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
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)2.535533971995362.105411.20430.2305370.115269
Personenwagens0.2061850905305660.040855.04741e-061e-06
voedingsproducten-0.04400138985595070.097198-0.45270.6514760.325738
meubelen-0.01025474566777360.057543-0.17820.858820.42941
textielartikelen0.1582519254036210.0839821.88440.061620.03081
elektrischetoestellen0.1384409711901910.0580032.38680.0183510.009176
t-0.0009146376529892110.018347-0.04990.9603130.480157


Multiple Linear Regression - Regression Statistics
Multiple R0.706380974914932
R-squared0.498974081721769
Adjusted R-squared0.477190346144455
F-TEST (value)22.9058087833843
F-TEST (DF numerator)6
F-TEST (DF denominator)138
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation7.21514956058637
Sum Squared Residuals7184.05687906491


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1-2.28.54335629274899-10.743356292749
2-1.35.196974167285-6.496974167285
3-6.44.62136142060218-11.0213614206022
434.14581437424166-1.14581437424166
510.14.521550086369525.57844991363048
612.81.8859319828866310.9140680171134
78.22.627608419282335.57239158071767
8-5.40.518366101980574-5.91836610198057
9-9.4-0.246114819373876-9.15388518062612
103.6-0.252368111426093.85236811142609
11-0.4-0.7788658817141720.378865881714172
12-1.8-1.11446607416473-0.68553392583527
13-0.1-5.646702639202885.54670263920288
14-0.9-9.399162634263778.49916263426377
155.2-2.641482616809827.84148261680982
16-1.92.7860345499278-4.6860345499278
17-1.90.861107180747796-2.7611071807478
182.7-3.017465838520725.71746583852072
1962.923014358500573.07698564149943
203-1.578683110096174.57868311009617
216.60.9173278931848565.68267210681514
222.95.1915144785682-2.2915144785682
231.5-1.750358926449343.25035892644934
24-6.5-4.3981430491113-2.1018569508887
25-7.80.35839754423476-8.15839754423476
26-5.40.286126179425953-5.68612617942595
274.11.043678802880833.05632119711917
28-6.1-6.769152068432420.669152068432417
29-19.9-8.68528181155413-11.2147181884459
30-12.9-4.98717013638542-7.91282986361458
31-10.6-7.63727186977406-2.96272813022594
32-5.1-6.628041534012421.52804153401242
333-4.035523221613747.03552322161374
34-9.2-8.95692491103903-0.243075088960974
35-3.3-7.203685959024293.90368595902429
369.2-8.278540075799617.4785400757996
376.3-3.9856560456679610.285656045668
385.8-0.5247538877025746.32475388770257
39-2.2-6.271204299490944.07120429949094
401.8-1.940331271213413.74033127121341
411.61.507756603609470.092243396390526
4243.001127600749350.998872399250647
43-5.32.87367301042902-8.17367301042902
44-7.33.75539120500708-11.0553912050071
45-8.1-0.574285585077334-7.52571441492267
46-12.81.55950345122145-14.3595034512214
472.73.64859639798022-0.948596397980223
485.84.851457003603510.948542996396494
49-0.43.30806559124569-3.70806559124569
507.33.434252082078193.86574791792181
51-1.23.61979249297324-4.81979249297324
524.94.605922873456460.294077126543537
532.7-0.9219915742079633.62199157420796
541.3-0.1870760050285891.48707600502859
556.7-0.3844034124773857.08440341247738
56-0.4-0.7090027950296870.309002795029687
57-8.5-3.14515825307712-5.35484174692288
58-0.91.98045999864767-2.88045999864767
59-5.3-2.03204233882629-3.26795766117371
60-4.7-0.708070996989412-3.99192900301059
614.72.946750860840761.75324913915924
623.21.816727978831451.38327202116855
6313.42.7693168386158710.6306831613841
6411.13.911187040310487.18881295968951
6517.47.0884304955449810.311569504455
665.85.155150906821250.644849093178754
67-0.23.9005131480098-4.1005131480098
6811.23.681837853884897.51816214611511
6917.35.6003602038951511.6996397961049
704.93.208221157926671.69177884207333
717.95.786795165840392.11320483415961
729.27.734555383620841.46544461637916
739.75.418371338875174.28162866112483
744.73.153200012067731.54679998793227
753.53.460366021326790.0396339786732102
76-3.66.78601007939996-10.3860100794
7710.69.921328950573540.678671049426456
786.16.084632499825610.0153675001743902
797.98.75727066165035-0.85727066165035
8011.59.162675032695362.33732496730463
8112.77.820694846529514.87930515347049
8217.88.311602116388269.48839788361174
8314.37.10123615067047.1987638493296
84-2.96.05970073795057-8.95970073795058
852.38.50282580764216-6.20282580764216
86-3.812.6692254674426-16.4692254674426
87-0.95.35988144202776-6.25988144202776
88-3.57.85102811583747-11.3510281158375
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
94-14.12.5684871110064-16.6684871110064
95-27.6-9.69097167924846-17.9090283207515
96-15.6-9.22091894681757-6.37908105318243
97-23.6-15.9520200828283-7.64797991717171
98-15.9-15.91065690878160.0106569087816396
99-18.8-18.6863650489838-0.113634951016173
100-25.4-19.2236832228112-6.1763167771888
101-20-22.05744121124062.0574412112406
102-20.2-17.9686863427672-2.23131365723281
103-9.2-17.41012156152638.21012156152629
104-9.6-11.11246832065931.5124683206593
105-9.6-15.17653738015765.57653738015758
106-16.4-13.3864860184722-3.0135139815278
107-11.4-13.13197586510391.73197586510395
108-17.3-12.9794126319258-4.32058736807423
109-12-9.16502570008625-2.83497429991375
1101.6-5.764809792429077.36480979242907
1118.8-0.4408032120716029.2408032120716
11210.5-2.9681828278549213.4681828278549
1132.20.1427499880626472.05725001193735
1141.4-2.786164469082734.18616446908273
11511.51.0582589942931610.4417410057068
1162.8-0.2887543403201833.08875434032018
1174.30.5672376523700853.73276234762992
118123.832780798440948.16721920155906
11911.40.95437813123507110.4456218687649
1204.9-0.3457688175389755.24576881753898
12110.50.36988163185196610.130118368148
1226.24.541281306058441.65871869394156
12312.62.3009540330183410.2990459669817
12417.42.3967146366806815.0032853633193
1252.48.35953195271287-5.95953195271287
126-83.79847743285175-11.7984774328517
127-11-1.77199367796734-9.22800632203266
1285.9-0.4633553152156626.36335531521566
12912.25.232951177768186.96704882223182
1304.20.05859180041077224.14140819958923
1313.3-1.203914501165764.50391450116576
1321.7-1.749628342067323.44962834206732
133-5.3-3.21650246799374-2.08349753200626
134-8.1-12.3958921258754.29589212587496
135-11.6-3.58981505613447-8.01018494386553
136-21.8-7.01891580143191-14.7810841985681
137-21.4-9.08209505132863-12.3179049486714
138-12.1-12.53725032464450.437250324644547
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
144-13.2-15.32496517722062.1249651772206
145-0.3-13.825200791209613.5252007912096


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.8966802186432660.2066395627134680.103319781356734
110.8728077265790430.2543845468419150.127192273420957
120.8449386508324720.3101226983350550.155061349167528
130.7636069229358690.4727861541282610.236393077064131
140.7212157256953320.5575685486093350.278784274304668
150.6320335006938560.7359329986122890.367966499306144
160.6155709203013490.7688581593973020.384429079698651
170.5371160385885080.9257679228229840.462883961411492
180.4551715710488150.910343142097630.544828428951185
190.3782742248167660.7565484496335320.621725775183234
200.3037235745253810.6074471490507610.696276425474619
210.2414431564740270.4828863129480540.758556843525973
220.1880324086884840.3760648173769680.811967591311516
230.1517080256470140.3034160512940280.848291974352986
240.1125420925765870.2250841851531740.887457907423413
250.1277468054686210.2554936109372430.872253194531379
260.1010369879289270.2020739758578530.898963012071073
270.1137928943800780.2275857887601560.886207105619922
280.09479255400207290.1895851080041460.905207445997927
290.2029833071143320.4059666142286640.797016692885668
300.1956096636367520.3912193272735050.804390336363248
310.1603945512174410.3207891024348810.839605448782559
320.1237766863878120.2475533727756250.876223313612188
330.1613431955346820.3226863910693630.838656804465318
340.1405195310615080.2810390621230150.859480468938492
350.1151608360080730.2303216720161460.884839163991927
360.2243305637393410.4486611274786820.775669436260659
370.2329923947431640.4659847894863270.767007605256836
380.2150503131172360.4301006262344730.784949686882764
390.2496783444097880.4993566888195770.750321655590212
400.2125597864199780.4251195728399560.787440213580022
410.1775050058868550.355010011773710.822494994113145
420.1471256823465170.2942513646930340.852874317653483
430.1338838957550140.2677677915100290.866116104244986
440.1284290958015330.2568581916030660.871570904198467
450.1120867259246160.2241734518492330.887913274075384
460.1285539295734530.2571078591469070.871446070426547
470.128781122897060.257562245794120.87121887710294
480.130173082688250.2603461653765010.86982691731175
490.1130207722091240.2260415444182470.886979227790876
500.1242529171625970.2485058343251950.875747082837403
510.1068465479054090.2136930958108190.893153452094591
520.09717056455299260.1943411291059850.902829435447007
530.08894075302011390.1778815060402280.911059246979886
540.07673962237161340.1534792447432270.923260377628387
550.08509871342852510.170197426857050.914901286571475
560.06854664666703660.1370932933340730.931453353332963
570.06356047991896960.1271209598379390.93643952008103
580.05020307385453160.1004061477090630.949796926145468
590.03992835231984710.07985670463969430.960071647680153
600.03121982991553290.06243965983106580.968780170084467
610.02740593865097920.05481187730195850.972594061349021
620.02127892735898420.04255785471796840.978721072641016
630.0411864679898490.0823729359796980.958813532010151
640.04829112868599950.09658225737199910.951708871314001
650.06924148098191820.1384829619638360.930758519018082
660.05467376479949370.1093475295989870.945326235200506
670.04318537248824090.08637074497648170.956814627511759
680.04858975081309680.09717950162619350.951410249186903
690.07898222976151810.1579644595230360.921017770238482
700.06421933564551830.1284386712910370.935780664354482
710.05069857997480390.1013971599496080.949301420025196
720.03985987853128070.07971975706256150.960140121468719
730.03448041192795790.06896082385591590.965519588072042
740.02655463562230980.05310927124461960.97344536437769
750.01988431236634260.03976862473268520.980115687633657
760.02838172115066450.0567634423013290.971618278849335
770.02193147388495230.04386294776990460.978068526115048
780.01633868822140760.03267737644281520.983661311778592
790.01189696902495040.02379393804990080.98810303097505
800.009224234675813860.01844846935162770.990775765324186
810.008494371263159440.01698874252631890.991505628736841
820.01453989714519150.02907979429038310.985460102854808
830.01745453154801710.03490906309603420.982545468451983
840.01909232285585780.03818464571171560.980907677144142
850.01618942536622810.03237885073245610.983810574633772
860.04207260177505650.08414520355011290.957927398224944
870.03931984591225230.07863969182450460.960680154087748
880.05953755458585430.1190751091717090.940462445414146
890.05576837903865180.1115367580773040.944231620961348
900.04784669471436190.09569338942872390.952153305285638
910.04793227102530680.09586454205061360.952067728974693
920.0506474361240930.1012948722481860.949352563875907
930.051545589353790.103091178707580.94845441064621
940.159185694335050.31837138867010.84081430566495
950.4096606684507360.8193213369014730.590339331549264
960.4351018402325110.8702036804650210.564898159767489
970.4587629677494970.9175259354989940.541237032250503
980.4294442479339730.8588884958679460.570555752066027
990.4122804266729920.8245608533459850.587719573327008
1000.425039900753540.8500798015070810.57496009924646
1010.3826941258506310.7653882517012630.617305874149369
1020.3478664371387340.6957328742774670.652133562861266
1030.3452878199593120.6905756399186250.654712180040688
1040.2953971209016560.5907942418033120.704602879098344
1050.270550646059410.5411012921188210.72944935394059
1060.23624506702330.4724901340465990.7637549329767
1070.1979237315379240.3958474630758470.802076268462076
1080.2702238081259650.540447616251930.729776191874035
1090.2953802285412950.5907604570825890.704619771458705
1100.2730902706179520.5461805412359050.726909729382048
1110.2704173030357930.5408346060715860.729582696964207
1120.3320103652680780.6640207305361550.667989634731922
1130.278598493126620.557196986253240.72140150687338
1140.2386617738116250.4773235476232490.761338226188375
1150.2249306884653260.4498613769306510.775069311534674
1160.2511682498184210.5023364996368410.748831750181579
1170.203602096142260.407204192284520.79639790385774
1180.1725889216800920.3451778433601830.827411078319908
1190.1879308911695990.3758617823391970.812069108830401
1200.1544963789634740.3089927579269490.845503621036526
1210.2509044923149660.5018089846299320.749095507685034
1220.2017453072732490.4034906145464980.798254692726751
1230.1956440313807260.3912880627614520.804355968619274
1240.4013304892667820.8026609785335630.598669510733218
1250.3633595288327920.7267190576655850.636640471167208
1260.3281540422094280.6563080844188550.671845957790572
1270.6904926364473250.6190147271053490.309507363552675
1280.606747877571670.786504244856660.39325212242833
1290.5180728956817130.9638542086365740.481927104318287
1300.4918220241049330.9836440482098650.508177975895067
1310.4341633156205540.8683266312411080.565836684379446
1320.3809231737396240.7618463474792480.619076826260376
1330.7643955023583240.4712089952833520.235604497641676
1340.9847944194592820.03041116108143570.0152055805407178
1350.9491671381723540.1016657236552920.0508328618276461


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level120.0952380952380952NOK
10% type I error level270.214285714285714NOK