| Multiple Linear Regression - Estimated Regression Equation |
| IndProd[t] = -1.48358856264544 + 0.618539905255023TotOmzet[t] + 0.0730223253351926Invest[t] + 0.0459292845305723RegWag[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) | -1.48358856264544 | 0.345152 | -4.2984 | 4.5e-05 | 2.2e-05 |
| TotOmzet | 0.618539905255023 | 0.048218 | 12.8279 | 0 | 0 |
| Invest | 0.0730223253351926 | 0.027345 | 2.6704 | 0.009041 | 0.004521 |
| RegWag | 0.0459292845305723 | 0.02241 | 2.0495 | 0.043429 | 0.021715 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.875141180691189 |
| R-squared | 0.765872086141567 |
| Adjusted R-squared | 0.757798709801621 |
| F-TEST (value) | 94.8639149090744 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 87 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.96123953070687 |
| Sum Squared Residuals | 334.642063222235 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 2.5 | 1.25533505395394 | 1.24466494604606 |
| 2 | 2.3 | -0.529773639929313 | 2.82977363992931 |
| 3 | 1.4 | -0.863195357889242 | 2.26319535788924 |
| 4 | 0.5 | -1.68368194404083 | 2.18368194404083 |
| 5 | -2.3 | -2.56742034348256 | 0.26742034348256 |
| 6 | -3.7 | -2.54203843114115 | -1.15796156885885 |
| 7 | -3.5 | -1.82721470412759 | -1.67278529587241 |
| 8 | -0.2 | 0.630465587064943 | -0.830465587064943 |
| 9 | 0.2 | -0.0849645473351803 | 0.28496454733518 |
| 10 | -0.1 | 0.389702132602918 | -0.489702132602918 |
| 11 | -1 | -0.363593963287592 | -0.636406036712408 |
| 12 | -0.9 | -0.785971178624599 | -0.114028821375401 |
| 13 | 2.2 | 1.25957993182525 | 0.940420068174753 |
| 14 | 1.9 | 1.30639919169977 | 0.593600808300233 |
| 15 | 2.4 | 1.99571635455812 | 0.404283645441877 |
| 16 | 2.3 | 1.51736376018166 | 0.782636239818338 |
| 17 | 2.3 | 1.67061178985459 | 0.629388210145414 |
| 18 | 3.8 | 2.11303787670238 | 1.68696212329762 |
| 19 | 3 | 1.78179663727311 | 1.21820336272689 |
| 20 | 2.4 | 0.285599177712962 | 2.11440082228704 |
| 21 | 0.7 | -0.950684984395518 | 1.65068498439552 |
| 22 | 1.4 | -0.920611583635198 | 2.3206115836352 |
| 23 | 2.5 | -0.65084989873661 | 3.15084989873661 |
| 24 | 2.9 | 0.456716374484538 | 2.44328362551546 |
| 25 | 3.8 | 0.764597263959479 | 3.03540273604052 |
| 26 | 2.9 | 1.6738419339913 | 1.2261580660087 |
| 27 | 3 | 0.580291531239904 | 2.4197084687601 |
| 28 | 5.1 | 0.732757198711937 | 4.36724280128806 |
| 29 | 3.4 | -0.552905370820017 | 3.95290537082002 |
| 30 | 3.8 | 1.50919783114042 | 2.29080216885958 |
| 31 | 2.7 | 3.20000970775731 | -0.50000970775731 |
| 32 | 4.7 | 4.76471414603635 | -0.0647141460363467 |
| 33 | 4.8 | 4.70956474026988 | 0.0904352597301186 |
| 34 | 5.5 | 4.27601466353459 | 1.22398533646541 |
| 35 | 5.1 | 4.11944610224092 | 0.980553897759077 |
| 36 | 7.7 | 5.85132327906009 | 1.84867672093991 |
| 37 | 5.4 | 5.06463373134192 | 0.335366268658083 |
| 38 | 4.8 | 4.42286718112357 | 0.377132818876434 |
| 39 | 4.7 | 4.60519525609328 | 0.0948047439067162 |
| 40 | 5.3 | 5.57496491611064 | -0.274964916110641 |
| 41 | 7.5 | 6.2876511885354 | 1.2123488114646 |
| 42 | 5.7 | 4.21427597808057 | 1.48572402191943 |
| 43 | 3.6 | 2.5011574631506 | 1.0988425368494 |
| 44 | 2.8 | 2.82710445266764 | -0.0271044526676357 |
| 45 | 3.4 | 3.74576695099731 | -0.345766950997311 |
| 46 | 3.8 | 5.77781397785646 | -1.97781397785646 |
| 47 | 1.5 | 4.95680309274367 | -3.45680309274367 |
| 48 | 0.3 | 4.65886944424663 | -4.35886944424663 |
| 49 | 0.4 | 2.93348673961923 | -2.53348673961923 |
| 50 | 0.3 | 2.79189707938742 | -2.49189707938742 |
| 51 | 1.2 | 3.46753007739411 | -2.26753007739411 |
| 52 | 0.9 | 2.95937513813257 | -2.05937513813257 |
| 53 | 2.8 | 4.82710100814685 | -2.02710100814685 |
| 54 | 2.9 | 5.68566454905146 | -2.78566454905146 |
| 55 | 4.9 | 8.05347721513338 | -3.15347721513337 |
| 56 | 2.3 | 6.68294018322151 | -4.38294018322151 |
| 57 | 4 | 6.73346239620514 | -2.73346239620514 |
| 58 | 2.3 | 4.27279809916367 | -1.97279809916367 |
| 59 | 5 | 5.24808945389641 | -0.248089453896406 |
| 60 | 2.6 | 3.86382946621449 | -1.26382946621449 |
| 61 | 1.7 | 4.57499267693056 | -2.87499267693056 |
| 62 | 4.3 | 4.72368233604533 | -0.423682336045326 |
| 63 | 4 | 4.63067120181195 | -0.63067120181195 |
| 64 | 3.8 | 3.40016679765854 | 0.399833202341462 |
| 65 | 2.5 | 3.65042094867829 | -1.15042094867829 |
| 66 | 3.2 | 3.33880284176446 | -0.138802841764461 |
| 67 | 4 | 3.63207926617236 | 0.367920733827636 |
| 68 | 4.1 | 2.01088814252822 | 2.08911185747178 |
| 69 | 3.3 | 2.11282283740455 | 1.18717716259545 |
| 70 | 4.3 | 3.31198085683508 | 0.98801914316492 |
| 71 | 5.8 | 4.69996930234381 | 1.10003069765619 |
| 72 | 8.1 | 4.86310421681691 | 3.23689578318309 |
| 73 | 6.8 | 4.20118118194471 | 2.59881881805529 |
| 74 | 5.3 | 4.24308092146693 | 1.05691907853307 |
| 75 | 4.8 | 4.16626131608025 | 0.633738683919753 |
| 76 | 5.5 | 4.96951171492108 | 0.530488285078915 |
| 77 | 5.2 | 4.04453128634422 | 1.15546871365578 |
| 78 | 6 | 5.06528768925893 | 0.934712310741072 |
| 79 | 4 | 3.40172806315537 | 0.598271936844634 |
| 80 | 6.2 | 5.81939647222175 | 0.380603527778247 |
| 81 | 3.7 | 4.46111575109061 | -0.761115751090605 |
| 82 | 5.2 | 5.68359532955709 | -0.483595329557089 |
| 83 | 2.7 | 4.19419707526348 | -1.49419707526348 |
| 84 | 0.8 | 3.71614586163368 | -2.91614586163368 |
| 85 | 2.9 | 4.21394938618133 | -1.31394938618133 |
| 86 | 0.2 | 1.26966846314574 | -1.06966846314574 |
| 87 | -2.6 | -1.70375709438784 | -0.89624290561216 |
| 88 | -6.7 | -4.82778567314997 | -1.87221432685003 |
| 89 | -12.5 | -8.80313532933066 | -3.69686467066934 |
| 90 | -14.4 | -11.0806977618253 | -3.31930223817469 |
| 91 | -16 | -12.5617874354863 | -3.43821256451368 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.248658168320257 | 0.497316336640515 | 0.751341831679743 |
| 8 | 0.123083124302146 | 0.246166248604292 | 0.876916875697854 |
| 9 | 0.103928249934879 | 0.207856499869757 | 0.896071750065122 |
| 10 | 0.0562380970541854 | 0.112476194108371 | 0.943761902945815 |
| 11 | 0.0279372651069268 | 0.0558745302138535 | 0.972062734893073 |
| 12 | 0.0141618572657981 | 0.0283237145315962 | 0.985838142734202 |
| 13 | 0.00856513499628886 | 0.0171302699925777 | 0.991434865003711 |
| 14 | 0.00407581405092339 | 0.00815162810184679 | 0.995924185949077 |
| 15 | 0.00616091483060492 | 0.0123218296612098 | 0.993839085169395 |
| 16 | 0.00387486673692363 | 0.00774973347384725 | 0.996125133263076 |
| 17 | 0.00250723011247931 | 0.00501446022495861 | 0.997492769887521 |
| 18 | 0.00118829630068464 | 0.00237659260136928 | 0.998811703699315 |
| 19 | 0.000601958223635988 | 0.00120391644727198 | 0.999398041776364 |
| 20 | 0.000347092458243506 | 0.000694184916487011 | 0.999652907541757 |
| 21 | 0.000164501597091004 | 0.000329003194182009 | 0.999835498402909 |
| 22 | 0.000104257931672479 | 0.000208515863344957 | 0.999895742068328 |
| 23 | 0.00046222385883885 | 0.0009244477176777 | 0.999537776141161 |
| 24 | 0.000451602461838694 | 0.000903204923677388 | 0.999548397538161 |
| 25 | 0.000837421900959964 | 0.00167484380191993 | 0.99916257809904 |
| 26 | 0.00046677807439645 | 0.0009335561487929 | 0.999533221925604 |
| 27 | 0.00251786433851009 | 0.00503572867702019 | 0.99748213566149 |
| 28 | 0.0580140589641362 | 0.116028117928272 | 0.941985941035864 |
| 29 | 0.266225893216772 | 0.532451786433544 | 0.733774106783228 |
| 30 | 0.287900248150637 | 0.575800496301274 | 0.712099751849363 |
| 31 | 0.324677386998502 | 0.649354773997005 | 0.675322613001498 |
| 32 | 0.303083775558949 | 0.606167551117898 | 0.696916224441051 |
| 33 | 0.266645369609954 | 0.533290739219909 | 0.733354630390046 |
| 34 | 0.261862394990319 | 0.523724789980638 | 0.738137605009681 |
| 35 | 0.235821193084537 | 0.471642386169075 | 0.764178806915463 |
| 36 | 0.235537296227541 | 0.471074592455083 | 0.764462703772459 |
| 37 | 0.204940917524682 | 0.409881835049364 | 0.795059082475318 |
| 38 | 0.176252934285094 | 0.352505868570189 | 0.823747065714906 |
| 39 | 0.15039891242936 | 0.300797824858719 | 0.84960108757064 |
| 40 | 0.127646968274192 | 0.255293936548384 | 0.872353031725808 |
| 41 | 0.109217366626802 | 0.218434733253604 | 0.890782633373198 |
| 42 | 0.103864439743001 | 0.207728879486003 | 0.896135560256999 |
| 43 | 0.100714568180706 | 0.201429136361412 | 0.899285431819294 |
| 44 | 0.0910726225218011 | 0.182145245043602 | 0.908927377478199 |
| 45 | 0.0796393074759705 | 0.159278614951941 | 0.920360692524029 |
| 46 | 0.135408972359414 | 0.270817944718828 | 0.864591027640586 |
| 47 | 0.373709180429929 | 0.747418360859858 | 0.626290819570071 |
| 48 | 0.832555089168894 | 0.334889821662211 | 0.167444910831106 |
| 49 | 0.879315932782526 | 0.241368134434948 | 0.120684067217474 |
| 50 | 0.902176822009872 | 0.195646355980256 | 0.0978231779901281 |
| 51 | 0.907102802779482 | 0.185794394441037 | 0.0928971972205183 |
| 52 | 0.906618112911843 | 0.186763774176314 | 0.093381887088157 |
| 53 | 0.8928315836801 | 0.2143368326398 | 0.1071684163199 |
| 54 | 0.884526541839661 | 0.230946916320678 | 0.115473458160339 |
| 55 | 0.898673447270168 | 0.202653105459664 | 0.101326552729832 |
| 56 | 0.973710901591882 | 0.0525781968162359 | 0.0262890984081179 |
| 57 | 0.984306255565872 | 0.0313874888682558 | 0.0156937444341279 |
| 58 | 0.978115567440114 | 0.0437688651197726 | 0.0218844325598863 |
| 59 | 0.977783070527132 | 0.0444338589457368 | 0.0222169294728684 |
| 60 | 0.989513372352234 | 0.0209732552955311 | 0.0104866276477656 |
| 61 | 0.995798136526375 | 0.0084037269472489 | 0.00420186347362445 |
| 62 | 0.993206651781439 | 0.0135866964371224 | 0.00679334821856118 |
| 63 | 0.989028264873956 | 0.0219434702520878 | 0.0109717351260439 |
| 64 | 0.982920661722217 | 0.0341586765555657 | 0.0170793382777829 |
| 65 | 0.985585075044818 | 0.0288298499103637 | 0.0144149249551818 |
| 66 | 0.983462019415455 | 0.0330759611690902 | 0.0165379805845451 |
| 67 | 0.976967151280353 | 0.0460656974392939 | 0.023032848719647 |
| 68 | 0.984403847859436 | 0.0311923042811289 | 0.0155961521405645 |
| 69 | 0.990581546589415 | 0.0188369068211703 | 0.00941845341058516 |
| 70 | 0.986549787439896 | 0.0269004251202082 | 0.0134502125601041 |
| 71 | 0.980272334112145 | 0.0394553317757096 | 0.0197276658878548 |
| 72 | 0.993158270032733 | 0.0136834599345338 | 0.00684172996726692 |
| 73 | 0.999166347591723 | 0.00166730481655443 | 0.000833652408277217 |
| 74 | 0.998663901629381 | 0.00267219674123873 | 0.00133609837061937 |
| 75 | 0.997460418641129 | 0.00507916271774244 | 0.00253958135887122 |
| 76 | 0.994316579566273 | 0.0113668408674531 | 0.00568342043372656 |
| 77 | 0.990195857481931 | 0.0196082850361385 | 0.00980414251806923 |
| 78 | 0.98335107819192 | 0.0332978436161604 | 0.0166489218080802 |
| 79 | 0.988459556530618 | 0.0230808869387631 | 0.0115404434693815 |
| 80 | 0.991297835994063 | 0.0174043280118744 | 0.00870216400593722 |
| 81 | 0.977608448446304 | 0.0447831031073915 | 0.0223915515536958 |
| 82 | 0.946071729838695 | 0.107856540322609 | 0.0539282701613047 |
| 83 | 0.895780167360215 | 0.20843966527957 | 0.104219832639785 |
| 84 | 0.984877423100392 | 0.0302451537992154 | 0.0151225768996077 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 17 | 0.217948717948718 | NOK |
| 5% type I error level | 42 | 0.538461538461538 | NOK |
| 10% type I error level | 44 | 0.564102564102564 | NOK |
