| Multiple Linear Regression - Estimated Regression Equation |
| Uitvoer[t] = -209.936846753641 + 1.70732899709278TIP[t] + 1.46475451772423cons[t] + 3.84262135112872M1[t] + 4.97584082203382M2[t] + 7.75818751841094M3[t] + 6.43846429337344M4[t] + 4.03950933406176M5[t] + 4.92791824996915M6[t] + 6.84642000424656M7[t] + 1.04533165595581M8[t] + 32.4213266482419M9[t] + 2.89906337160995M10[t] -1.23736464838987M11[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) | -209.936846753641 | 17.809277 | -11.7881 | 0 | 0 |
| TIP | 1.70732899709278 | 0.109147 | 15.6424 | 0 | 0 |
| cons | 1.46475451772423 | 0.129884 | 11.2774 | 0 | 0 |
| M1 | 3.84262135112872 | 3.212424 | 1.1962 | 0.236668 | 0.118334 |
| M2 | 4.97584082203382 | 3.477148 | 1.431 | 0.157984 | 0.078992 |
| M3 | 7.75818751841094 | 3.483103 | 2.2274 | 0.029959 | 0.014979 |
| M4 | 6.43846429337344 | 3.416693 | 1.8844 | 0.064703 | 0.032352 |
| M5 | 4.03950933406176 | 3.11295 | 1.2976 | 0.199729 | 0.099864 |
| M6 | 4.92791824996915 | 3.285531 | 1.4999 | 0.139261 | 0.069631 |
| M7 | 6.84642000424656 | 3.340859 | 2.0493 | 0.045128 | 0.022564 |
| M8 | 1.04533165595581 | 3.096237 | 0.3376 | 0.736917 | 0.368458 |
| M9 | 32.4213266482419 | 4.252464 | 7.6241 | 0 | 0 |
| M10 | 2.89906337160995 | 3.582136 | 0.8093 | 0.421762 | 0.210881 |
| M11 | -1.23736464838987 | 3.228352 | -0.3833 | 0.702963 | 0.351481 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.954508054745504 |
| R-squared | 0.911085626574047 |
| Adjusted R-squared | 0.890444789885879 |
| F-TEST (value) | 44.1399561625484 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 56 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 5.10427813315091 |
| Sum Squared Residuals | 1459.0046945915 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 103.34 | 103.348216403211 | -0.00821640321102535 |
| 2 | 102.6 | 101.578976579058 | 1.02102342094161 |
| 3 | 100.69 | 99.4132452979814 | 1.27675470201854 |
| 4 | 105.67 | 103.959357754147 | 1.71064224585336 |
| 5 | 123.61 | 128.48264841061 | -4.87264841060957 |
| 6 | 113.08 | 113.400905504224 | -0.320905504224305 |
| 7 | 106.46 | 106.427114310518 | 0.0328856894823427 |
| 8 | 123.38 | 124.396804014931 | -1.01680401493067 |
| 9 | 109.87 | 113.302853468911 | -3.43285346891127 |
| 10 | 95.74 | 102.202385083665 | -6.46238508366472 |
| 11 | 123.06 | 127.470920806775 | -4.41092080677484 |
| 12 | 123.39 | 122.967460070251 | 0.422539929748512 |
| 13 | 120.28 | 115.634167571973 | 4.64583242802668 |
| 14 | 115.33 | 112.342513813539 | 2.98748618646124 |
| 15 | 110.4 | 106.981919276349 | 3.4180807236506 |
| 16 | 114.49 | 108.658043641926 | 5.8319563580736 |
| 17 | 132.03 | 122.08919884178 | 9.94080115822049 |
| 18 | 123.16 | 119.689740027679 | 3.47025997232112 |
| 19 | 118.82 | 113.862098853988 | 4.95790114601217 |
| 20 | 128.32 | 135.300464472953 | -6.9804644729534 |
| 21 | 112.24 | 110.935151913445 | 1.30484808655537 |
| 22 | 104.53 | 106.71065288414 | -2.18065288414033 |
| 23 | 132.57 | 132.291359316315 | 0.27864068368546 |
| 24 | 122.52 | 120.816214017914 | 1.70378598208602 |
| 25 | 131.8 | 130.064163361106 | 1.73583663889375 |
| 26 | 124.55 | 120.216924712326 | 4.33307528767378 |
| 27 | 120.96 | 117.452970989361 | 3.50702901063939 |
| 28 | 122.6 | 119.753436773066 | 2.84656322693427 |
| 29 | 145.52 | 142.505770609309 | 3.01422939069073 |
| 30 | 118.57 | 118.667669539801 | -0.0976695398014556 |
| 31 | 134.25 | 136.806262148536 | -2.55626214853595 |
| 32 | 136.7 | 139.000324996227 | -2.30032499622679 |
| 33 | 121.37 | 120.991034719075 | 0.378965280924593 |
| 34 | 111.63 | 117.439857385849 | -5.80985738584859 |
| 35 | 134.42 | 137.688938933921 | -3.26893893392108 |
| 36 | 137.65 | 141.77017269666 | -4.12017269665969 |
| 37 | 137.86 | 139.847245832863 | -1.9872458328627 |
| 38 | 119.77 | 122.517054687229 | -2.74705468722893 |
| 39 | 130.69 | 132.480258456231 | -1.79025845623098 |
| 40 | 128.28 | 130.7563723728 | -2.4763723727996 |
| 41 | 147.45 | 151.069465335164 | -3.61946533516393 |
| 42 | 128.42 | 130.787460069196 | -2.36746006919646 |
| 43 | 136.9 | 137.817873529917 | -0.917873529916946 |
| 44 | 143.95 | 145.416798987596 | -1.46679898759574 |
| 45 | 135.64 | 135.236964649134 | 0.403035350865692 |
| 46 | 122.48 | 125.646508002956 | -3.16650800295615 |
| 47 | 136.83 | 135.739500839535 | 1.09049916046463 |
| 48 | 153.04 | 154.582504727651 | -1.54250472765144 |
| 49 | 142.71 | 143.972350548352 | -1.26235054835177 |
| 50 | 123.46 | 123.145119161962 | 0.314880838037763 |
| 51 | 144.37 | 144.796435479499 | -0.42643547949905 |
| 52 | 146.15 | 148.321792033599 | -2.17179203359922 |
| 53 | 147.61 | 141.694350338821 | 5.91564966117904 |
| 54 | 158.51 | 155.636735000937 | 2.87326499906263 |
| 55 | 147.4 | 144.595114686638 | 2.80488531336184 |
| 56 | 165.05 | 151.019060416023 | 14.0309395839775 |
| 57 | 154.64 | 149.298061076797 | 5.34193892320319 |
| 58 | 126.2 | 125.765631453091 | 0.434368546908848 |
| 59 | 157.36 | 151.049280103454 | 6.31071989654582 |
| 60 | 154.15 | 150.613648487523 | 3.5363515124766 |
| 61 | 123.21 | 126.333856282495 | -3.12385628249494 |
| 62 | 113.07 | 118.979411045885 | -5.90941104588546 |
| 63 | 110.45 | 116.435170500578 | -5.9851705005785 |
| 64 | 113.57 | 119.310997424462 | -5.74099742446241 |
| 65 | 122.44 | 132.818566464317 | -10.3785664643168 |
| 66 | 114.93 | 118.487489858162 | -3.55748985816153 |
| 67 | 111.85 | 116.171536470403 | -4.32153647040346 |
| 68 | 126.04 | 128.306547112271 | -2.26654711227088 |
| 69 | 121.34 | 125.335934172638 | -3.99593417263758 |
| 70 | 124.36 | 107.174965190299 | 17.1850348097009 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.28589587714604 | 0.57179175429208 | 0.71410412285396 |
| 18 | 0.157092600922084 | 0.314185201844169 | 0.842907399077916 |
| 19 | 0.0822510883598339 | 0.164502176719668 | 0.917748911640166 |
| 20 | 0.183248168713256 | 0.366496337426511 | 0.816751831286744 |
| 21 | 0.13449795387946 | 0.26899590775892 | 0.86550204612054 |
| 22 | 0.078043418570897 | 0.156086837141794 | 0.921956581429103 |
| 23 | 0.0424290472116643 | 0.0848580944233287 | 0.957570952788336 |
| 24 | 0.0302901436800676 | 0.0605802873601351 | 0.969709856319932 |
| 25 | 0.0163960261989908 | 0.0327920523979815 | 0.983603973801009 |
| 26 | 0.00982618435020396 | 0.0196523687004079 | 0.990173815649796 |
| 27 | 0.00646416760834424 | 0.0129283352166885 | 0.993535832391656 |
| 28 | 0.00521311071625536 | 0.0104262214325107 | 0.994786889283745 |
| 29 | 0.0036565960038803 | 0.0073131920077606 | 0.99634340399612 |
| 30 | 0.00555326186545138 | 0.0111065237309028 | 0.994446738134549 |
| 31 | 0.00290555574246041 | 0.00581111148492081 | 0.99709444425754 |
| 32 | 0.00141749977344985 | 0.0028349995468997 | 0.99858250022655 |
| 33 | 0.000822401376581264 | 0.00164480275316253 | 0.999177598623419 |
| 34 | 0.000637308032896559 | 0.00127461606579312 | 0.999362691967103 |
| 35 | 0.000426813035258304 | 0.000853626070516608 | 0.999573186964742 |
| 36 | 0.000243783682364538 | 0.000487567364729076 | 0.999756216317635 |
| 37 | 0.000116914787163451 | 0.000233829574326902 | 0.999883085212837 |
| 38 | 0.000369763281717848 | 0.000739526563435696 | 0.999630236718282 |
| 39 | 0.000185119164179941 | 0.000370238328359881 | 0.99981488083582 |
| 40 | 0.000149737027148073 | 0.000299474054296146 | 0.999850262972852 |
| 41 | 8.73834682991502e-05 | 0.0001747669365983 | 0.999912616531701 |
| 42 | 4.62164317165264e-05 | 9.24328634330528e-05 | 0.999953783568283 |
| 43 | 2.01383786536875e-05 | 4.0276757307375e-05 | 0.999979861621346 |
| 44 | 1.3524214848477e-05 | 2.7048429696954e-05 | 0.999986475785152 |
| 45 | 1.01902340829516e-05 | 2.03804681659031e-05 | 0.999989809765917 |
| 46 | 3.7243536562535e-05 | 7.448707312507e-05 | 0.999962756463437 |
| 47 | 1.41410888181345e-05 | 2.8282177636269e-05 | 0.999985858911182 |
| 48 | 1.40811641983069e-05 | 2.81623283966137e-05 | 0.999985918835802 |
| 49 | 6.26365696234067e-06 | 1.25273139246813e-05 | 0.999993736343038 |
| 50 | 3.24862273949253e-06 | 6.49724547898506e-06 | 0.999996751377261 |
| 51 | 1.11947960245025e-06 | 2.2389592049005e-06 | 0.999998880520398 |
| 52 | 7.86659273637082e-07 | 1.57331854727416e-06 | 0.999999213340726 |
| 53 | 1.25818192144995e-06 | 2.5163638428999e-06 | 0.999998741818079 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 24 | 0.648648648648649 | NOK |
| 5% type I error level | 29 | 0.783783783783784 | NOK |
| 10% type I error level | 31 | 0.837837837837838 | NOK |
