| Multiple Linear Regression - Estimated Regression Equation |
| prijsindgrondst[t] = -40.0102897317963 + 2.40158782962229indexindustrprod[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) | -40.0102897317963 | 103.886828 | -0.3851 | 0.701524 | 0.350762 |
| indexindustrprod | 2.40158782962229 | 0.98406 | 2.4405 | 0.017689 | 0.008845 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.302807907985026 |
| R-squared | 0.0916926291382681 |
| Adjusted R-squared | 0.0762975889541710 |
| F-TEST (value) | 5.95598504724822 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 59 |
| p-value | 0.0176891166963649 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 69.4662191260859 |
| Sum Squared Residuals | 284707.780380730 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 117.1 | 188.380712865283 | -71.280712865283 |
| 2 | 118.7 | 192.943729741566 | -74.2437297415658 |
| 3 | 126.5 | 230.648658666636 | -104.148658666636 |
| 4 | 127.5 | 207.113097936337 | -79.6130979363374 |
| 5 | 134.6 | 193.904364873415 | -59.3043648734147 |
| 6 | 131.8 | 227.526594488127 | -95.7265944881268 |
| 7 | 135.9 | 169.888486577192 | -33.9884865771918 |
| 8 | 142.7 | 192.463412175641 | -49.7634121756414 |
| 9 | 141.7 | 234.010881628107 | -92.310881628107 |
| 10 | 153.4 | 224.884847875542 | -71.4848478755423 |
| 11 | 145 | 209.514685765960 | -64.5146857659596 |
| 12 | 137.7 | 203.991033757828 | -66.2910337578284 |
| 13 | 148.3 | 187.179918950472 | -38.8799189504723 |
| 14 | 152.2 | 190.301983128981 | -38.1019831289813 |
| 15 | 169.4 | 211.435956029657 | -42.0359560296575 |
| 16 | 168.6 | 206.872939153375 | -38.2729391533751 |
| 17 | 161.1 | 195.585476354150 | -34.4854763541503 |
| 18 | 174.1 | 233.530564062183 | -59.4305640621826 |
| 19 | 179 | 154.278165684647 | 24.7218343153530 |
| 20 | 190.6 | 189.821665563057 | 0.77833443694315 |
| 21 | 190 | 231.849452581447 | -41.8494525814469 |
| 22 | 181.6 | 214.317861425204 | -32.7178614252042 |
| 23 | 174.8 | 221.282466131109 | -46.4824661311088 |
| 24 | 180.5 | 205.672145238564 | -25.1721452385639 |
| 25 | 196.8 | 197.746905400810 | -0.946905400810386 |
| 26 | 193.8 | 201.829604711168 | -8.02960471116829 |
| 27 | 197 | 237.373104589578 | -40.3731045895782 |
| 28 | 216.3 | 201.829604711168 | 14.4703952888317 |
| 29 | 221.4 | 223.924212743693 | -2.52421274369338 |
| 30 | 217.9 | 235.211675542918 | -17.3116755429181 |
| 31 | 229.7 | 165.085310917947 | 64.6146890820527 |
| 32 | 227.4 | 201.349287145244 | 26.0507128547562 |
| 33 | 204.2 | 235.691993108843 | -31.4919931088426 |
| 34 | 196.6 | 239.774692419201 | -43.1746924192005 |
| 35 | 198.8 | 231.128976232560 | -32.3289762325602 |
| 36 | 207.5 | 204.951668889677 | 2.54833111032273 |
| 37 | 190.7 | 214.558020208166 | -23.8580202081664 |
| 38 | 201.6 | 212.876908727431 | -11.2769087274308 |
| 39 | 210.5 | 245.298344427332 | -34.7983444273318 |
| 40 | 223.5 | 214.798178991129 | 8.70182100887135 |
| 41 | 223.8 | 222.48326004592 | 1.31673995408002 |
| 42 | 231.2 | 241.455803899936 | -10.2558038999361 |
| 43 | 244 | 182.136584508266 | 61.8634154917345 |
| 44 | 234.7 | 210.235162114846 | 24.4648378851537 |
| 45 | 250.2 | 230.168341100711 | 20.0316588992887 |
| 46 | 265.7 | 253.944060613972 | 11.7559393860280 |
| 47 | 287.6 | 232.089611364409 | 55.5103886355909 |
| 48 | 283.3 | 200.148493230433 | 83.1515067695673 |
| 49 | 295.4 | 225.845483007391 | 69.5545169926088 |
| 50 | 312.3 | 230.888817449598 | 81.411182550402 |
| 51 | 333.8 | 223.684053960731 | 110.115946039269 |
| 52 | 347.7 | 241.695962682898 | 106.004037317102 |
| 53 | 383.2 | 222.002942479996 | 161.197057520004 |
| 54 | 407.1 | 238.333739721427 | 168.766260278573 |
| 55 | 413.6 | 190.542141911944 | 223.057858088056 |
| 56 | 362.7 | 199.668175664508 | 163.031824335492 |
| 57 | 321.9 | 240.495168768087 | 81.4048312319128 |
| 58 | 239.4 | 237.853422155503 | 1.54657784449734 |
| 59 | 191 | 198.707540532659 | -7.70754053265933 |
| 60 | 159.7 | 186.459442601586 | -26.7594426015856 |
| 61 | 163.4 | 178.534202763832 | -15.1342027638321 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.00212800725174869 | 0.00425601450349738 | 0.997871992748251 |
| 6 | 0.000234934875661048 | 0.000469869751322096 | 0.99976506512434 |
| 7 | 7.53622846936056e-05 | 0.000150724569387211 | 0.999924637715306 |
| 8 | 3.30718468346579e-05 | 6.61436936693158e-05 | 0.999966928153165 |
| 9 | 1.00420533444249e-05 | 2.00841066888499e-05 | 0.999989957946656 |
| 10 | 8.78507831664667e-06 | 1.75701566332933e-05 | 0.999991214921683 |
| 11 | 2.4998205185364e-06 | 4.9996410370728e-06 | 0.999997500179481 |
| 12 | 4.88437919065135e-07 | 9.7687583813027e-07 | 0.99999951156208 |
| 13 | 2.24871699145993e-07 | 4.49743398291985e-07 | 0.9999997751283 |
| 14 | 1.19411927743264e-07 | 2.38823855486528e-07 | 0.999999880588072 |
| 15 | 3.78416339237948e-07 | 7.56832678475897e-07 | 0.99999962158366 |
| 16 | 5.10026675462674e-07 | 1.02005335092535e-06 | 0.999999489973325 |
| 17 | 2.95783097882315e-07 | 5.91566195764629e-07 | 0.999999704216902 |
| 18 | 3.13564951340734e-07 | 6.27129902681469e-07 | 0.999999686435049 |
| 19 | 6.13608081510266e-07 | 1.22721616302053e-06 | 0.999999386391919 |
| 20 | 1.44168793024032e-06 | 2.88337586048063e-06 | 0.99999855831207 |
| 21 | 2.83699316188593e-06 | 5.67398632377186e-06 | 0.999997163006838 |
| 22 | 2.41301801228236e-06 | 4.82603602456473e-06 | 0.999997586981988 |
| 23 | 1.56735830655739e-06 | 3.13471661311478e-06 | 0.999998432641694 |
| 24 | 1.16827633649235e-06 | 2.3365526729847e-06 | 0.999998831723663 |
| 25 | 1.69471734117948e-06 | 3.38943468235897e-06 | 0.99999830528266 |
| 26 | 1.80211665090772e-06 | 3.60423330181543e-06 | 0.999998197883349 |
| 27 | 1.93806027991559e-06 | 3.87612055983117e-06 | 0.99999806193972 |
| 28 | 4.72880417183402e-06 | 9.45760834366805e-06 | 0.999995271195828 |
| 29 | 9.08364268273567e-06 | 1.81672853654713e-05 | 0.999990916357317 |
| 30 | 1.06253133114512e-05 | 2.12506266229024e-05 | 0.999989374686689 |
| 31 | 3.14747614098436e-05 | 6.29495228196872e-05 | 0.99996852523859 |
| 32 | 4.3587120163884e-05 | 8.7174240327768e-05 | 0.999956412879836 |
| 33 | 3.57768025684938e-05 | 7.15536051369876e-05 | 0.999964223197432 |
| 34 | 3.02935343730347e-05 | 6.05870687460693e-05 | 0.999969706465627 |
| 35 | 2.58578111268122e-05 | 5.17156222536244e-05 | 0.999974142188873 |
| 36 | 2.06492701798448e-05 | 4.12985403596896e-05 | 0.99997935072982 |
| 37 | 1.69209243580322e-05 | 3.38418487160643e-05 | 0.999983079075642 |
| 38 | 1.44039037736971e-05 | 2.88078075473942e-05 | 0.999985596096226 |
| 39 | 1.82672041632283e-05 | 3.65344083264566e-05 | 0.999981732795837 |
| 40 | 2.01188035488831e-05 | 4.02376070977662e-05 | 0.99997988119645 |
| 41 | 2.31250282355324e-05 | 4.62500564710647e-05 | 0.999976874971764 |
| 42 | 3.5610827115818e-05 | 7.1221654231636e-05 | 0.999964389172884 |
| 43 | 5.66657065439823e-05 | 0.000113331413087965 | 0.999943334293456 |
| 44 | 6.09873683608313e-05 | 0.000121974736721663 | 0.99993901263164 |
| 45 | 8.64310036451164e-05 | 0.000172862007290233 | 0.999913568996355 |
| 46 | 0.000196632291070630 | 0.000393264582141261 | 0.99980336770893 |
| 47 | 0.000374497538657624 | 0.000748995077315248 | 0.999625502461342 |
| 48 | 0.000627369800283813 | 0.00125473960056763 | 0.999372630199716 |
| 49 | 0.000837635472757288 | 0.00167527094551458 | 0.999162364527243 |
| 50 | 0.00112825422889140 | 0.00225650845778280 | 0.998871745771109 |
| 51 | 0.00182726707044893 | 0.00365453414089786 | 0.99817273292955 |
| 52 | 0.00212820566839659 | 0.00425641133679318 | 0.997871794331603 |
| 53 | 0.0062855595671137 | 0.0125711191342274 | 0.993714440432886 |
| 54 | 0.0157670066025537 | 0.0315340132051074 | 0.984232993397446 |
| 55 | 0.257822567970304 | 0.515645135940608 | 0.742177432029696 |
| 56 | 0.890971406431063 | 0.218057187137873 | 0.109028593568937 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 48 | 0.923076923076923 | NOK |
| 5% type I error level | 50 | 0.961538461538462 | NOK |
| 10% type I error level | 50 | 0.961538461538462 | NOK |
