| Multiple Linear Regression - Estimated Regression Equation |
| maandelijkseverkoopcijfers[t] = + 9.64970833333334 + 57.4972201388889M1[t] + 30.1758263888889M2[t] + 36.5630993055556M3[t] + 28.70915M4[t] + 30.1662006944444M5[t] + 37.2182513888889M6[t] + 27.6485243055556M7[t] + 24.696575M8[t] + 30.6289590277778M9[t] + 28.8941208333333M10[t] + 23.4722826388889M11[t] + 0.01839375t + 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) | 9.64970833333334 | 1.75635 | 5.4942 | 0 | 0 |
| M1 | 57.4972201388889 | 2.173771 | 26.4505 | 0 | 0 |
| M2 | 30.1758263888889 | 2.172785 | 13.8881 | 0 | 0 |
| M3 | 36.5630993055556 | 2.171893 | 16.8347 | 0 | 0 |
| M4 | 28.70915 | 2.171094 | 13.2234 | 0 | 0 |
| M5 | 30.1662006944444 | 2.170389 | 13.899 | 0 | 0 |
| M6 | 37.2182513888889 | 2.169778 | 17.153 | 0 | 0 |
| M7 | 27.6485243055556 | 2.169261 | 12.7456 | 0 | 0 |
| M8 | 24.696575 | 2.168838 | 11.387 | 0 | 0 |
| M9 | 30.6289590277778 | 2.168508 | 14.1244 | 0 | 0 |
| M10 | 28.8941208333333 | 2.168273 | 13.3259 | 0 | 0 |
| M11 | 23.4722826388889 | 2.168132 | 10.826 | 0 | 0 |
| t | 0.01839375 | 0.014284 | 1.2878 | 0.200957 | 0.100479 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.943760926964043 |
| R-squared | 0.890684687264029 |
| Adjusted R-squared | 0.876876437234222 |
| F-TEST (value) | 64.5038064447974 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 95 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 4.59920264255772 |
| Sum Squared Residuals | 2009.50316999444 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 68.897 | 67.1653222222222 | 1.73167777777778 |
| 2 | 38.683 | 39.8623222222222 | -1.17932222222219 |
| 3 | 44.72 | 46.2679888888889 | -1.54798888888889 |
| 4 | 39.525 | 38.4324333333333 | 1.09256666666666 |
| 5 | 45.315 | 39.9078777777778 | 5.40712222222223 |
| 6 | 50.38 | 46.9783222222222 | 3.40167777777779 |
| 7 | 40.6 | 37.4269888888889 | 3.17301111111111 |
| 8 | 36.279 | 34.4934333333333 | 1.78556666666666 |
| 9 | 42.438 | 40.4442111111111 | 1.9937888888889 |
| 10 | 38.064 | 38.7277666666667 | -0.663766666666673 |
| 11 | 31.879 | 33.3243222222222 | -1.44532222222222 |
| 12 | 11.379 | 9.87043333333333 | 1.50856666666666 |
| 13 | 70.249 | 67.3860472222222 | 2.86295277777777 |
| 14 | 39.253 | 40.0830472222222 | -0.830047222222227 |
| 15 | 47.06 | 46.4887138888889 | 0.571286111111115 |
| 16 | 41.697 | 38.6531583333333 | 3.04384166666667 |
| 17 | 38.708 | 40.1286027777778 | -1.42060277777778 |
| 18 | 49.267 | 47.1990472222222 | 2.06795277777778 |
| 19 | 39.018 | 37.6477138888889 | 1.37028611111111 |
| 20 | 32.228 | 34.7141583333333 | -2.48615833333333 |
| 21 | 40.87 | 40.6649361111111 | 0.205063888888884 |
| 22 | 39.383 | 38.9484916666667 | 0.434508333333337 |
| 23 | 34.571 | 33.5450472222222 | 1.02595277777777 |
| 24 | 12.066 | 10.0911583333333 | 1.97484166666667 |
| 25 | 70.938 | 67.6067722222222 | 3.33122777777778 |
| 26 | 34.077 | 40.3037722222222 | -6.22677222222223 |
| 27 | 45.409 | 46.7094388888889 | -1.30043888888889 |
| 28 | 40.809 | 38.8738833333333 | 1.93511666666666 |
| 29 | 37.013 | 40.3493277777778 | -3.33632777777778 |
| 30 | 44.953 | 47.4197722222222 | -2.46677222222222 |
| 31 | 37.848 | 37.8684388888889 | -0.0204388888888901 |
| 32 | 32.745 | 34.9348833333333 | -2.18988333333334 |
| 33 | 43.412 | 40.8856611111111 | 2.52633888888889 |
| 34 | 34.931 | 39.1692166666667 | -4.23821666666667 |
| 35 | 33.008 | 33.7657722222222 | -0.757772222222221 |
| 36 | 8.62 | 10.3118833333333 | -1.69188333333333 |
| 37 | 68.906 | 67.8274972222222 | 1.07850277777778 |
| 38 | 39.556 | 40.5244972222222 | -0.968497222222229 |
| 39 | 50.669 | 46.9301638888889 | 3.73883611111111 |
| 40 | 36.432 | 39.0946083333333 | -2.66260833333333 |
| 41 | 40.891 | 40.5700527777778 | 0.320947222222219 |
| 42 | 48.428 | 47.6404972222222 | 0.787502777777774 |
| 43 | 36.222 | 38.0891638888889 | -1.86716388888889 |
| 44 | 33.425 | 35.1556083333333 | -1.73060833333334 |
| 45 | 39.401 | 41.1063861111111 | -1.70538611111111 |
| 46 | 37.967 | 39.3899416666667 | -1.42294166666667 |
| 47 | 34.801 | 33.9864972222222 | 0.814502777777777 |
| 48 | 12.657 | 10.5326083333333 | 2.12439166666667 |
| 49 | 69.116 | 68.0482222222222 | 1.06777777777778 |
| 50 | 41.519 | 40.7452222222222 | 0.773777777777772 |
| 51 | 51.321 | 47.1508888888889 | 4.17011111111111 |
| 52 | 38.529 | 39.3153333333333 | -0.786333333333329 |
| 53 | 41.547 | 40.7907777777778 | 0.756222222222218 |
| 54 | 52.073 | 47.8612222222222 | 4.21177777777778 |
| 55 | 38.401 | 38.3098888888889 | 0.0911111111111151 |
| 56 | 40.898 | 35.3763333333333 | 5.52166666666667 |
| 57 | 40.439 | 41.3271111111111 | -0.888111111111113 |
| 58 | 41.888 | 39.6106666666667 | 2.27733333333333 |
| 59 | 37.898 | 34.2072222222222 | 3.69077777777778 |
| 60 | 8.771 | 10.7533333333333 | -1.98233333333334 |
| 61 | 68.184 | 68.2689472222222 | -0.0849472222222245 |
| 62 | 50.53 | 40.9659472222222 | 9.56405277777778 |
| 63 | 47.221 | 47.3716138888889 | -0.15061388888889 |
| 64 | 41.756 | 39.5360583333333 | 2.21994166666667 |
| 65 | 45.633 | 41.0115027777778 | 4.62149722222222 |
| 66 | 48.138 | 48.0819472222222 | 0.0560527777777755 |
| 67 | 39.486 | 38.5306138888889 | 0.95538611111111 |
| 68 | 39.341 | 35.5970583333333 | 3.74394166666667 |
| 69 | 41.117 | 41.5478361111111 | -0.430836111111114 |
| 70 | 41.629 | 39.8313916666667 | 1.79760833333333 |
| 71 | 29.722 | 34.4279472222222 | -4.70594722222222 |
| 72 | 7.054 | 10.9740583333333 | -3.92005833333333 |
| 73 | 56.676 | 68.4896722222222 | -11.8136722222222 |
| 74 | 34.87 | 41.1866722222222 | -6.31667222222223 |
| 75 | 35.117 | 47.5923388888889 | -12.4753388888889 |
| 76 | 30.169 | 39.7567833333333 | -9.58778333333333 |
| 77 | 30.936 | 41.2322277777778 | -10.2962277777778 |
| 78 | 35.699 | 48.3026722222222 | -12.6036722222222 |
| 79 | 33.228 | 38.7513388888889 | -5.52333888888889 |
| 80 | 27.733 | 35.8177833333333 | -8.08478333333333 |
| 81 | 33.666 | 41.7685611111111 | -8.10256111111111 |
| 82 | 35.429 | 40.0521166666667 | -4.62311666666666 |
| 83 | 27.438 | 34.6486722222222 | -7.21067222222222 |
| 84 | 8.17 | 11.1947833333333 | -3.02478333333333 |
| 85 | 63.41 | 68.7103972222222 | -5.30039722222223 |
| 86 | 38.04 | 41.4073972222222 | -3.36739722222223 |
| 87 | 45.389 | 47.8130638888889 | -2.42406388888888 |
| 88 | 37.353 | 39.9775083333333 | -2.62450833333333 |
| 89 | 37.024 | 41.4529527777778 | -4.42895277777778 |
| 90 | 50.957 | 48.5233972222222 | 2.43360277777778 |
| 91 | 37.994 | 38.9720638888889 | -0.978063888888887 |
| 92 | 36.454 | 36.0385083333333 | 0.41549166666667 |
| 93 | 46.08 | 41.9892861111111 | 4.09071388888889 |
| 94 | 43.373 | 40.2728416666667 | 3.10015833333333 |
| 95 | 37.395 | 34.8693972222222 | 2.52560277777778 |
| 96 | 10.963 | 11.4155083333333 | -0.452508333333334 |
| 97 | 76.058 | 68.9311222222222 | 7.12687777777778 |
| 98 | 50.179 | 41.6281222222222 | 8.55087777777778 |
| 99 | 57.452 | 48.0337888888889 | 9.41821111111111 |
| 100 | 47.568 | 40.1982333333333 | 7.36976666666667 |
| 101 | 50.05 | 41.6736777777778 | 8.37632222222222 |
| 102 | 50.856 | 48.7441222222222 | 2.11187777777778 |
| 103 | 41.992 | 39.1927888888889 | 2.79921111111111 |
| 104 | 39.284 | 36.2592333333333 | 3.02476666666667 |
| 105 | 44.521 | 42.2100111111111 | 2.31098888888889 |
| 106 | 43.832 | 40.4935666666667 | 3.33843333333334 |
| 107 | 41.153 | 35.0901222222222 | 6.06287777777778 |
| 108 | 17.1 | 11.6362333333333 | 5.46376666666667 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.00226381320353536 | 0.00452762640707072 | 0.997736186796465 |
| 17 | 0.115848965276238 | 0.231697930552477 | 0.884151034723762 |
| 18 | 0.0534986973617357 | 0.106997394723471 | 0.946501302638264 |
| 19 | 0.0237737695634287 | 0.0475475391268574 | 0.976226230436571 |
| 20 | 0.0157999814337929 | 0.0315999628675858 | 0.984200018566207 |
| 21 | 0.00640884630559938 | 0.0128176926111988 | 0.993591153694401 |
| 22 | 0.00307519177521913 | 0.00615038355043826 | 0.996924808224781 |
| 23 | 0.00199454835591995 | 0.00398909671183991 | 0.99800545164408 |
| 24 | 0.000810803557591303 | 0.00162160711518261 | 0.999189196442409 |
| 25 | 0.000389504262101829 | 0.000779008524203657 | 0.999610495737898 |
| 26 | 0.000599785881175106 | 0.00119957176235021 | 0.999400214118825 |
| 27 | 0.000233160254290408 | 0.000466320508580817 | 0.99976683974571 |
| 28 | 9.74175228317384e-05 | 0.000194835045663477 | 0.999902582477168 |
| 29 | 0.000111761980782033 | 0.000223523961564066 | 0.999888238019218 |
| 30 | 9.21532548788997e-05 | 0.000184306509757799 | 0.999907846745121 |
| 31 | 3.63021133374022e-05 | 7.26042266748044e-05 | 0.999963697886663 |
| 32 | 1.36566275729401e-05 | 2.73132551458802e-05 | 0.999986343372427 |
| 33 | 1.09344377374844e-05 | 2.18688754749689e-05 | 0.999989065562263 |
| 34 | 6.21700282687143e-06 | 1.24340056537429e-05 | 0.999993782997173 |
| 35 | 2.52441910509691e-06 | 5.04883821019381e-06 | 0.999997475580895 |
| 36 | 1.08664452064615e-06 | 2.17328904129229e-06 | 0.999998913355479 |
| 37 | 4.36571470100127e-07 | 8.73142940200253e-07 | 0.99999956342853 |
| 38 | 5.27968145873816e-07 | 1.05593629174763e-06 | 0.999999472031854 |
| 39 | 2.80141355017212e-06 | 5.60282710034424e-06 | 0.99999719858645 |
| 40 | 1.98643533788749e-06 | 3.97287067577499e-06 | 0.999998013564662 |
| 41 | 9.34340449681267e-07 | 1.86868089936253e-06 | 0.99999906565955 |
| 42 | 4.14864879836909e-07 | 8.29729759673819e-07 | 0.99999958513512 |
| 43 | 1.94918636779231e-07 | 3.89837273558462e-07 | 0.999999805081363 |
| 44 | 7.543370344937e-08 | 1.5086740689874e-07 | 0.999999924566297 |
| 45 | 3.32060417793802e-08 | 6.64120835587603e-08 | 0.999999966793958 |
| 46 | 1.42079388089679e-08 | 2.84158776179358e-08 | 0.999999985792061 |
| 47 | 8.24590491118105e-09 | 1.64918098223621e-08 | 0.999999991754095 |
| 48 | 5.67038590193005e-09 | 1.13407718038601e-08 | 0.999999994329614 |
| 49 | 2.40337911059622e-09 | 4.80675822119244e-09 | 0.999999997596621 |
| 50 | 3.2269941013797e-09 | 6.45398820275939e-09 | 0.999999996773006 |
| 51 | 7.6160327148357e-09 | 1.52320654296714e-08 | 0.999999992383967 |
| 52 | 2.95012853823326e-09 | 5.90025707646652e-09 | 0.999999997049871 |
| 53 | 1.29614260271451e-09 | 2.59228520542903e-09 | 0.999999998703857 |
| 54 | 2.30681064161864e-09 | 4.61362128323729e-09 | 0.999999997693189 |
| 55 | 9.30657915150059e-10 | 1.86131583030012e-09 | 0.999999999069342 |
| 56 | 1.15648094066665e-08 | 2.3129618813333e-08 | 0.999999988435191 |
| 57 | 5.39622861286587e-09 | 1.07924572257317e-08 | 0.999999994603771 |
| 58 | 5.88518816411611e-09 | 1.17703763282322e-08 | 0.999999994114812 |
| 59 | 1.00449940915165e-08 | 2.00899881830331e-08 | 0.999999989955006 |
| 60 | 6.67081554441045e-09 | 1.33416310888209e-08 | 0.999999993329184 |
| 61 | 5.41475901209057e-09 | 1.08295180241811e-08 | 0.999999994585241 |
| 62 | 2.5514502494217e-06 | 5.1029004988434e-06 | 0.999997448549751 |
| 63 | 2.17648832113566e-06 | 4.35297664227133e-06 | 0.999997823511679 |
| 64 | 2.995817740474e-06 | 5.991635480948e-06 | 0.99999700418226 |
| 65 | 1.73716773563972e-05 | 3.47433547127945e-05 | 0.999982628322644 |
| 66 | 3.61205723416198e-05 | 7.22411446832397e-05 | 0.999963879427658 |
| 67 | 7.90474626895096e-05 | 0.000158094925379019 | 0.999920952537311 |
| 68 | 0.00108555990795235 | 0.0021711198159047 | 0.998914440092048 |
| 69 | 0.00353733871560223 | 0.00707467743120445 | 0.996462661284398 |
| 70 | 0.029040109501137 | 0.0580802190022741 | 0.970959890498863 |
| 71 | 0.0694521977582522 | 0.138904395516504 | 0.930547802241748 |
| 72 | 0.183198976197528 | 0.366397952395056 | 0.816801023802472 |
| 73 | 0.421226505133655 | 0.842453010267309 | 0.578773494866345 |
| 74 | 0.409996957552637 | 0.819993915105274 | 0.590003042447363 |
| 75 | 0.645917325157218 | 0.708165349685564 | 0.354082674842782 |
| 76 | 0.672386748633979 | 0.655226502732042 | 0.327613251366021 |
| 77 | 0.704230749197942 | 0.591538501604115 | 0.295769250802058 |
| 78 | 0.815457999598461 | 0.369084000803079 | 0.184542000401539 |
| 79 | 0.78078810761495 | 0.4384237847701 | 0.21921189238505 |
| 80 | 0.738436431871891 | 0.523127136256219 | 0.261563568128109 |
| 81 | 0.699812687852182 | 0.600374624295636 | 0.300187312147818 |
| 82 | 0.62344313042752 | 0.753113739144961 | 0.37655686957248 |
| 83 | 0.571795604906485 | 0.856408790187029 | 0.428204395093515 |
| 84 | 0.514363353393113 | 0.971273293213774 | 0.485636646606887 |
| 85 | 0.537387559436632 | 0.925224881126737 | 0.462612440563368 |
| 86 | 0.570963048281573 | 0.858073903436854 | 0.429036951718427 |
| 87 | 0.647407376549476 | 0.705185246901048 | 0.352592623450524 |
| 88 | 0.685523660561077 | 0.628952678877846 | 0.314476339438923 |
| 89 | 0.960628054567385 | 0.078743890865231 | 0.0393719454326155 |
| 90 | 0.940756997214894 | 0.118486005570213 | 0.0592430027851064 |
| 91 | 0.883307820941672 | 0.233384358116656 | 0.116692179058328 |
| 92 | 0.764662365982026 | 0.470675268035948 | 0.235337634017974 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 49 | 0.636363636363636 | NOK |
| 5% type I error level | 52 | 0.675324675324675 | NOK |
| 10% type I error level | 54 | 0.701298701298701 | NOK |
