| Multiple Linear Regression - Estimated Regression Equation |
| Uitvoer[t] = -41.763558353025 + 1.39214975483713TIP[t] + 0.0611793827340806index[t] + 11.0612384622746M1[t] + 25.6224237457094M2[t] + 13.0495707174011M3[t] -1.25943975198516M4[t] + 19.2286263713111M5[t] + 9.50320871169308M6[t] -19.6451676889559M7[t] + 41.2540745646M8[t] + 27.0430471556376M9[t] -0.913405329572837M10[t] -12.92958249395M11[t] + 0.246133906068339t + 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) | -41.763558353025 | 140.650485 | -0.2969 | 0.767725 | 0.383862 |
| TIP | 1.39214975483713 | 0.221449 | 6.2866 | 0 | 0 |
| index | 0.0611793827340806 | 1.393556 | 0.0439 | 0.965154 | 0.482577 |
| M1 | 11.0612384622746 | 5.893395 | 1.8769 | 0.06626 | 0.03313 |
| M2 | 25.6224237457094 | 5.920731 | 4.3276 | 7e-05 | 3.5e-05 |
| M3 | 13.0495707174011 | 5.816838 | 2.2434 | 0.029242 | 0.014621 |
| M4 | -1.25943975198516 | 5.719368 | -0.2202 | 0.82659 | 0.413295 |
| M5 | 19.2286263713111 | 5.677039 | 3.3871 | 0.001368 | 0.000684 |
| M6 | 9.50320871169308 | 5.726045 | 1.6596 | 0.103123 | 0.051562 |
| M7 | -19.6451676889559 | 6.162256 | -3.188 | 0.002448 | 0.001224 |
| M8 | 41.2540745646 | 7.184715 | 5.7419 | 1e-06 | 0 |
| M9 | 27.0430471556376 | 6.127812 | 4.4132 | 5.3e-05 | 2.6e-05 |
| M10 | -0.913405329572837 | 6.087566 | -0.15 | 0.881321 | 0.440661 |
| M11 | -12.92958249395 | 6.049551 | -2.1373 | 0.037392 | 0.018696 |
| t | 0.246133906068339 | 0.34175 | 0.7202 | 0.47468 | 0.23734 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.834961366215876 |
| R-squared | 0.697160483073082 |
| Adjusted R-squared | 0.614028066661771 |
| F-TEST (value) | 8.38614481772993 |
| F-TEST (DF numerator) | 14 |
| F-TEST (DF denominator) | 51 |
| p-value | 6.12966200019827e-09 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 9.2784167987223 |
| Sum Squared Residuals | 4390.53993283142 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 105.67 | 110.33653519781 | -4.66653519781005 |
| 2 | 123.61 | 122.637984828606 | 0.972015171393728 |
| 3 | 113.08 | 112.878040630657 | 0.201959369342775 |
| 4 | 106.46 | 120.781426313376 | -14.3214263133763 |
| 5 | 123.38 | 127.877453095956 | -4.49745309595575 |
| 6 | 109.87 | 110.773158969824 | -0.903158969823526 |
| 7 | 95.74 | 101.381814033092 | -5.64181403309237 |
| 8 | 123.06 | 129.110089932179 | -6.05008993217937 |
| 9 | 123.39 | 128.169001154365 | -4.77900115436549 |
| 10 | 120.28 | 124.641983933935 | -4.36198393393502 |
| 11 | 115.33 | 107.576265462799 | 7.75373453720091 |
| 12 | 110.4 | 111.873424917054 | -1.47342491705412 |
| 13 | 114.49 | 119.968452354207 | -5.47845235420686 |
| 14 | 132.03 | 125.009922269721 | 7.02007773027949 |
| 15 | 123.16 | 114.652064223877 | 8.50793577612259 |
| 16 | 118.82 | 112.872530575975 | 5.94746942402467 |
| 17 | 128.32 | 130.995294731653 | -2.67529473165314 |
| 18 | 112.24 | 114.971071748887 | -2.73107174888689 |
| 19 | 104.53 | 108.076419463452 | -3.54641946345245 |
| 20 | 132.57 | 123.291866002343 | 9.27813399765652 |
| 21 | 122.52 | 129.95587241796 | -7.43587241795985 |
| 22 | 131.8 | 126.609398136122 | 5.19060186387773 |
| 23 | 124.55 | 104.669931935402 | 19.8800680645983 |
| 24 | 120.96 | 121.872482129383 | -0.912482129382874 |
| 25 | 122.6 | 124.149846699932 | -1.54984669993201 |
| 26 | 145.52 | 134.367966049091 | 11.1520339509086 |
| 27 | 118.57 | 124.411572273039 | -5.84157227303856 |
| 28 | 134.25 | 130.98248997885 | 3.26751002115011 |
| 29 | 136.7 | 131.107979286006 | 5.59202071399374 |
| 30 | 121.37 | 134.45910964857 | -13.0891096485698 |
| 31 | 111.63 | 112.121383785681 | -0.491383785680592 |
| 32 | 134.42 | 132.614763516406 | 1.80523648359408 |
| 33 | 137.65 | 139.690908714027 | -2.04090871402736 |
| 34 | 137.86 | 131.896284948812 | 5.96371505118829 |
| 35 | 119.77 | 122.491672686071 | -2.7216726860714 |
| 36 | 130.69 | 130.653202793367 | 0.0367972066333477 |
| 37 | 128.28 | 126.802049473496 | 1.4779505265043 |
| 38 | 147.45 | 147.184085620621 | 0.265914379379175 |
| 39 | 128.42 | 133.897544721851 | -5.47754472185101 |
| 40 | 136.9 | 138.661726715511 | -1.76172671551076 |
| 41 | 143.95 | 141.701553600415 | 2.24844639958501 |
| 42 | 135.64 | 136.698561846301 | -1.05856184630103 |
| 43 | 122.48 | 118.779619363078 | 3.70038063692242 |
| 44 | 136.83 | 145.535225815261 | -8.7052258152606 |
| 45 | 153.04 | 147.884179784709 | 5.15582021529075 |
| 46 | 142.71 | 131.726868789233 | 10.9831312107667 |
| 47 | 123.46 | 133.741555279122 | -10.2815552791216 |
| 48 | 144.37 | 134.278075013834 | 10.0919249861657 |
| 49 | 146.15 | 127.115128386067 | 19.0348716139334 |
| 50 | 147.61 | 156.849651437521 | -9.23965143752146 |
| 51 | 158.51 | 147.47153034736 | 11.0384696526396 |
| 52 | 147.4 | 129.284818788682 | 18.1151812113176 |
| 53 | 165.05 | 160.497461402793 | 4.5525385972067 |
| 54 | 154.64 | 139.612950154644 | 15.0270498453561 |
| 55 | 126.2 | 120.220763354697 | 5.97923664530298 |
| 56 | 157.36 | 153.688054733811 | 3.67194526618937 |
| 57 | 154.15 | 145.050037928938 | 9.09996207106195 |
| 58 | 123.21 | 140.985464191898 | -17.7754641918977 |
| 59 | 113.07 | 127.700574636606 | -14.6305746366062 |
| 60 | 110.45 | 118.192815146362 | -7.74281514636205 |
| 61 | 113.57 | 122.387987888489 | -8.8179878884888 |
| 62 | 122.44 | 132.61038979444 | -10.1703897944396 |
| 63 | 114.93 | 123.359247803215 | -8.42924780321539 |
| 64 | 111.85 | 123.097007627605 | -11.2470076276053 |
| 65 | 126.04 | 131.260257883177 | -5.22025788317656 |
| 66 | 121.34 | 118.585147631775 | 2.75485236822513 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 18 | 0.0231035201070475 | 0.046207040214095 | 0.976896479892952 |
| 19 | 0.00649708027916415 | 0.0129941605583283 | 0.993502919720836 |
| 20 | 0.00137811347691794 | 0.00275622695383587 | 0.998621886523082 |
| 21 | 0.00172206761044633 | 0.00344413522089265 | 0.998277932389554 |
| 22 | 0.000739461904424477 | 0.00147892380884895 | 0.999260538095575 |
| 23 | 0.000401306010754885 | 0.000802612021509769 | 0.999598693989245 |
| 24 | 0.000188633106930087 | 0.000377266213860174 | 0.99981136689307 |
| 25 | 4.96477799116407e-05 | 9.92955598232814e-05 | 0.999950352220088 |
| 26 | 7.41820691158862e-05 | 0.000148364138231772 | 0.999925817930884 |
| 27 | 0.000973132655090383 | 0.00194626531018077 | 0.99902686734491 |
| 28 | 0.00151578478485107 | 0.00303156956970213 | 0.998484215215149 |
| 29 | 0.000842507452460673 | 0.00168501490492135 | 0.999157492547539 |
| 30 | 0.00082294510052579 | 0.00164589020105158 | 0.999177054899474 |
| 31 | 0.000358265750031299 | 0.000716531500062598 | 0.999641734249969 |
| 32 | 0.000262015736496174 | 0.000524031472992348 | 0.999737984263504 |
| 33 | 0.00014370373967548 | 0.00028740747935096 | 0.999856296260325 |
| 34 | 6.23364720439404e-05 | 0.000124672944087881 | 0.999937663527956 |
| 35 | 0.000227575668450098 | 0.000455151336900196 | 0.99977242433155 |
| 36 | 0.000113196119325459 | 0.000226392238650918 | 0.999886803880675 |
| 37 | 4.74522687517062e-05 | 9.49045375034125e-05 | 0.999952547731248 |
| 38 | 2.06111633731371e-05 | 4.12223267462742e-05 | 0.999979388836627 |
| 39 | 1.14866714176029e-05 | 2.29733428352058e-05 | 0.999988513328582 |
| 40 | 8.78317949079064e-06 | 1.75663589815813e-05 | 0.999991216820509 |
| 41 | 2.88829158308803e-06 | 5.77658316617607e-06 | 0.999997111708417 |
| 42 | 5.17837094290668e-05 | 0.000103567418858134 | 0.999948216290571 |
| 43 | 4.46360310082084e-05 | 8.92720620164168e-05 | 0.999955363968992 |
| 44 | 0.0054576670601942 | 0.0109153341203884 | 0.994542332939806 |
| 45 | 0.086046097603231 | 0.172092195206462 | 0.913953902396769 |
| 46 | 0.0506000156542753 | 0.101200031308551 | 0.949399984345725 |
| 47 | 0.363051784466096 | 0.726103568932192 | 0.636948215533904 |
| 48 | 0.256832317681014 | 0.513664635362027 | 0.743167682318986 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 24 | 0.774193548387097 | NOK |
| 5% type I error level | 27 | 0.870967741935484 | NOK |
| 10% type I error level | 27 | 0.870967741935484 | NOK |
