| Multiple Linear Regression - Estimated Regression Equation |
| KansOverwinning[t] = + 3.27412322335457 -0.0365847634432943GeboekteOverwinning[t] + 0.1417360817956Gevoel[t] + 0.406011472206854EigenGevoel[t] + 0.519932408798465Beste[t] -0.0971170265764618`2deBeste`[t] + 0.0512747686924238`3debeste`[t] -0.00292551178459613t + 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) | 3.27412322335457 | 2.265635 | 1.4451 | 0.152234 | 0.076117 |
| GeboekteOverwinning | -0.0365847634432943 | 0.125769 | -0.2909 | 0.77187 | 0.385935 |
| Gevoel | 0.1417360817956 | 0.093568 | 1.5148 | 0.133669 | 0.066834 |
| EigenGevoel | 0.406011472206854 | 0.145403 | 2.7923 | 0.00651 | 0.003255 |
| Beste | 0.519932408798465 | 0.248454 | 2.0927 | 0.039471 | 0.019735 |
| `2deBeste` | -0.0971170265764618 | 0.055824 | -1.7397 | 0.085662 | 0.042831 |
| `3debeste` | 0.0512747686924238 | 0.073659 | 0.6961 | 0.488326 | 0.244163 |
| t | -0.00292551178459613 | 0.009271 | -0.3156 | 0.753145 | 0.376573 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.641706523426841 |
| R-squared | 0.411787262208563 |
| Adjusted R-squared | 0.361573979714172 |
| F-TEST (value) | 8.20076365759521 |
| F-TEST (DF numerator) | 7 |
| F-TEST (DF denominator) | 82 |
| p-value | 1.5149123733238e-07 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.26284766532345 |
| Sum Squared Residuals | 419.879323629701 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 13 | 11.4344782654939 | 1.56552173450609 |
| 2 | 12 | 11.6117435860919 | 0.388256413908108 |
| 3 | 15 | 14.5804659348709 | 0.419534065129146 |
| 4 | 12 | 11.6070122134973 | 0.392987786502711 |
| 5 | 10 | 9.68539788734687 | 0.314602112653129 |
| 6 | 12 | 9.37845223920293 | 2.62154776079707 |
| 7 | 15 | 16.478508558673 | -1.47850855867301 |
| 8 | 9 | 10.7899929449438 | -1.78999294494379 |
| 9 | 12 | 12.1902337841296 | -0.190233784129594 |
| 10 | 11 | 9.19702857972166 | 1.80297142027834 |
| 11 | 11 | 13.5750115435071 | -2.57501154350706 |
| 12 | 11 | 12.5100857565302 | -1.51008575653019 |
| 13 | 15 | 11.9838556877398 | 3.01614431226024 |
| 14 | 7 | 11.0419188265824 | -4.04191882658238 |
| 15 | 11 | 11.8328964751244 | -0.832896475124381 |
| 16 | 11 | 10.7587099345288 | 0.241290065471165 |
| 17 | 10 | 11.9236210597652 | -1.92362105976521 |
| 18 | 14 | 15.0953285785478 | -1.09532857854785 |
| 19 | 10 | 9.46670457585284 | 0.533295424147158 |
| 20 | 6 | 10.1578883026548 | -4.15788830265483 |
| 21 | 11 | 9.18744363171176 | 1.81255636828824 |
| 22 | 15 | 14.5430636992812 | 0.456936300718764 |
| 23 | 11 | 10.4923900296275 | 0.507609970372465 |
| 24 | 12 | 10.4730240197456 | 1.52697598025438 |
| 25 | 14 | 12.908150001145 | 1.09184999885504 |
| 26 | 15 | 14.2545142906709 | 0.745485709329117 |
| 27 | 9 | 13.2134168235069 | -4.21341682350693 |
| 28 | 13 | 13.1381138604073 | -0.138113860407333 |
| 29 | 13 | 12.3964243955596 | 0.603575604440443 |
| 30 | 16 | 11.5643001148005 | 4.43569988519953 |
| 31 | 13 | 9.2147728290865 | 3.7852271709135 |
| 32 | 12 | 13.4819965570027 | -1.48199655700274 |
| 33 | 14 | 13.8348888672478 | 0.165111132752197 |
| 34 | 11 | 10.955732311615 | 0.0442676883850103 |
| 35 | 9 | 11.0077877172975 | -2.00778771729747 |
| 36 | 16 | 13.3915930499015 | 2.60840695009853 |
| 37 | 12 | 13.2273277278192 | -1.22732772781925 |
| 38 | 10 | 9.62556021523721 | 0.374439784762785 |
| 39 | 13 | 12.3277311536184 | 0.672268846381576 |
| 40 | 16 | 14.5109339585381 | 1.4890660414619 |
| 41 | 14 | 13.2390091311933 | 0.760990868806653 |
| 42 | 15 | 9.03059780710272 | 5.96940219289728 |
| 43 | 5 | 9.83904999621332 | -4.83904999621332 |
| 44 | 8 | 11.3903003132839 | -3.39030031328388 |
| 45 | 11 | 10.6248722665489 | 0.375127733451107 |
| 46 | 16 | 13.782144577988 | 2.21785542201202 |
| 47 | 17 | 13.3033124703103 | 3.69668752968974 |
| 48 | 9 | 8.5556838634802 | 0.444316136519805 |
| 49 | 9 | 10.6668604820787 | -1.66686048207868 |
| 50 | 13 | 13.5662382876034 | -0.566238287603411 |
| 51 | 10 | 10.4031458639492 | -0.403145863949191 |
| 52 | 6 | 12.3319916036467 | -6.33199160364673 |
| 53 | 12 | 12.6405973592364 | -0.640597359236439 |
| 54 | 8 | 11.4415672298019 | -3.44156722980189 |
| 55 | 14 | 11.8832782851977 | 2.11672171480234 |
| 56 | 12 | 12.1006908929036 | -0.100690892903634 |
| 57 | 11 | 10.9669513742175 | 0.0330486257825075 |
| 58 | 16 | 13.9089623271186 | 2.09103767288136 |
| 59 | 8 | 10.2861781046951 | -2.28617810469506 |
| 60 | 15 | 15.0826977204439 | -0.0826977204438767 |
| 61 | 7 | 9.93655482149613 | -2.93655482149613 |
| 62 | 16 | 13.7578517686567 | 2.24214823134325 |
| 63 | 14 | 13.2323570263298 | 0.76764297367022 |
| 64 | 16 | 13.2095755878777 | 2.79042441212227 |
| 65 | 9 | 10.4646714026967 | -1.4646714026967 |
| 66 | 14 | 11.8472726719347 | 2.15272732806526 |
| 67 | 11 | 12.9269919571766 | -1.92699195717657 |
| 68 | 13 | 11.588759016 | 1.41124098399997 |
| 69 | 15 | 12.4446805503391 | 2.55531944966089 |
| 70 | 5 | 6.25615700634952 | -1.25615700634952 |
| 71 | 15 | 12.3885690429397 | 2.61143095706027 |
| 72 | 13 | 12.5204038088792 | 0.479596191120832 |
| 73 | 11 | 12.5631878101519 | -1.5631878101519 |
| 74 | 11 | 14.0835827158939 | -3.08358271589387 |
| 75 | 12 | 12.4207007150317 | -0.420700715031715 |
| 76 | 12 | 12.5297376107104 | -0.529737610710368 |
| 77 | 12 | 10.9423947506076 | 1.05760524939237 |
| 78 | 12 | 12.4440907171751 | -0.444090717175073 |
| 79 | 14 | 11.221283473394 | 2.77871652660605 |
| 80 | 6 | 8.4369102527637 | -2.4369102527637 |
| 81 | 7 | 10.0270296233869 | -3.02702962338688 |
| 82 | 14 | 12.8245782082846 | 1.17542179171542 |
| 83 | 14 | 14.1710902523429 | -0.171090252342856 |
| 84 | 10 | 11.1674343292838 | -1.16743432928377 |
| 85 | 13 | 9.10937346647398 | 3.89062653352602 |
| 86 | 12 | 11.5301284744426 | 0.469871525557389 |
| 87 | 9 | 9.13569814246753 | -0.135698142467526 |
| 88 | 12 | 12.6994850854823 | -0.6994850854823 |
| 89 | 16 | 15.0720858932815 | 0.927914106718544 |
| 90 | 10 | 10.9547338725112 | -0.954733872511203 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 11 | 0.156374591914894 | 0.312749183829787 | 0.843625408085106 |
| 12 | 0.068557373256165 | 0.13711474651233 | 0.931442626743835 |
| 13 | 0.406550948376172 | 0.813101896752343 | 0.593449051623828 |
| 14 | 0.564254273923506 | 0.871491452152989 | 0.435745726076494 |
| 15 | 0.514336455113925 | 0.971327089772149 | 0.485663544886075 |
| 16 | 0.445721255972059 | 0.891442511944119 | 0.554278744027941 |
| 17 | 0.349429578945434 | 0.698859157890867 | 0.650570421054566 |
| 18 | 0.293577101560415 | 0.587154203120829 | 0.706422898439586 |
| 19 | 0.221160929905704 | 0.442321859811407 | 0.778839070094296 |
| 20 | 0.230924634747928 | 0.461849269495856 | 0.769075365252072 |
| 21 | 0.305295653952431 | 0.610591307904863 | 0.694704346047569 |
| 22 | 0.353914254998002 | 0.707828509996004 | 0.646085745001998 |
| 23 | 0.299817749731959 | 0.599635499463918 | 0.700182250268041 |
| 24 | 0.267411276142569 | 0.534822552285138 | 0.732588723857431 |
| 25 | 0.263246155080048 | 0.526492310160096 | 0.736753844919952 |
| 26 | 0.223691759401384 | 0.447383518802768 | 0.776308240598616 |
| 27 | 0.298099228611195 | 0.596198457222391 | 0.701900771388805 |
| 28 | 0.23619945142481 | 0.47239890284962 | 0.76380054857519 |
| 29 | 0.209612207214978 | 0.419224414429956 | 0.790387792785022 |
| 30 | 0.316397762059643 | 0.632795524119286 | 0.683602237940357 |
| 31 | 0.379334179901461 | 0.758668359802922 | 0.620665820098539 |
| 32 | 0.333935048610155 | 0.66787009722031 | 0.666064951389845 |
| 33 | 0.279385764548984 | 0.558771529097967 | 0.720614235451016 |
| 34 | 0.237079353777879 | 0.474158707555759 | 0.762920646222121 |
| 35 | 0.272351372866039 | 0.544702745732078 | 0.727648627133961 |
| 36 | 0.29816280162955 | 0.596325603259101 | 0.70183719837045 |
| 37 | 0.26761517014548 | 0.535230340290961 | 0.73238482985452 |
| 38 | 0.216100413818088 | 0.432200827636176 | 0.783899586181912 |
| 39 | 0.173337615531392 | 0.346675231062785 | 0.826662384468608 |
| 40 | 0.147877756451251 | 0.295755512902502 | 0.852122243548749 |
| 41 | 0.114308572714506 | 0.228617145429012 | 0.885691427285494 |
| 42 | 0.41124958636384 | 0.822499172727681 | 0.58875041363616 |
| 43 | 0.75102176754461 | 0.49795646491078 | 0.24897823245539 |
| 44 | 0.803936727639332 | 0.392126544721335 | 0.196063272360668 |
| 45 | 0.763580331544061 | 0.472839336911878 | 0.236419668455939 |
| 46 | 0.765462018595558 | 0.469075962808883 | 0.234537981404442 |
| 47 | 0.848672692418211 | 0.302654615163579 | 0.151327307581789 |
| 48 | 0.815871005944645 | 0.36825798811071 | 0.184128994055355 |
| 49 | 0.790045011291259 | 0.419909977417481 | 0.209954988708741 |
| 50 | 0.751667342757961 | 0.496665314484079 | 0.248332657242039 |
| 51 | 0.695844251361549 | 0.608311497276903 | 0.304155748638451 |
| 52 | 0.932782595088831 | 0.134434809822338 | 0.0672174049111689 |
| 53 | 0.909489641897421 | 0.181020716205158 | 0.0905103581025788 |
| 54 | 0.937788859824342 | 0.124422280351316 | 0.0622111401756582 |
| 55 | 0.92946160724515 | 0.141076785509699 | 0.0705383927548496 |
| 56 | 0.902632820603882 | 0.194734358792235 | 0.0973671793961177 |
| 57 | 0.871029538929105 | 0.25794092214179 | 0.128970461070895 |
| 58 | 0.864146188813808 | 0.271707622372383 | 0.135853811186192 |
| 59 | 0.8549758823553 | 0.2900482352894 | 0.1450241176447 |
| 60 | 0.818060284584914 | 0.363879430830173 | 0.181939715415086 |
| 61 | 0.854569425609544 | 0.290861148780911 | 0.145430574390456 |
| 62 | 0.830647960004213 | 0.338704079991574 | 0.169352039995787 |
| 63 | 0.788180441904571 | 0.423639116190857 | 0.211819558095429 |
| 64 | 0.788442504615136 | 0.423114990769727 | 0.211557495384864 |
| 65 | 0.743876729061826 | 0.512246541876349 | 0.256123270938174 |
| 66 | 0.731419079727801 | 0.537161840544397 | 0.268580920272199 |
| 67 | 0.7337783493417 | 0.5324433013166 | 0.2662216506583 |
| 68 | 0.697843390402735 | 0.604313219194531 | 0.302156609597265 |
| 69 | 0.686709850544246 | 0.626580298911507 | 0.313290149455754 |
| 70 | 0.624618193175884 | 0.750763613648232 | 0.375381806824116 |
| 71 | 0.670470060195345 | 0.659059879609311 | 0.329529939804655 |
| 72 | 0.584437666564629 | 0.831124666870742 | 0.415562333435371 |
| 73 | 0.510197521059207 | 0.979604957881586 | 0.489802478940793 |
| 74 | 0.517993969919195 | 0.964012060161609 | 0.482006030080805 |
| 75 | 0.425448337367867 | 0.850896674735734 | 0.574551662632133 |
| 76 | 0.321507247257447 | 0.643014494514893 | 0.678492752742553 |
| 77 | 0.322120086970256 | 0.644240173940511 | 0.677879913029744 |
| 78 | 0.213263569923785 | 0.42652713984757 | 0.786736430076215 |
| 79 | 0.187424999323118 | 0.374849998646235 | 0.812575000676882 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 0 | 0 | OK |
| 5% type I error level | 0 | 0 | OK |
| 10% type I error level | 0 | 0 | OK |
