| Multiple Linear Regression - Estimated Regression Equation |
| Januari[t] = -1.70155886981906 + 0.220586617165749Februari[t] -0.0909050397570039Maart[t] + 0.320677742729348April[t] -0.00850241754825384Mei[t] -0.136948354348605Juni[t] + 0.330600454575435Juli[t] + 0.216435338637184Augustus[t] -0.214888065860927September[t] + 0.248098624748796Oktober[t] + 0.219272390931795November[t] -0.0915355160682501December[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) | -1.70155886981906 | 4.609714 | -0.3691 | 0.712645 | 0.356322 |
| Februari | 0.220586617165749 | 0.070189 | 3.1428 | 0.00208 | 0.00104 |
| Maart | -0.0909050397570039 | 0.074067 | -1.2273 | 0.221951 | 0.110975 |
| April | 0.320677742729348 | 0.066635 | 4.8125 | 4e-06 | 2e-06 |
| Mei | -0.00850241754825384 | 0.056969 | -0.1492 | 0.881595 | 0.440797 |
| Juni | -0.136948354348605 | 0.074128 | -1.8474 | 0.066991 | 0.033496 |
| Juli | 0.330600454575435 | 0.06772 | 4.8819 | 3e-06 | 2e-06 |
| Augustus | 0.216435338637184 | 0.062384 | 3.4694 | 0.000711 | 0.000356 |
| September | -0.214888065860927 | 0.065699 | -3.2708 | 0.001378 | 0.000689 |
| Oktober | 0.248098624748796 | 0.078975 | 3.1415 | 0.002088 | 0.001044 |
| November | 0.219272390931795 | 0.092128 | 2.3801 | 0.018784 | 0.009392 |
| December | -0.0915355160682501 | 0.06013 | -1.5223 | 0.130402 | 0.065201 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.999626251698809 |
| R-squared | 0.99925264308541 |
| Adjusted R-squared | 0.999188417100563 |
| F-TEST (value) | 15558.3856823231 |
| F-TEST (DF numerator) | 11 |
| F-TEST (DF denominator) | 128 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 38.073256292983 |
| Sum Squared Residuals | 185545.32412815 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1073 | 1135.16118987691 | -62.1611898769083 |
| 2 | 1141 | 1162.46055956669 | -21.4605595666926 |
| 3 | 1239 | 1222.58734409417 | 16.412655905832 |
| 4 | 1323 | 1312.71651609682 | 10.2834839031811 |
| 5 | 1274 | 1282.45162933129 | -8.45162933128855 |
| 6 | 1317 | 1332.87169058398 | -15.8716905839815 |
| 7 | 1390 | 1395.10924106812 | -5.1092410681228 |
| 8 | 1318 | 1343.65974724359 | -25.6597472435944 |
| 9 | 1472 | 1472.33777536433 | -0.337775364325262 |
| 10 | 1436 | 1455.10639810913 | -19.1063981091281 |
| 11 | 5281 | 5317.71246366195 | -36.7124636619504 |
| 12 | 5055 | 5101.71834920515 | -46.7183492051518 |
| 13 | 5219 | 5286.73292991325 | -67.7329299132455 |
| 14 | 5230 | 5174.13447913808 | 55.865520861925 |
| 15 | 5200 | 5141.38059123453 | 58.6194087654731 |
| 16 | 5139 | 5095.36070163042 | 43.6392983695827 |
| 17 | 5215 | 5230.68030701622 | -15.6803070162235 |
| 18 | 5344 | 5340.12613526954 | 3.87386473045671 |
| 19 | 5550 | 5472.38326390047 | 77.616736099525 |
| 20 | 5729 | 5703.60676313839 | 25.393236861612 |
| 21 | 1516 | 1500.76537035207 | 15.2346296479253 |
| 22 | 1436 | 1462.47551798693 | -26.4755179869331 |
| 23 | 1477 | 1534.28142261889 | -57.2814226188898 |
| 24 | 1522 | 1465.18923092194 | 56.8107690780611 |
| 25 | 1506 | 1478.52450289149 | 27.4754971085114 |
| 26 | 1471 | 1517.20170391278 | -46.201703912776 |
| 27 | 1493 | 1516.49850829607 | -23.4985082960714 |
| 28 | 1524 | 1522.90105220907 | 1.09894779092688 |
| 29 | 1570 | 1596.29131917088 | -26.291319170881 |
| 30 | 1676 | 1665.75065249818 | 10.24934750182 |
| 31 | 666 | 697.277140243009 | -31.2771402430094 |
| 32 | 695 | 676.462906923094 | 18.5370930769062 |
| 33 | 712 | 666.500009371043 | 45.4999906289573 |
| 34 | 687 | 684.258118549966 | 2.74188145003409 |
| 35 | 675 | 634.625636665741 | 40.374363334259 |
| 36 | 707 | 652.234622017028 | 54.7653779829719 |
| 37 | 661 | 667.285765151354 | -6.28576515135419 |
| 38 | 663 | 678.032335464925 | -15.0323354649248 |
| 39 | 672 | 695.88496938272 | -23.8849693827196 |
| 40 | 760 | 733.754333894705 | 26.2456661052947 |
| 41 | 1228 | 1201.34407270522 | 26.6559272947776 |
| 42 | 1190 | 1170.68043580638 | 19.3195641936167 |
| 43 | 1160 | 1232.06724409894 | -72.0672440989392 |
| 44 | 1222 | 1179.86899420518 | 42.1310057948231 |
| 45 | 1229 | 1189.54236416529 | 39.4576358347052 |
| 46 | 1188 | 1161.61042051384 | 26.389579486159 |
| 47 | 1223 | 1237.67555110799 | -14.6755511079889 |
| 48 | 1209 | 1288.5906481831 | -79.5906481831003 |
| 49 | 1326 | 1273.51750177475 | 52.4824982252503 |
| 50 | 1341 | 1340.14774317675 | 0.85225682325355 |
| 51 | 856 | 927.119093064426 | -71.1190930644259 |
| 52 | 823 | 841.570402833239 | -18.5704028332392 |
| 53 | 886 | 882.984774971855 | 3.0152250281452 |
| 54 | 832 | 882.593416515629 | -50.5934165156293 |
| 55 | 844 | 906.245056528439 | -62.2450565284393 |
| 56 | 853 | 870.496722985522 | -17.496722985522 |
| 57 | 913 | 926.365589652171 | -13.3655896521715 |
| 58 | 928 | 910.124686618915 | 17.8753133810851 |
| 59 | 969 | 935.608434212019 | 33.3915657879807 |
| 60 | 945 | 985.379670995845 | -40.3796709958447 |
| 61 | 1015 | 984.400551817942 | 30.5994481820582 |
| 62 | 911 | 943.722850176226 | -32.7228501762264 |
| 63 | 984 | 964.093243373243 | 19.9067566267571 |
| 64 | 967 | 955.418483466088 | 11.5815165339122 |
| 65 | 946 | 925.636795504287 | 20.3632044957129 |
| 66 | 920 | 887.010996721974 | 32.9890032780257 |
| 67 | 925 | 876.048657329362 | 48.9513426706385 |
| 68 | 1020 | 933.671177314254 | 86.3288226857459 |
| 69 | 1013 | 964.27480388083 | 48.7251961191702 |
| 70 | 1007 | 971.768127093636 | 35.2318729063643 |
| 71 | 3138 | 3129.15940788942 | 8.84059211058255 |
| 72 | 3019 | 3140.59012151194 | -121.590121511944 |
| 73 | 3311 | 3348.4488064644 | -37.4488064643989 |
| 74 | 3375 | 3350.8469682979 | 24.1530317021049 |
| 75 | 3185 | 3160.65796716188 | 24.3420328381198 |
| 76 | 3220 | 3144.17645831864 | 75.8235416813622 |
| 77 | 3224 | 3183.09241638644 | 40.9075836135577 |
| 78 | 3187 | 3202.38063294692 | -15.3806329469181 |
| 79 | 3136 | 3161.75931110354 | -25.7593111035407 |
| 80 | 3246 | 3343.04799943741 | -97.0479994374109 |
| 81 | 63 | 60.7150056946195 | 2.28499430538048 |
| 82 | 60 | 58.1826821774828 | 1.81731782251719 |
| 83 | 51 | 52.6715853987545 | -1.67158539875454 |
| 84 | 58 | 46.2397192584746 | 11.7602807415254 |
| 85 | 50 | 51.2870734965197 | -1.28707349651968 |
| 86 | 55 | 48.9531368243321 | 6.04686317566792 |
| 87 | 60 | 48.6267686895222 | 11.3732313104778 |
| 88 | 56 | 54.6181721637905 | 1.38182783620951 |
| 89 | 44 | 34.4176969829561 | 9.58230301704391 |
| 90 | 47 | 42.9586303110753 | 4.04136968892467 |
| 91 | 295 | 324.281337568186 | -29.2813375681859 |
| 92 | 315 | 321.697268696996 | -6.69726869699618 |
| 93 | 289 | 344.441638228201 | -55.4416382282005 |
| 94 | 347 | 326.359273278706 | 20.6407267212945 |
| 95 | 344 | 319.04368242631 | 24.9563175736896 |
| 96 | 310 | 340.209007180059 | -30.2090071800593 |
| 97 | 363 | 333.270167700937 | 29.7298322990628 |
| 98 | 314 | 321.154564465814 | -7.15456446581349 |
| 99 | 328 | 350.224867098918 | -22.2248670989182 |
| 100 | 315 | 337.10651207781 | -22.1065120778098 |
| 101 | 1190 | 1184.90957412202 | 5.09042587798316 |
| 102 | 1180 | 1197.39368629243 | -17.3936862924281 |
| 103 | 1292 | 1299.92347924344 | -7.92347924343701 |
| 104 | 1279 | 1300.40960279557 | -21.409602795569 |
| 105 | 1220 | 1197.24314039798 | 22.7568596020194 |
| 106 | 1237 | 1188.80363380389 | 48.1963661961094 |
| 107 | 1228 | 1205.17188972887 | 22.8281102711291 |
| 108 | 1226 | 1223.08422915253 | 2.91577084747361 |
| 109 | 1177 | 1203.22668705541 | -26.226687055415 |
| 110 | 1260 | 1274.61043693118 | -14.610436931184 |
| 111 | 932 | 939.474745183865 | -7.474745183865 |
| 112 | 872 | 931.874832358718 | -59.8748323587179 |
| 113 | 982 | 992.321739649282 | -10.3217396492815 |
| 114 | 996 | 992.13537787881 | 3.86462212119044 |
| 115 | 892 | 987.19581668246 | -95.1958166824597 |
| 116 | 964 | 902.665025703559 | 61.334974296441 |
| 117 | 974 | 930.975020194648 | 43.0249798053516 |
| 118 | 964 | 950.681289620354 | 13.3187103796462 |
| 119 | 960 | 932.581920793718 | 27.4180792062815 |
| 120 | 971 | 981.90732285587 | -10.9073228558703 |
| 121 | 247 | 249.139746932155 | -2.13974693215471 |
| 122 | 249 | 256.382620107421 | -7.38262010742086 |
| 123 | 271 | 276.877984602942 | -5.87798460294179 |
| 124 | 270 | 266.155512991039 | 3.84448700896082 |
| 125 | 276 | 236.789788913523 | 39.2102110864775 |
| 126 | 264 | 258.170064621458 | 5.82993537854225 |
| 127 | 227 | 247.457065119337 | -20.4570651193373 |
| 128 | 247 | 252.847690218502 | -5.84769021850157 |
| 129 | 253 | 230.53594269755 | 22.4640573024497 |
| 130 | 277 | 268.573830687857 | 8.42616931214329 |
| 131 | 474 | 424.547768603919 | 49.452231396081 |
| 132 | 403 | 426.435478577105 | -23.435478577105 |
| 133 | 477 | 428.077729261262 | 48.9222707387382 |
| 134 | 483 | 458.980965874496 | 24.0190341255042 |
| 135 | 453 | 413.579303262331 | 39.4206967376692 |
| 136 | 445 | 447.522491530395 | -2.52249153039516 |
| 137 | 432 | 459.412038163373 | -27.4120381633726 |
| 138 | 436 | 447.806624010447 | -11.8066240104469 |
| 139 | 418 | 438.383657978663 | -20.3836579786628 |
| 140 | 423 | 474.043661405414 | -51.0436614054139 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 15 | 0.519883630805252 | 0.960232738389496 | 0.480116369194748 |
| 16 | 0.546793036867045 | 0.90641392626591 | 0.453206963132955 |
| 17 | 0.402519683185642 | 0.805039366371284 | 0.597480316814358 |
| 18 | 0.338592381150749 | 0.677184762301497 | 0.661407618849251 |
| 19 | 0.515089108179684 | 0.969821783640633 | 0.484910891820316 |
| 20 | 0.424867450309867 | 0.849734900619733 | 0.575132549690133 |
| 21 | 0.376203823851178 | 0.752407647702356 | 0.623796176148822 |
| 22 | 0.289296978653087 | 0.578593957306174 | 0.710703021346913 |
| 23 | 0.241863685843426 | 0.483727371686851 | 0.758136314156574 |
| 24 | 0.411281192132874 | 0.822562384265748 | 0.588718807867126 |
| 25 | 0.613366118373868 | 0.773267763252264 | 0.386633881626132 |
| 26 | 0.689960300735339 | 0.620079398529322 | 0.310039699264661 |
| 27 | 0.623327427675219 | 0.753345144649562 | 0.376672572324781 |
| 28 | 0.547949302532736 | 0.904101394934529 | 0.452050697467264 |
| 29 | 0.476161633070776 | 0.952323266141552 | 0.523838366929224 |
| 30 | 0.480625506185487 | 0.961251012370974 | 0.519374493814513 |
| 31 | 0.418301813672337 | 0.836603627344674 | 0.581698186327663 |
| 32 | 0.394447006989745 | 0.78889401397949 | 0.605552993010255 |
| 33 | 0.519290082472655 | 0.961419835054691 | 0.480709917527345 |
| 34 | 0.457031035442684 | 0.914062070885369 | 0.542968964557316 |
| 35 | 0.475557930017853 | 0.951115860035707 | 0.524442069982147 |
| 36 | 0.530691286792274 | 0.938617426415452 | 0.469308713207726 |
| 37 | 0.470886503321659 | 0.941773006643319 | 0.529113496678341 |
| 38 | 0.415346686412203 | 0.830693372824406 | 0.584653313587797 |
| 39 | 0.457627952441924 | 0.915255904883848 | 0.542372047558076 |
| 40 | 0.443984401812544 | 0.887968803625089 | 0.556015598187456 |
| 41 | 0.451567576060863 | 0.903135152121725 | 0.548432423939137 |
| 42 | 0.459130604920823 | 0.918261209841646 | 0.540869395079177 |
| 43 | 0.622864319628675 | 0.754271360742651 | 0.377135680371325 |
| 44 | 0.648911446798444 | 0.702177106403113 | 0.351088553201556 |
| 45 | 0.638847712548886 | 0.722304574902229 | 0.361152287451114 |
| 46 | 0.610850573892714 | 0.778298852214573 | 0.389149426107286 |
| 47 | 0.561270307055902 | 0.877459385888195 | 0.438729692944098 |
| 48 | 0.743092819995732 | 0.513814360008535 | 0.256907180004268 |
| 49 | 0.748356756637566 | 0.503286486724868 | 0.251643243362434 |
| 50 | 0.70974884733034 | 0.580502305339321 | 0.29025115266966 |
| 51 | 0.801777919113091 | 0.396444161773817 | 0.198222080886909 |
| 52 | 0.780120699018965 | 0.43975860196207 | 0.219879300981035 |
| 53 | 0.738507724668398 | 0.522984550663205 | 0.261492275331602 |
| 54 | 0.769954880025943 | 0.460090239948114 | 0.230045119974057 |
| 55 | 0.854066412493965 | 0.291867175012071 | 0.145933587506035 |
| 56 | 0.826221962381439 | 0.347556075237122 | 0.173778037618561 |
| 57 | 0.79420290601766 | 0.41159418796468 | 0.20579709398234 |
| 58 | 0.766339633702748 | 0.467320732594505 | 0.233660366297252 |
| 59 | 0.761277216491237 | 0.477445567017527 | 0.238722783508763 |
| 60 | 0.770487170138208 | 0.459025659723585 | 0.229512829861792 |
| 61 | 0.779048233997026 | 0.441903532005948 | 0.220951766002974 |
| 62 | 0.759980669614981 | 0.480038660770038 | 0.240019330385019 |
| 63 | 0.72866234625966 | 0.54267530748068 | 0.27133765374034 |
| 64 | 0.717899566883557 | 0.564200866232886 | 0.282100433116443 |
| 65 | 0.708183046423163 | 0.583633907153674 | 0.291816953576837 |
| 66 | 0.697788839368978 | 0.604422321262044 | 0.302211160631022 |
| 67 | 0.731101050762648 | 0.537797898474705 | 0.268898949237352 |
| 68 | 0.924573871604126 | 0.150852256791747 | 0.0754261283958737 |
| 69 | 0.956472760765866 | 0.0870544784682676 | 0.0435272392341338 |
| 70 | 0.952237861491815 | 0.0955242770163694 | 0.0477621385081847 |
| 71 | 0.939598615573542 | 0.120802768852917 | 0.0604013844264583 |
| 72 | 0.999738830993381 | 0.000522338013238005 | 0.000261169006619003 |
| 73 | 0.999824281219973 | 0.000351437560054259 | 0.00017571878002713 |
| 74 | 0.999894023911849 | 0.000211952176302453 | 0.000105976088151226 |
| 75 | 0.999918344336799 | 0.000163311326401472 | 8.16556632007358e-05 |
| 76 | 0.999970024795708 | 5.99504085842263e-05 | 2.99752042921132e-05 |
| 77 | 0.999958056925989 | 8.38861480223841e-05 | 4.19430740111921e-05 |
| 78 | 0.999955472795611 | 8.90544087772929e-05 | 4.45272043886464e-05 |
| 79 | 0.999948433683768 | 0.000103132632463437 | 5.15663162317187e-05 |
| 80 | 0.999985603714441 | 2.87925711184286e-05 | 1.43962855592143e-05 |
| 81 | 0.999973339014835 | 5.33219703300387e-05 | 2.66609851650194e-05 |
| 82 | 0.999952073650026 | 9.58526999479697e-05 | 4.79263499739849e-05 |
| 83 | 0.999916118370916 | 0.000167763258167701 | 8.38816290838507e-05 |
| 84 | 0.999858105820852 | 0.000283788358295312 | 0.000141894179147656 |
| 85 | 0.999754198417472 | 0.000491603165055598 | 0.000245801582527799 |
| 86 | 0.999583083548164 | 0.000833832903672056 | 0.000416916451836028 |
| 87 | 0.999342116722605 | 0.00131576655478904 | 0.000657883277394522 |
| 88 | 0.99891436563735 | 0.00217126872529963 | 0.00108563436264981 |
| 89 | 0.998384487721731 | 0.00323102455653726 | 0.00161551227826863 |
| 90 | 0.997419252361605 | 0.00516149527678971 | 0.00258074763839486 |
| 91 | 0.99710078098262 | 0.0057984380347597 | 0.00289921901737985 |
| 92 | 0.995684613300738 | 0.00863077339852465 | 0.00431538669926232 |
| 93 | 0.99566171372485 | 0.00867657255029905 | 0.00433828627514952 |
| 94 | 0.993641361522053 | 0.0127172769558943 | 0.00635863847794717 |
| 95 | 0.995553382777958 | 0.0088932344440835 | 0.00444661722204175 |
| 96 | 0.995224142122013 | 0.00955171575597346 | 0.00477585787798673 |
| 97 | 0.993324494676947 | 0.0133510106461067 | 0.00667550532305334 |
| 98 | 0.990280931290307 | 0.0194381374193861 | 0.00971906870969304 |
| 99 | 0.985570852100046 | 0.0288582957999083 | 0.0144291478999542 |
| 100 | 0.980438056828077 | 0.0391238863438466 | 0.0195619431719233 |
| 101 | 0.977820177936569 | 0.0443596441268625 | 0.0221798220634312 |
| 102 | 0.984728255805642 | 0.0305434883887155 | 0.0152717441943577 |
| 103 | 0.976948883777756 | 0.0461022324444875 | 0.0230511162222437 |
| 104 | 0.968087270826769 | 0.0638254583464616 | 0.0319127291732308 |
| 105 | 0.95966307232165 | 0.0806738553567003 | 0.0403369276783501 |
| 106 | 0.962842619457962 | 0.0743147610840753 | 0.0371573805420376 |
| 107 | 0.965605965726348 | 0.0687880685473033 | 0.0343940342736517 |
| 108 | 0.957462064357083 | 0.0850758712858332 | 0.0425379356429166 |
| 109 | 0.9548416042406 | 0.0903167915188006 | 0.0451583957594003 |
| 110 | 0.938116552672636 | 0.123766894654728 | 0.061883447327364 |
| 111 | 0.910040327747374 | 0.179919344505252 | 0.0899596722526261 |
| 112 | 0.976847525709558 | 0.0463049485808842 | 0.0231524742904421 |
| 113 | 0.964031753256826 | 0.0719364934863485 | 0.0359682467431742 |
| 114 | 0.943908681080543 | 0.112182637838915 | 0.0560913189194573 |
| 115 | 0.981194016292475 | 0.03761196741505 | 0.018805983707525 |
| 116 | 0.974150909623693 | 0.0516981807526138 | 0.0258490903763069 |
| 117 | 0.975429424622794 | 0.0491411507544128 | 0.0245705753772064 |
| 118 | 0.96504577908145 | 0.0699084418371001 | 0.0349542209185501 |
| 119 | 0.939212747112066 | 0.121574505775869 | 0.0607872528879344 |
| 120 | 0.918040378877584 | 0.163919242244833 | 0.0819596211224163 |
| 121 | 0.937280836356017 | 0.125438327287965 | 0.0627191636439826 |
| 122 | 0.885765209321289 | 0.228469581357422 | 0.114234790678711 |
| 123 | 0.817028922483158 | 0.365942155033683 | 0.182971077516842 |
| 124 | 0.692480656749928 | 0.615038686500145 | 0.307519343250072 |
| 125 | 0.631450616837758 | 0.737098766324484 | 0.368549383162242 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 24 | 0.216216216216216 | NOK |
| 5% type I error level | 35 | 0.315315315315315 | NOK |
| 10% type I error level | 46 | 0.414414414414414 | NOK |
