| Multiple Linear Regression - Estimated Regression Equation |
| Energieprijsindex[t] = + 8.00420722973749 + 1.07246415184596totindusprodindex[t] -6.22216318831792Q1[t] -5.33459235212556Q2[t] + 3.70062778916478Q3[t] + 3.02642527434408t + 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) | 8.00420722973749 | 73.627296 | 0.1087 | 0.913826 | 0.456913 |
| totindusprodindex | 1.07246415184596 | 0.73646 | 1.4562 | 0.151011 | 0.075505 |
| Q1 | -6.22216318831792 | 16.973724 | -0.3666 | 0.715342 | 0.357671 |
| Q2 | -5.33459235212556 | 18.188964 | -0.2933 | 0.770406 | 0.385203 |
| Q3 | 3.70062778916478 | 16.996272 | 0.2177 | 0.828444 | 0.414222 |
| t | 3.02642527434408 | 0.352222 | 8.5924 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.787977569766432 |
| R-squared | 0.620908650455013 |
| Adjusted R-squared | 0.586445800496378 |
| F-TEST (value) | 18.0167528570699 |
| F-TEST (DF numerator) | 5 |
| F-TEST (DF denominator) | 55 |
| p-value | 1.52458712321391e-10 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 46.4808264055017 |
| Sum Squared Residuals | 118825.697283611 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 117.1 | 106.799810156314 | 10.3001898436863 |
| 2 | 118.7 | 112.751488155358 | 5.94851184464198 |
| 3 | 126.5 | 141.650820754974 | -15.1508207549741 |
| 4 | 127.5 | 130.466469552063 | -2.96646955206286 |
| 5 | 134.6 | 121.372178802936 | 13.2278211970637 |
| 6 | 131.8 | 140.300673039316 | -8.50067303931608 |
| 7 | 135.9 | 126.623178810648 | 9.27682118935242 |
| 8 | 142.7 | 136.030139323179 | 6.66986067682111 |
| 9 | 141.7 | 151.38803123614 | -9.6880312361401 |
| 10 | 153.4 | 151.226663569662 | 2.17333643033807 |
| 11 | 145 | 156.424538413482 | -11.4245384134822 |
| 12 | 137.7 | 153.283668349416 | -15.5836683494158 |
| 13 | 148.3 | 142.580681372520 | 5.71931862747976 |
| 14 | 152.2 | 147.888880880456 | 4.31111911954351 |
| 15 | 169.4 | 169.388210832335 | 0.0117891676646906 |
| 16 | 168.6 | 166.676326429007 | 1.92367357099271 |
| 17 | 161.1 | 158.440007001357 | 2.65999299864257 |
| 18 | 174.1 | 179.29893671106 | -5.19893671106007 |
| 19 | 179 | 155.969265115778 | 23.0307348842221 |
| 20 | 190.6 | 171.167532048277 | 19.4324679517227 |
| 21 | 190 | 186.739916791608 | 3.26008320839226 |
| 22 | 181.6 | 182.824924593669 | -1.22492459366874 |
| 23 | 174.8 | 197.996716049656 | -23.1967160496564 |
| 24 | 180.5 | 190.351496547837 | -9.85149654783698 |
| 25 | 196.8 | 183.616626932771 | 13.1833730672285 |
| 26 | 193.8 | 189.353812101446 | 4.44618789855394 |
| 27 | 197 | 217.287926964401 | -20.2879269644007 |
| 28 | 216.3 | 200.741255002260 | 15.5587449977402 |
| 29 | 221.4 | 207.412187285269 | 13.9878127147313 |
| 30 | 217.9 | 216.366764909481 | 1.53323509051879 |
| 31 | 229.7 | 197.112457091214 | 32.5875429087863 |
| 32 | 227.4 | 212.632463269267 | 14.7675367307331 |
| 33 | 204.2 | 224.772962726690 | -20.5729627266903 |
| 34 | 196.6 | 230.510147895365 | -33.9101478953649 |
| 35 | 198.8 | 238.710922364354 | -39.9109223643538 |
| 36 | 207.5 | 226.346860594412 | -18.8468605944122 |
| 37 | 190.7 | 227.440979287822 | -36.7409792878222 |
| 38 | 201.6 | 230.604250492066 | -29.0042504920665 |
| 39 | 210.5 | 257.144161957621 | -46.6441619576213 |
| 40 | 223.5 | 242.849664714357 | -19.3496647143569 |
| 41 | 223.8 | 243.08581208629 | -19.2858120862901 |
| 42 | 231.2 | 255.472274996410 | -24.2722749964097 |
| 43 | 244 | 241.044055861449 | 2.95594413855106 |
| 44 | 234.7 | 252.917683923226 | -18.2176839232260 |
| 45 | 250.2 | 258.623398469574 | -8.42339846957358 |
| 46 | 265.7 | 273.154789683385 | -7.45478968338505 |
| 47 | 287.6 | 275.457011317221 | 12.1429886827788 |
| 48 | 283.3 | 260.519035582849 | 22.7809644171508 |
| 49 | 295.4 | 268.798664093627 | 26.6013359063728 |
| 50 | 312.3 | 274.96483492304 | 37.3351650769598 |
| 51 | 333.8 | 283.809087883137 | 49.9909121168633 |
| 52 | 347.7 | 291.178366507161 | 56.5216334928393 |
| 53 | 383.2 | 279.18842254805 | 104.01157745195 |
| 54 | 407.1 | 290.395174891139 | 116.704825108861 |
| 55 | 413.6 | 281.114783685039 | 132.485216314961 |
| 56 | 362.7 | 284.515944947233 | 78.1840550527672 |
| 57 | 321.9 | 299.55209761464 | 22.3479023853598 |
| 58 | 239.4 | 302.286383158146 | -62.8863831581461 |
| 59 | 191 | 296.866862898691 | -105.866862898691 |
| 60 | 159.7 | 290.723093209456 | -131.023093209456 |
| 61 | 163.4 | 283.988223594391 | -120.588223594391 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 9 | 0.000285511164038148 | 0.000571022328076296 | 0.999714488835962 |
| 10 | 8.9179686443723e-05 | 0.000178359372887446 | 0.999910820313556 |
| 11 | 1.49298498015162e-05 | 2.98596996030325e-05 | 0.999985070150198 |
| 12 | 1.85590972052239e-05 | 3.71181944104479e-05 | 0.999981440902795 |
| 13 | 2.23495716773956e-06 | 4.46991433547912e-06 | 0.999997765042832 |
| 14 | 2.36015983991667e-07 | 4.72031967983334e-07 | 0.999999763984016 |
| 15 | 1.00456449493701e-07 | 2.00912898987401e-07 | 0.99999989954355 |
| 16 | 2.30364935936087e-08 | 4.60729871872175e-08 | 0.999999976963506 |
| 17 | 2.81795211215379e-09 | 5.63590422430759e-09 | 0.999999997182048 |
| 18 | 3.36279369894091e-10 | 6.72558739788181e-10 | 0.99999999966372 |
| 19 | 6.81301711292285e-11 | 1.36260342258457e-10 | 0.99999999993187 |
| 20 | 6.04554157164597e-11 | 1.20910831432919e-10 | 0.999999999939545 |
| 21 | 1.16556418056542e-11 | 2.33112836113085e-11 | 0.999999999988344 |
| 22 | 1.61839197425718e-12 | 3.23678394851436e-12 | 0.999999999998382 |
| 23 | 1.62087272589024e-12 | 3.24174545178048e-12 | 0.999999999998379 |
| 24 | 4.26688036127809e-13 | 8.53376072255619e-13 | 0.999999999999573 |
| 25 | 6.27478712202247e-14 | 1.25495742440449e-13 | 0.999999999999937 |
| 26 | 7.62401354806323e-15 | 1.52480270961265e-14 | 0.999999999999992 |
| 27 | 9.49491367910636e-16 | 1.89898273582127e-15 | 1 |
| 28 | 5.29711701993917e-16 | 1.05942340398783e-15 | 1 |
| 29 | 2.39160882865998e-16 | 4.78321765731995e-16 | 1 |
| 30 | 3.65246498128505e-17 | 7.3049299625701e-17 | 1 |
| 31 | 3.02031153725308e-17 | 6.04062307450616e-17 | 1 |
| 32 | 5.41522820528595e-18 | 1.08304564105719e-17 | 1 |
| 33 | 7.5307202208982e-18 | 1.50614404417964e-17 | 1 |
| 34 | 3.53781628782863e-17 | 7.07563257565727e-17 | 1 |
| 35 | 8.74412788208518e-17 | 1.74882557641704e-16 | 1 |
| 36 | 6.89445448731108e-17 | 1.37889089746222e-16 | 1 |
| 37 | 6.47700700892697e-16 | 1.29540140178539e-15 | 1 |
| 38 | 4.75382369793854e-16 | 9.50764739587707e-16 | 1 |
| 39 | 5.77400140217404e-16 | 1.15480028043481e-15 | 1 |
| 40 | 1.27456509313913e-16 | 2.54913018627826e-16 | 1 |
| 41 | 2.68094047377385e-17 | 5.3618809475477e-17 | 1 |
| 42 | 7.77913076342767e-18 | 1.55582615268553e-17 | 1 |
| 43 | 1.20233984156447e-18 | 2.40467968312894e-18 | 1 |
| 44 | 3.51660902134046e-19 | 7.03321804268093e-19 | 1 |
| 45 | 2.24990170534993e-19 | 4.49980341069986e-19 | 1 |
| 46 | 1.82683186993496e-18 | 3.65366373986992e-18 | 1 |
| 47 | 1.58883086139002e-16 | 3.17766172278003e-16 | 1 |
| 48 | 3.69722051334623e-16 | 7.39444102669246e-16 | 1 |
| 49 | 3.47583543916558e-14 | 6.95167087833117e-14 | 0.999999999999965 |
| 50 | 2.31199336018357e-10 | 4.62398672036713e-10 | 0.9999999997688 |
| 51 | 1.74159116745418e-06 | 3.48318233490835e-06 | 0.999998258408832 |
| 52 | 0.000491806614042217 | 0.000983613228084434 | 0.999508193385958 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 44 | 1 | NOK |
| 5% type I error level | 44 | 1 | NOK |
| 10% type I error level | 44 | 1 | NOK |
