| Multiple Linear Regression - Estimated Regression Equation |
| Uitvoer[t] = -209.936846753641 + 1.70732899709278TIP[t] + 1.46475451772423cons[t] + 3.84262135112876M1[t] + 4.97584082203382M2[t] + 7.75818751841094M3[t] + 6.43846429337343M4[t] + 4.03950933406176M5[t] + 4.92791824996914M6[t] + 6.84642000424656M7[t] + 1.04533165595581M8[t] + 32.4213266482419M9[t] + 2.89906337160993M10[t] -1.23736464838987M11[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) | -209.936846753641 | 17.809277 | -11.7881 | 0 | 0 |
| TIP | 1.70732899709278 | 0.109147 | 15.6424 | 0 | 0 |
| cons | 1.46475451772423 | 0.129884 | 11.2774 | 0 | 0 |
| M1 | 3.84262135112876 | 3.212424 | 1.1962 | 0.236668 | 0.118334 |
| M2 | 4.97584082203382 | 3.477148 | 1.431 | 0.157984 | 0.078992 |
| M3 | 7.75818751841094 | 3.483103 | 2.2274 | 0.029959 | 0.014979 |
| M4 | 6.43846429337343 | 3.416693 | 1.8844 | 0.064703 | 0.032352 |
| M5 | 4.03950933406176 | 3.11295 | 1.2976 | 0.199729 | 0.099864 |
| M6 | 4.92791824996914 | 3.285531 | 1.4999 | 0.139261 | 0.069631 |
| M7 | 6.84642000424656 | 3.340859 | 2.0493 | 0.045128 | 0.022564 |
| M8 | 1.04533165595581 | 3.096237 | 0.3376 | 0.736917 | 0.368458 |
| M9 | 32.4213266482419 | 4.252464 | 7.6241 | 0 | 0 |
| M10 | 2.89906337160993 | 3.582136 | 0.8093 | 0.421762 | 0.210881 |
| M11 | -1.23736464838987 | 3.228352 | -0.3833 | 0.702963 | 0.351481 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.954508054745504 |
| R-squared | 0.911085626574047 |
| Adjusted R-squared | 0.890444789885879 |
| F-TEST (value) | 44.1399561625484 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 56 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 5.10427813315091 |
| Sum Squared Residuals | 1459.00469459150 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 103.34 | 103.348216403211 | -0.0082164032108234 |
| 2 | 102.6 | 101.578976579058 | 1.02102342094163 |
| 3 | 100.69 | 99.4132452979814 | 1.27675470201855 |
| 4 | 105.67 | 103.959357754147 | 1.71064224585335 |
| 5 | 123.61 | 128.482648410610 | -4.87264841060958 |
| 6 | 113.08 | 113.400905504224 | -0.320905504224309 |
| 7 | 106.46 | 106.427114310518 | 0.0328856894823335 |
| 8 | 123.38 | 124.396804014931 | -1.01680401493068 |
| 9 | 109.87 | 113.302853468911 | -3.43285346891128 |
| 10 | 95.74 | 102.202385083665 | -6.46238508366476 |
| 11 | 123.06 | 127.470920806775 | -4.41092080677485 |
| 12 | 123.39 | 122.967460070252 | 0.422539929748496 |
| 13 | 120.28 | 115.634167571973 | 4.64583242802663 |
| 14 | 115.33 | 112.342513813539 | 2.98748618646123 |
| 15 | 110.4 | 106.981919276349 | 3.41808072365058 |
| 16 | 114.49 | 108.658043641926 | 5.83195635807359 |
| 17 | 132.03 | 122.089198841780 | 9.94080115822048 |
| 18 | 123.16 | 119.689740027679 | 3.47025997232112 |
| 19 | 118.82 | 113.862098853988 | 4.95790114601216 |
| 20 | 128.32 | 135.300464472953 | -6.9804644729534 |
| 21 | 112.24 | 110.935151913445 | 1.30484808655536 |
| 22 | 104.53 | 106.710652884140 | -2.18065288414032 |
| 23 | 132.57 | 132.291359316315 | 0.278640683685455 |
| 24 | 122.52 | 120.816214017914 | 1.70378598208601 |
| 25 | 131.8 | 130.064163361106 | 1.73583663889371 |
| 26 | 124.55 | 120.216924712326 | 4.33307528767377 |
| 27 | 120.96 | 117.452970989361 | 3.50702901063938 |
| 28 | 122.6 | 119.753436773066 | 2.84656322693426 |
| 29 | 145.52 | 142.505770609309 | 3.01422939069074 |
| 30 | 118.57 | 118.667669539801 | -0.0976695398014662 |
| 31 | 134.25 | 136.806262148536 | -2.55626214853594 |
| 32 | 136.7 | 139.000324996227 | -2.30032499622679 |
| 33 | 121.37 | 120.991034719075 | 0.378965280924589 |
| 34 | 111.63 | 117.439857385849 | -5.80985738584858 |
| 35 | 134.42 | 137.688938933921 | -3.26893893392108 |
| 36 | 137.65 | 141.770172696660 | -4.12017269665968 |
| 37 | 137.86 | 139.847245832863 | -1.98724583286274 |
| 38 | 119.77 | 122.517054687229 | -2.74705468722893 |
| 39 | 130.69 | 132.480258456231 | -1.79025845623098 |
| 40 | 128.28 | 130.756372372800 | -2.4763723727996 |
| 41 | 147.45 | 151.069465335164 | -3.61946533516393 |
| 42 | 128.42 | 130.787460069196 | -2.36746006919646 |
| 43 | 136.9 | 137.817873529917 | -0.917873529916937 |
| 44 | 143.95 | 145.416798987596 | -1.46679898759574 |
| 45 | 135.64 | 135.236964649134 | 0.403035350865702 |
| 46 | 122.48 | 125.646508002956 | -3.16650800295614 |
| 47 | 136.83 | 135.739500839535 | 1.09049916046463 |
| 48 | 153.04 | 154.582504727651 | -1.54250472765144 |
| 49 | 142.71 | 143.972350548352 | -1.2623505483518 |
| 50 | 123.46 | 123.145119161962 | 0.314880838037761 |
| 51 | 144.37 | 144.796435479499 | -0.426435479499037 |
| 52 | 146.15 | 148.321792033599 | -2.17179203359921 |
| 53 | 147.61 | 141.694350338821 | 5.91564966117904 |
| 54 | 158.51 | 155.636735000937 | 2.87326499906265 |
| 55 | 147.4 | 144.595114686638 | 2.80488531336185 |
| 56 | 165.05 | 151.019060416023 | 14.0309395839775 |
| 57 | 154.64 | 149.298061076797 | 5.34193892320321 |
| 58 | 126.2 | 125.765631453091 | 0.434368546908863 |
| 59 | 157.36 | 151.049280103454 | 6.31071989654584 |
| 60 | 154.15 | 150.613648487523 | 3.53635151247661 |
| 61 | 123.21 | 126.333856282495 | -3.12385628249497 |
| 62 | 113.07 | 118.979411045885 | -5.90941104588546 |
| 63 | 110.45 | 116.435170500578 | -5.9851705005785 |
| 64 | 113.57 | 119.310997424462 | -5.7409974244624 |
| 65 | 122.44 | 132.818566464317 | -10.3785664643168 |
| 66 | 114.93 | 118.487489858162 | -3.55748985816153 |
| 67 | 111.85 | 116.171536470403 | -4.32153647040346 |
| 68 | 126.04 | 128.306547112271 | -2.26654711227089 |
| 69 | 121.34 | 125.335934172638 | -3.99593417263758 |
| 70 | 124.36 | 107.174965190299 | 17.1850348097009 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.285895877146033 | 0.571791754292065 | 0.714104122853967 |
| 18 | 0.157092600922101 | 0.314185201844201 | 0.8429073990779 |
| 19 | 0.082251088359825 | 0.16450217671965 | 0.917748911640175 |
| 20 | 0.183248168713256 | 0.366496337426511 | 0.816751831286744 |
| 21 | 0.134497953879458 | 0.268995907758916 | 0.865502046120542 |
| 22 | 0.0780434185708931 | 0.156086837141786 | 0.921956581429107 |
| 23 | 0.0424290472116658 | 0.0848580944233315 | 0.957570952788334 |
| 24 | 0.0302901436800674 | 0.0605802873601348 | 0.969709856319933 |
| 25 | 0.0163960261989907 | 0.0327920523979813 | 0.98360397380101 |
| 26 | 0.00982618435020305 | 0.0196523687004061 | 0.990173815649797 |
| 27 | 0.0064641676083446 | 0.0129283352166892 | 0.993535832391655 |
| 28 | 0.00521311071625534 | 0.0104262214325107 | 0.994786889283745 |
| 29 | 0.00365659600388016 | 0.00731319200776032 | 0.99634340399612 |
| 30 | 0.00555326186545139 | 0.0111065237309028 | 0.994446738134549 |
| 31 | 0.00290555574246025 | 0.00581111148492050 | 0.99709444425754 |
| 32 | 0.00141749977344974 | 0.00283499954689948 | 0.99858250022655 |
| 33 | 0.000822401376581322 | 0.00164480275316264 | 0.999177598623419 |
| 34 | 0.000637308032896476 | 0.00127461606579295 | 0.999362691967103 |
| 35 | 0.000426813035258339 | 0.000853626070516678 | 0.999573186964742 |
| 36 | 0.000243783682364577 | 0.000487567364729153 | 0.999756216317635 |
| 37 | 0.000116914787163447 | 0.000233829574326893 | 0.999883085212837 |
| 38 | 0.000369763281717808 | 0.000739526563435616 | 0.999630236718282 |
| 39 | 0.000185119164179939 | 0.000370238328359877 | 0.99981488083582 |
| 40 | 0.000149737027148096 | 0.000299474054296193 | 0.999850262972852 |
| 41 | 8.73834682991561e-05 | 0.000174766936598312 | 0.9999126165317 |
| 42 | 4.62164317165252e-05 | 9.24328634330505e-05 | 0.999953783568283 |
| 43 | 2.01383786536878e-05 | 4.02767573073756e-05 | 0.999979861621346 |
| 44 | 1.35242148484791e-05 | 2.70484296969582e-05 | 0.999986475785152 |
| 45 | 1.01902340829507e-05 | 2.03804681659013e-05 | 0.999989809765917 |
| 46 | 3.72435365625322e-05 | 7.44870731250644e-05 | 0.999962756463437 |
| 47 | 1.41410888181369e-05 | 2.82821776362738e-05 | 0.999985858911182 |
| 48 | 1.40811641983079e-05 | 2.81623283966159e-05 | 0.999985918835802 |
| 49 | 6.26365696234096e-06 | 1.25273139246819e-05 | 0.999993736343038 |
| 50 | 3.24862273949219e-06 | 6.49724547898437e-06 | 0.99999675137726 |
| 51 | 1.11947960245031e-06 | 2.23895920490061e-06 | 0.999998880520398 |
| 52 | 7.86659273637073e-07 | 1.57331854727415e-06 | 0.999999213340726 |
| 53 | 1.25818192145017e-06 | 2.51636384290035e-06 | 0.999998741818079 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 24 | 0.648648648648649 | NOK |
| 5% type I error level | 29 | 0.783783783783784 | NOK |
| 10% type I error level | 31 | 0.837837837837838 | NOK |
