| Multiple Linear Regression - Estimated Regression Equation |
| BouwV[t] = + 100.737929464167 + 18.0026589708333X[t] + 1.24926445333335M1[t] + 0.741356025555553M2[t] + 13.1704820188889M3[t] + 6.56709212333335M4[t] + 6.68611955666668M5[t] + 12.8062306022222M6[t] + 0.279589323333329M7[t] -2.22710195000001M8[t] -0.0735003233333385M9[t] + 8.83081141666668M10[t] -10.2619287333333M11[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) | 100.737929464167 | 5.344786 | 18.8479 | 0 | 0 |
| X | 18.0026589708333 | 3.206871 | 5.6138 | 0 | 0 |
| M1 | 1.24926445333335 | 7.405952 | 0.1687 | 0.866404 | 0.433202 |
| M2 | 0.741356025555553 | 7.405952 | 0.1001 | 0.920474 | 0.460237 |
| M3 | 13.1704820188889 | 7.405952 | 1.7784 | 0.078543 | 0.039272 |
| M4 | 6.56709212333335 | 7.405952 | 0.8867 | 0.377463 | 0.188731 |
| M5 | 6.68611955666668 | 7.405952 | 0.9028 | 0.368914 | 0.184457 |
| M6 | 12.8062306022222 | 7.405952 | 1.7292 | 0.087025 | 0.043512 |
| M7 | 0.279589323333329 | 7.405952 | 0.0378 | 0.969965 | 0.484982 |
| M8 | -2.22710195000001 | 7.405952 | -0.3007 | 0.764287 | 0.382143 |
| M9 | -0.0735003233333385 | 7.405952 | -0.0099 | 0.992102 | 0.496051 |
| M10 | 8.83081141666668 | 7.405952 | 1.1924 | 0.236077 | 0.118038 |
| M11 | -10.2619287333333 | 7.405952 | -1.3856 | 0.169104 | 0.084552 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.585800390694066 |
| R-squared | 0.343162097737320 |
| Adjusted R-squared | 0.260193099556772 |
| F-TEST (value) | 4.13602797746894 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 95 |
| p-value | 3.41703775448288e-05 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 15.7103976677556 |
| Sum Squared Residuals | 23447.5765135068 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 100 | 101.9871939175 | -1.98719391749993 |
| 2 | 108.1560276 | 101.479285489722 | 6.67674211027781 |
| 3 | 114.0150276 | 113.908411483056 | 0.106616116944433 |
| 4 | 102.1880309 | 107.3050215875 | -5.11699068749999 |
| 5 | 110.3672031 | 107.424049020833 | 2.94315407916666 |
| 6 | 96.8602511 | 113.544160066389 | -16.6839089663889 |
| 7 | 94.1944583 | 101.0175187875 | -6.82306048750004 |
| 8 | 99.51621961 | 98.5108275141666 | 1.00539209583334 |
| 9 | 94.06333487 | 100.664429140833 | -6.60109427083333 |
| 10 | 97.5541476 | 109.568740880833 | -12.0145932808333 |
| 11 | 78.15062422 | 90.4760007308333 | -12.3253765108333 |
| 12 | 81.2434643 | 100.737929464167 | -19.4944651641667 |
| 13 | 92.36262465 | 101.9871939175 | -9.6245692675 |
| 14 | 96.06324371 | 101.479285489722 | -5.41604177972223 |
| 15 | 114.0523777 | 113.908411483056 | 0.143966216944441 |
| 16 | 110.6616666 | 107.3050215875 | 3.35664501250000 |
| 17 | 104.9171949 | 107.424049020833 | -2.50685412083333 |
| 18 | 90.00187193 | 113.544160066389 | -23.5422881363889 |
| 19 | 95.7008067 | 101.0175187875 | -5.31671208749999 |
| 20 | 86.02741157 | 98.5108275141667 | -12.4834159441667 |
| 21 | 84.85287668 | 100.664429140833 | -15.8115524608333 |
| 22 | 100.04328 | 109.568740880833 | -9.52546088083333 |
| 23 | 80.91713823 | 90.4760007308333 | -9.55886250083333 |
| 24 | 74.06539709 | 100.737929464167 | -26.6725323741667 |
| 25 | 77.30281369 | 101.9871939175 | -24.6843802275 |
| 26 | 97.23043249 | 101.479285489722 | -4.24885299972222 |
| 27 | 90.75515676 | 113.908411483056 | -23.1532547230555 |
| 28 | 100.5614455 | 107.3050215875 | -6.7435760875 |
| 29 | 92.01293267 | 107.424049020833 | -15.4111163508333 |
| 30 | 99.24012138 | 113.544160066389 | -14.3040386863889 |
| 31 | 105.8672755 | 101.0175187875 | 4.84975671250001 |
| 32 | 90.9920463 | 98.5108275141667 | -7.51878121416667 |
| 33 | 93.30624423 | 100.664429140833 | -7.35818491083332 |
| 34 | 91.17419413 | 109.568740880833 | -18.3945467508333 |
| 35 | 77.33295039 | 90.4760007308333 | -13.1430503408333 |
| 36 | 91.1277721 | 100.737929464167 | -9.61015736416667 |
| 37 | 85.01249943 | 101.9871939175 | -16.9746944875 |
| 38 | 83.90390242 | 101.479285489722 | -17.5753830697222 |
| 39 | 104.8626302 | 113.908411483056 | -9.04578128305556 |
| 40 | 110.9039108 | 107.3050215875 | 3.59888921250001 |
| 41 | 95.43714373 | 107.424049020833 | -11.9869052908333 |
| 42 | 111.6238727 | 113.544160066389 | -1.92028736638888 |
| 43 | 108.8925403 | 101.0175187875 | 7.8750215125 |
| 44 | 96.17511682 | 98.5108275141667 | -2.33571069416667 |
| 45 | 101.9740205 | 100.664429140833 | 1.30959135916666 |
| 46 | 99.11953031 | 109.568740880833 | -10.4492105708333 |
| 47 | 86.78158147 | 90.4760007308333 | -3.69441926083333 |
| 48 | 118.4195003 | 100.737929464167 | 17.6815708358333 |
| 49 | 118.7441447 | 101.9871939175 | 16.7569507825 |
| 50 | 106.5296192 | 101.479285489722 | 5.05033371027778 |
| 51 | 134.7772694 | 113.908411483056 | 20.8688579169444 |
| 52 | 104.6778714 | 107.3050215875 | -2.6271501875 |
| 53 | 105.2954304 | 107.424049020833 | -2.12861862083333 |
| 54 | 139.4139849 | 113.544160066389 | 25.8698248336111 |
| 55 | 103.6060491 | 101.0175187875 | 2.58853031250001 |
| 56 | 99.78182974 | 98.5108275141667 | 1.27100222583334 |
| 57 | 103.4610301 | 100.664429140833 | 2.79660095916667 |
| 58 | 120.0594945 | 109.568740880833 | 10.4907536191667 |
| 59 | 96.71377168 | 90.4760007308333 | 6.23777094916666 |
| 60 | 107.1308929 | 100.737929464167 | 6.39296343583333 |
| 61 | 105.3608372 | 101.9871939175 | 3.37364328249999 |
| 62 | 111.6942359 | 101.479285489722 | 10.2149504102778 |
| 63 | 132.0519998 | 113.908411483056 | 18.1435883169445 |
| 64 | 126.8037879 | 107.3050215875 | 19.4987663125 |
| 65 | 154.4824253 | 107.424049020833 | 47.0583762791667 |
| 66 | 141.5570984 | 113.544160066389 | 28.0129383336111 |
| 67 | 109.9506882 | 101.0175187875 | 8.93316941250001 |
| 68 | 127.904198 | 98.5108275141667 | 29.3933704858333 |
| 69 | 133.0888617 | 100.664429140833 | 32.4244325591667 |
| 70 | 120.0796299 | 109.568740880833 | 10.5108890191667 |
| 71 | 117.5557142 | 90.4760007308333 | 27.0797134691667 |
| 72 | 143.0362309 | 100.737929464167 | 42.2983014358333 |
| 73 | 159.982927 | 119.989852888333 | 39.9930741116666 |
| 74 | 128.5991124 | 119.481944460556 | 9.11716793944444 |
| 75 | 149.7373327 | 131.911070453889 | 17.8262622461111 |
| 76 | 126.8169313 | 125.307680558333 | 1.50925074166666 |
| 77 | 140.9639674 | 125.426707991667 | 15.5372594083333 |
| 78 | 137.6691981 | 131.546819037222 | 6.12237906277777 |
| 79 | 117.9402337 | 119.020177758333 | -1.07994405833333 |
| 80 | 122.3095247 | 116.513486485 | 5.796038215 |
| 81 | 127.7804207 | 118.667088111667 | 9.11333258833333 |
| 82 | 136.1677176 | 127.571399851667 | 8.59631774833334 |
| 83 | 116.2405856 | 108.478659701667 | 7.76192589833334 |
| 84 | 123.1576893 | 118.740588435 | 4.41710086499999 |
| 85 | 116.3400234 | 119.989852888333 | -3.64982948833334 |
| 86 | 108.6119282 | 119.481944460556 | -10.8700162605556 |
| 87 | 125.8982264 | 131.911070453889 | -6.01284405388889 |
| 88 | 112.8003105 | 125.307680558333 | -12.5073700583333 |
| 89 | 107.5182447 | 125.426707991667 | -17.9084632916667 |
| 90 | 135.0955413 | 131.546819037222 | 3.54872226277779 |
| 91 | 115.5096488 | 119.020177758333 | -3.51052895833333 |
| 92 | 115.8640759 | 116.513486485 | -0.649410584999995 |
| 93 | 104.5883906 | 118.667088111667 | -14.0786975116667 |
| 94 | 163.7213386 | 127.571399851667 | 36.1499387483333 |
| 95 | 113.4482275 | 108.478659701667 | 4.96956779833334 |
| 96 | 98.0428844 | 118.740588435 | -20.697704035 |
| 97 | 116.7868521 | 119.989852888333 | -3.20300078833334 |
| 98 | 126.5330444 | 119.481944460556 | 7.05109993944444 |
| 99 | 113.0336597 | 131.911070453889 | -18.8774107538889 |
| 100 | 124.3392163 | 125.307680558333 | -0.96846425833333 |
| 101 | 109.8298759 | 125.426707991667 | -15.5968320916667 |
| 102 | 124.4434777 | 131.546819037222 | -7.10334133722222 |
| 103 | 111.5039454 | 119.020177758333 | -7.51623235833332 |
| 104 | 102.0350019 | 116.513486485 | -14.478484585 |
| 105 | 116.8726598 | 118.667088111667 | -1.79442831166667 |
| 106 | 112.2073122 | 127.571399851667 | -15.3640876516667 |
| 107 | 101.1513902 | 108.478659701667 | -7.32726950166667 |
| 108 | 124.4255108 | 118.740588435 | 5.68492236499999 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.080675621898115 | 0.16135124379623 | 0.919324378101885 |
| 17 | 0.031345006379653 | 0.062690012759306 | 0.968654993620347 |
| 18 | 0.0144620332424114 | 0.0289240664848227 | 0.98553796675759 |
| 19 | 0.00454749338596286 | 0.00909498677192572 | 0.995452506614037 |
| 20 | 0.00497785386225539 | 0.00995570772451077 | 0.995022146137745 |
| 21 | 0.00292920340748893 | 0.00585840681497787 | 0.997070796592511 |
| 22 | 0.00105620742820457 | 0.00211241485640913 | 0.998943792571795 |
| 23 | 0.000371018841528166 | 0.000742037683056331 | 0.999628981158472 |
| 24 | 0.000218495046068637 | 0.000436990092137273 | 0.999781504953931 |
| 25 | 0.00134503107187715 | 0.00269006214375430 | 0.998654968928123 |
| 26 | 0.000624660703603694 | 0.00124932140720739 | 0.999375339296396 |
| 27 | 0.00421669043307113 | 0.00843338086614226 | 0.995783309566929 |
| 28 | 0.00236963962121652 | 0.00473927924243305 | 0.997630360378783 |
| 29 | 0.0031174765878233 | 0.0062349531756466 | 0.996882523412177 |
| 30 | 0.00215030303165335 | 0.0043006060633067 | 0.997849696968347 |
| 31 | 0.00160525032949522 | 0.00321050065899045 | 0.998394749670505 |
| 32 | 0.000846738924814078 | 0.00169347784962816 | 0.999153261075186 |
| 33 | 0.000468379519406068 | 0.000936759038812135 | 0.999531620480594 |
| 34 | 0.000390555156622182 | 0.000781110313244364 | 0.999609444843378 |
| 35 | 0.000237659368707838 | 0.000475318737415677 | 0.999762340631292 |
| 36 | 0.000300178453759093 | 0.000600356907518186 | 0.99969982154624 |
| 37 | 0.000280113333371505 | 0.00056022666674301 | 0.999719886666628 |
| 38 | 0.000649640182979537 | 0.00129928036595907 | 0.99935035981702 |
| 39 | 0.00044264261703862 | 0.00088528523407724 | 0.999557357382961 |
| 40 | 0.00026778472761326 | 0.00053556945522652 | 0.999732215272387 |
| 41 | 0.000240551659172522 | 0.000481103318345044 | 0.999759448340827 |
| 42 | 0.000451696801934846 | 0.000903393603869691 | 0.999548303198065 |
| 43 | 0.000347068456707538 | 0.000694136913415075 | 0.999652931543292 |
| 44 | 0.000222042942790004 | 0.000444085885580008 | 0.99977795705721 |
| 45 | 0.000204021748433508 | 0.000408043496867016 | 0.999795978251567 |
| 46 | 0.000211188319790218 | 0.000422376639580437 | 0.99978881168021 |
| 47 | 0.00019736520142584 | 0.00039473040285168 | 0.999802634798574 |
| 48 | 0.0040219729088763 | 0.0080439458177526 | 0.995978027091124 |
| 49 | 0.0138560778051192 | 0.0277121556102384 | 0.98614392219488 |
| 50 | 0.0115108571624711 | 0.0230217143249423 | 0.98848914283753 |
| 51 | 0.0253922024538745 | 0.0507844049077491 | 0.974607797546125 |
| 52 | 0.0204731365157338 | 0.0409462730314675 | 0.979526863484266 |
| 53 | 0.0194268713474965 | 0.0388537426949931 | 0.980573128652503 |
| 54 | 0.0723486062699253 | 0.144697212539851 | 0.927651393730075 |
| 55 | 0.0561258968995103 | 0.112251793799021 | 0.94387410310049 |
| 56 | 0.0501576630434541 | 0.100315326086908 | 0.949842336956546 |
| 57 | 0.0477977337580721 | 0.0955954675161443 | 0.952202266241928 |
| 58 | 0.0611689261240849 | 0.122337852248170 | 0.938831073875915 |
| 59 | 0.0656068613711289 | 0.131213722742258 | 0.934393138628871 |
| 60 | 0.0710862364681818 | 0.142172472936364 | 0.928913763531818 |
| 61 | 0.103328485430880 | 0.206656970861761 | 0.89667151456912 |
| 62 | 0.106665389777356 | 0.213330779554712 | 0.893334610222644 |
| 63 | 0.108471049159053 | 0.216942098318105 | 0.891528950840947 |
| 64 | 0.108680830618568 | 0.217361661237136 | 0.891319169381432 |
| 65 | 0.363185256234709 | 0.726370512469418 | 0.636814743765291 |
| 66 | 0.408350527182567 | 0.816701054365134 | 0.591649472817433 |
| 67 | 0.376009547471099 | 0.752019094942197 | 0.623990452528902 |
| 68 | 0.408790784859073 | 0.817581569718145 | 0.591209215140927 |
| 69 | 0.463552803558605 | 0.92710560711721 | 0.536447196441395 |
| 70 | 0.539403561557806 | 0.921192876884388 | 0.460596438442194 |
| 71 | 0.579375865994628 | 0.841248268010745 | 0.420624134005372 |
| 72 | 0.649445826350158 | 0.701108347299684 | 0.350554173649842 |
| 73 | 0.818268629803778 | 0.363462740392445 | 0.181731370196222 |
| 74 | 0.804910046652803 | 0.390179906694394 | 0.195089953347197 |
| 75 | 0.861563528105513 | 0.276872943788975 | 0.138436471894487 |
| 76 | 0.83691188709949 | 0.326176225801022 | 0.163088112900511 |
| 77 | 0.906385036795903 | 0.187229926408193 | 0.0936149632040967 |
| 78 | 0.876827324533008 | 0.246345350933985 | 0.123172675466992 |
| 79 | 0.839824183902006 | 0.320351632195988 | 0.160175816097994 |
| 80 | 0.812535920937026 | 0.374928158125947 | 0.187464079062974 |
| 81 | 0.799078134550673 | 0.401843730898655 | 0.200921865449327 |
| 82 | 0.731238970589076 | 0.537522058821847 | 0.268761029410924 |
| 83 | 0.667994819418275 | 0.66401036116345 | 0.332005180581725 |
| 84 | 0.613545010543116 | 0.772909978913768 | 0.386454989456884 |
| 85 | 0.52448320411332 | 0.95103359177336 | 0.47551679588668 |
| 86 | 0.49441273113662 | 0.98882546227324 | 0.50558726886338 |
| 87 | 0.428490676340661 | 0.856981352681322 | 0.571509323659339 |
| 88 | 0.358251133403849 | 0.716502266807698 | 0.641748866596151 |
| 89 | 0.27585975921516 | 0.55171951843032 | 0.72414024078484 |
| 90 | 0.195385738441253 | 0.390771476882506 | 0.804614261558747 |
| 91 | 0.118401762111011 | 0.236803524222021 | 0.88159823788899 |
| 92 | 0.0707532422075034 | 0.141506484415007 | 0.929246757792497 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 30 | 0.389610389610390 | NOK |
| 5% type I error level | 35 | 0.454545454545455 | NOK |
| 10% type I error level | 38 | 0.493506493506494 | NOK |
