| Multiple Linear Regression - Estimated Regression Equation |
| Metaal [t] = -0.57169233750761 + 0.0657557291538171Steenkool[t] + 0.0478772383029002Aardolie[t] + 0.0100858150957654Uranium[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) | -0.57169233750761 | 4.559838 | -0.1254 | 0.900581 | 0.45029 |
| Steenkool | 0.0657557291538171 | 0.120727 | 0.5447 | 0.587692 | 0.293846 |
| Aardolie | 0.0478772383029002 | 0.041463 | 1.1547 | 0.252082 | 0.126041 |
| Uranium | 0.0100858150957654 | 0.130658 | 0.0772 | 0.938688 | 0.469344 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.157646879615785 |
| R-squared | 0.0248525386525937 |
| Adjusted R-squared | -0.0163508752071557 |
| F-TEST (value) | 0.603166978765112 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 71 |
| p-value | 0.615084981117305 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 3.09161660911552 |
| Sum Squared Residuals | 678.624621300887 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 9 | 4.67108075827991 | 4.32891924172009 |
| 2 | 8 | 4.7801274470554 | 3.2198725529446 |
| 3 | 3 | 5.0996827636654 | -2.09968276366539 |
| 4 | 4 | 4.88570904092165 | -0.885709040921649 |
| 5 | 7 | 4.31459650439945 | 2.68540349560055 |
| 6 | 7 | 5.52599162971027 | 1.47400837028973 |
| 7 | 1 | 4.40974719290389 | -3.40974719290389 |
| 8 | 9 | 4.52770774120652 | 4.47229225879348 |
| 9 | 4 | 5.05816754771371 | -1.05816754771371 |
| 10 | 9 | 5.2110225917815 | 3.7889774082185 |
| 11 | 3 | 5.37711907622234 | -2.37711907622234 |
| 12 | 3 | 4.85427964006573 | -1.85427964006573 |
| 13 | 3 | 4.45541768429691 | -1.45541768429691 |
| 14 | 2 | 4.91570778837363 | -2.91570778837363 |
| 15 | 8 | 5.45702950348253 | 2.54297049651747 |
| 16 | 6 | 4.89055401743819 | 1.10944598256181 |
| 17 | 2 | 5.43278899028039 | -3.43278899028039 |
| 18 | 6 | 5.43711657112631 | 0.56288342887369 |
| 19 | 6 | 4.34806034676067 | 1.65193965323933 |
| 20 | 0 | 4.68345971271629 | -4.68345971271629 |
| 21 | 4 | 5.55854221433818 | -1.55854221433818 |
| 22 | 9 | 5.4847351115939 | 3.5152648884061 |
| 23 | 5 | 5.56633489009333 | -0.566334890093331 |
| 24 | 2 | 4.64947847468444 | -2.64947847468444 |
| 25 | 8 | 4.79311018959314 | 3.20688981040686 |
| 26 | 3 | 4.87700310743319 | -1.87700310743319 |
| 27 | 9 | 5.82818585113998 | 3.17181414886002 |
| 28 | 8 | 4.77319725723692 | 3.22680274276308 |
| 29 | 8 | 5.0079971700702 | 2.9920028299298 |
| 30 | 8 | 5.31772536941974 | 2.68227463058026 |
| 31 | 5 | 4.74640490685886 | 0.253595093141137 |
| 32 | 4 | 4.61718658789184 | -0.617186587891843 |
| 33 | 4 | 5.262968713095 | -1.262968713095 |
| 34 | 1 | 5.63819394376305 | -4.63819394376305 |
| 35 | 6 | 5.26002101385639 | 0.73997898614361 |
| 36 | 2 | 4.60160123638154 | -2.60160123638154 |
| 37 | 1 | 5.45499506197723 | -4.45499506197723 |
| 38 | 3 | 5.52828476905088 | -2.52828476905088 |
| 39 | 8 | 5.53837058414665 | 2.46162941585335 |
| 40 | 9 | 5.32296620799897 | 3.67703379200103 |
| 41 | 1 | 4.89920917913002 | -3.89920917913002 |
| 42 | 7 | 5.73013823519356 | 1.26986176480644 |
| 43 | 2 | 4.5940672584617 | -2.5940672584617 |
| 44 | 5 | 4.90588067111318 | 0.0941193288868201 |
| 45 | 0 | 5.66438250603974 | -5.66438250603974 |
| 46 | 5 | 5.60871259198169 | -0.608712591981693 |
| 47 | 0 | 4.6554954067696 | -4.6554954067696 |
| 48 | 1 | 4.47381357081845 | -3.47381357081845 |
| 49 | 6 | 4.0195403988269 | 1.9804596011731 |
| 50 | 3 | 4.11070859675147 | -1.11070859675147 |
| 51 | 9 | 4.46831403440392 | 4.53168596559608 |
| 52 | 3 | 4.07265847570902 | -1.07265847570902 |
| 53 | 5 | 4.40948849506857 | 0.590511504931426 |
| 54 | 8 | 4.84267677913529 | 3.15732322086471 |
| 55 | 7 | 4.23009979845804 | 2.76990020154196 |
| 56 | 4 | 3.80556667608315 | 0.194433323916847 |
| 57 | 8 | 4.75649072195463 | 3.24350927804537 |
| 58 | 1 | 4.54134504364226 | -3.54134504364226 |
| 59 | 2 | 4.23390998363333 | -2.23390998363333 |
| 60 | 0 | 4.48736448082346 | -4.48736448082346 |
| 61 | 8 | 3.98495537269369 | 4.01504462730631 |
| 62 | 7 | 4.56065418789711 | 2.43934581210289 |
| 63 | 5 | 5.1672142364892 | -0.1672142364892 |
| 64 | 0 | 4.81497117102392 | -4.81497117102392 |
| 65 | 9 | 4.63303063723746 | 4.36696936276254 |
| 66 | 8 | 5.35924058537143 | 2.64075941462857 |
| 67 | 2 | 4.21654888845304 | -2.21654888845304 |
| 68 | 2 | 4.4161092152551 | -2.4161092152551 |
| 69 | 9 | 4.9770851648849 | 4.0229148351151 |
| 70 | 5 | 4.84098742789604 | 0.159012572103959 |
| 71 | 9 | 4.96817130535776 | 4.03182869464224 |
| 72 | 0 | 4.74843934836416 | -4.74843934836416 |
| 73 | 9 | 4.47584801232376 | 4.52415198767624 |
| 74 | 0 | 4.66735696553536 | -4.66735696553536 |
| 75 | 9 | 5.49685536819496 | 3.50314463180504 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.727995383663072 | 0.544009232673855 | 0.272004616336928 |
| 8 | 0.778981025791999 | 0.442037948416002 | 0.221018974208001 |
| 9 | 0.741395442199968 | 0.517209115600065 | 0.258604557800032 |
| 10 | 0.729254868126234 | 0.541490263747532 | 0.270745131873766 |
| 11 | 0.681930158869476 | 0.636139682261049 | 0.318069841130525 |
| 12 | 0.652760640991242 | 0.694478718017516 | 0.347239359008758 |
| 13 | 0.575339748646869 | 0.849320502706263 | 0.424660251353131 |
| 14 | 0.556732143489844 | 0.886535713020311 | 0.443267856510156 |
| 15 | 0.504712731660466 | 0.990574536679068 | 0.495287268339534 |
| 16 | 0.414923777239635 | 0.829847554479271 | 0.585076222760365 |
| 17 | 0.464586432872384 | 0.929172865744768 | 0.535413567127616 |
| 18 | 0.378897463359741 | 0.757794926719482 | 0.621102536640259 |
| 19 | 0.307606397526816 | 0.615212795053632 | 0.692393602473184 |
| 20 | 0.45927675992725 | 0.918553519854501 | 0.54072324007275 |
| 21 | 0.39204511460803 | 0.784090229216061 | 0.60795488539197 |
| 22 | 0.421942710474292 | 0.843885420948583 | 0.578057289525708 |
| 23 | 0.348168876468522 | 0.696337752937044 | 0.651831123531478 |
| 24 | 0.32772814415479 | 0.655456288309581 | 0.67227185584521 |
| 25 | 0.329919125484425 | 0.659838250968849 | 0.670080874515576 |
| 26 | 0.289825523542403 | 0.579651047084807 | 0.710174476457597 |
| 27 | 0.285764054987348 | 0.571528109974696 | 0.714235945012652 |
| 28 | 0.280879950941452 | 0.561759901882904 | 0.719120049058548 |
| 29 | 0.268532546161688 | 0.537065092323376 | 0.731467453838312 |
| 30 | 0.241865911379946 | 0.483731822759892 | 0.758134088620054 |
| 31 | 0.189315892650376 | 0.378631785300752 | 0.810684107349624 |
| 32 | 0.147823347142367 | 0.295646694284733 | 0.852176652857633 |
| 33 | 0.117285271470635 | 0.234570542941271 | 0.882714728529365 |
| 34 | 0.170165889056758 | 0.340331778113515 | 0.829834110943242 |
| 35 | 0.131712236757876 | 0.263424473515751 | 0.868287763242124 |
| 36 | 0.124065290662452 | 0.248130581324903 | 0.875934709337548 |
| 37 | 0.166072112976714 | 0.332144225953427 | 0.833927887023286 |
| 38 | 0.150830196470006 | 0.301660392940012 | 0.849169803529994 |
| 39 | 0.135556809336894 | 0.271113618673789 | 0.864443190663106 |
| 40 | 0.14886145098472 | 0.297722901969441 | 0.85113854901528 |
| 41 | 0.170907287142869 | 0.341814574285738 | 0.829092712857131 |
| 42 | 0.136439188460795 | 0.272878376921589 | 0.863560811539205 |
| 43 | 0.123968090332863 | 0.247936180665726 | 0.876031909667137 |
| 44 | 0.0918435847452145 | 0.183687169490429 | 0.908156415254785 |
| 45 | 0.175470881022432 | 0.350941762044863 | 0.824529118977568 |
| 46 | 0.142503942881775 | 0.285007885763551 | 0.857496057118225 |
| 47 | 0.211770678754919 | 0.423541357509838 | 0.788229321245081 |
| 48 | 0.230775529366348 | 0.461551058732695 | 0.769224470633652 |
| 49 | 0.197825395185772 | 0.395650790371543 | 0.802174604814228 |
| 50 | 0.154479097938503 | 0.308958195877007 | 0.845520902061497 |
| 51 | 0.187230658870266 | 0.374461317740532 | 0.812769341129734 |
| 52 | 0.143026439156639 | 0.286052878313279 | 0.856973560843361 |
| 53 | 0.104883870921825 | 0.20976774184365 | 0.895116129078175 |
| 54 | 0.0917762158149097 | 0.183552431629819 | 0.90822378418509 |
| 55 | 0.0844758113452647 | 0.168951622690529 | 0.915524188654735 |
| 56 | 0.0615214096483885 | 0.123042819296777 | 0.938478590351612 |
| 57 | 0.0584738207572202 | 0.11694764151444 | 0.94152617924278 |
| 58 | 0.0595030225854801 | 0.11900604517096 | 0.94049697741452 |
| 59 | 0.0455620832789482 | 0.0911241665578964 | 0.954437916721052 |
| 60 | 0.0590591037878931 | 0.118118207575786 | 0.940940896212107 |
| 61 | 0.0883556542307845 | 0.176711308461569 | 0.911644345769215 |
| 62 | 0.0917121744636379 | 0.183424348927276 | 0.908287825536362 |
| 63 | 0.0593398015828477 | 0.118679603165695 | 0.940660198417152 |
| 64 | 0.141156358082613 | 0.282312716165226 | 0.858843641917387 |
| 65 | 0.221168342696879 | 0.442336685393759 | 0.778831657303121 |
| 66 | 0.157134616023413 | 0.314269232046826 | 0.842865383976587 |
| 67 | 0.0926616096905591 | 0.185323219381118 | 0.907338390309441 |
| 68 | 0.131635240780521 | 0.263270481561042 | 0.868364759219479 |
| 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 | 1 | 0.0161290322580645 | OK |
