| Multiple Linear Regression - Estimated Regression Equation |
| Uitvoer[t] = -153.26923086961 + 1.12814174357858TIP[t] + 1.55877189719339cons[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) | -153.26923086961 | 23.230546 | -6.5977 | 0 | 0 |
| TIP | 1.12814174357858 | 0.101805 | 11.0814 | 0 | 0 |
| cons | 1.55877189719339 | 0.201259 | 7.7451 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.859237237376913 |
| R-squared | 0.73828863009511 |
| Adjusted R-squared | 0.730476350396457 |
| F-TEST (value) | 94.5036095190456 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 67 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 8.00601229043713 |
| Sum Squared Residuals | 4294.44759724024 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 103.34 | 108.122041903877 | -4.78204190387708 |
| 2 | 102.6 | 106.204200939793 | -3.6042009397935 |
| 3 | 100.69 | 102.178317772944 | -1.48831777294448 |
| 4 | 105.67 | 107.11198878172 | -1.44198878171997 |
| 5 | 123.61 | 124.948515907679 | -1.33851590767921 |
| 6 | 113.08 | 114.70328820715 | -1.62328820714965 |
| 7 | 106.46 | 109.028491062513 | -2.5684910625132 |
| 8 | 123.38 | 124.682186001866 | -1.30218600186596 |
| 9 | 109.87 | 96.0168368208427 | 13.8531631791573 |
| 10 | 95.74 | 109.146579683935 | -13.4065796839347 |
| 11 | 123.06 | 128.523142377097 | -5.46314237709675 |
| 12 | 123.39 | 125.031177419067 | -1.64117741906675 |
| 13 | 120.28 | 117.546079037641 | 2.73392096235903 |
| 14 | 115.33 | 114.421370582364 | 0.908629417635538 |
| 15 | 110.4 | 110.577185310017 | -0.177185310017169 |
| 16 | 114.49 | 112.869918682182 | 1.62008131781815 |
| 17 | 132.03 | 123.65489056913 | 8.37510943087027 |
| 18 | 123.16 | 121.464658099415 | 1.69534190058538 |
| 19 | 118.82 | 116.458558565062 | 2.36144143493796 |
| 20 | 128.32 | 134.563777055098 | -6.24377705509847 |
| 21 | 112.24 | 97.9741959948545 | 14.2658040051455 |
| 22 | 104.53 | 114.701869237761 | -10.1718692377614 |
| 23 | 132.57 | 134.272884841695 | -1.70288484169536 |
| 24 | 122.52 | 125.772458891049 | -3.25245889104881 |
| 25 | 131.8 | 129.527289235557 | 2.27271076444336 |
| 26 | 124.55 | 122.319069654071 | 2.23093034592867 |
| 27 | 120.96 | 118.689728214094 | 2.27027178590641 |
| 28 | 122.6 | 121.371367407802 | 1.22863259219804 |
| 29 | 145.52 | 137.94316346099 | 7.57683653901049 |
| 30 | 118.57 | 121.823411257988 | -3.25341125798803 |
| 31 | 134.25 | 132.747885462929 | 1.5021145370713 |
| 32 | 136.7 | 138.018976219804 | -1.31897621980418 |
| 33 | 121.37 | 105.576044314411 | 15.7939556855886 |
| 34 | 111.63 | 122.813624989083 | -11.1836249890832 |
| 35 | 134.42 | 138.914876484313 | -4.49487648431305 |
| 36 | 137.65 | 140.770366572509 | -3.12036657250888 |
| 37 | 137.86 | 137.114336988896 | 0.745663011103738 |
| 38 | 119.77 | 124.973469173609 | -5.20346917360906 |
| 39 | 130.69 | 129.86014140325 | 0.8298585967502 |
| 40 | 128.28 | 129.912179007229 | -1.6321790072292 |
| 41 | 147.45 | 144.783575009186 | 2.66642499081437 |
| 42 | 128.42 | 131.001745029755 | -2.58174502975529 |
| 43 | 136.9 | 134.23769335388 | 2.66230664611966 |
| 44 | 143.95 | 143.05648681432 | 0.89351318568043 |
| 45 | 135.64 | 115.84606994475 | 19.7939300552502 |
| 46 | 122.48 | 128.998565187703 | -6.51856518770339 |
| 47 | 136.83 | 138.424492535293 | -1.59449253529335 |
| 48 | 153.04 | 150.341306307374 | 2.69869369262582 |
| 49 | 142.71 | 141.228707644732 | 1.48129235526784 |
| 50 | 123.46 | 127.019396122706 | -3.55939612270563 |
| 51 | 144.37 | 139.729609256846 | 4.64039074315425 |
| 52 | 146.15 | 143.439250749947 | 2.71074925005291 |
| 53 | 147.61 | 141.005676376499 | 6.60432362350071 |
| 54 | 158.51 | 149.731730675862 | 8.77826932413842 |
| 55 | 147.4 | 141.587696425524 | 5.81230357447552 |
| 56 | 165.05 | 149.91374447868 | 15.1362555213199 |
| 57 | 154.64 | 128.398986919782 | 26.2410130802177 |
| 58 | 126.2 | 132.155943100335 | -5.95594310033516 |
| 59 | 157.36 | 151.755221153413 | 5.6047788465867 |
| 60 | 154.15 | 150.732493301084 | 3.41750669891605 |
| 61 | 123.21 | 132.032028501314 | -8.82202850131437 |
| 62 | 113.07 | 126.512321393643 | -13.4423213936426 |
| 63 | 110.45 | 123.116795738244 | -12.6667957382439 |
| 64 | 113.57 | 126.066339143275 | -12.4963391432748 |
| 65 | 122.44 | 136.174977514611 | -13.7349775146112 |
| 66 | 114.93 | 126.177579012123 | -11.2475790121233 |
| 67 | 111.85 | 123.255510903482 | -11.405510903482 |
| 68 | 126.04 | 134.83522083578 | -8.79522083577957 |
| 69 | 121.34 | 112.128396351906 | 9.21160364809383 |
| 70 | 124.36 | 119.741896626662 | 4.61810337333823 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.0129658699645731 | 0.0259317399291462 | 0.987034130035427 |
| 7 | 0.00223684556616558 | 0.00447369113233115 | 0.997763154433834 |
| 8 | 0.000350271337076431 | 0.000700542674152862 | 0.999649728662924 |
| 9 | 0.12766912257823 | 0.255338245156461 | 0.87233087742177 |
| 10 | 0.332837336604296 | 0.665674673208592 | 0.667162663395704 |
| 11 | 0.24076089409234 | 0.48152178818468 | 0.75923910590766 |
| 12 | 0.184184977630579 | 0.368369955261158 | 0.815815022369421 |
| 13 | 0.156817856786284 | 0.313635713572569 | 0.843182143213716 |
| 14 | 0.107954986977502 | 0.215909973955003 | 0.892045013022498 |
| 15 | 0.0679034366383255 | 0.135806873276651 | 0.932096563361675 |
| 16 | 0.0420593108001273 | 0.0841186216002546 | 0.957940689199873 |
| 17 | 0.0498073923983982 | 0.0996147847967963 | 0.950192607601602 |
| 18 | 0.0300244044362662 | 0.0600488088725324 | 0.969975595563734 |
| 19 | 0.0175396853088899 | 0.0350793706177799 | 0.98246031469111 |
| 20 | 0.014385169828168 | 0.0287703396563359 | 0.985614830171832 |
| 21 | 0.0156738790464375 | 0.031347758092875 | 0.984326120953563 |
| 22 | 0.0536555230570206 | 0.107311046114041 | 0.946344476942979 |
| 23 | 0.0357753023609176 | 0.0715506047218352 | 0.964224697639082 |
| 24 | 0.0244177839252719 | 0.0488355678505437 | 0.975582216074728 |
| 25 | 0.0168176640728642 | 0.0336353281457284 | 0.983182335927136 |
| 26 | 0.0102803279580922 | 0.0205606559161845 | 0.989719672041908 |
| 27 | 0.00601911456184609 | 0.0120382291236922 | 0.993980885438154 |
| 28 | 0.00340927041699306 | 0.00681854083398612 | 0.996590729583007 |
| 29 | 0.00480646489361361 | 0.00961292978722721 | 0.995193535106386 |
| 30 | 0.00368382520140429 | 0.00736765040280858 | 0.996316174798596 |
| 31 | 0.00209392537351896 | 0.00418785074703792 | 0.997906074626481 |
| 32 | 0.00116827337029879 | 0.00233654674059758 | 0.998831726629701 |
| 33 | 0.00322672288808389 | 0.00645344577616778 | 0.996773277111916 |
| 34 | 0.0103884293504768 | 0.0207768587009537 | 0.989611570649523 |
| 35 | 0.00738007442476387 | 0.0147601488495277 | 0.992619925575236 |
| 36 | 0.00488889314429952 | 0.00977778628859905 | 0.9951111068557 |
| 37 | 0.00296899893040776 | 0.00593799786081552 | 0.997031001069592 |
| 38 | 0.00267884528725851 | 0.00535769057451701 | 0.997321154712742 |
| 39 | 0.00152093640479058 | 0.00304187280958117 | 0.998479063595209 |
| 40 | 0.000910542114826701 | 0.0018210842296534 | 0.999089457885173 |
| 41 | 0.000629038224146704 | 0.00125807644829341 | 0.999370961775853 |
| 42 | 0.000402107088564968 | 0.000804214177129936 | 0.999597892911435 |
| 43 | 0.000221875892829267 | 0.000443751785658533 | 0.999778124107171 |
| 44 | 0.000131525884246857 | 0.000263051768493715 | 0.999868474115753 |
| 45 | 0.00211163137845244 | 0.00422326275690487 | 0.997888368621548 |
| 46 | 0.0020935821502998 | 0.00418716430059959 | 0.9979064178497 |
| 47 | 0.00128356033659008 | 0.00256712067318015 | 0.99871643966341 |
| 48 | 0.000949865220300097 | 0.00189973044060019 | 0.9990501347797 |
| 49 | 0.00056544274298928 | 0.00113088548597856 | 0.999434557257011 |
| 50 | 0.00056735250719471 | 0.00113470501438942 | 0.999432647492805 |
| 51 | 0.000366341197972551 | 0.000732682395945102 | 0.999633658802027 |
| 52 | 0.000287202358291655 | 0.00057440471658331 | 0.999712797641708 |
| 53 | 0.000171988548562168 | 0.000343977097124335 | 0.999828011451438 |
| 54 | 0.0001410620616821 | 0.000282124123364201 | 0.999858937938318 |
| 55 | 6.87510380037203e-05 | 0.000137502076007441 | 0.999931248961996 |
| 56 | 0.000125713550720384 | 0.000251427101440767 | 0.99987428644928 |
| 57 | 0.149569015881354 | 0.299138031762709 | 0.850430984118646 |
| 58 | 0.153266611596016 | 0.306533223192032 | 0.846733388403984 |
| 59 | 0.192528125853567 | 0.385056251707135 | 0.807471874146433 |
| 60 | 0.92534700929302 | 0.149305981413959 | 0.0746529907069797 |
| 61 | 0.927068389444074 | 0.145863221111852 | 0.0729316105559259 |
| 62 | 0.908348359562469 | 0.183303280875063 | 0.0916516404375313 |
| 63 | 0.862744937162424 | 0.274510125675152 | 0.137255062837576 |
| 64 | 0.823361052375309 | 0.353277895249382 | 0.176638947624691 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 29 | 0.491525423728814 | NOK |
| 5% type I error level | 39 | 0.661016949152542 | NOK |
| 10% type I error level | 43 | 0.728813559322034 | NOK |
