| Multiple Linear Regression - Estimated Regression Equation |
| Bbp[t] = + 41838.1624014242 + 0.83412913164481Industrie[t] -0.66392805698662Bouw[t] + 2.29662733832212Diensten[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) | 41838.1624014242 | 2389.39399 | 17.5099 | 0 | 0 |
| Industrie | 0.83412913164481 | 0.256227 | 3.2554 | 0.002154 | 0.001077 |
| Bouw | -0.66392805698662 | 0.345898 | -1.9194 | 0.061284 | 0.030642 |
| Diensten | 2.29662733832212 | 0.148945 | 15.4193 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.98764060943628 |
| R-squared | 0.975433973407664 |
| Adjusted R-squared | 0.973796238301509 |
| F-TEST (value) | 595.599355317794 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 45 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 774.028112360242 |
| Sum Squared Residuals | 26960378.3425782 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 88888 | 89147.3994106457 | -259.399410645715 |
| 2 | 88534 | 88132.6101542299 | 401.389845770148 |
| 3 | 87770 | 87993.4314722824 | -223.431472282374 |
| 4 | 87324 | 86213.6165080865 | 1110.38349191353 |
| 5 | 86963 | 86544.0957371782 | 418.904262821821 |
| 6 | 86030 | 85422.183319569 | 607.816680431078 |
| 7 | 85968 | 86081.4596479636 | -113.459647963602 |
| 8 | 85497 | 84360.8283449984 | 1136.1716550016 |
| 9 | 84530 | 84405.26689488 | 124.733105119929 |
| 10 | 84387 | 83759.3918739669 | 627.608126033133 |
| 11 | 85964 | 86580.1168924024 | -616.116892402415 |
| 12 | 87675 | 87085.7363316228 | 589.263668377204 |
| 13 | 88204 | 88054.595060094 | 149.404939905967 |
| 14 | 87843 | 87062.8545665474 | 780.1454334526 |
| 15 | 87184 | 87531.356364503 | -347.356364503059 |
| 16 | 86918 | 86000.278700883 | 917.721299117052 |
| 17 | 86386 | 86471.7815888202 | -85.7815888201671 |
| 18 | 86247 | 85683.3963413221 | 563.603658677854 |
| 19 | 85330 | 85155.624264025 | 174.375735974959 |
| 20 | 84531 | 83671.459233983 | 859.540766016955 |
| 21 | 83811 | 84143.3415500041 | -332.341550004131 |
| 22 | 83498 | 83775.6790578019 | -277.679057801908 |
| 23 | 82854 | 84698.4650321735 | -1844.4650321735 |
| 24 | 82252 | 82405.7037428406 | -153.703742840626 |
| 25 | 81787 | 82624.5190050444 | -837.51900504441 |
| 26 | 81394 | 81750.1701205284 | -356.170120528401 |
| 27 | 81078 | 82463.141192921 | -1385.14119292104 |
| 28 | 80921 | 80757.0845026835 | 163.915497316532 |
| 29 | 80312 | 81204.3246699918 | -892.324669991835 |
| 30 | 79740 | 80183.6834205724 | -443.683420572365 |
| 31 | 78616 | 80586.5867335831 | -1970.58673358312 |
| 32 | 78158 | 78893.2811296058 | -735.281129605833 |
| 33 | 77905 | 79139.4863179036 | -1234.48631790359 |
| 34 | 77805 | 78169.8871703777 | -364.887170377669 |
| 35 | 78030 | 78566.4072610495 | -536.407261049484 |
| 36 | 77743 | 77357.3591415699 | 385.640858430139 |
| 37 | 77374 | 77152.9908154385 | 221.009184561476 |
| 38 | 76875 | 76476.3550100855 | 398.644989914516 |
| 39 | 76219 | 76769.4976793511 | -550.49767935115 |
| 40 | 76404 | 75952.6773198885 | 451.322680111461 |
| 41 | 76622 | 76358.878858872 | 263.121141127961 |
| 42 | 76537 | 75824.6037048403 | 712.396295159709 |
| 43 | 76748 | 76364.1066283281 | 383.893371671935 |
| 44 | 76011 | 74782.7719091626 | 1228.22809083734 |
| 45 | 75657 | 74618.8036164567 | 1038.19638354331 |
| 46 | 75208 | 74234.8047778698 | 973.195222130251 |
| 47 | 74712 | 74928.3420293534 | -216.342029353363 |
| 48 | 73677 | 73653.680038694 | 23.3199613060302 |
| 49 | 72587 | 73513.8848550047 | -926.884855004719 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.0692368981532347 | 0.138473796306469 | 0.930763101846765 |
| 8 | 0.0294499547352838 | 0.0588999094705676 | 0.970550045264716 |
| 9 | 0.0799510014206954 | 0.159902002841391 | 0.920048998579305 |
| 10 | 0.0544682447359792 | 0.108936489471958 | 0.94553175526402 |
| 11 | 0.0426731754356827 | 0.0853463508713654 | 0.957326824564317 |
| 12 | 0.029116498891451 | 0.058232997782902 | 0.970883501108549 |
| 13 | 0.0205009007868018 | 0.0410018015736037 | 0.979499099213198 |
| 14 | 0.0186262835025724 | 0.0372525670051448 | 0.981373716497428 |
| 15 | 0.0123136144114716 | 0.0246272288229432 | 0.987686385588528 |
| 16 | 0.0140908098597077 | 0.0281816197194154 | 0.985909190140292 |
| 17 | 0.00723391955040163 | 0.0144678391008033 | 0.992766080449598 |
| 18 | 0.00368680965346085 | 0.00737361930692169 | 0.99631319034654 |
| 19 | 0.00389809188140708 | 0.00779618376281415 | 0.996101908118593 |
| 20 | 0.0230103005368321 | 0.0460206010736642 | 0.976989699463168 |
| 21 | 0.0600295304720684 | 0.120059060944137 | 0.939970469527932 |
| 22 | 0.228349797590988 | 0.456699595181976 | 0.771650202409012 |
| 23 | 0.856239553281104 | 0.287520893437792 | 0.143760446718896 |
| 24 | 0.936235882144628 | 0.127528235710744 | 0.063764117855372 |
| 25 | 0.925463328926454 | 0.149073342147091 | 0.0745366710735457 |
| 26 | 0.896155636494615 | 0.20768872701077 | 0.103844363505385 |
| 27 | 0.917716365128417 | 0.164567269743166 | 0.0822836348715832 |
| 28 | 0.956954649008796 | 0.0860907019824078 | 0.0430453509912039 |
| 29 | 0.933743042870859 | 0.132513914258281 | 0.0662569571291406 |
| 30 | 0.905350667501926 | 0.189298664996149 | 0.0946493324980743 |
| 31 | 0.938093354058354 | 0.123813291883291 | 0.0619066459416456 |
| 32 | 0.921603182417762 | 0.156793635164477 | 0.0783968175822383 |
| 33 | 0.887037796401653 | 0.225924407196694 | 0.112962203598347 |
| 34 | 0.920244230751336 | 0.159511538497327 | 0.0797557692486636 |
| 35 | 0.936588187353386 | 0.126823625293228 | 0.0634118126466142 |
| 36 | 0.931988301153887 | 0.136023397692226 | 0.068011698846113 |
| 37 | 0.912358993968128 | 0.175282012063744 | 0.0876410060318718 |
| 38 | 0.871531293691585 | 0.256937412616829 | 0.128468706308415 |
| 39 | 0.814127769438659 | 0.371744461122682 | 0.185872230561341 |
| 40 | 0.878636431075614 | 0.242727137848773 | 0.121363568924387 |
| 41 | 0.815925809666123 | 0.368148380667753 | 0.184074190333877 |
| 42 | 0.752165607761543 | 0.495668784476913 | 0.247834392238457 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 2 | 0.0555555555555556 | NOK |
| 5% type I error level | 8 | 0.222222222222222 | NOK |
| 10% type I error level | 12 | 0.333333333333333 | NOK |
