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 | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | 22933.3245377883 | 4875.70385 | 4.7036 | 8e-06 | 4e-06 |
Jaar | -11.4625923918182 | 2.436011 | -4.7055 | 7e-06 | 4e-06 |
Voedingsmiddelen | -0.31542641429758 | 0.115389 | -2.7336 | 0.007312 | 0.003656 |
Tabaksproducten | 0.0405011063177686 | 0.031055 | 1.3042 | 0.194925 | 0.097463 |
Kleding | 0.0496012021407 | 0.035764 | 1.3869 | 0.168305 | 0.084152 |
Leer | -0.0397286124296505 | 0.022547 | -1.7621 | 0.080863 | 0.040432 |
Hout | 0.391928393429071 | 0.084308 | 4.6488 | 9e-06 | 5e-06 |
Papier | 0.607239921728974 | 0.118009 | 5.1457 | 1e-06 | 1e-06 |
Uitgeverijen | 0.0309693470192784 | 0.045324 | 0.6833 | 0.495875 | 0.247937 |
Cokes | -0.017570610781955 | 0.048461 | -0.3626 | 0.717626 | 0.358813 |
Chemische | -0.225793819721557 | 0.062644 | -3.6044 | 0.000473 | 0.000237 |
Rubber | 0.795475450018092 | 0.104411 | 7.6187 | 0 | 0 |
Nietmetaalhoudende | -0.334148069816387 | 0.048979 | -6.8223 | 0 | 0 |
t | 0.841062777698478 | 0.229856 | 3.6591 | 0.000392 | 0.000196 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.95818201544121 |
R-squared | 0.918112774714979 |
Adjusted R-squared | 0.908346408396582 |
F-TEST (value) | 94.0076119186235 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 109 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 4.23012264480904 |
Sum Squared Residuals | 1950.43919732376 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 102 | 102.990321916938 | -0.990321916938441 |
2 | 99 | 96.3360015084692 | 2.66399849153083 |
3 | 108 | 110.94681645486 | -2.94681645486023 |
4 | 92 | 94.4461773093823 | -2.44617730938233 |
5 | 99 | 96.4739236934766 | 2.5260763065234 |
6 | 102 | 100.953486941539 | 1.04651305846138 |
7 | 87 | 92.6258585339911 | -5.62585853399115 |
8 | 71 | 78.9495041168939 | -7.94950411689395 |
9 | 105 | 102.722931758987 | 2.27706824101275 |
10 | 115 | 108.27911726299 | 6.72088273701029 |
11 | 103 | 97.6704166639077 | 5.32958333609225 |
12 | 75 | 78.2590280708524 | -3.25902807085243 |
13 | 97 | 93.5634531522089 | 3.43654684779107 |
14 | 95 | 90.0344857607432 | 4.96551423925684 |
15 | 99 | 101.105260995938 | -2.10526099593791 |
16 | 100 | 96.0667879040205 | 3.93321209597946 |
17 | 92 | 89.0884490745935 | 2.91155092540646 |
18 | 94 | 98.4434196387382 | -4.44341963873823 |
19 | 89 | 84.6990740681952 | 4.30092593180476 |
20 | 67 | 70.0947257507869 | -3.0947257507869 |
21 | 109 | 98.1326349528229 | 10.8673650471771 |
22 | 113 | 108.483179909464 | 4.51682009053588 |
23 | 106 | 96.610310002363 | 9.38968999763698 |
24 | 78 | 76.8196286295405 | 1.1803713704595 |
25 | 102 | 97.0192957687167 | 4.98070423128332 |
26 | 97 | 95.0204638832725 | 1.97953611672755 |
27 | 96 | 95.8549896192539 | 0.145010380746104 |
28 | 99 | 96.4104769554352 | 2.58952304456477 |
29 | 86 | 90.8767548187331 | -4.87675481873311 |
30 | 92 | 97.7723416103046 | -5.77234161030456 |
31 | 86 | 89.3725915825054 | -3.37259158250541 |
32 | 62 | 70.6075741579139 | -8.60757415791392 |
33 | 105 | 106.656348837884 | -1.65634883788423 |
34 | 108 | 109.11258775668 | -1.11258775667977 |
35 | 96 | 92.2062161127685 | 3.79378388723146 |
36 | 80 | 83.0368333016076 | -3.03683330160757 |
37 | 95 | 92.1253896658194 | 2.87461033418057 |
38 | 94 | 92.7860074110583 | 1.21399258894171 |
39 | 108 | 113.134740400749 | -5.13474040074865 |
40 | 97 | 105.277657918288 | -8.27765791828822 |
41 | 89 | 89.3228214877206 | -0.322821487720601 |
42 | 107 | 107.754066300075 | -0.754066300075081 |
43 | 87 | 83.080615276567 | 3.919384723433 |
44 | 70 | 74.2006213241236 | -4.20062132412365 |
45 | 111 | 109.389419575779 | 1.61058042422111 |
46 | 105 | 97.9754112848348 | 7.02458871516522 |
47 | 99 | 92.7277634527318 | 6.27223654726825 |
48 | 84 | 84.0921186994648 | -0.0921186994648042 |
49 | 87 | 91.391007689164 | -4.39100768916403 |
50 | 92 | 91.2035908650739 | 0.796409134926056 |
51 | 98 | 101.252081841715 | -3.25208184171525 |
52 | 95 | 98.2589651605365 | -3.25896516053648 |
53 | 85 | 88.4297142530883 | -3.4297142530883 |
54 | 100 | 101.466918543533 | -1.46691854353287 |
55 | 79 | 81.9381881675068 | -2.93818816750679 |
56 | 66 | 75.3172488724027 | -9.31724887240274 |
57 | 105 | 108.055967372863 | -3.05596737286291 |
58 | 96 | 99.61463695197 | -3.61463695197001 |
59 | 103 | 99.6797000588084 | 3.32029994119165 |
60 | 83 | 86.378919691384 | -3.37891969138398 |
61 | 91 | 93.4641938391286 | -2.46419383912858 |
62 | 95 | 92.4248568134529 | 2.57514318654705 |
63 | 109 | 108.108947337543 | 0.891052662457316 |
64 | 92 | 92.8031073207143 | -0.803107320714256 |
65 | 99 | 101.602784868196 | -2.60278486819648 |
66 | 110 | 106.785761928494 | 3.214238071506 |
67 | 88 | 82.1878092410395 | 5.81219075896054 |
68 | 73 | 76.9698303577189 | -3.96983035771891 |
69 | 111 | 106.806617928355 | 4.19338207164453 |
70 | 112 | 110.008701916326 | 1.99129808367387 |
71 | 111 | 107.041659772608 | 3.95834022739188 |
72 | 84 | 86.0284636016348 | -2.02846360163483 |
73 | 102 | 99.6471270460917 | 2.3528729539083 |
74 | 102 | 99.84722551371 | 2.15277448628997 |
75 | 114 | 114.796450097167 | -0.796450097167489 |
76 | 99 | 97.2770577411667 | 1.72294225883331 |
77 | 100 | 104.310911233246 | -4.3109112332459 |
78 | 110 | 120.629662934741 | -10.6296629347406 |
79 | 93 | 95.6470659007711 | -2.64706590077111 |
80 | 77 | 83.2285388648428 | -6.22853886484277 |
81 | 108 | 107.58770349625 | 0.412296503749738 |
82 | 120 | 120.404977842262 | -0.404977842261705 |
83 | 106 | 106.785295629908 | -0.785295629907511 |
84 | 78 | 75.2269320660314 | 2.77306793396856 |
85 | 100 | 101.517947615428 | -1.51794761542784 |
86 | 102 | 98.1448520912626 | 3.85514790873743 |
87 | 97 | 96.9029512035212 | 0.0970487964787866 |
88 | 101 | 104.017874592227 | -3.01787459222664 |
89 | 89 | 91.035742284184 | -2.035742284184 |
90 | 93 | 98.9199743053057 | -5.91997430530573 |
91 | 89 | 88.9748468490055 | 0.0251531509944802 |
92 | 62 | 64.012027442854 | -2.01202744285399 |
93 | 96 | 96.0146372509316 | -0.0146372509316161 |
94 | 95 | 96.441917597501 | -1.44191759750104 |
95 | 80 | 76.1205071773344 | 3.87949282266556 |
96 | 67 | 62.3321339459274 | 4.66786605407264 |
97 | 71 | 69.7751600193324 | 1.22483998066756 |
98 | 73 | 68.1738066630387 | 4.82619333696125 |
99 | 81 | 74.3869592925268 | 6.61304070747319 |
100 | 77 | 76.7367136327038 | 0.263286367296238 |
101 | 68 | 67.3625299359165 | 0.637470064083492 |
102 | 77 | 80.0125677818665 | -3.01256778186653 |
103 | 73 | 70.8118365088434 | 2.18816349115664 |
104 | 54 | 55.9936136157726 | -1.99361361577258 |
105 | 85 | 88.3634686745196 | -3.36346867451956 |
106 | 86 | 82.5387009653386 | 3.46129903466138 |
107 | 79 | 80.7195774183249 | -1.71957741832491 |
108 | 67 | 69.6515170047565 | -2.65151700475645 |
109 | 72 | 74.07043968455 | -2.07043968455 |
110 | 76 | 71.9513704289407 | 4.04862957105928 |
111 | 90 | 87.2473225940954 | 2.75267740590456 |
112 | 84 | 82.4532923829331 | 1.54670761706694 |
113 | 75 | 72.4663755884627 | 2.53362441153732 |
114 | 90 | 91.6769485925032 | -1.67694859250317 |
115 | 77 | 72.2562362751147 | 4.74376372488526 |
116 | 60 | 63.5132066681557 | -3.51320666815565 |
117 | 92 | 90.176330540009 | 1.823669459991 |
118 | 88 | 82.6548721797843 | 5.3451278202157 |
119 | 83 | 82.9969695168666 | 0.00303048313345005 |
120 | 69 | 77.0896348584839 | -8.08963485848395 |
121 | 73 | 73.8482810662349 | -0.848281066234868 |
122 | 78 | 76.7359240017601 | 1.26407599823991 |
123 | 92 | 85.6842077202497 | 6.31579227975034 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.292123470657714 | 0.584246941315427 | 0.707876529342287 |
18 | 0.879370008414687 | 0.241259983170625 | 0.120629991585313 |
19 | 0.836071312847101 | 0.327857374305798 | 0.163928687152899 |
20 | 0.874362285596822 | 0.251275428806356 | 0.125637714403178 |
21 | 0.864090897145807 | 0.271818205708386 | 0.135909102854193 |
22 | 0.837679947625502 | 0.324640104748996 | 0.162320052374498 |
23 | 0.828525198873287 | 0.342949602253426 | 0.171474801126713 |
24 | 0.792065629850769 | 0.415868740298463 | 0.207934370149231 |
25 | 0.847397939207843 | 0.305204121584314 | 0.152602060792157 |
26 | 0.827284097816706 | 0.345431804366588 | 0.172715902183294 |
27 | 0.812645788030955 | 0.37470842393809 | 0.187354211969045 |
28 | 0.771726021561566 | 0.456547956876868 | 0.228273978438434 |
29 | 0.858026767822543 | 0.283946464354915 | 0.141973232177457 |
30 | 0.885783044089297 | 0.228433911821407 | 0.114216955910703 |
31 | 0.84973022219038 | 0.300539555619239 | 0.15026977780962 |
32 | 0.84997866804265 | 0.300042663914701 | 0.15002133195735 |
33 | 0.824296774834202 | 0.351406450331596 | 0.175703225165798 |
34 | 0.77668715277498 | 0.44662569445004 | 0.22331284722502 |
35 | 0.786824148643709 | 0.426351702712582 | 0.213175851356291 |
36 | 0.745615232083888 | 0.508769535832224 | 0.254384767916112 |
37 | 0.858829947570196 | 0.282340104859608 | 0.141170052429804 |
38 | 0.849613604299229 | 0.300772791401543 | 0.150386395700771 |
39 | 0.838055251663633 | 0.323889496672734 | 0.161944748336367 |
40 | 0.864486582580257 | 0.271026834839486 | 0.135513417419743 |
41 | 0.845683278399191 | 0.308633443201617 | 0.154316721600809 |
42 | 0.82182580538675 | 0.356348389226499 | 0.17817419461325 |
43 | 0.874058334394658 | 0.251883331210684 | 0.125941665605342 |
44 | 0.86908397331312 | 0.26183205337376 | 0.13091602668688 |
45 | 0.841750425836995 | 0.31649914832601 | 0.158249574163005 |
46 | 0.947074201798147 | 0.105851596403706 | 0.0529257982018531 |
47 | 0.969994347993038 | 0.0600113040139244 | 0.0300056520069622 |
48 | 0.962639140606737 | 0.0747217187865256 | 0.0373608593932628 |
49 | 0.949683896556835 | 0.100632206886331 | 0.0503161034431653 |
50 | 0.936273216508474 | 0.127453566983053 | 0.0637267834915264 |
51 | 0.918507196412468 | 0.162985607175065 | 0.0814928035875324 |
52 | 0.894571467335677 | 0.210857065328647 | 0.105428532664323 |
53 | 0.867963631155826 | 0.264072737688349 | 0.132036368844174 |
54 | 0.83576219500738 | 0.328475609985239 | 0.16423780499262 |
55 | 0.803786235202922 | 0.392427529594156 | 0.196213764797078 |
56 | 0.897065362774275 | 0.205869274451449 | 0.102934637225725 |
57 | 0.885319208278929 | 0.229361583442143 | 0.114680791721071 |
58 | 0.875121199572454 | 0.249757600855091 | 0.124878800427545 |
59 | 0.868438624474471 | 0.263122751051058 | 0.131561375525529 |
60 | 0.845278267528265 | 0.309443464943471 | 0.154721732471735 |
61 | 0.819250731327464 | 0.361498537345072 | 0.180749268672536 |
62 | 0.791583064152833 | 0.416833871694335 | 0.208416935847167 |
63 | 0.753434260627095 | 0.49313147874581 | 0.246565739372905 |
64 | 0.712532217115793 | 0.574935565768414 | 0.287467782884207 |
65 | 0.686355606212261 | 0.627288787575479 | 0.313644393787739 |
66 | 0.689903888361396 | 0.620192223277207 | 0.310096111638604 |
67 | 0.765173211360023 | 0.469653577279953 | 0.234826788639977 |
68 | 0.784657169710562 | 0.430685660578877 | 0.215342830289438 |
69 | 0.785458476358364 | 0.429083047283272 | 0.214541523641636 |
70 | 0.804476411778658 | 0.391047176442684 | 0.195523588221342 |
71 | 0.842100860728363 | 0.315798278543273 | 0.157899139271637 |
72 | 0.827125172522231 | 0.345749654955538 | 0.172874827477769 |
73 | 0.794941923585302 | 0.410116152829397 | 0.205058076414698 |
74 | 0.78454113689948 | 0.43091772620104 | 0.21545886310052 |
75 | 0.744859822582125 | 0.510280354835751 | 0.255140177417875 |
76 | 0.74099946531178 | 0.518001069376439 | 0.25900053468822 |
77 | 0.721832951749594 | 0.556334096500812 | 0.278167048250406 |
78 | 0.872495196364929 | 0.255009607270141 | 0.127504803635071 |
79 | 0.840653771868686 | 0.318692456262629 | 0.159346228131314 |
80 | 0.875237467856393 | 0.249525064287214 | 0.124762532143607 |
81 | 0.842532858268983 | 0.314934283462034 | 0.157467141731017 |
82 | 0.826747968495501 | 0.346504063008997 | 0.173252031504499 |
83 | 0.784495162867068 | 0.431009674265864 | 0.215504837132932 |
84 | 0.78442508008407 | 0.431149839831859 | 0.21557491991593 |
85 | 0.745174008069595 | 0.509651983860809 | 0.254825991930405 |
86 | 0.791656052093381 | 0.416687895813238 | 0.208343947906619 |
87 | 0.872821238290695 | 0.254357523418609 | 0.127178761709305 |
88 | 0.833323957267782 | 0.333352085464437 | 0.166676042732218 |
89 | 0.791343698327278 | 0.417312603345445 | 0.208656301672722 |
90 | 0.79014229179114 | 0.41971541641772 | 0.20985770820886 |
91 | 0.751599165777462 | 0.496801668445076 | 0.248400834222538 |
92 | 0.832756612619417 | 0.334486774761166 | 0.167243387380583 |
93 | 0.793758927656467 | 0.412482144687066 | 0.206241072343533 |
94 | 0.851074154563758 | 0.297851690872485 | 0.148925845436242 |
95 | 0.816391098199984 | 0.367217803600032 | 0.183608901800016 |
96 | 0.820256510253186 | 0.359486979493629 | 0.179743489746814 |
97 | 0.852619979406035 | 0.294760041187931 | 0.147380020593966 |
98 | 0.834725578691389 | 0.330548842617223 | 0.165274421308611 |
99 | 0.860806271931581 | 0.278387456136838 | 0.139193728068419 |
100 | 0.794783319595088 | 0.410433360809824 | 0.205216680404912 |
101 | 0.750797473340614 | 0.498405053318772 | 0.249202526659386 |
102 | 0.771711165827029 | 0.456577668345941 | 0.22828883417297 |
103 | 0.668224641003354 | 0.663550717993292 | 0.331775358996646 |
104 | 0.573599032859201 | 0.852801934281597 | 0.426400967140799 |
105 | 0.439062115642597 | 0.878124231285194 | 0.560937884357403 |
106 | 0.357004506865163 | 0.714009013730325 | 0.642995493134837 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 0 | 0 | OK |
5% type I error level | 0 | 0 | OK |
10% type I error level | 2 | 0.0222222222222222 | OK |