Multiple Linear Regression - Estimated Regression Equation
Textiel[t] = + 22933.3245377883 -11.4625923918182Jaar[t] -0.31542641429758Voedingsmiddelen[t] + 0.0405011063177686Tabaksproducten[t] + 0.0496012021407Kleding[t] -0.0397286124296505Leer[t] + 0.391928393429071Hout[t] + 0.607239921728974Papier[t] + 0.0309693470192784Uitgeverijen[t] -0.017570610781955Cokes[t] -0.225793819721557Chemische[t] + 0.795475450018092Rubber[t] -0.334148069816387Nietmetaalhoudende[t] + 0.841062777698478t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)22933.32453778834875.703854.70368e-064e-06
Jaar-11.46259239181822.436011-4.70557e-064e-06
Voedingsmiddelen-0.315426414297580.115389-2.73360.0073120.003656
Tabaksproducten0.04050110631776860.0310551.30420.1949250.097463
Kleding0.04960120214070.0357641.38690.1683050.084152
Leer-0.03972861242965050.022547-1.76210.0808630.040432
Hout0.3919283934290710.0843084.64889e-065e-06
Papier0.6072399217289740.1180095.14571e-061e-06
Uitgeverijen0.03096934701927840.0453240.68330.4958750.247937
Cokes-0.0175706107819550.048461-0.36260.7176260.358813
Chemische-0.2257938197215570.062644-3.60440.0004730.000237
Rubber0.7954754500180920.1044117.618700
Nietmetaalhoudende-0.3341480698163870.048979-6.822300
t0.8410627776984780.2298563.65910.0003920.000196


Multiple Linear Regression - Regression Statistics
Multiple R0.95818201544121
R-squared0.918112774714979
Adjusted R-squared0.908346408396582
F-TEST (value)94.0076119186235
F-TEST (DF numerator)13
F-TEST (DF denominator)109
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation4.23012264480904
Sum Squared Residuals1950.43919732376


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1102102.990321916938-0.990321916938441
29996.33600150846922.66399849153083
3108110.94681645486-2.94681645486023
49294.4461773093823-2.44617730938233
59996.47392369347662.5260763065234
6102100.9534869415391.04651305846138
78792.6258585339911-5.62585853399115
87178.9495041168939-7.94950411689395
9105102.7229317589872.27706824101275
10115108.279117262996.72088273701029
1110397.67041666390775.32958333609225
127578.2590280708524-3.25902807085243
139793.56345315220893.43654684779107
149590.03448576074324.96551423925684
1599101.105260995938-2.10526099593791
1610096.06678790402053.93321209597946
179289.08844907459352.91155092540646
189498.4434196387382-4.44341963873823
198984.69907406819524.30092593180476
206770.0947257507869-3.0947257507869
2110998.132634952822910.8673650471771
22113108.4831799094644.51682009053588
2310696.6103100023639.38968999763698
247876.81962862954051.1803713704595
2510297.01929576871674.98070423128332
269795.02046388327251.97953611672755
279695.85498961925390.145010380746104
289996.41047695543522.58952304456477
298690.8767548187331-4.87675481873311
309297.7723416103046-5.77234161030456
318689.3725915825054-3.37259158250541
326270.6075741579139-8.60757415791392
33105106.656348837884-1.65634883788423
34108109.11258775668-1.11258775667977
359692.20621611276853.79378388723146
368083.0368333016076-3.03683330160757
379592.12538966581942.87461033418057
389492.78600741105831.21399258894171
39108113.134740400749-5.13474040074865
4097105.277657918288-8.27765791828822
418989.3228214877206-0.322821487720601
42107107.754066300075-0.754066300075081
438783.0806152765673.919384723433
447074.2006213241236-4.20062132412365
45111109.3894195757791.61058042422111
4610597.97541128483487.02458871516522
479992.72776345273186.27223654726825
488484.0921186994648-0.0921186994648042
498791.391007689164-4.39100768916403
509291.20359086507390.796409134926056
5198101.252081841715-3.25208184171525
529598.2589651605365-3.25896516053648
538588.4297142530883-3.4297142530883
54100101.466918543533-1.46691854353287
557981.9381881675068-2.93818816750679
566675.3172488724027-9.31724887240274
57105108.055967372863-3.05596737286291
589699.61463695197-3.61463695197001
5910399.67970005880843.32029994119165
608386.378919691384-3.37891969138398
619193.4641938391286-2.46419383912858
629592.42485681345292.57514318654705
63109108.1089473375430.891052662457316
649292.8031073207143-0.803107320714256
6599101.602784868196-2.60278486819648
66110106.7857619284943.214238071506
678882.18780924103955.81219075896054
687376.9698303577189-3.96983035771891
69111106.8066179283554.19338207164453
70112110.0087019163261.99129808367387
71111107.0416597726083.95834022739188
728486.0284636016348-2.02846360163483
7310299.64712704609172.3528729539083
7410299.847225513712.15277448628997
75114114.796450097167-0.796450097167489
769997.27705774116671.72294225883331
77100104.310911233246-4.3109112332459
78110120.629662934741-10.6296629347406
799395.6470659007711-2.64706590077111
807783.2285388648428-6.22853886484277
81108107.587703496250.412296503749738
82120120.404977842262-0.404977842261705
83106106.785295629908-0.785295629907511
847875.22693206603142.77306793396856
85100101.517947615428-1.51794761542784
8610298.14485209126263.85514790873743
879796.90295120352120.0970487964787866
88101104.017874592227-3.01787459222664
898991.035742284184-2.035742284184
909398.9199743053057-5.91997430530573
918988.97484684900550.0251531509944802
926264.012027442854-2.01202744285399
939696.0146372509316-0.0146372509316161
949596.441917597501-1.44191759750104
958076.12050717733443.87949282266556
966762.33213394592744.66786605407264
977169.77516001933241.22483998066756
987368.17380666303874.82619333696125
998174.38695929252686.61304070747319
1007776.73671363270380.263286367296238
1016867.36252993591650.637470064083492
1027780.0125677818665-3.01256778186653
1037370.81183650884342.18816349115664
1045455.9936136157726-1.99361361577258
1058588.3634686745196-3.36346867451956
1068682.53870096533863.46129903466138
1077980.7195774183249-1.71957741832491
1086769.6515170047565-2.65151700475645
1097274.07043968455-2.07043968455
1107671.95137042894074.04862957105928
1119087.24732259409542.75267740590456
1128482.45329238293311.54670761706694
1137572.46637558846272.53362441153732
1149091.6769485925032-1.67694859250317
1157772.25623627511474.74376372488526
1166063.5132066681557-3.51320666815565
1179290.1763305400091.823669459991
1188882.65487217978435.3451278202157
1198382.99696951686660.00303048313345005
1206977.0896348584839-8.08963485848395
1217373.8482810662349-0.848281066234868
1227876.73592400176011.26407599823991
1239285.68420772024976.31579227975034


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
170.2921234706577140.5842469413154270.707876529342287
180.8793700084146870.2412599831706250.120629991585313
190.8360713128471010.3278573743057980.163928687152899
200.8743622855968220.2512754288063560.125637714403178
210.8640908971458070.2718182057083860.135909102854193
220.8376799476255020.3246401047489960.162320052374498
230.8285251988732870.3429496022534260.171474801126713
240.7920656298507690.4158687402984630.207934370149231
250.8473979392078430.3052041215843140.152602060792157
260.8272840978167060.3454318043665880.172715902183294
270.8126457880309550.374708423938090.187354211969045
280.7717260215615660.4565479568768680.228273978438434
290.8580267678225430.2839464643549150.141973232177457
300.8857830440892970.2284339118214070.114216955910703
310.849730222190380.3005395556192390.15026977780962
320.849978668042650.3000426639147010.15002133195735
330.8242967748342020.3514064503315960.175703225165798
340.776687152774980.446625694450040.22331284722502
350.7868241486437090.4263517027125820.213175851356291
360.7456152320838880.5087695358322240.254384767916112
370.8588299475701960.2823401048596080.141170052429804
380.8496136042992290.3007727914015430.150386395700771
390.8380552516636330.3238894966727340.161944748336367
400.8644865825802570.2710268348394860.135513417419743
410.8456832783991910.3086334432016170.154316721600809
420.821825805386750.3563483892264990.17817419461325
430.8740583343946580.2518833312106840.125941665605342
440.869083973313120.261832053373760.13091602668688
450.8417504258369950.316499148326010.158249574163005
460.9470742017981470.1058515964037060.0529257982018531
470.9699943479930380.06001130401392440.0300056520069622
480.9626391406067370.07472171878652560.0373608593932628
490.9496838965568350.1006322068863310.0503161034431653
500.9362732165084740.1274535669830530.0637267834915264
510.9185071964124680.1629856071750650.0814928035875324
520.8945714673356770.2108570653286470.105428532664323
530.8679636311558260.2640727376883490.132036368844174
540.835762195007380.3284756099852390.16423780499262
550.8037862352029220.3924275295941560.196213764797078
560.8970653627742750.2058692744514490.102934637225725
570.8853192082789290.2293615834421430.114680791721071
580.8751211995724540.2497576008550910.124878800427545
590.8684386244744710.2631227510510580.131561375525529
600.8452782675282650.3094434649434710.154721732471735
610.8192507313274640.3614985373450720.180749268672536
620.7915830641528330.4168338716943350.208416935847167
630.7534342606270950.493131478745810.246565739372905
640.7125322171157930.5749355657684140.287467782884207
650.6863556062122610.6272887875754790.313644393787739
660.6899038883613960.6201922232772070.310096111638604
670.7651732113600230.4696535772799530.234826788639977
680.7846571697105620.4306856605788770.215342830289438
690.7854584763583640.4290830472832720.214541523641636
700.8044764117786580.3910471764426840.195523588221342
710.8421008607283630.3157982785432730.157899139271637
720.8271251725222310.3457496549555380.172874827477769
730.7949419235853020.4101161528293970.205058076414698
740.784541136899480.430917726201040.21545886310052
750.7448598225821250.5102803548357510.255140177417875
760.740999465311780.5180010693764390.25900053468822
770.7218329517495940.5563340965008120.278167048250406
780.8724951963649290.2550096072701410.127504803635071
790.8406537718686860.3186924562626290.159346228131314
800.8752374678563930.2495250642872140.124762532143607
810.8425328582689830.3149342834620340.157467141731017
820.8267479684955010.3465040630089970.173252031504499
830.7844951628670680.4310096742658640.215504837132932
840.784425080084070.4311498398318590.21557491991593
850.7451740080695950.5096519838608090.254825991930405
860.7916560520933810.4166878958132380.208343947906619
870.8728212382906950.2543575234186090.127178761709305
880.8333239572677820.3333520854644370.166676042732218
890.7913436983272780.4173126033454450.208656301672722
900.790142291791140.419715416417720.20985770820886
910.7515991657774620.4968016684450760.248400834222538
920.8327566126194170.3344867747611660.167243387380583
930.7937589276564670.4124821446870660.206241072343533
940.8510741545637580.2978516908724850.148925845436242
950.8163910981999840.3672178036000320.183608901800016
960.8202565102531860.3594869794936290.179743489746814
970.8526199794060350.2947600411879310.147380020593966
980.8347255786913890.3305488426172230.165274421308611
990.8608062719315810.2783874561368380.139193728068419
1000.7947833195950880.4104333608098240.205216680404912
1010.7507974733406140.4984050533187720.249202526659386
1020.7717111658270290.4565776683459410.22828883417297
1030.6682246410033540.6635507179932920.331775358996646
1040.5735990328592010.8528019342815970.426400967140799
1050.4390621156425970.8781242312851940.560937884357403
1060.3570045068651630.7140090137303250.642995493134837


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level00OK
10% type I error level20.0222222222222222OK