| Multiple Linear Regression - Estimated Regression Equation |
| BouwV[t] = + 518.747264117247 -11.3910198062011X[t] + 19.2778823073052M1[t] + 37.7341697487835M2[t] + 49.0513552096416M3[t] + 38.1459775015075M4[t] -13.2255554531384M5[t] -17.1918311806524M6[t] -7.0746457197943M7[t] -3.38528065506023M8[t] + 5.01536599416992M9[t] + 6.76562907828386M10[t] + 3.93845533138997M11[t] + 1.76627572751399t + 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) | 518.747264117247 | 10.657189 | 48.6758 | 0 | 0 |
| X | -11.3910198062011 | 1.612509 | -7.0642 | 0 | 0 |
| M1 | 19.2778823073052 | 12.386812 | 1.5563 | 0.126485 | 0.063243 |
| M2 | 37.7341697487835 | 12.359388 | 3.0531 | 0.003758 | 0.001879 |
| M3 | 49.0513552096416 | 12.340771 | 3.9747 | 0.000247 | 0.000123 |
| M4 | 38.1459775015075 | 12.331543 | 3.0934 | 0.00336 | 0.00168 |
| M5 | -13.2255554531384 | 12.312201 | -1.0742 | 0.288343 | 0.144172 |
| M6 | -17.1918311806524 | 12.301295 | -1.3976 | 0.168949 | 0.084474 |
| M7 | -7.0746457197943 | 12.290025 | -0.5756 | 0.567663 | 0.283832 |
| M8 | -3.38528065506023 | 12.281387 | -0.2756 | 0.784057 | 0.392028 |
| M9 | 5.01536599416992 | 12.273745 | 0.4086 | 0.684711 | 0.342355 |
| M10 | 6.76562907828386 | 12.270125 | 0.5514 | 0.584035 | 0.292017 |
| M11 | 3.93845533138997 | 12.266633 | 0.3211 | 0.749611 | 0.374806 |
| t | 1.76627572751399 | 0.149689 | 11.7997 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.909497131849277 |
| R-squared | 0.82718503284206 |
| Adjusted R-squared | 0.778346020384382 |
| F-TEST (value) | 16.9369729488052 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 46 |
| p-value | 2.36588526547621e-13 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 19.3938442355615 |
| Sum Squared Residuals | 17301.5749347282 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 564 | 550.043339977648 | 13.9566600223522 |
| 2 | 581 | 571.40500512726 | 9.59499487274032 |
| 3 | 597 | 581.071160373771 | 15.9288396262285 |
| 4 | 587 | 583.323078199352 | 3.6769218006476 |
| 5 | 536 | 525.74410710788 | 10.2558928921202 |
| 6 | 524 | 514.431291262919 | 9.56870873708105 |
| 7 | 537 | 516.06283462571 | 20.9371653742900 |
| 8 | 536 | 522.657577398578 | 13.3424226014218 |
| 9 | 533 | 518.016174027261 | 14.9838259727391 |
| 10 | 528 | 519.254508877649 | 8.7454911223514 |
| 11 | 516 | 511.358998974548 | 4.64100102545195 |
| 12 | 502 | 503.491309467572 | -1.49130946757155 |
| 13 | 506 | 506.309835812469 | -0.309835812468962 |
| 14 | 518 | 518.55868511712 | -0.55868511712047 |
| 15 | 534 | 532.781248286113 | 1.21875171388738 |
| 16 | 528 | 517.946636402392 | 10.0533635976080 |
| 17 | 478 | 469.48048115588 | 8.51951884411976 |
| 18 | 469 | 475.254195020221 | -6.25419502022099 |
| 19 | 490 | 498.528676014794 | -8.52867601479417 |
| 20 | 493 | 500.567010865182 | -7.56701086518187 |
| 21 | 508 | 519.846749086887 | -11.8467490868869 |
| 22 | 517 | 524.502389879135 | -7.50238987913494 |
| 23 | 514 | 527.997899782235 | -13.9978997822355 |
| 24 | 510 | 528.1039241396 | -18.1039241395997 |
| 25 | 527 | 557.12179603876 | -30.1217960387597 |
| 26 | 542 | 586.457175052713 | -44.4571750527128 |
| 27 | 565 | 601.818840202325 | -36.8188402023251 |
| 28 | 555 | 591.540636241085 | -36.5406362410849 |
| 29 | 499 | 541.935379013953 | -42.935379013953 |
| 30 | 511 | 539.735379013953 | -28.7353790139531 |
| 31 | 526 | 545.923330299225 | -19.9233302992246 |
| 32 | 532 | 551.378971091473 | -19.3789710914726 |
| 33 | 549 | 561.545893468217 | -12.5458934682168 |
| 34 | 561 | 566.201534260465 | -5.20153426046479 |
| 35 | 557 | 560.584228318604 | -3.58422831860446 |
| 36 | 566 | 559.551150695349 | 6.4488493046514 |
| 37 | 588 | 584.012614672028 | 3.98738532797186 |
| 38 | 620 | 601.95697387978 | 18.0430261202198 |
| 39 | 626 | 610.484027145672 | 15.5159728543282 |
| 40 | 620 | 600.205823184432 | 19.7941768155684 |
| 41 | 573 | 549.46146397668 | 23.5385360233204 |
| 42 | 573 | 543.844158034819 | 29.1558419651807 |
| 43 | 574 | 558.005823184432 | 15.9941768155684 |
| 44 | 580 | 568.01787189916 | 11.9821281008399 |
| 45 | 590 | 571.350182392184 | 18.6498176078165 |
| 46 | 593 | 574.866721203811 | 18.1332787961885 |
| 47 | 597 | 573.805823184432 | 23.1941768155684 |
| 48 | 595 | 577.329153483656 | 17.6708465163439 |
| 49 | 612 | 599.512413499095 | 12.4875865009045 |
| 50 | 628 | 610.622160823127 | 17.3778391768732 |
| 51 | 629 | 624.844723992119 | 4.15527600788097 |
| 52 | 621 | 617.983825972739 | 3.01617402726085 |
| 53 | 569 | 568.378568745607 | 0.621431254392733 |
| 54 | 567 | 570.734976668088 | -3.73497666808771 |
| 55 | 573 | 581.47933587584 | -8.47933587583966 |
| 56 | 584 | 582.378568745607 | 1.62143125439271 |
| 57 | 589 | 598.241001025452 | -9.24100102545196 |
| 58 | 591 | 605.17484577894 | -14.1748457789402 |
| 59 | 595 | 605.25304974018 | -10.2530497401804 |
| 60 | 594 | 598.524462213824 | -4.52446221382403 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.00241895901723311 | 0.00483791803446621 | 0.997581040982767 |
| 18 | 0.000725555881337732 | 0.00145111176267546 | 0.999274444118662 |
| 19 | 0.000217401274492083 | 0.000434802548984167 | 0.999782598725508 |
| 20 | 0.000116146245552312 | 0.000232292491104624 | 0.999883853754448 |
| 21 | 0.000157207953710994 | 0.000314415907421988 | 0.99984279204629 |
| 22 | 0.000566551975826148 | 0.00113310395165230 | 0.999433448024174 |
| 23 | 0.00052568941155096 | 0.00105137882310192 | 0.99947431058845 |
| 24 | 0.000960493907449871 | 0.00192098781489974 | 0.99903950609255 |
| 25 | 0.0027736480285569 | 0.0055472960571138 | 0.997226351971443 |
| 26 | 0.00584070066453306 | 0.0116814013290661 | 0.994159299335467 |
| 27 | 0.00264491419789270 | 0.00528982839578539 | 0.997355085802107 |
| 28 | 0.00143521812783954 | 0.00287043625567908 | 0.99856478187216 |
| 29 | 0.00243247952849115 | 0.0048649590569823 | 0.997567520471509 |
| 30 | 0.00769761801255042 | 0.0153952360251008 | 0.99230238198745 |
| 31 | 0.0219533499175337 | 0.0439066998350673 | 0.978046650082466 |
| 32 | 0.0951793349519692 | 0.190358669903938 | 0.904820665048031 |
| 33 | 0.286484286717076 | 0.572968573434152 | 0.713515713282924 |
| 34 | 0.522078930509451 | 0.955842138981099 | 0.477921069490549 |
| 35 | 0.937955341127696 | 0.124089317744607 | 0.0620446588723037 |
| 36 | 0.998893339586427 | 0.00221332082714679 | 0.00110666041357340 |
| 37 | 0.999999847515663 | 3.04968674122329e-07 | 1.52484337061164e-07 |
| 38 | 0.999999882484408 | 2.35031184252051e-07 | 1.17515592126026e-07 |
| 39 | 0.999999409671168 | 1.18065766486405e-06 | 5.90328832432025e-07 |
| 40 | 0.999996028955268 | 7.9420894632852e-06 | 3.9710447316426e-06 |
| 41 | 0.99999198246126 | 1.60350774780667e-05 | 8.01753873903334e-06 |
| 42 | 0.999995763099204 | 8.47380159274221e-06 | 4.23690079637111e-06 |
| 43 | 0.999912251287406 | 0.000175497425188443 | 8.77487125942217e-05 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 20 | 0.740740740740741 | NOK |
| 5% type I error level | 23 | 0.851851851851852 | NOK |
| 10% type I error level | 23 | 0.851851851851852 | NOK |
