| Multiple Linear Regression - Estimated Regression Equation |
| werkl[t] = + 68.14802305098 -0.600110625503214afzetp[t] -0.102420103023981M1[t] -0.495816819253388M2[t] -0.74391950407523M3[t] -0.705361053505565M4[t] -0.283423175642895M5[t] -0.278179620822697M6[t] -0.362915784660241M7[t] -0.714346271540255M8[t] -0.892417612469521M9[t] -0.95384072431599M10[t] -0.215263836162456M11[t] + 0.0514304868800148t + 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) | 68.14802305098 | 8.045696 | 8.4701 | 0 | 0 |
| afzetp | -0.600110625503214 | 0.081786 | -7.3376 | 0 | 0 |
| M1 | -0.102420103023981 | 0.20811 | -0.4921 | 0.624445 | 0.312222 |
| M2 | -0.495816819253388 | 0.216436 | -2.2908 | 0.025563 | 0.012782 |
| M3 | -0.74391950407523 | 0.216175 | -3.4413 | 0.00107 | 0.000535 |
| M4 | -0.705361053505565 | 0.217236 | -3.247 | 0.001925 | 0.000963 |
| M5 | -0.283423175642895 | 0.21591 | -1.3127 | 0.19437 | 0.097185 |
| M6 | -0.278179620822697 | 0.215978 | -1.288 | 0.202774 | 0.101387 |
| M7 | -0.362915784660241 | 0.215532 | -1.6838 | 0.097502 | 0.048751 |
| M8 | -0.714346271540255 | 0.215729 | -3.3113 | 0.001588 | 0.000794 |
| M9 | -0.892417612469521 | 0.215374 | -4.1436 | 0.000111 | 5.5e-05 |
| M10 | -0.95384072431599 | 0.215406 | -4.4281 | 4.2e-05 | 2.1e-05 |
| M11 | -0.215263836162456 | 0.215547 | -0.9987 | 0.322024 | 0.161012 |
| t | 0.0514304868800148 | 0.010019 | 5.1332 | 3e-06 | 2e-06 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.874136061372917 |
| R-squared | 0.764113853792555 |
| Adjusted R-squared | 0.712138940221424 |
| F-TEST (value) | 14.7015896957059 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 59 |
| p-value | 5.59552404411079e-14 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.372864172098382 |
| Sum Squared Residuals | 8.20263375924211 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 8.4 | 8.68608151001797 | -0.286081510017968 |
| 2 | 8.4 | 8.58415953086973 | -0.184159530869726 |
| 3 | 8.4 | 8.3874873329279 | 0.0125126670720988 |
| 4 | 8.6 | 8.5374873329279 | 0.0625126670720989 |
| 5 | 8.9 | 8.7708114474693 | 0.129188552530704 |
| 6 | 8.8 | 8.5274301764179 | 0.2725698235821 |
| 7 | 8.3 | 8.2540802492591 | 0.0459197507409085 |
| 8 | 7.5 | 7.89406918670877 | -0.394069186708767 |
| 9 | 7.2 | 7.7074172701092 | -0.507417270109196 |
| 10 | 7.4 | 7.63741358259243 | -0.237413582592426 |
| 11 | 8.8 | 8.42742095762597 | 0.372579042374027 |
| 12 | 9.3 | 8.63410421811812 | 0.665895781881884 |
| 13 | 9.3 | 8.52310353942383 | 0.776896460576166 |
| 14 | 8.7 | 8.3611704977254 | 0.338829502274594 |
| 15 | 8.2 | 8.2245093623339 | -0.0245093623338956 |
| 16 | 8.3 | 8.61455361253518 | -0.314553612535182 |
| 17 | 8.5 | 8.84787772707659 | -0.347877727076587 |
| 18 | 8.6 | 9.02457389387744 | -0.424573893877444 |
| 19 | 8.5 | 8.75122396671863 | -0.251223966718626 |
| 20 | 8.2 | 8.51123502926894 | -0.311235029268944 |
| 21 | 8.1 | 8.14454992501841 | -0.0445499250184129 |
| 22 | 7.9 | 7.954524112401 | -0.0545241124009965 |
| 23 | 8.6 | 8.68452042488422 | -0.0845204248842189 |
| 24 | 8.7 | 8.89120368537637 | -0.191203685376372 |
| 25 | 8.7 | 8.8402140692324 | -0.140214069232406 |
| 26 | 8.5 | 8.61826996498366 | -0.118269964983657 |
| 27 | 8.4 | 8.12154245429022 | 0.278457545709778 |
| 28 | 8.5 | 8.2115313917399 | 0.288468608260097 |
| 29 | 8.7 | 8.80492188158322 | -0.104921881583225 |
| 30 | 8.7 | 8.7415737981828 | -0.0415737981828007 |
| 31 | 8.6 | 8.64825705867494 | -0.048257058674946 |
| 32 | 8.5 | 8.2282349335743 | 0.271765066425699 |
| 33 | 8.3 | 7.80153876677344 | 0.498461233226558 |
| 34 | 8 | 7.67152401670635 | 0.328475983293646 |
| 35 | 8.2 | 8.4615313917399 | -0.261531391739903 |
| 36 | 8.1 | 8.18812615182948 | -0.0881261518294768 |
| 37 | 8.1 | 7.89709228548422 | 0.202907714515778 |
| 38 | 8 | 7.67514818123547 | 0.324851818764526 |
| 39 | 7.9 | 7.53848704584397 | 0.361512954156027 |
| 40 | 7.9 | 7.68848704584397 | 0.211512954156029 |
| 41 | 8 | 7.7417779727344 | 0.258222027265595 |
| 42 | 8 | 7.97848520208558 | 0.0215147979144207 |
| 43 | 7.9 | 7.88516846257773 | 0.0148315374222672 |
| 44 | 8 | 7.40513527492677 | 0.594864725073230 |
| 45 | 7.7 | 7.15847229577688 | 0.541527704223125 |
| 46 | 7.2 | 7.02845754570978 | 0.171542454290223 |
| 47 | 7.5 | 7.69844279564268 | -0.198442795642681 |
| 48 | 7.3 | 7.96513711868515 | -0.665137118685151 |
| 49 | 7 | 7.61409218978958 | -0.614092189789578 |
| 50 | 7 | 7.0320817102389 | -0.0320817102389058 |
| 51 | 7 | 6.8954205748474 | 0.104579425152604 |
| 52 | 7.2 | 6.86538738719643 | 0.334612612803567 |
| 53 | 7.3 | 7.33875575193912 | -0.0387557519391175 |
| 54 | 7.1 | 7.33541873108901 | -0.235418731089011 |
| 55 | 6.8 | 7.18209092903084 | -0.382090929030839 |
| 56 | 6.4 | 6.94210199158116 | -0.542101991581165 |
| 57 | 6.1 | 6.69543901243127 | -0.59543901243127 |
| 58 | 6.5 | 6.9254906376661 | -0.425490637666097 |
| 59 | 7.7 | 7.65548695014933 | 0.0445130498506734 |
| 60 | 7.9 | 7.74214808554084 | 0.157851914459165 |
| 61 | 7.5 | 7.51112528174591 | -0.0111252817459069 |
| 62 | 6.9 | 7.22917011494683 | -0.329170114946832 |
| 63 | 6.6 | 7.33255322975661 | -0.732553229756612 |
| 64 | 6.9 | 7.48255322975661 | -0.58255322975661 |
| 65 | 7.7 | 7.59585521919737 | 0.104144780802630 |
| 66 | 8 | 7.59251819834726 | 0.407481801652736 |
| 67 | 8 | 7.37917933373877 | 0.620820666261235 |
| 68 | 7.7 | 7.31922358394005 | 0.380776416059947 |
| 69 | 7.3 | 7.1925827298908 | 0.107417270109197 |
| 70 | 7.4 | 7.18259010492435 | 0.217409895075650 |
| 71 | 8.1 | 7.9725974799579 | 0.127402520042102 |
| 72 | 8.3 | 8.17928074045005 | 0.120719259549950 |
| 73 | 8.2 | 8.12829112430608 | 0.0717088756939148 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.492815955231204 | 0.985631910462408 | 0.507184044768796 |
| 18 | 0.500742890009326 | 0.998514219981348 | 0.499257109990674 |
| 19 | 0.471163742357359 | 0.942327484714719 | 0.528836257642641 |
| 20 | 0.578021005609291 | 0.843957988781418 | 0.421978994390709 |
| 21 | 0.627281354694524 | 0.745437290610951 | 0.372718645305476 |
| 22 | 0.535504598931279 | 0.928990802137442 | 0.464495401068721 |
| 23 | 0.485794602486224 | 0.971589204972448 | 0.514205397513776 |
| 24 | 0.556982900532821 | 0.886034198934358 | 0.443017099467179 |
| 25 | 0.490068459886142 | 0.980136919772284 | 0.509931540113858 |
| 26 | 0.408533931085838 | 0.817067862171677 | 0.591466068914162 |
| 27 | 0.326056207643251 | 0.652112415286503 | 0.673943792356749 |
| 28 | 0.248758904005940 | 0.497517808011881 | 0.75124109599406 |
| 29 | 0.197331283140275 | 0.394662566280550 | 0.802668716859725 |
| 30 | 0.149851504244940 | 0.299703008489881 | 0.85014849575506 |
| 31 | 0.121006938139716 | 0.242013876279433 | 0.878993061860283 |
| 32 | 0.134739573866185 | 0.26947914773237 | 0.865260426133815 |
| 33 | 0.135723785181963 | 0.271447570363927 | 0.864276214818037 |
| 34 | 0.0984972304911074 | 0.196994460982215 | 0.901502769508893 |
| 35 | 0.138267971968037 | 0.276535943936074 | 0.861732028031963 |
| 36 | 0.187571297611305 | 0.37514259522261 | 0.812428702388695 |
| 37 | 0.159832285691049 | 0.319664571382098 | 0.840167714308951 |
| 38 | 0.118404573039519 | 0.236809146079038 | 0.881595426960481 |
| 39 | 0.0994942742144045 | 0.198988548428809 | 0.900505725785596 |
| 40 | 0.07054896697649 | 0.14109793395298 | 0.92945103302351 |
| 41 | 0.0477543371940507 | 0.0955086743881014 | 0.95224566280595 |
| 42 | 0.0320962470614855 | 0.064192494122971 | 0.967903752938514 |
| 43 | 0.0214978516597954 | 0.0429957033195908 | 0.978502148340205 |
| 44 | 0.0268897448290485 | 0.053779489658097 | 0.973110255170952 |
| 45 | 0.0769853825914163 | 0.153970765182833 | 0.923014617408584 |
| 46 | 0.135875712446772 | 0.271751424893543 | 0.864124287553228 |
| 47 | 0.149791375395332 | 0.299582750790663 | 0.850208624604668 |
| 48 | 0.211121638794446 | 0.422243277588893 | 0.788878361205554 |
| 49 | 0.248650396447646 | 0.497300792895291 | 0.751349603552354 |
| 50 | 0.344681934410925 | 0.689363868821849 | 0.655318065589075 |
| 51 | 0.544415151536721 | 0.911169696926557 | 0.455584848463279 |
| 52 | 0.750363900545709 | 0.499272198908583 | 0.249636099454291 |
| 53 | 0.756730212908018 | 0.486539574183963 | 0.243269787091981 |
| 54 | 0.640440747128255 | 0.71911850574349 | 0.359559252871745 |
| 55 | 0.560957352441368 | 0.878085295117264 | 0.439042647558632 |
| 56 | 0.623497437016022 | 0.753005125967956 | 0.376502562983978 |
| 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 | 1 | 0.025 | OK |
| 10% type I error level | 4 | 0.1 | NOK |
