| Multiple Linear Regression - Estimated Regression Equation |
| Goudprijs[t] = + 11304.0230769231 + 752.041239316241M1[t] + 1223.08632478633M2[t] + 514.464743589744M3[t] -209.323504273505M4[t] -56.2784188034196M5[t] -47.9000000000008M6[t] -523.521581196582M7[t] -309.809829059829M8[t] + 285.568589743589M9[t] -260.219658119658M10[t] + 82.3215811965806M11[t] + 444.121581196581t + 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) | 11304.0230769231 | 1151.51407 | 9.8167 | 0 | 0 |
| M1 | 752.041239316241 | 1407.110725 | 0.5345 | 0.595104 | 0.297552 |
| M2 | 1223.08632478633 | 1406.497085 | 0.8696 | 0.388168 | 0.194084 |
| M3 | 514.464743589744 | 1406.019624 | 0.3659 | 0.715793 | 0.357897 |
| M4 | -209.323504273505 | 1405.678482 | -0.1489 | 0.882148 | 0.441074 |
| M5 | -56.2784188034196 | 1405.473756 | -0.04 | 0.968199 | 0.4841 |
| M6 | -47.9000000000008 | 1405.405508 | -0.0341 | 0.97293 | 0.486465 |
| M7 | -523.521581196582 | 1405.473756 | -0.3725 | 0.710911 | 0.355456 |
| M8 | -309.809829059829 | 1405.678482 | -0.2204 | 0.826348 | 0.413174 |
| M9 | 285.568589743589 | 1406.019624 | 0.2031 | 0.839777 | 0.419888 |
| M10 | -260.219658119658 | 1406.497085 | -0.185 | 0.853876 | 0.426938 |
| M11 | 82.3215811965806 | 1467.963522 | 0.0561 | 0.955475 | 0.477738 |
| t | 444.121581196581 | 13.850562 | 32.0652 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.973652621189918 |
| R-squared | 0.947999426749998 |
| Adjusted R-squared | 0.937051937644734 |
| F-TEST (value) | 86.5951468537376 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 57 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2320.95080897728 |
| Sum Squared Residuals | 307048321.488461 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 15579 | 12500.1858974359 | 3078.81410256412 |
| 2 | 16348 | 13415.3525641026 | 2932.64743589744 |
| 3 | 15928 | 13150.8525641026 | 2777.14743589744 |
| 4 | 16171 | 12871.1858974359 | 3299.8141025641 |
| 5 | 15937 | 13468.3525641026 | 2468.64743589744 |
| 6 | 15713 | 13920.8525641026 | 1792.14743589744 |
| 7 | 15594 | 13889.3525641026 | 1704.64743589743 |
| 8 | 15683 | 14547.1858974359 | 1135.8141025641 |
| 9 | 16438 | 15586.6858974359 | 851.314102564104 |
| 10 | 17032 | 15485.0192307692 | 1546.98076923077 |
| 11 | 17696 | 16271.6820512821 | 1424.31794871795 |
| 12 | 17745 | 16633.4820512821 | 1111.51794871795 |
| 13 | 19394 | 17829.6448717949 | 1564.35512820512 |
| 14 | 20148 | 18744.8115384615 | 1403.18846153846 |
| 15 | 20108 | 18480.3115384615 | 1627.68846153846 |
| 16 | 18584 | 18200.6448717949 | 383.355128205128 |
| 17 | 18441 | 18797.8115384615 | -356.811538461538 |
| 18 | 18391 | 19250.3115384615 | -859.311538461538 |
| 19 | 19178 | 19218.8115384615 | -40.8115384615384 |
| 20 | 18079 | 19876.6448717949 | -1797.64487179487 |
| 21 | 18483 | 20916.1448717949 | -2433.14487179487 |
| 22 | 19644 | 20814.4782051282 | -1170.47820512821 |
| 23 | 19195 | 21601.141025641 | -2406.14102564103 |
| 24 | 19650 | 21962.941025641 | -2312.94102564103 |
| 25 | 20830 | 23159.1038461538 | -2329.10384615384 |
| 26 | 23595 | 24074.2705128205 | -479.27051282051 |
| 27 | 22937 | 23809.7705128205 | -872.770512820512 |
| 28 | 21814 | 23530.1038461538 | -1716.10384615384 |
| 29 | 21928 | 24127.2705128205 | -2199.27051282051 |
| 30 | 21777 | 24579.7705128205 | -2802.77051282051 |
| 31 | 21383 | 24548.2705128205 | -3165.27051282051 |
| 32 | 21467 | 25206.1038461538 | -3739.10384615385 |
| 33 | 22052 | 26245.6038461538 | -4193.60384615384 |
| 34 | 22680 | 26143.9371794872 | -3463.93717948718 |
| 35 | 24320 | 26930.6 | -2610.6 |
| 36 | 24977 | 27292.4 | -2315.4 |
| 37 | 25204 | 28488.5628205128 | -3284.56282051282 |
| 38 | 25739 | 29403.7294871795 | -3664.72948717949 |
| 39 | 26434 | 29139.2294871795 | -2705.22948717949 |
| 40 | 27525 | 28859.5628205128 | -1334.56282051282 |
| 41 | 30695 | 29456.7294871795 | 1238.27051282051 |
| 42 | 32436 | 29909.2294871795 | 2526.77051282051 |
| 43 | 30160 | 29877.7294871795 | 282.270512820513 |
| 44 | 30236 | 30535.5628205128 | -299.562820512822 |
| 45 | 31293 | 31575.0628205128 | -282.062820512822 |
| 46 | 31077 | 31473.3961538462 | -396.396153846154 |
| 47 | 32226 | 32260.058974359 | -34.0589743589752 |
| 48 | 33865 | 32621.858974359 | 1243.14102564102 |
| 49 | 32810 | 33818.0217948718 | -1008.0217948718 |
| 50 | 32242 | 34733.1884615385 | -2491.18846153846 |
| 51 | 32700 | 34468.6884615385 | -1768.68846153846 |
| 52 | 32819 | 34189.0217948718 | -1370.0217948718 |
| 53 | 33947 | 34786.1884615385 | -839.188461538464 |
| 54 | 34148 | 35238.6884615385 | -1090.68846153846 |
| 55 | 35261 | 35207.1884615385 | 53.8115384615368 |
| 56 | 39506 | 35865.0217948718 | 3640.97820512821 |
| 57 | 41591 | 36904.5217948718 | 4686.4782051282 |
| 58 | 39148 | 36802.8551282051 | 2345.14487179487 |
| 59 | 41216 | 37589.5179487179 | 3626.48205128205 |
| 60 | 40225 | 37951.317948718 | 2273.68205128205 |
| 61 | 41126 | 39147.4807692308 | 1978.51923076923 |
| 62 | 42362 | 40062.6474358974 | 2299.35256410256 |
| 63 | 40740 | 39798.1474358974 | 941.852564102564 |
| 64 | 40256 | 39518.4807692308 | 737.519230769231 |
| 65 | 39804 | 40115.6474358974 | -311.647435897436 |
| 66 | 41002 | 40568.1474358974 | 433.852564102566 |
| 67 | 41702 | 40536.6474358974 | 1165.35256410257 |
| 68 | 42254 | 41194.4807692308 | 1059.51923076923 |
| 69 | 43605 | 42233.9807692308 | 1371.01923076923 |
| 70 | 43271 | 42132.3141025641 | 1138.6858974359 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.03741518527551 | 0.0748303705510201 | 0.96258481472449 |
| 17 | 0.0207773721192536 | 0.0415547442385072 | 0.979222627880746 |
| 18 | 0.00807187927870408 | 0.0161437585574082 | 0.991928120721296 |
| 19 | 0.00288444765514511 | 0.00576889531029022 | 0.997115552344855 |
| 20 | 0.00144105671865092 | 0.00288211343730184 | 0.998558943281349 |
| 21 | 0.000977804532640846 | 0.00195560906528169 | 0.999022195467359 |
| 22 | 0.000357565142915121 | 0.000715130285830241 | 0.999642434857085 |
| 23 | 0.000441000768414697 | 0.000882001536829393 | 0.999558999231585 |
| 24 | 0.00022922945272428 | 0.00045845890544856 | 0.999770770547276 |
| 25 | 0.000115088888387818 | 0.000230177776775636 | 0.999884911111612 |
| 26 | 0.000181775550884499 | 0.000363551101768998 | 0.999818224449116 |
| 27 | 0.000131556115197548 | 0.000263112230395096 | 0.999868443884802 |
| 28 | 5.56772725140437e-05 | 0.000111354545028087 | 0.999944322727486 |
| 29 | 2.14098245312174e-05 | 4.28196490624348e-05 | 0.999978590175469 |
| 30 | 7.3213666414169e-06 | 1.46427332828338e-05 | 0.999992678633359 |
| 31 | 2.57862180130299e-06 | 5.15724360260598e-06 | 0.999997421378199 |
| 32 | 1.05805199630444e-06 | 2.11610399260888e-06 | 0.999998941948004 |
| 33 | 7.31389298610785e-07 | 1.46277859722157e-06 | 0.999999268610701 |
| 34 | 2.92620566236304e-07 | 5.85241132472609e-07 | 0.999999707379434 |
| 35 | 9.69692270010304e-07 | 1.93938454002061e-06 | 0.99999903030773 |
| 36 | 4.71476526368011e-06 | 9.42953052736022e-06 | 0.999995285234736 |
| 37 | 3.13892508203878e-06 | 6.27785016407756e-06 | 0.999996861074918 |
| 38 | 2.24624536432413e-06 | 4.49249072864825e-06 | 0.999997753754636 |
| 39 | 1.14935880503572e-06 | 2.29871761007144e-06 | 0.999998850641195 |
| 40 | 1.22572670118625e-05 | 2.45145340237251e-05 | 0.999987742732988 |
| 41 | 0.0163859466949679 | 0.0327718933899358 | 0.983614053305032 |
| 42 | 0.455163646382895 | 0.910327292765789 | 0.544836353617105 |
| 43 | 0.544223360953973 | 0.911553278092054 | 0.455776639046027 |
| 44 | 0.575426903425963 | 0.849146193148074 | 0.424573096574037 |
| 45 | 0.620918980164316 | 0.758162039671368 | 0.379081019835684 |
| 46 | 0.574917906598693 | 0.850164186802614 | 0.425082093401307 |
| 47 | 0.612486677331509 | 0.775026645336981 | 0.387513322668491 |
| 48 | 0.588956033944134 | 0.822087932111732 | 0.411043966055866 |
| 49 | 0.548642715424684 | 0.902714569150632 | 0.451357284575316 |
| 50 | 0.707513229874418 | 0.584973540251164 | 0.292486770125582 |
| 51 | 0.720888636155346 | 0.558222727689308 | 0.279111363844654 |
| 52 | 0.725030989557783 | 0.549938020884435 | 0.274969010442217 |
| 53 | 0.622122964093683 | 0.755754071812634 | 0.377877035906317 |
| 54 | 0.652184671469549 | 0.695630657060902 | 0.347815328530451 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 22 | 0.564102564102564 | NOK |
| 5% type I error level | 25 | 0.641025641025641 | NOK |
| 10% type I error level | 26 | 0.666666666666667 | NOK |
