| Multiple Linear Regression - Estimated Regression Equation |
| OprichtingenVanVennootschappen[t] = + 1746.7226444513 -0.0903655384589367Kapitaalverhogingen[t] + 0.763207408961489Kapitaalverminderingen[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) | 1746.7226444513 | 69.590546 | 25.1 | 0 | 0 |
| Kapitaalverhogingen | -0.0903655384589367 | 0.207087 | -0.4364 | 0.66364 | 0.33182 |
| Kapitaalverminderingen | 0.763207408961489 | 0.236162 | 3.2317 | 0.001732 | 0.000866 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.535610151280736 |
| R-squared | 0.286878234154973 |
| Adjusted R-squared | 0.270670921294859 |
| F-TEST (value) | 17.700542750734 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 88 |
| p-value | 3.46100681669625e-07 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 325.55840204355 |
| Sum Squared Residuals | 9326968.03642117 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1925 | 1832.66893007203 | 92.3310699279672 |
| 2 | 1580 | 1844.10724187058 | -264.107241870578 |
| 3 | 1961 | 2034.37232966907 | -73.3723296690677 |
| 4 | 1807 | 1887.55126816611 | -80.5512681661092 |
| 5 | 1526 | 1921.67567314894 | -395.675673148943 |
| 6 | 1802 | 2100.02993702706 | -298.029937027062 |
| 7 | 1822 | 1919.756226654 | -97.7562266539985 |
| 8 | 1125 | 1876.69543269961 | -751.695432699609 |
| 9 | 1569 | 2026.83276511755 | -457.832765117549 |
| 10 | 1829 | 1930.5674084722 | -101.5674084722 |
| 11 | 1575 | 1913.78555905315 | -338.785559053152 |
| 12 | 2339 | 2706.00570713292 | -367.00570713292 |
| 13 | 2355 | 1870.47218139737 | 484.52781860263 |
| 14 | 1960 | 1880.32202508939 | 79.6779749106058 |
| 15 | 2103 | 2123.53040581526 | -20.5304058152568 |
| 16 | 1836 | 1867.62730933053 | -31.6273093305304 |
| 17 | 1864 | 1897.51433334167 | -33.5143333416727 |
| 18 | 1944 | 2198.90612246775 | -254.906122467752 |
| 19 | 1935 | 1930.83307629871 | 4.16692370129383 |
| 20 | 1278 | 1856.36864285113 | -578.368642851131 |
| 21 | 1744 | 1909.93795248516 | -165.93795248516 |
| 22 | 2191 | 1899.87363667748 | 291.126363322516 |
| 23 | 1893 | 1901.80288250831 | -8.80288250830696 |
| 24 | 2674 | 2372.03224172446 | 301.967758275545 |
| 25 | 2617 | 1873.91152816359 | 743.088471836408 |
| 26 | 2028 | 1860.63650758823 | 167.363492411767 |
| 27 | 2412 | 2034.29176346649 | 377.708236533512 |
| 28 | 2163 | 1881.26379205973 | 281.736207940275 |
| 29 | 1920 | 1951.38850814572 | -31.3885081457232 |
| 30 | 2212 | 2236.08009981311 | -24.0800998131087 |
| 31 | 2319 | 1960.49908613164 | 358.500913868359 |
| 32 | 1619 | 1865.98875878684 | -246.988758786842 |
| 33 | 1746 | 1957.667270674 | -211.667270674002 |
| 34 | 2485 | 1962.58729285208 | 522.412707147925 |
| 35 | 2079 | 1971.90691416477 | 107.093085835227 |
| 36 | 2854 | 2409.24975944442 | 444.750240555576 |
| 37 | 2651 | 1893.04288158257 | 757.957118417428 |
| 38 | 2127 | 1909.42189998872 | 217.57810001128 |
| 39 | 2154 | 1996.86303090419 | 157.136969095811 |
| 40 | 2549 | 1942.03077524728 | 606.969224752716 |
| 41 | 1912 | 1925.73123728594 | -13.7312372859415 |
| 42 | 2274 | 2181.82269266792 | 92.1773073320838 |
| 43 | 2197 | 2029.78982794198 | 167.210172058024 |
| 44 | 1340 | 1904.75120423872 | -564.751204238718 |
| 45 | 1952 | 2004.45373613474 | -52.4537361347402 |
| 46 | 2287 | 1977.32884647231 | 309.671153527691 |
| 47 | 1667 | 1964.81594754814 | -297.815947548137 |
| 48 | 2761 | 2571.68011739792 | 189.319882602076 |
| 49 | 2092 | 1910.57596755915 | 181.424032440846 |
| 50 | 1814 | 1920.31693279874 | -106.316932798736 |
| 51 | 1919 | 2100.23898035384 | -181.238980353843 |
| 52 | 1888 | 1952.87463986236 | -64.8746398623562 |
| 53 | 1514 | 1978.05068502221 | -464.050685022206 |
| 54 | 1905 | 2177.27284622178 | -272.272846221784 |
| 55 | 1870 | 2049.43180506852 | -179.431805068525 |
| 56 | 1218 | 1947.71183331877 | -729.711833318769 |
| 57 | 1830 | 2026.46698744853 | -196.466987448528 |
| 58 | 2208 | 1993.19506965534 | 214.80493034466 |
| 59 | 1759 | 2013.94211767293 | -254.942117672928 |
| 60 | 2751 | 2702.38999983679 | 48.6100001632113 |
| 61 | 2455 | 1965.97872869668 | 489.021271303324 |
| 62 | 1977 | 1934.49669451646 | 42.5033054835416 |
| 63 | 2512 | 2188.25824457026 | 323.741755429741 |
| 64 | 2171 | 1967.65647658388 | 203.34352341612 |
| 65 | 1772 | 1952.65362568415 | -180.653625684148 |
| 66 | 2167 | 2253.01111078589 | -86.0111107858894 |
| 67 | 2237 | 2042.442089084 | 194.557910915999 |
| 68 | 1519 | 1902.00975431954 | -383.009754319539 |
| 69 | 2023 | 2031.6483069061 | -8.64830690609802 |
| 70 | 2491 | 1995.20379593097 | 495.796204069031 |
| 71 | 1881 | 2045.14325590189 | -164.143255901891 |
| 72 | 3055 | 2706.51850235604 | 348.481497643963 |
| 73 | 2653 | 1924.6751630743 | 728.324836925703 |
| 74 | 2225 | 1958.12564042885 | 266.874359571147 |
| 75 | 2462 | 2209.41683717885 | 252.583162821149 |
| 76 | 2307 | 1988.63542387333 | 318.364576126671 |
| 77 | 2186 | 2052.07200435559 | 133.927995644408 |
| 78 | 2072 | 2247.36816430015 | -175.368164300145 |
| 79 | 2151 | 2058.2081473927 | 92.7918526073051 |
| 80 | 1585 | 1922.91793474229 | -337.917934742287 |
| 81 | 2092 | 2115.27994283932 | -23.2799428393161 |
| 82 | 2399 | 2088.63627887682 | 310.363721123183 |
| 83 | 1882 | 2084.64931009097 | -202.64931009097 |
| 84 | 2819 | 2899.24305836468 | -80.2430583646761 |
| 85 | 2267 | 1944.45758817647 | 322.542411823527 |
| 86 | 1910 | 2010.72706987415 | -100.727069874148 |
| 87 | 1975 | 2242.65609969108 | -267.656099691079 |
| 88 | 1795 | 1965.14475442101 | -170.144754421014 |
| 89 | 1549 | 2038.62496628142 | -489.62496628142 |
| 90 | 1815 | 2274.12942029319 | -459.129420293192 |
| 91 | 1742 | 2123.07097781854 | -381.070977818542 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.275295526594005 | 0.55059105318801 | 0.724704473405995 |
| 7 | 0.141396341145341 | 0.282792682290682 | 0.858603658854659 |
| 8 | 0.451983586878036 | 0.903967173756073 | 0.548016413121964 |
| 9 | 0.40960095030167 | 0.819201900603341 | 0.59039904969833 |
| 10 | 0.34624522951881 | 0.692490459037619 | 0.65375477048119 |
| 11 | 0.271805224287733 | 0.543610448575465 | 0.728194775712267 |
| 12 | 0.198235630431904 | 0.396471260863808 | 0.801764369568096 |
| 13 | 0.576539458149615 | 0.84692108370077 | 0.423460541850385 |
| 14 | 0.526696802115667 | 0.946606395768666 | 0.473303197884333 |
| 15 | 0.476505871551888 | 0.953011743103776 | 0.523494128448112 |
| 16 | 0.396544532022823 | 0.793089064045646 | 0.603455467977177 |
| 17 | 0.325476249051749 | 0.650952498103498 | 0.674523750948251 |
| 18 | 0.267985181135122 | 0.535970362270244 | 0.732014818864878 |
| 19 | 0.21212837386651 | 0.424256747733021 | 0.78787162613349 |
| 20 | 0.346844240958979 | 0.693688481917958 | 0.653155759041021 |
| 21 | 0.304835648712384 | 0.609671297424767 | 0.695164351287616 |
| 22 | 0.352607113503869 | 0.705214227007738 | 0.647392886496131 |
| 23 | 0.305553889547691 | 0.611107779095381 | 0.694446110452309 |
| 24 | 0.406180735822113 | 0.812361471644226 | 0.593819264177887 |
| 25 | 0.755736234185267 | 0.488527531629465 | 0.244263765814732 |
| 26 | 0.715232244857188 | 0.569535510285624 | 0.284767755142812 |
| 27 | 0.739801643792608 | 0.520396712414784 | 0.260198356207392 |
| 28 | 0.71837580871699 | 0.56324838256602 | 0.28162419128301 |
| 29 | 0.660549848018118 | 0.678900303963763 | 0.339450151981882 |
| 30 | 0.597774414735364 | 0.804451170529272 | 0.402225585264636 |
| 31 | 0.601350087403816 | 0.797299825192367 | 0.398649912596184 |
| 32 | 0.589837345763342 | 0.820325308473316 | 0.410162654236658 |
| 33 | 0.57424091854941 | 0.85151816290118 | 0.42575908145059 |
| 34 | 0.651948684836175 | 0.69610263032765 | 0.348051315163825 |
| 35 | 0.596290480652641 | 0.807419038694719 | 0.403709519347359 |
| 36 | 0.643867735160219 | 0.712264529679562 | 0.356132264839781 |
| 37 | 0.826378434851662 | 0.347243130296676 | 0.173621565148338 |
| 38 | 0.795074395103424 | 0.409851209793152 | 0.204925604896576 |
| 39 | 0.752407636409033 | 0.495184727181935 | 0.247592363590967 |
| 40 | 0.831002277480549 | 0.337995445038901 | 0.168997722519451 |
| 41 | 0.790420969254066 | 0.419158061491867 | 0.209579030745934 |
| 42 | 0.744234184425429 | 0.511531631149142 | 0.255765815574571 |
| 43 | 0.701703070942434 | 0.596593858115132 | 0.298296929057566 |
| 44 | 0.808984931735873 | 0.382030136528255 | 0.191015068264127 |
| 45 | 0.767671543873188 | 0.464656912253624 | 0.232328456126812 |
| 46 | 0.753746426116244 | 0.492507147767512 | 0.246253573883756 |
| 47 | 0.753897156815488 | 0.492205686369024 | 0.246102843184512 |
| 48 | 0.711170971209823 | 0.577658057580353 | 0.288829028790177 |
| 49 | 0.67002838446303 | 0.65994323107394 | 0.32997161553697 |
| 50 | 0.62078221409244 | 0.75843557181512 | 0.37921778590756 |
| 51 | 0.592111383031101 | 0.815777233937798 | 0.407888616968899 |
| 52 | 0.535527542976706 | 0.928944914046589 | 0.464472457023294 |
| 53 | 0.608683782412633 | 0.782632435174735 | 0.391316217587367 |
| 54 | 0.605338849297168 | 0.789322301405663 | 0.394661150702832 |
| 55 | 0.564720258705276 | 0.870559482589449 | 0.435279741294724 |
| 56 | 0.794350475912493 | 0.411299048175014 | 0.205649524087507 |
| 57 | 0.809039123979624 | 0.381921752040753 | 0.190960876020376 |
| 58 | 0.770791836674911 | 0.458416326650177 | 0.229208163325089 |
| 59 | 0.770108451640677 | 0.459783096718645 | 0.229891548359323 |
| 60 | 0.720346495090984 | 0.559307009818031 | 0.279653504909016 |
| 61 | 0.787041141414775 | 0.425917717170451 | 0.212958858585225 |
| 62 | 0.736723750006002 | 0.526552499987996 | 0.263276249993998 |
| 63 | 0.729475033103275 | 0.541049933793451 | 0.270524966896725 |
| 64 | 0.682931663337096 | 0.634136673325807 | 0.317068336662904 |
| 65 | 0.672150884607886 | 0.655698230784228 | 0.327849115392114 |
| 66 | 0.607645669699399 | 0.784708660601201 | 0.3923543303006 |
| 67 | 0.555380841267444 | 0.889238317465111 | 0.444619158732556 |
| 68 | 0.691827802222079 | 0.616344395555841 | 0.308172197777921 |
| 69 | 0.720976779221417 | 0.558046441557166 | 0.279023220778583 |
| 70 | 0.694102103687009 | 0.611795792625982 | 0.305897896312991 |
| 71 | 0.656419963602782 | 0.687160072794437 | 0.343580036397218 |
| 72 | 0.668663094577606 | 0.662673810844789 | 0.331336905422394 |
| 73 | 0.815050122952963 | 0.369899754094074 | 0.184949877047037 |
| 74 | 0.793404933200556 | 0.413190133598888 | 0.206595066799444 |
| 75 | 0.817623914180163 | 0.364752171639674 | 0.182376085819837 |
| 76 | 0.806245069659414 | 0.387509860681173 | 0.193754930340586 |
| 77 | 0.784098212916251 | 0.431803574167498 | 0.215901787083749 |
| 78 | 0.71569648877131 | 0.56860702245738 | 0.28430351122869 |
| 79 | 0.664555099564586 | 0.670889800870828 | 0.335444900435414 |
| 80 | 0.795880969593111 | 0.408238060813777 | 0.204119030406888 |
| 81 | 0.723441765237192 | 0.553116469525616 | 0.276558234762808 |
| 82 | 0.858970143544631 | 0.282059712910737 | 0.141029856455369 |
| 83 | 0.764672202515392 | 0.470655594969216 | 0.235327797484608 |
| 84 | 0.629424879003733 | 0.741150241992534 | 0.370575120996267 |
| 85 | 0.824369742254176 | 0.351260515491649 | 0.175630257745824 |
| 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 |
