| Multiple Linear Regression - Estimated Regression Equation |
| uitvoer[t] = + 3885.44637298981 + 0.734871978147499invoer[t] -1001.28315575325crisis[t] + 5.8095292526781M1[t] + 674.041557200105M2[t] + 1109.77681490461M3[t] + 616.882464243725M4[t] + 892.8244620994M5[t] + 1509.74928622909M6[t] + 1257.70762915807M7[t] -437.223855464266M8[t] + 1307.69291158348M9[t] + 1476.82392699202M10[t] + 913.046867753967M11[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) | 3885.44637298981 | 829.835086 | 4.6822 | 3.1e-05 | 1.5e-05 |
| invoer | 0.734871978147499 | 0.044183 | 16.6325 | 0 | 0 |
| crisis | -1001.28315575325 | 181.284847 | -5.5233 | 2e-06 | 1e-06 |
| M1 | 5.8095292526781 | 298.298304 | 0.0195 | 0.984556 | 0.492278 |
| M2 | 674.041557200105 | 300.628428 | 2.2421 | 0.030427 | 0.015213 |
| M3 | 1109.77681490461 | 302.210893 | 3.6722 | 0.000688 | 0.000344 |
| M4 | 616.882464243725 | 297.980799 | 2.0702 | 0.044771 | 0.022385 |
| M5 | 892.8244620994 | 297.963935 | 2.9964 | 0.004621 | 0.00231 |
| M6 | 1509.74928622909 | 300.703549 | 5.0207 | 1e-05 | 5e-06 |
| M7 | 1257.70762915807 | 298.967974 | 4.2068 | 0.000137 | 6.9e-05 |
| M8 | -437.223855464266 | 319.001819 | -1.3706 | 0.177957 | 0.088979 |
| M9 | 1307.69291158348 | 314.581072 | 4.1569 | 0.00016 | 8e-05 |
| M10 | 1476.82392699202 | 324.125162 | 4.5563 | 4.6e-05 | 2.3e-05 |
| M11 | 913.046867753967 | 313.572579 | 2.9118 | 0.00579 | 0.002895 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.981837209466541 |
| R-squared | 0.964004305893045 |
| Adjusted R-squared | 0.952591037029864 |
| F-TEST (value) | 84.4634711973627 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 41 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 439.623013186437 |
| Sum Squared Residuals | 7924004.14264803 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 16198.9 | 16307.7998194182 | -108.899819418227 |
| 2 | 16554.2 | 16830.3802212968 | -276.180221296846 |
| 3 | 19554.2 | 19466.0282327837 | 88.1717672163006 |
| 4 | 15903.8 | 16209.3538595079 | -305.553859507887 |
| 5 | 18003.8 | 17597.8185450811 | 405.981454918941 |
| 6 | 18329.6 | 18401.9887492427 | -72.3887492427344 |
| 7 | 16260.7 | 16305.7123758128 | -45.0123758127494 |
| 8 | 14851.9 | 14965.6505694378 | -113.750569437842 |
| 9 | 18174.1 | 17818.8277667298 | 355.272233270175 |
| 10 | 18406.6 | 18343.7103067596 | 62.8896932404267 |
| 11 | 18466.5 | 17925.4378991947 | 541.062100805275 |
| 12 | 16016.5 | 15762.6677454031 | 253.832254596878 |
| 13 | 17428.5 | 16724.7661798191 | 703.733820180863 |
| 14 | 17167.2 | 16884.8342348776 | 282.365765122431 |
| 15 | 19630 | 19036.3485871609 | 593.651412839141 |
| 16 | 17183.6 | 16790.3436454313 | 393.256354568701 |
| 17 | 18344.7 | 18124.5012918194 | 220.198708180631 |
| 18 | 19301.4 | 18997.6024875313 | 303.797512468721 |
| 19 | 18147.5 | 18225.8593675143 | -78.3593675143503 |
| 20 | 16192.9 | 15507.3981917282 | 685.501808271822 |
| 21 | 18374.4 | 18397.0985263341 | -22.6985263340898 |
| 22 | 20515.2 | 20270.3241718689 | 244.875828131136 |
| 23 | 18957.2 | 19155.9075394049 | -198.707539404895 |
| 24 | 16471.5 | 17129.2356759662 | -657.735675966212 |
| 25 | 18746.8 | 18731.4810905465 | 15.3189094534857 |
| 26 | 19009.5 | 18558.5051651085 | 450.994834891502 |
| 27 | 19211.2 | 19872.4859238971 | -661.285923897081 |
| 28 | 20547.7 | 20282.4552855882 | 265.244714411791 |
| 29 | 19325.8 | 19235.8481843718 | 89.951815628168 |
| 30 | 20605.5 | 20866.6023895538 | -261.102389553813 |
| 31 | 20056.9 | 19957.8056456124 | 99.0943543876273 |
| 32 | 16141.4 | 16825.5380589313 | -684.138058931344 |
| 33 | 20359.8 | 20838.1962633445 | -478.396263344452 |
| 34 | 19711.6 | 19376.1118633317 | 335.48813666829 |
| 35 | 15638.6 | 16422.6046183558 | -784.004618355811 |
| 36 | 14384.5 | 14507.4863211999 | -122.986321199915 |
| 37 | 13855.6 | 13965.8162267327 | -110.216226732706 |
| 38 | 14308.3 | 14229.3542563143 | 78.9457436856934 |
| 39 | 15290.6 | 15508.5020833387 | -217.902083338697 |
| 40 | 14423.8 | 14044.1804647646 | 379.619535235368 |
| 41 | 13779.7 | 13977.7456080014 | -198.045608001386 |
| 42 | 15686.3 | 15759.3690302970 | -73.0690302970484 |
| 43 | 14733.8 | 14605.1250456543 | 128.674954345654 |
| 44 | 12522.5 | 12410.1131799026 | 112.386820097364 |
| 45 | 16189.4 | 16043.5774435916 | 145.822556408367 |
| 46 | 16059.1 | 16702.3536580399 | -643.253658039852 |
| 47 | 16007.1 | 15565.4499430446 | 441.650056955432 |
| 48 | 15806.8 | 15279.9102574308 | 526.889742569247 |
| 49 | 15160 | 15659.9366834834 | -499.936683483416 |
| 50 | 15692.1 | 16228.2261224028 | -536.126122402781 |
| 51 | 18908.9 | 18711.5351728197 | 197.364827180336 |
| 52 | 16969.9 | 17702.4667447080 | -732.566744707972 |
| 53 | 16997.5 | 17515.5863707264 | -518.086370726354 |
| 54 | 19858.9 | 19756.1373433751 | 102.762656624875 |
| 55 | 17681.2 | 17785.5975654062 | -104.397565406182 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.68184665483189 | 0.63630669033622 | 0.31815334516811 |
| 18 | 0.536750737419229 | 0.926498525161542 | 0.463249262580771 |
| 19 | 0.464491796406696 | 0.928983592813392 | 0.535508203593304 |
| 20 | 0.58070734921077 | 0.83858530157846 | 0.41929265078923 |
| 21 | 0.532770693269625 | 0.93445861346075 | 0.467229306730375 |
| 22 | 0.509326971140961 | 0.981346057718077 | 0.490673028859039 |
| 23 | 0.57092511951728 | 0.85814976096544 | 0.42907488048272 |
| 24 | 0.609066467822393 | 0.781867064355214 | 0.390933532177607 |
| 25 | 0.500461579701487 | 0.999076840597026 | 0.499538420298513 |
| 26 | 0.522142780300299 | 0.955714439399403 | 0.477857219699701 |
| 27 | 0.653896873439599 | 0.692206253120802 | 0.346103126560401 |
| 28 | 0.578568087917566 | 0.842863824164868 | 0.421431912082434 |
| 29 | 0.513440124115842 | 0.973119751768317 | 0.486559875884158 |
| 30 | 0.425978091405304 | 0.851956182810608 | 0.574021908594696 |
| 31 | 0.327082793683128 | 0.654165587366257 | 0.672917206316872 |
| 32 | 0.371744339604467 | 0.743488679208934 | 0.628255660395533 |
| 33 | 0.336630961150833 | 0.673261922301667 | 0.663369038849167 |
| 34 | 0.297513413378631 | 0.595026826757262 | 0.702486586621369 |
| 35 | 0.65053117925179 | 0.69893764149642 | 0.34946882074821 |
| 36 | 0.609346258532553 | 0.781307482934893 | 0.390653741467447 |
| 37 | 0.457234120176543 | 0.914468240353087 | 0.542765879823457 |
| 38 | 0.328839158403051 | 0.657678316806102 | 0.671160841596949 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 0 | 0 | OK |
| 5% type I error level | 0 | 0 | OK |
| 10% type I error level | 0 | 0 | OK |
