| Multiple Linear Regression - Estimated Regression Equation |
| Yt[t] = + 31.2523403078176 + 0.0692637846218022maand[t] + 0.392490573829635X_1t[t] -0.330411918643864X_2t[t] -0.281962571399898X_3t[t] -0.197169139762377X_4t[t] -0.217565819885181X_5t[t] -0.230285224824777X_6t[t] -0.101101280702886X_7t[t] -0.143272681608277X_8t[t] + 1.0143440658791X_9t[t] + 0.0225520935682711X_10t[t] -0.169656575930437X_11t[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) | 31.2523403078176 | 9.113002 | 3.4294 | 0.001025 | 0.000512 |
| maand | 0.0692637846218022 | 0.040599 | 1.7061 | 0.092496 | 0.046248 |
| X_1t | 0.392490573829635 | 0.06098 | 6.4364 | 0 | 0 |
| X_2t | -0.330411918643864 | 0.061178 | -5.4008 | 1e-06 | 0 |
| X_3t | -0.281962571399898 | 0.059844 | -4.7116 | 1.2e-05 | 6e-06 |
| X_4t | -0.197169139762377 | 0.056136 | -3.5123 | 0.000788 | 0.000394 |
| X_5t | -0.217565819885181 | 0.085436 | -2.5465 | 0.013115 | 0.006558 |
| X_6t | -0.230285224824777 | 0.145957 | -1.5778 | 0.119196 | 0.059598 |
| X_7t | -0.101101280702886 | 0.273841 | -0.3692 | 0.713111 | 0.356556 |
| X_8t | -0.143272681608277 | 0.31403 | -0.4562 | 0.649651 | 0.324826 |
| X_9t | 1.0143440658791 | 0.3169 | 3.2008 | 0.002072 | 0.001036 |
| X_10t | 0.0225520935682711 | 0.066548 | 0.3389 | 0.735727 | 0.367864 |
| X_11t | -0.169656575930437 | 0.162364 | -1.0449 | 0.299708 | 0.149854 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.958890447905324 |
| R-squared | 0.919470891084072 |
| Adjusted R-squared | 0.90546582866391 |
| F-TEST (value) | 65.6527520905883 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 69 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.98362133428308 |
| Sum Squared Residuals | 614.237742380849 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | -3 | -4.72119240640717 | 1.72119240640717 |
| 2 | -4 | -2.97113090460443 | -1.02886909539557 |
| 3 | -7 | -6.97134081626948 | -0.0286591837305171 |
| 4 | -7 | -4.7736043999013 | -2.2263956000987 |
| 5 | -7 | -5.70644644250306 | -1.29355355749694 |
| 6 | -3 | -3.26154456611182 | 0.261544566111821 |
| 7 | 0 | -2.39669714780782 | 2.39669714780782 |
| 8 | -5 | -2.66311770972184 | -2.33688229027816 |
| 9 | -3 | -3.1027153533168 | 0.102715353316797 |
| 10 | 3 | 1.42135484608033 | 1.57864515391967 |
| 11 | 2 | -0.676628833741848 | 2.67662883374185 |
| 12 | -7 | -10.3555124005262 | 3.35551240052616 |
| 13 | -1 | 1.88230502291626 | -2.88230502291626 |
| 14 | 0 | 2.09505007886414 | -2.09505007886414 |
| 15 | -3 | -1.38199347964915 | -1.61800652035085 |
| 16 | 4 | 6.11229106513785 | -2.11229106513785 |
| 17 | 2 | 2.81674887138434 | -0.816748871384343 |
| 18 | 3 | 1.21852964871528 | 1.78147035128472 |
| 19 | 0 | -3.02472068305634 | 3.02472068305634 |
| 20 | -10 | -8.28549897868586 | -1.71450102131414 |
| 21 | -10 | -7.91837234408827 | -2.08162765591173 |
| 22 | -9 | -7.59439824125933 | -1.40560175874068 |
| 23 | -22 | -18.9017928496072 | -3.09820715039282 |
| 24 | -16 | -16.4819220528147 | 0.481922052814727 |
| 25 | -18 | -21.4377975809588 | 3.43779758095883 |
| 26 | -14 | -14.4187326948288 | 0.418732694828763 |
| 27 | -12 | -16.5539072079041 | 4.55390720790414 |
| 28 | -17 | -18.6328052538213 | 1.63280525382127 |
| 29 | -23 | -20.8466395550125 | -2.15336044498755 |
| 30 | -28 | -25.2458249648115 | -2.75417503518846 |
| 31 | -31 | -28.264369573859 | -2.73563042614102 |
| 32 | -21 | -21.4027755171847 | 0.402775517184676 |
| 33 | -19 | -16.2872275020373 | -2.71277249796267 |
| 34 | -22 | -25.4087545681004 | 3.40875456810037 |
| 35 | -22 | -24.039430248828 | 2.03943024882802 |
| 36 | -25 | -22.8586265082721 | -2.14137349172788 |
| 37 | -16 | -17.4336103757 | 1.43361037570005 |
| 38 | -22 | -17.4046233348815 | -4.5953766651185 |
| 39 | -21 | -16.4671588822581 | -4.53284111774188 |
| 40 | -10 | -11.1552779587938 | 1.15527795879383 |
| 41 | -7 | -6.88314601135591 | -0.116853988644091 |
| 42 | -5 | -7.58115629523078 | 2.58115629523078 |
| 43 | -4 | -5.63580647414244 | 1.63580647414244 |
| 44 | 7 | 1.80908423668899 | 5.19091576331101 |
| 45 | 6 | 1.58390261557192 | 4.41609738442808 |
| 46 | 3 | 2.86112501639423 | 0.138874983605766 |
| 47 | 10 | 7.93188663023744 | 2.06811336976256 |
| 48 | 0 | 5.13964120199576 | -5.13964120199576 |
| 49 | -2 | -0.734523405236185 | -1.26547659476382 |
| 50 | -1 | 0.421888412395371 | -1.42188841239537 |
| 51 | 2 | 0.606397775348408 | 1.39360222465159 |
| 52 | 8 | 6.07273008478058 | 1.92726991521942 |
| 53 | -6 | -4.85283443754242 | -1.14716556245758 |
| 54 | -4 | -0.947711720633971 | -3.05228827936603 |
| 55 | 4 | 4.54136918313299 | -0.541369183132991 |
| 56 | 7 | 3.57597389452548 | 3.42402610547452 |
| 57 | 3 | 2.91391680756589 | 0.0860831924341132 |
| 58 | 3 | 1.1720071855651 | 1.8279928144349 |
| 59 | 8 | 3.47220152717368 | 4.52779847282632 |
| 60 | 3 | 0.965960819247762 | 2.03403918075224 |
| 61 | -3 | -2.09702691458384 | -0.902973085416163 |
| 62 | 4 | 3.7666652859257 | 0.233334714074305 |
| 63 | -5 | -8.09144553707161 | 3.09144553707161 |
| 64 | -1 | 1.38104919358239 | -2.38104919358239 |
| 65 | 5 | 5.49573931889926 | -0.49573931889926 |
| 66 | 0 | -2.62963337412548 | 2.62963337412548 |
| 67 | -6 | -3.83819226547778 | -2.16180773452222 |
| 68 | -13 | -8.75482417365195 | -4.24517582634805 |
| 69 | -15 | -8.25042139582411 | -6.74957860417589 |
| 70 | -8 | -6.50577819894602 | -1.49422180105398 |
| 71 | -20 | -19.1988624249031 | -0.801137575096897 |
| 72 | -10 | -19.7261435351109 | 9.72614353511091 |
| 73 | -22 | -23.2696520061877 | 1.26965200618766 |
| 74 | -25 | -25.1090344144367 | 0.109034414436684 |
| 75 | -10 | -12.5722489996687 | 2.57224899966868 |
| 76 | -8 | -11.8689325741325 | 3.86893257413251 |
| 77 | -9 | -6.2979855219252 | -2.7020144780748 |
| 78 | -5 | -2.74968643650074 | -2.25031356349926 |
| 79 | -7 | -3.2317898459778 | -3.7682101540222 |
| 80 | -11 | -9.29906544754912 | -1.70093455245088 |
| 81 | -11 | -9.15173515865379 | -1.84826484134621 |
| 82 | -16 | -15.9339908159359 | -0.066009184064096 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.0677809001898002 | 0.1355618003796 | 0.9322190998102 |
| 17 | 0.0253955605516903 | 0.0507911211033806 | 0.97460443944831 |
| 18 | 0.0236998522143747 | 0.0473997044287495 | 0.976300147785625 |
| 19 | 0.0515492313123149 | 0.10309846262463 | 0.948450768687685 |
| 20 | 0.149687818633611 | 0.299375637267223 | 0.850312181366389 |
| 21 | 0.0905169402625558 | 0.181033880525112 | 0.909483059737444 |
| 22 | 0.0540109208046697 | 0.108021841609339 | 0.94598907919533 |
| 23 | 0.0378696388637156 | 0.0757392777274312 | 0.962130361136284 |
| 24 | 0.0287784287202537 | 0.0575568574405075 | 0.971221571279746 |
| 25 | 0.0409808615602266 | 0.0819617231204532 | 0.959019138439773 |
| 26 | 0.0233526040710799 | 0.0467052081421597 | 0.97664739592892 |
| 27 | 0.0192152677844629 | 0.0384305355689258 | 0.980784732215537 |
| 28 | 0.0131738022092497 | 0.0263476044184993 | 0.98682619779075 |
| 29 | 0.0212896227993876 | 0.0425792455987752 | 0.978710377200612 |
| 30 | 0.0152791150034611 | 0.0305582300069221 | 0.984720884996539 |
| 31 | 0.0147499323685368 | 0.0294998647370735 | 0.985250067631463 |
| 32 | 0.00919100598800534 | 0.0183820119760107 | 0.990808994011995 |
| 33 | 0.0185525591516544 | 0.0371051183033088 | 0.981447440848346 |
| 34 | 0.0209346804476103 | 0.0418693608952207 | 0.97906531955239 |
| 35 | 0.0149308673552814 | 0.0298617347105628 | 0.985069132644719 |
| 36 | 0.0134601147267481 | 0.0269202294534961 | 0.986539885273252 |
| 37 | 0.0122000019528373 | 0.0244000039056746 | 0.987799998047163 |
| 38 | 0.0111773877351889 | 0.0223547754703778 | 0.988822612264811 |
| 39 | 0.0205967119159435 | 0.0411934238318869 | 0.979403288084057 |
| 40 | 0.0900605242582304 | 0.180121048516461 | 0.90993947574177 |
| 41 | 0.102137055266294 | 0.204274110532589 | 0.897862944733706 |
| 42 | 0.131795576587806 | 0.263591153175612 | 0.868204423412194 |
| 43 | 0.127772731181717 | 0.255545462363435 | 0.872227268818283 |
| 44 | 0.175319271358085 | 0.350638542716169 | 0.824680728641915 |
| 45 | 0.218215385308712 | 0.436430770617424 | 0.781784614691288 |
| 46 | 0.220327713392509 | 0.440655426785018 | 0.779672286607491 |
| 47 | 0.249960133187923 | 0.499920266375846 | 0.750039866812077 |
| 48 | 0.322816390498991 | 0.645632780997981 | 0.677183609501009 |
| 49 | 0.271893279311488 | 0.543786558622976 | 0.728106720688512 |
| 50 | 0.225799326749575 | 0.45159865349915 | 0.774200673250425 |
| 51 | 0.201966426559479 | 0.403932853118957 | 0.798033573440521 |
| 52 | 0.17866466604221 | 0.35732933208442 | 0.82133533395779 |
| 53 | 0.224649343695278 | 0.449298687390556 | 0.775350656304722 |
| 54 | 0.42063418590503 | 0.84126837181006 | 0.57936581409497 |
| 55 | 0.362797538961266 | 0.725595077922532 | 0.637202461038734 |
| 56 | 0.300453229465664 | 0.600906458931329 | 0.699546770534336 |
| 57 | 0.24927484334788 | 0.49854968669576 | 0.75072515665212 |
| 58 | 0.204255031351732 | 0.408510062703464 | 0.795744968648268 |
| 59 | 0.175556208762809 | 0.351112417525617 | 0.824443791237191 |
| 60 | 0.253773682966365 | 0.50754736593273 | 0.746226317033635 |
| 61 | 0.264959256608082 | 0.529918513216163 | 0.735040743391918 |
| 62 | 0.18597294069229 | 0.371945881384579 | 0.81402705930771 |
| 63 | 0.183237693686484 | 0.366475387372968 | 0.816762306313516 |
| 64 | 0.133307873406489 | 0.266615746812977 | 0.866692126593511 |
| 65 | 0.0763206158442311 | 0.152641231688462 | 0.923679384155769 |
| 66 | 0.038957413080411 | 0.077914826160822 | 0.961042586919589 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 0 | 0 | OK |
| 5% type I error level | 15 | 0.294117647058824 | NOK |
| 10% type I error level | 20 | 0.392156862745098 | NOK |
