| Multiple Linear Regression - Estimated Regression Equation |
| Bouw[t] = + 3917.35496549577 + 90.7009806465004Wman[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) | 3917.35496549577 | 892.667656 | 4.3884 | 4.9e-05 | 2.4e-05 |
| Wman | 90.7009806465004 | 123.927842 | 0.7319 | 0.467186 | 0.233593 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.0956605444102581 |
| R-squared | 0.00915093975686697 |
| Adjusted R-squared | -0.00793266473008347 |
| F-TEST (value) | 0.535656264101465 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 58 |
| p-value | 0.467185578170894 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 628.221676726639 |
| Sum Squared Residuals | 22890423.5563353 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 3922 | 4652.03290873243 | -730.032908732433 |
| 2 | 3759 | 4615.75251647382 | -856.752516473823 |
| 3 | 4138 | 4597.61232034452 | -459.612320344523 |
| 4 | 4634 | 4606.68241840917 | 27.3175815908267 |
| 5 | 3996 | 4624.82261453847 | -628.822614538473 |
| 6 | 4308 | 4624.82261453847 | -316.822614538473 |
| 7 | 4143 | 4624.82261453847 | -481.822614538473 |
| 8 | 4429 | 4597.61232034452 | -168.612320344523 |
| 9 | 5219 | 4597.61232034452 | 621.387679655477 |
| 10 | 4929 | 4561.33192808592 | 367.668071914077 |
| 11 | 5755 | 4597.61232034452 | 1157.38767965548 |
| 12 | 5592 | 4597.61232034452 | 994.387679655477 |
| 13 | 4163 | 4606.68241840917 | -443.682418409173 |
| 14 | 4962 | 4615.75251647382 | 346.247483526177 |
| 15 | 5208 | 4615.75251647382 | 592.247483526177 |
| 16 | 4755 | 4633.89271260312 | 121.107287396876 |
| 17 | 4491 | 4652.03290873242 | -161.032908732424 |
| 18 | 5732 | 4661.10300679707 | 1070.89699320293 |
| 19 | 5731 | 4661.10300679707 | 1069.89699320293 |
| 20 | 5040 | 4661.10300679707 | 378.896993202926 |
| 21 | 6102 | 4633.89271260312 | 1468.10728739688 |
| 22 | 4904 | 4579.47212421522 | 324.527875784777 |
| 23 | 5369 | 4543.19173195662 | 825.808268043377 |
| 24 | 5578 | 4515.98143776267 | 1062.01856223733 |
| 25 | 4619 | 4525.05153582732 | 93.948464172677 |
| 26 | 4731 | 4543.19173195662 | 187.808268043377 |
| 27 | 5011 | 4552.26183002127 | 458.738169978727 |
| 28 | 5299 | 4561.33192808592 | 737.668071914077 |
| 29 | 4146 | 4570.40202615057 | -424.402026150573 |
| 30 | 4625 | 4561.33192808592 | 63.6680719140768 |
| 31 | 4736 | 4543.19173195662 | 192.808268043377 |
| 32 | 4219 | 4552.26183002127 | -333.261830021273 |
| 33 | 5116 | 4534.12163389197 | 581.878366108027 |
| 34 | 4205 | 4497.84124163337 | -292.841241633373 |
| 35 | 4121 | 4525.05153582732 | -404.051535827323 |
| 36 | 5103 | 4515.98143776267 | 587.018562237327 |
| 37 | 4300 | 4497.84124163337 | -197.841241633373 |
| 38 | 4578 | 4488.77114356872 | 89.2288564312771 |
| 39 | 3809 | 4479.70104550407 | -670.701045504073 |
| 40 | 5526 | 4506.91133969802 | 1019.08866030198 |
| 41 | 4247 | 4534.12163389197 | -287.121633891973 |
| 42 | 3830 | 4534.12163389197 | -704.121633891973 |
| 43 | 4394 | 4497.84124163337 | -103.841241633373 |
| 44 | 4826 | 4470.63094743942 | 355.369052560577 |
| 45 | 4409 | 4443.42065324547 | -34.4206532454726 |
| 46 | 4569 | 4470.63094743942 | 98.3690525605772 |
| 47 | 4106 | 4570.40202615057 | -464.402026150573 |
| 48 | 4794 | 4579.47212421522 | 214.527875784777 |
| 49 | 3914 | 4543.19173195662 | -629.191731956623 |
| 50 | 3793 | 4470.63094743942 | -677.630947439423 |
| 51 | 4405 | 4443.42065324547 | -38.4206532454726 |
| 52 | 4022 | 4479.70104550407 | -457.701045504073 |
| 53 | 4100 | 4561.33192808592 | -461.331928085923 |
| 54 | 4788 | 4615.75251647382 | 172.247483526177 |
| 55 | 3163 | 4633.89271260312 | -1470.89271260312 |
| 56 | 3585 | 4615.75251647382 | -1030.75251647382 |
| 57 | 3903 | 4588.54222227987 | -685.542222279873 |
| 58 | 4178 | 4597.61232034452 | -419.612320344523 |
| 59 | 3863 | 4642.96281066777 | -779.962810667774 |
| 60 | 4187 | 4652.03290873242 | -465.032908732423 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.174312253152891 | 0.348624506305782 | 0.82568774684711 |
| 6 | 0.0957809864661272 | 0.191561972932254 | 0.904219013533873 |
| 7 | 0.0415653953846395 | 0.083130790769279 | 0.95843460461536 |
| 8 | 0.0176865389068755 | 0.035373077813751 | 0.982313461093125 |
| 9 | 0.080991982565971 | 0.161983965131942 | 0.919008017434029 |
| 10 | 0.0433942058009597 | 0.0867884116019194 | 0.95660579419904 |
| 11 | 0.272725379825278 | 0.545450759650557 | 0.727274620174722 |
| 12 | 0.396386558079887 | 0.792773116159775 | 0.603613441920113 |
| 13 | 0.349147672913405 | 0.69829534582681 | 0.650852327086595 |
| 14 | 0.322418136506957 | 0.644836273013914 | 0.677581863493043 |
| 15 | 0.352367929740242 | 0.704735859480484 | 0.647632070259758 |
| 16 | 0.312715831255611 | 0.625431662511222 | 0.68728416874439 |
| 17 | 0.261703211307275 | 0.523406422614549 | 0.738296788692725 |
| 18 | 0.562268287329653 | 0.875463425340694 | 0.437731712670347 |
| 19 | 0.718255293218167 | 0.563489413563665 | 0.281744706781833 |
| 20 | 0.676426706771686 | 0.647146586456627 | 0.323573293228314 |
| 21 | 0.918148128994509 | 0.163703742010983 | 0.0818518710054915 |
| 22 | 0.899988487301953 | 0.200023025396094 | 0.100011512698047 |
| 23 | 0.92221504647089 | 0.155569907058219 | 0.0777849535291097 |
| 24 | 0.953973424490071 | 0.0920531510198573 | 0.0460265755099286 |
| 25 | 0.939500997763482 | 0.120998004473036 | 0.0604990022365178 |
| 26 | 0.921577014589049 | 0.156845970821903 | 0.0784229854109514 |
| 27 | 0.917242788312519 | 0.165514423374962 | 0.0827572116874811 |
| 28 | 0.947456606774806 | 0.105086786450388 | 0.0525433932251939 |
| 29 | 0.941385157671058 | 0.117229684657884 | 0.0586148423289421 |
| 30 | 0.926335037603302 | 0.147329924793395 | 0.0736649623966977 |
| 31 | 0.911411463321285 | 0.177177073357430 | 0.0885885366787149 |
| 32 | 0.893276081767562 | 0.213447836464875 | 0.106723918232438 |
| 33 | 0.91510588647732 | 0.169788227045360 | 0.0848941135226798 |
| 34 | 0.89714401465184 | 0.20571197069632 | 0.10285598534816 |
| 35 | 0.876915754760519 | 0.246168490478962 | 0.123084245239481 |
| 36 | 0.902432309175104 | 0.195135381649792 | 0.097567690824896 |
| 37 | 0.869866667553853 | 0.260266664892294 | 0.130133332446147 |
| 38 | 0.829413469848836 | 0.341173060302329 | 0.170586530151164 |
| 39 | 0.846786496182612 | 0.306427007634776 | 0.153213503817388 |
| 40 | 0.970130305977693 | 0.0597393880446136 | 0.0298696940223068 |
| 41 | 0.955080432227258 | 0.0898391355454848 | 0.0449195677727424 |
| 42 | 0.95230311450269 | 0.09539377099462 | 0.04769688549731 |
| 43 | 0.92687572206463 | 0.146248555870739 | 0.0731242779353696 |
| 44 | 0.925268868364692 | 0.149462263270616 | 0.0747311316353079 |
| 45 | 0.88739898190869 | 0.225202036182620 | 0.112601018091310 |
| 46 | 0.859473383760799 | 0.281053232478402 | 0.140526616239201 |
| 47 | 0.808605531419117 | 0.382788937161766 | 0.191394468580883 |
| 48 | 0.873621080638376 | 0.252757838723248 | 0.126378919361624 |
| 49 | 0.825290428104898 | 0.349419143790205 | 0.174709571895102 |
| 50 | 0.796475601790174 | 0.407048796419652 | 0.203524398209826 |
| 51 | 0.709694409630477 | 0.580611180739045 | 0.290305590369523 |
| 52 | 0.608836218163751 | 0.782327563672498 | 0.391163781836249 |
| 53 | 0.484325120405626 | 0.968650240811251 | 0.515674879594374 |
| 54 | 0.69119268860264 | 0.617614622794721 | 0.308807311397360 |
| 55 | 0.88313433381305 | 0.233731332373899 | 0.116865666186949 |
| 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 | 1 | 0.0196078431372549 | OK |
| 10% type I error level | 7 | 0.137254901960784 | NOK |
