Multiple Linear Regression - Estimated Regression Equation
Grondstoffen[t] = -12.840934992346 + 1.1711371758442Levensmiddelen[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-12.8409349923463.446545-3.72570.000280.00014
Levensmiddelen1.17113717584420.04181228.009600


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 Deviation15.0036129547057
Sum Squared Residuals32190.5014423296


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
139.338.68910074479870.610899255201269
240.338.2206458744612.07935412553895
332.439.1575556151364-6.75755561513643
432.739.040441897552-6.34044189755201
534.537.5179635689546-3.01796356895456
632.436.5810538282792-4.1810538282792
733.135.6441440876038-2.54414408760384
834.936.4639401106948-1.56394011069478
934.135.8783715227727-1.77837152277268
1031.937.5179635689546-5.61796356895456
1132.737.2837361337857-4.58373613378571
1232.535.7612578051883-3.26125780518826
1327.234.2387794765908-7.03877947659081
1424.335.6441440876038-11.3441440876038
152435.6441440876038-11.6441440876038
1624.735.9954852403571-11.2954852403571
1725.635.6441440876038-10.0441440876038
1830.137.4008498513701-7.30084985137013
1932.137.5179635689546-5.41796356895456
2032.337.8693047217078-5.56930472170782
213139.3917830503053-8.39178305030528
2232.243.49076316576-11.29076316576
2333.244.896127776773-11.696127776773
2435.247.9410844339679-12.7410844339679
2534.247.4726295636302-13.2726295636303
263146.6528335405393-15.6528335405393
2734.145.9501512350328-11.8501512350328
2837.846.1843786702016-8.38437867020163
2940.647.3555158460458-6.75551584604583
3037.544.7790140591886-7.27901405918859
3131.845.3645826471107-13.5645826471107
3232.446.8870609757082-14.4870609757082
3334.644.3105591888509-9.71055918885091
3435.642.4367397075002-6.8367397075002
353743.0223082954223-6.0223082954223
3633.845.715923799864-11.915923799864
3736.248.4095393043056-12.2095393043056
3836.650.4004725032407-13.8004725032407
3937.851.8058371142538-14.0058371142538
4039.855.7877035121241-15.9877035121241
4139.757.5444092758904-17.8444092758904
4242.863.1658677199425-20.3658677199425
4343.463.9856637430334-20.5856637430335
4447.862.1118442616827-14.3118442616827
4546.359.3011150396567-13.0011150396567
4648.654.0309977483578-5.43099774835777
4753.146.88706097570826.21293902429185
4852.745.59881008227957.10118991772047
495943.959218036097715.0407819639023
5053.945.59881008227958.30118991772047
5149.747.70685699879911.99314300120091
5254.347.23840212846147.06159787153859
5355.949.46356276256546.43643723743461
5463.956.25615838246177.64384161753826
556453.913884030773310.0861159692267
5660.754.73368005386435.96631994613572
5767.856.724613252799411.0753867472006
5870.556.021930947292914.4780690527071
5976.652.625633137344723.9743668626553
6076.250.166245068071926.0337549319281
6171.850.634699938409621.1653000615904
6267.850.634699938409617.1653000615904
6369.753.562542878020116.1374571219799
6476.757.193068123137119.5069318768629
6574.258.247091581396915.9529084186031
6675.857.075954405552718.7240455944473
6784.357.661522993474826.6384770065252
6884.958.949773886903425.9502261130966
6984.457.193068123137127.2069318768629
7089.458.83266016931930.567339830681
7188.556.60749953521531.892500464785
7276.556.724613252799419.7753867472006
7371.461.05782080342310.342179196577
7472.166.79639296505955.30360703494046
7575.868.43598501124147.36401498875858
7666.669.3728947519168-2.77289475191678
7771.772.1836239739428-0.483623973942842
7875.471.59805538602073.80194461397926
7980.968.787326163994712.1126738360053
8080.770.89537308051429.80462691948577
818575.81414921905999.18585078094013
8291.576.165490371813115.3345096281869
8387.776.633945242150811.0660547578492
8495.385.30036034339799.99963965660212
85102.488.11108956542414.288910434576
86114.290.804705069865623.3952949301344
87111.799.471120171112712.2288798288873
88113.7107.9033078371915.79669216280908
89118.8120.083134465971-1.2831344659706
90129122.6596362528286.34036374717216
91136.4119.61467959563316.7853204043671
92155119.14622472529535.8537752747048
93166129.92068674306236.0793132569381
94168.7128.04686726171140.6531327382888
95145.5114.46167602191831.0383239780816
96127.3107.55196668443819.7480333155623
9791.584.83190547306026.66809452693979
986980.1473567696834-11.1473567696834
995478.2735372883327-24.2735372883327
10056.387.5255209775019-31.2255209775019
10154.284.5976780378914-30.3976780378914
10259.383.1923134268783-23.8923134268783
10363.488.9308855885149-25.5308855885149
10473.399.2368927359439-25.9368927359439
10586.7101.813394522801-15.1133945228011
10681.391.741614810541-10.441614810541
10789.694.3181165973982-4.71811659739822
10885.388.8137718709305-3.51377187093048
10992.493.7325480094761-1.33254800947611
11096.897.0117321018399-0.211732101839872
11193.6100.525143629372-6.92514362937247
11297.699.2368927359439-1.63689273594386
11394.294.2010028798138-0.00100287981379706
11499.991.03893250503458.86106749496555
115106.490.453363917112415.9466360828876
1169689.86779532919036.13220467080974
11794.991.97584224570982.92415775429019
11894.899.1197790183594-4.31977901835943
11995.9104.858351179996-8.958351179996
12096.2111.650946799892-15.4509467998924
121103.1118.326428702204-15.2264287022043
122106.9125.001910604516-18.1019106045162
123114.2133.551211988179-19.3512119881789
124118.2142.217627089426-24.017627089426
125123.9148.893108991738-24.9931089917379
126137.1144.911242593868-7.81124259386761
127146.2147.253516945556-1.05351694555602
128136.4144.44278772353-8.04278772352995
129133.2141.280717348751-8.0807173487506
130135.9139.172670432231-3.27267043223105
131127.1141.632058501504-14.5320585015039
132128.5139.172670432231-10.6726704322311
133126.6126.992843803451-0.392843803451384
134132.6123.8307734286728.76922657132796
135130.9119.2633384428811.6366615571203
136134.1123.01097740558111.0890225944189
137141.1124.76768316934716.3323168306526
138147126.29016149794520.7098385020551
139141.3126.1730477803615.1269522196396
140129.6123.3623185583346.23768144166564
141113.3122.074067664906-8.77406766490574
142120.5141.397831066335-20.897831066335
143131.2143.740105418023-12.5401054180234
144132.1142.33474080701-10.2347408070104
145128.3135.776372622283-7.47637262228286


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.02464379491164910.04928758982329830.975356205088351
60.008665538545567360.01733107709113470.991334461454433
70.00193387723898970.00386775447797940.99806612276101
80.0004020812040916080.0008041624081832150.999597918795908
97.61731437675577e-050.0001523462875351150.999923826856232
102.12778788007288e-054.25557576014576e-050.999978722121199
114.45649848143976e-068.91299696287952e-060.999995543501519
127.97247248250666e-071.59449449650133e-060.999999202752752
133.54454566546139e-077.08909133092278e-070.999999645545433
148.03297620726121e-071.60659524145224e-060.999999196702379
158.56106055784338e-071.71221211156868e-060.999999143893944
166.03787465209535e-071.20757493041907e-060.999999396212535
172.2924937385395e-074.58498747707899e-070.999999770750626
187.03141273580293e-081.40628254716059e-070.999999929685873
191.70369834240196e-083.40739668480391e-080.999999982963017
204.16370563447949e-098.32741126895898e-090.999999995836294
212.35388852608186e-094.70777705216372e-090.999999997646111
222.85833284262911e-095.71666568525822e-090.999999997141667
231.15738732391188e-092.31477464782376e-090.999999998842613
243.44833150163181e-106.89666300326361e-100.999999999655167
251.01248497682535e-102.0249699536507e-100.999999999898752
264.53064360567883e-119.06128721135765e-110.999999999954694
271.17504210738222e-112.35008421476444e-110.99999999998825
284.05134415429767e-128.10268830859534e-120.999999999995949
292.16811489093937e-124.33622978187875e-120.999999999997832
306.62081469227942e-131.32416293845588e-120.999999999999338
312.6403493610512e-135.2806987221024e-130.999999999999736
321.03774811073344e-132.07549622146687e-130.999999999999896
332.70864244776352e-145.41728489552705e-140.999999999999973
347.76327243755623e-151.55265448751125e-140.999999999999992
352.65901808262388e-155.31803616524777e-150.999999999999997
367.78662722432169e-161.55732544486434e-150.999999999999999
372.15753907710362e-164.31507815420725e-161
386.32918168388994e-171.26583633677799e-161
391.87888716827569e-173.75777433655139e-171
406.01209013154832e-181.20241802630966e-171
412.11850321691441e-184.23700643382882e-181
428.33191866480113e-191.66638373296023e-181
433.51087527519534e-197.02175055039069e-191
443.74245824328627e-197.48491648657255e-191
452.86765724815329e-195.73531449630658e-191
461.65252837173717e-183.30505674347434e-181
471.39765424467341e-152.79530848934683e-150.999999999999999
481.18694312013766e-132.37388624027531e-130.999999999999881
498.94046954022206e-111.78809390804441e-100.999999999910595
506.99437120320222e-101.39887424064044e-090.999999999300563
511.03604688299446e-092.07209376598892e-090.999999998963953
523.76813312823372e-097.53626625646745e-090.999999996231867
531.11344622924193e-082.22689245848385e-080.999999988865538
545.33878053554198e-081.0677561071084e-070.999999946612195
552.24210039904134e-074.48420079808269e-070.99999977578996
563.56534712684288e-077.13069425368576e-070.999999643465287
571.06301924427017e-062.12603848854033e-060.999998936980756
583.82471164208174e-067.64942328416347e-060.999996175288358
594.48585410228073e-058.97170820456145e-050.999955141458977
600.000345621546081070.0006912430921621410.999654378453919
610.0008726806804568980.00174536136091380.999127319319543
620.00128708301105440.00257416602210880.998712916988946
630.001609611325272440.003219222650544870.998390388674728
640.002315247201577680.004630494403155350.997684752798422
650.002415952487476890.004831904974953780.997584047512523
660.002850079194112260.005700158388224520.997149920805888
670.00549731787119440.01099463574238880.994502682128806
680.008686667053717550.01737333410743510.991313332946282
690.01420152151139210.02840304302278430.985798478488608
700.02615950300232940.05231900600465880.973840496997671
710.05036603948802360.1007320789760470.949633960511976
720.0511068466967290.1022136933934580.948893153303271
730.04087918621502710.08175837243005420.959120813784973
740.03250532526288960.06501065052577930.96749467473711
750.02552444148609550.05104888297219090.974475558513905
760.02304844346509420.04609688693018850.976951556534906
770.01963644253479960.03927288506959910.9803635574652
780.01521816499843310.03043632999686620.984781835001567
790.01200338260939550.02400676521879090.987996617390605
800.009160352019689680.01832070403937940.99083964798031
810.006999395710748010.0139987914214960.993000604289252
820.00592955457679510.01185910915359020.994070445423205
830.004673388790778330.009346777581556650.995326611209222
840.003762539098247570.007525078196495140.996237460901752
850.003235985750253430.006471971500506870.996764014249747
860.003935615550246110.007871231100492220.996064384449754
870.003602991137025540.007205982274051070.996397008862974
880.003517675909430850.00703535181886170.996482324090569
890.004230278598570390.008460557197140770.99576972140143
900.003673844701035740.007347689402071490.996326155298964
910.003441205339631210.006882410679262410.996558794660369
920.01056146669667530.02112293339335060.989438533303325
930.02934765650796040.05869531301592080.97065234349204
940.115922286244360.2318445724887190.88407771375564
950.2348103063494120.4696206126988240.765189693650588
960.2992183944830820.5984367889661640.700781605516918
970.2923363481915590.5846726963831180.707663651808441
980.2929041432448950.585808286489790.707095856755105
990.4034671983215720.8069343966431430.596532801678428
1000.6454011228483650.7091977543032690.354598877151635
1010.8293341391007930.3413317217984130.170665860899207
1020.9027993314003610.1944013371992790.0972006685996394
1030.9605718890213660.07885622195726790.0394281109786339
1040.9880338981685380.02393220366292420.0119661018314621
1050.9910028613195720.01799427736085490.00899713868042746
1060.9916466543123070.01670669137538680.00835334568769341
1070.9895616796897270.02087664062054530.0104383203102727
1080.9870956493798290.02580870124034290.0129043506201714
1090.9827011756463670.03459764870726610.0172988243536331
1100.976276209397180.04744758120564080.0237237906028204
1110.9736502171858020.05269956562839570.0263497828141979
1120.9656757259083760.06864854818324760.0343242740916238
1130.9557663849899120.08846723002017620.0442336150100881
1140.9394180207314680.1211639585370630.0605819792685316
1150.9287689408251920.1424621183496160.0712310591748081
1160.9044645400451290.1910709199097420.0955354599548708
1170.8762169436284060.2475661127431890.123783056371594
1180.8623875105897750.275224978820450.137612489410225
1190.8794609818657170.2410780362685660.120539018134283
1200.9422697815384270.1154604369231460.0577302184615731
1210.9777317529416130.04453649411677330.0222682470583867
1220.9941963983336630.01160720333267380.00580360166633689
1230.9973985547607890.005202890478421390.0026014452392107
1240.9984145740388480.003170851922303380.00158542596115169
1250.9983947126346030.003210574730794410.00160528736539721
1260.9971239443047140.005752111390572470.00287605569528624
1270.9980918739794890.003816252041021210.00190812602051061
1280.9969106967690920.006178606461816670.00308930323090834
1290.9942502904620770.0114994190758460.00574970953792302
1300.9908342861554240.01833142768915270.00916571384457635
1310.9833826196326660.03323476073466720.0166173803673336
1320.9700022331549060.05999553369018760.0299977668450938
1330.9523646438330820.09527071233383660.0476353561669183
1340.9185436399172040.1629127201655920.0814563600827962
1350.8706713439009310.2586573121981370.129328656099069
1360.7975134636963920.4049730726072160.202486536303608
1370.7468187492195930.5063625015608140.253181250780407
1380.8391249491426350.321750101714730.160875050857365
1390.92322203435790.1535559312842010.0767779656421004
1400.9409504173293590.1180991653412820.059049582670641


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level750.551470588235294NOK
5% type I error level1000.735294117647059NOK
10% type I error level1110.816176470588235NOK