Multiple Linear Regression - Estimated Regression Equation
nieuwewagens[t] = + 24749.4095927135 -0.0576306827337014Goudkoersbxl[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)24749.40959271351033.83172923.939500
Goudkoersbxl-0.05763068273370140.048538-1.18730.2370630.118531


Multiple Linear Regression - Regression Statistics
Multiple R0.0988043460861024
R-squared0.00976229880550231
Adjusted R-squared0.00283755963630994
F-TEST (value)1.40977133823814
F-TEST (DF numerator)1
F-TEST (DF denominator)143
p-value0.237062913479331
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation5907.30914638812
Sum Squared Residuals4990171093.19311


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12172524169.0686175851-2444.06861758507
22719224165.2073618423026.79263815805
32179024174.0248563002-2384.02485630021
41325324188.5477883491-10935.5477883491
53770224224.797487788613477.2025122114
63036424221.80069228646142.19930771355
73260924212.98319782828396.01680217181
83021224208.02695911316003.97304088691
92996524176.09956087865788.90043912138
102835224162.90213453264189.0978654674
112581424172.9875040111641.012495989
122241424188.77831108-1774.77831108004
132050624172.987504011-3666.987504011
142880624169.47203236424636.52796763575
152222824172.0654130873-1944.06541308726
161397124175.4079926858-10204.4079926858
173684524159.501924251312685.4980757487
183533824121.638565695311216.3614343047
193502224129.533969229810892.4660307702
203477724118.929923606810658.0700763932
212688724115.6449746912771.35502530903
222397024125.4421907557-155.442190755698
232278024163.5360720427-1383.53607204267
241735124162.383458388-6811.383458388
252138224146.7655433672-2764.76554336717
262456124151.8946741305409.105325869533
271740924159.0408787894-6750.04087878945
281151424143.6534864995-12629.6534864995
293151424126.30665099677387.6933490033
302707124130.5713215192940.428678481
312946224163.2479186295298.75208137099
322610524189.18172585921915.81827414083
332239724179.038725698-1782.03872569804
342384324183.0152428067-340.015242806665
352170524177.4826972642-2472.48269726423
361808924151.7217820823-6062.72178208227
372076424124.3472077838-3360.34720778376
382531624149.30129340751166.69870659255
391770424132.2426113183-6428.24261131827
401554824134.9512534068-8586.95125340676
412802924140.25327621833888.74672378174
422938324155.98645260465227.01354739544
433643824136.507281840612301.4927181594
443203424122.84881003277911.15118996732
452267924156.0440832873-1477.04408328729
462431924151.0302138895167.969786110539
471800424148.2639411182-6144.26394111824
481753724140.0227534873-6603.02275348733
492036624135.4699295514-3769.46992955136
502278224126.7100657758-1344.71006577584
511916924122.8488100327-4953.84881003268
521380724137.0835886679-10330.0835886679
532974324149.64707750395593.35292249615
542559124146.41975927081444.58024072924
552909624141.06010577654954.93989422347
562648224135.87334433052346.1266556695
572240524132.6460260974-1727.64602609741
582704424095.12845163782948.87154836223
591797024095.5318664169-6125.53186641691
601873024089.4806447299-5359.48064472987
611968424059.9161044875-4375.91610448748
621978524024.7613880199-4239.76138801992
631847923998.4241660106-5519.42416601062
641069823953.4146027956-13255.4146027956
653195623911.22894303458044.77105696547
662950623888.92586881665617.07413118341
673450623891.519249539610614.4807504604
682716523827.03051556063337.96948443941
692673623765.99962254562970.0003774544
702369123875.2673970087-184.2673970087
711815723824.4371348376-5667.43713483758
721732823836.5972088944-6508.59720889439
731820523877.0539481734-5672.05394817345
742099523887.6003631137-2892.60036311371
751738223847.6046692965-6465.60466929652
76936723867.3719934742-14500.3719934742
773112423851.58118640527272.41881359485
782655123807.26319138292743.73680861707
793065123831.46807813116819.53192186891
802585923817.46382222682041.5361777732
812510023830.94940198651269.05059801352
822577823843.85867491881934.14132508117
832041823850.7167261641-3432.71672616414
841868823845.5875954008-5157.58759540084
852042423802.0764299369-3378.0764299369
862477623767.84380439311008.15619560692
871981423729.5770310579-3915.5770310579
881273823726.753127604-10988.753127604
893156623631.72013177617934.27986822392
903011123588.26659699496522.73340300513
913001923590.57182430426428.42817569578
923193423678.40098479048255.59901520962
932582623686.64217242132139.3578275787
942683523689.5237065583145.47629344202
952020523644.1683592466-3439.16835924656
961778923707.5044795709-5918.5044795709
972052023684.2216837465-3164.22168374648
982251823617.3124610927-1099.31246109265
991557223643.1886376401-8071.18863764009
1001150923616.9666769962-12107.9666769962
1012544723548.96247137051898.03752862952
1022409023389.6136336118700.386366388202
1032778623427.53462285064358.46537714942
1042619523492.25387956052702.74612043948
1052051623485.6839817289-2969.68398172888
1062275923494.3862148217-735.386214821668
1071902823517.0927038187-4489.09270381875
1081697123512.2517264691-6541.25172646912
1092003623478.5377770699-3442.5377770699
1102248523442.3457083131-957.345708313135
1111873023347.8313886299-4617.83138862987
1121453823309.9680300738-8771.96803007382
1132756123296.88586509334264.11413490673
1142598523266.05344983072718.94655016926
1153467023226.000125330811443.9998746692
1163206623163.12505046848902.87494953165
1172718622980.43578620254205.56421379748
1182958622880.10076756316705.89923243685
1192135923011.268201465-1652.26820146505
1202155323006.8882695773-1453.88826957729
1211957322945.9726379278-3372.97263792776
1222425622958.42086539821297.57913460175
1232238022892.2032109372-512.203210937222
1241616722797.7465219367-6630.74652193669
1252729722858.54689222074438.45310777926
1262828722891.28112001355395.71887998652
1273347422864.886267321410609.1137326786
1282822922858.02821607615370.97178392386
1292878522793.02080595255991.97919404748
1302559722781.4370387232815.56296127695
1311813022717.2940888404-4587.29408884044
1322019822472.6518406359-2274.65184063588
1332284922352.4918671361496.508132863891
1342311822493.2836250545624.716374945459
1352192522374.1033731612-449.103373161247
1362080122431.2153797503-1630.21537975034
1371878522379.2901346073-3594.29013460728
1382065922308.0586107484-1649.05861074843
1392936722401.53557814256965.46442185751
1402399222429.42882858561562.5711714144
1412064522455.4778971812-1810.47789718123
1422235622386.4363392663-30.4363392662589
1431790222346.0948613527-4444.09486135267
1441587922314.2827244837-6435.28272448367
1451696322236.4236721104-5273.42367211044


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.8988625797891350.2022748404217310.101137420210866
60.8232726361745940.3534547276508130.176727363825406
70.745610144204520.508779711590960.25438985579548
80.6427073545098210.7145852909803580.357292645490179
90.6585089706082730.6829820587834550.341491029391727
100.6499849375407360.7000301249185280.350015062459264
110.5547640369709790.8904719260580410.445235963029021
120.5121962264260990.9756075471478020.487803773573901
130.4561763841310520.9123527682621030.543823615868948
140.4344259223909970.8688518447819950.565574077609003
150.361276049147160.7225520982943190.63872395085284
160.5397020262434990.9205959475130030.460297973756501
170.8334206326824090.3331587346351810.166579367317591
180.9323034650977820.1353930698044360.0676965349022178
190.9519946605014370.09601067899712560.0480053394985628
200.9579794075168470.08404118496630710.0420205924831535
210.9442430468414780.1115139063170430.0557569531585217
220.932261483991990.135477032016020.0677385160080098
230.9187636743732180.1624726512535640.0812363256267819
240.9408332184219750.1183335631560490.0591667815780247
250.9330365990341110.1339268019317790.0669634009658893
260.9127741048722320.1744517902555360.0872258951277679
270.9292756160914650.1414487678170710.0707243839085353
280.9779735874341640.04405282513167260.0220264125658363
290.978847027926990.0423059441460210.0211529720730105
300.9716525660212350.0566948679575310.0283474339787655
310.9670077486754270.06598450264914540.0329922513245727
320.9560828993492780.08783420130144290.0439171006507215
330.9448427589221240.1103144821557520.055157241077876
340.9287831414760160.1424337170479670.0712168585239837
350.9145782942355320.1708434115289350.0854217057644675
360.9195448483844690.1609103032310620.0804551516155309
370.9073528502894590.1852942994210830.0926471497105414
380.8838814947426740.2322370105146520.116118505257326
390.889529280685540.2209414386289190.11047071931446
400.9122066947578090.1755866104843810.0877933052421906
410.8991192674039190.2017614651921620.100880732596081
420.8918004684112710.2163990631774580.108199531588729
430.9481512775037070.1036974449925860.051848722496293
440.956287989911330.08742402017733970.0437120100886698
450.9449240129894290.1101519740211420.0550759870105712
460.9300651267130320.1398697465739350.0699348732869677
470.9321086081667010.1357827836665990.0678913918332993
480.9358943049083690.1282113901832620.0641056950916312
490.9258513042941690.1482973914116610.0741486957058307
500.9078291833227980.1843416333544050.0921708166772024
510.8995689452358620.2008621095282770.100431054764138
520.9331594732899880.1336810534200250.0668405267100124
530.9318457857059410.1363084285881180.0681542142940588
540.9158464176949630.1683071646100740.0841535823050371
550.9116085298732930.1767829402534130.0883914701267066
560.8954063580324930.2091872839350130.104593641967507
570.8731406176512610.2537187646974780.126859382348739
580.8569546306287240.2860907387425510.143045369371276
590.8514635286240650.2970729427518690.148536471375935
600.8375952166651150.324809566669770.162404783334885
610.8135341164550560.3729317670898870.186465883544944
620.7852816518049870.4294366963900260.214718348195013
630.761028321584790.4779433568304210.23897167841521
640.8247056353069530.3505887293860930.175294364693047
650.9078395609932090.1843208780135810.0921604390067907
660.9208917922845210.1582164154309590.0791082077154794
670.9586512337457490.08269753250850250.0413487662542512
680.9515361229897390.09692775402052250.0484638770102612
690.9421400399079650.115719920184070.0578599600920348
700.9275087383893720.1449825232212560.0724912616106282
710.9252315070526880.1495369858946240.0747684929473118
720.9256684097010940.1486631805978120.0743315902989059
730.9208358254438540.1583283491122910.0791641745561457
740.9044548669421740.1910902661156520.0955451330578261
750.9030993513802370.1938012972395260.096900648619763
760.9677927490774490.06441450184510110.0322072509225505
770.9750846951849520.04983060963009590.0249153048150479
780.9703505541138360.05929889177232780.0296494458861639
790.9753064501107360.04938709977852830.0246935498892641
800.9692025086751560.06159498264968880.0307974913248444
810.9607917573467510.07841648530649780.0392082426532489
820.9516881514836150.09662369703276960.0483118485163848
830.941515502037710.116968995924580.05848449796229
840.9359690118658890.1280619762682220.0640309881341112
850.9234709171767530.1530581656464940.0765290828232468
860.9056977148493560.1886045703012870.0943022851506436
870.8913803181697610.2172393636604790.108619681830239
880.9368969992536080.1262060014927830.0631030007463916
890.9529591781259840.09408164374803270.0470408218740164
900.9583863463741240.0832273072517520.041613653625876
910.9627444638648930.0745110722702140.037255536135107
920.974903615656640.05019276868672010.0250963843433601
930.9687593356528090.06248132869438240.0312406643471912
940.9640022039673950.07199559206520930.0359977960326046
950.9553954863193510.08920902736129750.0446045136806488
960.9532763312862320.09344733742753570.0467236687137678
970.9421600234447820.1156799531104370.0578399765552185
980.9254850043656710.1490299912686580.0745149956343289
990.9398667381321510.1202665237356970.0601332618678487
1000.9806218374849140.03875632503017230.0193781625150861
1010.9740067578619710.0519864842760580.025993242138029
1020.9648641642216760.07027167155664870.0351358357783243
1030.9597481396490750.08050372070184930.0402518603509246
1040.9491878516649940.1016242966700120.0508121483350058
1050.9387877662030330.1224244675939340.0612122337969672
1060.9209140087544720.1581719824910550.0790859912455277
1070.9184454431015340.1631091137969320.081554556898466
1080.9392781517218280.1214436965563440.0607218482781722
1090.9407585381545940.1184829236908120.0592414618454062
1100.9319203355949810.1361593288100380.0680796644050191
1110.9503996766393390.09920064672132190.049600323360661
1120.9931385116695190.01372297666096260.00686148833048129
1130.9906377022770620.01872459544587630.00936229772293815
1140.9883437804345480.02331243913090440.0116562195654522
1150.9920884690839290.01582306183214230.00791153091607115
1160.9925500976315460.0148998047369080.00744990236845401
1170.9891170931195160.02176581376096770.0108829068804838
1180.9893541334463830.02129173310723410.010645866553617
1190.9872919589465180.02541608210696340.0127080410534817
1200.9855749998488150.02885000030236960.0144250001511848
1210.9895969655550410.02080606888991790.010403034444959
1220.9854307146591310.0291385706817370.0145692853408685
1230.9837467139967120.03250657200657640.0162532860032882
1240.9980484860412840.003903027917432240.00195151395871612
1250.9964973114296970.007005377140606230.00350268857030312
1260.9938065609090940.01238687818181170.00619343909090587
1270.9960735358440290.007852928311942780.00392646415597139
1280.9932545873308510.01349082533829810.00674541266914906
1290.9923996360290150.01520072794196970.00760036397098487
1300.9881663885672160.0236672228655680.011833611432784
1310.9942106020915540.01157879581689140.00578939790844572
1320.9920943289816770.01581134203664550.00790567101832274
1330.9870372875353910.0259254249292170.0129627124646085
1340.9753875370162170.04922492596756580.0246124629837829
1350.9533167718086940.09336645638261230.0466832281913062
1360.9234184208165420.1531631583669160.0765815791834578
1370.8859259623748460.2281480752503070.114074037625154
1380.8125010421034210.3749979157931570.187498957896579
1390.9645938199489290.07081236010214280.0354061800510714
1400.9446252401125980.1107495197748040.0553747598874018


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level30.0220588235294118NOK
5% type I error level280.205882352941176NOK
10% type I error level550.404411764705882NOK