| Multiple Linear Regression - Estimated Regression Equation |
| Werkl[t] = + 136.683354670492 -0.287260689331883Inflatie[t] -0.299250611551335M1[t] -0.517019144853451M2[t] -0.471273931066814M3[t] -0.497019144853448M4[t] -0.397019144853448M5[t] -0.402764358640089M6[t] -0.357019144853451M7[t] -0.285528717280176M8[t] -0.20574521378664M9[t] -0.0714904275732713M10[t] -0.0429808551465507M11[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) | 136.683354670492 | 17.190678 | 7.951 | 0 | 0 |
| Inflatie | -0.287260689331883 | 0.168598 | -1.7038 | 0.094882 | 0.047441 |
| M1 | -0.299250611551335 | 0.487923 | -0.6133 | 0.542563 | 0.271282 |
| M2 | -0.517019144853451 | 0.508847 | -1.0161 | 0.314695 | 0.157347 |
| M3 | -0.471273931066814 | 0.508947 | -0.926 | 0.35909 | 0.179545 |
| M4 | -0.497019144853448 | 0.508847 | -0.9768 | 0.333587 | 0.166794 |
| M5 | -0.397019144853448 | 0.508847 | -0.7802 | 0.439084 | 0.219542 |
| M6 | -0.402764358640089 | 0.508769 | -0.7916 | 0.432462 | 0.216231 |
| M7 | -0.357019144853451 | 0.508847 | -0.7016 | 0.486302 | 0.243151 |
| M8 | -0.285528717280176 | 0.50907 | -0.5609 | 0.577486 | 0.288743 |
| M9 | -0.20574521378664 | 0.508679 | -0.4045 | 0.687664 | 0.343832 |
| M10 | -0.0714904275732713 | 0.508713 | -0.1405 | 0.888828 | 0.444414 |
| M11 | -0.0429808551465507 | 0.508847 | -0.0845 | 0.933036 | 0.466518 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.33680424337175 |
| R-squared | 0.113437098353217 |
| Adjusted R-squared | -0.108203627058479 |
| F-TEST (value) | 0.511806204128365 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 48 |
| p-value | 0.896743475231964 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.804274736354603 |
| Sum Squared Residuals | 31.0491768738368 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 105.4 | 106.882431264556 | -1.48243126455624 |
| 2 | 105.4 | 106.722114869121 | -1.32211486912069 |
| 3 | 105.6 | 106.854038289707 | -1.2540382897069 |
| 4 | 105.7 | 106.627210593388 | -0.92721059338794 |
| 5 | 105.8 | 106.669758455522 | -0.869758455521573 |
| 6 | 105.8 | 106.692739310668 | -0.892739310668119 |
| 7 | 105.8 | 106.795936662321 | -0.995936662321133 |
| 8 | 105.9 | 106.953605296694 | -1.05360529669396 |
| 9 | 106.1 | 107.205745213787 | -1.10574521378664 |
| 10 | 106.4 | 107.34 | -0.939999999999997 |
| 11 | 106.4 | 107.39723564136 | -0.997235641359909 |
| 12 | 106.3 | 107.382764358640 | -1.08276435864009 |
| 13 | 106.2 | 106.911157333490 | -0.711157333489622 |
| 14 | 106.2 | 106.722114869121 | -0.522114869120693 |
| 15 | 106.3 | 106.767860082907 | -0.467860082907334 |
| 16 | 106.4 | 107.000649489519 | -0.600649489519388 |
| 17 | 106.5 | 107.158101627386 | -0.658101627385768 |
| 18 | 106.6 | 107.324712827198 | -0.724712827198264 |
| 19 | 106.6 | 107.284279834185 | -0.684279834185338 |
| 20 | 106.6 | 107.298318123892 | -0.698318123892236 |
| 21 | 106.8 | 107.406827696319 | -0.606827696318955 |
| 22 | 107 | 107.512356413599 | -0.512356413599135 |
| 23 | 107.2 | 107.598318123892 | -0.39831812389223 |
| 24 | 107.3 | 107.583846841172 | -0.283846841172409 |
| 25 | 107.5 | 107.313322298554 | 0.186677701445742 |
| 26 | 107.6 | 106.980649489519 | 0.619350510480603 |
| 27 | 107.6 | 106.997668634373 | 0.602331365627158 |
| 28 | 107.7 | 107.029375558453 | 0.670624441547422 |
| 29 | 107.7 | 107.301731972052 | 0.398268027948294 |
| 30 | 107.7 | 107.123630344666 | 0.576369655334063 |
| 31 | 107.7 | 107.198101627386 | 0.501898372614238 |
| 32 | 107.6 | 107.212139917093 | 0.387860082907328 |
| 33 | 107.7 | 107.263197351653 | 0.436802648346992 |
| 34 | 107.9 | 107.483630344666 | 0.416369655334062 |
| 35 | 107.9 | 107.39723564136 | 0.502764358640092 |
| 36 | 107.9 | 107.468942565440 | 0.431057434560354 |
| 37 | 107.8 | 107.255870160688 | 0.544129839312116 |
| 38 | 107.6 | 107.095553765252 | 0.504446234747852 |
| 39 | 107.4 | 107.198751116905 | 0.20124888309485 |
| 40 | 107 | 106.971923420586 | 0.0280765794137966 |
| 41 | 107 | 106.870840938054 | 0.129159061946116 |
| 42 | 107.2 | 106.98 | 0.220000000000005 |
| 43 | 107.5 | 106.997019144853 | 0.502980855146551 |
| 44 | 107.8 | 107.09723564136 | 0.702764358640086 |
| 45 | 107.8 | 107.234471282720 | 0.565528717280173 |
| 46 | 107.7 | 107.110191448534 | 0.589808551465506 |
| 47 | 107.6 | 107.253605296694 | 0.346394703306022 |
| 48 | 107.6 | 107.411490427573 | 0.188509572426721 |
| 49 | 107.5 | 107.083513747089 | 0.416486252911247 |
| 50 | 107.5 | 106.779567006987 | 0.720432993012927 |
| 51 | 107.6 | 106.681681876108 | 0.918318123892227 |
| 52 | 107.6 | 106.770840938054 | 0.82915906194611 |
| 53 | 107.9 | 106.899567006987 | 1.00043299301293 |
| 54 | 107.6 | 106.778917517468 | 0.821082482532315 |
| 55 | 107.5 | 106.824662731254 | 0.675337268745682 |
| 56 | 107.5 | 106.838701020961 | 0.661298979038785 |
| 57 | 107.6 | 106.889758455522 | 0.71024154447843 |
| 58 | 107.7 | 107.253821793200 | 0.446178206799564 |
| 59 | 107.8 | 107.253605296694 | 0.546394703306024 |
| 60 | 107.9 | 107.152955807175 | 0.747044192825424 |
| 61 | 107.9 | 106.853705195623 | 1.04629480437676 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.894631657914402 | 0.210736684171196 | 0.105368342085598 |
| 17 | 0.85870721293176 | 0.282585574136479 | 0.141292787068239 |
| 18 | 0.800783288348445 | 0.398433423303109 | 0.199216711651554 |
| 19 | 0.77399878442902 | 0.452002431141959 | 0.226001215570979 |
| 20 | 0.804385425093904 | 0.391229149812192 | 0.195614574906096 |
| 21 | 0.864302624401374 | 0.271394751197251 | 0.135697375598626 |
| 22 | 0.907962505000051 | 0.184074989999898 | 0.092037494999949 |
| 23 | 0.938668958257263 | 0.122662083485474 | 0.0613310417427369 |
| 24 | 0.97211614089129 | 0.0557677182174213 | 0.0278838591087106 |
| 25 | 0.991357650304018 | 0.0172846993919635 | 0.00864234969598177 |
| 26 | 0.998427917139018 | 0.00314416572196330 | 0.00157208286098165 |
| 27 | 0.999434905189885 | 0.00113018962023013 | 0.000565094810115066 |
| 28 | 0.99977314704476 | 0.000453705910481152 | 0.000226852955240576 |
| 29 | 0.99960841458509 | 0.000783170829818846 | 0.000391585414909423 |
| 30 | 0.999781084404076 | 0.000437831191847011 | 0.000218915595923505 |
| 31 | 0.999776041291835 | 0.000447917416330063 | 0.000223958708165032 |
| 32 | 0.999711420485092 | 0.000577159029815891 | 0.000288579514907946 |
| 33 | 0.99971071642243 | 0.000578567155141825 | 0.000289283577570912 |
| 34 | 0.999595643525794 | 0.000808712948412886 | 0.000404356474206443 |
| 35 | 0.999562070411262 | 0.000875859177475338 | 0.000437929588737669 |
| 36 | 0.99929126051811 | 0.00141747896378082 | 0.000708739481890411 |
| 37 | 0.998542118278584 | 0.00291576344283151 | 0.00145788172141576 |
| 38 | 0.996642160152545 | 0.00671567969490978 | 0.00335783984745489 |
| 39 | 0.991591861576661 | 0.0168162768466769 | 0.00840813842333847 |
| 40 | 0.989137854754932 | 0.0217242904901361 | 0.0108621452450680 |
| 41 | 0.998553875369451 | 0.00289224926109822 | 0.00144612463054911 |
| 42 | 0.997810827258185 | 0.00437834548363006 | 0.00218917274181503 |
| 43 | 0.992927897801272 | 0.0141442043974564 | 0.00707210219872821 |
| 44 | 0.989105556554574 | 0.0217888868908522 | 0.0108944434454261 |
| 45 | 0.99329800505689 | 0.0134039898862210 | 0.00670199494311051 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 15 | 0.5 | NOK |
| 5% type I error level | 21 | 0.7 | NOK |
| 10% type I error level | 22 | 0.733333333333333 | NOK |
