| Multiple Linear Regression - Estimated Regression Equation |
| Energiedragers[t] = -7.36746638506505 + 0.236669034135203Invoer[t] -2.56663152756032M1[t] -0.76835819175296M2[t] -3.97043927651090M3[t] -2.75825331497566M4[t] -2.20191074851504M5[t] -1.28672975866373M6[t] -5.86821153019543M7[t] -1.44912310628503M8[t] -1.18873828155045M9[t] -1.61257552120687M10[t] -0.0488920455135976M11[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) | -7.36746638506505 | 4.346891 | -1.6949 | 0.095283 | 0.047641 |
| Invoer | 0.236669034135203 | 0.034298 | 6.9003 | 0 | 0 |
| M1 | -2.56663152756032 | 5.312628 | -0.4831 | 0.63077 | 0.315385 |
| M2 | -0.76835819175296 | 5.521738 | -0.1392 | 0.889796 | 0.444898 |
| M3 | -3.97043927651090 | 5.558126 | -0.7143 | 0.477782 | 0.238891 |
| M4 | -2.75825331497566 | 5.528363 | -0.4989 | 0.619655 | 0.309827 |
| M5 | -2.20191074851504 | 5.519074 | -0.399 | 0.691336 | 0.345668 |
| M6 | -1.28672975866373 | 5.511063 | -0.2335 | 0.816182 | 0.408091 |
| M7 | -5.86821153019543 | 5.548183 | -1.0577 | 0.29444 | 0.14722 |
| M8 | -1.44912310628503 | 5.512721 | -0.2629 | 0.793552 | 0.396776 |
| M9 | -1.18873828155045 | 5.514891 | -0.2156 | 0.830069 | 0.415035 |
| M10 | -1.61257552120687 | 5.517568 | -0.2923 | 0.771095 | 0.385547 |
| M11 | -0.0488920455135976 | 5.510171 | -0.0089 | 0.99295 | 0.496475 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.667430694342178 |
| R-squared | 0.445463731750082 |
| Adjusted R-squared | 0.334556478100099 |
| F-TEST (value) | 4.0165428057207 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 60 |
| p-value | 0.000146322219272688 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 9.54356708174346 |
| Sum Squared Residuals | 5464.78035862425 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | -1.2 | -4.34870870703463 | 3.14870870703463 |
| 2 | -2.4 | -2.05343039954331 | -0.34656960045669 |
| 3 | 0.8 | -3.64616205218187 | 4.44616205218187 |
| 4 | -0.1 | -2.19730705651143 | 2.09730705651143 |
| 5 | -1.5 | -1.40429545591560 | -0.0957045440843955 |
| 6 | -4.4 | -2.05113009135663 | -2.34886990864337 |
| 7 | -4.2 | -2.51457066893580 | -1.68542933106420 |
| 8 | 3.5 | 0.839507101366184 | 2.66049289863382 |
| 9 | 10 | 5.28893383029384 | 4.71106616970616 |
| 10 | 8.6 | -1.28829829687785 | 9.88829829687785 |
| 11 | 9.5 | 0.98539228122103 | 8.51460771877897 |
| 12 | 9.9 | 3.68497750904891 | 6.21502249095109 |
| 13 | 10.4 | 2.65669470336740 | 7.7433052966326 |
| 14 | 16 | 0.407927555462797 | 15.5920724445372 |
| 15 | 12.7 | 1.44222218172499 | 11.257777818275 |
| 16 | 10.2 | 3.62475118321456 | 6.57524881678544 |
| 17 | 8.9 | 0.323388493271377 | 8.57661150672862 |
| 18 | 12.6 | 1.54623922749845 | 11.0537607725015 |
| 19 | 13.6 | 4.75116867901492 | 8.84883132098508 |
| 20 | 14.8 | 1.31284516963659 | 13.4871548303634 |
| 21 | 9.5 | 1.14722573292780 | 8.3527742670722 |
| 22 | 13.7 | 5.55143678962951 | 8.14856321037048 |
| 23 | 17 | 0.67772253684527 | 16.3222774631547 |
| 24 | 14.7 | 5.36532765140884 | 9.33467234859116 |
| 25 | 17.4 | 9.16509314208547 | 8.23490685791453 |
| 26 | 9 | 10.6793636369306 | -1.67936363693060 |
| 27 | 9.1 | 11.5006561324711 | -2.40065613247111 |
| 28 | 12.2 | 15.5055366968017 | -3.30553669680173 |
| 29 | 15.9 | 14.1211931833537 | 1.77880681664631 |
| 30 | 12.9 | 17.0243940599407 | -4.1243940599407 |
| 31 | 10.9 | 16.9159570335643 | -6.01595703356434 |
| 32 | 10.6 | 11.6552819613449 | -1.05528196134495 |
| 33 | 13.2 | 8.34196437063796 | 4.85803562936204 |
| 34 | 9.6 | 11.8941669044529 | -2.29416690445295 |
| 35 | 6.4 | 24.6759625981548 | -18.2759625981548 |
| 36 | 5.8 | 9.31770052146673 | -3.51770052146673 |
| 37 | -1 | 10.7744425742049 | -11.7744425742049 |
| 38 | -0.2 | 9.21201562529234 | -9.41201562529234 |
| 39 | 2.7 | 10.4829792856897 | -7.78297928568973 |
| 40 | 3.6 | 4.33475828562016 | -0.734758285620164 |
| 41 | -0.9 | 1.24639772639867 | -2.14639772639867 |
| 42 | 0.3 | -1.43579060260511 | 1.73579060260511 |
| 43 | -1.1 | -4.99959552735543 | 3.89959552735543 |
| 44 | -2.5 | -1.90585369460217 | -0.594146305397834 |
| 45 | -3.4 | 4.86292956885048 | -8.26292956885048 |
| 46 | -3.5 | 6.90045028420017 | -10.4004502842002 |
| 47 | -3.9 | 2.47640719627281 | -6.37640719627281 |
| 48 | -4.6 | 3.70864441246243 | -8.30864441246243 |
| 49 | -0.1 | 1.92302069754827 | -2.02302069754827 |
| 50 | 4.3 | 11.2473693188551 | -6.94736931885508 |
| 51 | 10.2 | 16.0683684912805 | -5.86836849128052 |
| 52 | 8.7 | 14.1328562988176 | -5.43285629881756 |
| 53 | 13.3 | 15.6595419052325 | -2.35954190523251 |
| 54 | 15 | 15.3440439175808 | -0.344043917580766 |
| 55 | 20.7 | 18.9749776305406 | 1.72502236945940 |
| 56 | 20.7 | 25.1217500036380 | -4.42175000363798 |
| 57 | 26.4 | 21.6190971856228 | 4.78090281437717 |
| 58 | 31.2 | 17.9528941783141 | 13.2471058216859 |
| 59 | 31.4 | 10.4048198398021 | 20.9951801601979 |
| 60 | 26.6 | 15.9444334772524 | 10.6555665227476 |
| 61 | 26.6 | 16.9751712685472 | 9.62482873145284 |
| 62 | 19.2 | 16.4067542630025 | 2.7932457369975 |
| 63 | 6.5 | 6.15193596101553 | 0.348064038984474 |
| 64 | 3.1 | 2.29940459205742 | 0.80059540794258 |
| 65 | -0.2 | 5.55377414765936 | -5.75377414765936 |
| 66 | -4 | 1.97224348894181 | -5.97224348894181 |
| 67 | -12.6 | -5.82793714682864 | -6.77206285317136 |
| 68 | -13 | -2.92353054138354 | -10.0764694586165 |
| 69 | -17.6 | -3.16015068833289 | -14.4398493116671 |
| 70 | -21.7 | -3.11064985971891 | -18.5893501402811 |
| 71 | -23.2 | -2.02030445229605 | -21.1796955477040 |
| 72 | -16.8 | -2.42108357163932 | -14.3789164283607 |
| 73 | -19.8 | -4.84571367871853 | -14.9542863212815 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.187105035532919 | 0.374210071065838 | 0.812894964467081 |
| 17 | 0.119839419685664 | 0.239678839371329 | 0.880160580314336 |
| 18 | 0.097698044371374 | 0.195396088742748 | 0.902301955628626 |
| 19 | 0.0481659448653551 | 0.0963318897307102 | 0.951834055134645 |
| 20 | 0.057043981730109 | 0.114087963460218 | 0.942956018269891 |
| 21 | 0.0557078339966103 | 0.111415667993221 | 0.94429216600339 |
| 22 | 0.0554059022404616 | 0.110811804480923 | 0.944594097759538 |
| 23 | 0.071323317191875 | 0.14264663438375 | 0.928676682808125 |
| 24 | 0.0493197737763554 | 0.0986395475527108 | 0.950680226223645 |
| 25 | 0.0417996422549758 | 0.0835992845099516 | 0.958200357745024 |
| 26 | 0.0899444623459329 | 0.179888924691866 | 0.910055537654067 |
| 27 | 0.102621707115415 | 0.20524341423083 | 0.897378292884585 |
| 28 | 0.0790293370181534 | 0.158058674036307 | 0.920970662981847 |
| 29 | 0.0502488918488305 | 0.100497783697661 | 0.94975110815117 |
| 30 | 0.0365411736722519 | 0.0730823473445038 | 0.963458826327748 |
| 31 | 0.0300847184176347 | 0.0601694368352694 | 0.969915281582365 |
| 32 | 0.0211289041044241 | 0.0422578082088482 | 0.978871095895576 |
| 33 | 0.0146669327254822 | 0.0293338654509644 | 0.985333067274518 |
| 34 | 0.0115871407164519 | 0.0231742814329037 | 0.988412859283548 |
| 35 | 0.101505739452581 | 0.203011478905162 | 0.898494260547419 |
| 36 | 0.0852658395442071 | 0.170531679088414 | 0.914734160455793 |
| 37 | 0.127118927752987 | 0.254237855505974 | 0.872881072247013 |
| 38 | 0.117988048429578 | 0.235976096859156 | 0.882011951570422 |
| 39 | 0.0964068471918447 | 0.192813694383689 | 0.903593152808155 |
| 40 | 0.0692757896454382 | 0.138551579290876 | 0.930724210354562 |
| 41 | 0.0604457573722032 | 0.120891514744406 | 0.939554242627797 |
| 42 | 0.0541466937055623 | 0.108293387411125 | 0.945853306294438 |
| 43 | 0.057368652409913 | 0.114737304819826 | 0.942631347590087 |
| 44 | 0.088607461544499 | 0.177214923088998 | 0.911392538455501 |
| 45 | 0.0933316519516902 | 0.186663303903380 | 0.90666834804831 |
| 46 | 0.107228400987146 | 0.214456801974292 | 0.892771599012854 |
| 47 | 0.100223808572451 | 0.200447617144902 | 0.899776191427549 |
| 48 | 0.0939408002038881 | 0.187881600407776 | 0.906059199796112 |
| 49 | 0.066019540052187 | 0.132039080104374 | 0.933980459947813 |
| 50 | 0.0445319441868819 | 0.0890638883737637 | 0.955468055813118 |
| 51 | 0.0396499925844138 | 0.0792999851688275 | 0.960350007415586 |
| 52 | 0.0412707805789318 | 0.0825415611578637 | 0.958729219421068 |
| 53 | 0.0247951161140873 | 0.0495902322281747 | 0.975204883885913 |
| 54 | 0.014660361043985 | 0.02932072208797 | 0.985339638956015 |
| 55 | 0.0158186767841400 | 0.0316373535682800 | 0.98418132321586 |
| 56 | 0.0789044824127695 | 0.157808964825539 | 0.921095517587231 |
| 57 | 0.11572749629913 | 0.23145499259826 | 0.88427250370087 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 0 | 0 | OK |
| 5% type I error level | 6 | 0.142857142857143 | NOK |
| 10% type I error level | 14 | 0.333333333333333 | NOK |
