Multiple Linear Regression - Estimated Regression Equation
saldo_zichtrek[t] = + 34.5166727272727 + 4.21449393939394crisis[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)34.51667272727270.287777119.942600
crisis4.214493939393940.9175814.5932.3e-051.2e-05


Multiple Linear Regression - Regression Statistics
Multiple R0.513210100478173
R-squared0.263384607232816
Adjusted R-squared0.250899600575745
F-TEST (value)21.0960726307380
F-TEST (DF numerator)1
F-TEST (DF denominator)59
p-value2.34371282262780e-05
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.13420768826542
Sum Squared Residuals268.735704942424


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
129.83734.5166727272727-4.67967272727266
229.57134.5166727272727-4.94567272727273
330.16734.5166727272727-4.34967272727273
430.52434.5166727272727-3.99267272727273
530.99634.5166727272727-3.52067272727273
631.03334.5166727272727-3.48367272727273
731.19834.5166727272727-3.31867272727273
830.93734.5166727272727-3.57967272727273
931.64934.5166727272727-2.86767272727273
1033.11534.5166727272727-1.40167272727273
1134.10634.5166727272727-0.410672727272726
1233.92634.5166727272727-0.590672727272726
1333.38234.5166727272727-1.13467272727273
1432.85134.5166727272727-1.66567272727273
1532.94834.5166727272727-1.56867272727273
1636.11234.51667272727271.59532727272727
1736.11334.51667272727271.59632727272727
1835.2134.51667272727270.693327272727273
1935.19334.51667272727270.67632727272727
2034.38334.5166727272727-0.133672727272725
2135.34934.51667272727270.832327272727269
2237.05834.51667272727272.54132727272727
2338.07634.51667272727273.55932727272727
2436.6334.51667272727272.11332727272727
2536.04534.51667272727271.52832727272727
2635.63834.51667272727271.12132727272727
2735.11434.51667272727270.597327272727269
2835.46534.51667272727270.948327272727276
2935.25434.51667272727270.73732727272727
3035.29934.51667272727270.782327272727272
3135.91634.51667272727271.39932727272727
3236.68334.51667272727272.16632727272727
3337.28834.51667272727272.77132727272727
3438.53634.51667272727274.01932727272727
3538.97734.51667272727274.46032727272727
3636.40734.51667272727271.89032727272727
3734.95534.51667272727270.438327272727270
3834.95134.51667272727270.434327272727273
3932.6834.5166727272727-1.83667272727273
4034.79134.51667272727270.274327272727269
4134.17834.5166727272727-0.338672727272731
4235.21334.51667272727270.696327272727273
4334.87134.51667272727270.354327272727274
4435.29934.51667272727270.782327272727272
4535.44334.51667272727270.92632727272727
4637.10834.51667272727272.59132727272727
4736.41934.51667272727271.90232727272727
4834.47134.5166727272727-0.0456727272727315
4933.86834.5166727272727-0.648672727272726
5034.38534.5166727272727-0.13167272727273
5133.64334.5166727272727-0.873672727272727
5234.62734.51667272727270.110327272727274
5332.91934.5166727272727-1.59767272727273
5435.534.51667272727270.983327272727272
5536.1134.51667272727271.59332727272727
5637.08638.7311666666667-1.64516666666667
5737.71138.7311666666667-1.02016666666667
5840.42738.73116666666671.69583333333333
5939.88438.73116666666671.15283333333333
6038.51238.7311666666667-0.219166666666666
6138.76738.73116666666670.0358333333333365


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.06268292495411980.1253658499082400.93731707504588
60.04254760415844140.08509520831688280.957452395841559
70.03357110866729940.06714221733459890.9664288913327
80.02141919989690790.04283839979381570.978580800103092
90.03144674358084620.06289348716169240.968553256419154
100.1959293138802250.391858627760450.804070686119775
110.5482275363094790.9035449273810420.451772463690521
120.7057998485178880.5884003029642250.294200151482112
130.7496614705005320.5006770589989370.250338529499468
140.7660070269299980.4679859461400040.233992973070002
150.7881323487906230.4237353024187540.211867651209377
160.9523032597619560.09539348047608760.0476967402380438
170.9848686338725090.03026273225498290.0151313661274914
180.9884242895319490.02315142093610240.0115757104680512
190.989791210839460.02041757832107850.0102087891605392
200.9882776528619860.02344469427602810.0117223471380140
210.9886346632659120.02273067346817560.0113653367340878
220.995621990290270.008756019419458320.00437800970972916
230.999341149989210.001317700021580000.000658850010790001
240.999488440915380.001023118169238860.000511559084619431
250.999378969435440.001242061129119990.000621030564559994
260.9990819935476360.001836012904726940.00091800645236347
270.998488330466090.003023339067820590.00151166953391029
280.9976486408202870.004702718359425930.00235135917971297
290.9962412761351720.007517447729655430.00375872386482772
300.9940882221027050.01182355579458940.00591177789729468
310.9918082482117150.01638350357656980.00819175178828492
320.9914504284361950.01709914312760960.00854957156380479
330.9936682814430660.01266343711386740.00633171855693368
340.9987736094286110.002452781142777550.00122639057138877
350.999958329551288.33408974416619e-054.16704487208309e-05
360.9999564034162688.71931674632327e-054.35965837316164e-05
370.9998978935803230.0002042128393546340.000102106419677317
380.9997685358881440.0004629282237115660.000231464111855783
390.9998681653132130.0002636693735738400.000131834686786920
400.999694044465810.0006119110683782230.000305955534189112
410.9994132140680930.001173571863813430.000586785931906717
420.9987459205882250.002508158823549230.00125407941177462
430.9973530174914790.005293965017042430.00264698250852122
440.9947985785984670.01040284280306520.0052014214015326
450.990455951155640.01908809768871800.00954404884435901
460.9950177291960320.009964541607936060.00498227080396803
470.996151641029220.00769671794155770.00384835897077885
480.991501636762430.01699672647513910.00849836323756957
490.9838140967902470.03237180641950520.0161859032097526
500.9674492515170280.0651014969659440.032550748482972
510.9497985820602810.1004028358794380.0502014179397191
520.9065824405186720.1868351189626570.0934175594813285
530.9481271054958790.1037457890082430.0518728945041213
540.8972943728319290.2054112543361420.102705627168071
550.8030482792963650.393903441407270.196951720703635
560.8049796803462820.3900406393074360.195020319653718


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level200.384615384615385NOK
5% type I error level340.653846153846154NOK
10% type I error level390.75NOK