| Multiple Linear Regression - Estimated Regression Equation |
| Invoer[t] = -227.016946529721 + 1.15710544765022TIP[t] + 2.26822918015897CONS[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) | -227.016946529721 | 24.040757 | -9.443 | 0 | 0 |
| TIP | 1.15710544765022 | 0.105356 | 10.9829 | 0 | 0 |
| CONS | 2.26822918015897 | 0.208278 | 10.8904 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.887253325178803 |
| R-squared | 0.787218463040842 |
| Adjusted R-squared | 0.78086677537042 |
| F-TEST (value) | 123.938471771309 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 67 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 8.2852376560788 |
| Sum Squared Residuals | 4599.22592218631 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 100.5 | 105.572167533305 | -5.07216753330467 |
| 2 | 106.29 | 103.605088272299 | 2.68491172770106 |
| 3 | 101.09 | 98.618965115925 | 2.47103488407495 |
| 4 | 104.53 | 104.877595698945 | -0.347595698945075 |
| 5 | 122.74 | 123.225609561466 | -0.485609561466289 |
| 6 | 109.84 | 113.065455348177 | -3.22545534817676 |
| 7 | 101.99 | 107.472573307355 | -5.4825733073546 |
| 8 | 125.12 | 123.467908948243 | 1.65209105175661 |
| 9 | 103.5 | 93.383784440876 | 10.1162155591241 |
| 10 | 102.8 | 107.935106920646 | -5.13510692064554 |
| 11 | 118.72 | 127.74889053878 | -9.02889053878007 |
| 12 | 119.01 | 124.508686719590 | -5.49868671959027 |
| 13 | 118.61 | 116.717612894002 | 1.89238710599813 |
| 14 | 120.43 | 113.285072443152 | 7.14492755684772 |
| 15 | 111.83 | 111.082730178014 | 0.747269821985967 |
| 16 | 116.79 | 113.789128725444 | 3.00087127455642 |
| 17 | 131.71 | 125.219182713853 | 6.49081728614704 |
| 18 | 120.57 | 122.952635487913 | -2.38263548791278 |
| 19 | 117.83 | 117.945203428187 | -0.115203428186952 |
| 20 | 130.8 | 136.635750753489 | -5.83575075348906 |
| 21 | 107.46 | 99.381244944897 | 8.07875505510309 |
| 22 | 112.09 | 116.551770153723 | -4.46177015372339 |
| 23 | 129.47 | 136.551610277785 | -7.0816102777848 |
| 24 | 119.72 | 127.719141549311 | -7.99914154931116 |
| 25 | 134.81 | 131.777898393346 | 3.03210160665393 |
| 26 | 135.8 | 124.438171318032 | 11.3618286819677 |
| 27 | 129.27 | 120.755817091596 | 8.5141829084039 |
| 28 | 126.94 | 123.834328650879 | 3.10567134912058 |
| 29 | 153.45 | 140.77803094169 | 12.67196905831 |
| 30 | 121.86 | 124.492115113126 | -2.63211511312550 |
| 31 | 133.47 | 135.931365444563 | -2.46136544456321 |
| 32 | 135.34 | 141.324396464916 | -5.98439646491607 |
| 33 | 117.1 | 108.262750731180 | 8.83724926881955 |
| 34 | 120.65 | 126.029912784119 | -5.37991278411944 |
| 35 | 132.49 | 142.531156101914 | -10.0411561019145 |
| 36 | 137.6 | 144.407506195713 | -6.80750619571347 |
| 37 | 138.69 | 140.831666171014 | -2.14166617101402 |
| 38 | 125.53 | 128.446039709642 | -2.9160397096425 |
| 39 | 133.09 | 133.618836503482 | -0.528836503481527 |
| 40 | 129.08 | 134.033706447412 | -4.95370644741218 |
| 41 | 145.94 | 149.132937279254 | -3.19293727925366 |
| 42 | 129.07 | 135.231578307151 | -6.16157830715146 |
| 43 | 139.69 | 138.389940736394 | 1.30005926360597 |
| 44 | 142.09 | 147.394980022021 | -5.30498002202125 |
| 45 | 137.29 | 119.767131720728 | 17.5228682792725 |
| 46 | 127.03 | 133.237218582830 | -6.20721858283036 |
| 47 | 137.25 | 142.931922965534 | -5.68192296553354 |
| 48 | 156.87 | 155.476016903747 | 1.39398309625294 |
| 49 | 150.89 | 146.624846923448 | 4.2651530765523 |
| 50 | 139.14 | 132.392141351581 | 6.7478586484192 |
| 51 | 158.3 | 145.703143605303 | 12.5968563946967 |
| 52 | 149 | 150.083742140306 | -1.08374214030551 |
| 53 | 158.36 | 147.996045597252 | 10.3639544027482 |
| 54 | 168.06 | 157.059935415255 | 11.0000645847445 |
| 55 | 153.38 | 149.182113462437 | 4.19788653756343 |
| 56 | 173.86 | 158.003086762125 | 15.8569132378752 |
| 57 | 162.47 | 136.337625861981 | 26.1323741380192 |
| 58 | 145.17 | 139.963428641798 | 5.20657135820241 |
| 59 | 168.89 | 160.246643130494 | 8.64335686950568 |
| 60 | 166.64 | 159.291379223301 | 7.34862077669866 |
| 61 | 140.07 | 139.976914590571 | 0.093085409429095 |
| 62 | 128.84 | 134.415911184579 | -5.57591118457857 |
| 63 | 123.41 | 131.073791335166 | -7.66379133516625 |
| 64 | 120.3 | 134.299892074044 | -13.9998920740444 |
| 65 | 129.67 | 144.212840163274 | -14.5428401632735 |
| 66 | 118.1 | 134.025714052437 | -15.9257140524374 |
| 67 | 113.91 | 130.888043395009 | -16.9780433950085 |
| 68 | 131.09 | 142.457107351523 | -11.3671073515228 |
| 69 | 119.15 | 119.153923270150 | -0.00392327015017413 |
| 70 | 122.3 | 127.083389932305 | -4.78338993230523 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.0720885830072275 | 0.144177166014455 | 0.927911416992772 |
| 7 | 0.0248628165633069 | 0.0497256331266137 | 0.975137183436693 |
| 8 | 0.0145989587971502 | 0.0291979175943004 | 0.98540104120285 |
| 9 | 0.0806222012697229 | 0.161244402539446 | 0.919377798730277 |
| 10 | 0.0484966612541535 | 0.096993322508307 | 0.951503338745846 |
| 11 | 0.0306186558941568 | 0.0612373117883135 | 0.969381344105843 |
| 12 | 0.0151867282216094 | 0.0303734564432188 | 0.98481327177839 |
| 13 | 0.0138252699446379 | 0.0276505398892758 | 0.986174730055362 |
| 14 | 0.0241213318642965 | 0.0482426637285931 | 0.975878668135703 |
| 15 | 0.0125739087202752 | 0.0251478174405503 | 0.987426091279725 |
| 16 | 0.00699521462670587 | 0.0139904292534117 | 0.993004785373294 |
| 17 | 0.00742032308982085 | 0.0148406461796417 | 0.99257967691018 |
| 18 | 0.00440889420606703 | 0.00881778841213406 | 0.995591105793933 |
| 19 | 0.00226200587873914 | 0.00452401175747829 | 0.99773799412126 |
| 20 | 0.00124058497136634 | 0.00248116994273268 | 0.998759415028634 |
| 21 | 0.000684294775322816 | 0.00136858955064563 | 0.999315705224677 |
| 22 | 0.000637642721767863 | 0.00127528544353573 | 0.999362357278232 |
| 23 | 0.000362995528824194 | 0.000725991057648387 | 0.999637004471176 |
| 24 | 0.00031026033775595 | 0.0006205206755119 | 0.999689739662244 |
| 25 | 0.000309336538368198 | 0.000618673076736396 | 0.999690663461632 |
| 26 | 0.00138884735843599 | 0.00277769471687197 | 0.998611152641564 |
| 27 | 0.00154072166390922 | 0.00308144332781843 | 0.99845927833609 |
| 28 | 0.00086482884412258 | 0.00172965768824516 | 0.999135171155877 |
| 29 | 0.00556875234064983 | 0.0111375046812997 | 0.99443124765935 |
| 30 | 0.00402256830826633 | 0.00804513661653267 | 0.995977431691734 |
| 31 | 0.00241779651913973 | 0.00483559303827947 | 0.99758220348086 |
| 32 | 0.00172801841362372 | 0.00345603682724745 | 0.998271981586376 |
| 33 | 0.00181598518116457 | 0.00363197036232915 | 0.998184014818835 |
| 34 | 0.00162794968993516 | 0.00325589937987032 | 0.998372050310065 |
| 35 | 0.00184787198511336 | 0.00369574397022673 | 0.998152128014887 |
| 36 | 0.00132645894505269 | 0.00265291789010538 | 0.998673541054947 |
| 37 | 0.000742550676816429 | 0.00148510135363286 | 0.999257449323184 |
| 38 | 0.000438064680768397 | 0.000876129361536793 | 0.999561935319232 |
| 39 | 0.000224832143243908 | 0.000449664286487816 | 0.999775167856756 |
| 40 | 0.000143672389071230 | 0.000287344778142459 | 0.999856327610929 |
| 41 | 8.8483609989468e-05 | 0.000176967219978936 | 0.99991151639001 |
| 42 | 6.76118890980166e-05 | 0.000135223778196033 | 0.999932388110902 |
| 43 | 3.63239943391035e-05 | 7.2647988678207e-05 | 0.999963676005661 |
| 44 | 3.04839265395739e-05 | 6.09678530791479e-05 | 0.99996951607346 |
| 45 | 0.000540511973804903 | 0.00108102394760981 | 0.999459488026195 |
| 46 | 0.000420532439840931 | 0.000841064879681862 | 0.99957946756016 |
| 47 | 0.000375553216579474 | 0.000751106433158949 | 0.99962444678342 |
| 48 | 0.000564931828960435 | 0.00112986365792087 | 0.99943506817104 |
| 49 | 0.000509525981549054 | 0.00101905196309811 | 0.99949047401845 |
| 50 | 0.000291435503178646 | 0.000582871006357291 | 0.999708564496821 |
| 51 | 0.000454059670955084 | 0.000908119341910168 | 0.999545940329045 |
| 52 | 0.000421366648142302 | 0.000842733296284604 | 0.999578633351858 |
| 53 | 0.000328505097423319 | 0.000657010194846638 | 0.999671494902577 |
| 54 | 0.000310677895524263 | 0.000621355791048525 | 0.999689322104476 |
| 55 | 0.000149964236165169 | 0.000299928472330339 | 0.999850035763835 |
| 56 | 0.000267533935089708 | 0.000535067870179417 | 0.99973246606491 |
| 57 | 0.115988440660768 | 0.231976881321537 | 0.884011559339232 |
| 58 | 0.130068040866488 | 0.260136081732976 | 0.869931959133512 |
| 59 | 0.133793088328675 | 0.267586176657351 | 0.866206911671325 |
| 60 | 0.424090167554187 | 0.848180335108374 | 0.575909832445813 |
| 61 | 0.757273790731717 | 0.485452418536566 | 0.242726209268283 |
| 62 | 0.81630855805683 | 0.367382883886340 | 0.183691441943170 |
| 63 | 0.820913022969418 | 0.358173954061163 | 0.179086977030582 |
| 64 | 0.845385617756865 | 0.309228764486271 | 0.154614382243135 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 38 | 0.64406779661017 | NOK |
| 5% type I error level | 47 | 0.796610169491525 | NOK |
| 10% type I error level | 49 | 0.830508474576271 | NOK |
