Multiple Linear Regression - Estimated Regression Equation |
HICP[t] = + 0.553904779893441 + 0.0592152076229676Energiedragers[t] + 0.0437540064226119`Niet-bewerkte_levensmiddelen`[t] + 0.0419357359945791Bewerkte_levensmiddelen[t] + 0.175129444142094Algemene_index[t] + 0.349896886357395Gezondheidsindex[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) | 0.553904779893441 | 0.050367 | 10.9974 | 0 | 0 |
Energiedragers | 0.0592152076229676 | 0.004754 | 12.4559 | 0 | 0 |
`Niet-bewerkte_levensmiddelen` | 0.0437540064226119 | 0.007371 | 5.9357 | 0 | 0 |
Bewerkte_levensmiddelen | 0.0419357359945791 | 0.010629 | 3.9455 | 0.000127 | 6.3e-05 |
Algemene_index | 0.175129444142094 | 0.069894 | 2.5056 | 0.013394 | 0.006697 |
Gezondheidsindex | 0.349896886357395 | 0.052636 | 6.6475 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.990988112487621 |
R-squared | 0.982057439091777 |
Adjusted R-squared | 0.981402601102426 |
F-TEST (value) | 1499.69527587243 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 137 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.167419644218962 |
Sum Squared Residuals | 3.84001920604531 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 2.7 | 2.4224265939986 | 0.277573406001396 |
2 | 2.5 | 2.37751787967966 | 0.122482120320337 |
3 | 2.2 | 2.24480560727019 | -0.044805607270191 |
4 | 2.9 | 2.85676067567378 | 0.0432393243262219 |
5 | 3.1 | 3.12266936818146 | -0.0226693681814646 |
6 | 3 | 2.97221065516979 | 0.0277893448302106 |
7 | 2.8 | 2.6834931310307 | 0.116506868969302 |
8 | 2.5 | 2.63571745281213 | -0.135717452812125 |
9 | 1.9 | 2.10795212262192 | -0.207952122621925 |
10 | 1.9 | 2.14582663145826 | -0.245826631458264 |
11 | 1.8 | 1.82631396302549 | -0.0263139630254875 |
12 | 2 | 1.88917218867173 | 0.110827811328268 |
13 | 2.6 | 2.54592102587499 | 0.0540789741250056 |
14 | 2.5 | 2.25645545135956 | 0.243544548640445 |
15 | 2.5 | 2.29033268699777 | 0.209667313002232 |
16 | 1.6 | 1.59385826134644 | 0.00614173865356485 |
17 | 1.4 | 1.16250437418265 | 0.237495625817347 |
18 | 0.8 | 0.702896056646479 | 0.0971039433535213 |
19 | 1.1 | 1.08648636548818 | 0.0135136345118198 |
20 | 1.3 | 1.06320909121399 | 0.236790908786013 |
21 | 1.2 | 1.14688718454536 | 0.0531128154546401 |
22 | 1.3 | 1.24913826712346 | 0.0508617328765409 |
23 | 1.1 | 1.09330494059951 | 0.00669505940049038 |
24 | 1.3 | 1.36887960090968 | -0.0688796009096847 |
25 | 1.2 | 1.23738456423504 | -0.0373845642350434 |
26 | 1.6 | 1.77037015976268 | -0.170370159762676 |
27 | 1.7 | 1.84318411421118 | -0.143184114211176 |
28 | 1.5 | 1.37161757790837 | 0.128382422091635 |
29 | 0.9 | 0.973158878341291 | -0.0731588783412908 |
30 | 1.5 | 1.55572632261904 | -0.0557263226190375 |
31 | 1.4 | 1.4637639511137 | -0.0637639511136957 |
32 | 1.6 | 1.75057170104715 | -0.150571701047145 |
33 | 1.7 | 1.74240235887669 | -0.0424023588766875 |
34 | 1.4 | 1.4746237406822 | -0.074623740682197 |
35 | 1.8 | 1.75218640808247 | 0.0478135919175295 |
36 | 1.7 | 1.62468357015818 | 0.0753164298418163 |
37 | 1.4 | 1.52007576147236 | -0.120075761472362 |
38 | 1.2 | 1.13779347138037 | 0.0622065286196349 |
39 | 1 | 1.03569861847774 | -0.0356986184777352 |
40 | 1.7 | 1.83751734720559 | -0.13751734720559 |
41 | 2.4 | 2.48516090574246 | -0.085160905742456 |
42 | 2 | 2.17510895972988 | -0.175108959729882 |
43 | 2.1 | 2.25866462234359 | -0.158664622343589 |
44 | 2 | 2.14251054469524 | -0.142510544695243 |
45 | 1.8 | 1.96228509403536 | -0.162285094035363 |
46 | 2.7 | 2.83225382385494 | -0.132253823854943 |
47 | 2.3 | 2.55789760756485 | -0.257897607564851 |
48 | 1.9 | 2.32671998377368 | -0.426719983773676 |
49 | 2 | 2.19649458148312 | -0.196494581483121 |
50 | 2.3 | 2.61303635224906 | -0.313036352249058 |
51 | 2.8 | 3.0439679141355 | -0.243967914135496 |
52 | 2.4 | 2.83502056265225 | -0.435020562652248 |
53 | 2.3 | 2.49507535990426 | -0.195075359904262 |
54 | 2.7 | 2.84443178106869 | -0.144431781068691 |
55 | 2.7 | 3.07156990016511 | -0.371569900165111 |
56 | 2.9 | 3.00501767882286 | -0.105017678822858 |
57 | 3 | 3.04259420681188 | -0.0425942068118754 |
58 | 2.2 | 2.24292187047527 | -0.0429218704752668 |
59 | 2.3 | 2.38900883117084 | -0.0890088311708398 |
60 | 2.8 | 2.74740364947813 | 0.0525963505218728 |
61 | 2.8 | 2.83159632991578 | -0.0315963299157801 |
62 | 2.8 | 2.61108315214795 | 0.188916847852047 |
63 | 2.2 | 1.97235893715884 | 0.22764106284116 |
64 | 2.6 | 2.22092829244757 | 0.379071707552434 |
65 | 2.8 | 2.52291979661858 | 0.277080203381421 |
66 | 2.5 | 2.19123858521844 | 0.308761414781558 |
67 | 2.4 | 2.00063844953498 | 0.399361550465017 |
68 | 2.3 | 2.01741878912318 | 0.282581210876817 |
69 | 1.9 | 1.75361835169953 | 0.146381648300467 |
70 | 1.7 | 1.78785079936877 | -0.0878507993687736 |
71 | 2 | 2.03800248448597 | -0.0380024844859684 |
72 | 2.1 | 2.05630430805371 | 0.0436956919462857 |
73 | 1.7 | 1.89046791386518 | -0.190467913865182 |
74 | 1.8 | 1.95660310658489 | -0.156603106584887 |
75 | 1.8 | 1.79843790278498 | 0.00156209721502444 |
76 | 1.8 | 1.81124994511416 | -0.0112499451141571 |
77 | 1.3 | 1.2814256321209 | 0.0185743678790995 |
78 | 1.3 | 1.33694154739306 | -0.0369415473930637 |
79 | 1.3 | 1.38745327356233 | -0.0874532735623282 |
80 | 1.2 | 1.14454537910864 | 0.0554546208913608 |
81 | 1.4 | 1.47613119279581 | -0.0761311927958099 |
82 | 2.2 | 2.15035288028525 | 0.049647119714754 |
83 | 2.9 | 2.77376172924473 | 0.126238270755267 |
84 | 3.1 | 2.95855767848283 | 0.141442321517171 |
85 | 3.5 | 3.35184074252252 | 0.148159257477478 |
86 | 3.6 | 3.57462495171739 | 0.0253750482826118 |
87 | 4.4 | 4.36352781223494 | 0.0364721877650646 |
88 | 4.1 | 4.22789474163921 | -0.12789474163921 |
89 | 5.1 | 5.19948263406289 | -0.0994826340628868 |
90 | 5.8 | 5.71962407980887 | 0.0803759201911336 |
91 | 5.9 | 5.82334836016376 | 0.0766516398362408 |
92 | 5.4 | 5.31631742518503 | 0.0836825748149722 |
93 | 5.5 | 5.36114670270492 | 0.138853297295076 |
94 | 4.8 | 4.61826237946764 | 0.181737620532357 |
95 | 3.2 | 3.1595364421218 | 0.0404635578782022 |
96 | 2.7 | 2.70241720665032 | -0.00241720665031751 |
97 | 2.1 | 2.43407283438772 | -0.334072834387717 |
98 | 1.9 | 1.94764418427268 | -0.04764418427268 |
99 | 0.6 | 0.739071358165642 | -0.139071358165642 |
100 | 0.7 | 0.589239481164444 | 0.110760518835556 |
101 | -0.2 | -0.211670102833641 | 0.0116701028336408 |
102 | -1 | -0.913295301294175 | -0.086704698705825 |
103 | -1.7 | -1.42159804531418 | -0.278401954685822 |
104 | -0.7 | -0.679064315039169 | -0.0209356849608312 |
105 | -1 | -1.08404024563411 | 0.0840402456341088 |
106 | -0.9 | -0.894509335857564 | -0.00549066414243618 |
107 | 0 | -0.189881752605931 | 0.189881752605931 |
108 | 0.3 | 0.0800367435240034 | 0.219963256475997 |
109 | 0.8 | 0.486362725560425 | 0.313637274439575 |
110 | 0.8 | 0.676824261291693 | 0.123175738708307 |
111 | 1.9 | 1.74639457520934 | 0.153605424790662 |
112 | 2.1 | 1.96031087245898 | 0.139689127541015 |
113 | 2.5 | 2.37778421652007 | 0.12221578347993 |
114 | 2.7 | 2.70695972124197 | -0.00695972124197038 |
115 | 2.4 | 2.82015896565282 | -0.420158965652816 |
116 | 2.4 | 2.53059099137786 | -0.130590991377864 |
117 | 2.9 | 3.1172018203993 | -0.217201820399303 |
118 | 3.1 | 3.14133798686393 | -0.0413379868639347 |
119 | 3 | 2.9980081189965 | 0.00199188100349973 |
120 | 3.4 | 3.32649857044599 | 0.0735014295540104 |
121 | 3.7 | 3.1686678130698 | 0.531332186930201 |
122 | 3.5 | 3.39246110331087 | 0.10753889668913 |
123 | 3.5 | 3.31881479700902 | 0.181185202990976 |
124 | 3.3 | 3.246855632495 | 0.0531443675049988 |
125 | 3.1 | 3.18606340121411 | -0.0860634012141143 |
126 | 3.4 | 3.51917264181524 | -0.119172641815238 |
127 | 4 | 3.61313943670361 | 0.386860563296386 |
128 | 3.4 | 3.44051225408911 | -0.0405122540891142 |
129 | 3.4 | 3.40476532448688 | -0.00476532448687548 |
130 | 3.4 | 3.42885103960732 | -0.0288510396073238 |
131 | 3.7 | 3.66372095370276 | 0.0362790462972444 |
132 | 3.2 | 3.26279057299294 | -0.0627905729929399 |
133 | 3.3 | 3.34516981476259 | -0.0451698147625871 |
134 | 3.3 | 3.36317704042545 | -0.0631770404254501 |
135 | 3.1 | 3.12790049221221 | -0.0279004922122089 |
136 | 2.9 | 2.91555665661484 | -0.0155566566148394 |
137 | 2.6 | 2.57912819404145 | 0.020871805958546 |
138 | 2.2 | 2.10443054923809 | 0.095569450761915 |
139 | 2 | 2.12436784544846 | -0.124367845448463 |
140 | 2.6 | 2.61323675121047 | -0.0132367512104747 |
141 | 2.6 | 2.49532838486705 | 0.104671615132953 |
142 | 2.6 | 2.57326363907914 | 0.0267363609208568 |
143 | 2.2 | 2.13763504564086 | 0.0623649543591395 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.142017571028862 | 0.284035142057725 | 0.857982428971138 |
10 | 0.0749237629547569 | 0.149847525909514 | 0.925076237045243 |
11 | 0.110000096894307 | 0.220000193788615 | 0.889999903105693 |
12 | 0.133179697410605 | 0.26635939482121 | 0.866820302589395 |
13 | 0.112368335249466 | 0.224736670498931 | 0.887631664750534 |
14 | 0.066741817426923 | 0.133483634853846 | 0.933258182573077 |
15 | 0.0642611186779918 | 0.128522237355984 | 0.935738881322008 |
16 | 0.148601478705176 | 0.297202957410351 | 0.851398521294824 |
17 | 0.114988497924132 | 0.229976995848263 | 0.885011502075868 |
18 | 0.0872841478069217 | 0.174568295613843 | 0.912715852193078 |
19 | 0.0794945632317048 | 0.15898912646341 | 0.920505436768295 |
20 | 0.055860124659835 | 0.11172024931967 | 0.944139875340165 |
21 | 0.0384117445961572 | 0.0768234891923145 | 0.961588255403843 |
22 | 0.0238503280038596 | 0.0477006560077192 | 0.97614967199614 |
23 | 0.0157693080393885 | 0.0315386160787771 | 0.984230691960611 |
24 | 0.0122770701568334 | 0.0245541403136667 | 0.987722929843167 |
25 | 0.00742417845157976 | 0.0148483569031595 | 0.99257582154842 |
26 | 0.00505209757083688 | 0.0101041951416738 | 0.994947902429163 |
27 | 0.00321186798974004 | 0.00642373597948008 | 0.99678813201026 |
28 | 0.015839976605847 | 0.031679953211694 | 0.984160023394153 |
29 | 0.0127851874388288 | 0.0255703748776576 | 0.987214812561171 |
30 | 0.0126976286990941 | 0.0253952573981882 | 0.987302371300906 |
31 | 0.00995310715384943 | 0.0199062143076989 | 0.990046892846151 |
32 | 0.0065771102894595 | 0.013154220578919 | 0.99342288971054 |
33 | 0.00557445515234904 | 0.0111489103046981 | 0.994425544847651 |
34 | 0.00351018477161394 | 0.00702036954322788 | 0.996489815228386 |
35 | 0.00223253400311456 | 0.00446506800622912 | 0.997767465996885 |
36 | 0.00168898635468983 | 0.00337797270937966 | 0.99831101364531 |
37 | 0.00138033165428806 | 0.00276066330857612 | 0.998619668345712 |
38 | 0.000980970111038777 | 0.00196194022207755 | 0.999019029888961 |
39 | 0.000591113875213649 | 0.0011822277504273 | 0.999408886124786 |
40 | 0.000570449533329161 | 0.00114089906665832 | 0.999429550466671 |
41 | 0.000412396967495975 | 0.00082479393499195 | 0.999587603032504 |
42 | 0.00051206003576214 | 0.00102412007152428 | 0.999487939964238 |
43 | 0.000452432339171457 | 0.000904864678342913 | 0.999547567660829 |
44 | 0.000381611251065595 | 0.000763222502131191 | 0.999618388748934 |
45 | 0.000379619099357666 | 0.000759238198715332 | 0.999620380900642 |
46 | 0.000255619551481012 | 0.000511239102962024 | 0.999744380448519 |
47 | 0.000354798446056238 | 0.000709596892112476 | 0.999645201553944 |
48 | 0.00338780979190276 | 0.00677561958380552 | 0.996612190208097 |
49 | 0.00302326793453367 | 0.00604653586906733 | 0.996976732065466 |
50 | 0.00521944845098694 | 0.0104388969019739 | 0.994780551549013 |
51 | 0.00484936695168889 | 0.00969873390337778 | 0.995150633048311 |
52 | 0.0200222317827411 | 0.0400444635654821 | 0.979977768217259 |
53 | 0.0187969016497572 | 0.0375938032995143 | 0.981203098350243 |
54 | 0.0166919696317108 | 0.0333839392634217 | 0.983308030368289 |
55 | 0.0496226869703413 | 0.0992453739406826 | 0.950377313029659 |
56 | 0.0464726977119619 | 0.0929453954239237 | 0.953527302288038 |
57 | 0.0524728787029113 | 0.104945757405823 | 0.947527121297089 |
58 | 0.0484091765022239 | 0.0968183530044478 | 0.951590823497776 |
59 | 0.0418334551551362 | 0.0836669103102725 | 0.958166544844864 |
60 | 0.0448128465376846 | 0.0896256930753691 | 0.955187153462315 |
61 | 0.0438340754046249 | 0.0876681508092498 | 0.956165924595375 |
62 | 0.052781574550293 | 0.105563149100586 | 0.947218425449707 |
63 | 0.054951070418761 | 0.109902140837522 | 0.945048929581239 |
64 | 0.131705469635023 | 0.263410939270046 | 0.868294530364977 |
65 | 0.175954937532418 | 0.351909875064835 | 0.824045062467582 |
66 | 0.249179352050773 | 0.498358704101547 | 0.750820647949227 |
67 | 0.484582167786793 | 0.969164335573585 | 0.515417832213207 |
68 | 0.578175690271732 | 0.843648619456536 | 0.421824309728268 |
69 | 0.633327889050799 | 0.733344221898401 | 0.366672110949201 |
70 | 0.698813341863237 | 0.602373316273527 | 0.301186658136763 |
71 | 0.67820732711705 | 0.643585345765901 | 0.32179267288295 |
72 | 0.677132181056212 | 0.645735637887576 | 0.322867818943788 |
73 | 0.66588687609947 | 0.66822624780106 | 0.33411312390053 |
74 | 0.633099297656099 | 0.733801404687802 | 0.366900702343901 |
75 | 0.64456458606604 | 0.71087082786792 | 0.35543541393396 |
76 | 0.656117632652747 | 0.687764734694506 | 0.343882367347253 |
77 | 0.653140982050047 | 0.693718035899906 | 0.346859017949953 |
78 | 0.623120475518398 | 0.753759048963205 | 0.376879524481602 |
79 | 0.599053937340432 | 0.801892125319137 | 0.400946062659568 |
80 | 0.583515059098895 | 0.83296988180221 | 0.416484940901105 |
81 | 0.583620406463785 | 0.832759187072431 | 0.416379593536215 |
82 | 0.673552750128707 | 0.652894499742586 | 0.326447249871293 |
83 | 0.79173945003589 | 0.416521099928219 | 0.20826054996411 |
84 | 0.826587274104618 | 0.346825451790764 | 0.173412725895382 |
85 | 0.828719544113814 | 0.342560911772371 | 0.171280455886186 |
86 | 0.797630013411387 | 0.404739973177227 | 0.202369986588613 |
87 | 0.759910261015565 | 0.480179477968871 | 0.240089738984435 |
88 | 0.780837518184476 | 0.438324963631047 | 0.219162481815524 |
89 | 0.787893345892027 | 0.424213308215945 | 0.212106654107973 |
90 | 0.758878577869561 | 0.482242844260878 | 0.241121422130439 |
91 | 0.729860295582865 | 0.54027940883427 | 0.270139704417135 |
92 | 0.703905486162522 | 0.592189027674957 | 0.296094513837478 |
93 | 0.662993005901895 | 0.674013988196211 | 0.337006994098105 |
94 | 0.640042088165216 | 0.719915823669567 | 0.359957911834784 |
95 | 0.682446564670101 | 0.635106870659797 | 0.317553435329899 |
96 | 0.740790530916218 | 0.518418938167564 | 0.259209469083782 |
97 | 0.810504278585962 | 0.378991442828075 | 0.189495721414038 |
98 | 0.794631666562597 | 0.410736666874805 | 0.205368333437403 |
99 | 0.772871835837087 | 0.454256328325825 | 0.227128164162913 |
100 | 0.799542054081407 | 0.400915891837185 | 0.200457945918593 |
101 | 0.829187670278193 | 0.341624659443613 | 0.170812329721807 |
102 | 0.811674338603251 | 0.376651322793498 | 0.188325661396749 |
103 | 0.815548249556048 | 0.368903500887903 | 0.184451750443952 |
104 | 0.775810948106734 | 0.448378103786532 | 0.224189051893266 |
105 | 0.775120000278301 | 0.449759999443399 | 0.224879999721699 |
106 | 0.756537662941558 | 0.486924674116885 | 0.243462337058442 |
107 | 0.773749733356206 | 0.452500533287587 | 0.226250266643794 |
108 | 0.756840199475136 | 0.486319601049728 | 0.243159800524864 |
109 | 0.760897996918014 | 0.478204006163971 | 0.239102003081986 |
110 | 0.716514150683519 | 0.566971698632962 | 0.283485849316481 |
111 | 0.682341396175363 | 0.635317207649274 | 0.317658603824637 |
112 | 0.630651869462436 | 0.738696261075127 | 0.369348130537564 |
113 | 0.576041693395994 | 0.847916613208012 | 0.423958306604006 |
114 | 0.511257550059229 | 0.977484899881541 | 0.488742449940771 |
115 | 0.800356588258048 | 0.399286823483905 | 0.199643411741952 |
116 | 0.756867037250393 | 0.486265925499214 | 0.243132962749607 |
117 | 0.788215935473569 | 0.423568129052861 | 0.211784064526431 |
118 | 0.797522186162309 | 0.404955627675382 | 0.202477813837691 |
119 | 0.78414696398452 | 0.431706072030961 | 0.21585303601548 |
120 | 0.850550275472977 | 0.298899449054045 | 0.149449724527023 |
121 | 0.975883460020815 | 0.04823307995837 | 0.024116539979185 |
122 | 0.968176382196525 | 0.0636472356069493 | 0.0318236178034746 |
123 | 0.963864763103169 | 0.0722704737936626 | 0.0361352368968313 |
124 | 0.941902486610422 | 0.116195026779155 | 0.0580975133895775 |
125 | 0.922943790605304 | 0.154112418789393 | 0.0770562093946964 |
126 | 0.921821396164984 | 0.156357207670031 | 0.0781786038350156 |
127 | 0.999636357752576 | 0.000727284494847541 | 0.00036364224742377 |
128 | 0.998991287907897 | 0.00201742418420597 | 0.00100871209210298 |
129 | 0.997046094846929 | 0.00590781030614265 | 0.00295390515307132 |
130 | 0.992086627735393 | 0.0158267445292131 | 0.00791337226460655 |
131 | 0.995311231154146 | 0.00937753769170869 | 0.00468876884585434 |
132 | 0.985191708522164 | 0.0296165829556711 | 0.0148082914778355 |
133 | 0.978546904588266 | 0.0429061908234673 | 0.0214530954117337 |
134 | 0.940408821565777 | 0.119182356868447 | 0.0595911784342233 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 22 | 0.174603174603175 | NOK |
5% type I error level | 41 | 0.325396825396825 | NOK |
10% type I error level | 50 | 0.396825396825397 | NOK |