Multiple Linear Regression - Estimated Regression Equation |
inflatie[t] = + 4.35891569656023 -1.24880250097788e-06beurswaarde[t] + 1.08573074824427e-05werkloosheid[t] -0.00277272710599615failliet[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) | 4.35891569656023 | 0.490685 | 8.8833 | 0 | 0 |
beurswaarde | -1.24880250097788e-06 | 0 | -2.7034 | 0.00907 | 0.004535 |
werkloosheid | 1.08573074824427e-05 | 0.001406 | 0.0077 | 0.993864 | 0.496932 |
failliet | -0.00277272710599615 | 0.000733 | -3.7808 | 0.000382 | 0.000191 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.61098302178297 |
R-squared | 0.373300252907049 |
Adjusted R-squared | 0.339727052169926 |
F-TEST (value) | 11.1189950529288 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 56 |
p-value | 7.89864764538795e-06 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.503152512180858 |
Sum Squared Residuals | 14.1770972287789 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1.5 | 1.51921019516524 | -0.0192101951652368 |
2 | 1.6 | 1.37657734573354 | 0.223422654266464 |
3 | 1.8 | 0.975741539413358 | 0.824258460586642 |
4 | 1.5 | 1.47086421151832 | 0.0291357884816822 |
5 | 1.3 | 1.4057655483941 | -0.105765548394099 |
6 | 1.6 | 1.16662453237954 | 0.433375467620457 |
7 | 1.6 | 1.40939837672902 | 0.190601623270975 |
8 | 1.8 | 1.4657866387629 | 0.334213361237105 |
9 | 1.8 | 1.36005904828778 | 0.439940951712222 |
10 | 1.6 | 1.4879669012749 | 0.112033098725103 |
11 | 1.8 | 1.05071545146793 | 0.749284548532074 |
12 | 2 | 1.54510479887747 | 0.454895201122534 |
13 | 1.3 | 1.26829241266575 | 0.0317075873342496 |
14 | 1.1 | 1.27556903087156 | -0.175569030871559 |
15 | 1 | 1.03257509054417 | -0.0325750905441691 |
16 | 1.2 | 1.39130684033977 | -0.191306840339765 |
17 | 1.2 | 1.26608057851872 | -0.0660805785187164 |
18 | 1.3 | 1.59962905831145 | -0.29962905831145 |
19 | 1.3 | 1.55122614383232 | -0.251226143832316 |
20 | 1.4 | 1.49022863177324 | -0.0902286317732371 |
21 | 1.1 | 1.45888755786188 | -0.358887557861882 |
22 | 0.9 | 1.51145738075974 | -0.611457380759741 |
23 | 1 | 1.52720363819079 | -0.527203638190792 |
24 | 1.1 | 1.61572151414189 | -0.515721514141895 |
25 | 1.4 | 1.23323590642137 | 0.166764093578627 |
26 | 1.5 | 1.62917885604129 | -0.129178856041293 |
27 | 1.8 | 1.48763297522225 | 0.312367024777754 |
28 | 1.8 | 1.57854660844663 | 0.221453391553366 |
29 | 1.8 | 1.33467632157462 | 0.465323678425378 |
30 | 1.7 | 1.62165676331598 | 0.0783432366840167 |
31 | 1.5 | 1.51828027752732 | -0.0182802775273243 |
32 | 1.1 | 1.64498147932327 | -0.544981479323274 |
33 | 1.3 | 1.68800818867469 | -0.38800818867469 |
34 | 1.6 | 1.38479709721611 | 0.215202902783892 |
35 | 1.9 | 1.78425699473423 | 0.115743005265774 |
36 | 1.9 | 2.19957665736489 | -0.29957665736489 |
37 | 2 | 1.65103072098814 | 0.348969279011856 |
38 | 2.2 | 2.19210254526739 | 0.00789745473261408 |
39 | 2.2 | 2.36455520773171 | -0.164555207731708 |
40 | 2 | 2.06345870743817 | -0.0634587074381653 |
41 | 2.3 | 2.55649460996868 | -0.256494609968685 |
42 | 2.6 | 2.25601076854391 | 0.343989231456092 |
43 | 3.2 | 2.20524345747048 | 0.994756542529524 |
44 | 3.2 | 2.38373458198197 | 0.81626541801803 |
45 | 3.1 | 2.25844052471765 | 0.841559475282353 |
46 | 2.8 | 2.41022405448625 | 0.38977594551375 |
47 | 2.3 | 2.0938377838053 | 0.206162216194701 |
48 | 1.9 | 2.14940748005772 | -0.24940748005772 |
49 | 1.9 | 1.79685308581721 | 0.103146914182791 |
50 | 2 | 1.8877792591953 | 0.112220740804698 |
51 | 2 | 1.15174451447268 | 0.848255485527317 |
52 | 1.8 | 1.34275829222177 | 0.457241707778227 |
53 | 1.6 | 1.88105017423335 | -0.281050174233347 |
54 | 1.4 | 1.1429361272797 | 0.257063872720297 |
55 | 0.2 | 1.36175984076092 | -1.16175984076092 |
56 | 0.3 | 1.78030504386925 | -1.48030504386925 |
57 | 0.4 | 1.37824343121475 | -0.978243431214752 |
58 | 0.7 | 1.60325211064546 | -0.903252110645461 |
59 | 1 | 1.50664408229786 | -0.506644082297865 |
60 | 1.1 | 1.55531300385636 | -0.455313003856362 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.0059348062010848 | 0.0118696124021696 | 0.994065193798915 |
8 | 0.026199816137618 | 0.052399632275236 | 0.973800183862382 |
9 | 0.00884216952004898 | 0.017684339040098 | 0.991157830479951 |
10 | 0.00277045068352916 | 0.00554090136705832 | 0.997229549316471 |
11 | 0.00124841927522679 | 0.00249683855045358 | 0.998751580724773 |
12 | 0.000840800305516571 | 0.00168160061103314 | 0.999159199694483 |
13 | 0.00722858026937127 | 0.0144571605387425 | 0.992771419730629 |
14 | 0.00849066562683718 | 0.0169813312536744 | 0.991509334373163 |
15 | 0.0137473826774068 | 0.0274947653548135 | 0.986252617322593 |
16 | 0.00930310344131338 | 0.0186062068826268 | 0.990696896558687 |
17 | 0.0107879574703232 | 0.0215759149406465 | 0.989212042529677 |
18 | 0.00589551671868805 | 0.0117910334373761 | 0.994104483281312 |
19 | 0.00309012456908613 | 0.00618024913817225 | 0.996909875430914 |
20 | 0.00142754452992983 | 0.00285508905985966 | 0.99857245547007 |
21 | 0.000730310427390317 | 0.00146062085478063 | 0.99926968957261 |
22 | 0.000468881933397522 | 0.000937763866795043 | 0.999531118066602 |
23 | 0.000227758291824409 | 0.000455516583648817 | 0.999772241708176 |
24 | 0.000120680714106824 | 0.000241361428213649 | 0.999879319285893 |
25 | 0.000150237494828878 | 0.000300474989657756 | 0.999849762505171 |
26 | 0.000355090918231978 | 0.000710181836463956 | 0.999644909081768 |
27 | 0.0024634709879556 | 0.00492694197591119 | 0.997536529012044 |
28 | 0.00490170921490533 | 0.00980341842981066 | 0.995098290785095 |
29 | 0.00835029871856294 | 0.0167005974371259 | 0.991649701281437 |
30 | 0.00746519336294885 | 0.0149303867258977 | 0.992534806637051 |
31 | 0.00619813032028443 | 0.0123962606405689 | 0.993801869679716 |
32 | 0.0055331155276129 | 0.0110662310552258 | 0.994466884472387 |
33 | 0.00480665521841379 | 0.00961331043682757 | 0.995193344781586 |
34 | 0.00401528018759583 | 0.00803056037519167 | 0.995984719812404 |
35 | 0.00471331428517475 | 0.00942662857034951 | 0.995286685714825 |
36 | 0.00717403037166517 | 0.0143480607433303 | 0.992825969628335 |
37 | 0.00628973917807803 | 0.0125794783561561 | 0.993710260821922 |
38 | 0.00509430088626123 | 0.0101886017725225 | 0.994905699113739 |
39 | 0.00308481643368539 | 0.00616963286737078 | 0.996915183566315 |
40 | 0.00294513452615564 | 0.00589026905231128 | 0.997054865473844 |
41 | 0.00218331958646158 | 0.00436663917292316 | 0.997816680413538 |
42 | 0.00152296778069073 | 0.00304593556138146 | 0.998477032219309 |
43 | 0.0132028518466318 | 0.0264057036932635 | 0.986797148153368 |
44 | 0.0143472289655099 | 0.0286944579310199 | 0.98565277103449 |
45 | 0.037581745575602 | 0.075163491151204 | 0.962418254424398 |
46 | 0.0666011221565276 | 0.133202244313055 | 0.933398877843472 |
47 | 0.0736946609068492 | 0.147389321813698 | 0.926305339093151 |
48 | 0.0868201853472541 | 0.173640370694508 | 0.913179814652746 |
49 | 0.0602862508245391 | 0.120572501649078 | 0.939713749175461 |
50 | 0.0423979375236004 | 0.0847958750472008 | 0.9576020624764 |
51 | 0.0248768924971189 | 0.0497537849942379 | 0.975123107502881 |
52 | 0.019541724332847 | 0.039083448665694 | 0.980458275667153 |
53 | 0.0726605531632735 | 0.145321106326547 | 0.927339446836727 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 20 | 0.425531914893617 | NOK |
5% type I error level | 39 | 0.829787234042553 | NOK |
10% type I error level | 42 | 0.893617021276596 | NOK |