Multiple Linear Regression - Estimated Regression Equation |
Aantal_Faillissementen[t] = + 576.704545454545 -5.91824494949483M1[t] -11.9008838383838M2[t] + 91.2073863636363M3[t] -37.229797979798M4[t] -0.121527777777779M5[t] + 91.1685606060606M6[t] -241.541351010101M7[t] -347.705808080808M8[t] + 143.402462121212M9[t] + 82.3289141414141M10[t] -20.2900883838384M11[t] + 1.98263888888889t + 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) | 576.704545454545 | 22.395765 | 25.7506 | 0 | 0 |
M1 | -5.91824494949483 | 27.827114 | -0.2127 | 0.831941 | 0.415971 |
M2 | -11.9008838383838 | 27.818688 | -0.4278 | 0.669569 | 0.334784 |
M3 | 91.2073863636363 | 27.811062 | 3.2795 | 0.001364 | 0.000682 |
M4 | -37.229797979798 | 27.804237 | -1.339 | 0.183124 | 0.091562 |
M5 | -0.121527777777779 | 27.798213 | -0.0044 | 0.996519 | 0.49826 |
M6 | 91.1685606060606 | 27.792992 | 3.2803 | 0.001361 | 0.00068 |
M7 | -241.541351010101 | 27.788573 | -8.6921 | 0 | 0 |
M8 | -347.705808080808 | 27.784957 | -12.5142 | 0 | 0 |
M9 | 143.402462121212 | 27.782145 | 5.1617 | 1e-06 | 0 |
M10 | 82.3289141414141 | 27.780135 | 2.9636 | 0.003673 | 0.001837 |
M11 | -20.2900883838384 | 27.77893 | -0.7304 | 0.466573 | 0.233287 |
t | 1.98263888888889 | 0.149425 | 13.2685 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.928510769134262 |
R-squared | 0.862132248398299 |
Adjusted R-squared | 0.848229617984682 |
F-TEST (value) | 62.0121676797135 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 119 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 65.1464225614041 |
Sum Squared Residuals | 505042.708333333 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 617 | 572.768939393938 | 44.2310606060617 |
2 | 614 | 568.768939393939 | 45.2310606060606 |
3 | 647 | 673.859848484848 | -26.8598484848486 |
4 | 580 | 547.405303030303 | 32.594696969697 |
5 | 614 | 586.496212121212 | 27.5037878787878 |
6 | 636 | 679.768939393939 | -43.7689393939394 |
7 | 388 | 349.041666666667 | 38.9583333333333 |
8 | 356 | 244.859848484849 | 111.140151515151 |
9 | 639 | 737.950757575758 | -98.9507575757577 |
10 | 753 | 678.859848484849 | 74.1401515151514 |
11 | 611 | 578.223484848485 | 32.7765151515151 |
12 | 639 | 600.496212121212 | 38.5037878787879 |
13 | 630 | 596.560606060606 | 33.4393939393939 |
14 | 586 | 592.560606060606 | -6.56060606060607 |
15 | 695 | 697.651515151515 | -2.65151515151515 |
16 | 552 | 571.19696969697 | -19.1969696969697 |
17 | 619 | 610.287878787879 | 8.7121212121212 |
18 | 681 | 703.560606060606 | -22.5606060606061 |
19 | 421 | 372.833333333333 | 48.1666666666667 |
20 | 307 | 268.651515151515 | 38.3484848484849 |
21 | 754 | 761.742424242424 | -7.74242424242425 |
22 | 690 | 702.651515151515 | -12.6515151515152 |
23 | 644 | 602.015151515152 | 41.9848484848485 |
24 | 643 | 624.287878787879 | 18.7121212121212 |
25 | 608 | 620.352272727273 | -12.3522727272729 |
26 | 651 | 616.352272727273 | 34.6477272727273 |
27 | 691 | 721.443181818182 | -30.4431818181818 |
28 | 627 | 594.988636363636 | 32.0113636363636 |
29 | 634 | 634.079545454545 | -0.0795454545454694 |
30 | 731 | 727.352272727273 | 3.64772727272724 |
31 | 475 | 396.625 | 78.375 |
32 | 337 | 292.443181818182 | 44.5568181818182 |
33 | 803 | 785.534090909091 | 17.4659090909091 |
34 | 722 | 726.443181818182 | -4.44318181818185 |
35 | 590 | 625.806818181818 | -35.8068181818182 |
36 | 724 | 648.079545454545 | 75.9204545454545 |
37 | 627 | 644.143939393939 | -17.1439393939395 |
38 | 696 | 640.143939393939 | 55.8560606060606 |
39 | 825 | 745.234848484848 | 79.7651515151515 |
40 | 677 | 618.780303030303 | 58.219696969697 |
41 | 656 | 657.871212121212 | -1.87121212121214 |
42 | 785 | 751.143939393939 | 33.8560606060606 |
43 | 412 | 420.416666666667 | -8.41666666666667 |
44 | 352 | 316.234848484848 | 35.7651515151515 |
45 | 839 | 809.325757575758 | 29.6742424242424 |
46 | 729 | 750.234848484848 | -21.2348484848485 |
47 | 696 | 649.598484848485 | 46.4015151515151 |
48 | 641 | 671.871212121212 | -30.8712121212121 |
49 | 695 | 667.935606060606 | 27.0643939393938 |
50 | 638 | 663.935606060606 | -25.9356060606061 |
51 | 762 | 769.026515151515 | -7.02651515151516 |
52 | 635 | 642.57196969697 | -7.57196969696972 |
53 | 721 | 681.662878787879 | 39.3371212121212 |
54 | 854 | 774.935606060606 | 79.0643939393939 |
55 | 418 | 444.208333333333 | -26.2083333333333 |
56 | 367 | 340.026515151515 | 26.9734848484849 |
57 | 824 | 833.117424242424 | -9.11742424242422 |
58 | 687 | 774.026515151515 | -87.0265151515152 |
59 | 601 | 673.390151515152 | -72.3901515151515 |
60 | 676 | 695.662878787879 | -19.6628787878788 |
61 | 740 | 691.727272727273 | 48.2727272727271 |
62 | 691 | 687.727272727273 | 3.27272727272728 |
63 | 683 | 792.818181818182 | -109.818181818182 |
64 | 594 | 666.363636363636 | -72.3636363636364 |
65 | 729 | 705.454545454545 | 23.5454545454545 |
66 | 731 | 798.727272727273 | -67.7272727272727 |
67 | 386 | 468 | -82 |
68 | 331 | 363.818181818182 | -32.8181818181818 |
69 | 706 | 856.909090909091 | -150.909090909091 |
70 | 715 | 797.818181818182 | -82.8181818181819 |
71 | 657 | 697.181818181818 | -40.1818181818182 |
72 | 653 | 719.454545454545 | -66.4545454545455 |
73 | 642 | 715.518939393939 | -73.5189393939395 |
74 | 643 | 711.518939393939 | -68.5189393939394 |
75 | 718 | 816.609848484848 | -98.6098484848485 |
76 | 654 | 690.155303030303 | -36.155303030303 |
77 | 632 | 729.246212121212 | -97.2462121212121 |
78 | 731 | 822.518939393939 | -91.5189393939394 |
79 | 392 | 491.791666666667 | -99.7916666666667 |
80 | 344 | 387.609848484848 | -43.6098484848485 |
81 | 792 | 880.700757575758 | -88.7007575757576 |
82 | 852 | 821.609848484848 | 30.3901515151515 |
83 | 649 | 720.973484848485 | -71.9734848484849 |
84 | 629 | 743.246212121212 | -114.246212121212 |
85 | 685 | 739.310606060606 | -54.3106060606062 |
86 | 617 | 735.310606060606 | -118.310606060606 |
87 | 715 | 840.401515151515 | -125.401515151515 |
88 | 715 | 713.94696969697 | 1.05303030303029 |
89 | 629 | 753.037878787879 | -124.037878787879 |
90 | 916 | 846.310606060606 | 69.6893939393939 |
91 | 531 | 515.583333333333 | 15.4166666666667 |
92 | 357 | 411.401515151515 | -54.4015151515151 |
93 | 917 | 904.492424242424 | 12.5075757575758 |
94 | 828 | 845.401515151515 | -17.4015151515151 |
95 | 708 | 744.765151515152 | -36.7651515151515 |
96 | 858 | 767.037878787879 | 90.9621212121212 |
97 | 775 | 763.102272727273 | 11.8977272727272 |
98 | 785 | 759.102272727273 | 25.8977272727273 |
99 | 1006 | 864.193181818182 | 141.806818181818 |
100 | 789 | 737.738636363636 | 51.2613636363637 |
101 | 734 | 776.829545454545 | -42.8295454545454 |
102 | 906 | 870.102272727273 | 35.8977272727273 |
103 | 532 | 539.375 | -7.37499999999999 |
104 | 387 | 435.193181818182 | -48.1931818181818 |
105 | 991 | 928.284090909091 | 62.7159090909091 |
106 | 841 | 869.193181818182 | -28.1931818181818 |
107 | 892 | 768.556818181818 | 123.443181818182 |
108 | 782 | 790.829545454545 | -8.82954545454546 |
109 | 811 | 786.893939393939 | 24.1060606060605 |
110 | 792 | 782.893939393939 | 9.10606060606062 |
111 | 978 | 887.984848484848 | 90.0151515151515 |
112 | 773 | 761.530303030303 | 11.469696969697 |
113 | 796 | 800.621212121212 | -4.62121212121212 |
114 | 946 | 893.893939393939 | 52.1060606060606 |
115 | 594 | 563.166666666667 | 30.8333333333333 |
116 | 438 | 458.984848484848 | -20.9848484848485 |
117 | 1023 | 952.075757575758 | 70.9242424242424 |
118 | 868 | 892.984848484848 | -24.9848484848485 |
119 | 791 | 792.348484848485 | -1.34848484848482 |
120 | 760 | 814.621212121212 | -54.6212121212121 |
121 | 779 | 810.685606060606 | -31.6856060606062 |
122 | 852 | 806.685606060606 | 45.314393939394 |
123 | 1001 | 911.776515151515 | 89.2234848484849 |
124 | 734 | 785.32196969697 | -51.3219696969696 |
125 | 996 | 824.412878787879 | 171.587121212121 |
126 | 869 | 917.685606060606 | -48.685606060606 |
127 | 599 | 586.958333333333 | 12.0416666666666 |
128 | 426 | 482.776515151515 | -56.7765151515151 |
129 | 1138 | 975.867424242424 | 162.132575757576 |
130 | 1091 | 916.776515151515 | 174.223484848485 |
131 | 830 | 816.140151515151 | 13.8598484848486 |
132 | 909 | 838.412878787879 | 70.5871212121213 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.071711075203567 | 0.143422150407134 | 0.928288924796433 |
17 | 0.0223780376273161 | 0.0447560752546323 | 0.977621962372684 |
18 | 0.0132598548749277 | 0.0265197097498555 | 0.986740145125072 |
19 | 0.00517248046014443 | 0.0103449609202889 | 0.994827519539856 |
20 | 0.00619593477216386 | 0.0123918695443277 | 0.993804065227836 |
21 | 0.0277010269880361 | 0.0554020539760722 | 0.972298973011964 |
22 | 0.0308915127045479 | 0.0617830254090957 | 0.969108487295452 |
23 | 0.0171700906056775 | 0.034340181211355 | 0.982829909394322 |
24 | 0.00848477998423394 | 0.0169695599684679 | 0.991515220015766 |
25 | 0.00473606765023691 | 0.00947213530047382 | 0.995263932349763 |
26 | 0.0031265563417052 | 0.0062531126834104 | 0.996873443658295 |
27 | 0.00142611619925217 | 0.00285223239850434 | 0.998573883800748 |
28 | 0.000998688272563235 | 0.00199737654512647 | 0.999001311727437 |
29 | 0.000442658361110094 | 0.000885316722220188 | 0.99955734163889 |
30 | 0.000351198745026709 | 0.000702397490053419 | 0.999648801254973 |
31 | 0.000291731624287799 | 0.000583463248575599 | 0.999708268375712 |
32 | 0.000170013787647376 | 0.000340027575294753 | 0.999829986212353 |
33 | 0.000297138273120955 | 0.00059427654624191 | 0.999702861726879 |
34 | 0.000177509067545023 | 0.000355018135090046 | 0.999822490932455 |
35 | 0.000221228889782546 | 0.000442457779565093 | 0.999778771110217 |
36 | 0.0002443082875649 | 0.0004886165751298 | 0.999755691712435 |
37 | 0.000146538307793399 | 0.000293076615586798 | 0.999853461692207 |
38 | 0.000121798461765963 | 0.000243596923531926 | 0.999878201538234 |
39 | 0.000579742738514257 | 0.00115948547702851 | 0.999420257261486 |
40 | 0.000497724484384117 | 0.000995448968768235 | 0.999502275515616 |
41 | 0.000292428533282766 | 0.000584857066565532 | 0.999707571466717 |
42 | 0.00025396412979647 | 0.00050792825959294 | 0.999746035870203 |
43 | 0.000334350425767924 | 0.000668700851535848 | 0.999665649574232 |
44 | 0.00028912155575627 | 0.000578243111512541 | 0.999710878444244 |
45 | 0.000289161871377808 | 0.000578323742755616 | 0.999710838128622 |
46 | 0.000220819193088419 | 0.000441638386176839 | 0.999779180806912 |
47 | 0.000191195503818053 | 0.000382391007636106 | 0.999808804496182 |
48 | 0.000276602138147124 | 0.000553204276294248 | 0.999723397861853 |
49 | 0.000196997937003093 | 0.000393995874006186 | 0.999803002062997 |
50 | 0.000195129528673718 | 0.000390259057347436 | 0.999804870471326 |
51 | 0.000116486719084525 | 0.00023297343816905 | 0.999883513280916 |
52 | 8.27206675721817e-05 | 0.000165441335144363 | 0.999917279332428 |
53 | 8.12612739009483e-05 | 0.000162522547801897 | 0.999918738726099 |
54 | 0.000307012720816881 | 0.000614025441633761 | 0.999692987279183 |
55 | 0.00036924218696701 | 0.000738484373934019 | 0.999630757813033 |
56 | 0.000490212831544525 | 0.000980425663089051 | 0.999509787168456 |
57 | 0.000325981402077948 | 0.000651962804155896 | 0.999674018597922 |
58 | 0.000569432563653484 | 0.00113886512730697 | 0.999430567436347 |
59 | 0.000797056001969669 | 0.00159411200393934 | 0.99920294399803 |
60 | 0.000670989538210521 | 0.00134197907642104 | 0.999329010461789 |
61 | 0.00115197585337299 | 0.00230395170674598 | 0.998848024146627 |
62 | 0.00106968204265761 | 0.00213936408531523 | 0.998930317957342 |
63 | 0.00204634373954159 | 0.00409268747908318 | 0.997953656260458 |
64 | 0.00217577017259607 | 0.00435154034519214 | 0.997824229827404 |
65 | 0.002740708273071 | 0.00548141654614201 | 0.997259291726929 |
66 | 0.00239671666330886 | 0.00479343332661773 | 0.997603283336691 |
67 | 0.00290492044998503 | 0.00580984089997006 | 0.997095079550015 |
68 | 0.00366897010056429 | 0.00733794020112858 | 0.996331029899436 |
69 | 0.00941747116873525 | 0.0188349423374705 | 0.990582528831265 |
70 | 0.00740224771258473 | 0.0148044954251695 | 0.992597752287415 |
71 | 0.00529935358678152 | 0.010598707173563 | 0.994700646413218 |
72 | 0.00423398968740772 | 0.00846797937481544 | 0.995766010312592 |
73 | 0.0033996341590631 | 0.00679926831812621 | 0.996600365840937 |
74 | 0.00253110177734202 | 0.00506220355468403 | 0.997468898222658 |
75 | 0.00239466246405624 | 0.00478932492811249 | 0.997605337535944 |
76 | 0.00160434766447569 | 0.00320869532895138 | 0.998395652335524 |
77 | 0.00147321639025794 | 0.00294643278051589 | 0.998526783609742 |
78 | 0.00119746165057126 | 0.00239492330114252 | 0.998802538349429 |
79 | 0.00108138768431128 | 0.00216277536862256 | 0.998918612315689 |
80 | 0.000880277776359411 | 0.00176055555271882 | 0.999119722223641 |
81 | 0.000986997010159008 | 0.00197399402031802 | 0.999013002989841 |
82 | 0.0017639409174184 | 0.00352788183483679 | 0.998236059082582 |
83 | 0.00121396152220431 | 0.00242792304440862 | 0.998786038477796 |
84 | 0.00148057172031507 | 0.00296114344063014 | 0.998519428279685 |
85 | 0.000931172001127554 | 0.00186234400225511 | 0.999068827998872 |
86 | 0.00139790941254217 | 0.00279581882508435 | 0.998602090587458 |
87 | 0.00952732021101461 | 0.0190546404220292 | 0.990472679788985 |
88 | 0.00841708557499279 | 0.0168341711499856 | 0.991582914425007 |
89 | 0.0223497337172571 | 0.0446994674345142 | 0.977650266282743 |
90 | 0.0515998850298651 | 0.10319977005973 | 0.948400114970135 |
91 | 0.0489212084526303 | 0.0978424169052606 | 0.95107879154737 |
92 | 0.0361999008967657 | 0.0723998017935315 | 0.963800099103234 |
93 | 0.0491589161664736 | 0.0983178323329472 | 0.950841083833526 |
94 | 0.0418393330429266 | 0.0836786660858532 | 0.958160666957073 |
95 | 0.0400135623536229 | 0.0800271247072459 | 0.959986437646377 |
96 | 0.0938560139371247 | 0.187712027874249 | 0.906143986062875 |
97 | 0.080137980217483 | 0.160275960434966 | 0.919862019782517 |
98 | 0.0704199598255832 | 0.140839919651166 | 0.929580040174417 |
99 | 0.168040662972089 | 0.336081325944177 | 0.831959337027911 |
100 | 0.203848250804151 | 0.407696501608302 | 0.796151749195849 |
101 | 0.224649864817257 | 0.449299729634515 | 0.775350135182743 |
102 | 0.213228671503486 | 0.426457343006972 | 0.786771328496514 |
103 | 0.16531988609803 | 0.330639772196059 | 0.83468011390197 |
104 | 0.125999665462518 | 0.251999330925037 | 0.874000334537482 |
105 | 0.119368892693504 | 0.238737785387009 | 0.880631107306496 |
106 | 0.115269310668752 | 0.230538621337505 | 0.884730689331248 |
107 | 0.269069882817378 | 0.538139765634756 | 0.730930117182622 |
108 | 0.208607131227944 | 0.417214262455888 | 0.791392868772056 |
109 | 0.20347329557196 | 0.406946591143919 | 0.79652670442804 |
110 | 0.146047540641995 | 0.29209508128399 | 0.853952459358005 |
111 | 0.124577981454143 | 0.249155962908285 | 0.875422018545857 |
112 | 0.135697053590972 | 0.271394107181945 | 0.864302946409028 |
113 | 0.176490139600068 | 0.352980279200136 | 0.823509860399932 |
114 | 0.32304496664998 | 0.64608993329996 | 0.67695503335002 |
115 | 0.31524688800345 | 0.6304937760069 | 0.68475311199655 |
116 | 0.479009463437732 | 0.958018926875465 | 0.520990536562268 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 59 | 0.584158415841584 | NOK |
5% type I error level | 71 | 0.702970297029703 | NOK |
10% type I error level | 78 | 0.772277227722772 | NOK |