Multiple Linear Regression - Estimated Regression Equation |
schoenen[t] = + 2.53553397199536 + 0.206185090530566Personenwagens[t] -0.0440013898559507voedingsproducten[t] -0.0102547456677736meubelen[t] + 0.158251925403621textielartikelen[t] + 0.138440971190191elektrischetoestellen[t] -0.000914637652989211t + 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) | 2.53553397199536 | 2.10541 | 1.2043 | 0.230537 | 0.115269 |
Personenwagens | 0.206185090530566 | 0.04085 | 5.0474 | 1e-06 | 1e-06 |
voedingsproducten | -0.0440013898559507 | 0.097198 | -0.4527 | 0.651476 | 0.325738 |
meubelen | -0.0102547456677736 | 0.057543 | -0.1782 | 0.85882 | 0.42941 |
textielartikelen | 0.158251925403621 | 0.083982 | 1.8844 | 0.06162 | 0.03081 |
elektrischetoestellen | 0.138440971190191 | 0.058003 | 2.3868 | 0.018351 | 0.009176 |
t | -0.000914637652989211 | 0.018347 | -0.0499 | 0.960313 | 0.480157 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.706380974914932 |
R-squared | 0.498974081721769 |
Adjusted R-squared | 0.477190346144455 |
F-TEST (value) | 22.9058087833843 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 138 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 7.21514956058637 |
Sum Squared Residuals | 7184.05687906491 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | -2.2 | 8.54335629274899 | -10.743356292749 |
2 | -1.3 | 5.196974167285 | -6.496974167285 |
3 | -6.4 | 4.62136142060218 | -11.0213614206022 |
4 | 3 | 4.14581437424166 | -1.14581437424166 |
5 | 10.1 | 4.52155008636952 | 5.57844991363048 |
6 | 12.8 | 1.88593198288663 | 10.9140680171134 |
7 | 8.2 | 2.62760841928233 | 5.57239158071767 |
8 | -5.4 | 0.518366101980574 | -5.91836610198057 |
9 | -9.4 | -0.246114819373876 | -9.15388518062612 |
10 | 3.6 | -0.25236811142609 | 3.85236811142609 |
11 | -0.4 | -0.778865881714172 | 0.378865881714172 |
12 | -1.8 | -1.11446607416473 | -0.68553392583527 |
13 | -0.1 | -5.64670263920288 | 5.54670263920288 |
14 | -0.9 | -9.39916263426377 | 8.49916263426377 |
15 | 5.2 | -2.64148261680982 | 7.84148261680982 |
16 | -1.9 | 2.7860345499278 | -4.6860345499278 |
17 | -1.9 | 0.861107180747796 | -2.7611071807478 |
18 | 2.7 | -3.01746583852072 | 5.71746583852072 |
19 | 6 | 2.92301435850057 | 3.07698564149943 |
20 | 3 | -1.57868311009617 | 4.57868311009617 |
21 | 6.6 | 0.917327893184856 | 5.68267210681514 |
22 | 2.9 | 5.1915144785682 | -2.2915144785682 |
23 | 1.5 | -1.75035892644934 | 3.25035892644934 |
24 | -6.5 | -4.3981430491113 | -2.1018569508887 |
25 | -7.8 | 0.35839754423476 | -8.15839754423476 |
26 | -5.4 | 0.286126179425953 | -5.68612617942595 |
27 | 4.1 | 1.04367880288083 | 3.05632119711917 |
28 | -6.1 | -6.76915206843242 | 0.669152068432417 |
29 | -19.9 | -8.68528181155413 | -11.2147181884459 |
30 | -12.9 | -4.98717013638542 | -7.91282986361458 |
31 | -10.6 | -7.63727186977406 | -2.96272813022594 |
32 | -5.1 | -6.62804153401242 | 1.52804153401242 |
33 | 3 | -4.03552322161374 | 7.03552322161374 |
34 | -9.2 | -8.95692491103903 | -0.243075088960974 |
35 | -3.3 | -7.20368595902429 | 3.90368595902429 |
36 | 9.2 | -8.2785400757996 | 17.4785400757996 |
37 | 6.3 | -3.98565604566796 | 10.285656045668 |
38 | 5.8 | -0.524753887702574 | 6.32475388770257 |
39 | -2.2 | -6.27120429949094 | 4.07120429949094 |
40 | 1.8 | -1.94033127121341 | 3.74033127121341 |
41 | 1.6 | 1.50775660360947 | 0.092243396390526 |
42 | 4 | 3.00112760074935 | 0.998872399250647 |
43 | -5.3 | 2.87367301042902 | -8.17367301042902 |
44 | -7.3 | 3.75539120500708 | -11.0553912050071 |
45 | -8.1 | -0.574285585077334 | -7.52571441492267 |
46 | -12.8 | 1.55950345122145 | -14.3595034512214 |
47 | 2.7 | 3.64859639798022 | -0.948596397980223 |
48 | 5.8 | 4.85145700360351 | 0.948542996396494 |
49 | -0.4 | 3.30806559124569 | -3.70806559124569 |
50 | 7.3 | 3.43425208207819 | 3.86574791792181 |
51 | -1.2 | 3.61979249297324 | -4.81979249297324 |
52 | 4.9 | 4.60592287345646 | 0.294077126543537 |
53 | 2.7 | -0.921991574207963 | 3.62199157420796 |
54 | 1.3 | -0.187076005028589 | 1.48707600502859 |
55 | 6.7 | -0.384403412477385 | 7.08440341247738 |
56 | -0.4 | -0.709002795029687 | 0.309002795029687 |
57 | -8.5 | -3.14515825307712 | -5.35484174692288 |
58 | -0.9 | 1.98045999864767 | -2.88045999864767 |
59 | -5.3 | -2.03204233882629 | -3.26795766117371 |
60 | -4.7 | -0.708070996989412 | -3.99192900301059 |
61 | 4.7 | 2.94675086084076 | 1.75324913915924 |
62 | 3.2 | 1.81672797883145 | 1.38327202116855 |
63 | 13.4 | 2.76931683861587 | 10.6306831613841 |
64 | 11.1 | 3.91118704031048 | 7.18881295968951 |
65 | 17.4 | 7.08843049554498 | 10.311569504455 |
66 | 5.8 | 5.15515090682125 | 0.644849093178754 |
67 | -0.2 | 3.9005131480098 | -4.1005131480098 |
68 | 11.2 | 3.68183785388489 | 7.51816214611511 |
69 | 17.3 | 5.60036020389515 | 11.6996397961049 |
70 | 4.9 | 3.20822115792667 | 1.69177884207333 |
71 | 7.9 | 5.78679516584039 | 2.11320483415961 |
72 | 9.2 | 7.73455538362084 | 1.46544461637916 |
73 | 9.7 | 5.41837133887517 | 4.28162866112483 |
74 | 4.7 | 3.15320001206773 | 1.54679998793227 |
75 | 3.5 | 3.46036602132679 | 0.0396339786732102 |
76 | -3.6 | 6.78601007939996 | -10.3860100794 |
77 | 10.6 | 9.92132895057354 | 0.678671049426456 |
78 | 6.1 | 6.08463249982561 | 0.0153675001743902 |
79 | 7.9 | 8.75727066165035 | -0.85727066165035 |
80 | 11.5 | 9.16267503269536 | 2.33732496730463 |
81 | 12.7 | 7.82069484652951 | 4.87930515347049 |
82 | 17.8 | 8.31160211638826 | 9.48839788361174 |
83 | 14.3 | 7.1012361506704 | 7.1987638493296 |
84 | -2.9 | 6.05970073795057 | -8.95970073795058 |
85 | 2.3 | 8.50282580764216 | -6.20282580764216 |
86 | -3.8 | 12.6692254674426 | -16.4692254674426 |
87 | -0.9 | 5.35988144202776 | -6.25988144202776 |
88 | -3.5 | 7.85102811583747 | -11.3510281158375 |
89 | -9.2 | -4.1489044683602 | -5.0510955316398 |
90 | -4.5 | -0.949067660999743 | -3.55093233900026 |
91 | -8 | -0.889225613498192 | -7.11077438650181 |
92 | -10.7 | -2.9131141867994 | -7.7868858132006 |
93 | -10.2 | -4.1362549151182 | -6.0637450848818 |
94 | -14.1 | 2.5684871110064 | -16.6684871110064 |
95 | -27.6 | -9.69097167924846 | -17.9090283207515 |
96 | -15.6 | -9.22091894681757 | -6.37908105318243 |
97 | -23.6 | -15.9520200828283 | -7.64797991717171 |
98 | -15.9 | -15.9106569087816 | 0.0106569087816396 |
99 | -18.8 | -18.6863650489838 | -0.113634951016173 |
100 | -25.4 | -19.2236832228112 | -6.1763167771888 |
101 | -20 | -22.0574412112406 | 2.0574412112406 |
102 | -20.2 | -17.9686863427672 | -2.23131365723281 |
103 | -9.2 | -17.4101215615263 | 8.21012156152629 |
104 | -9.6 | -11.1124683206593 | 1.5124683206593 |
105 | -9.6 | -15.1765373801576 | 5.57653738015758 |
106 | -16.4 | -13.3864860184722 | -3.0135139815278 |
107 | -11.4 | -13.1319758651039 | 1.73197586510395 |
108 | -17.3 | -12.9794126319258 | -4.32058736807423 |
109 | -12 | -9.16502570008625 | -2.83497429991375 |
110 | 1.6 | -5.76480979242907 | 7.36480979242907 |
111 | 8.8 | -0.440803212071602 | 9.2408032120716 |
112 | 10.5 | -2.96818282785492 | 13.4681828278549 |
113 | 2.2 | 0.142749988062647 | 2.05725001193735 |
114 | 1.4 | -2.78616446908273 | 4.18616446908273 |
115 | 11.5 | 1.05825899429316 | 10.4417410057068 |
116 | 2.8 | -0.288754340320183 | 3.08875434032018 |
117 | 4.3 | 0.567237652370085 | 3.73276234762992 |
118 | 12 | 3.83278079844094 | 8.16721920155906 |
119 | 11.4 | 0.954378131235071 | 10.4456218687649 |
120 | 4.9 | -0.345768817538975 | 5.24576881753898 |
121 | 10.5 | 0.369881631851966 | 10.130118368148 |
122 | 6.2 | 4.54128130605844 | 1.65871869394156 |
123 | 12.6 | 2.30095403301834 | 10.2990459669817 |
124 | 17.4 | 2.39671463668068 | 15.0032853633193 |
125 | 2.4 | 8.35953195271287 | -5.95953195271287 |
126 | -8 | 3.79847743285175 | -11.7984774328517 |
127 | -11 | -1.77199367796734 | -9.22800632203266 |
128 | 5.9 | -0.463355315215662 | 6.36335531521566 |
129 | 12.2 | 5.23295117776818 | 6.96704882223182 |
130 | 4.2 | 0.0585918004107722 | 4.14140819958923 |
131 | 3.3 | -1.20391450116576 | 4.50391450116576 |
132 | 1.7 | -1.74962834206732 | 3.44962834206732 |
133 | -5.3 | -3.21650246799374 | -2.08349753200626 |
134 | -8.1 | -12.395892125875 | 4.29589212587496 |
135 | -11.6 | -3.58981505613447 | -8.01018494386553 |
136 | -21.8 | -7.01891580143191 | -14.7810841985681 |
137 | -21.4 | -9.08209505132863 | -12.3179049486714 |
138 | -12.1 | -12.5372503246445 | 0.437250324644547 |
139 | -19 | -10.7891555814671 | -8.21084441853294 |
140 | -12.6 | -2.88274808529164 | -9.71725191470836 |
141 | -17.7 | -12.8748369267306 | -4.82516307326941 |
142 | -13.2 | -9.59301045265154 | -3.60698954734846 |
143 | -14.7 | -12.3638524482407 | -2.33614755175928 |
144 | -13.2 | -15.3249651772206 | 2.1249651772206 |
145 | -0.3 | -13.8252007912096 | 13.5252007912096 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.896680218643266 | 0.206639562713468 | 0.103319781356734 |
11 | 0.872807726579043 | 0.254384546841915 | 0.127192273420957 |
12 | 0.844938650832472 | 0.310122698335055 | 0.155061349167528 |
13 | 0.763606922935869 | 0.472786154128261 | 0.236393077064131 |
14 | 0.721215725695332 | 0.557568548609335 | 0.278784274304668 |
15 | 0.632033500693856 | 0.735932998612289 | 0.367966499306144 |
16 | 0.615570920301349 | 0.768858159397302 | 0.384429079698651 |
17 | 0.537116038588508 | 0.925767922822984 | 0.462883961411492 |
18 | 0.455171571048815 | 0.91034314209763 | 0.544828428951185 |
19 | 0.378274224816766 | 0.756548449633532 | 0.621725775183234 |
20 | 0.303723574525381 | 0.607447149050761 | 0.696276425474619 |
21 | 0.241443156474027 | 0.482886312948054 | 0.758556843525973 |
22 | 0.188032408688484 | 0.376064817376968 | 0.811967591311516 |
23 | 0.151708025647014 | 0.303416051294028 | 0.848291974352986 |
24 | 0.112542092576587 | 0.225084185153174 | 0.887457907423413 |
25 | 0.127746805468621 | 0.255493610937243 | 0.872253194531379 |
26 | 0.101036987928927 | 0.202073975857853 | 0.898963012071073 |
27 | 0.113792894380078 | 0.227585788760156 | 0.886207105619922 |
28 | 0.0947925540020729 | 0.189585108004146 | 0.905207445997927 |
29 | 0.202983307114332 | 0.405966614228664 | 0.797016692885668 |
30 | 0.195609663636752 | 0.391219327273505 | 0.804390336363248 |
31 | 0.160394551217441 | 0.320789102434881 | 0.839605448782559 |
32 | 0.123776686387812 | 0.247553372775625 | 0.876223313612188 |
33 | 0.161343195534682 | 0.322686391069363 | 0.838656804465318 |
34 | 0.140519531061508 | 0.281039062123015 | 0.859480468938492 |
35 | 0.115160836008073 | 0.230321672016146 | 0.884839163991927 |
36 | 0.224330563739341 | 0.448661127478682 | 0.775669436260659 |
37 | 0.232992394743164 | 0.465984789486327 | 0.767007605256836 |
38 | 0.215050313117236 | 0.430100626234473 | 0.784949686882764 |
39 | 0.249678344409788 | 0.499356688819577 | 0.750321655590212 |
40 | 0.212559786419978 | 0.425119572839956 | 0.787440213580022 |
41 | 0.177505005886855 | 0.35501001177371 | 0.822494994113145 |
42 | 0.147125682346517 | 0.294251364693034 | 0.852874317653483 |
43 | 0.133883895755014 | 0.267767791510029 | 0.866116104244986 |
44 | 0.128429095801533 | 0.256858191603066 | 0.871570904198467 |
45 | 0.112086725924616 | 0.224173451849233 | 0.887913274075384 |
46 | 0.128553929573453 | 0.257107859146907 | 0.871446070426547 |
47 | 0.12878112289706 | 0.25756224579412 | 0.87121887710294 |
48 | 0.13017308268825 | 0.260346165376501 | 0.86982691731175 |
49 | 0.113020772209124 | 0.226041544418247 | 0.886979227790876 |
50 | 0.124252917162597 | 0.248505834325195 | 0.875747082837403 |
51 | 0.106846547905409 | 0.213693095810819 | 0.893153452094591 |
52 | 0.0971705645529926 | 0.194341129105985 | 0.902829435447007 |
53 | 0.0889407530201139 | 0.177881506040228 | 0.911059246979886 |
54 | 0.0767396223716134 | 0.153479244743227 | 0.923260377628387 |
55 | 0.0850987134285251 | 0.17019742685705 | 0.914901286571475 |
56 | 0.0685466466670366 | 0.137093293334073 | 0.931453353332963 |
57 | 0.0635604799189696 | 0.127120959837939 | 0.93643952008103 |
58 | 0.0502030738545316 | 0.100406147709063 | 0.949796926145468 |
59 | 0.0399283523198471 | 0.0798567046396943 | 0.960071647680153 |
60 | 0.0312198299155329 | 0.0624396598310658 | 0.968780170084467 |
61 | 0.0274059386509792 | 0.0548118773019585 | 0.972594061349021 |
62 | 0.0212789273589842 | 0.0425578547179684 | 0.978721072641016 |
63 | 0.041186467989849 | 0.082372935979698 | 0.958813532010151 |
64 | 0.0482911286859995 | 0.0965822573719991 | 0.951708871314001 |
65 | 0.0692414809819182 | 0.138482961963836 | 0.930758519018082 |
66 | 0.0546737647994937 | 0.109347529598987 | 0.945326235200506 |
67 | 0.0431853724882409 | 0.0863707449764817 | 0.956814627511759 |
68 | 0.0485897508130968 | 0.0971795016261935 | 0.951410249186903 |
69 | 0.0789822297615181 | 0.157964459523036 | 0.921017770238482 |
70 | 0.0642193356455183 | 0.128438671291037 | 0.935780664354482 |
71 | 0.0506985799748039 | 0.101397159949608 | 0.949301420025196 |
72 | 0.0398598785312807 | 0.0797197570625615 | 0.960140121468719 |
73 | 0.0344804119279579 | 0.0689608238559159 | 0.965519588072042 |
74 | 0.0265546356223098 | 0.0531092712446196 | 0.97344536437769 |
75 | 0.0198843123663426 | 0.0397686247326852 | 0.980115687633657 |
76 | 0.0283817211506645 | 0.056763442301329 | 0.971618278849335 |
77 | 0.0219314738849523 | 0.0438629477699046 | 0.978068526115048 |
78 | 0.0163386882214076 | 0.0326773764428152 | 0.983661311778592 |
79 | 0.0118969690249504 | 0.0237939380499008 | 0.98810303097505 |
80 | 0.00922423467581386 | 0.0184484693516277 | 0.990775765324186 |
81 | 0.00849437126315944 | 0.0169887425263189 | 0.991505628736841 |
82 | 0.0145398971451915 | 0.0290797942903831 | 0.985460102854808 |
83 | 0.0174545315480171 | 0.0349090630960342 | 0.982545468451983 |
84 | 0.0190923228558578 | 0.0381846457117156 | 0.980907677144142 |
85 | 0.0161894253662281 | 0.0323788507324561 | 0.983810574633772 |
86 | 0.0420726017750565 | 0.0841452035501129 | 0.957927398224944 |
87 | 0.0393198459122523 | 0.0786396918245046 | 0.960680154087748 |
88 | 0.0595375545858543 | 0.119075109171709 | 0.940462445414146 |
89 | 0.0557683790386518 | 0.111536758077304 | 0.944231620961348 |
90 | 0.0478466947143619 | 0.0956933894287239 | 0.952153305285638 |
91 | 0.0479322710253068 | 0.0958645420506136 | 0.952067728974693 |
92 | 0.050647436124093 | 0.101294872248186 | 0.949352563875907 |
93 | 0.05154558935379 | 0.10309117870758 | 0.94845441064621 |
94 | 0.15918569433505 | 0.3183713886701 | 0.84081430566495 |
95 | 0.409660668450736 | 0.819321336901473 | 0.590339331549264 |
96 | 0.435101840232511 | 0.870203680465021 | 0.564898159767489 |
97 | 0.458762967749497 | 0.917525935498994 | 0.541237032250503 |
98 | 0.429444247933973 | 0.858888495867946 | 0.570555752066027 |
99 | 0.412280426672992 | 0.824560853345985 | 0.587719573327008 |
100 | 0.42503990075354 | 0.850079801507081 | 0.57496009924646 |
101 | 0.382694125850631 | 0.765388251701263 | 0.617305874149369 |
102 | 0.347866437138734 | 0.695732874277467 | 0.652133562861266 |
103 | 0.345287819959312 | 0.690575639918625 | 0.654712180040688 |
104 | 0.295397120901656 | 0.590794241803312 | 0.704602879098344 |
105 | 0.27055064605941 | 0.541101292118821 | 0.72944935394059 |
106 | 0.2362450670233 | 0.472490134046599 | 0.7637549329767 |
107 | 0.197923731537924 | 0.395847463075847 | 0.802076268462076 |
108 | 0.270223808125965 | 0.54044761625193 | 0.729776191874035 |
109 | 0.295380228541295 | 0.590760457082589 | 0.704619771458705 |
110 | 0.273090270617952 | 0.546180541235905 | 0.726909729382048 |
111 | 0.270417303035793 | 0.540834606071586 | 0.729582696964207 |
112 | 0.332010365268078 | 0.664020730536155 | 0.667989634731922 |
113 | 0.27859849312662 | 0.55719698625324 | 0.72140150687338 |
114 | 0.238661773811625 | 0.477323547623249 | 0.761338226188375 |
115 | 0.224930688465326 | 0.449861376930651 | 0.775069311534674 |
116 | 0.251168249818421 | 0.502336499636841 | 0.748831750181579 |
117 | 0.20360209614226 | 0.40720419228452 | 0.79639790385774 |
118 | 0.172588921680092 | 0.345177843360183 | 0.827411078319908 |
119 | 0.187930891169599 | 0.375861782339197 | 0.812069108830401 |
120 | 0.154496378963474 | 0.308992757926949 | 0.845503621036526 |
121 | 0.250904492314966 | 0.501808984629932 | 0.749095507685034 |
122 | 0.201745307273249 | 0.403490614546498 | 0.798254692726751 |
123 | 0.195644031380726 | 0.391288062761452 | 0.804355968619274 |
124 | 0.401330489266782 | 0.802660978533563 | 0.598669510733218 |
125 | 0.363359528832792 | 0.726719057665585 | 0.636640471167208 |
126 | 0.328154042209428 | 0.656308084418855 | 0.671845957790572 |
127 | 0.690492636447325 | 0.619014727105349 | 0.309507363552675 |
128 | 0.60674787757167 | 0.78650424485666 | 0.39325212242833 |
129 | 0.518072895681713 | 0.963854208636574 | 0.481927104318287 |
130 | 0.491822024104933 | 0.983644048209865 | 0.508177975895067 |
131 | 0.434163315620554 | 0.868326631241108 | 0.565836684379446 |
132 | 0.380923173739624 | 0.761846347479248 | 0.619076826260376 |
133 | 0.764395502358324 | 0.471208995283352 | 0.235604497641676 |
134 | 0.984794419459282 | 0.0304111610814357 | 0.0152055805407178 |
135 | 0.949167138172354 | 0.101665723655292 | 0.0508328618276461 |
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 | 12 | 0.0952380952380952 | NOK |
10% type I error level | 27 | 0.214285714285714 | NOK |