| Multiple Linear Regression - Estimated Regression Equation |
| Broodprijs[t] = + 0.864897321038386 + 1.05488984057064Bakmeelprijs[t] + 0.00313560599612924t + 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) | 0.864897321038386 | 0.300891 | 2.8744 | 0.00568 | 0.00284 |
| Bakmeelprijs | 1.05488984057064 | 0.586451 | 1.7988 | 0.077351 | 0.038675 |
| t | 0.00313560599612924 | 0.000508 | 6.1734 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.925793510774895 |
| R-squared | 0.857093624592906 |
| Adjusted R-squared | 0.852079365806692 |
| F-TEST (value) | 170.931270430117 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 57 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.0288897766764698 |
| Sum Squared Residuals | 0.0475732941957291 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1.43 | 1.40602674572555 | 0.0239732542744507 |
| 2 | 1.43 | 1.40916235172167 | 0.0208376482783286 |
| 3 | 1.43 | 1.4122979577178 | 0.0177020422821997 |
| 4 | 1.43 | 1.41543356371393 | 0.0145664362860704 |
| 5 | 1.43 | 1.42911806811577 | 0.000881931884234765 |
| 6 | 1.43 | 1.43225367411189 | -0.00225367411189447 |
| 7 | 1.44 | 1.43538928010802 | 0.0046107198919763 |
| 8 | 1.48 | 1.44907378450986 | 0.0309262154901407 |
| 9 | 1.48 | 1.45220939050599 | 0.0277906094940115 |
| 10 | 1.48 | 1.44479609809641 | 0.0352039019035886 |
| 11 | 1.48 | 1.44793170409254 | 0.0320682959074594 |
| 12 | 1.48 | 1.45106731008867 | 0.0289326899113301 |
| 13 | 1.48 | 1.4542029160848 | 0.0257970839152009 |
| 14 | 1.48 | 1.45733852208093 | 0.0226614779190717 |
| 15 | 1.48 | 1.46047412807706 | 0.0195258719229424 |
| 16 | 1.48 | 1.46360973407319 | 0.0163902659268132 |
| 17 | 1.48 | 1.46674534006932 | 0.0132546599306839 |
| 18 | 1.48 | 1.46988094606545 | 0.0101190539345547 |
| 19 | 1.48 | 1.47301655206157 | 0.00698344793842546 |
| 20 | 1.48 | 1.48670105646341 | -0.00670105646341016 |
| 21 | 1.48 | 1.48983666245954 | -0.0098366624595394 |
| 22 | 1.48 | 1.49297226845567 | -0.0129722684556686 |
| 23 | 1.48 | 1.50665677285750 | -0.0266567728575043 |
| 24 | 1.48 | 1.50979237885363 | -0.0297923788536335 |
| 25 | 1.48 | 1.51292798484976 | -0.0329279848497627 |
| 26 | 1.48 | 1.51606359084589 | -0.036063590845892 |
| 27 | 1.48 | 1.51919919684202 | -0.0391991968420212 |
| 28 | 1.48 | 1.52233480283815 | -0.0423348028381505 |
| 29 | 1.48 | 1.52547040883428 | -0.0454704088342797 |
| 30 | 1.48 | 1.52860601483041 | -0.0486060148304089 |
| 31 | 1.48 | 1.53174162082654 | -0.0517416208265382 |
| 32 | 1.48 | 1.53487722682267 | -0.0548772268226674 |
| 33 | 1.48 | 1.52746393441309 | -0.0474639344130903 |
| 34 | 1.48 | 1.53059954040922 | -0.0505995404092195 |
| 35 | 1.48 | 1.53373514640535 | -0.0537351464053487 |
| 36 | 1.48 | 1.53687075240148 | -0.056870752401478 |
| 37 | 1.48 | 1.54000635839761 | -0.0600063583976072 |
| 38 | 1.57 | 1.55369086279944 | 0.0163091372005572 |
| 39 | 1.58 | 1.56737536720128 | 0.0126246327987216 |
| 40 | 1.58 | 1.57051097319741 | 0.00948902680259236 |
| 41 | 1.58 | 1.57364657919354 | 0.00635342080646312 |
| 42 | 1.58 | 1.57678218518967 | 0.00321781481033388 |
| 43 | 1.59 | 1.57991779118580 | 0.0100822088142047 |
| 44 | 1.6 | 1.58305339718192 | 0.0169466028180754 |
| 45 | 1.6 | 1.58618900317805 | 0.0138109968219462 |
| 46 | 1.61 | 1.58932460917418 | 0.0206753908258170 |
| 47 | 1.61 | 1.60300911357602 | 0.00699088642398134 |
| 48 | 1.61 | 1.60614471957215 | 0.0038552804278521 |
| 49 | 1.62 | 1.60928032556828 | 0.0107196744317229 |
| 50 | 1.63 | 1.61241593156441 | 0.0175840684355934 |
| 51 | 1.63 | 1.61555153756054 | 0.0144484624394642 |
| 52 | 1.64 | 1.60813824515096 | 0.0318617548490413 |
| 53 | 1.64 | 1.62182274955279 | 0.0181772504472057 |
| 54 | 1.64 | 1.61440945714322 | 0.0255905428567828 |
| 55 | 1.64 | 1.61754506313935 | 0.0224549368606536 |
| 56 | 1.64 | 1.63122956754118 | 0.008770432458818 |
| 57 | 1.65 | 1.62381627513160 | 0.0261837248683951 |
| 58 | 1.65 | 1.62695188112773 | 0.0230481188722659 |
| 59 | 1.65 | 1.63008748712386 | 0.0199125128761366 |
| 60 | 1.65 | 1.63322309311999 | 0.0167769068800074 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 3.25334993633869e-43 | 6.50669987267737e-43 | 1 |
| 7 | 0.000425956702821977 | 0.000851913405643954 | 0.999574043297178 |
| 8 | 0.0278302241393856 | 0.0556604482787712 | 0.972169775860614 |
| 9 | 0.0190924313193106 | 0.0381848626386212 | 0.98090756868069 |
| 10 | 0.0249896512408090 | 0.0499793024816179 | 0.975010348759191 |
| 11 | 0.0135815303389378 | 0.0271630606778756 | 0.986418469661062 |
| 12 | 0.00723541537675337 | 0.0144708307535067 | 0.992764584623247 |
| 13 | 0.00425414365840690 | 0.00850828731681379 | 0.995745856341593 |
| 14 | 0.00289348064355410 | 0.00578696128710819 | 0.997106519356446 |
| 15 | 0.0023341891101826 | 0.0046683782203652 | 0.997665810889817 |
| 16 | 0.00228662463667483 | 0.00457324927334966 | 0.997713375363325 |
| 17 | 0.00283342635475085 | 0.0056668527095017 | 0.99716657364525 |
| 18 | 0.00483582020175803 | 0.00967164040351606 | 0.995164179798242 |
| 19 | 0.0137155385609565 | 0.027431077121913 | 0.986284461439044 |
| 20 | 0.0541010147206224 | 0.108202029441245 | 0.945898985279378 |
| 21 | 0.141398146712376 | 0.282796293424752 | 0.858601853287624 |
| 22 | 0.316334252659234 | 0.632668505318468 | 0.683665747340766 |
| 23 | 0.411894412483112 | 0.823788824966224 | 0.588105587516888 |
| 24 | 0.445237560409165 | 0.89047512081833 | 0.554762439590835 |
| 25 | 0.448441486904224 | 0.896882973808449 | 0.551558513095776 |
| 26 | 0.433266150978375 | 0.86653230195675 | 0.566733849021625 |
| 27 | 0.406642075520650 | 0.813284151041299 | 0.59335792447935 |
| 28 | 0.375062908760712 | 0.750125817521423 | 0.624937091239288 |
| 29 | 0.346038674725471 | 0.692077349450941 | 0.653961325274529 |
| 30 | 0.328963306286164 | 0.657926612572327 | 0.671036693713836 |
| 31 | 0.337681193956894 | 0.675362387913787 | 0.662318806043106 |
| 32 | 0.399572723745708 | 0.799145447491415 | 0.600427276254292 |
| 33 | 0.360618827627787 | 0.721237655255573 | 0.639381172372213 |
| 34 | 0.331233509551164 | 0.662467019102328 | 0.668766490448836 |
| 35 | 0.342540568405555 | 0.685081136811109 | 0.657459431594446 |
| 36 | 0.504438967038685 | 0.99112206592263 | 0.495561032961315 |
| 37 | 0.999981999858044 | 3.6000283911358e-05 | 1.8000141955679e-05 |
| 38 | 0.999999482860813 | 1.03427837411307e-06 | 5.17139187056537e-07 |
| 39 | 0.999999879249345 | 2.41501309885836e-07 | 1.20750654942918e-07 |
| 40 | 0.999999885475569 | 2.29048861906836e-07 | 1.14524430953418e-07 |
| 41 | 0.999999859437624 | 2.81124752655335e-07 | 1.40562376327668e-07 |
| 42 | 0.999999937496537 | 1.25006925936110e-07 | 6.25034629680549e-08 |
| 43 | 0.99999992780395 | 1.44392098260608e-07 | 7.21960491303039e-08 |
| 44 | 0.99999981323112 | 3.73537761345183e-07 | 1.86768880672591e-07 |
| 45 | 0.99999976155545 | 4.76889098146584e-07 | 2.38444549073292e-07 |
| 46 | 0.999999383808759 | 1.23238248281469e-06 | 6.16191241407344e-07 |
| 47 | 0.999998586362513 | 2.82727497441699e-06 | 1.41363748720849e-06 |
| 48 | 0.999999801403076 | 3.97193847041453e-07 | 1.98596923520727e-07 |
| 49 | 0.999999897809436 | 2.04381128806766e-07 | 1.02190564403383e-07 |
| 50 | 0.999999054194992 | 1.89161001556534e-06 | 9.45805007782672e-07 |
| 51 | 0.999995677448863 | 8.64510227360306e-06 | 4.32255113680153e-06 |
| 52 | 0.999966060781594 | 6.78784368113524e-05 | 3.39392184056762e-05 |
| 53 | 0.99985925144494 | 0.000281497110119654 | 0.000140748555059827 |
| 54 | 0.998472078233791 | 0.00305584353241759 | 0.00152792176620880 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 26 | 0.530612244897959 | NOK |
| 5% type I error level | 31 | 0.63265306122449 | NOK |
| 10% type I error level | 32 | 0.653061224489796 | NOK |
