| Multiple Linear Regression - Estimated Regression Equation |
| Verkoop[t] = + 12478.0714285714 + 57139.9627976191M1[t] + 29412.8363095238M2[t] + 35615.28125M3[t] + 28156.4404761905M4[t] + 29801.3139880952M5[t] + 36841.7589285714M6[t] + 27735.0610119048M7[t] + 24625.6488095238M8[t] + 29635.8080357143M9[t] + 28542.5386904762M10[t] + 22887.412202381M11[t] -55.4449404761905t + 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) | 12478.0714285714 | 1741.670218 | 7.1644 | 0 | 0 |
| M1 | 57139.9627976191 | 2142.416733 | 26.6708 | 0 | 0 |
| M2 | 29412.8363095238 | 2140.802976 | 13.7392 | 0 | 0 |
| M3 | 35615.28125 | 2139.34186 | 16.6478 | 0 | 0 |
| M4 | 28156.4404761905 | 2138.0337 | 13.1693 | 0 | 0 |
| M5 | 29801.3139880952 | 2136.878776 | 13.9462 | 0 | 0 |
| M6 | 36841.7589285714 | 2135.877337 | 17.249 | 0 | 0 |
| M7 | 27735.0610119048 | 2135.029598 | 12.9905 | 0 | 0 |
| M8 | 24625.6488095238 | 2134.335743 | 11.5379 | 0 | 0 |
| M9 | 29635.8080357143 | 2133.795923 | 13.8888 | 0 | 0 |
| M10 | 28542.5386904762 | 2133.410253 | 13.3788 | 0 | 0 |
| M11 | 22887.412202381 | 2133.178817 | 10.7293 | 0 | 0 |
| t | -55.4449404761905 | 18.142398 | -3.0561 | 0.003159 | 0.001579 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.959244190023146 |
| R-squared | 0.920149416093161 |
| Adjusted R-squared | 0.906653542756793 |
| F-TEST (value) | 68.1800572041263 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 71 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 3990.66780371628 |
| Sum Squared Residuals | 1130705495.89286 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 68897 | 69562.5892857143 | -665.589285714273 |
| 2 | 38683 | 41780.0178571429 | -3097.01785714286 |
| 3 | 44720 | 47927.0178571428 | -3207.01785714285 |
| 4 | 39525 | 40412.7321428572 | -887.732142857155 |
| 5 | 45315 | 42002.1607142857 | 3312.83928571427 |
| 6 | 50380 | 48987.1607142857 | 1392.8392857143 |
| 7 | 40600 | 39825.0178571429 | 774.982142857135 |
| 8 | 36279 | 36660.1607142857 | -381.160714285716 |
| 9 | 42438 | 41614.875 | 823.125 |
| 10 | 38064 | 40466.1607142857 | -2402.16071428572 |
| 11 | 31879 | 34755.5892857143 | -2876.58928571429 |
| 12 | 11379 | 11812.7321428571 | -433.73214285714 |
| 13 | 70249 | 68897.25 | 1351.75 |
| 14 | 39253 | 41114.6785714286 | -1861.67857142857 |
| 15 | 47060 | 47261.6785714286 | -201.678571428572 |
| 16 | 41697 | 39747.3928571429 | 1949.60714285715 |
| 17 | 38708 | 41336.8214285714 | -2628.82142857142 |
| 18 | 49267 | 48321.8214285714 | 945.178571428568 |
| 19 | 39018 | 39159.6785714286 | -141.678571428569 |
| 20 | 32228 | 35994.8214285714 | -3766.82142857143 |
| 21 | 40870 | 40949.5357142857 | -79.5357142857137 |
| 22 | 39383 | 39800.8214285714 | -417.821428571427 |
| 23 | 34571 | 34090.25 | 480.750000000002 |
| 24 | 12066 | 11147.3928571429 | 918.607142857143 |
| 25 | 70938 | 68231.9107142857 | 2706.08928571428 |
| 26 | 34077 | 40449.3392857143 | -6372.33928571428 |
| 27 | 45409 | 46596.3392857143 | -1187.33928571429 |
| 28 | 40809 | 39082.0535714286 | 1726.94642857143 |
| 29 | 37013 | 40671.4821428571 | -3658.48214285714 |
| 30 | 44953 | 47656.4821428571 | -2703.48214285714 |
| 31 | 37848 | 38494.3392857143 | -646.339285714284 |
| 32 | 32745 | 35329.4821428571 | -2584.48214285714 |
| 33 | 39401 | 40284.1964285714 | -883.196428571427 |
| 34 | 34931 | 39135.4821428571 | -4204.48214285714 |
| 35 | 33008 | 33424.9107142857 | -416.910714285713 |
| 36 | 8620 | 10482.0535714286 | -1862.05357142857 |
| 37 | 68906 | 67566.5714285714 | 1339.42857142857 |
| 38 | 39556 | 39784 | -227.999999999999 |
| 39 | 50669 | 45931 | 4738 |
| 40 | 36432 | 38416.7142857143 | -1984.71428571428 |
| 41 | 40891 | 40006.1428571429 | 884.857142857146 |
| 42 | 48428 | 46991.1428571429 | 1436.85714285714 |
| 43 | 36222 | 37829 | -1607 |
| 44 | 33425 | 34664.1428571429 | -1239.14285714286 |
| 45 | 39401 | 39618.8571428571 | -217.857142857142 |
| 46 | 37967 | 38470.1428571429 | -503.142857142856 |
| 47 | 34801 | 32759.5714285714 | 2041.42857142857 |
| 48 | 12657 | 9816.71428571429 | 2840.28571428571 |
| 49 | 69116 | 66901.2321428571 | 2214.76785714285 |
| 50 | 41519 | 39118.6607142857 | 2400.33928571429 |
| 51 | 51321 | 45265.6607142857 | 6055.33928571428 |
| 52 | 38529 | 37751.375 | 777.625000000004 |
| 53 | 41547 | 39340.8035714286 | 2206.19642857143 |
| 54 | 52073 | 46325.8035714286 | 5747.19642857142 |
| 55 | 38401 | 37163.6607142857 | 1237.33928571429 |
| 56 | 40898 | 33998.8035714286 | 6899.19642857143 |
| 57 | 40439 | 38953.5178571429 | 1485.48214285714 |
| 58 | 41888 | 37804.8035714286 | 4083.19642857143 |
| 59 | 37898 | 32094.2321428571 | 5803.76785714286 |
| 60 | 8771 | 9151.375 | -380.375 |
| 61 | 68184 | 66235.8928571429 | 1948.10714285714 |
| 62 | 50530 | 38453.3214285714 | 12076.6785714286 |
| 63 | 47221 | 44600.3214285714 | 2620.67857142857 |
| 64 | 41756 | 37086.0357142857 | 4669.96428571429 |
| 65 | 45633 | 38675.4642857143 | 6957.53571428571 |
| 66 | 48138 | 45660.4642857143 | 2477.53571428571 |
| 67 | 39486 | 36498.3214285714 | 2987.67857142857 |
| 68 | 39341 | 33333.4642857143 | 6007.53571428571 |
| 69 | 41117 | 38288.1785714286 | 2828.82142857143 |
| 70 | 41629 | 37139.4642857143 | 4489.53571428571 |
| 71 | 29722 | 31428.8928571429 | -1706.89285714286 |
| 72 | 7054 | 8486.03571428572 | -1432.03571428572 |
| 73 | 56676 | 65570.5535714286 | -8894.55357142857 |
| 74 | 34870 | 37787.9821428571 | -2917.98214285714 |
| 75 | 35117 | 43934.9821428571 | -8817.98214285714 |
| 76 | 30169 | 36420.6964285714 | -6251.69642857143 |
| 77 | 30936 | 38010.125 | -7074.125 |
| 78 | 35699 | 44995.125 | -9296.125 |
| 79 | 33228 | 35832.9821428571 | -2604.98214285714 |
| 80 | 27733 | 32668.125 | -4935.125 |
| 81 | 33666 | 37622.8392857143 | -3956.83928571429 |
| 82 | 35429 | 36474.125 | -1045.125 |
| 83 | 27438 | 30763.5535714286 | -3325.55357142857 |
| 84 | 8170 | 7820.69642857143 | 349.303571428571 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.0031467803216849 | 0.0062935606433698 | 0.996853219678315 |
| 17 | 0.164485356951793 | 0.328970713903587 | 0.835514643048207 |
| 18 | 0.082548359084444 | 0.165096718168888 | 0.917451640915556 |
| 19 | 0.0397487351735584 | 0.0794974703471167 | 0.960251264826442 |
| 20 | 0.0299791621586144 | 0.0599583243172289 | 0.970020837841386 |
| 21 | 0.0133533869833497 | 0.0267067739666994 | 0.98664661301665 |
| 22 | 0.00701456581846378 | 0.0140291316369276 | 0.992985434181536 |
| 23 | 0.00484056407716548 | 0.00968112815433097 | 0.995159435922835 |
| 24 | 0.00207785044018236 | 0.00415570088036472 | 0.997922149559818 |
| 25 | 0.00101684487330364 | 0.00203368974660729 | 0.998983155126696 |
| 26 | 0.00221665562416331 | 0.00443331124832662 | 0.997783344375837 |
| 27 | 0.00101216483087423 | 0.00202432966174845 | 0.998987835169126 |
| 28 | 0.000445258345965295 | 0.000890516691930589 | 0.999554741654035 |
| 29 | 0.000625420746897083 | 0.00125084149379417 | 0.999374579253103 |
| 30 | 0.000608740510950594 | 0.00121748102190119 | 0.999391259489049 |
| 31 | 0.000274431009170536 | 0.000548862018341072 | 0.999725568990829 |
| 32 | 0.000151481598585461 | 0.000302963197170922 | 0.999848518401415 |
| 33 | 6.91038568810129e-05 | 0.000138207713762026 | 0.999930896143119 |
| 34 | 6.96353220422635e-05 | 0.000139270644084527 | 0.999930364677958 |
| 35 | 3.94892344527214e-05 | 7.89784689054428e-05 | 0.999960510765547 |
| 36 | 2.53073627633501e-05 | 5.06147255267003e-05 | 0.999974692637237 |
| 37 | 1.11827926846848e-05 | 2.23655853693695e-05 | 0.999988817207315 |
| 38 | 3.01734527774741e-05 | 6.03469055549482e-05 | 0.999969826547223 |
| 39 | 0.000155007246547871 | 0.000310014493095742 | 0.999844992753452 |
| 40 | 0.000148757788747276 | 0.000297515577494552 | 0.999851242211253 |
| 41 | 9.56311511331242e-05 | 0.000191262302266248 | 0.999904368848867 |
| 42 | 5.12898003509668e-05 | 0.000102579600701934 | 0.999948710199649 |
| 43 | 4.53062056899762e-05 | 9.06124113799524e-05 | 0.99995469379431 |
| 44 | 6.20522679736367e-05 | 0.000124104535947273 | 0.999937947732026 |
| 45 | 4.83152214827383e-05 | 9.66304429654767e-05 | 0.999951684778517 |
| 46 | 0.000107992062025476 | 0.000215984124050952 | 0.999892007937975 |
| 47 | 0.000123974732307476 | 0.000247949464614952 | 0.999876025267692 |
| 48 | 0.000127309747564096 | 0.000254619495128192 | 0.999872690252436 |
| 49 | 6.01245443029656e-05 | 0.000120249088605931 | 0.999939875455697 |
| 50 | 0.000278497986987704 | 0.000556995973975407 | 0.999721502013012 |
| 51 | 0.000423221069200944 | 0.000846442138401887 | 0.999576778930799 |
| 52 | 0.000349720384227133 | 0.000699440768454265 | 0.999650279615773 |
| 53 | 0.00029669023575237 | 0.00059338047150474 | 0.999703309764248 |
| 54 | 0.0002913777386722 | 0.000582755477344401 | 0.999708622261328 |
| 55 | 0.000341671034443956 | 0.000683342068887911 | 0.999658328965556 |
| 56 | 0.000941065138844269 | 0.00188213027768854 | 0.999058934861156 |
| 57 | 0.00114051657492755 | 0.00228103314985511 | 0.998859483425072 |
| 58 | 0.0027116089103381 | 0.00542321782067621 | 0.997288391089662 |
| 59 | 0.00214586794211133 | 0.00429173588422267 | 0.997854132057889 |
| 60 | 0.0331177386079024 | 0.0662354772158048 | 0.966882261392098 |
| 61 | 0.0233098523473471 | 0.0466197046946941 | 0.976690147652653 |
| 62 | 0.137169464450742 | 0.274338928901484 | 0.862830535549258 |
| 63 | 0.117627728124811 | 0.235255456249622 | 0.882372271875189 |
| 64 | 0.0971605463790853 | 0.194321092758171 | 0.902839453620915 |
| 65 | 0.198326472298045 | 0.396652944596089 | 0.801673527701956 |
| 66 | 0.293883351101208 | 0.587766702202416 | 0.706116648898792 |
| 67 | 0.189049576642398 | 0.378099153284796 | 0.810950423357602 |
| 68 | 0.393802690383803 | 0.787605380767606 | 0.606197309616197 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 38 | 0.716981132075472 | NOK |
| 5% type I error level | 41 | 0.773584905660377 | NOK |
| 10% type I error level | 44 | 0.830188679245283 | NOK |
