| Multiple Linear Regression - Estimated Regression Equation |
| CPItot[t] = + 120.180769230769 -1.00429864253394CPIlandbouw[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) | 120.180769230769 | 0.779113 | 154.2533 | 0 | 0 |
| CPIlandbouw | -1.00429864253394 | 1.034991 | -0.9703 | 0.335904 | 0.167952 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.126390796284798 |
| R-squared | 0.0159746333855054 |
| Adjusted R-squared | -0.000991321211296192 |
| F-TEST (value) | 0.941569971460193 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 58 |
| p-value | 0.335903704370842 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 3.97271200924241 |
| Sum Squared Residuals | 915.381561085975 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 114 | 119.176470588235 | -5.1764705882354 |
| 2 | 113.8 | 119.176470588235 | -5.3764705882353 |
| 3 | 113.6 | 119.176470588235 | -5.5764705882353 |
| 4 | 113.7 | 119.176470588235 | -5.47647058823529 |
| 5 | 114.2 | 119.176470588235 | -4.97647058823529 |
| 6 | 114.8 | 120.180769230769 | -5.38076923076923 |
| 7 | 115.2 | 119.176470588235 | -3.97647058823529 |
| 8 | 115.3 | 119.176470588235 | -3.87647058823529 |
| 9 | 114.9 | 119.176470588235 | -4.27647058823529 |
| 10 | 115.1 | 120.180769230769 | -5.08076923076924 |
| 11 | 116 | 120.180769230769 | -4.18076923076923 |
| 12 | 116 | 120.180769230769 | -4.18076923076923 |
| 13 | 116 | 120.180769230769 | -4.18076923076923 |
| 14 | 115.9 | 119.176470588235 | -3.27647058823529 |
| 15 | 115.6 | 119.176470588235 | -3.5764705882353 |
| 16 | 116.6 | 119.176470588235 | -2.5764705882353 |
| 17 | 116.9 | 120.180769230769 | -3.28076923076923 |
| 18 | 117.9 | 119.176470588235 | -1.27647058823529 |
| 19 | 117.9 | 119.176470588235 | -1.27647058823529 |
| 20 | 117.7 | 120.180769230769 | -2.48076923076923 |
| 21 | 117.4 | 119.176470588235 | -1.77647058823529 |
| 22 | 117.3 | 120.180769230769 | -2.88076923076923 |
| 23 | 119 | 119.176470588235 | -0.176470588235292 |
| 24 | 119.1 | 120.180769230769 | -1.08076923076924 |
| 25 | 119 | 120.180769230769 | -1.18076923076923 |
| 26 | 118.5 | 120.180769230769 | -1.68076923076923 |
| 27 | 117 | 119.176470588235 | -2.17647058823529 |
| 28 | 117.5 | 119.176470588235 | -1.67647058823529 |
| 29 | 118.2 | 119.176470588235 | -0.97647058823529 |
| 30 | 118.2 | 119.176470588235 | -0.97647058823529 |
| 31 | 118.3 | 120.180769230769 | -1.88076923076923 |
| 32 | 118.2 | 119.176470588235 | -0.97647058823529 |
| 33 | 117.9 | 119.176470588235 | -1.27647058823529 |
| 34 | 117.8 | 120.180769230769 | -2.38076923076923 |
| 35 | 118.6 | 120.180769230769 | -1.58076923076924 |
| 36 | 118.9 | 120.180769230769 | -1.28076923076923 |
| 37 | 120.8 | 119.176470588235 | 1.62352941176471 |
| 38 | 121.8 | 119.176470588235 | 2.62352941176471 |
| 39 | 121.3 | 120.180769230769 | 1.11923076923077 |
| 40 | 121.9 | 119.176470588235 | 2.72352941176471 |
| 41 | 122 | 119.176470588235 | 2.82352941176471 |
| 42 | 121.9 | 120.180769230769 | 1.71923076923077 |
| 43 | 122 | 119.176470588235 | 2.82352941176471 |
| 44 | 122.2 | 120.180769230769 | 2.01923076923077 |
| 45 | 123 | 119.176470588235 | 3.82352941176471 |
| 46 | 123.1 | 120.180769230769 | 2.91923076923076 |
| 47 | 124.9 | 119.176470588235 | 5.72352941176471 |
| 48 | 125.4 | 120.180769230769 | 5.21923076923077 |
| 49 | 124.7 | 120.180769230769 | 4.51923076923077 |
| 50 | 124.4 | 119.176470588235 | 5.22352941176471 |
| 51 | 124 | 120.180769230769 | 3.81923076923077 |
| 52 | 125 | 119.176470588235 | 5.82352941176471 |
| 53 | 125.1 | 120.180769230769 | 4.91923076923076 |
| 54 | 125.4 | 120.180769230769 | 5.21923076923077 |
| 55 | 125.7 | 119.176470588235 | 6.52352941176471 |
| 56 | 126.4 | 119.176470588235 | 7.22352941176471 |
| 57 | 125.7 | 119.176470588235 | 6.52352941176471 |
| 58 | 125.4 | 120.180769230769 | 5.21923076923077 |
| 59 | 126.4 | 119.176470588235 | 7.22352941176471 |
| 60 | 126.2 | 120.180769230769 | 6.01923076923077 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.000563838874278702 | 0.00112767774855740 | 0.999436161125721 |
| 6 | 3.62903762636876e-05 | 7.25807525273753e-05 | 0.999963709623736 |
| 7 | 0.000312008010584382 | 0.000624016021168764 | 0.999687991989416 |
| 8 | 0.000239548546772747 | 0.000479097093545495 | 0.999760451453227 |
| 9 | 7.05731819191357e-05 | 0.000141146363838271 | 0.999929426818081 |
| 10 | 1.52420363534666e-05 | 3.04840727069332e-05 | 0.999984757963646 |
| 11 | 6.93421611405729e-06 | 1.38684322281146e-05 | 0.999993065783886 |
| 12 | 2.23635029216684e-06 | 4.47270058433369e-06 | 0.999997763649708 |
| 13 | 6.54587800517193e-07 | 1.30917560103439e-06 | 0.9999993454122 |
| 14 | 1.29756305011560e-06 | 2.59512610023120e-06 | 0.99999870243695 |
| 15 | 9.20567987729689e-07 | 1.84113597545938e-06 | 0.999999079432012 |
| 16 | 2.95605563438018e-06 | 5.91211126876036e-06 | 0.999997043944366 |
| 17 | 2.29781642879043e-06 | 4.59563285758086e-06 | 0.999997702183571 |
| 18 | 2.86686183108062e-05 | 5.73372366216124e-05 | 0.99997133138169 |
| 19 | 9.53882787803567e-05 | 0.000190776557560713 | 0.99990461172122 |
| 20 | 9.66546031441612e-05 | 0.000193309206288322 | 0.999903345396856 |
| 21 | 0.000131168862631615 | 0.00026233772526323 | 0.999868831137368 |
| 22 | 0.000105655508890632 | 0.000211311017781263 | 0.99989434449111 |
| 23 | 0.00042815392461487 | 0.00085630784922974 | 0.999571846075385 |
| 24 | 0.000667419771631853 | 0.00133483954326371 | 0.999332580228368 |
| 25 | 0.000797102845602684 | 0.00159420569120537 | 0.999202897154397 |
| 26 | 0.000768756856477058 | 0.00153751371295412 | 0.999231243143523 |
| 27 | 0.000892693625645242 | 0.00178538725129048 | 0.999107306374355 |
| 28 | 0.00120896226750475 | 0.00241792453500949 | 0.998791037732495 |
| 29 | 0.00197249793657804 | 0.00394499587315607 | 0.998027502063422 |
| 30 | 0.00339517681088687 | 0.00679035362177374 | 0.996604823189113 |
| 31 | 0.00425579906523941 | 0.00851159813047882 | 0.99574420093476 |
| 32 | 0.00885148395244072 | 0.0177029679048814 | 0.99114851604756 |
| 33 | 0.0239133455780247 | 0.0478266911560495 | 0.976086654421975 |
| 34 | 0.0512615302554676 | 0.102523060510935 | 0.948738469744532 |
| 35 | 0.111928159045906 | 0.223856318091812 | 0.888071840954094 |
| 36 | 0.272604120537736 | 0.545208241075471 | 0.727395879462264 |
| 37 | 0.519943662385076 | 0.960112675229847 | 0.480056337614924 |
| 38 | 0.729670019858861 | 0.540659960282277 | 0.270329980141139 |
| 39 | 0.843604931775572 | 0.312790136448855 | 0.156395068224427 |
| 40 | 0.92697471800978 | 0.146050563980441 | 0.0730252819902203 |
| 41 | 0.970589357179966 | 0.0588212856400677 | 0.0294106428200338 |
| 42 | 0.986774886753186 | 0.0264502264936280 | 0.0132251132468140 |
| 43 | 0.997466016916066 | 0.00506796616786795 | 0.00253398308393397 |
| 44 | 0.999443968712336 | 0.00111206257532805 | 0.000556031287664027 |
| 45 | 0.999929769468135 | 0.000140461063729022 | 7.02305318645112e-05 |
| 46 | 0.999988459812316 | 2.30803753674626e-05 | 1.15401876837313e-05 |
| 47 | 0.999985650489902 | 2.86990201963247e-05 | 1.43495100981624e-05 |
| 48 | 0.999968393775403 | 6.32124491940206e-05 | 3.16062245970103e-05 |
| 49 | 0.999921481627302 | 0.000157036745395768 | 7.85183726978839e-05 |
| 50 | 0.999942800316687 | 0.000114399366626491 | 5.71996833132457e-05 |
| 51 | 0.999973879583906 | 5.22408321877292e-05 | 2.61204160938646e-05 |
| 52 | 0.99997591022454 | 4.81795509190751e-05 | 2.40897754595375e-05 |
| 53 | 0.999905379008783 | 0.000189241982433516 | 9.4620991216758e-05 |
| 54 | 0.999437007022377 | 0.00112598595524500 | 0.000562992977622502 |
| 55 | 0.99703245044034 | 0.00593509911931967 | 0.00296754955965984 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 40 | 0.784313725490196 | NOK |
| 5% type I error level | 43 | 0.843137254901961 | NOK |
| 10% type I error level | 44 | 0.862745098039216 | NOK |
