| Multiple Linear Regression - Estimated Regression Equation |
| Inflatie[t] = + 3.39672949800379 + 2.17650224345689Kredietcrisis[t] -0.0659395248380129t + 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) | 3.39672949800379 | 0.440715 | 7.7073 | 0 | 0 |
| Kredietcrisis | 2.17650224345689 | 0.740438 | 2.9395 | 0.004741 | 0.002371 |
| t | -0.0659395248380129 | 0.02127 | -3.1001 | 0.003005 | 0.001502 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.384504831834612 |
| R-squared | 0.147843965704164 |
| Adjusted R-squared | 0.117943753974485 |
| F-TEST (value) | 4.94457922374563 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 57 |
| p-value | 0.0104663444822474 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.44732736739507 |
| Sum Squared Residuals | 119.401120979413 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 2.7 | 3.33078997316579 | -0.630789973165794 |
| 2 | 2.3 | 3.26485044832777 | -0.96485044832777 |
| 3 | 1.9 | 3.19891092348976 | -1.29891092348976 |
| 4 | 2 | 3.13297139865174 | -1.13297139865174 |
| 5 | 2.3 | 3.06703187381373 | -0.76703187381373 |
| 6 | 2.8 | 3.00109234897572 | -0.201092348975718 |
| 7 | 2.4 | 2.93515282413770 | -0.535152824137705 |
| 8 | 2.3 | 2.86921329929969 | -0.569213299299692 |
| 9 | 2.7 | 2.80327377446168 | -0.103273774461678 |
| 10 | 2.7 | 2.73733424962367 | -0.0373342496236655 |
| 11 | 2.9 | 2.67139472478565 | 0.228605275214347 |
| 12 | 3 | 2.60545519994764 | 0.39454480005236 |
| 13 | 2.2 | 2.53951567510963 | -0.339515675109627 |
| 14 | 2.3 | 2.47357615027161 | -0.173576150271614 |
| 15 | 2.8 | 2.4076366254336 | 0.392363374566399 |
| 16 | 2.8 | 2.34169710059559 | 0.458302899404412 |
| 17 | 2.8 | 2.27575757575758 | 0.524242424242424 |
| 18 | 2.2 | 2.20981805091956 | -0.00981805091956223 |
| 19 | 2.6 | 2.14387852608155 | 0.456121473918451 |
| 20 | 2.8 | 2.07793900124354 | 0.722060998756463 |
| 21 | 2.5 | 2.01199947640552 | 0.488000523594476 |
| 22 | 2.4 | 1.94605995156751 | 0.453940048432489 |
| 23 | 2.3 | 1.88012042672950 | 0.419879573270502 |
| 24 | 1.9 | 1.81418090189148 | 0.085819098108515 |
| 25 | 1.7 | 1.74824137705347 | -0.048241377053472 |
| 26 | 2 | 1.68230185221546 | 0.317698147784541 |
| 27 | 2.1 | 1.61636232737745 | 0.483637672622554 |
| 28 | 1.7 | 1.55042280253943 | 0.149577197460567 |
| 29 | 1.8 | 1.48448327770142 | 0.31551672229858 |
| 30 | 1.8 | 1.41854375286341 | 0.381456247136592 |
| 31 | 1.8 | 1.35260422802539 | 0.447395771974605 |
| 32 | 1.3 | 1.28666470318738 | 0.0133352968126182 |
| 33 | 1.3 | 1.22072517834937 | 0.0792748216506311 |
| 34 | 1.3 | 3.33128789696824 | -2.03128789696824 |
| 35 | 1.2 | 3.26534837213023 | -2.06534837213023 |
| 36 | 1.4 | 3.19940884729222 | -1.79940884729222 |
| 37 | 2.2 | 3.1334693224542 | -0.933469322454203 |
| 38 | 2.9 | 3.06752979761619 | -0.167529797616191 |
| 39 | 3.1 | 3.00159027277818 | 0.0984097272218226 |
| 40 | 3.5 | 2.93565074794016 | 0.564349252059835 |
| 41 | 3.6 | 2.86971122310215 | 0.730288776897848 |
| 42 | 4.4 | 2.80377169826414 | 1.59622830173586 |
| 43 | 4.1 | 2.73783217342613 | 1.36216782657387 |
| 44 | 5.1 | 2.67189264858811 | 2.42810735141189 |
| 45 | 5.8 | 2.6059531237501 | 3.1940468762499 |
| 46 | 5.9 | 2.54001359891209 | 3.35998640108791 |
| 47 | 5.4 | 2.47407407407407 | 2.92592592592593 |
| 48 | 5.5 | 2.40813454923606 | 3.09186545076394 |
| 49 | 4.8 | 2.34219502439805 | 2.45780497560195 |
| 50 | 3.2 | 2.27625549956004 | 0.923744500439965 |
| 51 | 2.7 | 2.21031597472202 | 0.489684025277978 |
| 52 | 2.1 | 2.14437644988401 | -0.0443764498840096 |
| 53 | 1.9 | 2.07843692504600 | -0.178436925045997 |
| 54 | 0.6 | 2.01249740020798 | -1.41249740020798 |
| 55 | 0.7 | 1.94655787536997 | -1.24655787536997 |
| 56 | -0.2 | 1.88061835053196 | -2.08061835053196 |
| 57 | -1 | 1.81467882569395 | -2.81467882569395 |
| 58 | -1.7 | 1.74873930085593 | -3.44873930085593 |
| 59 | -0.7 | 1.68279977601792 | -2.38279977601792 |
| 60 | -1 | 1.61686025117991 | -2.61686025117991 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.0397389062672699 | 0.0794778125345399 | 0.96026109373273 |
| 7 | 0.0101274626392263 | 0.0202549252784526 | 0.989872537360774 |
| 8 | 0.00242591899741342 | 0.00485183799482685 | 0.997574081002587 |
| 9 | 0.000676909184028205 | 0.00135381836805641 | 0.999323090815972 |
| 10 | 0.000152502326904213 | 0.000305004653808425 | 0.999847497673096 |
| 11 | 3.80333144865629e-05 | 7.60666289731259e-05 | 0.999961966685514 |
| 12 | 8.7141382799589e-06 | 1.74282765599178e-05 | 0.99999128586172 |
| 13 | 8.90842890329621e-06 | 1.78168578065924e-05 | 0.999991091571097 |
| 14 | 3.47517583894201e-06 | 6.95035167788402e-06 | 0.999996524824161 |
| 15 | 7.68789499009676e-07 | 1.53757899801935e-06 | 0.9999992312105 |
| 16 | 1.55178306462206e-07 | 3.10356612924411e-07 | 0.999999844821694 |
| 17 | 2.92578360599061e-08 | 5.85156721198122e-08 | 0.999999970742164 |
| 18 | 2.22142571850941e-08 | 4.44285143701882e-08 | 0.999999977785743 |
| 19 | 4.39950081340599e-09 | 8.79900162681199e-09 | 0.9999999956005 |
| 20 | 8.30782996170599e-10 | 1.66156599234120e-09 | 0.999999999169217 |
| 21 | 1.85752334241883e-10 | 3.71504668483765e-10 | 0.999999999814248 |
| 22 | 4.87189893936008e-11 | 9.74379787872015e-11 | 0.99999999995128 |
| 23 | 1.50780825219303e-11 | 3.01561650438606e-11 | 0.999999999984922 |
| 24 | 2.06294004725406e-11 | 4.12588009450812e-11 | 0.99999999997937 |
| 25 | 3.52160492606124e-11 | 7.04320985212247e-11 | 0.999999999964784 |
| 26 | 1.07073070047285e-11 | 2.14146140094571e-11 | 0.999999999989293 |
| 27 | 2.34813294161743e-12 | 4.69626588323487e-12 | 0.999999999997652 |
| 28 | 1.24532869092981e-12 | 2.49065738185961e-12 | 0.999999999998755 |
| 29 | 3.63378418648588e-13 | 7.26756837297176e-13 | 0.999999999999637 |
| 30 | 9.01368017642594e-14 | 1.80273603528519e-13 | 0.99999999999991 |
| 31 | 1.98214901309529e-14 | 3.96429802619057e-14 | 0.99999999999998 |
| 32 | 1.59653809938100e-14 | 3.19307619876199e-14 | 0.999999999999984 |
| 33 | 7.89965842087368e-15 | 1.57993168417474e-14 | 0.999999999999992 |
| 34 | 6.02329403780188e-15 | 1.20465880756038e-14 | 0.999999999999994 |
| 35 | 1.01880775720702e-14 | 2.03761551441403e-14 | 0.99999999999999 |
| 36 | 4.26236391195322e-14 | 8.52472782390645e-14 | 0.999999999999957 |
| 37 | 1.37282842366875e-12 | 2.74565684733749e-12 | 0.999999999998627 |
| 38 | 2.79052022730219e-10 | 5.58104045460438e-10 | 0.999999999720948 |
| 39 | 3.2867348922477e-08 | 6.5734697844954e-08 | 0.999999967132651 |
| 40 | 4.40485651385031e-06 | 8.80971302770061e-06 | 0.999995595143486 |
| 41 | 0.00046392263597718 | 0.00092784527195436 | 0.999536077364023 |
| 42 | 0.0193435217654132 | 0.0386870435308264 | 0.980656478234587 |
| 43 | 0.328843663348304 | 0.657687326696608 | 0.671156336651696 |
| 44 | 0.762380110629254 | 0.475239778741492 | 0.237619889370746 |
| 45 | 0.873612387981203 | 0.252775224037595 | 0.126387612018797 |
| 46 | 0.894003988547132 | 0.211992022905735 | 0.105996011452868 |
| 47 | 0.873758312408006 | 0.252483375183987 | 0.126241687591994 |
| 48 | 0.907490025277145 | 0.18501994944571 | 0.092509974722855 |
| 49 | 0.947270639080012 | 0.105458721839977 | 0.0527293609199885 |
| 50 | 0.90914172395072 | 0.181716552098559 | 0.0908582760492795 |
| 51 | 0.85919402828293 | 0.281611943434141 | 0.140805971717070 |
| 52 | 0.793482543018373 | 0.413034913963255 | 0.206517456981627 |
| 53 | 0.796043553491189 | 0.407912893017622 | 0.203956446508811 |
| 54 | 0.690411777511897 | 0.619176444976207 | 0.309588222488103 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 34 | 0.693877551020408 | NOK |
| 5% type I error level | 36 | 0.73469387755102 | NOK |
| 10% type I error level | 37 | 0.755102040816326 | NOK |
