Multiple Linear Regression - Estimated Regression Equation |
Jaar[t] = + 2002.47346131038 + 0.00778229739938771Januari[t] -0.00192789280757643Februari[t] -0.00567555116859316Maart[t] -0.00903557413674569April[t] -8.46738662599229e-05Mei[t] + 0.00967908320045177Juni[t] -0.00752658249114418Juli[t] + 0.00238339070481365Augustus[t] + 0.0016996844357498September[t] + 0.00751748749526782Oktober[t] -0.00859431802342922November[t] + 0.00332885984936597December[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) | 2002.47346131038 | 0.267234 | 7493.3356 | 0 | 0 |
Januari | 0.00778229739938771 | 0.005217 | 1.4917 | 0.138067 | 0.069034 |
Februari | -0.00192789280757643 | 0.004103 | -0.4698 | 0.639226 | 0.319613 |
Maart | -0.00567555116859316 | 0.004236 | -1.3398 | 0.182541 | 0.09127 |
April | -0.00903557413674569 | 0.004125 | -2.1904 | 0.030189 | 0.015094 |
Mei | -8.46738662599229e-05 | 0.003203 | -0.0264 | 0.978948 | 0.489474 |
Juni | 0.00967908320045177 | 0.004526 | 2.1387 | 0.034236 | 0.017118 |
Juli | -0.00752658249114418 | 0.003676 | -2.0477 | 0.0425 | 0.02125 |
Augustus | 0.00238339070481365 | 0.003396 | 0.7019 | 0.483954 | 0.241977 |
September | 0.0016996844357498 | 0.003783 | 0.4493 | 0.65396 | 0.32698 |
Oktober | 0.00751748749526782 | 0.005239 | 1.4349 | 0.153582 | 0.076791 |
November | -0.00859431802342922 | 0.005752 | -1.4941 | 0.13745 | 0.068725 |
December | 0.00332885984936597 | 0.003405 | 0.9775 | 0.330025 | 0.165012 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.499660741760173 |
R-squared | 0.249660856856326 |
Adjusted R-squared | 0.183937720230603 |
F-TEST (value) | 3.79867531700566 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 137 |
p-value | 5.41440377065383e-05 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.60340132605937 |
Sum Squared Residuals | 928.544689640292 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1998 | 1998.62542397463 | -0.625423974629755 |
2 | 1999 | 1995.75095709969 | 3.24904290031041 |
3 | 2000 | 2001.3967116394 | -1.39671163940255 |
4 | 2001 | 2000.87185427897 | 0.128145721029463 |
5 | 2002 | 2001.63276386692 | 0.36723613308149 |
6 | 2003 | 2001.22393617907 | 1.77606382092697 |
7 | 2004 | 2005.11792413162 | -1.11792413162457 |
8 | 2005 | 2006.159721434 | -1.15972143399646 |
9 | 2006 | 2008.7182897496 | -2.71828974960153 |
10 | 2007 | 2008.08900716601 | -1.08900716601392 |
11 | 1998 | 2001.59705451991 | -3.59705451990758 |
12 | 1999 | 2002.7097574531 | -3.70975745309627 |
13 | 2000 | 2003.20767791271 | -3.20767791271217 |
14 | 2001 | 2003.6226939232 | -2.62269392319976 |
15 | 2002 | 2002.32324803813 | -0.323248038132834 |
16 | 2003 | 2002.26742930011 | 0.732570699892893 |
17 | 2004 | 2003.89363154214 | 0.106368457855337 |
18 | 2005 | 2002.75270490659 | 2.24729509340501 |
19 | 2006 | 2003.59959864129 | 2.40040135871277 |
20 | 2007 | 2003.44185977219 | 3.55814022780682 |
21 | 1998 | 1997.57769813927 | 0.422301860725969 |
22 | 1999 | 1998.56345956074 | 0.436540439261635 |
23 | 2000 | 2000.74629821533 | -0.746298215333326 |
24 | 2001 | 2000.22981591372 | 0.770184086281719 |
25 | 2002 | 2001.20536702913 | 0.794632970872594 |
26 | 2003 | 2002.683834043 | 0.316165957002062 |
27 | 2004 | 2002.35709578419 | 1.64290421581188 |
28 | 2005 | 2005.13754199147 | -0.137541991466905 |
29 | 2006 | 2004.95452040255 | 1.04547959744593 |
30 | 2007 | 2003.83999482027 | 3.16000517973316 |
31 | 1998 | 2001.83519347693 | -3.83519347692728 |
32 | 1999 | 2001.42426586726 | -2.42426586726052 |
33 | 2000 | 2001.52992953664 | -1.52992953663532 |
34 | 2001 | 2002.26206815026 | -1.26206815025769 |
35 | 2002 | 2001.82298595696 | 0.177014043040411 |
36 | 2003 | 2002.46542511399 | 0.534574886010969 |
37 | 2004 | 2002.57571195985 | 1.42428804014873 |
38 | 2005 | 2004.24509148414 | 0.754908515858447 |
39 | 2006 | 2002.8955271119 | 3.10447288809724 |
40 | 2007 | 2003.17254897721 | 3.82745102279275 |
41 | 1998 | 2001.31210378012 | -3.31210378012253 |
42 | 1999 | 2002.26224784855 | -3.26224784855115 |
43 | 2000 | 2002.98111102043 | -2.98111102043034 |
44 | 2001 | 2001.81015220664 | -0.810152206639854 |
45 | 2002 | 2002.87603272425 | -0.876032724250533 |
46 | 2003 | 2002.76374186998 | 0.236258130016039 |
47 | 2004 | 2002.63429483769 | 1.36570516231228 |
48 | 2005 | 2002.60553450247 | 2.39446549752751 |
49 | 2006 | 2003.32484094688 | 2.67515905312094 |
50 | 2007 | 2002.92540045936 | 4.07459954064205 |
51 | 1998 | 2001.6873807193 | -3.68738071929884 |
52 | 1999 | 2001.68099181965 | -2.68099181965341 |
53 | 2000 | 2001.35879149604 | -1.35879149604161 |
54 | 2001 | 2002.92425039269 | -1.92425039268783 |
55 | 2002 | 2002.13292039145 | -0.132920391447851 |
56 | 2003 | 2003.58219182129 | -0.582191821293032 |
57 | 2004 | 2002.37824457149 | 1.62175542851427 |
58 | 2005 | 2002.49839941101 | 2.50160058898941 |
59 | 2006 | 2003.37679161472 | 2.62320838527625 |
60 | 2007 | 2003.22063250096 | 3.77936749904142 |
61 | 1998 | 2000.99931363301 | -2.99931363301054 |
62 | 1999 | 2001.9165529058 | -2.91655290579739 |
63 | 2000 | 2002.9737260739 | -2.97372607390032 |
64 | 2001 | 2001.89058969874 | -0.89058969874452 |
65 | 2002 | 2001.7709783375 | 0.229021662495513 |
66 | 2003 | 2002.27315636827 | 0.726843631733075 |
67 | 2004 | 2001.54962632257 | 2.45037367742614 |
68 | 2005 | 2002.64026269434 | 2.35973730566096 |
69 | 2006 | 2003.16202333908 | 2.83797666091851 |
70 | 2007 | 2001.63985261619 | 5.36014738381424 |
71 | 1998 | 2001.63755177145 | -3.63755177145005 |
72 | 1999 | 2001.17324636101 | -2.1732463610111 |
73 | 2000 | 2001.79658532986 | -1.79658532986094 |
74 | 2001 | 2001.23660070692 | -0.236600706923593 |
75 | 2002 | 2002.4962948605 | -0.496294860500144 |
76 | 2003 | 2001.493164111 | 1.50683588899981 |
77 | 2004 | 2003.11306333412 | 0.886936665875258 |
78 | 2005 | 2003.04209914104 | 1.95790085896157 |
79 | 2006 | 2002.0891826315 | 3.91081736849778 |
80 | 2007 | 2002.77540550809 | 4.22459449190749 |
81 | 1998 | 2004.39759393622 | -6.39759393622042 |
82 | 1999 | 1999.42466270662 | -0.424662706622567 |
83 | 2000 | 2002.38965813212 | -2.38965813212466 |
84 | 2001 | 2001.96626706282 | -0.966267062820098 |
85 | 2002 | 2003.05107142043 | -1.05107142042588 |
86 | 2003 | 2001.21959545674 | 1.78040454326441 |
87 | 2004 | 2003.81411942606 | 0.185880573940609 |
88 | 2005 | 2003.2163971567 | 1.78360284329783 |
89 | 2006 | 2005.11109332653 | 0.888906673472165 |
90 | 2007 | 2005.75407519432 | 1.24592480567848 |
91 | 1998 | 2002.50996886608 | -4.509968866082 |
92 | 1999 | 2002.31157711662 | -3.31157711661944 |
93 | 2000 | 2002.48711968249 | -2.48711968248878 |
94 | 2001 | 2002.45279756381 | -1.45279756381488 |
95 | 2002 | 2002.42977276327 | -0.429772763268435 |
96 | 2003 | 2002.56622730204 | 0.433772697964745 |
97 | 2004 | 2002.49019137337 | 1.50980862662956 |
98 | 2005 | 2002.31743147108 | 2.68256852891675 |
99 | 2006 | 2002.57378541578 | 3.42621458421647 |
100 | 2007 | 2002.701658649 | 4.29834135099715 |
101 | 1998 | 2002.57041421174 | -4.5704142117381 |
102 | 1999 | 2001.78637058595 | -2.78637058595349 |
103 | 2000 | 2001.77425020878 | -1.77425020878079 |
104 | 2001 | 2002.98135692182 | -1.98135692181617 |
105 | 2002 | 2002.30053684308 | -0.300536843080726 |
106 | 2003 | 2002.14153092507 | 0.858469074929785 |
107 | 2004 | 2003.00432388878 | 0.995676111221254 |
108 | 2005 | 2002.75651279745 | 2.24348720255422 |
109 | 2006 | 2002.36868393494 | 3.63131606505626 |
110 | 2007 | 2002.80571029068 | 4.1942897093195 |
111 | 1998 | 2002.46689401769 | -4.46689401768937 |
112 | 1999 | 2002.04875338404 | -3.04875338404232 |
113 | 2000 | 2002.9160501132 | -2.91605011320287 |
114 | 2001 | 2001.36383666218 | -0.363836662175561 |
115 | 2002 | 2002.9437560735 | -0.943756073501394 |
116 | 2003 | 2002.29228303564 | 0.707716964356955 |
117 | 2004 | 2002.6602769783 | 1.33972302169639 |
118 | 2005 | 2003.47483577642 | 1.52516422357573 |
119 | 2006 | 2003.38923058156 | 2.61076941843633 |
120 | 2007 | 2004.12958496915 | 2.87041503084784 |
121 | 1998 | 2003.36067232326 | -5.36067232325659 |
122 | 1999 | 2001.21026255733 | -2.21026255732929 |
123 | 2000 | 2002.41540283916 | -2.4154028391628 |
124 | 2001 | 2002.86148694658 | -1.86148694658141 |
125 | 2002 | 2001.58902404275 | 0.41097595724695 |
126 | 2003 | 2002.68764176053 | 0.312358239466415 |
127 | 2004 | 2003.28137146564 | 0.718628534358501 |
128 | 2005 | 2002.29018937759 | 2.70981062240854 |
129 | 2006 | 2003.85398544575 | 2.1460145542478 |
130 | 2007 | 2003.11071194495 | 3.88928805505437 |
131 | 1998 | 2002.84024021641 | -4.84024021640852 |
132 | 1999 | 2001.92711774245 | -2.92711774245394 |
133 | 2000 | 2002.70298008215 | -2.70298008215487 |
134 | 2001 | 2002.13013817601 | -1.13013817600752 |
135 | 2002 | 2003.16098697031 | -1.16098697031378 |
136 | 2003 | 2002.52437638792 | 0.475623612084224 |
137 | 2004 | 2002.22749114379 | 1.77250885621359 |
138 | 2005 | 2002.34852997484 | 2.65147002515779 |
139 | 2006 | 2002.63229961133 | 3.36770038866828 |
140 | 2007 | 2003.17403981484 | 3.82596018516407 |
141 | 1998 | 2003.05321840866 | -5.05321840866303 |
142 | 1999 | 2002.34600367838 | -3.34600367837873 |
143 | 2000 | 2002.47482013036 | -2.47482013035855 |
144 | 2001 | 2002.52329359777 | -1.52329359777465 |
145 | 2002 | 2002.95061273231 | -0.950612732312132 |
146 | 2003 | 2001.46760858911 | 1.53239141089183 |
147 | 2004 | 2002.53450119108 | 1.46549880891567 |
148 | 2005 | 2002.24017447193 | 2.75982552806634 |
149 | 2006 | 2002.76073899447 | 3.23926100552829 |
150 | 2007 | 2002.42787341624 | 4.5721265837575 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.534333459728056 | 0.931333080543889 | 0.465666540271944 |
17 | 0.470921516282824 | 0.941843032565648 | 0.529078483717176 |
18 | 0.570998580014562 | 0.858002839970877 | 0.429001419985438 |
19 | 0.613759042559238 | 0.772481914881525 | 0.386240957440762 |
20 | 0.739386276919303 | 0.521227446161394 | 0.260613723080697 |
21 | 0.698901337983181 | 0.602197324033638 | 0.301098662016819 |
22 | 0.628187800936386 | 0.743624398127227 | 0.371812199063614 |
23 | 0.550876779891928 | 0.898246440216145 | 0.449123220108072 |
24 | 0.503524371401032 | 0.992951257197936 | 0.496475628598968 |
25 | 0.418857476837735 | 0.83771495367547 | 0.581142523162265 |
26 | 0.344117173918604 | 0.688234347837209 | 0.655882826081395 |
27 | 0.323095460366289 | 0.646190920732577 | 0.676904539633711 |
28 | 0.256509648271096 | 0.513019296542193 | 0.743490351728904 |
29 | 0.225181070356517 | 0.450362140713033 | 0.774818929643483 |
30 | 0.219396742534483 | 0.438793485068966 | 0.780603257465517 |
31 | 0.289386796972372 | 0.578773593944744 | 0.710613203027628 |
32 | 0.260033156047866 | 0.520066312095732 | 0.739966843952134 |
33 | 0.214120287872828 | 0.428240575745657 | 0.785879712127172 |
34 | 0.168340685034684 | 0.336681370069368 | 0.831659314965316 |
35 | 0.129054964975723 | 0.258109929951445 | 0.870945035024277 |
36 | 0.106321736035456 | 0.212643472070912 | 0.893678263964544 |
37 | 0.095880434343825 | 0.19176086868765 | 0.904119565656175 |
38 | 0.0744623495059274 | 0.148924699011855 | 0.925537650494073 |
39 | 0.0969621146327751 | 0.19392422926555 | 0.903037885367225 |
40 | 0.133691010564319 | 0.267382021128638 | 0.866308989435681 |
41 | 0.124235699444194 | 0.248471398888387 | 0.875764300555806 |
42 | 0.130595165442968 | 0.261190330885936 | 0.869404834557032 |
43 | 0.146478015709421 | 0.292956031418841 | 0.853521984290579 |
44 | 0.11422581479708 | 0.22845162959416 | 0.88577418520292 |
45 | 0.0882435102339297 | 0.176487020467859 | 0.91175648976607 |
46 | 0.0689585678412823 | 0.137917135682565 | 0.931041432158718 |
47 | 0.0647142744131241 | 0.129428548826248 | 0.935285725586876 |
48 | 0.0709963550750961 | 0.141992710150192 | 0.929003644924904 |
49 | 0.0997443318885057 | 0.199488663777011 | 0.900255668111494 |
50 | 0.143667276741511 | 0.287334553483023 | 0.856332723258489 |
51 | 0.175843314340723 | 0.351686628681446 | 0.824156685659277 |
52 | 0.176312713308976 | 0.352625426617951 | 0.823687286691024 |
53 | 0.147593011830749 | 0.295186023661499 | 0.852406988169251 |
54 | 0.127010602862396 | 0.254021205724792 | 0.872989397137604 |
55 | 0.104554313344189 | 0.209108626688379 | 0.895445686655811 |
56 | 0.0849298553978713 | 0.169859710795743 | 0.915070144602129 |
57 | 0.0822072272795522 | 0.164414454559104 | 0.917792772720448 |
58 | 0.0908047223884016 | 0.181609444776803 | 0.909195277611598 |
59 | 0.0993711384877537 | 0.198742276975507 | 0.900628861512246 |
60 | 0.145666781688224 | 0.291333563376448 | 0.854333218311776 |
61 | 0.145600348829256 | 0.291200697658512 | 0.854399651170744 |
62 | 0.151680585068068 | 0.303361170136137 | 0.848319414931932 |
63 | 0.162288575414902 | 0.324577150829805 | 0.837711424585098 |
64 | 0.136873996857923 | 0.273747993715846 | 0.863126003142077 |
65 | 0.11160643694614 | 0.22321287389228 | 0.88839356305386 |
66 | 0.0966919113426291 | 0.193383822685258 | 0.903308088657371 |
67 | 0.104385954050089 | 0.208771908100178 | 0.895614045949911 |
68 | 0.105324795896987 | 0.210649591793974 | 0.894675204103013 |
69 | 0.113000666670769 | 0.226001333341537 | 0.886999333329231 |
70 | 0.258531210499952 | 0.517062420999904 | 0.741468789500048 |
71 | 0.273934856573042 | 0.547869713146085 | 0.726065143426958 |
72 | 0.250865953435603 | 0.501731906871206 | 0.749134046564397 |
73 | 0.233344542267135 | 0.466689084534269 | 0.766655457732865 |
74 | 0.196885677884672 | 0.393771355769344 | 0.803114322115328 |
75 | 0.165857217629506 | 0.331714435259013 | 0.834142782370494 |
76 | 0.149696566964245 | 0.29939313392849 | 0.850303433035755 |
77 | 0.138360908304954 | 0.276721816609908 | 0.861639091695046 |
78 | 0.125069067208361 | 0.250138134416723 | 0.874930932791639 |
79 | 0.154364793736738 | 0.308729587473477 | 0.845635206263262 |
80 | 0.277790740958971 | 0.555581481917942 | 0.722209259041029 |
81 | 0.374598167938795 | 0.749196335877591 | 0.625401832061204 |
82 | 0.331823186507578 | 0.663646373015156 | 0.668176813492422 |
83 | 0.299918313937876 | 0.599836627875752 | 0.700081686062124 |
84 | 0.259387196787911 | 0.518774393575821 | 0.740612803212089 |
85 | 0.219994987479688 | 0.439989974959377 | 0.780005012520312 |
86 | 0.264811069501354 | 0.529622139002709 | 0.735188930498646 |
87 | 0.227908290238828 | 0.455816580477656 | 0.772091709761172 |
88 | 0.213916215781296 | 0.427832431562592 | 0.786083784218704 |
89 | 0.191337104523156 | 0.382674209046312 | 0.808662895476844 |
90 | 0.200399584647635 | 0.400799169295269 | 0.799600415352365 |
91 | 0.278562153418691 | 0.557124306837382 | 0.721437846581309 |
92 | 0.319927163231592 | 0.639854326463184 | 0.680072836768408 |
93 | 0.33114513526878 | 0.662290270537559 | 0.66885486473122 |
94 | 0.30363580001073 | 0.607271600021461 | 0.69636419998927 |
95 | 0.266116200698832 | 0.532232401397665 | 0.733883799301168 |
96 | 0.225394299614982 | 0.450788599229963 | 0.774605700385018 |
97 | 0.193538313534569 | 0.387076627069138 | 0.806461686465431 |
98 | 0.195922254637659 | 0.391844509275318 | 0.804077745362341 |
99 | 0.232872232208403 | 0.465744464416807 | 0.767127767791597 |
100 | 0.304017122344408 | 0.608034244688816 | 0.695982877655592 |
101 | 0.34936917549883 | 0.698738350997661 | 0.65063082450117 |
102 | 0.322711038948606 | 0.645422077897212 | 0.677288961051394 |
103 | 0.311161598942241 | 0.622323197884481 | 0.688838401057759 |
104 | 0.278898547155185 | 0.55779709431037 | 0.721101452844815 |
105 | 0.234608925638848 | 0.469217851277695 | 0.765391074361152 |
106 | 0.199146463173215 | 0.39829292634643 | 0.800853536826785 |
107 | 0.166668649160627 | 0.333337298321254 | 0.833331350839373 |
108 | 0.16235586210023 | 0.32471172420046 | 0.83764413789977 |
109 | 0.173626643362202 | 0.347253286724405 | 0.826373356637798 |
110 | 0.192585038868813 | 0.385170077737626 | 0.807414961131187 |
111 | 0.3347319741658 | 0.6694639483316 | 0.6652680258342 |
112 | 0.381818317822774 | 0.763636635645547 | 0.618181682177226 |
113 | 0.388143763871743 | 0.776287527743486 | 0.611856236128257 |
114 | 0.328243598290391 | 0.656487196580781 | 0.671756401709609 |
115 | 0.276797895767408 | 0.553595791534816 | 0.723202104232592 |
116 | 0.282082302794504 | 0.564164605589008 | 0.717917697205496 |
117 | 0.231904233899968 | 0.463808467799937 | 0.768095766100032 |
118 | 0.207137188850412 | 0.414274377700825 | 0.792862811149588 |
119 | 0.211533748311952 | 0.423067496623905 | 0.788466251688048 |
120 | 0.17322795928188 | 0.346455918563759 | 0.82677204071812 |
121 | 0.175824404029434 | 0.351648808058868 | 0.824175595970566 |
122 | 0.205590145804698 | 0.411180291609395 | 0.794409854195302 |
123 | 0.292548763290287 | 0.585097526580574 | 0.707451236709713 |
124 | 0.244250209883264 | 0.488500419766529 | 0.755749790116736 |
125 | 0.284706530303201 | 0.569413060606401 | 0.715293469696799 |
126 | 0.403852570426624 | 0.807705140853248 | 0.596147429573376 |
127 | 0.366942041107345 | 0.73388408221469 | 0.633057958892655 |
128 | 0.398910517497248 | 0.797821034994496 | 0.601089482502752 |
129 | 0.318630519637388 | 0.637261039274776 | 0.681369480362612 |
130 | 0.259549519012503 | 0.519099038025007 | 0.740450480987497 |
131 | 0.390469681830517 | 0.780939363661033 | 0.609530318169483 |
132 | 0.832543176248555 | 0.33491364750289 | 0.167456823751445 |
133 | 0.715635174377204 | 0.568729651245592 | 0.284364825622796 |
134 | 0.664595324523799 | 0.670809350952402 | 0.335404675476201 |
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 | 0 | 0 | OK |
10% type I error level | 0 | 0 | OK |