Multiple Linear Regression - Estimated Regression Equation
tot_indus[t] = + 92.7500732489502 + 0.0894748397840029prijsindex[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)92.75007324895022.37131639.113300
prijsindex0.08947483978400290.0151095.922100


Multiple Linear Regression - Regression Statistics
Multiple R0.575011290154962
R-squared0.330637983805674
Adjusted R-squared0.321210349774768
F-TEST (value)35.071151756821
F-TEST (DF numerator)1
F-TEST (DF denominator)71
p-value1.03454354749566e-07
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation6.46580416981606
Sum Squared Residuals2968.27027293117


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
197.6100.167537467044-2.56753746704385
296.9100.248064822850-3.34806482284963
3105.6100.4628044383315.13719556166878
4102.8100.4538569543532.34614304564719
5101.7100.4628044383311.23719556166879
6104.2100.6954390217703.50456097823038
792.7100.767018893597-8.06701889359682
891.9100.605964181986-8.70596418198561
9106.5100.6507016018785.84929839812238
10112.3100.67754405381311.6224559461872
11102.8100.8922836692941.90771633070557
1296.5100.937021089186-4.43702108918643
13101101.285972964344-0.285972964344038
1498.9101.581239935631-2.68123993563124
15105.1101.6886097433723.41139025662794
16103101.5722924516531.42770754834715
1799101.724399679286-2.72439967928565
18104.3101.7154521953072.58454780469275
1994.6101.733347163264-7.13334716326406
2090.4101.822822003048-11.4228220030480
21108.9101.9659817467026.93401825329755
22111.4102.5117782693858.88822173061513
23100.8102.717570400888-1.91757040088809
24102.5102.959152468305-0.45915246830489
2598.2103.648108734642-5.44810873464171
2698.7104.167062805389-5.46706280538892
27113.3104.3728549368928.92714506310786
28104.6104.2028527413030.397147258697465
2999.3103.800215962275-4.50021596227452
30111.8103.8449533821677.95504661783348
3197.3104.149167837432-6.84916783743213
3297.7104.167062805389-6.46706280538892
33115.6104.23864267721611.3613573227839
34111.9104.5070671965687.39293280343187
35107104.8381241037692.16187589623105
36107.1104.7397017800072.36029821999345
37100.6105.679187597739-5.07918759773858
3899.2105.929717149134-6.72971714913378
39108.4106.2518265723562.14817342764381
40103106.054981924831-3.05498192483139
4199.8105.401815594408-5.60181559440817
42115105.1781284949489.82187150505184
4390.8105.258655850754-14.4586558507538
4495.9105.777609921501-9.87760992150097
45114.4105.9834020530048.41659794699582
46108.2106.0370869568752.16291304312542
47112.6106.2697215403136.330278459687
48109.1106.8423605149312.25763948506938
49105107.737108912771-2.73710891277064
50105108.166588143734-3.16658814373385
51118.5108.27395795147510.2260420485253
52103.7109.526605708451-5.8266057084507
53112.5111.1371528245631.36284717543725
54116.6110.2066144908096.39338550919088
5596.6111.047677984779-14.4476779847787
56101.9111.047677984779-9.14767798477874
57116.5110.7971484333845.70285156661647
58119.3111.2713650842398.02863491576125
59115.4111.2355751483254.16442485167486
60108.5111.593474507461-3.09347450746116
61111.5111.638211927353-0.138211927353162
62108.8111.987163802511-3.18716380251078
63121.8112.7834898765889.0165101234116
64109.6114.062980085500-4.46298008549964
65112.2114.125612473348-1.92561247334844
66119.6113.2934964633576.30650353664278
67104.1113.526131046796-9.42613104679563
68105.3112.622435164977-7.3224351649772
69115112.5776977450852.42230225491481
70124.1113.08770433185411.0122956681460
71116.8112.5240128412154.27598715878521
72107.5111.861899026813-4.36189902681317
73115.6114.5282492523761.07175074762354


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.03196390947738330.06392781895476670.968036090522617
60.01971607482255160.03943214964510320.980283925177448
70.2827272970288590.5654545940577170.717272702971141
80.3547415742448640.7094831484897290.645258425755135
90.3826761092125340.7653522184250680.617323890787466
100.5961721242154360.8076557515691290.403827875784564
110.492321640497910.984643280995820.50767835950209
120.4673298407234970.9346596814469940.532670159276503
130.3718005731298380.7436011462596760.628199426870162
140.2945483296324240.5890966592648470.705451670367576
150.2444769074612150.4889538149224310.755523092538785
160.1803400385906280.3606800771812550.819659961409372
170.1385581247512220.2771162495024430.861441875248778
180.1022507439803640.2045014879607280.897749256019636
190.1141480941667600.2282961883335210.88585190583324
200.1950513105431860.3901026210863710.804948689456814
210.2434589480615370.4869178961230740.756541051938463
220.3111894708007390.6223789416014790.68881052919926
230.2550900148385250.5101800296770490.744909985161476
240.1984717909941790.3969435819883580.801528209005821
250.1781159097184830.3562318194369660.821884090281517
260.1501794587378170.3003589174756330.849820541262183
270.2188338519056250.4376677038112490.781166148094375
280.1692479019870650.3384958039741310.830752098012935
290.1462021883690240.2924043767380490.853797811630976
300.1689126049260470.3378252098520940.831087395073953
310.1749213188659870.3498426377319740.825078681134013
320.1712985840794010.3425971681588020.8287014159206
330.2806660607404710.5613321214809420.719333939259529
340.292784430928750.58556886185750.70721556907125
350.24158832454580.48317664909160.7584116754542
360.197458371383990.394916742767980.80254162861601
370.1829931334325440.3659862668650890.817006866567456
380.1837606559428880.3675213118857760.816239344057112
390.1466027431178630.2932054862357260.853397256882137
400.1166151245429070.2332302490858150.883384875457093
410.1057190229473140.2114380458946270.894280977052686
420.1536953782755340.3073907565510690.846304621724466
430.3509031515309920.7018063030619850.649096848469008
440.4659947672681120.9319895345362240.534005232731888
450.4886839224849230.9773678449698450.511316077515077
460.4235603059306700.8471206118613390.57643969406933
470.4050178832947990.8100357665895990.594982116705201
480.3430179797846340.6860359595692680.656982020215366
490.2912298500826310.5824597001652620.708770149917369
500.2525332655493390.5050665310986780.747466734450661
510.3273159547364390.6546319094728780.672684045263561
520.3065768640758290.6131537281516580.693423135924171
530.2449605428821310.4899210857642610.75503945711787
540.2432793006626780.4865586013253560.756720699337322
550.5103791394320640.9792417211358720.489620860567936
560.6394469051174060.7211061897651880.360553094882594
570.5907270431832830.8185459136334350.409272956816717
580.6087761336992620.7824477326014770.391223866300738
590.5544419111401840.8911161777196320.445558088859816
600.4810366027946860.9620732055893720.518963397205314
610.3864794459730910.7729588919461810.613520554026909
620.3259333817388940.6518667634777890.674066618261105
630.3843757686083540.7687515372167080.615624231391646
640.3235839211512870.6471678423025740.676416078848713
650.2400008619816400.4800017239632790.75999913801836
660.2109004046275960.4218008092551920.789099595372404
670.3411444212001510.6822888424003020.658855578799849
680.4392560428606270.8785120857212540.560743957139373


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level10.015625OK
10% type I error level20.03125OK