| Multiple Linear Regression - Estimated Regression Equation |
| Omzet[t] = + 35.4477969963449 + 14.5473227020697Uitvoer[t] + 0.363436889522976`Omzet-1`[t] -0.068063425825551`Omzet-2`[t] + 0.176361769468053`Omzet-3`[t] + 0.0238595995590367`Omzet-4`[t] + 0.512233932531202t + 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) | 35.4477969963449 | 16.074861 | 2.2052 | 0.032166 | 0.016083 |
| Uitvoer | 14.5473227020697 | 5.844839 | 2.4889 | 0.016259 | 0.008129 |
| `Omzet-1` | 0.363436889522976 | 0.138115 | 2.6314 | 0.011337 | 0.005668 |
| `Omzet-2` | -0.068063425825551 | 0.151597 | -0.449 | 0.655429 | 0.327715 |
| `Omzet-3` | 0.176361769468053 | 0.147022 | 1.1996 | 0.236078 | 0.118039 |
| `Omzet-4` | 0.0238595995590367 | 0.137309 | 0.1738 | 0.862766 | 0.431383 |
| t | 0.512233932531202 | 0.261197 | 1.9611 | 0.055563 | 0.027782 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.848001404722238 |
| R-squared | 0.719106382410888 |
| Adjusted R-squared | 0.684711245563242 |
| F-TEST (value) | 20.9072109698582 |
| F-TEST (DF numerator) | 6 |
| F-TEST (DF denominator) | 49 |
| p-value | 5.55799850587846e-12 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 15.1831187458836 |
| Sum Squared Residuals | 11295.8276477285 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 102 | 102.634937376090 | -0.634937376090317 |
| 2 | 105.1 | 100.207511883076 | 4.89248811692351 |
| 3 | 92.4 | 88.6120387084624 | 3.78796129153762 |
| 4 | 81.4 | 84.3665025845377 | -2.96650258453768 |
| 5 | 105.8 | 96.820292748074 | 8.97970725192594 |
| 6 | 120.3 | 104.783254755436 | 15.5167452445643 |
| 7 | 100.7 | 106.661579617358 | -5.96157961735826 |
| 8 | 88.8 | 88.55697971857 | 0.243020281429958 |
| 9 | 94.3 | 89.2177776984859 | 5.08222230151411 |
| 10 | 99.9 | 89.4281428027497 | 10.4718571972503 |
| 11 | 103.4 | 103.582243968612 | -0.182243968611788 |
| 12 | 103.3 | 105.671412327172 | -2.37141232717209 |
| 13 | 98.8 | 92.4806115848877 | 6.31938841511234 |
| 14 | 104.2 | 106.662388509887 | -2.46238850988651 |
| 15 | 91.2 | 94.9620167814969 | -3.76201678149689 |
| 16 | 74.7 | 89.5860147282093 | -14.8860147282093 |
| 17 | 108.5 | 100.378672578525 | 8.12132742147494 |
| 18 | 114.5 | 112.134258737589 | 2.36574126241144 |
| 19 | 96.9 | 94.759103521794 | 2.14089647820606 |
| 20 | 89.6 | 94.0338120590635 | -4.43381205906356 |
| 21 | 97.1 | 94.9554980745105 | 2.14450192548952 |
| 22 | 100.3 | 110.276884843777 | -9.97688484377671 |
| 23 | 122.6 | 109.734271259734 | 12.8657287402660 |
| 24 | 115.4 | 119.281883060215 | -3.8818830602152 |
| 25 | 109 | 116.402861651262 | -7.40286165126174 |
| 26 | 129.1 | 119.088374334516 | 10.0116256654836 |
| 27 | 102.8 | 126.603560001739 | -23.8035600017395 |
| 28 | 96.2 | 100.341501737233 | -4.14150173723250 |
| 29 | 127.7 | 118.184613129324 | 9.51538687067622 |
| 30 | 128.9 | 126.435591106404 | 2.46440889359579 |
| 31 | 126.5 | 123.448456245966 | 3.05154375403368 |
| 32 | 119.8 | 128.404687913806 | -8.60468791380575 |
| 33 | 113.2 | 127.608458417986 | -14.4084584179856 |
| 34 | 114.1 | 125.783397105444 | -11.6833971054439 |
| 35 | 134.1 | 125.833055954617 | 8.26694404538321 |
| 36 | 130 | 132.228923598830 | -2.22892359882982 |
| 37 | 121.8 | 129.891050003237 | -8.09105000323741 |
| 38 | 132.1 | 131.250870516529 | 0.849129483470838 |
| 39 | 105.3 | 135.818733239278 | -30.5187332392783 |
| 40 | 103 | 124.345814378760 | -21.3458143787604 |
| 41 | 117.1 | 127.467120786650 | -10.3671207866504 |
| 42 | 126.3 | 128.779619194569 | -2.47961919456859 |
| 43 | 138.1 | 130.630708868612 | 7.4692911313878 |
| 44 | 119.5 | 137.237138450433 | -17.7371384504332 |
| 45 | 138 | 132.145246445984 | 5.85475355401594 |
| 46 | 135.5 | 142.947619750712 | -7.44761975071174 |
| 47 | 178.6 | 138.293302444354 | 40.3066975556463 |
| 48 | 162.2 | 157.45872906325 | 4.74127093675008 |
| 49 | 176.9 | 149.077562522695 | 27.8224374773049 |
| 50 | 204.9 | 163.590102179929 | 41.3098978200714 |
| 51 | 132.2 | 171.414052381186 | -39.2140523811859 |
| 52 | 142.5 | 145.799869100694 | -3.29986910069350 |
| 53 | 164.3 | 160.292579711452 | 4.00742028854775 |
| 54 | 174.9 | 155.873252696907 | 19.0267473030933 |
| 55 | 175.4 | 158.836068312963 | 16.5639316870366 |
| 56 | 143 | 162.898988826367 | -19.8989888263669 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 10 | 0.0752637477085938 | 0.150527495417188 | 0.924736252291406 |
| 11 | 0.0401389481986491 | 0.0802778963972982 | 0.95986105180135 |
| 12 | 0.0151407415338111 | 0.0302814830676222 | 0.984859258466189 |
| 13 | 0.00587431100229299 | 0.0117486220045860 | 0.994125688997707 |
| 14 | 0.00175410068284580 | 0.00350820136569161 | 0.998245899317154 |
| 15 | 0.00101502263743772 | 0.00203004527487544 | 0.998984977362562 |
| 16 | 0.00225118143683047 | 0.00450236287366094 | 0.99774881856317 |
| 17 | 0.00101507841630092 | 0.00203015683260183 | 0.9989849215837 |
| 18 | 0.000482580400967143 | 0.000965160801934287 | 0.999517419599033 |
| 19 | 0.000372108001922049 | 0.000744216003844099 | 0.999627891998078 |
| 20 | 0.000124926741202036 | 0.000249853482404073 | 0.999875073258798 |
| 21 | 4.83146649568979e-05 | 9.66293299137958e-05 | 0.999951685335043 |
| 22 | 2.1873610976974e-05 | 4.3747221953948e-05 | 0.999978126389023 |
| 23 | 0.000101418444013600 | 0.000202836888027201 | 0.999898581555986 |
| 24 | 3.73532934472415e-05 | 7.4706586894483e-05 | 0.999962646706553 |
| 25 | 1.82693960305546e-05 | 3.65387920611092e-05 | 0.99998173060397 |
| 26 | 4.38637024532023e-05 | 8.77274049064046e-05 | 0.999956136297547 |
| 27 | 7.10012874413408e-05 | 0.000142002574882682 | 0.999928998712559 |
| 28 | 3.88564034320028e-05 | 7.77128068640056e-05 | 0.999961143596568 |
| 29 | 3.42717438638465e-05 | 6.8543487727693e-05 | 0.999965728256136 |
| 30 | 2.61699795083907e-05 | 5.23399590167814e-05 | 0.999973830020492 |
| 31 | 2.46052701905289e-05 | 4.92105403810577e-05 | 0.99997539472981 |
| 32 | 9.6241959954339e-06 | 1.92483919908678e-05 | 0.999990375804005 |
| 33 | 4.08665361226412e-06 | 8.17330722452823e-06 | 0.999995913346388 |
| 34 | 1.50211348500845e-06 | 3.00422697001691e-06 | 0.999998497886515 |
| 35 | 2.45731701850252e-06 | 4.91463403700503e-06 | 0.999997542682981 |
| 36 | 1.14702333239418e-06 | 2.29404666478836e-06 | 0.999998852976668 |
| 37 | 3.86058529791856e-07 | 7.72117059583712e-07 | 0.99999961394147 |
| 38 | 2.62615688485312e-07 | 5.25231376970623e-07 | 0.999999737384311 |
| 39 | 8.00393960022358e-07 | 1.60078792004472e-06 | 0.99999919960604 |
| 40 | 6.76320481256598e-07 | 1.35264096251320e-06 | 0.999999323679519 |
| 41 | 3.30650752654412e-07 | 6.61301505308824e-07 | 0.999999669349247 |
| 42 | 1.19558133335682e-07 | 2.39116266671364e-07 | 0.999999880441867 |
| 43 | 5.6035888033728e-08 | 1.12071776067456e-07 | 0.999999943964112 |
| 44 | 1.75603242527282e-07 | 3.51206485054564e-07 | 0.999999824396757 |
| 45 | 3.011239569825e-07 | 6.02247913965e-07 | 0.999999698876043 |
| 46 | 9.55232393642934e-06 | 1.91046478728587e-05 | 0.999990447676063 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 33 | 0.891891891891892 | NOK |
| 5% type I error level | 35 | 0.945945945945946 | NOK |
| 10% type I error level | 36 | 0.972972972972973 | NOK |
