Multiple Linear Regression - Estimated Regression Equation |
Grondstoffen[t] = -12.840934992346 + 1.1711371758442Levensmiddelen[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) | -12.840934992346 | 3.446545 | -3.7257 | 0.00028 | 0.00014 |
Levensmiddelen | 1.1711371758442 | 0.041812 | 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 | 15.0036129547057 |
Sum Squared Residuals | 32190.5014423296 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 39.3 | 38.6891007447987 | 0.610899255201269 |
2 | 40.3 | 38.220645874461 | 2.07935412553895 |
3 | 32.4 | 39.1575556151364 | -6.75755561513643 |
4 | 32.7 | 39.040441897552 | -6.34044189755201 |
5 | 34.5 | 37.5179635689546 | -3.01796356895456 |
6 | 32.4 | 36.5810538282792 | -4.1810538282792 |
7 | 33.1 | 35.6441440876038 | -2.54414408760384 |
8 | 34.9 | 36.4639401106948 | -1.56394011069478 |
9 | 34.1 | 35.8783715227727 | -1.77837152277268 |
10 | 31.9 | 37.5179635689546 | -5.61796356895456 |
11 | 32.7 | 37.2837361337857 | -4.58373613378571 |
12 | 32.5 | 35.7612578051883 | -3.26125780518826 |
13 | 27.2 | 34.2387794765908 | -7.03877947659081 |
14 | 24.3 | 35.6441440876038 | -11.3441440876038 |
15 | 24 | 35.6441440876038 | -11.6441440876038 |
16 | 24.7 | 35.9954852403571 | -11.2954852403571 |
17 | 25.6 | 35.6441440876038 | -10.0441440876038 |
18 | 30.1 | 37.4008498513701 | -7.30084985137013 |
19 | 32.1 | 37.5179635689546 | -5.41796356895456 |
20 | 32.3 | 37.8693047217078 | -5.56930472170782 |
21 | 31 | 39.3917830503053 | -8.39178305030528 |
22 | 32.2 | 43.49076316576 | -11.29076316576 |
23 | 33.2 | 44.896127776773 | -11.696127776773 |
24 | 35.2 | 47.9410844339679 | -12.7410844339679 |
25 | 34.2 | 47.4726295636302 | -13.2726295636303 |
26 | 31 | 46.6528335405393 | -15.6528335405393 |
27 | 34.1 | 45.9501512350328 | -11.8501512350328 |
28 | 37.8 | 46.1843786702016 | -8.38437867020163 |
29 | 40.6 | 47.3555158460458 | -6.75551584604583 |
30 | 37.5 | 44.7790140591886 | -7.27901405918859 |
31 | 31.8 | 45.3645826471107 | -13.5645826471107 |
32 | 32.4 | 46.8870609757082 | -14.4870609757082 |
33 | 34.6 | 44.3105591888509 | -9.71055918885091 |
34 | 35.6 | 42.4367397075002 | -6.8367397075002 |
35 | 37 | 43.0223082954223 | -6.0223082954223 |
36 | 33.8 | 45.715923799864 | -11.915923799864 |
37 | 36.2 | 48.4095393043056 | -12.2095393043056 |
38 | 36.6 | 50.4004725032407 | -13.8004725032407 |
39 | 37.8 | 51.8058371142538 | -14.0058371142538 |
40 | 39.8 | 55.7877035121241 | -15.9877035121241 |
41 | 39.7 | 57.5444092758904 | -17.8444092758904 |
42 | 42.8 | 63.1658677199425 | -20.3658677199425 |
43 | 43.4 | 63.9856637430334 | -20.5856637430335 |
44 | 47.8 | 62.1118442616827 | -14.3118442616827 |
45 | 46.3 | 59.3011150396567 | -13.0011150396567 |
46 | 48.6 | 54.0309977483578 | -5.43099774835777 |
47 | 53.1 | 46.8870609757082 | 6.21293902429185 |
48 | 52.7 | 45.5988100822795 | 7.10118991772047 |
49 | 59 | 43.9592180360977 | 15.0407819639023 |
50 | 53.9 | 45.5988100822795 | 8.30118991772047 |
51 | 49.7 | 47.7068569987991 | 1.99314300120091 |
52 | 54.3 | 47.2384021284614 | 7.06159787153859 |
53 | 55.9 | 49.4635627625654 | 6.43643723743461 |
54 | 63.9 | 56.2561583824617 | 7.64384161753826 |
55 | 64 | 53.9138840307733 | 10.0861159692267 |
56 | 60.7 | 54.7336800538643 | 5.96631994613572 |
57 | 67.8 | 56.7246132527994 | 11.0753867472006 |
58 | 70.5 | 56.0219309472929 | 14.4780690527071 |
59 | 76.6 | 52.6256331373447 | 23.9743668626553 |
60 | 76.2 | 50.1662450680719 | 26.0337549319281 |
61 | 71.8 | 50.6346999384096 | 21.1653000615904 |
62 | 67.8 | 50.6346999384096 | 17.1653000615904 |
63 | 69.7 | 53.5625428780201 | 16.1374571219799 |
64 | 76.7 | 57.1930681231371 | 19.5069318768629 |
65 | 74.2 | 58.2470915813969 | 15.9529084186031 |
66 | 75.8 | 57.0759544055527 | 18.7240455944473 |
67 | 84.3 | 57.6615229934748 | 26.6384770065252 |
68 | 84.9 | 58.9497738869034 | 25.9502261130966 |
69 | 84.4 | 57.1930681231371 | 27.2069318768629 |
70 | 89.4 | 58.832660169319 | 30.567339830681 |
71 | 88.5 | 56.607499535215 | 31.892500464785 |
72 | 76.5 | 56.7246132527994 | 19.7753867472006 |
73 | 71.4 | 61.057820803423 | 10.342179196577 |
74 | 72.1 | 66.7963929650595 | 5.30360703494046 |
75 | 75.8 | 68.4359850112414 | 7.36401498875858 |
76 | 66.6 | 69.3728947519168 | -2.77289475191678 |
77 | 71.7 | 72.1836239739428 | -0.483623973942842 |
78 | 75.4 | 71.5980553860207 | 3.80194461397926 |
79 | 80.9 | 68.7873261639947 | 12.1126738360053 |
80 | 80.7 | 70.8953730805142 | 9.80462691948577 |
81 | 85 | 75.8141492190599 | 9.18585078094013 |
82 | 91.5 | 76.1654903718131 | 15.3345096281869 |
83 | 87.7 | 76.6339452421508 | 11.0660547578492 |
84 | 95.3 | 85.3003603433979 | 9.99963965660212 |
85 | 102.4 | 88.111089565424 | 14.288910434576 |
86 | 114.2 | 90.8047050698656 | 23.3952949301344 |
87 | 111.7 | 99.4711201711127 | 12.2288798288873 |
88 | 113.7 | 107.903307837191 | 5.79669216280908 |
89 | 118.8 | 120.083134465971 | -1.2831344659706 |
90 | 129 | 122.659636252828 | 6.34036374717216 |
91 | 136.4 | 119.614679595633 | 16.7853204043671 |
92 | 155 | 119.146224725295 | 35.8537752747048 |
93 | 166 | 129.920686743062 | 36.0793132569381 |
94 | 168.7 | 128.046867261711 | 40.6531327382888 |
95 | 145.5 | 114.461676021918 | 31.0383239780816 |
96 | 127.3 | 107.551966684438 | 19.7480333155623 |
97 | 91.5 | 84.8319054730602 | 6.66809452693979 |
98 | 69 | 80.1473567696834 | -11.1473567696834 |
99 | 54 | 78.2735372883327 | -24.2735372883327 |
100 | 56.3 | 87.5255209775019 | -31.2255209775019 |
101 | 54.2 | 84.5976780378914 | -30.3976780378914 |
102 | 59.3 | 83.1923134268783 | -23.8923134268783 |
103 | 63.4 | 88.9308855885149 | -25.5308855885149 |
104 | 73.3 | 99.2368927359439 | -25.9368927359439 |
105 | 86.7 | 101.813394522801 | -15.1133945228011 |
106 | 81.3 | 91.741614810541 | -10.441614810541 |
107 | 89.6 | 94.3181165973982 | -4.71811659739822 |
108 | 85.3 | 88.8137718709305 | -3.51377187093048 |
109 | 92.4 | 93.7325480094761 | -1.33254800947611 |
110 | 96.8 | 97.0117321018399 | -0.211732101839872 |
111 | 93.6 | 100.525143629372 | -6.92514362937247 |
112 | 97.6 | 99.2368927359439 | -1.63689273594386 |
113 | 94.2 | 94.2010028798138 | -0.00100287981379706 |
114 | 99.9 | 91.0389325050345 | 8.86106749496555 |
115 | 106.4 | 90.4533639171124 | 15.9466360828876 |
116 | 96 | 89.8677953291903 | 6.13220467080974 |
117 | 94.9 | 91.9758422457098 | 2.92415775429019 |
118 | 94.8 | 99.1197790183594 | -4.31977901835943 |
119 | 95.9 | 104.858351179996 | -8.958351179996 |
120 | 96.2 | 111.650946799892 | -15.4509467998924 |
121 | 103.1 | 118.326428702204 | -15.2264287022043 |
122 | 106.9 | 125.001910604516 | -18.1019106045162 |
123 | 114.2 | 133.551211988179 | -19.3512119881789 |
124 | 118.2 | 142.217627089426 | -24.017627089426 |
125 | 123.9 | 148.893108991738 | -24.9931089917379 |
126 | 137.1 | 144.911242593868 | -7.81124259386761 |
127 | 146.2 | 147.253516945556 | -1.05351694555602 |
128 | 136.4 | 144.44278772353 | -8.04278772352995 |
129 | 133.2 | 141.280717348751 | -8.0807173487506 |
130 | 135.9 | 139.172670432231 | -3.27267043223105 |
131 | 127.1 | 141.632058501504 | -14.5320585015039 |
132 | 128.5 | 139.172670432231 | -10.6726704322311 |
133 | 126.6 | 126.992843803451 | -0.392843803451384 |
134 | 132.6 | 123.830773428672 | 8.76922657132796 |
135 | 130.9 | 119.26333844288 | 11.6366615571203 |
136 | 134.1 | 123.010977405581 | 11.0890225944189 |
137 | 141.1 | 124.767683169347 | 16.3323168306526 |
138 | 147 | 126.290161497945 | 20.7098385020551 |
139 | 141.3 | 126.17304778036 | 15.1269522196396 |
140 | 129.6 | 123.362318558334 | 6.23768144166564 |
141 | 113.3 | 122.074067664906 | -8.77406766490574 |
142 | 120.5 | 141.397831066335 | -20.897831066335 |
143 | 131.2 | 143.740105418023 | -12.5401054180234 |
144 | 132.1 | 142.33474080701 | -10.2347408070104 |
145 | 128.3 | 135.776372622283 | -7.47637262228286 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.0246437949116491 | 0.0492875898232983 | 0.975356205088351 |
6 | 0.00866553854556736 | 0.0173310770911347 | 0.991334461454433 |
7 | 0.0019338772389897 | 0.0038677544779794 | 0.99806612276101 |
8 | 0.000402081204091608 | 0.000804162408183215 | 0.999597918795908 |
9 | 7.61731437675577e-05 | 0.000152346287535115 | 0.999923826856232 |
10 | 2.12778788007288e-05 | 4.25557576014576e-05 | 0.999978722121199 |
11 | 4.45649848143976e-06 | 8.91299696287952e-06 | 0.999995543501519 |
12 | 7.97247248250666e-07 | 1.59449449650133e-06 | 0.999999202752752 |
13 | 3.54454566546139e-07 | 7.08909133092278e-07 | 0.999999645545433 |
14 | 8.03297620726121e-07 | 1.60659524145224e-06 | 0.999999196702379 |
15 | 8.56106055784338e-07 | 1.71221211156868e-06 | 0.999999143893944 |
16 | 6.03787465209535e-07 | 1.20757493041907e-06 | 0.999999396212535 |
17 | 2.2924937385395e-07 | 4.58498747707899e-07 | 0.999999770750626 |
18 | 7.03141273580293e-08 | 1.40628254716059e-07 | 0.999999929685873 |
19 | 1.70369834240196e-08 | 3.40739668480391e-08 | 0.999999982963017 |
20 | 4.16370563447949e-09 | 8.32741126895898e-09 | 0.999999995836294 |
21 | 2.35388852608186e-09 | 4.70777705216372e-09 | 0.999999997646111 |
22 | 2.85833284262911e-09 | 5.71666568525822e-09 | 0.999999997141667 |
23 | 1.15738732391188e-09 | 2.31477464782376e-09 | 0.999999998842613 |
24 | 3.44833150163181e-10 | 6.89666300326361e-10 | 0.999999999655167 |
25 | 1.01248497682535e-10 | 2.0249699536507e-10 | 0.999999999898752 |
26 | 4.53064360567883e-11 | 9.06128721135765e-11 | 0.999999999954694 |
27 | 1.17504210738222e-11 | 2.35008421476444e-11 | 0.99999999998825 |
28 | 4.05134415429767e-12 | 8.10268830859534e-12 | 0.999999999995949 |
29 | 2.16811489093937e-12 | 4.33622978187875e-12 | 0.999999999997832 |
30 | 6.62081469227942e-13 | 1.32416293845588e-12 | 0.999999999999338 |
31 | 2.6403493610512e-13 | 5.2806987221024e-13 | 0.999999999999736 |
32 | 1.03774811073344e-13 | 2.07549622146687e-13 | 0.999999999999896 |
33 | 2.70864244776352e-14 | 5.41728489552705e-14 | 0.999999999999973 |
34 | 7.76327243755623e-15 | 1.55265448751125e-14 | 0.999999999999992 |
35 | 2.65901808262388e-15 | 5.31803616524777e-15 | 0.999999999999997 |
36 | 7.78662722432169e-16 | 1.55732544486434e-15 | 0.999999999999999 |
37 | 2.15753907710362e-16 | 4.31507815420725e-16 | 1 |
38 | 6.32918168388994e-17 | 1.26583633677799e-16 | 1 |
39 | 1.87888716827569e-17 | 3.75777433655139e-17 | 1 |
40 | 6.01209013154832e-18 | 1.20241802630966e-17 | 1 |
41 | 2.11850321691441e-18 | 4.23700643382882e-18 | 1 |
42 | 8.33191866480113e-19 | 1.66638373296023e-18 | 1 |
43 | 3.51087527519534e-19 | 7.02175055039069e-19 | 1 |
44 | 3.74245824328627e-19 | 7.48491648657255e-19 | 1 |
45 | 2.86765724815329e-19 | 5.73531449630658e-19 | 1 |
46 | 1.65252837173717e-18 | 3.30505674347434e-18 | 1 |
47 | 1.39765424467341e-15 | 2.79530848934683e-15 | 0.999999999999999 |
48 | 1.18694312013766e-13 | 2.37388624027531e-13 | 0.999999999999881 |
49 | 8.94046954022206e-11 | 1.78809390804441e-10 | 0.999999999910595 |
50 | 6.99437120320222e-10 | 1.39887424064044e-09 | 0.999999999300563 |
51 | 1.03604688299446e-09 | 2.07209376598892e-09 | 0.999999998963953 |
52 | 3.76813312823372e-09 | 7.53626625646745e-09 | 0.999999996231867 |
53 | 1.11344622924193e-08 | 2.22689245848385e-08 | 0.999999988865538 |
54 | 5.33878053554198e-08 | 1.0677561071084e-07 | 0.999999946612195 |
55 | 2.24210039904134e-07 | 4.48420079808269e-07 | 0.99999977578996 |
56 | 3.56534712684288e-07 | 7.13069425368576e-07 | 0.999999643465287 |
57 | 1.06301924427017e-06 | 2.12603848854033e-06 | 0.999998936980756 |
58 | 3.82471164208174e-06 | 7.64942328416347e-06 | 0.999996175288358 |
59 | 4.48585410228073e-05 | 8.97170820456145e-05 | 0.999955141458977 |
60 | 0.00034562154608107 | 0.000691243092162141 | 0.999654378453919 |
61 | 0.000872680680456898 | 0.0017453613609138 | 0.999127319319543 |
62 | 0.0012870830110544 | 0.0025741660221088 | 0.998712916988946 |
63 | 0.00160961132527244 | 0.00321922265054487 | 0.998390388674728 |
64 | 0.00231524720157768 | 0.00463049440315535 | 0.997684752798422 |
65 | 0.00241595248747689 | 0.00483190497495378 | 0.997584047512523 |
66 | 0.00285007919411226 | 0.00570015838822452 | 0.997149920805888 |
67 | 0.0054973178711944 | 0.0109946357423888 | 0.994502682128806 |
68 | 0.00868666705371755 | 0.0173733341074351 | 0.991313332946282 |
69 | 0.0142015215113921 | 0.0284030430227843 | 0.985798478488608 |
70 | 0.0261595030023294 | 0.0523190060046588 | 0.973840496997671 |
71 | 0.0503660394880236 | 0.100732078976047 | 0.949633960511976 |
72 | 0.051106846696729 | 0.102213693393458 | 0.948893153303271 |
73 | 0.0408791862150271 | 0.0817583724300542 | 0.959120813784973 |
74 | 0.0325053252628896 | 0.0650106505257793 | 0.96749467473711 |
75 | 0.0255244414860955 | 0.0510488829721909 | 0.974475558513905 |
76 | 0.0230484434650942 | 0.0460968869301885 | 0.976951556534906 |
77 | 0.0196364425347996 | 0.0392728850695991 | 0.9803635574652 |
78 | 0.0152181649984331 | 0.0304363299968662 | 0.984781835001567 |
79 | 0.0120033826093955 | 0.0240067652187909 | 0.987996617390605 |
80 | 0.00916035201968968 | 0.0183207040393794 | 0.99083964798031 |
81 | 0.00699939571074801 | 0.013998791421496 | 0.993000604289252 |
82 | 0.0059295545767951 | 0.0118591091535902 | 0.994070445423205 |
83 | 0.00467338879077833 | 0.00934677758155665 | 0.995326611209222 |
84 | 0.00376253909824757 | 0.00752507819649514 | 0.996237460901752 |
85 | 0.00323598575025343 | 0.00647197150050687 | 0.996764014249747 |
86 | 0.00393561555024611 | 0.00787123110049222 | 0.996064384449754 |
87 | 0.00360299113702554 | 0.00720598227405107 | 0.996397008862974 |
88 | 0.00351767590943085 | 0.0070353518188617 | 0.996482324090569 |
89 | 0.00423027859857039 | 0.00846055719714077 | 0.99576972140143 |
90 | 0.00367384470103574 | 0.00734768940207149 | 0.996326155298964 |
91 | 0.00344120533963121 | 0.00688241067926241 | 0.996558794660369 |
92 | 0.0105614666966753 | 0.0211229333933506 | 0.989438533303325 |
93 | 0.0293476565079604 | 0.0586953130159208 | 0.97065234349204 |
94 | 0.11592228624436 | 0.231844572488719 | 0.88407771375564 |
95 | 0.234810306349412 | 0.469620612698824 | 0.765189693650588 |
96 | 0.299218394483082 | 0.598436788966164 | 0.700781605516918 |
97 | 0.292336348191559 | 0.584672696383118 | 0.707663651808441 |
98 | 0.292904143244895 | 0.58580828648979 | 0.707095856755105 |
99 | 0.403467198321572 | 0.806934396643143 | 0.596532801678428 |
100 | 0.645401122848365 | 0.709197754303269 | 0.354598877151635 |
101 | 0.829334139100793 | 0.341331721798413 | 0.170665860899207 |
102 | 0.902799331400361 | 0.194401337199279 | 0.0972006685996394 |
103 | 0.960571889021366 | 0.0788562219572679 | 0.0394281109786339 |
104 | 0.988033898168538 | 0.0239322036629242 | 0.0119661018314621 |
105 | 0.991002861319572 | 0.0179942773608549 | 0.00899713868042746 |
106 | 0.991646654312307 | 0.0167066913753868 | 0.00835334568769341 |
107 | 0.989561679689727 | 0.0208766406205453 | 0.0104383203102727 |
108 | 0.987095649379829 | 0.0258087012403429 | 0.0129043506201714 |
109 | 0.982701175646367 | 0.0345976487072661 | 0.0172988243536331 |
110 | 0.97627620939718 | 0.0474475812056408 | 0.0237237906028204 |
111 | 0.973650217185802 | 0.0526995656283957 | 0.0263497828141979 |
112 | 0.965675725908376 | 0.0686485481832476 | 0.0343242740916238 |
113 | 0.955766384989912 | 0.0884672300201762 | 0.0442336150100881 |
114 | 0.939418020731468 | 0.121163958537063 | 0.0605819792685316 |
115 | 0.928768940825192 | 0.142462118349616 | 0.0712310591748081 |
116 | 0.904464540045129 | 0.191070919909742 | 0.0955354599548708 |
117 | 0.876216943628406 | 0.247566112743189 | 0.123783056371594 |
118 | 0.862387510589775 | 0.27522497882045 | 0.137612489410225 |
119 | 0.879460981865717 | 0.241078036268566 | 0.120539018134283 |
120 | 0.942269781538427 | 0.115460436923146 | 0.0577302184615731 |
121 | 0.977731752941613 | 0.0445364941167733 | 0.0222682470583867 |
122 | 0.994196398333663 | 0.0116072033326738 | 0.00580360166633689 |
123 | 0.997398554760789 | 0.00520289047842139 | 0.0026014452392107 |
124 | 0.998414574038848 | 0.00317085192230338 | 0.00158542596115169 |
125 | 0.998394712634603 | 0.00321057473079441 | 0.00160528736539721 |
126 | 0.997123944304714 | 0.00575211139057247 | 0.00287605569528624 |
127 | 0.998091873979489 | 0.00381625204102121 | 0.00190812602051061 |
128 | 0.996910696769092 | 0.00617860646181667 | 0.00308930323090834 |
129 | 0.994250290462077 | 0.011499419075846 | 0.00574970953792302 |
130 | 0.990834286155424 | 0.0183314276891527 | 0.00916571384457635 |
131 | 0.983382619632666 | 0.0332347607346672 | 0.0166173803673336 |
132 | 0.970002233154906 | 0.0599955336901876 | 0.0299977668450938 |
133 | 0.952364643833082 | 0.0952707123338366 | 0.0476353561669183 |
134 | 0.918543639917204 | 0.162912720165592 | 0.0814563600827962 |
135 | 0.870671343900931 | 0.258657312198137 | 0.129328656099069 |
136 | 0.797513463696392 | 0.404973072607216 | 0.202486536303608 |
137 | 0.746818749219593 | 0.506362501560814 | 0.253181250780407 |
138 | 0.839124949142635 | 0.32175010171473 | 0.160875050857365 |
139 | 0.9232220343579 | 0.153555931284201 | 0.0767779656421004 |
140 | 0.940950417329359 | 0.118099165341282 | 0.059049582670641 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 75 | 0.551470588235294 | NOK |
5% type I error level | 100 | 0.735294117647059 | NOK |
10% type I error level | 111 | 0.816176470588235 | NOK |