| Multiple Linear Regression - Estimated Regression Equation |
| Uitvoer[t] = + 10218.2295454546 + 3195.27386363636Dummie[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) | 10218.2295454546 | 271.904703 | 37.5802 | 0 | 0 |
| Dummie | 3195.27386363636 | 333.013891 | 9.595 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.643882052031303 |
| R-squared | 0.414584096928041 |
| Adjusted R-squared | 0.410080897673641 |
| F-TEST (value) | 92.0643465915897 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 130 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1803.61175913684 |
| Sum Squared Residuals | 422891999.100568 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 8715.1 | 10218.2295454545 | -1503.12954545446 |
| 2 | 8919.9 | 10218.2295454545 | -1298.32954545452 |
| 3 | 10085.8 | 10218.2295454545 | -132.429545454548 |
| 4 | 9511.7 | 10218.2295454545 | -706.529545454547 |
| 5 | 8991.3 | 10218.2295454545 | -1226.92954545455 |
| 6 | 10311.2 | 10218.2295454545 | 92.970454545453 |
| 7 | 8895.4 | 10218.2295454545 | -1322.82954545455 |
| 8 | 7449.8 | 10218.2295454545 | -2768.42954545455 |
| 9 | 10084 | 10218.2295454545 | -134.229545454548 |
| 10 | 9859.4 | 10218.2295454545 | -358.829545454548 |
| 11 | 9100.1 | 10218.2295454545 | -1118.12954545455 |
| 12 | 8920.8 | 10218.2295454545 | -1297.42954545455 |
| 13 | 8502.7 | 10218.2295454545 | -1715.52954545455 |
| 14 | 8599.6 | 10218.2295454545 | -1618.62954545455 |
| 15 | 10394.4 | 10218.2295454545 | 176.170454545452 |
| 16 | 9290.4 | 10218.2295454545 | -927.829545454548 |
| 17 | 8742.2 | 10218.2295454545 | -1476.02954545455 |
| 18 | 10217.3 | 10218.2295454545 | -0.92954545454846 |
| 19 | 8639 | 10218.2295454545 | -1579.22954545455 |
| 20 | 8139.6 | 10218.2295454545 | -2078.62954545455 |
| 21 | 10779.1 | 10218.2295454545 | 560.870454545453 |
| 22 | 10427.7 | 10218.2295454545 | 209.470454545453 |
| 23 | 10349.1 | 10218.2295454545 | 130.870454545453 |
| 24 | 10036.4 | 10218.2295454545 | -181.829545454548 |
| 25 | 9492.1 | 10218.2295454545 | -726.129545454547 |
| 26 | 10638.8 | 10218.2295454545 | 420.570454545451 |
| 27 | 12054.5 | 10218.2295454545 | 1836.27045454545 |
| 28 | 10324.7 | 10218.2295454545 | 106.470454545453 |
| 29 | 11817.3 | 10218.2295454545 | 1599.07045454545 |
| 30 | 11008.9 | 10218.2295454545 | 790.670454545452 |
| 31 | 9996.6 | 10218.2295454545 | -221.629545454547 |
| 32 | 9419.5 | 10218.2295454545 | -798.729545454548 |
| 33 | 11958.8 | 10218.2295454545 | 1740.57045454545 |
| 34 | 12594.6 | 10218.2295454545 | 2376.37045454545 |
| 35 | 11890.6 | 10218.2295454545 | 1672.37045454545 |
| 36 | 10871.7 | 10218.2295454545 | 653.470454545453 |
| 37 | 11835.7 | 10218.2295454545 | 1617.47045454545 |
| 38 | 11542.2 | 10218.2295454545 | 1323.97045454545 |
| 39 | 13093.7 | 10218.2295454545 | 2875.47045454545 |
| 40 | 11180.2 | 10218.2295454545 | 961.970454545453 |
| 41 | 12035.7 | 10218.2295454545 | 1817.47045454545 |
| 42 | 12112 | 10218.2295454545 | 1893.77045454545 |
| 43 | 10875.2 | 10218.2295454545 | 656.970454545453 |
| 44 | 9897.3 | 10218.2295454545 | -320.929545454548 |
| 45 | 11672.1 | 13413.5034090909 | -1741.40340909091 |
| 46 | 12385.7 | 13413.5034090909 | -1027.80340909091 |
| 47 | 11405.6 | 13413.5034090909 | -2007.90340909091 |
| 48 | 9830.9 | 13413.5034090909 | -3582.60340909091 |
| 49 | 11025.1 | 13413.5034090909 | -2388.40340909091 |
| 50 | 10853.8 | 13413.5034090909 | -2559.70340909091 |
| 51 | 12252.6 | 13413.5034090909 | -1160.90340909091 |
| 52 | 11839.4 | 13413.5034090909 | -1574.10340909091 |
| 53 | 11669.1 | 13413.5034090909 | -1744.40340909091 |
| 54 | 11601.4 | 13413.5034090909 | -1812.10340909091 |
| 55 | 11178.4 | 13413.5034090909 | -2235.10340909091 |
| 56 | 9516.4 | 13413.5034090909 | -3897.10340909091 |
| 57 | 12102.8 | 13413.5034090909 | -1310.70340909091 |
| 58 | 12989 | 13413.5034090909 | -424.503409090909 |
| 59 | 11610.2 | 13413.5034090909 | -1803.30340909091 |
| 60 | 10205.5 | 13413.5034090909 | -3208.00340909091 |
| 61 | 11356.2 | 13413.5034090909 | -2057.30340909091 |
| 62 | 11307.1 | 13413.5034090909 | -2106.40340909091 |
| 63 | 12648.6 | 13413.5034090909 | -764.903409090908 |
| 64 | 11947.2 | 13413.5034090909 | -1466.30340909091 |
| 65 | 11714.1 | 13413.5034090909 | -1699.40340909091 |
| 66 | 12192.5 | 13413.5034090909 | -1221.00340909091 |
| 67 | 11268.8 | 13413.5034090909 | -2144.70340909091 |
| 68 | 9097.4 | 13413.5034090909 | -4316.10340909091 |
| 69 | 12639.8 | 13413.5034090909 | -773.70340909091 |
| 70 | 13040.1 | 13413.5034090909 | -373.403409090908 |
| 71 | 11687.3 | 13413.5034090909 | -1726.20340909091 |
| 72 | 11191.7 | 13413.5034090909 | -2221.80340909091 |
| 73 | 11391.9 | 13413.5034090909 | -2021.60340909091 |
| 74 | 11793.1 | 13413.5034090909 | -1620.40340909091 |
| 75 | 13933.2 | 13413.5034090909 | 519.696590909092 |
| 76 | 12778.1 | 13413.5034090909 | -635.403409090908 |
| 77 | 11810.3 | 13413.5034090909 | -1603.20340909091 |
| 78 | 13698.4 | 13413.5034090909 | 284.896590909091 |
| 79 | 11956.6 | 13413.5034090909 | -1456.90340909091 |
| 80 | 10723.8 | 13413.5034090909 | -2689.70340909091 |
| 81 | 13938.9 | 13413.5034090909 | 525.396590909091 |
| 82 | 13979.8 | 13413.5034090909 | 566.29659090909 |
| 83 | 13807.4 | 13413.5034090909 | 393.896590909091 |
| 84 | 12973.9 | 13413.5034090909 | -439.603409090909 |
| 85 | 12509.8 | 13413.5034090909 | -903.70340909091 |
| 86 | 12934.1 | 13413.5034090909 | -479.403409090908 |
| 87 | 14908.3 | 13413.5034090909 | 1494.79659090909 |
| 88 | 13772.1 | 13413.5034090909 | 358.596590909092 |
| 89 | 13012.6 | 13413.5034090909 | -400.903409090908 |
| 90 | 14049.9 | 13413.5034090909 | 636.396590909091 |
| 91 | 11816.5 | 13413.5034090909 | -1597.00340909091 |
| 92 | 11593.2 | 13413.5034090909 | -1820.30340909091 |
| 93 | 14466.2 | 13413.5034090909 | 1052.69659090909 |
| 94 | 13615.9 | 13413.5034090909 | 202.396590909091 |
| 95 | 14733.9 | 13413.5034090909 | 1320.39659090909 |
| 96 | 13880.7 | 13413.5034090909 | 467.196590909092 |
| 97 | 13527.5 | 13413.5034090909 | 113.996590909091 |
| 98 | 13584 | 13413.5034090909 | 170.496590909091 |
| 99 | 16170.2 | 13413.5034090909 | 2756.69659090909 |
| 100 | 13260.6 | 13413.5034090909 | -152.903409090908 |
| 101 | 14741.9 | 13413.5034090909 | 1328.39659090909 |
| 102 | 15486.5 | 13413.5034090909 | 2072.99659090909 |
| 103 | 13154.5 | 13413.5034090909 | -259.003409090909 |
| 104 | 12621.2 | 13413.5034090909 | -792.303409090908 |
| 105 | 15031.6 | 13413.5034090909 | 1618.09659090909 |
| 106 | 15452.4 | 13413.5034090909 | 2038.89659090909 |
| 107 | 15428 | 13413.5034090909 | 2014.49659090909 |
| 108 | 13105.9 | 13413.5034090909 | -307.603409090909 |
| 109 | 14716.8 | 13413.5034090909 | 1303.29659090909 |
| 110 | 14180 | 13413.5034090909 | 766.496590909091 |
| 111 | 16202.2 | 13413.5034090909 | 2788.69659090909 |
| 112 | 14392.4 | 13413.5034090909 | 978.89659090909 |
| 113 | 15140.6 | 13413.5034090909 | 1727.09659090909 |
| 114 | 15960.1 | 13413.5034090909 | 2546.59659090909 |
| 115 | 14351.3 | 13413.5034090909 | 937.79659090909 |
| 116 | 13230.2 | 13413.5034090909 | -183.303409090908 |
| 117 | 15202.1 | 13413.5034090909 | 1788.59659090909 |
| 118 | 17056 | 13413.5034090909 | 3642.49659090909 |
| 119 | 16077.7 | 13413.5034090909 | 2664.19659090909 |
| 120 | 13348.2 | 13413.5034090909 | -65.3034090909081 |
| 121 | 16402.4 | 13413.5034090909 | 2988.89659090909 |
| 122 | 16559.1 | 13413.5034090909 | 3145.59659090909 |
| 123 | 16579 | 13413.5034090909 | 3165.49659090909 |
| 124 | 17561.2 | 13413.5034090909 | 4147.69659090909 |
| 125 | 16129.6 | 13413.5034090909 | 2716.09659090909 |
| 126 | 18484.3 | 13413.5034090909 | 5070.79659090909 |
| 127 | 16402.6 | 13413.5034090909 | 2989.09659090909 |
| 128 | 14032.3 | 13413.5034090909 | 618.79659090909 |
| 129 | 17109.1 | 13413.5034090909 | 3695.59659090909 |
| 130 | 17157.2 | 13413.5034090909 | 3743.69659090909 |
| 131 | 13879.8 | 13413.5034090909 | 466.29659090909 |
| 132 | 12362.4 | 13413.5034090909 | -1051.10340909091 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0536143367321125 | 0.107228673464225 | 0.946385663267888 |
| 6 | 0.0428655710449557 | 0.0857311420899113 | 0.957134428955044 |
| 7 | 0.0183605282022607 | 0.0367210564045214 | 0.98163947179774 |
| 8 | 0.0541651877897314 | 0.108330375579463 | 0.945834812210269 |
| 9 | 0.0367918529241358 | 0.0735837058482716 | 0.963208147075864 |
| 10 | 0.0203092731274331 | 0.0406185462548662 | 0.979690726872567 |
| 11 | 0.00939574804001963 | 0.0187914960800393 | 0.99060425195998 |
| 12 | 0.00440304440879816 | 0.00880608881759631 | 0.995596955591202 |
| 13 | 0.00262148600719789 | 0.00524297201439579 | 0.997378513992802 |
| 14 | 0.00139622615142641 | 0.00279245230285282 | 0.998603773848574 |
| 15 | 0.00143465929477945 | 0.00286931858955891 | 0.99856534070522 |
| 16 | 0.00062802128565547 | 0.00125604257131094 | 0.999371978714344 |
| 17 | 0.000319078351500688 | 0.000638156703001377 | 0.9996809216485 |
| 18 | 0.00024830922519643 | 0.00049661845039286 | 0.999751690774804 |
| 19 | 0.000141621553009563 | 0.000283243106019125 | 0.99985837844699 |
| 20 | 0.000139447085544420 | 0.000278894171088839 | 0.999860552914456 |
| 21 | 0.000243529824309275 | 0.000487059648618549 | 0.99975647017569 |
| 22 | 0.000218628723298648 | 0.000437257446597297 | 0.999781371276701 |
| 23 | 0.000169909538621809 | 0.000339819077243619 | 0.999830090461378 |
| 24 | 0.000100331139405869 | 0.000200662278811739 | 0.999899668860594 |
| 25 | 4.9183805885894e-05 | 9.8367611771788e-05 | 0.999950816194114 |
| 26 | 4.83881670073234e-05 | 9.67763340146468e-05 | 0.999951611832993 |
| 27 | 0.00036045464248326 | 0.00072090928496652 | 0.999639545357517 |
| 28 | 0.000235045579337388 | 0.000470091158674776 | 0.999764954420663 |
| 29 | 0.000599341978013602 | 0.00119868395602720 | 0.999400658021986 |
| 30 | 0.000551501504995112 | 0.00110300300999022 | 0.999448498495005 |
| 31 | 0.000324393324835989 | 0.000648786649671978 | 0.999675606675164 |
| 32 | 0.000200720459248843 | 0.000401440918497686 | 0.99979927954075 |
| 33 | 0.000449410265832459 | 0.000898820531664919 | 0.999550589734168 |
| 34 | 0.00161302695207416 | 0.00322605390414833 | 0.998386973047926 |
| 35 | 0.00217296649129765 | 0.00434593298259529 | 0.997827033508702 |
| 36 | 0.00159405918975099 | 0.00318811837950198 | 0.99840594081025 |
| 37 | 0.00187413635504035 | 0.0037482727100807 | 0.99812586364496 |
| 38 | 0.00175667312367275 | 0.00351334624734549 | 0.998243326876327 |
| 39 | 0.00504852651224428 | 0.0100970530244886 | 0.994951473487756 |
| 40 | 0.00385610242861853 | 0.00771220485723706 | 0.996143897571381 |
| 41 | 0.00420479382890627 | 0.00840958765781253 | 0.995795206171094 |
| 42 | 0.00473189592376087 | 0.00946379184752173 | 0.99526810407624 |
| 43 | 0.00331968293304496 | 0.00663936586608992 | 0.996680317066955 |
| 44 | 0.00217194840350841 | 0.00434389680701681 | 0.997828051596492 |
| 45 | 0.00151790175515174 | 0.00303580351030348 | 0.998482098244848 |
| 46 | 0.00102563355779575 | 0.00205126711559150 | 0.998974366442204 |
| 47 | 0.000762911989101881 | 0.00152582397820376 | 0.999237088010898 |
| 48 | 0.00117751694692257 | 0.00235503389384513 | 0.998822483053077 |
| 49 | 0.000937404793825918 | 0.00187480958765184 | 0.999062595206174 |
| 50 | 0.0007883795918901 | 0.0015767591837802 | 0.99921162040811 |
| 51 | 0.0006090082777349 | 0.0012180165554698 | 0.999390991722265 |
| 52 | 0.000440996629368696 | 0.000881993258737391 | 0.999559003370631 |
| 53 | 0.000320128000016679 | 0.000640256000033358 | 0.999679871999983 |
| 54 | 0.000234300048649978 | 0.000468600097299957 | 0.99976569995135 |
| 55 | 0.000189737016662549 | 0.000379474033325099 | 0.999810262983337 |
| 56 | 0.000454396042929336 | 0.000908792085858672 | 0.99954560395707 |
| 57 | 0.00035555197251147 | 0.00071110394502294 | 0.999644448027489 |
| 58 | 0.000336864673025875 | 0.000673729346051749 | 0.999663135326974 |
| 59 | 0.000265087519331425 | 0.00053017503866285 | 0.999734912480669 |
| 60 | 0.000409080634821477 | 0.000818161269642954 | 0.999590919365179 |
| 61 | 0.000359804913770666 | 0.000719609827541332 | 0.99964019508623 |
| 62 | 0.000328262859182387 | 0.000656525718364773 | 0.999671737140818 |
| 63 | 0.000284998702504056 | 0.000569997405008111 | 0.999715001297496 |
| 64 | 0.000233266571989065 | 0.000466533143978131 | 0.99976673342801 |
| 65 | 0.000199822660090842 | 0.000399645320181684 | 0.99980017733991 |
| 66 | 0.000164083834452107 | 0.000328167668904214 | 0.999835916165548 |
| 67 | 0.000169466050693765 | 0.000338932101387531 | 0.999830533949306 |
| 68 | 0.00130786865609691 | 0.00261573731219383 | 0.998692131343903 |
| 69 | 0.00122402673389895 | 0.00244805346779790 | 0.998775973266101 |
| 70 | 0.00120950500422693 | 0.00241901000845386 | 0.998790494995773 |
| 71 | 0.00125088592472894 | 0.00250177184945787 | 0.998749114075271 |
| 72 | 0.00166056281068084 | 0.00332112562136168 | 0.99833943718932 |
| 73 | 0.00210480733522184 | 0.00420961467044367 | 0.997895192664778 |
| 74 | 0.00238139191003233 | 0.00476278382006465 | 0.997618608089968 |
| 75 | 0.00320266581428338 | 0.00640533162856676 | 0.996797334185717 |
| 76 | 0.00312854541304825 | 0.00625709082609651 | 0.996871454586952 |
| 77 | 0.00372071097884806 | 0.00744142195769612 | 0.996279289021152 |
| 78 | 0.00419174414321932 | 0.00838348828643864 | 0.99580825585678 |
| 79 | 0.00493900284725749 | 0.00987800569451499 | 0.995060997152742 |
| 80 | 0.0128074047100223 | 0.0256148094200446 | 0.987192595289978 |
| 81 | 0.0149155306108852 | 0.0298310612217704 | 0.985084469389115 |
| 82 | 0.0168254176684203 | 0.0336508353368407 | 0.98317458233158 |
| 83 | 0.0176881775111621 | 0.0353763550223241 | 0.982311822488838 |
| 84 | 0.0178302723231815 | 0.035660544646363 | 0.982169727676818 |
| 85 | 0.0198779699545804 | 0.0397559399091609 | 0.98012203004542 |
| 86 | 0.0207207310355289 | 0.0414414620710578 | 0.979279268964471 |
| 87 | 0.0280028443552094 | 0.0560056887104187 | 0.97199715564479 |
| 88 | 0.0275389995515791 | 0.0550779991031583 | 0.97246100044842 |
| 89 | 0.0281756936629499 | 0.0563513873258997 | 0.97182430633705 |
| 90 | 0.0279753745580857 | 0.0559507491161714 | 0.972024625441914 |
| 91 | 0.0455821414807992 | 0.0911642829615984 | 0.9544178585192 |
| 92 | 0.0887220455858057 | 0.177444091171611 | 0.911277954414194 |
| 93 | 0.092050769201118 | 0.184101538402236 | 0.907949230798882 |
| 94 | 0.0932120138510502 | 0.186424027702100 | 0.90678798614895 |
| 95 | 0.0970554412750467 | 0.194110882550093 | 0.902944558724953 |
| 96 | 0.0952524202837306 | 0.190504840567461 | 0.90474757971627 |
| 97 | 0.0973659485667712 | 0.194731897133542 | 0.902634051433229 |
| 98 | 0.09969913390363 | 0.19939826780726 | 0.90030086609637 |
| 99 | 0.141343205471128 | 0.282686410942256 | 0.858656794528872 |
| 100 | 0.152515456521043 | 0.305030913042086 | 0.847484543478957 |
| 101 | 0.145738293466322 | 0.291476586932644 | 0.854261706533678 |
| 102 | 0.151057809694511 | 0.302115619389022 | 0.84894219030549 |
| 103 | 0.169553021843947 | 0.339106043687894 | 0.830446978156053 |
| 104 | 0.235933187076829 | 0.471866374153658 | 0.764066812923171 |
| 105 | 0.223394140713625 | 0.446788281427251 | 0.776605859286375 |
| 106 | 0.216202669372142 | 0.432405338744283 | 0.783797330627858 |
| 107 | 0.204841156992883 | 0.409682313985766 | 0.795158843007117 |
| 108 | 0.248266431980395 | 0.496532863960791 | 0.751733568019605 |
| 109 | 0.227457350195229 | 0.454914700390458 | 0.772542649804771 |
| 110 | 0.219982838461016 | 0.439965676922031 | 0.780017161538984 |
| 111 | 0.221951718685687 | 0.443903437371374 | 0.778048281314313 |
| 112 | 0.205660761566470 | 0.411321523132940 | 0.79433923843353 |
| 113 | 0.179322390788715 | 0.35864478157743 | 0.820677609211285 |
| 114 | 0.16274956449267 | 0.32549912898534 | 0.83725043550733 |
| 115 | 0.148521348567083 | 0.297042697134166 | 0.851478651432917 |
| 116 | 0.202086600690850 | 0.404173201381699 | 0.79791339930915 |
| 117 | 0.171802197397054 | 0.343604394794108 | 0.828197802602946 |
| 118 | 0.181546067040405 | 0.36309213408081 | 0.818453932959595 |
| 119 | 0.150187224873559 | 0.300374449747118 | 0.849812775126441 |
| 120 | 0.20635479038975 | 0.4127095807795 | 0.79364520961025 |
| 121 | 0.169561955051866 | 0.339123910103732 | 0.830438044948134 |
| 122 | 0.137623574852242 | 0.275247149704485 | 0.862376425147758 |
| 123 | 0.107553039875940 | 0.215106079751879 | 0.89244696012406 |
| 124 | 0.116625136999099 | 0.233250273998197 | 0.883374863000901 |
| 125 | 0.0771974628030117 | 0.154394925606023 | 0.922802537196988 |
| 126 | 0.172529726861714 | 0.345059453723429 | 0.827470273138286 |
| 127 | 0.127933905320574 | 0.255867810641148 | 0.872066094679426 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 67 | 0.544715447154472 | NOK |
| 5% type I error level | 78 | 0.634146341463415 | NOK |
| 10% type I error level | 85 | 0.691056910569106 | NOK |
