Multiple Linear Regression - Estimated Regression Equation |
Levensmiddelen[t] = + 21.1228761262293 + 0.722228147187597Grondstoffen[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) | 21.1228761262293 | 2.217303 | 9.5264 | 0 | 0 |
Grondstoffen | 0.722228147187597 | 0.025785 | 28.0096 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.919689204357902 |
R-squared | 0.845828232612471 |
Adjusted R-squared | 0.844750108365006 |
F-TEST (value) | 784.536879307824 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 143 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 11.7822755057371 |
Sum Squared Residuals | 19851.5483013121 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 44 | 49.5064423107019 | -5.50644231070192 |
2 | 43.6 | 50.2286704578895 | -6.62867045788953 |
3 | 44.4 | 44.5230680951075 | -0.123068095107495 |
4 | 44.3 | 44.7397365392638 | -0.439736539263777 |
5 | 43 | 46.0397472042014 | -3.03974720420145 |
6 | 42.2 | 44.5230680951075 | -2.32306809510749 |
7 | 41.4 | 45.0286277981388 | -3.62862779813881 |
8 | 42.1 | 46.3286384630765 | -4.22863846307648 |
9 | 41.6 | 45.7508559453264 | -4.15085594532641 |
10 | 43 | 44.1619540215137 | -1.16195402151369 |
11 | 42.8 | 44.7397365392638 | -1.93973653926378 |
12 | 41.5 | 44.5952909098263 | -3.09529090982625 |
13 | 40.2 | 40.767481729732 | -0.567481729731982 |
14 | 41.4 | 38.673020102888 | 2.72697989711204 |
15 | 41.4 | 38.4563516587317 | 2.94364834126832 |
16 | 41.7 | 38.961911361763 | 2.73808863823701 |
17 | 41.4 | 39.6119166942318 | 1.78808330576817 |
18 | 42.9 | 42.861943356576 | 0.0380566434239782 |
19 | 43 | 44.3063996509512 | -1.30639965095122 |
20 | 43.3 | 44.4508452803887 | -1.15084528038873 |
21 | 44.6 | 43.5119486890449 | 1.08805131095514 |
22 | 48.1 | 44.37862246567 | 3.72137753433002 |
23 | 49.3 | 45.1008506128576 | 4.19914938714242 |
24 | 51.9 | 46.5453069072328 | 5.35469309276723 |
25 | 51.5 | 45.8230787600452 | 5.67692123995483 |
26 | 50.8 | 43.5119486890449 | 7.28805131095514 |
27 | 50.2 | 45.7508559453264 | 4.44914405467359 |
28 | 50.4 | 48.4231000899205 | 1.97689991007948 |
29 | 51.4 | 50.4453389020458 | 0.954661097954205 |
30 | 49.2 | 48.2064316457642 | 0.993568354235763 |
31 | 49.7 | 44.0897312067949 | 5.61026879320507 |
32 | 51 | 44.5230680951075 | 6.47693190489251 |
33 | 48.8 | 46.1119700189202 | 2.68802998107979 |
34 | 47.2 | 46.8341981661078 | 0.365801833892198 |
35 | 47.7 | 47.8453175721704 | -0.145317572170441 |
36 | 50 | 45.5341875011701 | 4.46581249882987 |
37 | 52.3 | 47.2675350544204 | 5.03246494557963 |
38 | 54 | 47.5564263132954 | 6.44357368670459 |
39 | 55.2 | 48.4231000899205 | 6.77689991007949 |
40 | 58.6 | 49.8675563842957 | 8.73244361570429 |
41 | 60.1 | 49.795333569577 | 10.304666430423 |
42 | 64.9 | 52.0342408258585 | 12.8657591741415 |
43 | 65.6 | 52.4675777141711 | 13.1324222858289 |
44 | 64 | 55.6453815617965 | 8.35461843820351 |
45 | 61.6 | 54.5620393410151 | 7.03796065898491 |
46 | 57.1 | 56.2231640795466 | 0.876835920453429 |
47 | 51 | 59.4731907418908 | -8.47319074189076 |
48 | 49.9 | 59.1842994830157 | -9.28429948301572 |
49 | 48.5 | 63.7343368102976 | -15.2343368102976 |
50 | 49.9 | 60.0509732596408 | -10.1509732596408 |
51 | 51.7 | 57.0176150414529 | -5.31761504145293 |
52 | 51.3 | 60.3398645185159 | -9.03986451851588 |
53 | 53.2 | 61.495429554016 | -8.29542955401603 |
54 | 59 | 67.2732547315168 | -8.27325473151681 |
55 | 57 | 67.3454775462356 | -10.3454775462356 |
56 | 57.7 | 64.9621246605165 | -7.2621246605165 |
57 | 59.4 | 70.0899445055484 | -10.6899445055484 |
58 | 58.8 | 72.039960502955 | -13.239960502955 |
59 | 55.9 | 76.4455522007993 | -20.5455522007993 |
60 | 53.8 | 76.1566609419243 | -22.3566609419243 |
61 | 54.2 | 72.9788570942988 | -18.7788570942988 |
62 | 54.2 | 70.0899445055484 | -15.8899445055484 |
63 | 56.7 | 71.4621779852049 | -14.7621779852049 |
64 | 59.8 | 76.5177750155181 | -16.7177750155181 |
65 | 60.7 | 74.7122046475491 | -14.0122046475491 |
66 | 59.7 | 75.8677696830492 | -16.1677696830492 |
67 | 60.2 | 82.0067089341438 | -21.8067089341438 |
68 | 61.3 | 82.4400458224564 | -21.1400458224564 |
69 | 59.8 | 82.0789317488626 | -22.2789317488626 |
70 | 61.2 | 85.6900724848006 | -24.4900724848005 |
71 | 59.3 | 85.0400671523317 | -25.7400671523317 |
72 | 59.4 | 76.3733293860805 | -16.9733293860805 |
73 | 63.1 | 72.6899658354238 | -9.5899658354238 |
74 | 68 | 73.1955255384551 | -5.19552553845511 |
75 | 69.4 | 75.8677696830492 | -6.46776968304921 |
76 | 70.2 | 69.2232707289233 | 0.976729271076682 |
77 | 72.6 | 72.9066342795801 | -0.306634279580079 |
78 | 72.1 | 75.5788784241742 | -3.47887842417419 |
79 | 69.7 | 79.551133233706 | -9.85113323370597 |
80 | 71.5 | 79.4066876042685 | -7.90668760426845 |
81 | 75.7 | 82.5122686371751 | -6.81226863717511 |
82 | 76 | 87.2067515938945 | -11.2067515938945 |
83 | 76.4 | 84.4622846345816 | -8.06228463458163 |
84 | 83.8 | 89.9512185532074 | -6.15121855320737 |
85 | 86.2 | 95.0790383982393 | -8.87903839823931 |
86 | 88.5 | 103.601330535053 | -15.101330535053 |
87 | 95.9 | 101.795760167084 | -5.89576016708396 |
88 | 103.1 | 103.240216461459 | -0.140216461459172 |
89 | 113.5 | 106.923580012116 | 6.57641998788409 |
90 | 115.7 | 114.290307113429 | 1.4096928865706 |
91 | 113.1 | 119.634795402618 | -6.53479540261764 |
92 | 112.7 | 133.068238940307 | -20.3682389403069 |
93 | 121.9 | 141.01274855937 | -19.1127485593705 |
94 | 120.3 | 142.962764556777 | -22.662764556777 |
95 | 108.7 | 126.207071542025 | -17.5070715420248 |
96 | 102.8 | 113.06251926321 | -10.2625192632105 |
97 | 83.4 | 87.2067515938945 | -3.80675159389449 |
98 | 79.4 | 70.9566182821736 | 8.44338171782645 |
99 | 77.8 | 60.1231960743596 | 17.6768039256404 |
100 | 85.7 | 61.7843208128911 | 23.9156791871089 |
101 | 83.2 | 60.2676417037971 | 22.9323582962029 |
102 | 82 | 63.9510052544539 | 18.0489947455461 |
103 | 86.9 | 66.912140657923 | 19.987859342077 |
104 | 95.7 | 74.0621993150802 | 21.6378006849198 |
105 | 97.9 | 83.740056487394 | 14.159943512606 |
106 | 89.3 | 79.840024492581 | 9.45997550741899 |
107 | 91.5 | 85.8345181142381 | 5.66548188576194 |
108 | 86.8 | 82.7289370813314 | 4.0710629186686 |
109 | 91 | 87.8567569263633 | 3.14324307363666 |
110 | 93.8 | 91.0345607739888 | 2.76543922601123 |
111 | 96.8 | 88.7234307029885 | 8.07656929701155 |
112 | 95.7 | 91.6123432917388 | 4.08765670826116 |
113 | 91.4 | 89.156767591301 | 2.24323240869899 |
114 | 88.7 | 93.2734680302703 | -4.57346803027032 |
115 | 88.2 | 97.9679509869897 | -9.7679509869897 |
116 | 87.7 | 90.4567782562387 | -2.75677825623869 |
117 | 89.5 | 89.6623272943323 | -0.162327294332335 |
118 | 95.6 | 89.5901044796136 | 6.00989552038642 |
119 | 100.5 | 90.3845554415199 | 10.1154445584801 |
120 | 106.3 | 90.6012238856762 | 15.6987761143238 |
121 | 112 | 95.5845981012706 | 16.4154018987294 |
122 | 117.7 | 98.3290650605835 | 19.3709349394165 |
123 | 125 | 103.601330535053 | 21.398669464947 |
124 | 132.4 | 106.490243123803 | 25.9097568761967 |
125 | 138.1 | 110.606943562773 | 27.4930564372273 |
126 | 134.7 | 120.140355105649 | 14.559644894351 |
127 | 136.7 | 126.712631245056 | 9.98736875494392 |
128 | 134.3 | 119.634795402618 | 14.6652045973824 |
129 | 131.6 | 117.323665331617 | 14.2763346683827 |
130 | 129.8 | 119.273681329024 | 10.5263186709762 |
131 | 131.9 | 112.918073633773 | 18.981926366227 |
132 | 129.8 | 113.929193039836 | 15.8708069601644 |
133 | 119.4 | 112.556959560179 | 6.84304043982084 |
134 | 116.7 | 116.890328443305 | -0.190328443304748 |
135 | 112.8 | 115.662540593086 | -2.86254059308584 |
136 | 116 | 117.973670664086 | -1.97367066408615 |
137 | 117.5 | 123.029267694399 | -5.52926769439932 |
138 | 118.8 | 127.290413762806 | -8.49041376280615 |
139 | 118.7 | 123.173713323837 | -4.47371332383685 |
140 | 116.3 | 114.723644001742 | 1.57635599825804 |
141 | 115.2 | 102.951325202584 | 12.2486747974159 |
142 | 131.7 | 108.151367862335 | 23.5486321376652 |
143 | 133.7 | 115.879209037242 | 17.8207909627579 |
144 | 132.5 | 116.529214369711 | 15.9707856302891 |
145 | 126.9 | 113.784747410398 | 13.1152525896019 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.00019800770801039 | 0.00039601541602078 | 0.99980199229199 |
6 | 7.60850543556164e-05 | 0.000152170108711233 | 0.999923914945644 |
7 | 2.90582684800919e-05 | 5.81165369601838e-05 | 0.99997094173152 |
8 | 3.98427726705638e-06 | 7.96855453411276e-06 | 0.999996015722733 |
9 | 6.94925642425393e-07 | 1.38985128485079e-06 | 0.999999305074358 |
10 | 6.48529060315494e-08 | 1.29705812063099e-07 | 0.999999935147094 |
11 | 5.52066938465193e-09 | 1.10413387693039e-08 | 0.999999994479331 |
12 | 8.49567556772421e-10 | 1.69913511354484e-09 | 0.999999999150432 |
13 | 1.59876570734333e-10 | 3.19753141468666e-10 | 0.999999999840123 |
14 | 1.53869967436575e-11 | 3.0773993487315e-11 | 0.999999999984613 |
15 | 1.3511126850973e-12 | 2.70222537019459e-12 | 0.999999999998649 |
16 | 1.18076310321704e-13 | 2.36152620643408e-13 | 0.999999999999882 |
17 | 9.07204844117382e-15 | 1.81440968823476e-14 | 0.999999999999991 |
18 | 9.1248513948187e-16 | 1.82497027896374e-15 | 0.999999999999999 |
19 | 7.72536732777207e-17 | 1.54507346555441e-16 | 1 |
20 | 7.62294042881598e-18 | 1.5245880857632e-17 | 1 |
21 | 6.41314799930136e-18 | 1.28262959986027e-17 | 1 |
22 | 2.69269292531064e-15 | 5.38538585062128e-15 | 0.999999999999997 |
23 | 1.05123043855729e-13 | 2.10246087711459e-13 | 0.999999999999895 |
24 | 5.18828501078077e-12 | 1.03765700215615e-11 | 0.999999999994812 |
25 | 2.81933318348453e-11 | 5.63866636696905e-11 | 0.999999999971807 |
26 | 8.24554130324088e-11 | 1.64910826064818e-10 | 0.999999999917545 |
27 | 7.15123388168741e-11 | 1.43024677633748e-10 | 0.999999999928488 |
28 | 3.54439297416445e-11 | 7.0887859483289e-11 | 0.999999999964556 |
29 | 1.46107539190893e-11 | 2.92215078381785e-11 | 0.999999999985389 |
30 | 4.46347837179865e-12 | 8.92695674359731e-12 | 0.999999999995537 |
31 | 3.26278299736341e-12 | 6.52556599472682e-12 | 0.999999999996737 |
32 | 3.33167278688934e-12 | 6.66334557377868e-12 | 0.999999999996668 |
33 | 1.12575888298786e-12 | 2.25151776597573e-12 | 0.999999999998874 |
34 | 2.90602449552239e-13 | 5.81204899104477e-13 | 0.999999999999709 |
35 | 7.31606214080147e-14 | 1.46321242816029e-13 | 0.999999999999927 |
36 | 3.56359658559223e-14 | 7.12719317118445e-14 | 0.999999999999964 |
37 | 2.48545609109086e-14 | 4.97091218218171e-14 | 0.999999999999975 |
38 | 2.87541488489442e-14 | 5.75082976978884e-14 | 0.999999999999971 |
39 | 3.4475437494628e-14 | 6.89508749892561e-14 | 0.999999999999965 |
40 | 8.50489885497198e-14 | 1.7009797709944e-13 | 0.999999999999915 |
41 | 2.72807495059088e-13 | 5.45614990118176e-13 | 0.999999999999727 |
42 | 1.46726549255136e-12 | 2.93453098510272e-12 | 0.999999999998533 |
43 | 3.88420786044968e-12 | 7.76841572089936e-12 | 0.999999999996116 |
44 | 1.65238478953677e-12 | 3.30476957907354e-12 | 0.999999999998348 |
45 | 6.25448908488774e-13 | 1.25089781697755e-12 | 0.999999999999375 |
46 | 3.76816727461099e-13 | 7.53633454922198e-13 | 0.999999999999623 |
47 | 4.75773108140501e-12 | 9.51546216281003e-12 | 0.999999999995242 |
48 | 1.75146243436211e-11 | 3.50292486872421e-11 | 0.999999999982485 |
49 | 1.61435367975498e-10 | 3.22870735950995e-10 | 0.999999999838565 |
50 | 1.53537820602013e-10 | 3.07075641204025e-10 | 0.999999999846462 |
51 | 7.04161531513376e-11 | 1.40832306302675e-10 | 0.999999999929584 |
52 | 4.29617390149956e-11 | 8.59234780299912e-11 | 0.999999999957038 |
53 | 2.09503259206712e-11 | 4.19006518413424e-11 | 0.99999999997905 |
54 | 8.51064252218098e-12 | 1.7021285044362e-11 | 0.999999999991489 |
55 | 3.91394239156386e-12 | 7.82788478312772e-12 | 0.999999999996086 |
56 | 1.51728030169889e-12 | 3.03456060339779e-12 | 0.999999999998483 |
57 | 6.45481956997463e-13 | 1.29096391399493e-12 | 0.999999999999355 |
58 | 3.22522684251372e-13 | 6.45045368502744e-13 | 0.999999999999677 |
59 | 4.24737330246719e-13 | 8.49474660493438e-13 | 0.999999999999575 |
60 | 7.46502903447946e-13 | 1.49300580689589e-12 | 0.999999999999253 |
61 | 6.89629215022894e-13 | 1.37925843004579e-12 | 0.99999999999931 |
62 | 4.70933620292136e-13 | 9.41867240584272e-13 | 0.999999999999529 |
63 | 2.71762134021119e-13 | 5.43524268042237e-13 | 0.999999999999728 |
64 | 1.74576286168209e-13 | 3.49152572336417e-13 | 0.999999999999825 |
65 | 1.02541761273517e-13 | 2.05083522547035e-13 | 0.999999999999897 |
66 | 6.97073854517006e-14 | 1.39414770903401e-13 | 0.99999999999993 |
67 | 8.12994718591641e-14 | 1.62598943718328e-13 | 0.999999999999919 |
68 | 9.43967191604448e-14 | 1.8879343832089e-13 | 0.999999999999906 |
69 | 1.47668122167736e-13 | 2.95336244335473e-13 | 0.999999999999852 |
70 | 3.31779836901426e-13 | 6.63559673802851e-13 | 0.999999999999668 |
71 | 1.2326707147079e-12 | 2.4653414294158e-12 | 0.999999999998767 |
72 | 1.82994415416926e-12 | 3.65988830833852e-12 | 0.99999999999817 |
73 | 2.24554967372271e-12 | 4.49109934744542e-12 | 0.999999999997754 |
74 | 5.07177712757253e-12 | 1.01435542551451e-11 | 0.999999999994928 |
75 | 1.20155014327074e-11 | 2.40310028654148e-11 | 0.999999999987985 |
76 | 4.43972128137187e-11 | 8.87944256274375e-11 | 0.999999999955603 |
77 | 1.70126518818521e-10 | 3.40253037637042e-10 | 0.999999999829874 |
78 | 4.13865364757637e-10 | 8.27730729515274e-10 | 0.999999999586135 |
79 | 7.48502002702628e-10 | 1.49700400540526e-09 | 0.999999999251498 |
80 | 1.51808751041373e-09 | 3.03617502082746e-09 | 0.999999998481912 |
81 | 4.020318846433e-09 | 8.040637692866e-09 | 0.999999995979681 |
82 | 1.0455842605619e-08 | 2.09116852112379e-08 | 0.999999989544157 |
83 | 2.71338511360046e-08 | 5.42677022720092e-08 | 0.999999972866149 |
84 | 1.00473224622363e-07 | 2.00946449244727e-07 | 0.999999899526775 |
85 | 3.21587633618738e-07 | 6.43175267237477e-07 | 0.999999678412366 |
86 | 1.01702526243426e-06 | 2.03405052486852e-06 | 0.999998982974738 |
87 | 3.97329532481805e-06 | 7.9465906496361e-06 | 0.999996026704675 |
88 | 2.22469972716025e-05 | 4.44939945432051e-05 | 0.999977753002728 |
89 | 0.00022707649715675 | 0.000454152994313501 | 0.999772923502843 |
90 | 0.000619010528061522 | 0.00123802105612304 | 0.999380989471938 |
91 | 0.000763560896964772 | 0.00152712179392954 | 0.999236439103035 |
92 | 0.00116865684648641 | 0.00233731369297282 | 0.998831343153514 |
93 | 0.00164852021256508 | 0.00329704042513016 | 0.998351479787435 |
94 | 0.00374693277105795 | 0.00749386554211591 | 0.996253067228942 |
95 | 0.00866484075966012 | 0.0173296815193202 | 0.99133515924034 |
96 | 0.0143066162545768 | 0.0286132325091537 | 0.985693383745423 |
97 | 0.0193529834476674 | 0.0387059668953349 | 0.980647016552333 |
98 | 0.0225337091501109 | 0.0450674183002219 | 0.977466290849889 |
99 | 0.0354236361136738 | 0.0708472722273477 | 0.964576363886326 |
100 | 0.0868500390444431 | 0.173700078088886 | 0.913149960955557 |
101 | 0.154907631375178 | 0.309815262750356 | 0.845092368624822 |
102 | 0.194051404693542 | 0.388102809387085 | 0.805948595306458 |
103 | 0.266874041768006 | 0.533748083536013 | 0.733125958231994 |
104 | 0.39834775531929 | 0.796695510638581 | 0.60165224468071 |
105 | 0.435986875397022 | 0.871973750794043 | 0.564013124602978 |
106 | 0.422143600208139 | 0.844287200416279 | 0.577856399791861 |
107 | 0.394575898051075 | 0.789151796102151 | 0.605424101948925 |
108 | 0.361918441047848 | 0.723836882095695 | 0.638081558952152 |
109 | 0.334198503986013 | 0.668397007972027 | 0.665801496013987 |
110 | 0.310303943577896 | 0.620607887155793 | 0.689696056422104 |
111 | 0.289443337636971 | 0.578886675273942 | 0.710556662363029 |
112 | 0.265005093220359 | 0.530010186440719 | 0.734994906779641 |
113 | 0.245379329761257 | 0.490758659522514 | 0.754620670238743 |
114 | 0.276977151213644 | 0.553954302427288 | 0.723022848786356 |
115 | 0.411643268805394 | 0.823286537610787 | 0.588356731194606 |
116 | 0.505806183303471 | 0.988387633393058 | 0.494193816696529 |
117 | 0.622456711972757 | 0.755086576054486 | 0.377543288027243 |
118 | 0.701281571198827 | 0.597436857602346 | 0.298718428801173 |
119 | 0.769210879171363 | 0.461578241657275 | 0.230789120828637 |
120 | 0.818820304294493 | 0.362359391411014 | 0.181179695705507 |
121 | 0.853689786243341 | 0.292620427513317 | 0.146310213756659 |
122 | 0.87027016070034 | 0.259459678599319 | 0.12972983929966 |
123 | 0.866744421534895 | 0.26651115693021 | 0.133255578465105 |
124 | 0.882517022989232 | 0.234965954021536 | 0.117482977010768 |
125 | 0.932520367994629 | 0.134959264010742 | 0.0674796320053709 |
126 | 0.936170296481859 | 0.127659407036283 | 0.0638297035181413 |
127 | 0.951225515989793 | 0.0975489680204134 | 0.0487744840102067 |
128 | 0.960819473260271 | 0.0783610534794575 | 0.0391805267397287 |
129 | 0.960189242563631 | 0.079621514872737 | 0.0398107574363685 |
130 | 0.955029537793398 | 0.0899409244132046 | 0.0449704622066023 |
131 | 0.957002805846246 | 0.0859943883075071 | 0.0429971941537535 |
132 | 0.952193776378466 | 0.0956124472430684 | 0.0478062236215342 |
133 | 0.923555606338113 | 0.152888787323773 | 0.0764443936618866 |
134 | 0.888953408031251 | 0.222093183937498 | 0.111046591968749 |
135 | 0.885588780849009 | 0.228822438301982 | 0.114411219150991 |
136 | 0.851054812166722 | 0.297890375666556 | 0.148945187833278 |
137 | 0.790646363928987 | 0.418707272142026 | 0.209353636071013 |
138 | 0.71942408127406 | 0.561151837451881 | 0.28057591872594 |
139 | 0.744122162295917 | 0.511755675408166 | 0.255877837704083 |
140 | 0.893963151507347 | 0.212073696985307 | 0.106036848492653 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 90 | 0.661764705882353 | NOK |
5% type I error level | 94 | 0.691176470588235 | NOK |
10% type I error level | 101 | 0.742647058823529 | NOK |