| Multiple Linear Regression - Estimated Regression Equation |
| Invoer[t] = -302.163143368612 + 1.83960425125152TIP[t] + 2.21964812237739CONS[t] + 8.06502158287286M1[t] + 15.4927591059766M2[t] + 15.0387109696017M3[t] + 9.03916944167505M4[t] + 6.51428846995665M5[t] + 6.05042410409308M6[t] + 6.96847684173931M7[t] + 1.55787249898175M8[t] + 32.3395943901429M9[t] + 10.1387969509638M10[t] -2.41633725563274M11[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) | -302.163143368612 | 22.031303 | -13.7152 | 0 | 0 |
| TIP | 1.83960425125152 | 0.135023 | 13.6244 | 0 | 0 |
| CONS | 2.21964812237739 | 0.160676 | 13.8145 | 0 | 0 |
| M1 | 8.06502158287286 | 3.97399 | 2.0295 | 0.047175 | 0.023587 |
| M2 | 15.4927591059766 | 4.301471 | 3.6017 | 0.000672 | 0.000336 |
| M3 | 15.0387109696017 | 4.308838 | 3.4902 | 0.000948 | 0.000474 |
| M4 | 9.03916944167505 | 4.226685 | 2.1386 | 0.036844 | 0.018422 |
| M5 | 6.51428846995665 | 3.850933 | 1.6916 | 0.096278 | 0.048139 |
| M6 | 6.05042410409308 | 4.064428 | 1.4886 | 0.142195 | 0.071098 |
| M7 | 6.96847684173931 | 4.132873 | 1.6861 | 0.097339 | 0.04867 |
| M8 | 1.55787249898175 | 3.830258 | 0.4067 | 0.685758 | 0.342879 |
| M9 | 32.3395943901429 | 5.260592 | 6.1475 | 0 | 0 |
| M10 | 10.1387969509638 | 4.43135 | 2.288 | 0.025937 | 0.012968 |
| M11 | -2.41633725563274 | 3.993694 | -0.605 | 0.547598 | 0.273799 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.946943282382516 |
| R-squared | 0.896701580049374 |
| Adjusted R-squared | 0.872721589703693 |
| F-TEST (value) | 37.3937423294616 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 56 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 6.31434383351252 |
| Sum Squared Residuals | 2232.77253067778 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 100.5 | 101.105561016276 | -0.605561016275506 |
| 2 | 106.29 | 105.405971312251 | 0.884028687748686 |
| 3 | 101.09 | 98.7994859269806 | 2.29051407301938 |
| 4 | 104.53 | 100.268362615487 | 4.26163738451258 |
| 5 | 122.74 | 126.802840238208 | -4.06284023820815 |
| 6 | 109.84 | 109.465071233716 | 0.374928766284138 |
| 7 | 101.99 | 101.019980951087 | 0.97001904891297 |
| 8 | 125.12 | 121.164067794837 | 3.95593220516314 |
| 9 | 103.5 | 105.531246571137 | -2.03124657113652 |
| 10 | 102.8 | 104.218559051973 | -1.41855905197311 |
| 11 | 118.72 | 123.288810061014 | -4.56881006101394 |
| 12 | 119.01 | 119.846671704303 | -0.836671704303348 |
| 13 | 118.61 | 115.760885898362 | 2.84911410163768 |
| 14 | 120.43 | 118.202853281979 | 2.22714671802079 |
| 15 | 111.83 | 110.642660505025 | 1.18733949497514 |
| 16 | 116.79 | 108.211018008585 | 8.5789819914148 |
| 17 | 131.71 | 123.095460915188 | 8.61453908481223 |
| 18 | 120.57 | 119.069759028275 | 1.50024097172502 |
| 19 | 117.83 | 111.763404928291 | 6.06659507170924 |
| 20 | 130.8 | 135.818084417335 | -5.01808441733522 |
| 21 | 107.46 | 106.802921747371 | 0.657078252629171 |
| 22 | 112.09 | 111.872660189162 | 0.217339810838169 |
| 23 | 129.47 | 131.266439086005 | -1.79643908600546 |
| 24 | 119.72 | 119.876325126698 | -0.156325126697903 |
| 25 | 134.81 | 133.964289956137 | 0.845710043862845 |
| 26 | 135.8 | 129.612171695896 | 6.18782830410384 |
| 27 | 129.27 | 123.220608417734 | 6.04939158226612 |
| 28 | 126.94 | 121.436021696900 | 5.50397830310024 |
| 29 | 153.45 | 145.959711793914 | 7.49028820608625 |
| 30 | 121.86 | 119.090974314807 | 2.76902568519279 |
| 31 | 133.47 | 137.710263006800 | -4.24026300679957 |
| 32 | 135.34 | 140.901405682477 | -5.56140568247663 |
| 33 | 117.1 | 118.676970836254 | -1.57697083625407 |
| 34 | 120.65 | 124.542751846882 | -3.892751846882 |
| 35 | 132.49 | 138.249565470735 | -5.7595654707347 |
| 36 | 137.6 | 143.7044440286 | -6.10444402859994 |
| 37 | 138.69 | 145.723998818785 | -7.03399881878544 |
| 38 | 125.53 | 133.322014815485 | -7.7920148154853 |
| 39 | 133.09 | 140.759099233487 | -7.6690992334871 |
| 40 | 129.08 | 134.670444715768 | -5.59044471576811 |
| 41 | 145.94 | 156.469702067799 | -10.5297020677985 |
| 42 | 129.07 | 133.419740553873 | -4.34974055387267 |
| 43 | 139.69 | 139.691811346153 | -0.00181134615321338 |
| 44 | 142.09 | 148.68090170094 | -6.59090170094006 |
| 45 | 137.29 | 134.956650797587 | 2.33334920241290 |
| 46 | 127.03 | 134.212633654379 | -7.18263365437949 |
| 47 | 137.25 | 137.015000658066 | 0.234999341934333 |
| 48 | 156.87 | 158.708851099830 | -1.83885109982966 |
| 49 | 150.89 | 151.676013606873 | -0.786013606872927 |
| 50 | 139.14 | 135.769035130744 | 3.37096486925616 |
| 51 | 158.3 | 155.908808212935 | 2.39119178706502 |
| 52 | 149 | 155.681332997881 | -6.68133299788106 |
| 53 | 158.36 | 148.991624627058 | 9.36837537294172 |
| 54 | 168.06 | 162.702132326385 | 5.35786767361468 |
| 55 | 153.38 | 150.111380370657 | 3.268619629343 |
| 56 | 173.86 | 158.142337147808 | 15.7176628521917 |
| 57 | 162.47 | 153.647723312491 | 8.8222766875094 |
| 58 | 145.17 | 137.682741666459 | 7.48725833354104 |
| 59 | 168.89 | 157.000184724180 | 11.8898152758198 |
| 60 | 166.64 | 157.703708040569 | 8.93629195943086 |
| 61 | 140.07 | 135.339250703567 | 4.73074929643335 |
| 62 | 128.84 | 133.717953763644 | -4.87795376364418 |
| 63 | 123.41 | 127.659337703839 | -4.24933770383856 |
| 64 | 120.3 | 126.372819965378 | -6.07281996537845 |
| 65 | 129.67 | 140.550660357833 | -10.8806603578335 |
| 66 | 118.1 | 123.752322542944 | -5.65232254294396 |
| 67 | 113.91 | 119.973159397012 | -6.06315939701242 |
| 68 | 131.09 | 133.593203256603 | -2.50320325660291 |
| 69 | 119.15 | 127.354486735161 | -8.20448673516088 |
| 70 | 122.3 | 117.510653591145 | 4.7893464088554 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.163983913220158 | 0.327967826440316 | 0.836016086779842 |
| 18 | 0.0767024925823299 | 0.153404985164660 | 0.92329750741767 |
| 19 | 0.0373202011541513 | 0.0746404023083026 | 0.962679798845849 |
| 20 | 0.0869114806127433 | 0.173822961225487 | 0.913088519387257 |
| 21 | 0.0532714560881957 | 0.106542912176391 | 0.946728543911804 |
| 22 | 0.0257062103290576 | 0.0514124206581152 | 0.974293789670942 |
| 23 | 0.0116497693619182 | 0.0232995387238364 | 0.988350230638082 |
| 24 | 0.00604776106260169 | 0.0120955221252034 | 0.993952238937398 |
| 25 | 0.00277868302939664 | 0.00555736605879327 | 0.997221316970603 |
| 26 | 0.00212958260104085 | 0.0042591652020817 | 0.99787041739896 |
| 27 | 0.00201049021914316 | 0.00402098043828633 | 0.997989509780857 |
| 28 | 0.00257613716208174 | 0.00515227432416349 | 0.997423862837918 |
| 29 | 0.00623113769235475 | 0.0124622753847095 | 0.993768862307645 |
| 30 | 0.0081913373074543 | 0.0163826746149086 | 0.991808662692546 |
| 31 | 0.00901540867821964 | 0.0180308173564393 | 0.99098459132178 |
| 32 | 0.00974512165359141 | 0.0194902433071828 | 0.990254878346409 |
| 33 | 0.00875252625957827 | 0.0175050525191565 | 0.991247473740422 |
| 34 | 0.00552345077700969 | 0.0110469015540194 | 0.99447654922299 |
| 35 | 0.00396083555367696 | 0.00792167110735391 | 0.996039164446323 |
| 36 | 0.00234855249823348 | 0.00469710499646696 | 0.997651447501767 |
| 37 | 0.00224527988393082 | 0.00449055976786164 | 0.99775472011607 |
| 38 | 0.00947998594017647 | 0.0189599718803529 | 0.990520014059824 |
| 39 | 0.00810374618289332 | 0.0162074923657866 | 0.991896253817107 |
| 40 | 0.0123933140730121 | 0.0247866281460243 | 0.987606685926988 |
| 41 | 0.0231084381886549 | 0.0462168763773097 | 0.976891561811345 |
| 42 | 0.0161851719123988 | 0.0323703438247975 | 0.983814828087601 |
| 43 | 0.0143690176875991 | 0.0287380353751983 | 0.9856309823124 |
| 44 | 0.0121718736380398 | 0.0243437472760796 | 0.98782812636196 |
| 45 | 0.0298391374287623 | 0.0596782748575245 | 0.970160862571238 |
| 46 | 0.0316270969389377 | 0.0632541938778755 | 0.968372903061062 |
| 47 | 0.0195118232769864 | 0.0390236465539728 | 0.980488176723014 |
| 48 | 0.0194317290131793 | 0.0388634580263587 | 0.98056827098682 |
| 49 | 0.0221588827927199 | 0.0443177655854398 | 0.97784111720728 |
| 50 | 0.0228509100068035 | 0.045701820013607 | 0.977149089993196 |
| 51 | 0.0159918598087825 | 0.031983719617565 | 0.984008140191218 |
| 52 | 0.0303006387120426 | 0.0606012774240852 | 0.969699361287957 |
| 53 | 0.424628224338441 | 0.849256448676882 | 0.575371775661559 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 7 | 0.189189189189189 | NOK |
| 5% type I error level | 27 | 0.72972972972973 | NOK |
| 10% type I error level | 32 | 0.864864864864865 | NOK |
