| Multiple Linear Regression - Estimated Regression Equation |
| Omzet[t] = + 9.62892920428404 + 0.925248827042633Productie[t] + 0.676911417353666t + 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) | 9.62892920428404 | 9.1175 | 1.0561 | 0.294776 | 0.147388 |
| Productie | 0.925248827042633 | 0.091593 | 10.1018 | 0 | 0 |
| t | 0.676911417353666 | 0.040696 | 16.6334 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.950714721863758 |
| R-squared | 0.903858482368483 |
| Adjusted R-squared | 0.900945103046316 |
| F-TEST (value) | 310.244009590941 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 66 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 6.1418974722568 |
| Sum Squared Residuals | 2489.71170094115 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 104.2 | 100.42507637559 | 3.77492362440995 |
| 2 | 103.2 | 100.731888262127 | 2.46811173787329 |
| 3 | 112.7 | 109.180889826639 | 3.51911017336147 |
| 4 | 106.4 | 107.359629410977 | -0.959629410977073 |
| 5 | 102.6 | 103.780396223935 | -1.18039622393463 |
| 6 | 110.6 | 110.378900134361 | 0.221099865638846 |
| 7 | 95.2 | 95.2340566092858 | -0.0340566092857868 |
| 8 | 89 | 98.224090094246 | -9.22409009424604 |
| 9 | 112.5 | 117.313453169748 | -4.8134531697481 |
| 10 | 116.8 | 119.748337358483 | -2.94833735848277 |
| 11 | 107.2 | 108.304489141578 | -1.10448914157793 |
| 12 | 113.6 | 107.408477552959 | 6.19152244704086 |
| 13 | 101.8 | 106.419941081636 | -4.61994108163605 |
| 14 | 102.6 | 108.854825270371 | -6.25482527037073 |
| 15 | 122.7 | 124.058143272294 | -1.35814327229373 |
| 16 | 110.3 | 115.667616184630 | -5.3676161846296 |
| 17 | 110.5 | 111.255659053249 | -0.755659053248777 |
| 18 | 121.6 | 124.886054049199 | -3.28605404919932 |
| 19 | 100.3 | 103.356993617530 | -3.05699361752978 |
| 20 | 100.7 | 112.731244009084 | -12.0312440090842 |
| 21 | 123.4 | 129.414960134275 | -6.0149601342754 |
| 22 | 127.1 | 126.575926008867 | 0.524073991132925 |
| 23 | 124.1 | 121.331244933148 | 2.76875506685211 |
| 24 | 131.2 | 119.880084048303 | 11.3199159516965 |
| 25 | 111.6 | 114.080253676359 | -2.48025367635872 |
| 26 | 114.2 | 115.959988568868 | -1.75998856886781 |
| 27 | 130.1 | 124.779089664197 | 5.32091033580334 |
| 28 | 125.9 | 123.698028310169 | 2.20197168983070 |
| 29 | 119 | 120.026270240423 | -1.02627024042260 |
| 30 | 133.8 | 135.322113125050 | -1.52211312504987 |
| 31 | 107.5 | 105.465813249997 | 2.03418675000335 |
| 32 | 113.5 | 119.836407307581 | -6.33640730758128 |
| 33 | 134.4 | 136.705173198181 | -2.30517319818102 |
| 34 | 126.8 | 130.627768178123 | -3.82776817812348 |
| 35 | 135.6 | 133.987901193901 | 1.61209880609922 |
| 36 | 139.9 | 128.650695235477 | 11.2493047645227 |
| 37 | 129.8 | 126.274285523590 | 3.52571447640972 |
| 38 | 131 | 128.524119946916 | 2.47588005308356 |
| 39 | 153.1 | 142.894714004501 | 10.2052859954989 |
| 40 | 134.1 | 129.877942781624 | 4.22205721837622 |
| 41 | 144.1 | 139.067143407770 | 5.03285659223033 |
| 42 | 155.9 | 144.092724312224 | 11.8072756877763 |
| 43 | 123.3 | 117.752369979932 | 5.54763002006752 |
| 44 | 128.1 | 132.40053868563 | -4.30053868562991 |
| 45 | 144.3 | 146.308508329693 | -2.00850832969322 |
| 46 | 153 | 148.558342753019 | 4.44165724698063 |
| 47 | 149.9 | 145.904358393020 | 3.99564160698044 |
| 48 | 150.9 | 136.496057595609 | 14.4039424043915 |
| 49 | 141 | 140.873964321133 | 0.126035678867285 |
| 50 | 138.9 | 140.903201559557 | -2.00320155955653 |
| 51 | 157.4 | 154.070972141986 | 3.32902785801425 |
| 52 | 142.9 | 142.997223455898 | -0.097223455897966 |
| 53 | 151.7 | 146.634931119788 | 5.06506888021192 |
| 54 | 161 | 154.621308270779 | 6.37869172922146 |
| 55 | 138.5 | 132.444573660179 | 6.05542633982084 |
| 56 | 135.9 | 143.946896353932 | -8.04689635393163 |
| 57 | 151.5 | 152.303373035739 | -0.803373035739158 |
| 58 | 164 | 162.140247840815 | 1.8597521591851 |
| 59 | 159.1 | 154.397394932081 | 4.7026050679194 |
| 60 | 157 | 142.768496949767 | 14.2315030502328 |
| 61 | 142.1 | 153.345570816477 | -11.2455708164771 |
| 62 | 144.8 | 155.965504770620 | -11.1655047706203 |
| 63 | 152.1 | 153.866669706846 | -1.76666970684604 |
| 64 | 154.9 | 161.482947327019 | -6.58294732701945 |
| 65 | 148.4 | 154.572818362624 | -6.17281836262352 |
| 66 | 157.3 | 161.541421803867 | -4.24142180386710 |
| 67 | 145.7 | 143.805881563072 | 1.89411843692763 |
| 68 | 133.8 | 147.998738523188 | -14.1987385231880 |
| 69 | 156.8 | 164.404880000266 | -7.60488000026645 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.0143893305690357 | 0.0287786611380713 | 0.985610669430964 |
| 7 | 0.00835354065314804 | 0.0167070813062961 | 0.991646459346852 |
| 8 | 0.0398781778289471 | 0.0797563556578942 | 0.960121822171053 |
| 9 | 0.0155930142064860 | 0.0311860284129721 | 0.984406985793514 |
| 10 | 0.00766069540344624 | 0.0153213908068925 | 0.992339304596554 |
| 11 | 0.0120305937954663 | 0.0240611875909326 | 0.987969406204534 |
| 12 | 0.102617572468486 | 0.205235144936973 | 0.897382427531514 |
| 13 | 0.066323224300687 | 0.132646448601374 | 0.933676775699313 |
| 14 | 0.0457511866692656 | 0.0915023733385313 | 0.954248813330734 |
| 15 | 0.0287547847876292 | 0.0575095695752584 | 0.97124521521237 |
| 16 | 0.0175017116089338 | 0.0350034232178676 | 0.982498288391066 |
| 17 | 0.0136935054241228 | 0.0273870108482456 | 0.986306494575877 |
| 18 | 0.00776019529469016 | 0.0155203905893803 | 0.99223980470531 |
| 19 | 0.00465688238787641 | 0.00931376477575282 | 0.995343117612124 |
| 20 | 0.0133791026128758 | 0.0267582052257517 | 0.986620897387124 |
| 21 | 0.0100859129357193 | 0.0201718258714385 | 0.98991408706428 |
| 22 | 0.0131216580222200 | 0.0262433160444399 | 0.98687834197778 |
| 23 | 0.0226007195121556 | 0.0452014390243112 | 0.977399280487844 |
| 24 | 0.162142593856764 | 0.324285187713528 | 0.837857406143236 |
| 25 | 0.131225007166379 | 0.262450014332757 | 0.868774992833621 |
| 26 | 0.105027197686373 | 0.210054395372746 | 0.894972802313627 |
| 27 | 0.107884318262873 | 0.215768636525745 | 0.892115681737127 |
| 28 | 0.0839900488958161 | 0.167980097791632 | 0.916009951104184 |
| 29 | 0.064856205302827 | 0.129712410605654 | 0.935143794697173 |
| 30 | 0.0520748860760313 | 0.104149772152063 | 0.947925113923969 |
| 31 | 0.0398860532497292 | 0.0797721064994584 | 0.960113946750271 |
| 32 | 0.063510090738119 | 0.127020181476238 | 0.936489909261881 |
| 33 | 0.0601047791366435 | 0.120209558273287 | 0.939895220863357 |
| 34 | 0.0760007153363639 | 0.152001430672728 | 0.923999284663636 |
| 35 | 0.0692918144645877 | 0.138583628929175 | 0.930708185535412 |
| 36 | 0.130526748030351 | 0.261053496060701 | 0.86947325196965 |
| 37 | 0.110016244805697 | 0.220032489611395 | 0.889983755194303 |
| 38 | 0.0932698899673663 | 0.186539779934733 | 0.906730110032634 |
| 39 | 0.107707416587053 | 0.215414833174106 | 0.892292583412947 |
| 40 | 0.0841529588858982 | 0.168305917771796 | 0.915847041114102 |
| 41 | 0.0623614670708201 | 0.124722934141640 | 0.93763853292918 |
| 42 | 0.0785870506989923 | 0.157174101397985 | 0.921412949301008 |
| 43 | 0.0593499468359859 | 0.118699893671972 | 0.940650053164014 |
| 44 | 0.111067750335679 | 0.222135500671357 | 0.888932249664321 |
| 45 | 0.127086972855698 | 0.254173945711396 | 0.872913027144302 |
| 46 | 0.0928352674517866 | 0.185670534903573 | 0.907164732548213 |
| 47 | 0.0664152175101398 | 0.132830435020280 | 0.93358478248986 |
| 48 | 0.115347051367086 | 0.230694102734171 | 0.884652948632914 |
| 49 | 0.0996198251946698 | 0.199239650389340 | 0.90038017480533 |
| 50 | 0.114637037162899 | 0.229274074325799 | 0.8853629628371 |
| 51 | 0.080327677003244 | 0.160655354006488 | 0.919672322996756 |
| 52 | 0.0721311333421328 | 0.144262266684266 | 0.927868866657867 |
| 53 | 0.0477290259935526 | 0.0954580519871053 | 0.952270974006447 |
| 54 | 0.0364556134107228 | 0.0729112268214457 | 0.963544386589277 |
| 55 | 0.0227505148104436 | 0.0455010296208871 | 0.977249485189556 |
| 56 | 0.0954338012435351 | 0.190867602487070 | 0.904566198756465 |
| 57 | 0.0789786623187328 | 0.157957324637466 | 0.921021337681267 |
| 58 | 0.0534126031780334 | 0.106825206356067 | 0.946587396821967 |
| 59 | 0.0404258224840095 | 0.080851644968019 | 0.95957417751599 |
| 60 | 0.331366124187047 | 0.662732248374093 | 0.668633875812954 |
| 61 | 0.364797921131135 | 0.729595842262271 | 0.635202078868865 |
| 62 | 0.467402747629389 | 0.934805495258778 | 0.532597252370611 |
| 63 | 0.316714974485999 | 0.633429948971997 | 0.683285025514001 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 1 | 0.0172413793103448 | NOK |
| 5% type I error level | 14 | 0.241379310344828 | NOK |
| 10% type I error level | 21 | 0.362068965517241 | NOK |
