| Multiple Linear Regression - Estimated Regression Equation |
| Omzet[t] = + 8.36944 -0.744907M1[t] -13.1954M2[t] -13.9458M3[t] -13.5963M4[t] + 2.75324M5[t] + 7.00278M6[t] -4.64769M7[t] -7.59815M8[t] -7.84861M9[t] -13.3991M10[t] -1.54954M11[t] + 1.55046t + 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) | 8.36944 | 8.26395 | 1.013 | 0.313457 | 0.156728 |
| M1 | -0.744907 | 10.25 | -0.07267 | 0.942201 | 0.471101 |
| M2 | -13.1954 | 10.2463 | -1.288 | 0.200586 | 0.100293 |
| M3 | -13.9458 | 10.2429 | -1.362 | 0.17621 | 0.088105 |
| M4 | -13.5963 | 10.2398 | -1.328 | 0.187074 | 0.0935369 |
| M5 | 2.75324 | 10.2371 | 0.2689 | 0.788489 | 0.394244 |
| M6 | 7.00278 | 10.2348 | 0.6842 | 0.49532 | 0.24766 |
| M7 | -4.64769 | 10.2328 | -0.4542 | 0.650609 | 0.325305 |
| M8 | -7.59815 | 10.2312 | -0.7426 | 0.459324 | 0.229662 |
| M9 | -7.84861 | 10.2299 | -0.7672 | 0.444641 | 0.22232 |
| M10 | -13.3991 | 10.2291 | -1.31 | 0.193034 | 0.0965169 |
| M11 | -1.54954 | 10.2285 | -0.1515 | 0.879873 | 0.439936 |
| t | 1.55046 | 0.0605747 | 25.6 | 2.00128e-47 | 1.00064e-47 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.929119 |
| R-squared | 0.863261 |
| Adjusted R-squared | 0.847926 |
| F-TEST (value) | 56.2929 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 107 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 22.8713 |
| Sum Squared Residuals | 55971.1 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 56 | 9.175 | 46.825 |
| 2 | 55 | -1.725 | 56.725 |
| 3 | 54 | -0.925 | 54.925 |
| 4 | 52 | 0.975 | 51.025 |
| 5 | 72 | 18.875 | 53.125 |
| 6 | 71 | 24.675 | 46.325 |
| 7 | 56 | 14.575 | 41.425 |
| 8 | 46 | 13.175 | 32.825 |
| 9 | 47 | 14.475 | 32.525 |
| 10 | 47 | 10.475 | 36.525 |
| 11 | 48 | 23.875 | 24.125 |
| 12 | 50 | 26.975 | 23.025 |
| 13 | 44 | 27.7806 | 16.2194 |
| 14 | 38 | 16.8806 | 21.1194 |
| 15 | 33 | 17.6806 | 15.3194 |
| 16 | 33 | 19.5806 | 13.4194 |
| 17 | 52 | 37.4806 | 14.5194 |
| 18 | 54 | 43.2806 | 10.7194 |
| 19 | 39 | 33.1806 | 5.81944 |
| 20 | 22 | 31.7806 | -9.78056 |
| 21 | 31 | 33.0806 | -2.08056 |
| 22 | 31 | 29.0806 | 1.91944 |
| 23 | 38 | 42.4806 | -4.48056 |
| 24 | 42 | 45.5806 | -3.58056 |
| 25 | 41 | 46.3861 | -5.38611 |
| 26 | 31 | 35.4861 | -4.48611 |
| 27 | 36 | 36.2861 | -0.286111 |
| 28 | 34 | 38.1861 | -4.18611 |
| 29 | 51 | 56.0861 | -5.08611 |
| 30 | 47 | 61.8861 | -14.8861 |
| 31 | 31 | 51.7861 | -20.7861 |
| 32 | 19 | 50.3861 | -31.3861 |
| 33 | 30 | 51.6861 | -21.6861 |
| 34 | 33 | 47.6861 | -14.6861 |
| 35 | 36 | 61.0861 | -25.0861 |
| 36 | 40 | 64.1861 | -24.1861 |
| 37 | 32 | 64.9917 | -32.9917 |
| 38 | 25 | 54.0917 | -29.0917 |
| 39 | 28 | 54.8917 | -26.8917 |
| 40 | 29 | 56.7917 | -27.7917 |
| 41 | 55 | 74.6917 | -19.6917 |
| 42 | 55 | 80.4917 | -25.4917 |
| 43 | 40 | 70.3917 | -30.3917 |
| 44 | 38 | 68.9917 | -30.9917 |
| 45 | 44 | 70.2917 | -26.2917 |
| 46 | 41 | 66.2917 | -25.2917 |
| 47 | 49 | 79.6917 | -30.6917 |
| 48 | 59 | 82.7917 | -23.7917 |
| 49 | 61 | 83.5972 | -22.5972 |
| 50 | 47 | 72.6972 | -25.6972 |
| 51 | 43 | 73.4972 | -30.4972 |
| 52 | 39 | 75.3972 | -36.3972 |
| 53 | 66 | 93.2972 | -27.2972 |
| 54 | 68 | 99.0972 | -31.0972 |
| 55 | 63 | 88.9972 | -25.9972 |
| 56 | 68 | 87.5972 | -19.5972 |
| 57 | 67 | 88.8972 | -21.8972 |
| 58 | 59 | 84.8972 | -25.8972 |
| 59 | 68 | 98.2972 | -30.2972 |
| 60 | 78 | 101.397 | -23.3972 |
| 61 | 82 | 102.203 | -20.2028 |
| 62 | 70 | 91.3028 | -21.3028 |
| 63 | 62 | 92.1028 | -30.1028 |
| 64 | 68 | 94.0028 | -26.0028 |
| 65 | 94 | 111.903 | -17.9028 |
| 66 | 102 | 117.703 | -15.7028 |
| 67 | 100 | 107.603 | -7.60278 |
| 68 | 104 | 106.203 | -2.20278 |
| 69 | 103 | 107.503 | -4.50278 |
| 70 | 93 | 103.503 | -10.5028 |
| 71 | 110 | 116.903 | -6.90278 |
| 72 | 114 | 120.003 | -6.00278 |
| 73 | 120 | 120.808 | -0.808333 |
| 74 | 102 | 109.908 | -7.90833 |
| 75 | 95 | 110.708 | -15.7083 |
| 76 | 103 | 112.608 | -9.60833 |
| 77 | 122 | 130.508 | -8.50833 |
| 78 | 139 | 136.308 | 2.69167 |
| 79 | 135 | 126.208 | 8.79167 |
| 80 | 135 | 124.808 | 10.1917 |
| 81 | 137 | 126.108 | 10.8917 |
| 82 | 130 | 122.108 | 7.89167 |
| 83 | 148 | 135.508 | 12.4917 |
| 84 | 148 | 138.608 | 9.39167 |
| 85 | 145 | 139.414 | 5.58611 |
| 86 | 128 | 128.514 | -0.513889 |
| 87 | 131 | 129.314 | 1.68611 |
| 88 | 133 | 131.214 | 1.78611 |
| 89 | 146 | 149.114 | -3.11389 |
| 90 | 163 | 154.914 | 8.08611 |
| 91 | 151 | 144.814 | 6.18611 |
| 92 | 157 | 143.414 | 13.5861 |
| 93 | 152 | 144.714 | 7.28611 |
| 94 | 149 | 140.714 | 8.28611 |
| 95 | 172 | 154.114 | 17.8861 |
| 96 | 167 | 157.214 | 9.78611 |
| 97 | 160 | 158.019 | 1.98056 |
| 98 | 150 | 147.119 | 2.88056 |
| 99 | 160 | 147.919 | 12.0806 |
| 100 | 165 | 149.819 | 15.1806 |
| 101 | 171 | 167.719 | 3.28056 |
| 102 | 179 | 173.519 | 5.48056 |
| 103 | 171 | 163.419 | 7.58056 |
| 104 | 176 | 162.019 | 13.9806 |
| 105 | 170 | 163.319 | 6.68056 |
| 106 | 169 | 159.319 | 9.68056 |
| 107 | 194 | 172.719 | 21.2806 |
| 108 | 196 | 175.819 | 20.1806 |
| 109 | 188 | 176.625 | 11.375 |
| 110 | 174 | 165.725 | 8.275 |
| 111 | 186 | 166.525 | 19.475 |
| 112 | 191 | 168.425 | 22.575 |
| 113 | 197 | 186.325 | 10.675 |
| 114 | 206 | 192.125 | 13.875 |
| 115 | 197 | 182.025 | 14.975 |
| 116 | 204 | 180.625 | 23.375 |
| 117 | 201 | 181.925 | 19.075 |
| 118 | 190 | 177.925 | 12.075 |
| 119 | 213 | 191.325 | 21.675 |
| 120 | 213 | 194.425 | 18.575 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.0117705 | 0.0235409 | 0.98823 |
| 17 | 0.00311497 | 0.00622993 | 0.996885 |
| 18 | 0.000693372 | 0.00138674 | 0.999307 |
| 19 | 0.000149423 | 0.000298847 | 0.999851 |
| 20 | 0.000154309 | 0.000308618 | 0.999846 |
| 21 | 4.59735e-05 | 9.1947e-05 | 0.999954 |
| 22 | 1.56719e-05 | 3.13439e-05 | 0.999984 |
| 23 | 3.55256e-05 | 7.10512e-05 | 0.999964 |
| 24 | 9.5297e-05 | 0.000190594 | 0.999905 |
| 25 | 0.00213675 | 0.00427351 | 0.997863 |
| 26 | 0.00244788 | 0.00489576 | 0.997552 |
| 27 | 0.0135227 | 0.0270454 | 0.986477 |
| 28 | 0.0340303 | 0.0680606 | 0.96597 |
| 29 | 0.0665561 | 0.133112 | 0.933444 |
| 30 | 0.0672555 | 0.134511 | 0.932745 |
| 31 | 0.054075 | 0.10815 | 0.945925 |
| 32 | 0.0361255 | 0.0722509 | 0.963875 |
| 33 | 0.0390682 | 0.0781364 | 0.960932 |
| 34 | 0.0792847 | 0.158569 | 0.920715 |
| 35 | 0.0834588 | 0.166918 | 0.916541 |
| 36 | 0.0925007 | 0.185001 | 0.907499 |
| 37 | 0.0715876 | 0.143175 | 0.928412 |
| 38 | 0.0550396 | 0.110079 | 0.94496 |
| 39 | 0.0506975 | 0.101395 | 0.949302 |
| 40 | 0.0505555 | 0.101111 | 0.949444 |
| 41 | 0.140781 | 0.281562 | 0.859219 |
| 42 | 0.224494 | 0.448989 | 0.775506 |
| 43 | 0.289191 | 0.578381 | 0.710809 |
| 44 | 0.619906 | 0.760188 | 0.380094 |
| 45 | 0.779463 | 0.441074 | 0.220537 |
| 46 | 0.8265 | 0.346999 | 0.1735 |
| 47 | 0.896933 | 0.206134 | 0.103067 |
| 48 | 0.957795 | 0.0844095 | 0.0422048 |
| 49 | 0.988595 | 0.0228105 | 0.0114053 |
| 50 | 0.991525 | 0.0169491 | 0.00847455 |
| 51 | 0.990794 | 0.0184119 | 0.00920595 |
| 52 | 0.992297 | 0.0154064 | 0.0077032 |
| 53 | 0.992132 | 0.015735 | 0.00786751 |
| 54 | 0.994493 | 0.0110149 | 0.00550743 |
| 55 | 0.997885 | 0.00423051 | 0.00211525 |
| 56 | 0.999814 | 0.000372399 | 0.0001862 |
| 57 | 0.999934 | 0.000131381 | 6.56904e-05 |
| 58 | 0.999954 | 9.10093e-05 | 4.55046e-05 |
| 59 | 0.999997 | 5.38353e-06 | 2.69176e-06 |
| 60 | 0.999999 | 1.13216e-06 | 5.66081e-07 |
| 61 | 1 | 3.9931e-07 | 1.99655e-07 |
| 62 | 1 | 3.19866e-07 | 1.59933e-07 |
| 63 | 1 | 3.51767e-08 | 1.75884e-08 |
| 64 | 1 | 1.54939e-09 | 7.74696e-10 |
| 65 | 1 | 1.54227e-09 | 7.71134e-10 |
| 66 | 1 | 4.73938e-10 | 2.36969e-10 |
| 67 | 1 | 1.69097e-10 | 8.45484e-11 |
| 68 | 1 | 3.28299e-11 | 1.6415e-11 |
| 69 | 1 | 2.05842e-11 | 1.02921e-11 |
| 70 | 1 | 1.76052e-11 | 8.80259e-12 |
| 71 | 1 | 2.14453e-12 | 1.07226e-12 |
| 72 | 1 | 1.03544e-12 | 5.1772e-13 |
| 73 | 1 | 1.2296e-12 | 6.148e-13 |
| 74 | 1 | 2.68443e-12 | 1.34222e-12 |
| 75 | 1 | 5.89844e-14 | 2.94922e-14 |
| 76 | 1 | 1.64329e-15 | 8.21644e-16 |
| 77 | 1 | 3.56513e-15 | 1.78256e-15 |
| 78 | 1 | 8.30361e-15 | 4.15181e-15 |
| 79 | 1 | 5.2396e-15 | 2.6198e-15 |
| 80 | 1 | 1.04966e-14 | 5.24828e-15 |
| 81 | 1 | 4.59132e-15 | 2.29566e-15 |
| 82 | 1 | 3.98627e-15 | 1.99313e-15 |
| 83 | 1 | 1.11334e-14 | 5.5667e-15 |
| 84 | 1 | 3.37822e-14 | 1.68911e-14 |
| 85 | 1 | 5.22989e-14 | 2.61495e-14 |
| 86 | 1 | 2.73762e-13 | 1.36881e-13 |
| 87 | 1 | 5.07745e-13 | 2.53872e-13 |
| 88 | 1 | 1.22535e-13 | 6.12673e-14 |
| 89 | 1 | 5.67669e-13 | 2.83835e-13 |
| 90 | 1 | 1.35493e-12 | 6.77466e-13 |
| 91 | 1 | 8.17034e-12 | 4.08517e-12 |
| 92 | 1 | 4.30241e-11 | 2.1512e-11 |
| 93 | 1 | 2.63215e-10 | 1.31608e-10 |
| 94 | 1 | 6.1977e-10 | 3.09885e-10 |
| 95 | 1 | 1.28728e-09 | 6.43641e-10 |
| 96 | 1 | 1.01108e-08 | 5.0554e-09 |
| 97 | 1 | 6.08502e-08 | 3.04251e-08 |
| 98 | 1 | 4.78445e-07 | 2.39222e-07 |
| 99 | 0.999998 | 3.3378e-06 | 1.6689e-06 |
| 100 | 0.999989 | 2.20497e-05 | 1.10249e-05 |
| 101 | 0.999928 | 0.00014497 | 7.24852e-05 |
| 102 | 0.999594 | 0.000811865 | 0.000405933 |
| 103 | 0.997705 | 0.0045895 | 0.00229475 |
| 104 | 0.990598 | 0.0188033 | 0.00940166 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 59 | 0.662921 | NOK |
| 5% type I error level | 68 | 0.764045 | NOK |
| 10% type I error level | 72 | 0.808989 | NOK |
