| Multiple Linear Regression - Estimated Regression Equation |
| tot_indus[t] = + 90.832085622519 + 0.102540997522223prijsindex[t] -1.02882141864122M1[t] -2.96881131069401M2[t] + 7.59567990197284M3[t] -0.427850750705502M4[t] -0.910410059206618M5[t] + 7.2838462707706M6[t] -8.87902180084571M7[t] -7.59582151496311M8[t] + 8.03783230706095M9[t] + 9.4283972869726M10[t] + 4.08770137665445M11[t] -0.032791804572772t + 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) | 90.832085622519 | 2.270998 | 39.9965 | 0 | 0 |
| prijsindex | 0.102540997522223 | 0.032593 | 3.1461 | 0.002593 | 0.001296 |
| M1 | -1.02882141864122 | 1.672555 | -0.6151 | 0.540841 | 0.270421 |
| M2 | -2.96881131069401 | 1.739573 | -1.7066 | 0.093149 | 0.046575 |
| M3 | 7.59567990197284 | 1.744359 | 4.3544 | 5.4e-05 | 2.7e-05 |
| M4 | -0.427850750705502 | 1.753935 | -0.2439 | 0.808125 | 0.404063 |
| M5 | -0.910410059206618 | 1.74596 | -0.5214 | 0.604014 | 0.302007 |
| M6 | 7.2838462707706 | 1.713049 | 4.252 | 7.7e-05 | 3.8e-05 |
| M7 | -8.87902180084571 | 1.714484 | -5.1788 | 3e-06 | 1e-06 |
| M8 | -7.59582151496311 | 1.702849 | -4.4607 | 3.7e-05 | 1.9e-05 |
| M9 | 8.03783230706095 | 1.698533 | 4.7322 | 1.4e-05 | 7e-06 |
| M10 | 9.4283972869726 | 1.69997 | 5.5462 | 1e-06 | 0 |
| M11 | 4.08770137665445 | 1.697389 | 2.4082 | 0.019174 | 0.009587 |
| t | -0.032791804572772 | 0.078074 | -0.42 | 0.676006 | 0.338003 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.940800839498478 |
| R-squared | 0.88510621960104 |
| Adjusted R-squared | 0.859790640869066 |
| F-TEST (value) | 34.9629067923750 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 59 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.93862008885469 |
| Sum Squared Residuals | 509.493793570601 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 97.6 | 98.2711210938972 | -0.671121093897202 |
| 2 | 96.9 | 96.3906262950418 | 0.509373704958178 |
| 3 | 105.6 | 107.168424097189 | -1.56842409718921 |
| 4 | 102.8 | 99.101847540186 | 3.69815245981413 |
| 5 | 101.7 | 98.5967505268642 | 3.10324947313581 |
| 6 | 104.2 | 107.024821645826 | -2.82482164582643 |
| 7 | 92.7 | 90.9111945676551 | 1.78880543234487 |
| 8 | 91.9 | 91.977029253425 | -0.0770292534249414 |
| 9 | 106.5 | 107.629161769637 | -1.12916176963735 |
| 10 | 112.3 | 109.017697244233 | 3.28230275576709 |
| 11 | 102.8 | 103.890307923395 | -1.09030792339531 |
| 12 | 96.5 | 99.8210852409292 | -3.3210852409292 |
| 13 | 101 | 99.1593819080519 | 1.84061809194812 |
| 14 | 98.9 | 97.5249855032497 | 1.37501449675035 |
| 15 | 105.1 | 108.179734108370 | -3.07973410837040 |
| 16 | 103 | 99.9901083543404 | 3.00989164565961 |
| 17 | 99 | 99.6490769370543 | -0.649076937054284 |
| 18 | 104.3 | 107.800287362707 | -3.50028736270651 |
| 19 | 94.6 | 91.6251356860219 | 2.97486431397812 |
| 20 | 90.4 | 92.978085164854 | -2.57808516485391 |
| 21 | 108.9 | 108.743012778341 | 0.156987221659233 |
| 22 | 111.4 | 110.726286038565 | 0.673713961434789 |
| 23 | 100.8 | 105.588642617975 | -4.78864261797541 |
| 24 | 102.5 | 101.745010130058 | 0.754989869941816 |
| 25 | 98.2 | 101.472962587765 | -3.27296258776531 |
| 26 | 98.7 | 100.094918676769 | -1.39491867676865 |
| 27 | 113.3 | 110.862462379164 | 2.43753762083616 |
| 28 | 104.6 | 102.611312026620 | 1.9886879733795 |
| 29 | 99.3 | 101.634526424697 | -2.33452642469660 |
| 30 | 111.8 | 109.847261448862 | 1.95273855113784 |
| 31 | 97.3 | 94.0002409642486 | 3.29975903575136 |
| 32 | 97.7 | 95.2711576450629 | 2.42884235493710 |
| 33 | 115.6 | 110.954052460532 | 4.64594753946801 |
| 34 | 111.9 | 112.619448628438 | -0.719448628437527 |
| 35 | 107 | 107.625362604379 | -0.625362604378833 |
| 36 | 107.1 | 103.392074325877 | 3.70792567412283 |
| 37 | 100.6 | 103.407141576647 | -2.80714157664653 |
| 38 | 99.2 | 101.721474673083 | -2.52147467308318 |
| 39 | 108.4 | 112.622321672257 | -4.22232167225726 |
| 40 | 103 | 104.340409020457 | -1.34040902045726 |
| 41 | 99.8 | 103.076508625471 | -3.27650862547114 |
| 42 | 115 | 110.98162065707 | 4.01837934292998 |
| 43 | 90.8 | 94.878247678651 | -4.07824767865095 |
| 44 | 95.9 | 96.7233939455897 | -0.823393945589662 |
| 45 | 114.4 | 112.560100257342 | 1.83989974265793 |
| 46 | 108.2 | 113.979398031194 | -5.77939803119428 |
| 47 | 112.6 | 108.872516909861 | 3.72748309013885 |
| 48 | 109.1 | 105.408286112776 | 3.69171388722384 |
| 49 | 105 | 105.372082864784 | -0.372082864784393 |
| 50 | 105 | 103.891497956266 | 1.10850204373449 |
| 51 | 118.5 | 114.546246561386 | 3.95375343861376 |
| 52 | 103.7 | 107.925498069446 | -4.22549806944626 |
| 53 | 112.5 | 109.255884911772 | 3.24411508822761 |
| 54 | 116.6 | 116.350923062946 | 0.249076937054285 |
| 55 | 96.6 | 101.119148563466 | -4.51914856346554 |
| 56 | 101.9 | 102.369557044775 | -0.469557044775349 |
| 57 | 116.5 | 117.683304269164 | -1.18330426916442 |
| 58 | 119.3 | 119.584544731371 | -0.284544731371096 |
| 59 | 115.4 | 114.170040617471 | 1.22995938252873 |
| 60 | 108.5 | 110.459711426333 | -1.95971142633294 |
| 61 | 111.5 | 109.44936870188 | 2.05063129811993 |
| 62 | 108.8 | 107.876496895591 | 0.923503104408818 |
| 63 | 121.8 | 119.320811181633 | 2.47918881836696 |
| 64 | 109.6 | 112.730824988950 | -3.13082498894972 |
| 65 | 112.2 | 112.287252574141 | -0.087252574141383 |
| 66 | 119.6 | 119.495085822589 | 0.104914177410842 |
| 67 | 104.1 | 103.566032539958 | 0.53396746004214 |
| 68 | 105.3 | 103.780776946293 | 1.51922305370677 |
| 69 | 115 | 119.330368464983 | -4.33036846498340 |
| 70 | 124.1 | 121.272625326199 | 2.82737467380103 |
| 71 | 116.8 | 115.253129326918 | 1.54687067308197 |
| 72 | 107.5 | 110.373832764026 | -2.87383276402635 |
| 73 | 115.6 | 112.367941266975 | 3.23205873302538 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.219275880772119 | 0.438551761544239 | 0.780724119227881 |
| 18 | 0.120501671989001 | 0.241003343978002 | 0.879498328010999 |
| 19 | 0.0601983139844017 | 0.120396627968803 | 0.939801686015598 |
| 20 | 0.0354210331246286 | 0.0708420662492573 | 0.964578966875371 |
| 21 | 0.02704889731903 | 0.05409779463806 | 0.97295110268097 |
| 22 | 0.0117718101769025 | 0.0235436203538051 | 0.988228189823097 |
| 23 | 0.00722037137403094 | 0.0144407427480619 | 0.99277962862597 |
| 24 | 0.0502307556337114 | 0.100461511267423 | 0.949769244366289 |
| 25 | 0.0443620753438663 | 0.0887241506877325 | 0.955637924656134 |
| 26 | 0.0255457437808291 | 0.0510914875616582 | 0.974454256219171 |
| 27 | 0.0967362542388432 | 0.193472508477686 | 0.903263745761157 |
| 28 | 0.0762170419283511 | 0.152434083856702 | 0.92378295807165 |
| 29 | 0.0678561504215706 | 0.135712300843141 | 0.93214384957843 |
| 30 | 0.127313064604664 | 0.254626129209328 | 0.872686935395336 |
| 31 | 0.125859526364989 | 0.251719052729978 | 0.874140473635011 |
| 32 | 0.130464876940359 | 0.260929753880717 | 0.869535123059641 |
| 33 | 0.226503369383875 | 0.45300673876775 | 0.773496630616125 |
| 34 | 0.205504408000844 | 0.411008816001689 | 0.794495591999156 |
| 35 | 0.165038571309374 | 0.330077142618749 | 0.834961428690626 |
| 36 | 0.234791971679011 | 0.469583943358023 | 0.765208028320989 |
| 37 | 0.232396222220453 | 0.464792444440906 | 0.767603777779547 |
| 38 | 0.225807366795107 | 0.451614733590215 | 0.774192633204893 |
| 39 | 0.379705713495384 | 0.759411426990768 | 0.620294286504616 |
| 40 | 0.387662082777613 | 0.775324165555227 | 0.612337917222387 |
| 41 | 0.418967023008544 | 0.837934046017087 | 0.581032976991456 |
| 42 | 0.532371891355168 | 0.935256217289664 | 0.467628108644832 |
| 43 | 0.582354360377208 | 0.835291279245584 | 0.417645639622792 |
| 44 | 0.501015333795673 | 0.997969332408654 | 0.498984666204327 |
| 45 | 0.54246264698232 | 0.91507470603536 | 0.45753735301768 |
| 46 | 0.828608864656134 | 0.342782270687731 | 0.171391135343865 |
| 47 | 0.83760158968721 | 0.324796820625579 | 0.162398410312789 |
| 48 | 0.962442900895 | 0.0751141982099994 | 0.0375570991049997 |
| 49 | 0.953121392153946 | 0.0937572156921082 | 0.0468786078460541 |
| 50 | 0.918505548533945 | 0.162988902932109 | 0.0814944514660547 |
| 51 | 0.899744692801104 | 0.200510614397793 | 0.100255307198896 |
| 52 | 0.86330840716606 | 0.273383185667879 | 0.136691592833939 |
| 53 | 0.904482263284098 | 0.191035473431805 | 0.0955177367159023 |
| 54 | 0.870098325017004 | 0.259803349965991 | 0.129901674982996 |
| 55 | 0.882841711880623 | 0.234316576238754 | 0.117158288119377 |
| 56 | 0.794072458411595 | 0.411855083176809 | 0.205927541588405 |
| 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 | 2 | 0.05 | NOK |
| 10% type I error level | 8 | 0.2 | NOK |
