Multiple Linear Regression - Estimated Regression Equation
Levensmiddelen[t] = + 21.1228761262293 + 0.722228147187597Grondstoffen[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)21.12287612622932.2173039.526400
Grondstoffen0.7222281471875970.02578528.009600


Multiple Linear Regression - Regression Statistics
Multiple R0.919689204357902
R-squared0.845828232612471
Adjusted R-squared0.844750108365006
F-TEST (value)784.536879307824
F-TEST (DF numerator)1
F-TEST (DF denominator)143
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation11.7822755057371
Sum Squared Residuals19851.5483013121


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
14449.5064423107019-5.50644231070192
243.650.2286704578895-6.62867045788953
344.444.5230680951075-0.123068095107495
444.344.7397365392638-0.439736539263777
54346.0397472042014-3.03974720420145
642.244.5230680951075-2.32306809510749
741.445.0286277981388-3.62862779813881
842.146.3286384630765-4.22863846307648
941.645.7508559453264-4.15085594532641
104344.1619540215137-1.16195402151369
1142.844.7397365392638-1.93973653926378
1241.544.5952909098263-3.09529090982625
1340.240.767481729732-0.567481729731982
1441.438.6730201028882.72697989711204
1541.438.45635165873172.94364834126832
1641.738.9619113617632.73808863823701
1741.439.61191669423181.78808330576817
1842.942.8619433565760.0380566434239782
194344.3063996509512-1.30639965095122
2043.344.4508452803887-1.15084528038873
2144.643.51194868904491.08805131095514
2248.144.378622465673.72137753433002
2349.345.10085061285764.19914938714242
2451.946.54530690723285.35469309276723
2551.545.82307876004525.67692123995483
2650.843.51194868904497.28805131095514
2750.245.75085594532644.44914405467359
2850.448.42310008992051.97689991007948
2951.450.44533890204580.954661097954205
3049.248.20643164576420.993568354235763
3149.744.08973120679495.61026879320507
325144.52306809510756.47693190489251
3348.846.11197001892022.68802998107979
3447.246.83419816610780.365801833892198
3547.747.8453175721704-0.145317572170441
365045.53418750117014.46581249882987
3752.347.26753505442045.03246494557963
385447.55642631329546.44357368670459
3955.248.42310008992056.77689991007949
4058.649.86755638429578.73244361570429
4160.149.79533356957710.304666430423
4264.952.034240825858512.8657591741415
4365.652.467577714171113.1324222858289
446455.64538156179658.35461843820351
4561.654.56203934101517.03796065898491
4657.156.22316407954660.876835920453429
475159.4731907418908-8.47319074189076
4849.959.1842994830157-9.28429948301572
4948.563.7343368102976-15.2343368102976
5049.960.0509732596408-10.1509732596408
5151.757.0176150414529-5.31761504145293
5251.360.3398645185159-9.03986451851588
5353.261.495429554016-8.29542955401603
545967.2732547315168-8.27325473151681
555767.3454775462356-10.3454775462356
5657.764.9621246605165-7.2621246605165
5759.470.0899445055484-10.6899445055484
5858.872.039960502955-13.239960502955
5955.976.4455522007993-20.5455522007993
6053.876.1566609419243-22.3566609419243
6154.272.9788570942988-18.7788570942988
6254.270.0899445055484-15.8899445055484
6356.771.4621779852049-14.7621779852049
6459.876.5177750155181-16.7177750155181
6560.774.7122046475491-14.0122046475491
6659.775.8677696830492-16.1677696830492
6760.282.0067089341438-21.8067089341438
6861.382.4400458224564-21.1400458224564
6959.882.0789317488626-22.2789317488626
7061.285.6900724848006-24.4900724848005
7159.385.0400671523317-25.7400671523317
7259.476.3733293860805-16.9733293860805
7363.172.6899658354238-9.5899658354238
746873.1955255384551-5.19552553845511
7569.475.8677696830492-6.46776968304921
7670.269.22327072892330.976729271076682
7772.672.9066342795801-0.306634279580079
7872.175.5788784241742-3.47887842417419
7969.779.551133233706-9.85113323370597
8071.579.4066876042685-7.90668760426845
8175.782.5122686371751-6.81226863717511
827687.2067515938945-11.2067515938945
8376.484.4622846345816-8.06228463458163
8483.889.9512185532074-6.15121855320737
8586.295.0790383982393-8.87903839823931
8688.5103.601330535053-15.101330535053
8795.9101.795760167084-5.89576016708396
88103.1103.240216461459-0.140216461459172
89113.5106.9235800121166.57641998788409
90115.7114.2903071134291.4096928865706
91113.1119.634795402618-6.53479540261764
92112.7133.068238940307-20.3682389403069
93121.9141.01274855937-19.1127485593705
94120.3142.962764556777-22.662764556777
95108.7126.207071542025-17.5070715420248
96102.8113.06251926321-10.2625192632105
9783.487.2067515938945-3.80675159389449
9879.470.95661828217368.44338171782645
9977.860.123196074359617.6768039256404
10085.761.784320812891123.9156791871089
10183.260.267641703797122.9323582962029
1028263.951005254453918.0489947455461
10386.966.91214065792319.987859342077
10495.774.062199315080221.6378006849198
10597.983.74005648739414.159943512606
10689.379.8400244925819.45997550741899
10791.585.83451811423815.66548188576194
10886.882.72893708133144.0710629186686
1099187.85675692636333.14324307363666
11093.891.03456077398882.76543922601123
11196.888.72343070298858.07656929701155
11295.791.61234329173884.08765670826116
11391.489.1567675913012.24323240869899
11488.793.2734680302703-4.57346803027032
11588.297.9679509869897-9.7679509869897
11687.790.4567782562387-2.75677825623869
11789.589.6623272943323-0.162327294332335
11895.689.59010447961366.00989552038642
119100.590.384555441519910.1154445584801
120106.390.601223885676215.6987761143238
12111295.584598101270616.4154018987294
122117.798.329065060583519.3709349394165
123125103.60133053505321.398669464947
124132.4106.49024312380325.9097568761967
125138.1110.60694356277327.4930564372273
126134.7120.14035510564914.559644894351
127136.7126.7126312450569.98736875494392
128134.3119.63479540261814.6652045973824
129131.6117.32366533161714.2763346683827
130129.8119.27368132902410.5263186709762
131131.9112.91807363377318.981926366227
132129.8113.92919303983615.8708069601644
133119.4112.5569595601796.84304043982084
134116.7116.890328443305-0.190328443304748
135112.8115.662540593086-2.86254059308584
136116117.973670664086-1.97367066408615
137117.5123.029267694399-5.52926769439932
138118.8127.290413762806-8.49041376280615
139118.7123.173713323837-4.47371332383685
140116.3114.7236440017421.57635599825804
141115.2102.95132520258412.2486747974159
142131.7108.15136786233523.5486321376652
143133.7115.87920903724217.8207909627579
144132.5116.52921436971115.9707856302891
145126.9113.78474741039813.1152525896019


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.000198007708010390.000396015416020780.99980199229199
67.60850543556164e-050.0001521701087112330.999923914945644
72.90582684800919e-055.81165369601838e-050.99997094173152
83.98427726705638e-067.96855453411276e-060.999996015722733
96.94925642425393e-071.38985128485079e-060.999999305074358
106.48529060315494e-081.29705812063099e-070.999999935147094
115.52066938465193e-091.10413387693039e-080.999999994479331
128.49567556772421e-101.69913511354484e-090.999999999150432
131.59876570734333e-103.19753141468666e-100.999999999840123
141.53869967436575e-113.0773993487315e-110.999999999984613
151.3511126850973e-122.70222537019459e-120.999999999998649
161.18076310321704e-132.36152620643408e-130.999999999999882
179.07204844117382e-151.81440968823476e-140.999999999999991
189.1248513948187e-161.82497027896374e-150.999999999999999
197.72536732777207e-171.54507346555441e-161
207.62294042881598e-181.5245880857632e-171
216.41314799930136e-181.28262959986027e-171
222.69269292531064e-155.38538585062128e-150.999999999999997
231.05123043855729e-132.10246087711459e-130.999999999999895
245.18828501078077e-121.03765700215615e-110.999999999994812
252.81933318348453e-115.63866636696905e-110.999999999971807
268.24554130324088e-111.64910826064818e-100.999999999917545
277.15123388168741e-111.43024677633748e-100.999999999928488
283.54439297416445e-117.0887859483289e-110.999999999964556
291.46107539190893e-112.92215078381785e-110.999999999985389
304.46347837179865e-128.92695674359731e-120.999999999995537
313.26278299736341e-126.52556599472682e-120.999999999996737
323.33167278688934e-126.66334557377868e-120.999999999996668
331.12575888298786e-122.25151776597573e-120.999999999998874
342.90602449552239e-135.81204899104477e-130.999999999999709
357.31606214080147e-141.46321242816029e-130.999999999999927
363.56359658559223e-147.12719317118445e-140.999999999999964
372.48545609109086e-144.97091218218171e-140.999999999999975
382.87541488489442e-145.75082976978884e-140.999999999999971
393.4475437494628e-146.89508749892561e-140.999999999999965
408.50489885497198e-141.7009797709944e-130.999999999999915
412.72807495059088e-135.45614990118176e-130.999999999999727
421.46726549255136e-122.93453098510272e-120.999999999998533
433.88420786044968e-127.76841572089936e-120.999999999996116
441.65238478953677e-123.30476957907354e-120.999999999998348
456.25448908488774e-131.25089781697755e-120.999999999999375
463.76816727461099e-137.53633454922198e-130.999999999999623
474.75773108140501e-129.51546216281003e-120.999999999995242
481.75146243436211e-113.50292486872421e-110.999999999982485
491.61435367975498e-103.22870735950995e-100.999999999838565
501.53537820602013e-103.07075641204025e-100.999999999846462
517.04161531513376e-111.40832306302675e-100.999999999929584
524.29617390149956e-118.59234780299912e-110.999999999957038
532.09503259206712e-114.19006518413424e-110.99999999997905
548.51064252218098e-121.7021285044362e-110.999999999991489
553.91394239156386e-127.82788478312772e-120.999999999996086
561.51728030169889e-123.03456060339779e-120.999999999998483
576.45481956997463e-131.29096391399493e-120.999999999999355
583.22522684251372e-136.45045368502744e-130.999999999999677
594.24737330246719e-138.49474660493438e-130.999999999999575
607.46502903447946e-131.49300580689589e-120.999999999999253
616.89629215022894e-131.37925843004579e-120.99999999999931
624.70933620292136e-139.41867240584272e-130.999999999999529
632.71762134021119e-135.43524268042237e-130.999999999999728
641.74576286168209e-133.49152572336417e-130.999999999999825
651.02541761273517e-132.05083522547035e-130.999999999999897
666.97073854517006e-141.39414770903401e-130.99999999999993
678.12994718591641e-141.62598943718328e-130.999999999999919
689.43967191604448e-141.8879343832089e-130.999999999999906
691.47668122167736e-132.95336244335473e-130.999999999999852
703.31779836901426e-136.63559673802851e-130.999999999999668
711.2326707147079e-122.4653414294158e-120.999999999998767
721.82994415416926e-123.65988830833852e-120.99999999999817
732.24554967372271e-124.49109934744542e-120.999999999997754
745.07177712757253e-121.01435542551451e-110.999999999994928
751.20155014327074e-112.40310028654148e-110.999999999987985
764.43972128137187e-118.87944256274375e-110.999999999955603
771.70126518818521e-103.40253037637042e-100.999999999829874
784.13865364757637e-108.27730729515274e-100.999999999586135
797.48502002702628e-101.49700400540526e-090.999999999251498
801.51808751041373e-093.03617502082746e-090.999999998481912
814.020318846433e-098.040637692866e-090.999999995979681
821.0455842605619e-082.09116852112379e-080.999999989544157
832.71338511360046e-085.42677022720092e-080.999999972866149
841.00473224622363e-072.00946449244727e-070.999999899526775
853.21587633618738e-076.43175267237477e-070.999999678412366
861.01702526243426e-062.03405052486852e-060.999998982974738
873.97329532481805e-067.9465906496361e-060.999996026704675
882.22469972716025e-054.44939945432051e-050.999977753002728
890.000227076497156750.0004541529943135010.999772923502843
900.0006190105280615220.001238021056123040.999380989471938
910.0007635608969647720.001527121793929540.999236439103035
920.001168656846486410.002337313692972820.998831343153514
930.001648520212565080.003297040425130160.998351479787435
940.003746932771057950.007493865542115910.996253067228942
950.008664840759660120.01732968151932020.99133515924034
960.01430661625457680.02861323250915370.985693383745423
970.01935298344766740.03870596689533490.980647016552333
980.02253370915011090.04506741830022190.977466290849889
990.03542363611367380.07084727222734770.964576363886326
1000.08685003904444310.1737000780888860.913149960955557
1010.1549076313751780.3098152627503560.845092368624822
1020.1940514046935420.3881028093870850.805948595306458
1030.2668740417680060.5337480835360130.733125958231994
1040.398347755319290.7966955106385810.60165224468071
1050.4359868753970220.8719737507940430.564013124602978
1060.4221436002081390.8442872004162790.577856399791861
1070.3945758980510750.7891517961021510.605424101948925
1080.3619184410478480.7238368820956950.638081558952152
1090.3341985039860130.6683970079720270.665801496013987
1100.3103039435778960.6206078871557930.689696056422104
1110.2894433376369710.5788866752739420.710556662363029
1120.2650050932203590.5300101864407190.734994906779641
1130.2453793297612570.4907586595225140.754620670238743
1140.2769771512136440.5539543024272880.723022848786356
1150.4116432688053940.8232865376107870.588356731194606
1160.5058061833034710.9883876333930580.494193816696529
1170.6224567119727570.7550865760544860.377543288027243
1180.7012815711988270.5974368576023460.298718428801173
1190.7692108791713630.4615782416572750.230789120828637
1200.8188203042944930.3623593914110140.181179695705507
1210.8536897862433410.2926204275133170.146310213756659
1220.870270160700340.2594596785993190.12972983929966
1230.8667444215348950.266511156930210.133255578465105
1240.8825170229892320.2349659540215360.117482977010768
1250.9325203679946290.1349592640107420.0674796320053709
1260.9361702964818590.1276594070362830.0638297035181413
1270.9512255159897930.09754896802041340.0487744840102067
1280.9608194732602710.07836105347945750.0391805267397287
1290.9601892425636310.0796215148727370.0398107574363685
1300.9550295377933980.08994092441320460.0449704622066023
1310.9570028058462460.08599438830750710.0429971941537535
1320.9521937763784660.09561244724306840.0478062236215342
1330.9235556063381130.1528887873237730.0764443936618866
1340.8889534080312510.2220931839374980.111046591968749
1350.8855887808490090.2288224383019820.114411219150991
1360.8510548121667220.2978903756665560.148945187833278
1370.7906463639289870.4187072721420260.209353636071013
1380.719424081274060.5611518374518810.28057591872594
1390.7441221622959170.5117556754081660.255877837704083
1400.8939631515073470.2120736969853070.106036848492653


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level900.661764705882353NOK
5% type I error level940.691176470588235NOK
10% type I error level1010.742647058823529NOK