| Multiple Linear Regression - Estimated Regression Equation |
| Import[t] = + 222.724184604475 -1.08884531590375Wisselkoers[t] -3.43675003487935M1[t] -10.6811622089806M2[t] -2.69348059950483M3[t] + 2.95796464459367M4[t] + 1.09917038098968M5[t] -4.38448659729871M6[t] -9.19465016228743M7[t] -13.1031916205358M8[t] + 3.13537411617422M9[t] -8.82688454470125M10[t] -1.81513701099472M11[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) | 222.724184604475 | 25.925399 | 8.591 | 0 | 0 |
| Wisselkoers | -1.08884531590375 | 0.277986 | -3.9169 | 0.000289 | 0.000145 |
| M1 | -3.43675003487935 | 9.158767 | -0.3752 | 0.709169 | 0.354584 |
| M2 | -10.6811622089806 | 9.194129 | -1.1617 | 0.251208 | 0.125604 |
| M3 | -2.69348059950483 | 9.178091 | -0.2935 | 0.770456 | 0.385228 |
| M4 | 2.95796464459367 | 9.125966 | 0.3241 | 0.747281 | 0.37364 |
| M5 | 1.09917038098968 | 9.133286 | 0.1203 | 0.904721 | 0.45236 |
| M6 | -4.38448659729871 | 9.155683 | -0.4789 | 0.634243 | 0.317122 |
| M7 | -9.19465016228743 | 9.118665 | -1.0083 | 0.318458 | 0.159229 |
| M8 | -13.1031916205358 | 9.111566 | -1.4381 | 0.157036 | 0.078518 |
| M9 | 3.13537411617422 | 9.110401 | 0.3442 | 0.732266 | 0.366133 |
| M10 | -8.82688454470125 | 9.110883 | -0.9688 | 0.33759 | 0.168795 |
| M11 | -1.81513701099472 | 9.110179 | -0.1992 | 0.842932 | 0.421466 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.589301759016927 |
| R-squared | 0.347276563180444 |
| Adjusted R-squared | 0.180623770800983 |
| F-TEST (value) | 2.0838328492553 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 47 |
| p-value | 0.0368566998434336 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 14.4043696553305 |
| Sum Squared Residuals | 9751.83566286806 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 100 | 110.402902979220 | -10.4029029792204 |
| 2 | 96.21064363 | 105.529707522475 | -9.31906389247546 |
| 3 | 96.31280765 | 117.625112343360 | -21.3123046933602 |
| 4 | 107.1793443 | 126.461549702581 | -19.2822054025813 |
| 5 | 114.9066592 | 122.416989581877 | -7.51033038187651 |
| 6 | 92.56060184 | 116.115167057727 | -23.5545652177274 |
| 7 | 114.9995356 | 112.753089997558 | 2.24644560244179 |
| 8 | 107.1236185 | 106.795941815429 | 0.327676684571365 |
| 9 | 117.7765394 | 121.05800583101 | -3.28146643100999 |
| 10 | 107.3650971 | 104.538498481882 | 2.82659861811785 |
| 11 | 106.2970187 | 110.387253600208 | -4.0902349002078 |
| 12 | 114.5072908 | 114.495249740464 | 0.0120410595355431 |
| 13 | 98.0031578 | 110.740545930446 | -12.7373881304458 |
| 14 | 103.0649206 | 101.318882179634 | 1.74603842036619 |
| 15 | 100.2879168 | 107.155253919385 | -6.86733711938481 |
| 16 | 104.6066685 | 113.473071734625 | -8.86640323462469 |
| 17 | 111.1544534 | 113.904342819194 | -2.74988941919418 |
| 18 | 104.9874617 | 106.901425633621 | -1.91396393362092 |
| 19 | 109.9284852 | 102.851424290981 | 7.07706090901949 |
| 20 | 111.5352466 | 101.206740294794 | 10.3285063052064 |
| 21 | 132.4974459 | 121.681807174417 | 10.8156387255833 |
| 22 | 100.3436426 | 108.731231135417 | -8.38758853541656 |
| 23 | 123.0983561 | 116.024879937442 | 7.07347616255807 |
| 24 | 114.2379493 | 118.879818885606 | -4.6418695856058 |
| 25 | 104.569518 | 114.757672279102 | -10.1881542791023 |
| 26 | 109.0833101 | 106.551682775248 | 2.53162732475197 |
| 27 | 106.9843039 | 116.75067297411 | -9.76636907410992 |
| 28 | 133.6769759 | 124.997232923925 | 8.67974297607486 |
| 29 | 124.8537197 | 121.480821938400 | 3.37289776160027 |
| 30 | 122.5132349 | 116.584248631983 | 5.9289862680174 |
| 31 | 116.8013374 | 113.065057192266 | 3.73628020773383 |
| 32 | 116.0118882 | 111.193149297036 | 4.81873890296378 |
| 33 | 129.7575926 | 127.395263432452 | 2.36232916754785 |
| 34 | 125.1973623 | 114.757984928478 | 10.4393773715215 |
| 35 | 143.7912139 | 123.916386026466 | 19.8748278735339 |
| 36 | 127.9465032 | 125.062223704553 | 2.88427949544739 |
| 37 | 130.2962757 | 123.551156007361 | 6.74511969263898 |
| 38 | 108.4424631 | 118.534149661362 | -10.0916865613618 |
| 39 | 129.3675118 | 129.432106003271 | -0.0645942032705193 |
| 40 | 143.6797622 | 134.37460747027 | 9.30515472973008 |
| 41 | 131.8844618 | 133.434021119737 | -1.54955931973706 |
| 42 | 117.6186496 | 128.134218580256 | -10.5155689802560 |
| 43 | 118.9560695 | 127.849774358138 | -8.89370485813757 |
| 44 | 104.8202842 | 125.159700906158 | -20.3394167061585 |
| 45 | 134.624315 | 140.345028158509 | -5.72071315850896 |
| 46 | 140.401226 | 128.360685689375 | 12.0405403106253 |
| 47 | 143.8005015 | 136.549527328591 | 7.2509741714094 |
| 48 | 153.4317823 | 133.886039407665 | 19.5457428923351 |
| 49 | 153.2924677 | 126.709142003871 | 26.5833256961295 |
| 50 | 127.3149438 | 112.181859091281 | 15.1330847087191 |
| 51 | 153.5525216 | 115.541916509875 | 38.0106050901254 |
| 52 | 136.9276493 | 126.763938368599 | 10.163710931401 |
| 53 | 131.7730101 | 123.336128740793 | 8.43688135920747 |
| 54 | 144.3391845 | 114.284072636413 | 30.0551118635870 |
| 55 | 107.4208229 | 111.586904761058 | -4.16608186105755 |
| 56 | 113.6249652 | 108.760470386583 | 4.86449481341694 |
| 57 | 124.2221603 | 128.397948603612 | -4.17578830361216 |
| 58 | 102.0618557 | 118.980783464848 | -16.9189277648482 |
| 59 | 96.36853348 | 126.477576787294 | -30.1090433072935 |
| 60 | 111.6838488 | 129.484042661712 | -17.8001938617122 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.0164602011231979 | 0.0329204022463958 | 0.983539798876802 |
| 17 | 0.00490423534048509 | 0.00980847068097018 | 0.995095764659515 |
| 18 | 0.00773078816436919 | 0.0154615763287384 | 0.992269211835631 |
| 19 | 0.00360767850484775 | 0.0072153570096955 | 0.996392321495152 |
| 20 | 0.00114720300222862 | 0.00229440600445725 | 0.998852796997771 |
| 21 | 0.00255463759854957 | 0.00510927519709914 | 0.99744536240145 |
| 22 | 0.00121186982893058 | 0.00242373965786116 | 0.99878813017107 |
| 23 | 0.00258897099071304 | 0.00517794198142608 | 0.997411029009287 |
| 24 | 0.00099719580818489 | 0.00199439161636978 | 0.999002804191815 |
| 25 | 0.000820178105316653 | 0.00164035621063331 | 0.999179821894683 |
| 26 | 0.00056857275831295 | 0.0011371455166259 | 0.999431427241687 |
| 27 | 0.000752491706442405 | 0.00150498341288481 | 0.999247508293558 |
| 28 | 0.00832326819390265 | 0.0166465363878053 | 0.991676731806097 |
| 29 | 0.0058385260251215 | 0.011677052050243 | 0.994161473974879 |
| 30 | 0.010239044839618 | 0.020478089679236 | 0.989760955160382 |
| 31 | 0.00514345429342053 | 0.0102869085868411 | 0.99485654570658 |
| 32 | 0.00255688563230979 | 0.00511377126461959 | 0.99744311436769 |
| 33 | 0.00113693255927581 | 0.00227386511855161 | 0.998863067440724 |
| 34 | 0.000998055077239102 | 0.00199611015447820 | 0.99900194492276 |
| 35 | 0.00216047531413558 | 0.00432095062827116 | 0.997839524685864 |
| 36 | 0.00099721537356709 | 0.00199443074713418 | 0.999002784626433 |
| 37 | 0.00121748848052088 | 0.00243497696104176 | 0.998782511519479 |
| 38 | 0.00107713696450453 | 0.00215427392900906 | 0.998922863035495 |
| 39 | 0.00153246600827186 | 0.00306493201654371 | 0.998467533991728 |
| 40 | 0.000850471020863827 | 0.00170094204172765 | 0.999149528979136 |
| 41 | 0.000350207698458927 | 0.000700415396917854 | 0.999649792301541 |
| 42 | 0.00143805136995181 | 0.00287610273990363 | 0.998561948630048 |
| 43 | 0.00110131670892402 | 0.00220263341784803 | 0.998898683291076 |
| 44 | 0.0386942439982345 | 0.077388487996469 | 0.961305756001765 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 22 | 0.758620689655172 | NOK |
| 5% type I error level | 28 | 0.96551724137931 | NOK |
| 10% type I error level | 29 | 1 | NOK |
