| Multiple Linear Regression - Estimated Regression Equation |
| Werkl.graad[t] = + 12.3090819339331 -0.0412129184085256Industr.prod.[t] -0.57362530141987M1[t] -0.680636505218328M2[t] + 0.482179560840401M3[t] -0.43765867046735M4[t] -0.149933354060247M5[t] + 0.220730381793249M6[t] + 0.0157848315842262M7[t] -0.112099138071189M8[t] -0.146141576344155M9[t] -0.0970747342942795M10[t] -0.162673681995025M11[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) | 12.3090819339331 | 1.629838 | 7.5523 | 0 | 0 |
| Industr.prod. | -0.0412129184085256 | 0.01452 | -2.8384 | 0.006452 | 0.003226 |
| M1 | -0.57362530141987 | 0.411697 | -1.3933 | 0.169451 | 0.084725 |
| M2 | -0.680636505218328 | 0.416688 | -1.6334 | 0.108417 | 0.054208 |
| M3 | 0.482179560840401 | 0.402396 | 1.1983 | 0.236245 | 0.118122 |
| M4 | -0.43765867046735 | 0.52111 | -0.8399 | 0.404832 | 0.202416 |
| M5 | -0.149933354060247 | 0.441423 | -0.3397 | 0.735481 | 0.367741 |
| M6 | 0.220730381793249 | 0.422728 | 0.5222 | 0.603779 | 0.301889 |
| M7 | 0.0157848315842262 | 0.422498 | 0.0374 | 0.97034 | 0.48517 |
| M8 | -0.112099138071189 | 0.420776 | -0.2664 | 0.790977 | 0.395488 |
| M9 | -0.146141576344155 | 0.445009 | -0.3284 | 0.743927 | 0.371963 |
| M10 | -0.0970747342942795 | 0.443941 | -0.2187 | 0.827766 | 0.413883 |
| M11 | -0.162673681995025 | 0.437971 | -0.3714 | 0.71183 | 0.355915 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.523233314270716 |
| R-squared | 0.273773101162718 |
| Adjusted R-squared | 0.106182278354114 |
| F-TEST (value) | 1.63358050622724 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 52 |
| p-value | 0.110962144497039 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.662367940128446 |
| Sum Squared Residuals | 22.81402698172 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 7.2 | 7.4946473282759 | -0.294647328275905 |
| 2 | 7.4 | 7.61430717572433 | -0.214307175724331 |
| 3 | 8.8 | 8.2001423840637 | 0.599857615936296 |
| 4 | 9.3 | 8.26941419456057 | 1.03058580543943 |
| 5 | 9.3 | 8.16973807792753 | 1.13026192207247 |
| 6 | 8.7 | 7.82741832531353 | 0.872581674686465 |
| 7 | 8.2 | 7.7790818650569 | 0.420918134943090 |
| 8 | 8.3 | 7.91496057321606 | 0.385039426783945 |
| 9 | 8.5 | 7.9757078472827 | 0.5242921527173 |
| 10 | 8.6 | 8.31326511819226 | 0.286734881807745 |
| 11 | 8.5 | 8.19408937656043 | 0.305910623439575 |
| 12 | 8.2 | 7.99408937656043 | 0.205910623439574 |
| 13 | 8.1 | 7.49876862011676 | 0.601231379883244 |
| 14 | 7.9 | 7.58545813283837 | 0.314541867161635 |
| 15 | 8.6 | 8.0971100880424 | 0.502889911957608 |
| 16 | 8.7 | 8.53729816421598 | 0.162701835784015 |
| 17 | 8.7 | 8.21507228817691 | 0.484927711823091 |
| 18 | 8.5 | 7.8645099518812 | 0.635490048118793 |
| 19 | 8.4 | 7.96041870605442 | 0.439581293945580 |
| 20 | 8.5 | 7.71301727301428 | 0.786982726985718 |
| 21 | 8.7 | 7.94685880439673 | 0.753141195603267 |
| 22 | 8.7 | 8.13192827719474 | 0.568071722805258 |
| 23 | 8.6 | 7.9962673681995 | 0.603732631800497 |
| 24 | 8.5 | 7.54898985774835 | 0.95101014225165 |
| 25 | 8.3 | 7.58531574877466 | 0.714684251225343 |
| 26 | 8 | 7.09914569561776 | 0.900854304382236 |
| 27 | 8.2 | 8.06826104515642 | 0.131738954843575 |
| 28 | 8.1 | 8.35184003137762 | -0.251840031377620 |
| 29 | 8.1 | 8.01725027981599 | 0.0827497201840136 |
| 30 | 8 | 7.79856928242757 | 0.201430717572433 |
| 31 | 7.9 | 7.52356177092405 | 0.37643822907595 |
| 32 | 7.9 | 7.54404430753933 | 0.355955692460674 |
| 33 | 8 | 7.95922267991929 | 0.0407773200807104 |
| 34 | 8 | 7.84343784833506 | 0.156562151664937 |
| 35 | 7.9 | 7.80668794352029 | 0.0933120564797152 |
| 36 | 8 | 7.41298722700022 | 0.587012772999785 |
| 37 | 7.7 | 7.36276598936862 | 0.337234010631379 |
| 38 | 7.2 | 7.12387344666288 | 0.0761265533371212 |
| 39 | 7.5 | 7.96110745729426 | -0.461107457294257 |
| 40 | 7.3 | 8.05922831067709 | -0.759228310677088 |
| 41 | 7 | 7.86476248170444 | -0.864762481704441 |
| 42 | 7 | 7.89335899476718 | -0.893358994767176 |
| 43 | 7 | 7.28040555231375 | -0.280405552313749 |
| 44 | 7.2 | 7.52755914017592 | -0.327559140175916 |
| 45 | 7.3 | 8.04164851673634 | -0.74164851673634 |
| 46 | 7.1 | 7.64973713181499 | -0.549737131814993 |
| 47 | 6.8 | 7.49759105545634 | -0.697591055456344 |
| 48 | 6.4 | 7.78390349267695 | -1.38390349267695 |
| 49 | 6.1 | 6.90118130319313 | -0.801181303193134 |
| 50 | 6.5 | 7.13211603034458 | -0.632116030344584 |
| 51 | 7.7 | 8.01468425122534 | -0.31468425122534 |
| 52 | 7.9 | 7.91498309624725 | -0.0149830962472480 |
| 53 | 7.5 | 8.04609932270195 | -0.546099322701954 |
| 54 | 6.9 | 7.71614344561052 | -0.816143445610515 |
| 55 | 6.6 | 7.55653210565087 | -0.95653210565087 |
| 56 | 6.9 | 8.10041870605442 | -1.20041870605442 |
| 57 | 7.7 | 8.27656215166494 | -0.576562151664936 |
| 58 | 8 | 8.46163162446295 | -0.461631624462946 |
| 59 | 8 | 8.30536425626345 | -0.305364256263444 |
| 60 | 7.7 | 8.06003004601407 | -0.360030046014067 |
| 61 | 7.3 | 7.85732101027093 | -0.557321010270928 |
| 62 | 7.4 | 7.84509951881208 | -0.445099518812076 |
| 63 | 8.1 | 8.55869477421788 | -0.458694774217878 |
| 64 | 8.3 | 8.4672362029215 | -0.167236202921491 |
| 65 | 8.2 | 8.48707754967318 | -0.287077549673179 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.273608852358782 | 0.547217704717565 | 0.726391147641218 |
| 17 | 0.198048990927429 | 0.396097981854857 | 0.801951009072571 |
| 18 | 0.116128621706424 | 0.232257243412847 | 0.883871378293576 |
| 19 | 0.0877497695548899 | 0.175499539109780 | 0.91225023044511 |
| 20 | 0.0526537971323267 | 0.105307594264653 | 0.947346202867673 |
| 21 | 0.0329256555674415 | 0.0658513111348829 | 0.967074344432559 |
| 22 | 0.0185928771522766 | 0.0371857543045532 | 0.981407122847723 |
| 23 | 0.0107661958478210 | 0.0215323916956419 | 0.989233804152179 |
| 24 | 0.00793860304211726 | 0.0158772060842345 | 0.992061396957883 |
| 25 | 0.0221131775020419 | 0.0442263550040839 | 0.977886822497958 |
| 26 | 0.0190512012470193 | 0.0381024024940386 | 0.98094879875298 |
| 27 | 0.0216693772318784 | 0.0433387544637569 | 0.978330622768122 |
| 28 | 0.0502634717546868 | 0.100526943509374 | 0.949736528245313 |
| 29 | 0.100998324082061 | 0.201996648164121 | 0.89900167591794 |
| 30 | 0.135147206211383 | 0.270294412422767 | 0.864852793788617 |
| 31 | 0.1572941665597 | 0.3145883331194 | 0.8427058334403 |
| 32 | 0.202203795499257 | 0.404407590998514 | 0.797796204500743 |
| 33 | 0.219613434971257 | 0.439226869942514 | 0.780386565028743 |
| 34 | 0.224359635881482 | 0.448719271762963 | 0.775640364118518 |
| 35 | 0.220676367026307 | 0.441352734052615 | 0.779323632973693 |
| 36 | 0.464846086020128 | 0.929692172040255 | 0.535153913979872 |
| 37 | 0.619873702655717 | 0.760252594688566 | 0.380126297344283 |
| 38 | 0.669866208821693 | 0.660267582356614 | 0.330133791178307 |
| 39 | 0.688386837599442 | 0.623226324801116 | 0.311613162400558 |
| 40 | 0.821965167816934 | 0.356069664366133 | 0.178034832183066 |
| 41 | 0.887724500367428 | 0.224550999265145 | 0.112275499632572 |
| 42 | 0.905211842218246 | 0.189576315563509 | 0.0947881577817543 |
| 43 | 0.917057611264425 | 0.165884777471151 | 0.0829423887355754 |
| 44 | 0.977403855330987 | 0.0451922893380268 | 0.0225961446690134 |
| 45 | 0.965398860516612 | 0.0692022789667759 | 0.0346011394833880 |
| 46 | 0.934068182389303 | 0.131863635221394 | 0.0659318176106972 |
| 47 | 0.87990637575126 | 0.240187248497480 | 0.120093624248740 |
| 48 | 0.995047230730819 | 0.00990553853836234 | 0.00495276926918117 |
| 49 | 0.980895493751507 | 0.0382090124969857 | 0.0191045062484929 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 1 | 0.0294117647058824 | NOK |
| 5% type I error level | 9 | 0.264705882352941 | NOK |
| 10% type I error level | 11 | 0.323529411764706 | NOK |
