | -0.503900271082578 |
| 53 | 1970 | 1970.47070647463 | -0.470706474634334 |
| 54 | 1970 | 1970.43751267819 | -0.437512678186091 |
| 55 | 1970 | 1970.40431888174 | -0.404318881737848 |
| 56 | 1970 | 1970.37112508529 | -0.371125085289604 |
| 57 | 1970 | 1970.33793128884 | -0.337931288841361 |
| 58 | 1970 | 1970.30473749239 | -0.304737492393117 |
| 59 | 1970 | 1970.27154369594 | -0.271543695944874 |
| 60 | 1970 | 1970.2383498995 | -0.23834989949663 |
| 61 | 1971 | 1970.60348166043 | 0.396518339572692 |
| 62 | 1971 | 1970.57028786398 | 0.429712136020935 |
| 63 | 1971 | 1970.53709406753 | 0.462905932469179 |
| 64 | 1971 | 1970.50390027108 | 0.496099728917422 |
| 65 | 1971 | 1970.47070647463 | 0.529293525365666 |
| 66 | 1971 | 1970.43751267819 | 0.562487321813909 |
| 67 | 1971 | 1970.40431888174 | 0.595681118262153 |
| 68 | 1971 | 1970.37112508529 | 0.628874914710396 |
| 69 | 1971 | 1970.33793128884 | 0.662068711158639 |
| 70 | 1971 | 1970.30473749239 | 0.695262507606883 |
| 71 | 1971 | 1970.27154369594 | 0.728456304055126 |
| 72 | 1971 | 1970.2383498995 | 0.76165010050337 |
| 73 | 1972 | 1970.60348166043 | 1.39651833957269 |
| 74 | 1972 | 1970.57028786398 | 1.42971213602094 |
| 75 | 1972 | 1970.53709406753 | 1.46290593246918 |
| 76 | 1972 | 1970.50390027108 | 1.49609972891742 |
| 77 | 1972 | 1970.47070647463 | 1.52929352536567 |
| 78 | 1972 | 1970.43751267819 | 1.56248732181391 |
| 79 | 1972 | 1970.40431888174 | 1.59568111826215 |
| 80 | 1972 | 1970.37112508529 | 1.6288749147104 |
| 81 | 1972 | 1970.33793128884 | 1.66206871115864 |
| 82 | 1972 | 1970.30473749239 | 1.69526250760688 |
| 83 | 1972 | 1970.27154369594 | 1.72845630405513 |
| 84 | 1972 | 1970.2383498995 | 1.76165010050337 |
| 85 | 1973 | 1970.60348166043 | 2.39651833957269 |
| 86 | 1973 | 1970.57028786398 | 2.42971213602094 |
| 87 | 1973 | 1970.53709406753 | 2.46290593246918 |
| 88 | 1973 | 1970.50390027108 | 2.49609972891742 |
| 89 | 1973 | 1970.47070647463 | 2.52929352536567 |
| 90 | 1973 | 1970.43751267819 | 2.56248732181391 |
| 91 | 1973 | 1970.40431888174 | 2.59568111826215 |
| 92 | 1973 | 1970.37112508529 | 2.6288749147104 |
| 93 | 1973 | 1970.33793128884 | 2.66206871115864 |
| 94 | 1973 | 1970.30473749239 | 2.69526250760688 |
| 95 | 1973 | 1970.27154369594 | 2.72845630405513 |
| 96 | 1973 | 1970.2383498995 | 2.76165010050337 |
| 97 | 1974 | 1970.60348166043 | 3.39651833957269 |
| 98 | 1974 | 1970.57028786398 | 3.42971213602094 |
| 99 | 1974 | 1970.53709406753 | 3.46290593246918 |
| 100 | 1974 | 1970.50390027108 | 3.49609972891742 |
| 101 | 1974 | 1970.47070647463 | 3.52929352536567 |
| 102 | 1974 | 1970.43751267819 | 3.56248732181391 |
| 103 | 1974 | 1970.40431888174 | 3.59568111826215 |
| 104 | 1974 | 1970.37112508529 | 3.6288749147104 |
| 105 | 1974 | 1970.33793128884 | 3.66206871115864 |
| 106 | 1974 | 1970.30473749239 | 3.69526250760688 |
| 107 | 1974 | 1970.27154369594 | 3.72845630405513 |
| 108 | 1974 | 1970.2383498995 | 3.76165010050337 |
| 109 | 1975 | 1970.60348166043 | 4.39651833957269 |
| 110 | 1975 | 1970.57028786398 | 4.42971213602094 |
| 111 | 1975 | 1970.53709406753 | 4.46290593246918 |
| 112 | 1975 | 1970.50390027108 | 4.49609972891742 |
| 113 | 1975 | 1970.47070647463 | 4.52929352536567 |
| 114 | 1975 | 1970.43751267819 | 4.56248732181391 |
| 115 | 1975 | 1970.40431888174 | 4.59568111826215 |
| 116 | 1975 | 1970.37112508529 | 4.6288749147104 |
| 117 | 1975 | 1970.33793128884 | 4.66206871115864 |
| 118 | 1975 | 1970.30473749239 | 4.69526250760688 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 1.08544971296092e-41 | 2.17089942592183e-41 | 1 |
| 6 | 6.46926102267736e-54 | 1.29385220453547e-53 | 1 |
| 7 | 1.7807836049797e-72 | 3.56156720995941e-72 | 1 |
| 8 | 1.70543695575661e-78 | 3.41087391151322e-78 | 1 |
| 9 | 6.94101626498145e-94 | 1.38820325299629e-93 | 1 |
| 10 | 2.09560719567635e-107 | 4.1912143913527e-107 | 1 |
| 11 | 1.06973959758728e-125 | 2.13947919517456e-125 | 1 |
| 12 | 3.06628873872672e-129 | 6.13257747745345e-129 | 1 |
| 13 | 7.53137751258725e-10 | 1.50627550251745e-09 | 0.999999999246862 |
| 14 | 2.05176742160285e-09 | 4.1035348432057e-09 | 0.999999997948233 |
| 15 | 2.16671038986965e-09 | 4.3334207797393e-09 | 0.99999999783329 |
| 16 | 1.79586237681966e-09 | 3.59172475363932e-09 | 0.999999998204138 |
| 17 | 1.40926069932433e-09 | 2.81852139864866e-09 | 0.999999998590739 |
| 18 | 1.10694726531126e-09 | 2.21389453062251e-09 | 0.999999998893053 |
| 19 | 8.70302908440382e-10 | 1.74060581688076e-09 | 0.999999999129697 |
| 20 | 6.65892814352738e-10 | 1.33178562870548e-09 | 0.999999999334107 |
| 21 | 4.77397320422452e-10 | 9.54794640844904e-10 | 0.999999999522603 |
| 22 | 3.10650755824816e-10 | 6.21301511649632e-10 | 0.999999999689349 |
| 23 | 1.80887044591199e-10 | 3.61774089182398e-10 | 0.999999999819113 |
| 24 | 9.50853826575986e-11 | 1.90170765315197e-10 | 0.999999999904915 |
| 25 | 5.91449135652089e-10 | 1.18289827130418e-09 | 0.999999999408551 |
| 26 | 1.58592894584408e-09 | 3.17185789168817e-09 | 0.999999998414071 |
| 27 | 3.12153102895315e-09 | 6.2430620579063e-09 | 0.999999996878469 |
| 28 | 5.45945046213001e-09 | 1.091890092426e-08 | 0.99999999454055 |
| 29 | 9.19017970226653e-09 | 1.83803594045331e-08 | 0.99999999080982 |
| 30 | 1.53519014531822e-08 | 3.07038029063644e-08 | 0.999999984648099 |
| 31 | 2.55332079182032e-08 | 5.10664158364063e-08 | 0.999999974466792 |
| 32 | 4.17374523024071e-08 | 8.34749046048143e-08 | 0.999999958262548 |
| 33 | 6.56763919158363e-08 | 1.31352783831673e-07 | 0.999999934323608 |
| 34 | 9.75197527610636e-08 | 1.95039505522127e-07 | 0.999999902480247 |
| 35 | 1.35221532363285e-07 | 2.7044306472657e-07 | 0.999999864778468 |
| 36 | 1.76337443087263e-07 | 3.52674886174526e-07 | 0.999999823662557 |
| 37 | 7.3559514716788e-07 | 1.47119029433576e-06 | 0.999999264404853 |
| 38 | 2.1588359067089e-06 | 4.3176718134178e-06 | 0.999997841164093 |
| 39 | 5.38673221470252e-06 | 1.0773464429405e-05 | 0.999994613267785 |
| 40 | 1.24074256901842e-05 | 2.48148513803685e-05 | 0.99998759257431 |
| 41 | 2.7353630530522e-05 | 5.47072610610439e-05 | 0.999972646369469 |
| 42 | 5.84859656873818e-05 | 0.000116971931374764 | 0.999941514034313 |
| 43 | 0.000121357491580786 | 0.000242714983161573 | 0.999878642508419 |
| 44 | 0.000242940529607457 | 0.000485881059214913 | 0.999757059470393 |
| 45 | 0.000465574707504958 | 0.000931149415009916 | 0.999534425292495 |
| 46 | 0.000849827006492144 | 0.00169965401298429 | 0.999150172993508 |
| 47 | 0.00148082254980333 | 0.00296164509960666 | 0.998519177450197 |
| 48 | 0.00249948477078293 | 0.00499896954156586 | 0.997500515229217 |
| 49 | 0.00613938212982988 | 0.0122787642596598 | 0.99386061787017 |
| 50 | 0.0127395702560964 | 0.0254791405121929 | 0.987260429743904 |
| 51 | 0.0239145604864447 | 0.0478291209728894 | 0.976085439513555 |
| 52 | 0.0418034637868462 | 0.0836069275736924 | 0.958196536213154 |
| 53 | 0.0688464685809812 | 0.137692937161962 | 0.931153531419019 |
| 54 | 0.107289702121953 | 0.214579404243906 | 0.892710297878047 |
| 55 | 0.158500582181225 | 0.31700116436245 | 0.841499417818775 |
| 56 | 0.222363646596674 | 0.444727293193349 | 0.777636353403325 |
| 57 | 0.297141639302177 | 0.594283278604354 | 0.702858360697823 |
| 58 | 0.380078915631155 | 0.760157831262309 | 0.619921084368845 |
| 59 | 0.468689368468826 | 0.937378736937652 | 0.531310631531174 |
| 60 | 0.56232662100819 | 0.87534675798362 | 0.43767337899181 |
| 61 | 0.670627060364007 | 0.658745879271987 | 0.329372939635993 |
| 62 | 0.760825861381005 | 0.47834827723799 | 0.239174138618995 |
| 63 | 0.833474932954888 | 0.333050134090224 | 0.166525067045112 |
| 64 | 0.889056049837769 | 0.221887900324461 | 0.110943950162231 |
| 65 | 0.929127174653564 | 0.141745650692873 | 0.0708728253464365 |
| 66 | 0.956370577949379 | 0.0872588441012411 | 0.0436294220506206 |
| 67 | 0.973956506563203 | 0.0520869868735935 | 0.0260434934367968 |
| 68 | 0.984846388239635 | 0.0303072235207306 | 0.0151536117603653 |
| 69 | 0.991393121181899 | 0.0172137576362025 | 0.00860687881810125 |
| 70 | 0.995260903049889 | 0.00947819390022128 | 0.00473909695011064 |
| 71 | 0.997529393713777 | 0.00494121257244509 | 0.00247060628622255 |
| 72 | 0.998850490949278 | 0.00229901810144363 | 0.00114950905072182 |
| 73 | 0.999419865572716 | 0.00116026885456735 | 0.000580134427283677 |
| 74 | 0.999714321893467 | 0.000571356213065193 | 0.000285678106532597 |
| 75 | 0.999863763476754 | 0.000272473046492344 | 0.000136236523246172 |
| 76 | 0.999936592723591 | 0.000126814552817498 | 6.3407276408749e-05 |
| 77 | 0.999970734486702 | 5.85310265958421e-05 | 2.92655132979211e-05 |
| 78 | 0.999986366888884 | 2.72662222328308e-05 | 1.36331111164154e-05 |
| 79 | 0.999993503042861 | 1.29939142769845e-05 | 6.49695713849224e-06 |
| 80 | 0.99999681815755 | 6.36368490067708e-06 | 3.18184245033854e-06 |
| 81 | 0.999998413278427 | 3.17344314578972e-06 | 1.58672157289486e-06 |
| 82 | 0.999999218693828 | 1.56261234312451e-06 | 7.81306171562256e-07 |
| 83 | 0.999999645867582 | 7.08264835810394e-07 | 3.54132417905197e-07 |
| 84 | 0.999999874049075 | 2.51901850405046e-07 | 1.25950925202523e-07 |
| 85 | 0.999999917297065 | 1.65405870185753e-07 | 8.27029350928766e-08 |
| 86 | 0.999999948632127 | 1.02735746397326e-07 | 5.13678731986631e-08 |
| 87 | 0.999999969640892 | 6.0718215318305e-08 | 3.03591076591525e-08 |
| 88 | 0.999999982458358 | 3.50832841471498e-08 | 1.75416420735749e-08 |
| 89 | 0.999999989716643 | 2.05667143185526e-08 | 1.02833571592763e-08 |
| 90 | 0.999999993664672 | 1.26706556777961e-08 | 6.33532783889803e-09 |
| 91 | 0.999999995802809 | 8.39438176772825e-09 | 4.19719088386412e-09 |
| 92 | 0.999999997000745 | 5.9985093644723e-09 | 2.99925468223615e-09 |
| 93 | 0.999999997743895 | 4.51220975125092e-09 | 2.25610487562546e-09 |
| 94 | 0.99999999832838 | 3.34323891086988e-09 | 1.67161945543494e-09 |
| 95 | 0.999999998954971 | 2.09005853533838e-09 | 1.04502926766919e-09 |
| 96 | 0.999999999641156 | 7.17688651535943e-10 | 3.58844325767971e-10 |
| 97 | 0.999999999412085 | 1.17583051428746e-09 | 5.8791525714373e-10 |
| 98 | 0.999999999140117 | 1.71976630364974e-09 | 8.59883151824868e-10 |
| 99 | 0.999999998868048 | 2.26390384568156e-09 | 1.13195192284078e-09 |
| 100 | 0.999999998603044 | 2.79391287853108e-09 | 1.39695643926554e-09 |
| 101 | 0.999999998276826 | 3.44634743496755e-09 | 1.72317371748378e-09 |
| 102 | 0.999999997723631 | 4.55273793722707e-09 | 2.27636896861353e-09 |
| 103 | 0.999999996606835 | 6.78632896952995e-09 | 3.39316448476498e-09 |
| 104 | 0.999999994198335 | 1.16033302223596e-08 | 5.80166511117978e-09 |
| 105 | 0.999999989042211 | 2.19155772291289e-08 | 1.09577886145645e-08 |
| 106 | 0.999999980085514 | 3.98289717327935e-08 | 1.99144858663968e-08 |
| 107 | 0.999999979024742 | 4.19505169333746e-08 | 2.09752584666873e-08 |
| 108 | 1 | 3.61227733493292e-112 | 1.80613866746646e-112 |
| 109 | 1 | 1.47364480526437e-93 | 7.36822402632186e-94 |
| 110 | 1 | 2.77982029460801e-79 | 1.389910147304e-79 |
| 111 | 1 | 1.84371194655685e-75 | 9.21855973278424e-76 |
| 112 | 1 | 1.68986968763595e-52 | 8.44934843817973e-53 |
| 113 | 1 | 3.20164342682304e-40 | 1.60082171341152e-40 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 88 | 0.807339449541284 | NOK |
| 5% type I error level | 93 | 0.853211009174312 | NOK |
| 10% type I error level | 96 | 0.880733944954128 | NOK |
