| Multiple Linear Regression - Estimated Regression Equation |
| Werkl.graad[t] = + 13.0943338250401 -0.0408074251652485Industr.prod.[t] -0.686310695654252M1[t] -0.769705127263402M2[t] + 0.412105088011278M3[t] -0.474479148358612M4[t] -0.167840781384215M5[t] + 0.0808139189278146M6[t] -0.101027132222573M7[t] -0.203219555927245M8[t] -0.211116295816997M9[t] -0.139082822411200M10[t] -0.182161181323630M11[t] -0.0230558398694423t + 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) | 13.0943338250401 | 1.134904 | 11.5378 | 0 | 0 |
| Industr.prod. | -0.0408074251652485 | 0.010068 | -4.0531 | 0.000173 | 8.6e-05 |
| M1 | -0.686310695654252 | 0.285862 | -2.4008 | 0.020043 | 0.010021 |
| M2 | -0.769705127263402 | 0.289174 | -2.6617 | 0.010371 | 0.005186 |
| M3 | 0.412105088011278 | 0.279178 | 1.4761 | 0.146055 | 0.073028 |
| M4 | -0.474479148358612 | 0.361374 | -1.313 | 0.195064 | 0.097532 |
| M5 | -0.167840781384215 | 0.306095 | -0.5483 | 0.585858 | 0.292929 |
| M6 | 0.0808139189278146 | 0.293706 | 0.2752 | 0.784311 | 0.392155 |
| M7 | -0.101027132222573 | 0.29337 | -0.3444 | 0.731986 | 0.365993 |
| M8 | -0.203219555927245 | 0.292018 | -0.6959 | 0.489641 | 0.244821 |
| M9 | -0.211116295816997 | 0.308692 | -0.6839 | 0.49713 | 0.248565 |
| M10 | -0.139082822411200 | 0.307882 | -0.4517 | 0.653371 | 0.326686 |
| M11 | -0.182161181323630 | 0.303703 | -0.5998 | 0.551295 | 0.275647 |
| t | -0.0230558398694423 | 0.00305 | -7.5598 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.810885941911432 |
| R-squared | 0.65753601078959 |
| Adjusted R-squared | 0.570241268441839 |
| F-TEST (value) | 7.53236670508973 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 51 |
| p-value | 5.48792649102126e-08 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.459290198692366 |
| Sum Squared Residuals | 10.7583218173585 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 7.2 | 8.18588324001229 | -0.98588324001229 |
| 2 | 7.4 | 8.30387380694256 | -0.903873806942562 |
| 3 | 8.8 | 8.89132423003432 | -0.091324230034321 |
| 4 | 9.3 | 8.96106235776095 | 0.338937642239047 |
| 5 | 9.3 | 8.86105508831257 | 0.438944911687429 |
| 6 | 8.7 | 8.38068549339636 | 0.319314506603638 |
| 7 | 8.2 | 8.33085681800448 | -0.130856818004476 |
| 8 | 8.3 | 8.46677607548795 | -0.166776075487950 |
| 9 | 8.5 | 8.52968057360883 | -0.0296805736088283 |
| 10 | 8.6 | 8.86431018330192 | -0.264310183301923 |
| 11 | 8.5 | 8.74512633180523 | -0.245126331805227 |
| 12 | 8.2 | 8.54512633180523 | -0.345126331805228 |
| 13 | 8.1 | 7.9132939040955 | 0.186706095904494 |
| 14 | 7.9 | 7.99863853089358 | -0.0986385308935782 |
| 15 | 8.6 | 8.51263558868789 | 0.087364411312107 |
| 16 | 8.7 | 8.94964054290176 | -0.249640542901761 |
| 17 | 8.7 | 8.62927317756104 | 0.0707268224389616 |
| 18 | 8.5 | 8.14074209761178 | 0.359257902388224 |
| 19 | 8.4 | 8.23373941029826 | 0.16626058970174 |
| 20 | 8.5 | 7.99014961374492 | 0.509850386255075 |
| 21 | 8.7 | 8.22444529755985 | 0.475554702440153 |
| 22 | 8.7 | 8.40808743414152 | 0.291912565858479 |
| 23 | 8.6 | 8.27258061257873 | 0.327419387421273 |
| 24 | 8.5 | 7.82773606158724 | 0.672263938412764 |
| 25 | 8.3 | 7.72231941850922 | 0.577680581490781 |
| 26 | 8 | 7.24044083551034 | 0.75955916448966 |
| 27 | 8.2 | 8.20740031263891 | -0.00740031263891179 |
| 28 | 8.1 | 8.48933705122483 | -0.389337051224835 |
| 29 | 8.1 | 8.15672745833454 | -0.0567274583345375 |
| 30 | 8 | 7.79878013891407 | 0.201219861085929 |
| 31 | 7.9 | 7.52451062511332 | 0.375489374886682 |
| 32 | 7.9 | 7.5461690921341 | 0.353830907865902 |
| 33 | 8 | 7.96001744667611 | 0.0399825533238874 |
| 34 | 8 | 7.84576537955147 | 0.154234620448527 |
| 35 | 7.9 | 7.80819637838528 | 0.0918036216147247 |
| 36 | 8 | 7.4164014801086 | 0.583598519891392 |
| 37 | 7.7 | 7.22528924418357 | 0.47471075581643 |
| 38 | 7.2 | 6.98825521217618 | 0.211744787823819 |
| 39 | 7.5 | 7.82463092877596 | -0.324630928775957 |
| 40 | 7.3 | 7.92293425411826 | -0.622934254118262 |
| 41 | 7 | 7.72906990678981 | -0.72906990678981 |
| 42 | 7 | 7.61596713836083 | -0.615967138360834 |
| 43 | 7 | 7.00707673820504 | -0.007076738205044 |
| 44 | 7.2 | 7.25317604363469 | -0.0531760436346909 |
| 45 | 7.3 | 7.7649622185733 | -0.464962218573302 |
| 46 | 7.1 | 7.3773004028415 | -0.277300402841498 |
| 47 | 6.8 | 7.2254706112126 | -0.425470611212604 |
| 48 | 6.4 | 7.50699822816254 | -1.10699822816254 |
| 49 | 6.1 | 6.49157600389948 | -0.391576003899479 |
| 50 | 6.5 | 6.71974661877592 | -0.219746618775923 |
| 51 | 7.7 | 7.60101050305747 | 0.0989894969425285 |
| 52 | 7.9 | 7.50343818760658 | 0.396561812393416 |
| 53 | 7.5 | 7.6319524990836 | -0.131952499083595 |
| 54 | 6.9 | 7.16382513171696 | -0.263825131716957 |
| 55 | 6.6 | 7.0038164083789 | -0.403816408378902 |
| 56 | 6.9 | 7.54372917499834 | -0.643729174998336 |
| 57 | 7.7 | 7.72089446358191 | -0.0208944635819103 |
| 58 | 8 | 7.90453660016358 | 0.095463399836415 |
| 59 | 8 | 7.74862606601817 | 0.251373933981834 |
| 60 | 7.7 | 7.5037378983364 | 0.196262101663606 |
| 61 | 7.3 | 7.16163818929994 | 0.138361810700064 |
| 62 | 7.4 | 7.14904499570141 | 0.250955004298586 |
| 63 | 8.1 | 7.86299843680544 | 0.237001563194555 |
| 64 | 8.3 | 7.7735876063876 | 0.526412393612394 |
| 65 | 8.2 | 7.79192186991845 | 0.408078130081553 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.699321069338507 | 0.601357861322987 | 0.300678930661493 |
| 18 | 0.554480531446347 | 0.891038937107307 | 0.445519468553653 |
| 19 | 0.484748579389321 | 0.969497158778642 | 0.515251420610679 |
| 20 | 0.361642882058973 | 0.723285764117945 | 0.638357117941027 |
| 21 | 0.259167645743001 | 0.518335291486002 | 0.740832354256999 |
| 22 | 0.174023835513508 | 0.348047671027016 | 0.825976164486492 |
| 23 | 0.110160899469669 | 0.220321798939338 | 0.889839100530331 |
| 24 | 0.0779379571172396 | 0.155875914234479 | 0.92206204288276 |
| 25 | 0.0944937376146868 | 0.188987475229374 | 0.905506262385313 |
| 26 | 0.0698312732737105 | 0.139662546547421 | 0.93016872672629 |
| 27 | 0.094457235402011 | 0.188914470804022 | 0.905542764597989 |
| 28 | 0.231047372501227 | 0.462094745002454 | 0.768952627498773 |
| 29 | 0.306031216572079 | 0.612062433144159 | 0.69396878342792 |
| 30 | 0.279093409222885 | 0.55818681844577 | 0.720906590777115 |
| 31 | 0.236996611321063 | 0.473993222642126 | 0.763003388678937 |
| 32 | 0.241073865334726 | 0.482147730669451 | 0.758926134665274 |
| 33 | 0.20078307242327 | 0.40156614484654 | 0.79921692757673 |
| 34 | 0.178952974463081 | 0.357905948926163 | 0.821047025536919 |
| 35 | 0.147558303669742 | 0.295116607339484 | 0.852441696330258 |
| 36 | 0.323507975631900 | 0.647015951263801 | 0.6764920243681 |
| 37 | 0.484982288147108 | 0.969964576294216 | 0.515017711852892 |
| 38 | 0.595062453364856 | 0.809875093270288 | 0.404937546635144 |
| 39 | 0.576299275398337 | 0.847401449203326 | 0.423700724601663 |
| 40 | 0.648099548338894 | 0.703800903322212 | 0.351900451661106 |
| 41 | 0.719865526363002 | 0.560268947273997 | 0.280134473636998 |
| 42 | 0.669117140859071 | 0.661765718281858 | 0.330882859140929 |
| 43 | 0.743489388251478 | 0.513021223497045 | 0.256510611748522 |
| 44 | 0.934292638838479 | 0.131414722323042 | 0.0657073611615212 |
| 45 | 0.89694450933773 | 0.206110981324538 | 0.103055490662269 |
| 46 | 0.8253829119756 | 0.3492341760488 | 0.1746170880244 |
| 47 | 0.760467211092807 | 0.479065577814387 | 0.239532788907193 |
| 48 | 0.95075465204544 | 0.0984906959091225 | 0.0492453479545612 |
| 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 | 0 | 0 | OK |
| 10% type I error level | 1 | 0.03125 | OK |
