Multiple Linear Regression - Estimated Regression Equation |
nieuwewagens[t] = + 24749.4095927135 -0.0576306827337014Goudkoersbxl[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) | 24749.4095927135 | 1033.831729 | 23.9395 | 0 | 0 |
Goudkoersbxl | -0.0576306827337014 | 0.048538 | -1.1873 | 0.237063 | 0.118531 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.0988043460861024 |
R-squared | 0.00976229880550231 |
Adjusted R-squared | 0.00283755963630994 |
F-TEST (value) | 1.40977133823814 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 143 |
p-value | 0.237062913479331 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 5907.30914638812 |
Sum Squared Residuals | 4990171093.19311 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 21725 | 24169.0686175851 | -2444.06861758507 |
2 | 27192 | 24165.207361842 | 3026.79263815805 |
3 | 21790 | 24174.0248563002 | -2384.02485630021 |
4 | 13253 | 24188.5477883491 | -10935.5477883491 |
5 | 37702 | 24224.7974877886 | 13477.2025122114 |
6 | 30364 | 24221.8006922864 | 6142.19930771355 |
7 | 32609 | 24212.9831978282 | 8396.01680217181 |
8 | 30212 | 24208.0269591131 | 6003.97304088691 |
9 | 29965 | 24176.0995608786 | 5788.90043912138 |
10 | 28352 | 24162.9021345326 | 4189.0978654674 |
11 | 25814 | 24172.987504011 | 1641.012495989 |
12 | 22414 | 24188.77831108 | -1774.77831108004 |
13 | 20506 | 24172.987504011 | -3666.987504011 |
14 | 28806 | 24169.4720323642 | 4636.52796763575 |
15 | 22228 | 24172.0654130873 | -1944.06541308726 |
16 | 13971 | 24175.4079926858 | -10204.4079926858 |
17 | 36845 | 24159.5019242513 | 12685.4980757487 |
18 | 35338 | 24121.6385656953 | 11216.3614343047 |
19 | 35022 | 24129.5339692298 | 10892.4660307702 |
20 | 34777 | 24118.9299236068 | 10658.0700763932 |
21 | 26887 | 24115.644974691 | 2771.35502530903 |
22 | 23970 | 24125.4421907557 | -155.442190755698 |
23 | 22780 | 24163.5360720427 | -1383.53607204267 |
24 | 17351 | 24162.383458388 | -6811.383458388 |
25 | 21382 | 24146.7655433672 | -2764.76554336717 |
26 | 24561 | 24151.8946741305 | 409.105325869533 |
27 | 17409 | 24159.0408787894 | -6750.04087878945 |
28 | 11514 | 24143.6534864995 | -12629.6534864995 |
29 | 31514 | 24126.3066509967 | 7387.6933490033 |
30 | 27071 | 24130.571321519 | 2940.428678481 |
31 | 29462 | 24163.247918629 | 5298.75208137099 |
32 | 26105 | 24189.1817258592 | 1915.81827414083 |
33 | 22397 | 24179.038725698 | -1782.03872569804 |
34 | 23843 | 24183.0152428067 | -340.015242806665 |
35 | 21705 | 24177.4826972642 | -2472.48269726423 |
36 | 18089 | 24151.7217820823 | -6062.72178208227 |
37 | 20764 | 24124.3472077838 | -3360.34720778376 |
38 | 25316 | 24149.3012934075 | 1166.69870659255 |
39 | 17704 | 24132.2426113183 | -6428.24261131827 |
40 | 15548 | 24134.9512534068 | -8586.95125340676 |
41 | 28029 | 24140.2532762183 | 3888.74672378174 |
42 | 29383 | 24155.9864526046 | 5227.01354739544 |
43 | 36438 | 24136.5072818406 | 12301.4927181594 |
44 | 32034 | 24122.8488100327 | 7911.15118996732 |
45 | 22679 | 24156.0440832873 | -1477.04408328729 |
46 | 24319 | 24151.0302138895 | 167.969786110539 |
47 | 18004 | 24148.2639411182 | -6144.26394111824 |
48 | 17537 | 24140.0227534873 | -6603.02275348733 |
49 | 20366 | 24135.4699295514 | -3769.46992955136 |
50 | 22782 | 24126.7100657758 | -1344.71006577584 |
51 | 19169 | 24122.8488100327 | -4953.84881003268 |
52 | 13807 | 24137.0835886679 | -10330.0835886679 |
53 | 29743 | 24149.6470775039 | 5593.35292249615 |
54 | 25591 | 24146.4197592708 | 1444.58024072924 |
55 | 29096 | 24141.0601057765 | 4954.93989422347 |
56 | 26482 | 24135.8733443305 | 2346.1266556695 |
57 | 22405 | 24132.6460260974 | -1727.64602609741 |
58 | 27044 | 24095.1284516378 | 2948.87154836223 |
59 | 17970 | 24095.5318664169 | -6125.53186641691 |
60 | 18730 | 24089.4806447299 | -5359.48064472987 |
61 | 19684 | 24059.9161044875 | -4375.91610448748 |
62 | 19785 | 24024.7613880199 | -4239.76138801992 |
63 | 18479 | 23998.4241660106 | -5519.42416601062 |
64 | 10698 | 23953.4146027956 | -13255.4146027956 |
65 | 31956 | 23911.2289430345 | 8044.77105696547 |
66 | 29506 | 23888.9258688166 | 5617.07413118341 |
67 | 34506 | 23891.5192495396 | 10614.4807504604 |
68 | 27165 | 23827.0305155606 | 3337.96948443941 |
69 | 26736 | 23765.9996225456 | 2970.0003774544 |
70 | 23691 | 23875.2673970087 | -184.2673970087 |
71 | 18157 | 23824.4371348376 | -5667.43713483758 |
72 | 17328 | 23836.5972088944 | -6508.59720889439 |
73 | 18205 | 23877.0539481734 | -5672.05394817345 |
74 | 20995 | 23887.6003631137 | -2892.60036311371 |
75 | 17382 | 23847.6046692965 | -6465.60466929652 |
76 | 9367 | 23867.3719934742 | -14500.3719934742 |
77 | 31124 | 23851.5811864052 | 7272.41881359485 |
78 | 26551 | 23807.2631913829 | 2743.73680861707 |
79 | 30651 | 23831.4680781311 | 6819.53192186891 |
80 | 25859 | 23817.4638222268 | 2041.5361777732 |
81 | 25100 | 23830.9494019865 | 1269.05059801352 |
82 | 25778 | 23843.8586749188 | 1934.14132508117 |
83 | 20418 | 23850.7167261641 | -3432.71672616414 |
84 | 18688 | 23845.5875954008 | -5157.58759540084 |
85 | 20424 | 23802.0764299369 | -3378.0764299369 |
86 | 24776 | 23767.8438043931 | 1008.15619560692 |
87 | 19814 | 23729.5770310579 | -3915.5770310579 |
88 | 12738 | 23726.753127604 | -10988.753127604 |
89 | 31566 | 23631.7201317761 | 7934.27986822392 |
90 | 30111 | 23588.2665969949 | 6522.73340300513 |
91 | 30019 | 23590.5718243042 | 6428.42817569578 |
92 | 31934 | 23678.4009847904 | 8255.59901520962 |
93 | 25826 | 23686.6421724213 | 2139.3578275787 |
94 | 26835 | 23689.523706558 | 3145.47629344202 |
95 | 20205 | 23644.1683592466 | -3439.16835924656 |
96 | 17789 | 23707.5044795709 | -5918.5044795709 |
97 | 20520 | 23684.2216837465 | -3164.22168374648 |
98 | 22518 | 23617.3124610927 | -1099.31246109265 |
99 | 15572 | 23643.1886376401 | -8071.18863764009 |
100 | 11509 | 23616.9666769962 | -12107.9666769962 |
101 | 25447 | 23548.9624713705 | 1898.03752862952 |
102 | 24090 | 23389.6136336118 | 700.386366388202 |
103 | 27786 | 23427.5346228506 | 4358.46537714942 |
104 | 26195 | 23492.2538795605 | 2702.74612043948 |
105 | 20516 | 23485.6839817289 | -2969.68398172888 |
106 | 22759 | 23494.3862148217 | -735.386214821668 |
107 | 19028 | 23517.0927038187 | -4489.09270381875 |
108 | 16971 | 23512.2517264691 | -6541.25172646912 |
109 | 20036 | 23478.5377770699 | -3442.5377770699 |
110 | 22485 | 23442.3457083131 | -957.345708313135 |
111 | 18730 | 23347.8313886299 | -4617.83138862987 |
112 | 14538 | 23309.9680300738 | -8771.96803007382 |
113 | 27561 | 23296.8858650933 | 4264.11413490673 |
114 | 25985 | 23266.0534498307 | 2718.94655016926 |
115 | 34670 | 23226.0001253308 | 11443.9998746692 |
116 | 32066 | 23163.1250504684 | 8902.87494953165 |
117 | 27186 | 22980.4357862025 | 4205.56421379748 |
118 | 29586 | 22880.1007675631 | 6705.89923243685 |
119 | 21359 | 23011.268201465 | -1652.26820146505 |
120 | 21553 | 23006.8882695773 | -1453.88826957729 |
121 | 19573 | 22945.9726379278 | -3372.97263792776 |
122 | 24256 | 22958.4208653982 | 1297.57913460175 |
123 | 22380 | 22892.2032109372 | -512.203210937222 |
124 | 16167 | 22797.7465219367 | -6630.74652193669 |
125 | 27297 | 22858.5468922207 | 4438.45310777926 |
126 | 28287 | 22891.2811200135 | 5395.71887998652 |
127 | 33474 | 22864.8862673214 | 10609.1137326786 |
128 | 28229 | 22858.0282160761 | 5370.97178392386 |
129 | 28785 | 22793.0208059525 | 5991.97919404748 |
130 | 25597 | 22781.437038723 | 2815.56296127695 |
131 | 18130 | 22717.2940888404 | -4587.29408884044 |
132 | 20198 | 22472.6518406359 | -2274.65184063588 |
133 | 22849 | 22352.4918671361 | 496.508132863891 |
134 | 23118 | 22493.2836250545 | 624.716374945459 |
135 | 21925 | 22374.1033731612 | -449.103373161247 |
136 | 20801 | 22431.2153797503 | -1630.21537975034 |
137 | 18785 | 22379.2901346073 | -3594.29013460728 |
138 | 20659 | 22308.0586107484 | -1649.05861074843 |
139 | 29367 | 22401.5355781425 | 6965.46442185751 |
140 | 23992 | 22429.4288285856 | 1562.5711714144 |
141 | 20645 | 22455.4778971812 | -1810.47789718123 |
142 | 22356 | 22386.4363392663 | -30.4363392662589 |
143 | 17902 | 22346.0948613527 | -4444.09486135267 |
144 | 15879 | 22314.2827244837 | -6435.28272448367 |
145 | 16963 | 22236.4236721104 | -5273.42367211044 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.898862579789135 | 0.202274840421731 | 0.101137420210866 |
6 | 0.823272636174594 | 0.353454727650813 | 0.176727363825406 |
7 | 0.74561014420452 | 0.50877971159096 | 0.25438985579548 |
8 | 0.642707354509821 | 0.714585290980358 | 0.357292645490179 |
9 | 0.658508970608273 | 0.682982058783455 | 0.341491029391727 |
10 | 0.649984937540736 | 0.700030124918528 | 0.350015062459264 |
11 | 0.554764036970979 | 0.890471926058041 | 0.445235963029021 |
12 | 0.512196226426099 | 0.975607547147802 | 0.487803773573901 |
13 | 0.456176384131052 | 0.912352768262103 | 0.543823615868948 |
14 | 0.434425922390997 | 0.868851844781995 | 0.565574077609003 |
15 | 0.36127604914716 | 0.722552098294319 | 0.63872395085284 |
16 | 0.539702026243499 | 0.920595947513003 | 0.460297973756501 |
17 | 0.833420632682409 | 0.333158734635181 | 0.166579367317591 |
18 | 0.932303465097782 | 0.135393069804436 | 0.0676965349022178 |
19 | 0.951994660501437 | 0.0960106789971256 | 0.0480053394985628 |
20 | 0.957979407516847 | 0.0840411849663071 | 0.0420205924831535 |
21 | 0.944243046841478 | 0.111513906317043 | 0.0557569531585217 |
22 | 0.93226148399199 | 0.13547703201602 | 0.0677385160080098 |
23 | 0.918763674373218 | 0.162472651253564 | 0.0812363256267819 |
24 | 0.940833218421975 | 0.118333563156049 | 0.0591667815780247 |
25 | 0.933036599034111 | 0.133926801931779 | 0.0669634009658893 |
26 | 0.912774104872232 | 0.174451790255536 | 0.0872258951277679 |
27 | 0.929275616091465 | 0.141448767817071 | 0.0707243839085353 |
28 | 0.977973587434164 | 0.0440528251316726 | 0.0220264125658363 |
29 | 0.97884702792699 | 0.042305944146021 | 0.0211529720730105 |
30 | 0.971652566021235 | 0.056694867957531 | 0.0283474339787655 |
31 | 0.967007748675427 | 0.0659845026491454 | 0.0329922513245727 |
32 | 0.956082899349278 | 0.0878342013014429 | 0.0439171006507215 |
33 | 0.944842758922124 | 0.110314482155752 | 0.055157241077876 |
34 | 0.928783141476016 | 0.142433717047967 | 0.0712168585239837 |
35 | 0.914578294235532 | 0.170843411528935 | 0.0854217057644675 |
36 | 0.919544848384469 | 0.160910303231062 | 0.0804551516155309 |
37 | 0.907352850289459 | 0.185294299421083 | 0.0926471497105414 |
38 | 0.883881494742674 | 0.232237010514652 | 0.116118505257326 |
39 | 0.88952928068554 | 0.220941438628919 | 0.11047071931446 |
40 | 0.912206694757809 | 0.175586610484381 | 0.0877933052421906 |
41 | 0.899119267403919 | 0.201761465192162 | 0.100880732596081 |
42 | 0.891800468411271 | 0.216399063177458 | 0.108199531588729 |
43 | 0.948151277503707 | 0.103697444992586 | 0.051848722496293 |
44 | 0.95628798991133 | 0.0874240201773397 | 0.0437120100886698 |
45 | 0.944924012989429 | 0.110151974021142 | 0.0550759870105712 |
46 | 0.930065126713032 | 0.139869746573935 | 0.0699348732869677 |
47 | 0.932108608166701 | 0.135782783666599 | 0.0678913918332993 |
48 | 0.935894304908369 | 0.128211390183262 | 0.0641056950916312 |
49 | 0.925851304294169 | 0.148297391411661 | 0.0741486957058307 |
50 | 0.907829183322798 | 0.184341633354405 | 0.0921708166772024 |
51 | 0.899568945235862 | 0.200862109528277 | 0.100431054764138 |
52 | 0.933159473289988 | 0.133681053420025 | 0.0668405267100124 |
53 | 0.931845785705941 | 0.136308428588118 | 0.0681542142940588 |
54 | 0.915846417694963 | 0.168307164610074 | 0.0841535823050371 |
55 | 0.911608529873293 | 0.176782940253413 | 0.0883914701267066 |
56 | 0.895406358032493 | 0.209187283935013 | 0.104593641967507 |
57 | 0.873140617651261 | 0.253718764697478 | 0.126859382348739 |
58 | 0.856954630628724 | 0.286090738742551 | 0.143045369371276 |
59 | 0.851463528624065 | 0.297072942751869 | 0.148536471375935 |
60 | 0.837595216665115 | 0.32480956666977 | 0.162404783334885 |
61 | 0.813534116455056 | 0.372931767089887 | 0.186465883544944 |
62 | 0.785281651804987 | 0.429436696390026 | 0.214718348195013 |
63 | 0.76102832158479 | 0.477943356830421 | 0.23897167841521 |
64 | 0.824705635306953 | 0.350588729386093 | 0.175294364693047 |
65 | 0.907839560993209 | 0.184320878013581 | 0.0921604390067907 |
66 | 0.920891792284521 | 0.158216415430959 | 0.0791082077154794 |
67 | 0.958651233745749 | 0.0826975325085025 | 0.0413487662542512 |
68 | 0.951536122989739 | 0.0969277540205225 | 0.0484638770102612 |
69 | 0.942140039907965 | 0.11571992018407 | 0.0578599600920348 |
70 | 0.927508738389372 | 0.144982523221256 | 0.0724912616106282 |
71 | 0.925231507052688 | 0.149536985894624 | 0.0747684929473118 |
72 | 0.925668409701094 | 0.148663180597812 | 0.0743315902989059 |
73 | 0.920835825443854 | 0.158328349112291 | 0.0791641745561457 |
74 | 0.904454866942174 | 0.191090266115652 | 0.0955451330578261 |
75 | 0.903099351380237 | 0.193801297239526 | 0.096900648619763 |
76 | 0.967792749077449 | 0.0644145018451011 | 0.0322072509225505 |
77 | 0.975084695184952 | 0.0498306096300959 | 0.0249153048150479 |
78 | 0.970350554113836 | 0.0592988917723278 | 0.0296494458861639 |
79 | 0.975306450110736 | 0.0493870997785283 | 0.0246935498892641 |
80 | 0.969202508675156 | 0.0615949826496888 | 0.0307974913248444 |
81 | 0.960791757346751 | 0.0784164853064978 | 0.0392082426532489 |
82 | 0.951688151483615 | 0.0966236970327696 | 0.0483118485163848 |
83 | 0.94151550203771 | 0.11696899592458 | 0.05848449796229 |
84 | 0.935969011865889 | 0.128061976268222 | 0.0640309881341112 |
85 | 0.923470917176753 | 0.153058165646494 | 0.0765290828232468 |
86 | 0.905697714849356 | 0.188604570301287 | 0.0943022851506436 |
87 | 0.891380318169761 | 0.217239363660479 | 0.108619681830239 |
88 | 0.936896999253608 | 0.126206001492783 | 0.0631030007463916 |
89 | 0.952959178125984 | 0.0940816437480327 | 0.0470408218740164 |
90 | 0.958386346374124 | 0.083227307251752 | 0.041613653625876 |
91 | 0.962744463864893 | 0.074511072270214 | 0.037255536135107 |
92 | 0.97490361565664 | 0.0501927686867201 | 0.0250963843433601 |
93 | 0.968759335652809 | 0.0624813286943824 | 0.0312406643471912 |
94 | 0.964002203967395 | 0.0719955920652093 | 0.0359977960326046 |
95 | 0.955395486319351 | 0.0892090273612975 | 0.0446045136806488 |
96 | 0.953276331286232 | 0.0934473374275357 | 0.0467236687137678 |
97 | 0.942160023444782 | 0.115679953110437 | 0.0578399765552185 |
98 | 0.925485004365671 | 0.149029991268658 | 0.0745149956343289 |
99 | 0.939866738132151 | 0.120266523735697 | 0.0601332618678487 |
100 | 0.980621837484914 | 0.0387563250301723 | 0.0193781625150861 |
101 | 0.974006757861971 | 0.051986484276058 | 0.025993242138029 |
102 | 0.964864164221676 | 0.0702716715566487 | 0.0351358357783243 |
103 | 0.959748139649075 | 0.0805037207018493 | 0.0402518603509246 |
104 | 0.949187851664994 | 0.101624296670012 | 0.0508121483350058 |
105 | 0.938787766203033 | 0.122424467593934 | 0.0612122337969672 |
106 | 0.920914008754472 | 0.158171982491055 | 0.0790859912455277 |
107 | 0.918445443101534 | 0.163109113796932 | 0.081554556898466 |
108 | 0.939278151721828 | 0.121443696556344 | 0.0607218482781722 |
109 | 0.940758538154594 | 0.118482923690812 | 0.0592414618454062 |
110 | 0.931920335594981 | 0.136159328810038 | 0.0680796644050191 |
111 | 0.950399676639339 | 0.0992006467213219 | 0.049600323360661 |
112 | 0.993138511669519 | 0.0137229766609626 | 0.00686148833048129 |
113 | 0.990637702277062 | 0.0187245954458763 | 0.00936229772293815 |
114 | 0.988343780434548 | 0.0233124391309044 | 0.0116562195654522 |
115 | 0.992088469083929 | 0.0158230618321423 | 0.00791153091607115 |
116 | 0.992550097631546 | 0.014899804736908 | 0.00744990236845401 |
117 | 0.989117093119516 | 0.0217658137609677 | 0.0108829068804838 |
118 | 0.989354133446383 | 0.0212917331072341 | 0.010645866553617 |
119 | 0.987291958946518 | 0.0254160821069634 | 0.0127080410534817 |
120 | 0.985574999848815 | 0.0288500003023696 | 0.0144250001511848 |
121 | 0.989596965555041 | 0.0208060688899179 | 0.010403034444959 |
122 | 0.985430714659131 | 0.029138570681737 | 0.0145692853408685 |
123 | 0.983746713996712 | 0.0325065720065764 | 0.0162532860032882 |
124 | 0.998048486041284 | 0.00390302791743224 | 0.00195151395871612 |
125 | 0.996497311429697 | 0.00700537714060623 | 0.00350268857030312 |
126 | 0.993806560909094 | 0.0123868781818117 | 0.00619343909090587 |
127 | 0.996073535844029 | 0.00785292831194278 | 0.00392646415597139 |
128 | 0.993254587330851 | 0.0134908253382981 | 0.00674541266914906 |
129 | 0.992399636029015 | 0.0152007279419697 | 0.00760036397098487 |
130 | 0.988166388567216 | 0.023667222865568 | 0.011833611432784 |
131 | 0.994210602091554 | 0.0115787958168914 | 0.00578939790844572 |
132 | 0.992094328981677 | 0.0158113420366455 | 0.00790567101832274 |
133 | 0.987037287535391 | 0.025925424929217 | 0.0129627124646085 |
134 | 0.975387537016217 | 0.0492249259675658 | 0.0246124629837829 |
135 | 0.953316771808694 | 0.0933664563826123 | 0.0466832281913062 |
136 | 0.923418420816542 | 0.153163158366916 | 0.0765815791834578 |
137 | 0.885925962374846 | 0.228148075250307 | 0.114074037625154 |
138 | 0.812501042103421 | 0.374997915793157 | 0.187498957896579 |
139 | 0.964593819948929 | 0.0708123601021428 | 0.0354061800510714 |
140 | 0.944625240112598 | 0.110749519774804 | 0.0553747598874018 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 3 | 0.0220588235294118 | NOK |
5% type I error level | 28 | 0.205882352941176 | NOK |
10% type I error level | 55 | 0.404411764705882 | NOK |