| Multiple Linear Regression - Estimated Regression Equation |
| Bel20[t] = + 2724.04422398202 + 0.188672136013879`Zichtrekeningen `[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) | 2724.04422398202 | 1711.204342 | 1.5919 | 0.116941 | 0.058471 |
| `Zichtrekeningen ` | 0.188672136013879 | 0.486376 | 0.3879 | 0.699525 | 0.349762 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.0513127948145057 |
| R-squared | 0.00263300291167556 |
| Adjusted R-squared | -0.0148646637039092 |
| F-TEST (value) | 0.150477373327620 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 57 |
| p-value | 0.699524510799623 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 853.9877328034 |
| Sum Squared Residuals | 41569817.7233853 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 2756.76 | 3293.21145669509 | -536.451456695092 |
| 2 | 2849.27 | 3299.94705195079 | -450.677051950789 |
| 3 | 2921.44 | 3308.85237677064 | -387.412376770645 |
| 4 | 2981.85 | 3309.55046367390 | -327.700463673896 |
| 5 | 3080.58 | 3312.66355391813 | -232.083553918125 |
| 6 | 3106.22 | 3307.73921116816 | -201.519211168163 |
| 7 | 3119.31 | 3321.17266725235 | -201.862667252351 |
| 8 | 3061.26 | 3348.83200239199 | -287.572002391986 |
| 9 | 3097.31 | 3367.52941107096 | -270.219411070961 |
| 10 | 3161.69 | 3364.13331262271 | -202.443312622711 |
| 11 | 3257.16 | 3353.86954842356 | -96.7095484235565 |
| 12 | 3277.01 | 3343.85105800122 | -66.8410580012192 |
| 13 | 3295.32 | 3345.68117772055 | -50.3611777205539 |
| 14 | 3363.99 | 3405.37704155535 | -41.3870415553457 |
| 15 | 3494.17 | 3405.39590876895 | 88.7740912310531 |
| 16 | 3667.03 | 3388.35881488689 | 278.671185113107 |
| 17 | 3813.06 | 3388.03807225567 | 425.02192774433 |
| 18 | 3917.96 | 3372.75562923855 | 545.204370761454 |
| 19 | 3895.51 | 3390.98135757749 | 504.528642422514 |
| 20 | 3801.06 | 3423.22542562226 | 377.834574377741 |
| 21 | 3570.12 | 3442.43224906847 | 127.687750931528 |
| 22 | 3701.61 | 3415.15025820086 | 286.459741799136 |
| 23 | 3862.27 | 3404.11293824405 | 458.157061755947 |
| 24 | 3970.1 | 3396.43398230829 | 573.666017691712 |
| 25 | 4138.52 | 3386.54756238116 | 751.97243761884 |
| 26 | 4199.75 | 3393.16995435525 | 806.580045644752 |
| 27 | 4290.89 | 3389.18897228535 | 901.701027714646 |
| 28 | 4443.91 | 3390.03799689742 | 1053.87200310258 |
| 29 | 4502.64 | 3401.67906768947 | 1100.96093231053 |
| 30 | 4356.98 | 3416.15022052174 | 940.829779478261 |
| 31 | 4591.27 | 3427.56488475058 | 1163.70511524942 |
| 32 | 4696.96 | 3451.11116732511 | 1245.84883267489 |
| 33 | 4621.4 | 3459.43160852332 | 1161.96839147668 |
| 34 | 4562.84 | 3410.94286956775 | 1151.89713043225 |
| 35 | 4202.52 | 3383.54767541854 | 818.97232458146 |
| 36 | 4296.49 | 3383.47220656413 | 913.017793435866 |
| 37 | 4435.23 | 3340.62476447538 | 1094.60523552462 |
| 38 | 4105.18 | 3380.45345238791 | 724.726547612088 |
| 39 | 4116.68 | 3368.88785045026 | 747.792149549739 |
| 40 | 3844.49 | 3388.4154165277 | 456.074583472302 |
| 41 | 3720.98 | 3381.96282947602 | 339.017170523977 |
| 42 | 3674.4 | 3390.03799689742 | 284.362003102583 |
| 43 | 3857.62 | 3392.75487565602 | 464.865124343983 |
| 44 | 3801.06 | 3424.16878630233 | 376.891213697672 |
| 45 | 3504.37 | 3411.16927613097 | 93.2007238690282 |
| 46 | 3032.6 | 3374.41594403547 | -341.815944035468 |
| 47 | 3047.03 | 3363.03901423383 | -316.009014233831 |
| 48 | 2962.34 | 3372.79336366575 | -410.453363665748 |
| 49 | 2197.82 | 3358.79389117352 | -1160.97389117352 |
| 50 | 2014.45 | 3377.35922935728 | -1362.90922935728 |
| 51 | 1862.83 | 3345.13402852611 | -1482.30402852611 |
| 52 | 1905.41 | 3393.83030683130 | -1488.42030683130 |
| 53 | 1810.99 | 3405.33930712814 | -1594.34930712814 |
| 54 | 1670.07 | 3423.7537076031 | -1753.68370760310 |
| 55 | 1864.44 | 3435.54571610396 | -1571.10571610396 |
| 56 | 2052.02 | 3486.78906824533 | -1434.76906824533 |
| 57 | 2029.6 | 3476.54417125978 | -1446.94417125978 |
| 58 | 2070.83 | 3450.65835419868 | -1379.82835419868 |
| 59 | 2293.41 | 3455.46949366703 | -1162.05949366703 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.000160260858545991 | 0.000320521717091981 | 0.999839739141454 |
| 6 | 0.000107590566214935 | 0.000215181132429869 | 0.999892409433785 |
| 7 | 1.09216463710682e-05 | 2.18432927421364e-05 | 0.999989078353629 |
| 8 | 1.75815778138549e-05 | 3.51631556277098e-05 | 0.999982418422186 |
| 9 | 2.93994683241157e-06 | 5.87989366482313e-06 | 0.999997060053168 |
| 10 | 3.24501830791238e-07 | 6.49003661582476e-07 | 0.99999967549817 |
| 11 | 7.20580726249537e-08 | 1.44116145249907e-07 | 0.999999927941927 |
| 12 | 2.41226928391766e-08 | 4.82453856783531e-08 | 0.999999975877307 |
| 13 | 6.8883202382099e-09 | 1.37766404764198e-08 | 0.99999999311168 |
| 14 | 8.60218118610691e-10 | 1.72043623722138e-09 | 0.999999999139782 |
| 15 | 1.22252677963667e-10 | 2.44505355927335e-10 | 0.999999999877747 |
| 16 | 2.46892871807879e-10 | 4.93785743615758e-10 | 0.999999999753107 |
| 17 | 9.94794726997828e-10 | 1.98958945399566e-09 | 0.999999999005205 |
| 18 | 1.00179869090714e-08 | 2.00359738181427e-08 | 0.999999989982013 |
| 19 | 7.00995827068686e-09 | 1.40199165413737e-08 | 0.999999992990042 |
| 20 | 1.46896592907789e-09 | 2.93793185815578e-09 | 0.999999998531034 |
| 21 | 9.77708595705104e-10 | 1.95541719141021e-09 | 0.999999999022291 |
| 22 | 1.99881184723772e-10 | 3.99762369447544e-10 | 0.999999999800119 |
| 23 | 7.3007192157926e-11 | 1.46014384315852e-10 | 0.999999999926993 |
| 24 | 6.10301213008156e-11 | 1.22060242601631e-10 | 0.99999999993897 |
| 25 | 2.46130638261067e-10 | 4.92261276522134e-10 | 0.99999999975387 |
| 26 | 5.82469712530865e-10 | 1.16493942506173e-09 | 0.99999999941753 |
| 27 | 2.02023073248592e-09 | 4.04046146497183e-09 | 0.99999999797977 |
| 28 | 1.12543661175767e-08 | 2.25087322351535e-08 | 0.999999988745634 |
| 29 | 3.20887868923206e-08 | 6.41775737846412e-08 | 0.999999967911213 |
| 30 | 2.62202467596579e-08 | 5.24404935193159e-08 | 0.999999973779753 |
| 31 | 4.12725668255237e-08 | 8.25451336510474e-08 | 0.999999958727433 |
| 32 | 7.99774216482774e-08 | 1.59954843296555e-07 | 0.999999920022578 |
| 33 | 2.46891102144227e-07 | 4.93782204288454e-07 | 0.999999753108898 |
| 34 | 1.11674851500439e-06 | 2.23349703000877e-06 | 0.999998883251485 |
| 35 | 1.57611303054016e-06 | 3.15222606108033e-06 | 0.99999842388697 |
| 36 | 3.68355018513957e-06 | 7.36710037027913e-06 | 0.999996316449815 |
| 37 | 4.53393797149537e-05 | 9.06787594299073e-05 | 0.999954660620285 |
| 38 | 6.76338247154399e-05 | 0.000135267649430880 | 0.999932366175285 |
| 39 | 0.000135449213342421 | 0.000270898426684842 | 0.999864550786658 |
| 40 | 0.000190091761492391 | 0.000380183522984783 | 0.999809908238508 |
| 41 | 0.000254862511913534 | 0.000509725023827068 | 0.999745137488086 |
| 42 | 0.000470221011065732 | 0.000940442022131465 | 0.999529778988934 |
| 43 | 0.00223110596542600 | 0.00446221193085201 | 0.997768894034574 |
| 44 | 0.0308317567773984 | 0.0616635135547968 | 0.969168243222602 |
| 45 | 0.215915040349879 | 0.431830080699757 | 0.784084959650121 |
| 46 | 0.378249474587941 | 0.756498949175883 | 0.621750525412059 |
| 47 | 0.682419882944925 | 0.63516023411015 | 0.317580117055075 |
| 48 | 0.992309892246493 | 0.0153802155070131 | 0.00769010775350654 |
| 49 | 0.99730666207316 | 0.00538667585368074 | 0.00269333792684037 |
| 50 | 0.997602897119908 | 0.00479420576018311 | 0.00239710288009156 |
| 51 | 0.996470656928029 | 0.0070586861439426 | 0.0035293430719713 |
| 52 | 0.994588836601942 | 0.0108223267961165 | 0.00541116339805827 |
| 53 | 0.986933123812263 | 0.0261337523754741 | 0.0130668761877370 |
| 54 | 0.981539077676503 | 0.0369218446469932 | 0.0184609223234966 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 42 | 0.84 | NOK |
| 5% type I error level | 46 | 0.92 | NOK |
| 10% type I error level | 47 | 0.94 | NOK |
