| Multiple Linear Regression - Estimated Regression Equation |
| Werkl[t] = + 138.628299151492 -0.309228385849689Inflatie[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) | 138.628299151492 | 15.837795 | 8.753 | 0 | 0 |
| Inflatie | -0.309228385849689 | 0.155277 | -1.9915 | 0.051066 | 0.025533 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.250968372520995 |
| R-squared | 0.0629851240058372 |
| Adjusted R-squared | 0.0471035159381394 |
| F-TEST (value) | 3.965916029243 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 59 |
| p-value | 0.0510662732824825 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.745791631113164 |
| Sum Squared Residuals | 32.8161042652676 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 105.4 | 106.870543924729 | -1.47054392472873 |
| 2 | 105.4 | 106.932389601899 | -1.53238960189884 |
| 3 | 105.6 | 107.025158117654 | -1.42515811765376 |
| 4 | 105.7 | 106.808698247559 | -1.10869824755897 |
| 5 | 105.8 | 106.746852570389 | -0.94685257038904 |
| 6 | 105.8 | 106.777775408974 | -0.977775408974007 |
| 7 | 105.8 | 106.839621086144 | -1.03962108614395 |
| 8 | 105.9 | 106.932389601899 | -1.03238960189884 |
| 9 | 106.1 | 107.117926633409 | -1.01792663340867 |
| 10 | 106.4 | 107.117926633409 | -0.717926633408654 |
| 11 | 106.4 | 107.148849471994 | -0.748849471993626 |
| 12 | 106.3 | 107.087003794824 | -0.787003794823696 |
| 13 | 106.2 | 106.901466763314 | -0.701466763313879 |
| 14 | 106.2 | 106.932389601899 | -0.732389601898846 |
| 15 | 106.3 | 106.932389601899 | -0.632389601898852 |
| 16 | 106.4 | 107.210695149164 | -0.810695149163565 |
| 17 | 106.5 | 107.272540826334 | -0.772540826333504 |
| 18 | 106.6 | 107.458077857843 | -0.858077857843326 |
| 19 | 106.6 | 107.365309342088 | -0.76530934208842 |
| 20 | 106.6 | 107.303463664918 | -0.703463664918482 |
| 21 | 106.8 | 107.334386503503 | -0.534386503503446 |
| 22 | 107 | 107.303463664918 | -0.303463664918476 |
| 23 | 107.2 | 107.365309342088 | -0.165309342088412 |
| 24 | 107.3 | 107.303463664918 | -0.00346366491847871 |
| 25 | 107.5 | 107.334386503503 | 0.165613496496557 |
| 26 | 107.6 | 107.210695149164 | 0.389304850836424 |
| 27 | 107.6 | 107.179772310579 | 0.420227689421396 |
| 28 | 107.7 | 107.241617987749 | 0.458382012251466 |
| 29 | 107.7 | 107.427155019258 | 0.272844980741654 |
| 30 | 107.7 | 107.241617987749 | 0.458382012251466 |
| 31 | 107.7 | 107.272540826334 | 0.427459173666498 |
| 32 | 107.6 | 107.210695149164 | 0.389304850836424 |
| 33 | 107.7 | 107.179772310579 | 0.520227689421404 |
| 34 | 107.9 | 107.272540826334 | 0.627459173666501 |
| 35 | 107.9 | 107.148849471994 | 0.751150528006374 |
| 36 | 107.9 | 107.179772310579 | 0.720227689421407 |
| 37 | 107.8 | 107.272540826334 | 0.527459173666493 |
| 38 | 107.6 | 107.334386503503 | 0.265613496496551 |
| 39 | 107.4 | 107.396232180673 | 0.00376781932662412 |
| 40 | 107 | 107.179772310579 | -0.179772310578599 |
| 41 | 107 | 106.963312440484 | 0.0366875595161843 |
| 42 | 107.2 | 107.087003794824 | 0.11299620517631 |
| 43 | 107.5 | 107.056080956239 | 0.443919043761274 |
| 44 | 107.8 | 107.087003794824 | 0.712996205176304 |
| 45 | 107.8 | 107.148849471994 | 0.651150528006366 |
| 46 | 107.7 | 106.870543924729 | 0.829456075271093 |
| 47 | 107.6 | 106.994235279069 | 0.605764720931207 |
| 48 | 107.6 | 107.117926633409 | 0.482073366591334 |
| 49 | 107.5 | 107.087003794824 | 0.412996205176307 |
| 50 | 107.5 | 106.994235279069 | 0.505764720931213 |
| 51 | 107.6 | 106.839621086144 | 0.760378913856051 |
| 52 | 107.6 | 106.963312440484 | 0.636687559516179 |
| 53 | 107.9 | 106.994235279069 | 0.905764720931219 |
| 54 | 107.6 | 106.870543924729 | 0.729456075271084 |
| 55 | 107.5 | 106.870543924729 | 0.62945607527109 |
| 56 | 107.5 | 106.808698247559 | 0.691301752441029 |
| 57 | 107.6 | 106.777775408974 | 0.82222459102599 |
| 58 | 107.7 | 107.025158117654 | 0.674841882346249 |
| 59 | 107.8 | 106.994235279069 | 0.80576472093121 |
| 60 | 107.9 | 106.839621086144 | 1.06037891385606 |
| 61 | 107.9 | 106.839621086144 | 1.06037891385606 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0250964473554707 | 0.0501928947109415 | 0.97490355264453 |
| 6 | 0.00808807516243836 | 0.0161761503248767 | 0.991911924837562 |
| 7 | 0.00362281824282651 | 0.00724563648565303 | 0.996377181757173 |
| 8 | 0.00575133818551825 | 0.0115026763710365 | 0.994248661814482 |
| 9 | 0.0143788168960112 | 0.0287576337920223 | 0.985621183103989 |
| 10 | 0.0288702907906725 | 0.057740581581345 | 0.971129709209328 |
| 11 | 0.0258361420904461 | 0.0516722841808922 | 0.974163857909554 |
| 12 | 0.0222763819609327 | 0.0445527639218653 | 0.977723618039067 |
| 13 | 0.0393816861219216 | 0.0787633722438432 | 0.960618313878078 |
| 14 | 0.0668008641662129 | 0.133601728332426 | 0.933199135833787 |
| 15 | 0.148875668308552 | 0.297751336617104 | 0.851124331691448 |
| 16 | 0.176396926584072 | 0.352793853168145 | 0.823603073415928 |
| 17 | 0.20326415380815 | 0.4065283076163 | 0.79673584619185 |
| 18 | 0.216057773958339 | 0.432115547916678 | 0.783942226041661 |
| 19 | 0.267248008247637 | 0.534496016495274 | 0.732751991752363 |
| 20 | 0.4109292809249 | 0.8218585618498 | 0.5890707190751 |
| 21 | 0.573923001319284 | 0.852153997361433 | 0.426076998680717 |
| 22 | 0.772852443290473 | 0.454295113419055 | 0.227147556709527 |
| 23 | 0.875509536159217 | 0.248980927681566 | 0.124490463840783 |
| 24 | 0.954212949923405 | 0.0915741001531894 | 0.0457870500765947 |
| 25 | 0.982421326803674 | 0.0351573463926512 | 0.0175786731963256 |
| 26 | 0.99749170260408 | 0.00501659479184145 | 0.00250829739592073 |
| 27 | 0.999493670515697 | 0.00101265896860644 | 0.000506329484303221 |
| 28 | 0.999799622669283 | 0.000400754661433188 | 0.000200377330716594 |
| 29 | 0.999707960862644 | 0.000584078274711001 | 0.000292039137355501 |
| 30 | 0.999809315256334 | 0.000381369487332844 | 0.000190684743666422 |
| 31 | 0.999817234786196 | 0.000365530427608411 | 0.000182765213804206 |
| 32 | 0.999815782399926 | 0.000368435200148179 | 0.000184217600074089 |
| 33 | 0.999853065793984 | 0.000293868412032747 | 0.000146934206016374 |
| 34 | 0.999903303322528 | 0.000193393354943552 | 9.6696677471776e-05 |
| 35 | 0.999962288705724 | 7.54225885522308e-05 | 3.77112942761154e-05 |
| 36 | 0.999981516437207 | 3.69671255865227e-05 | 1.84835627932614e-05 |
| 37 | 0.999981627305686 | 3.67453886278648e-05 | 1.83726943139324e-05 |
| 38 | 0.99996396756905 | 7.20648618988063e-05 | 3.60324309494032e-05 |
| 39 | 0.999912832345486 | 0.000174335309026987 | 8.71676545134933e-05 |
| 40 | 0.999964467091453 | 7.10658170943442e-05 | 3.55329085471721e-05 |
| 41 | 0.999998647473245 | 2.7050535106731e-06 | 1.35252675533655e-06 |
| 42 | 0.99999983477046 | 3.30459081437608e-07 | 1.65229540718804e-07 |
| 43 | 0.999999776918393 | 4.4616321401979e-07 | 2.23081607009895e-07 |
| 44 | 0.99999962322536 | 7.53549279051864e-07 | 3.76774639525932e-07 |
| 45 | 0.99999929529489 | 1.40941022172136e-06 | 7.04705110860679e-07 |
| 46 | 0.999998721258512 | 2.55748297697552e-06 | 1.27874148848776e-06 |
| 47 | 0.999996178287939 | 7.64342412227882e-06 | 3.82171206113941e-06 |
| 48 | 0.99998634159904 | 2.73168019188187e-05 | 1.36584009594094e-05 |
| 49 | 0.999971626301324 | 5.67473973513382e-05 | 2.83736986756691e-05 |
| 50 | 0.999957617940749 | 8.47641185018692e-05 | 4.23820592509346e-05 |
| 51 | 0.999868815800677 | 0.000262368398646081 | 0.000131184199323040 |
| 52 | 0.999647590370066 | 0.000704819259868431 | 0.000352409629934215 |
| 53 | 0.999033139145377 | 0.00193372170924666 | 0.000966860854623332 |
| 54 | 0.996646245815013 | 0.00670750836997473 | 0.00335375418498737 |
| 55 | 0.992747936783642 | 0.0145041264327169 | 0.00725206321635846 |
| 56 | 0.987681598895539 | 0.0246368022089223 | 0.0123184011044612 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 30 | 0.576923076923077 | NOK |
| 5% type I error level | 37 | 0.711538461538462 | NOK |
| 10% type I error level | 42 | 0.807692307692308 | NOK |
