| Multiple Linear Regression - Estimated Regression Equation |
| Cons.index[t] = + 25.0581301035609 -1.06842952839769Werkl.graad[t] + 0.0114153233526319Industr.prod.[t] -4.76358601503515e-05BrutoSchuld[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) | 25.0581301035609 | 5.884439 | 4.2584 | 7.2e-05 | 3.6e-05 |
| Werkl.graad | -1.06842952839769 | 0.278026 | -3.8429 | 0.000292 | 0.000146 |
| Industr.prod. | 0.0114153233526319 | 0.019279 | 0.5921 | 0.555959 | 0.277979 |
| BrutoSchuld | -4.76358601503515e-05 | 1e-05 | -4.584 | 2.3e-05 | 1.2e-05 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.623066294095584 |
| R-squared | 0.388211606838005 |
| Adjusted R-squared | 0.358123653075940 |
| F-TEST (value) | 12.9025592736539 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 61 |
| p-value | 1.24809663959446e-06 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.23092396372239 |
| Sum Squared Residuals | 92.425602072429 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 4 | 5.61913302146152 | -1.61913302146152 |
| 2 | 4.1 | 5.40635198236346 | -1.30635198236346 |
| 3 | 4 | 4.0041989597947 | -0.00419895979470014 |
| 4 | 3.8 | 3.25027367984394 | 0.549726320156060 |
| 5 | 4.7 | 3.30208194228352 | 1.39791805771648 |
| 6 | 4.3 | 4.33798012192557 | -0.0379801219255748 |
| 7 | 3.9 | 4.9754398349272 | -1.07543983492720 |
| 8 | 4 | 4.72803879879754 | -0.728038798797539 |
| 9 | 4.3 | 4.30227015896043 | -0.00227015896042693 |
| 10 | 4.8 | 4.14910322405823 | 0.650896775941767 |
| 11 | 4.4 | 4.0912941762099 | 0.308705823790102 |
| 12 | 4.3 | 4.70906161851347 | -0.409061618513469 |
| 13 | 4.7 | 4.8025993683697 | -0.102599368369699 |
| 14 | 4.7 | 4.84359123977614 | -0.143591239776138 |
| 15 | 4.9 | 4.1764937311551 | 0.723506268844896 |
| 16 | 5 | 3.70080502460329 | 1.29919497539671 |
| 17 | 4.2 | 3.97769466932294 | 0.22230533067706 |
| 18 | 4.3 | 4.36671153741641 | -0.066711537416405 |
| 19 | 4.8 | 4.40713336013534 | 0.392866639864664 |
| 20 | 4.8 | 4.39679817487832 | 0.403201825121683 |
| 21 | 4.8 | 3.87706893605491 | 0.922931063945088 |
| 22 | 4.2 | 3.85097388300776 | 0.349026116992238 |
| 23 | 4.6 | 3.84007924417414 | 0.759920755825856 |
| 24 | 4.8 | 4.21771445163431 | 0.582285548365685 |
| 25 | 4.5 | 4.41398324283317 | 0.086016757166831 |
| 26 | 4.4 | 4.85044168817112 | -0.45044168817112 |
| 27 | 4.3 | 4.70550836991661 | -0.405508369916614 |
| 28 | 3.9 | 4.33073344821149 | -0.430733448211489 |
| 29 | 3.7 | 4.49957977718510 | -0.799579777185104 |
| 30 | 4 | 4.86817281275843 | -0.868172812758435 |
| 31 | 4.1 | 4.92673125802403 | -0.826731258024029 |
| 32 | 3.7 | 5.01601544318607 | -1.31601544318607 |
| 33 | 3.8 | 4.64441022179967 | -0.844410221799674 |
| 34 | 3.8 | 4.60356479317716 | -0.803564793177163 |
| 35 | 3.8 | 4.42298506402813 | -0.622985064028128 |
| 36 | 3.3 | 4.6339257919255 | -1.33392579192550 |
| 37 | 3.3 | 4.70849202034763 | -1.40849202034763 |
| 38 | 3.3 | 5.15600184906594 | -1.85600184906594 |
| 39 | 3.2 | 5.04279062514214 | -1.84279062514214 |
| 40 | 3.4 | 4.87329184119218 | -1.47329184119218 |
| 41 | 4.2 | 4.93971935303372 | -0.739719353033716 |
| 42 | 4.9 | 5.3576758479807 | -0.457675847980695 |
| 43 | 5.1 | 5.26599625810569 | -0.165996258105691 |
| 44 | 5.5 | 5.07180778770661 | 0.428192212293388 |
| 45 | 5.6 | 4.70029168158066 | 0.899708318419343 |
| 46 | 6.4 | 4.9338949912507 | 1.46610500874930 |
| 47 | 6.1 | 5.3066440938797 | 0.793355906120305 |
| 48 | 7.1 | 5.74011750872822 | 1.35988249127178 |
| 49 | 7.8 | 6.05794440767352 | 1.74205559232648 |
| 50 | 7.9 | 5.56111832591909 | 2.33888167408091 |
| 51 | 7.4 | 4.42441291963371 | 2.97558708036629 |
| 52 | 7.5 | 3.9299241007075 | 3.57007589929250 |
| 53 | 6.8 | 4.14420266975708 | 2.65579733024292 |
| 54 | 5.2 | 4.47447603791701 | 0.725523962082986 |
| 55 | 4.7 | 4.60633826577258 | 0.0936617342274224 |
| 56 | 4.1 | 4.0432911423272 | 0.0567088576727956 |
| 57 | 3.9 | 2.57203708954851 | 1.32796291045149 |
| 58 | 2.6 | 2.03286903125433 | 0.567130968745668 |
| 59 | 2.7 | 2.29082682704504 | 0.40917317295496 |
| 60 | 1.8 | 2.62066411920809 | -0.820664119208088 |
| 61 | 1 | 3.10106728308513 | -2.10106728308513 |
| 62 | 0.3 | 2.8726973662336 | -2.5726973662336 |
| 63 | 1.3 | 2.29666903760866 | -0.996669037608656 |
| 64 | 1 | 1.67623446106161 | -0.676234461061607 |
| 65 | 1.1 | 1.84956000634913 | -0.749560006349129 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.0382003558547824 | 0.0764007117095647 | 0.961799644145218 |
| 8 | 0.0095845116943573 | 0.0191690233887146 | 0.990415488305643 |
| 9 | 0.00247411201067749 | 0.00494822402135498 | 0.997525887989323 |
| 10 | 0.00313932697883788 | 0.00627865395767576 | 0.996860673021162 |
| 11 | 0.000863408896551553 | 0.00172681779310311 | 0.999136591103448 |
| 12 | 0.000235297909925155 | 0.00047059581985031 | 0.999764702090075 |
| 13 | 0.000162015146896033 | 0.000324030293792066 | 0.999837984853104 |
| 14 | 7.55745005460131e-05 | 0.000151149001092026 | 0.999924425499454 |
| 15 | 3.8222556100105e-05 | 7.644511220021e-05 | 0.9999617774439 |
| 16 | 2.3013328374405e-05 | 4.602665674881e-05 | 0.999976986671626 |
| 17 | 7.52489073767691e-06 | 1.50497814753538e-05 | 0.999992475109262 |
| 18 | 2.00464060762242e-06 | 4.00928121524483e-06 | 0.999997995359392 |
| 19 | 9.11897908905251e-07 | 1.82379581781050e-06 | 0.99999908810209 |
| 20 | 4.78122044541163e-07 | 9.56244089082326e-07 | 0.999999521877955 |
| 21 | 1.49013558943613e-07 | 2.98027117887225e-07 | 0.99999985098644 |
| 22 | 8.39931658719764e-08 | 1.67986331743953e-07 | 0.999999916006834 |
| 23 | 2.79434886731486e-08 | 5.58869773462973e-08 | 0.999999972056511 |
| 24 | 9.28636646067736e-09 | 1.85727329213547e-08 | 0.999999990713634 |
| 25 | 2.38237530749269e-09 | 4.76475061498538e-09 | 0.999999997617625 |
| 26 | 5.49099651576913e-10 | 1.09819930315383e-09 | 0.9999999994509 |
| 27 | 1.33109219573940e-10 | 2.66218439147880e-10 | 0.99999999986689 |
| 28 | 1.18342499234472e-10 | 2.36684998468943e-10 | 0.999999999881658 |
| 29 | 2.14242090669190e-10 | 4.28484181338380e-10 | 0.999999999785758 |
| 30 | 8.49613240463002e-11 | 1.69922648092600e-10 | 0.999999999915039 |
| 31 | 2.53846456762846e-11 | 5.07692913525693e-11 | 0.999999999974615 |
| 32 | 1.8894917483247e-11 | 3.7789834966494e-11 | 0.999999999981105 |
| 33 | 9.90924436742731e-12 | 1.98184887348546e-11 | 0.99999999999009 |
| 34 | 4.8595531073117e-12 | 9.7191062146234e-12 | 0.99999999999514 |
| 35 | 1.77723058884518e-12 | 3.55446117769036e-12 | 0.999999999998223 |
| 36 | 3.65950236524589e-12 | 7.31900473049179e-12 | 0.99999999999634 |
| 37 | 4.49461507795451e-12 | 8.98923015590901e-12 | 0.999999999995505 |
| 38 | 7.09215643447724e-12 | 1.41843128689545e-11 | 0.999999999992908 |
| 39 | 8.62038375709623e-11 | 1.72407675141925e-10 | 0.999999999913796 |
| 40 | 5.14980829705661e-10 | 1.02996165941132e-09 | 0.99999999948502 |
| 41 | 9.02213103533153e-09 | 1.80442620706631e-08 | 0.99999999097787 |
| 42 | 9.40121662064602e-07 | 1.88024332412920e-06 | 0.999999059878338 |
| 43 | 2.14330688363471e-05 | 4.28661376726942e-05 | 0.999978566931164 |
| 44 | 0.00057233025933461 | 0.00114466051866922 | 0.999427669740665 |
| 45 | 0.0034057364004167 | 0.0068114728008334 | 0.996594263599583 |
| 46 | 0.0139572131972380 | 0.0279144263944759 | 0.986042786802762 |
| 47 | 0.0408863066433801 | 0.0817726132867601 | 0.95911369335662 |
| 48 | 0.100989299600246 | 0.201978599200491 | 0.899010700399754 |
| 49 | 0.167613666190583 | 0.335227332381166 | 0.832386333809417 |
| 50 | 0.212994049349928 | 0.425988098699857 | 0.787005950650072 |
| 51 | 0.234663678068225 | 0.46932735613645 | 0.765336321931775 |
| 52 | 0.209570657207026 | 0.419141314414051 | 0.790429342792974 |
| 53 | 0.144608949434858 | 0.289217898869717 | 0.855391050565142 |
| 54 | 0.122289799653085 | 0.24457959930617 | 0.877710200346915 |
| 55 | 0.109741066496070 | 0.219482132992140 | 0.89025893350393 |
| 56 | 0.139066131024108 | 0.278132262048216 | 0.860933868975892 |
| 57 | 0.49967117542407 | 0.99934235084814 | 0.50032882457593 |
| 58 | 0.604665180525155 | 0.79066963894969 | 0.395334819474845 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 37 | 0.711538461538462 | NOK |
| 5% type I error level | 39 | 0.75 | NOK |
| 10% type I error level | 41 | 0.788461538461538 | NOK |
