| Multiple Linear Regression - Estimated Regression Equation |
| Uitvoer[t] = + 363.352795622603 + 0.921775814575904TIP[t] -3.46317522752666cons[t] -4.25013298896887M1[t] -5.0907676742516M2[t] + 5.11786220743184M3[t] -13.9124269008515M4[t] -22.1881699736302M5[t] + 3.53402423404762M6[t] -4.37096560255769M7[t] + 11.9907496437046M8[t] -10.6140628334390M9[t] -20.2941710232316M10[t] -19.5489939039977M11[t] + 1.07177313261062t + 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) | 363.352795622603 | 175.09485 | 2.0752 | 0.043242 | 0.021621 |
| TIP | 0.921775814575904 | 0.295261 | 3.1219 | 0.003012 | 0.001506 |
| cons | -3.46317522752666 | 1.691119 | -2.0479 | 0.045953 | 0.022976 |
| M1 | -4.25013298896887 | 6.839843 | -0.6214 | 0.537231 | 0.268615 |
| M2 | -5.0907676742516 | 6.893627 | -0.7385 | 0.463749 | 0.231874 |
| M3 | 5.11786220743184 | 6.73564 | 0.7598 | 0.451004 | 0.225502 |
| M4 | -13.9124269008515 | 6.603993 | -2.1067 | 0.04029 | 0.020145 |
| M5 | -22.1881699736302 | 6.781261 | -3.272 | 0.00196 | 0.00098 |
| M6 | 3.53402423404762 | 6.795058 | 0.5201 | 0.605345 | 0.302672 |
| M7 | -4.37096560255769 | 7.217354 | -0.6056 | 0.547563 | 0.273781 |
| M8 | 11.9907496437046 | 8.630667 | 1.3893 | 0.171017 | 0.085509 |
| M9 | -10.6140628334390 | 7.096831 | -1.4956 | 0.14117 | 0.070585 |
| M10 | -20.2941710232316 | 7.083564 | -2.865 | 0.006126 | 0.003063 |
| M11 | -19.5489939039977 | 7.012533 | -2.7877 | 0.007534 | 0.003767 |
| t | 1.07177313261062 | 0.425616 | 2.5182 | 0.015113 | 0.007557 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.776726195507704 |
| R-squared | 0.603303582787871 |
| Adjusted R-squared | 0.489961749298692 |
| F-TEST (value) | 5.32286768455591 |
| F-TEST (DF numerator) | 14 |
| F-TEST (DF denominator) | 49 |
| p-value | 5.45203608637301e-06 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 10.6353811503737 |
| Sum Squared Residuals | 5542.45527847249 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 113.08 | 115.886842531008 | -2.8068425310083 |
| 2 | 106.46 | 114.458784512099 | -7.99878451209865 |
| 3 | 123.38 | 131.923425865321 | -8.5434258653211 |
| 4 | 109.87 | 122.237706521217 | -12.3677065212173 |
| 5 | 95.74 | 105.723279580003 | -9.98327958000328 |
| 6 | 123.06 | 125.646628821810 | -2.58662882181037 |
| 7 | 123.39 | 130.540793944519 | -7.15079394451928 |
| 8 | 120.28 | 126.163348544048 | -5.88334854404793 |
| 9 | 115.33 | 116.827440588606 | -1.49744058860558 |
| 10 | 110.4 | 118.555483254994 | -8.15548325499351 |
| 11 | 114.49 | 117.181371181927 | -2.69137118192711 |
| 12 | 132.03 | 130.136553639211 | 1.89344636078896 |
| 13 | 123.16 | 125.426849198008 | -2.26684919800769 |
| 14 | 118.82 | 120.383036520663 | -1.56303652066334 |
| 15 | 128.32 | 123.857492502337 | 4.46250749766319 |
| 16 | 112.24 | 112.175120824343 | 0.0648791756570806 |
| 17 | 104.53 | 101.315030461341 | 3.21496953865905 |
| 18 | 132.57 | 123.880546729948 | 8.68945327005155 |
| 19 | 122.52 | 130.953384603023 | -8.43338460302296 |
| 20 | 131.8 | 117.344899559936 | 14.4551004400637 |
| 21 | 124.55 | 108.034240427841 | 16.5157595721593 |
| 22 | 120.96 | 115.487718621186 | 5.4722813788135 |
| 23 | 122.6 | 110.956654701655 | 11.6433452983451 |
| 24 | 145.52 | 134.839311389213 | 10.6806886107872 |
| 25 | 118.57 | 124.595824417578 | -6.02582441757795 |
| 26 | 134.25 | 121.508048658603 | 12.7419513413968 |
| 27 | 136.7 | 134.147680044025 | 2.55231995597521 |
| 28 | 121.37 | 128.134490262587 | -6.76449026258735 |
| 29 | 111.63 | 107.565292284898 | 4.06470771510198 |
| 30 | 134.42 | 141.5582222851 | -7.13822228509996 |
| 31 | 137.65 | 137.845240579978 | -0.195240579977643 |
| 32 | 137.86 | 128.432138677785 | 9.42786132221529 |
| 33 | 119.77 | 119.709698060539 | 0.0603019394606686 |
| 34 | 130.69 | 123.832544372214 | 6.85745562778567 |
| 35 | 128.28 | 127.285777013388 | 0.994222986611525 |
| 36 | 147.45 | 144.726678126625 | 2.7233218733754 |
| 37 | 128.42 | 130.600536332232 | -2.18053633223205 |
| 38 | 136.9 | 134.172460515111 | 2.72753948488916 |
| 39 | 143.95 | 143.976458404595 | -0.0264584045954077 |
| 40 | 135.64 | 136.591801302833 | -0.951801302833051 |
| 41 | 122.48 | 118.477808819882 | 4.00219118011794 |
| 42 | 136.83 | 147.009347437179 | -10.1793474371791 |
| 43 | 153.04 | 148.289321722940 | 4.75067827705957 |
| 44 | 142.71 | 143.16273799544 | -0.452737995440148 |
| 45 | 123.46 | 130.959942085884 | -7.499942085884 |
| 46 | 144.37 | 130.106241546508 | 14.2637584534922 |
| 47 | 146.15 | 140.910245353553 | 5.23975464644719 |
| 48 | 147.61 | 151.480528368308 | -3.87052836830754 |
| 49 | 158.51 | 133.47980050972 | 25.0301994902800 |
| 50 | 147.4 | 141.807720806972 | 5.59227919302847 |
| 51 | 165.05 | 153.603951188589 | 11.4460488114109 |
| 52 | 154.64 | 129.901777073516 | 24.7382229264842 |
| 53 | 126.2 | 127.498588853876 | -1.29858885387568 |
| 54 | 157.36 | 146.145254725962 | 11.2147452740378 |
| 55 | 154.15 | 143.121259149540 | 11.0287408504603 |
| 56 | 123.21 | 140.756875222791 | -17.5468752227909 |
| 57 | 113.07 | 120.648678837130 | -7.57867883713037 |
| 58 | 110.45 | 128.888012205098 | -18.4380122050978 |
| 59 | 113.57 | 128.755951749477 | -15.1859517494767 |
| 60 | 122.44 | 133.866928476644 | -11.426928476644 |
| 61 | 114.93 | 126.680147011454 | -11.7501470114540 |
| 62 | 111.85 | 123.349948986552 | -11.4999489865524 |
| 63 | 126.04 | 135.930991995133 | -9.89099199513284 |
| 64 | 121.34 | 126.059104015504 | -4.7191040155036 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 18 | 0.00503860649539688 | 0.0100772129907938 | 0.994961393504603 |
| 19 | 0.0180586013285341 | 0.0361172026570683 | 0.981941398671466 |
| 20 | 0.00889422292250569 | 0.0177884458450114 | 0.991105777077494 |
| 21 | 0.00440926768896815 | 0.0088185353779363 | 0.995590732311032 |
| 22 | 0.00148766000787155 | 0.0029753200157431 | 0.998512339992129 |
| 23 | 0.000450160917219224 | 0.000900321834438447 | 0.99954983908278 |
| 24 | 0.000243328712372217 | 0.000486657424744435 | 0.999756671287628 |
| 25 | 0.00157924174012796 | 0.00315848348025592 | 0.998420758259872 |
| 26 | 0.00311670811365039 | 0.00623341622730079 | 0.99688329188635 |
| 27 | 0.00127069775086635 | 0.00254139550173269 | 0.998729302249134 |
| 28 | 0.00071908489700439 | 0.00143816979400878 | 0.999280915102996 |
| 29 | 0.000259223289937400 | 0.000518446579874799 | 0.999740776710063 |
| 30 | 0.000148984106938715 | 0.000297968213877431 | 0.999851015893061 |
| 31 | 7.3035433993487e-05 | 0.000146070867986974 | 0.999926964566006 |
| 32 | 3.89677351472816e-05 | 7.79354702945631e-05 | 0.999961032264853 |
| 33 | 8.52978689950896e-05 | 0.000170595737990179 | 0.999914702131005 |
| 34 | 4.14686043859618e-05 | 8.29372087719237e-05 | 0.999958531395614 |
| 35 | 1.61430712382156e-05 | 3.22861424764311e-05 | 0.999983856928762 |
| 36 | 6.65845344149485e-06 | 1.33169068829897e-05 | 0.999993341546559 |
| 37 | 3.70513943824805e-06 | 7.41027887649609e-06 | 0.999996294860562 |
| 38 | 1.42819484418818e-06 | 2.85638968837636e-06 | 0.999998571805156 |
| 39 | 4.06984092859831e-07 | 8.13968185719662e-07 | 0.999999593015907 |
| 40 | 2.34487063389262e-06 | 4.68974126778523e-06 | 0.999997655129366 |
| 41 | 7.90672203590424e-07 | 1.58134440718085e-06 | 0.999999209327796 |
| 42 | 0.000929344413405446 | 0.00185868882681089 | 0.999070655586595 |
| 43 | 0.0705576115275448 | 0.141115223055090 | 0.929442388472455 |
| 44 | 0.0543804183153715 | 0.108760836630743 | 0.945619581684628 |
| 45 | 0.49096916736119 | 0.98193833472238 | 0.50903083263881 |
| 46 | 0.341818377918636 | 0.683636755837272 | 0.658181622081364 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 22 | 0.758620689655172 | NOK |
| 5% type I error level | 25 | 0.862068965517241 | NOK |
| 10% type I error level | 25 | 0.862068965517241 | NOK |
