| Multiple Linear Regression - Estimated Regression Equation |
| Cons.index[t] = + 19.1792040203402 -1.12771759422269Werkl.graad[t] + 0.0611701113554312Industr.prod.[t] -4.5112205089636e-05BrutoSchuld[t] -0.135530992464506M1[t] -0.169606970781555M2[t] + 0.117225185486256M3[t] + 1.76991643625086M4[t] + 1.10643031597644M5[t] -0.190436397986985M6[t] -0.374667261299632M7[t] + 0.0442239049331357M8[t] + 1.11890712542945M9[t] + 1.0920282953553M10[t] + 0.899403442297472M11[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) | 19.1792040203402 | 9.161293 | 2.0935 | 0.041397 | 0.020698 |
| Werkl.graad | -1.12771759422269 | 0.354742 | -3.179 | 0.002536 | 0.001268 |
| Industr.prod. | 0.0611701113554312 | 0.037455 | 1.6331 | 0.10872 | 0.05436 |
| BrutoSchuld | -4.5112205089636e-05 | 1.2e-05 | -3.6283 | 0.000669 | 0.000335 |
| M1 | -0.135530992464506 | 0.827324 | -0.1638 | 0.870534 | 0.435267 |
| M2 | -0.169606970781555 | 0.852666 | -0.1989 | 0.843137 | 0.421568 |
| M3 | 0.117225185486256 | 0.772318 | 0.1518 | 0.879968 | 0.439984 |
| M4 | 1.76991643625086 | 1.070611 | 1.6532 | 0.10456 | 0.05228 |
| M5 | 1.10643031597644 | 0.84933 | 1.3027 | 0.198642 | 0.099321 |
| M6 | -0.190436397986985 | 0.793594 | -0.24 | 0.811337 | 0.405668 |
| M7 | -0.374667261299632 | 0.790863 | -0.4737 | 0.637744 | 0.318872 |
| M8 | 0.0442239049331357 | 0.800673 | 0.0552 | 0.956173 | 0.478086 |
| M9 | 1.11890712542945 | 0.854759 | 1.309 | 0.196508 | 0.098254 |
| M10 | 1.0920282953553 | 0.845886 | 1.291 | 0.202645 | 0.101323 |
| M11 | 0.899403442297472 | 0.832178 | 1.0808 | 0.284979 | 0.14249 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.70097736397713 |
| R-squared | 0.491369264808326 |
| Adjusted R-squared | 0.348952658954657 |
| F-TEST (value) | 3.45022451464123 |
| F-TEST (DF numerator) | 14 |
| F-TEST (DF denominator) | 50 |
| p-value | 0.000612196827674438 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.23968636711867 |
| Sum Squared Residuals | 76.841114440994 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 4 | 4.98209585061306 | -0.982095850613056 |
| 2 | 4.1 | 4.44635575920136 | -0.346355759201357 |
| 3 | 4 | 3.94810398966393 | 0.0518960103360667 |
| 4 | 3.8 | 3.62023657238394 | 0.179763427616060 |
| 5 | 4.7 | 3.47919377992114 | 1.22080622007886 |
| 6 | 4.3 | 4.10410041462666 | 0.195899585373342 |
| 7 | 3.9 | 4.39013729254062 | -0.490137292540619 |
| 8 | 4 | 4.24084399206434 | -0.240843992064341 |
| 9 | 4.3 | 4.77330972554396 | -0.473309725543958 |
| 10 | 4.8 | 4.23727246114771 | 0.562727538852286 |
| 11 | 4.4 | 4.06695772349647 | 0.333042276503533 |
| 12 | 4.3 | 4.23052505861888 | 0.069474941381117 |
| 13 | 4.7 | 4.0994823620971 | 0.600517637902899 |
| 14 | 4.7 | 3.89071497873506 | 0.809285021264939 |
| 15 | 4.9 | 4.26034806982547 | 0.639651930174534 |
| 16 | 5 | 3.78909740027836 | 1.21090259972164 |
| 17 | 4.2 | 4.13315318479743 | 0.0668468152025671 |
| 18 | 4.3 | 4.10916437718761 | 0.190835622812386 |
| 19 | 4.8 | 3.60717829320941 | 1.19282170679059 |
| 20 | 4.8 | 4.15073536792496 | 0.649264632075036 |
| 21 | 4.8 | 4.38270824359518 | 0.417291756404821 |
| 22 | 4.2 | 4.16493031188489 | 0.035069688115112 |
| 23 | 4.6 | 4.0591883691005 | 0.5408116308995 |
| 24 | 4.8 | 4.27432422876732 | 0.52567577123268 |
| 25 | 4.5 | 3.6025210314771 | 0.8974789685229 |
| 26 | 4.4 | 4.47985605086235 | -0.0798560508623518 |
| 27 | 4.3 | 4.84294478066957 | -0.542944780669568 |
| 28 | 3.9 | 4.68180624483381 | -0.781806244833815 |
| 29 | 3.7 | 4.93865050284977 | -1.23865050284977 |
| 30 | 4 | 4.72258018081665 | -0.722580180816648 |
| 31 | 4.1 | 4.69100582279813 | -0.591005822798131 |
| 32 | 3.7 | 5.01315669348168 | -1.31315669348168 |
| 33 | 3.8 | 5.17541338458746 | -1.37541338458746 |
| 34 | 3.8 | 5.31129123549225 | -1.51129123549225 |
| 35 | 3.8 | 4.92399086885209 | -1.12399086885209 |
| 36 | 3.3 | 4.89261770711866 | -1.59261770711866 |
| 37 | 3.3 | 4.22290370391695 | -0.922903703916952 |
| 38 | 3.3 | 4.83172560448174 | -1.53172560448174 |
| 39 | 3.2 | 5.37441727450607 | -2.17441727450607 |
| 40 | 3.4 | 5.64588685782058 | -2.24588685782058 |
| 41 | 4.2 | 5.66928319365205 | -1.46928319365205 |
| 42 | 4.9 | 5.18621471547189 | -0.286214715471888 |
| 43 | 5.1 | 5.41372080930785 | -0.313720809307846 |
| 44 | 5.5 | 5.16726105454381 | 0.332738945456192 |
| 45 | 5.6 | 5.20873922073327 | 0.39126077926673 |
| 46 | 6.4 | 5.96511330888441 | 0.434886691115585 |
| 47 | 6.1 | 6.26601250555795 | -0.166012505557954 |
| 48 | 7.1 | 5.67239580459418 | 1.42760419540582 |
| 49 | 7.8 | 6.25031789732603 | 1.54968210267397 |
| 50 | 7.9 | 5.28643185618582 | 2.61356814381418 |
| 51 | 7.4 | 4.70015432444589 | 2.69984567555411 |
| 52 | 7.5 | 4.85922049746194 | 2.64077950253806 |
| 53 | 6.8 | 4.63638372582463 | 2.16361627417537 |
| 54 | 5.2 | 4.57794031189719 | 0.622059688102808 |
| 55 | 4.7 | 4.49795778214399 | 0.202042217856006 |
| 56 | 4.1 | 3.52800289198521 | 0.571997108014792 |
| 57 | 3.9 | 2.85982942554014 | 1.04017057445986 |
| 58 | 2.6 | 2.12139268259073 | 0.478607317409269 |
| 59 | 2.7 | 2.28385053299299 | 0.416149467007008 |
| 60 | 1.8 | 2.23013720090096 | -0.430137200900958 |
| 61 | 1 | 2.14267915456976 | -1.14267915456976 |
| 62 | 0.3 | 1.76491575053367 | -1.46491575053367 |
| 63 | 1.3 | 1.97403156088908 | -0.674031560889081 |
| 64 | 1 | 2.00375242722136 | -1.00375242722136 |
| 65 | 1.1 | 1.84333561295498 | -0.74333561295498 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 18 | 0.0792089914756419 | 0.158417982951284 | 0.920791008524358 |
| 19 | 0.0320198819230387 | 0.0640397638460775 | 0.967980118076961 |
| 20 | 0.0139194468396791 | 0.0278388936793583 | 0.98608055316032 |
| 21 | 0.00440657784675354 | 0.00881315569350707 | 0.995593422153247 |
| 22 | 0.00292412155611089 | 0.00584824311222178 | 0.99707587844389 |
| 23 | 0.00101566210522894 | 0.00203132421045788 | 0.998984337894771 |
| 24 | 0.000404787967067448 | 0.000809575934134897 | 0.999595212032933 |
| 25 | 0.000240445988530577 | 0.000480891977061155 | 0.99975955401147 |
| 26 | 8.05596697315464e-05 | 0.000161119339463093 | 0.999919440330268 |
| 27 | 2.33890915395731e-05 | 4.67781830791462e-05 | 0.99997661090846 |
| 28 | 7.44302671943692e-06 | 1.48860534388738e-05 | 0.99999255697328 |
| 29 | 2.42187628770629e-06 | 4.84375257541257e-06 | 0.999997578123712 |
| 30 | 6.1859377294455e-07 | 1.2371875458891e-06 | 0.999999381406227 |
| 31 | 1.93170057115475e-07 | 3.86340114230951e-07 | 0.999999806829943 |
| 32 | 5.6337905387488e-08 | 1.12675810774976e-07 | 0.999999943662095 |
| 33 | 2.12725187478656e-08 | 4.25450374957312e-08 | 0.999999978727481 |
| 34 | 4.79914517265863e-09 | 9.59829034531725e-09 | 0.999999995200855 |
| 35 | 1.25261912380757e-09 | 2.50523824761513e-09 | 0.99999999874738 |
| 36 | 2.42476266505483e-09 | 4.84952533010966e-09 | 0.999999997575237 |
| 37 | 4.56092156675827e-09 | 9.12184313351654e-09 | 0.999999995439078 |
| 38 | 3.51276315100169e-09 | 7.02552630200337e-09 | 0.999999996487237 |
| 39 | 1.07481618862785e-08 | 2.1496323772557e-08 | 0.999999989251838 |
| 40 | 4.78535660465935e-08 | 9.5707132093187e-08 | 0.999999952146434 |
| 41 | 3.16233249703565e-06 | 6.3246649940713e-06 | 0.999996837667503 |
| 42 | 3.76368488209598e-06 | 7.52736976419196e-06 | 0.999996236315118 |
| 43 | 9.97195822912086e-06 | 1.99439164582417e-05 | 0.99999002804177 |
| 44 | 2.74746389234141e-05 | 5.49492778468281e-05 | 0.999972525361077 |
| 45 | 0.000388823893489553 | 0.000777647786979106 | 0.99961117610651 |
| 46 | 0.0278824009955598 | 0.0557648019911197 | 0.97211759900444 |
| 47 | 0.78528849796929 | 0.429423004061418 | 0.214711502030709 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 25 | 0.833333333333333 | NOK |
| 5% type I error level | 26 | 0.866666666666667 | NOK |
| 10% type I error level | 28 | 0.933333333333333 | NOK |
