Multiple Linear Regression - Estimated Regression Equation
aardolie[t] = + 108.278024088007 -0.0489860829548119datum[t] + 0.15155523226887steenkool[t] -0.483286934785402uranium[t] + 0.3744493068898metaal[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)108.2780240880073.8718227.965700
datum-0.04898608295481190.049278-0.99410.3236060.161803
steenkool0.151555232268870.3589450.42220.6741550.337078
uranium-0.4832869347854020.366036-1.32030.1910270.095513
metaal0.37444930688980.3336271.12240.2655450.132772


Multiple Linear Regression - Regression Statistics
Multiple R0.263340967723336
R-squared0.0693484652814631
Adjusted R-squared0.016168377583261
F-TEST (value)1.30403066792625
F-TEST (DF numerator)4
F-TEST (DF denominator)70
p-value0.277004869581052
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation8.76790004361176
Sum Squared Residuals5381.32498223369


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1100109.608691551961-9.60869155196107
299111.573069598065-12.5730695980645
3108108.382152646552-0.382152646552184
4103110.792318841898-7.79231884189765
599106.939498575447-7.93949857544693
6115111.9692498289263.0307501710737
790105.807272426349-15.8072724263495
895107.96748339919-12.9674833991899
9114107.7049092943696.29509070563124
10108111.555630241316-3.55563024131584
11112107.1752453456124.82475465438824
12109108.784917775240.215082224760396
13105108.764552930264-3.76455293026358
14105109.402004166301-4.40200416630106
15118108.880168786229.1198312137797
16103107.418820684453-4.41882068445282
17112107.1417217080474.85827829195264
18116107.652580221068.34741977894027
1996107.300483673567-11.3004836735672
20101103.706496177186-2.70649617718623
21116107.5431207577398.45687924226116
22119109.8782893819979.12171061800278
23115108.4544400657736.54555993422672
24108105.4348220369442.56517796305616
25111107.6325317953283.36746820467217
26108104.7161040703743.28389592962558
27121107.67158999010313.3284100098972
28109107.1538418439471.84615815605314
29112109.3411139646712.6588860353286
30119107.20742491030611.7925750896939
31104108.906191277416-4.90619127741552
32105107.061516321193-2.06151632119349
33115108.9170567394026.0829432605985
34124107.10988056872316.890119431277
35116105.39857724445110.6014227555495
36107104.8469890414862.1530109585139
37115105.0011533427389.99884665726183
38116107.7857688449738.21423115502656
39116109.1257423616826.87425763831777
40119110.1432902286298.85670977137093
41111102.446016812958.5539831870505
42118107.30602923384110.6939707661593
43106102.5709387216613.42906127833919
44103108.240750961024-5.24075096102417
45118104.38637060447913.6136293955212
46118105.57478888891912.4252111110813
47102102.715603639923-0.715603639922844
48100103.85608550116-3.85608550115977
4994103.774819451491-9.77481945149114
5094104.838743651546-10.8387436515463
51102104.95175043852-2.95175043851978
5295105.555790122939-10.5557901229386
5392106.350015410075-14.3500154100747
54102106.30624814595-4.30624814594957
5591106.697831393407-15.6978313934069
5689104.767721228438-15.7677212284383
57104108.272614106474-4.2726141064744
58105104.9962619462160.00373805378448367
5999106.288299039721-7.28829903972131
6095103.983311062673-8.98331106267311
6190106.323698505761-16.3236985057612
6296108.591187016403-12.5911870164026
63113107.8219235576475.17807644235306
64101101.854218991712-0.854218991712249
65101107.288600880155-6.2886008801549
66113106.2017020852776.79829791472277
6796103.148243999639-7.14824399963927
6897102.435794511651-5.43579451165139
69114103.91844571306410.0815542869357
70112104.3048101416927.6951898583081
71108106.9946843824261.00531561757397
72107105.2056918120671.79430818793311
73103105.807204352656-2.80720435265553
74107102.3881745076934.61182549230748
75122106.97891652085415.0210834791455


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
80.4551599477974910.9103198955949830.544840052202509
90.3050954117553740.6101908235107490.694904588244626
100.1879629906291290.3759259812582580.812037009370871
110.2253091192530460.4506182385060920.774690880746954
120.2705943334656070.5411886669312150.729405666534393
130.3343386519664930.6686773039329850.665661348033507
140.2933853662467420.5867707324934850.706614633753258
150.3125159301113690.6250318602227380.687484069888631
160.2632805427982330.5265610855964650.736719457201767
170.2112252188667540.4224504377335070.788774781133246
180.1715012055546290.3430024111092590.828498794445371
190.3528016536904720.7056033073809450.647198346309528
200.2965072840074530.5930145680149060.703492715992547
210.2522506272712860.5045012545425720.747749372728714
220.1959255442111680.3918510884223350.804074455788832
230.1435414200287020.2870828400574040.856458579971298
240.1062035436349030.2124070872698070.893796456365097
250.07703663082839580.1540732616567920.922963369171604
260.05247421933961020.104948438679220.94752578066039
270.04596787210014430.09193574420028860.954032127899856
280.03671908054072770.07343816108145530.963280919459272
290.03241846376218320.06483692752436640.967581536237817
300.02595350048987270.05190700097974540.974046499510127
310.05728013570549940.1145602714109990.942719864294501
320.05728202088335430.1145640417667090.942717979116646
330.03958255025739740.07916510051479470.960417449742603
340.05537566164551330.1107513232910270.944624338354487
350.04430000292229250.08860000584458510.955699997077707
360.0342662351426080.06853247028521610.965733764857392
370.0267942043817080.05358840876341610.973205795618292
380.02173909668406850.0434781933681370.978260903315932
390.01829544319792140.03659088639584280.981704556802079
400.02094074052594590.04188148105189190.979059259474054
410.01901421552908420.03802843105816840.980985784470916
420.02396292322337320.04792584644674630.976037076776627
430.02296809520238410.04593619040476820.977031904797616
440.04503104298863990.09006208597727970.95496895701136
450.1112520509406870.2225041018813730.888747949059313
460.3644028432296460.7288056864592920.635597156770354
470.4789331790795030.9578663581590050.521066820920497
480.5920011665738350.8159976668523290.407998833426165
490.6567715740464210.6864568519071580.343228425953579
500.7064833996209990.5870332007580010.293516600379001
510.7202333064272150.5595333871455710.279766693572785
520.7317397349655270.5365205300689450.268260265034473
530.7701995364538030.4596009270923950.229800463546197
540.7818916602560870.4362166794878270.218108339743913
550.7898222242032740.4203555515934510.210177775796726
560.8039158289858240.3921683420283510.196084171014176
570.7551026166954660.4897947666090690.244897383304534
580.7598220944802590.4803558110394820.240177905519741
590.7089399090645770.5821201818708460.291060090935423
600.635772046087450.72845590782510.36422795391255
610.6864164282019840.6271671435960330.313583571798016
620.7229974922299690.5540050155400610.277002507770031
630.7315688768380470.5368622463239070.268431123161953
640.641313015415020.7173739691699610.358686984584981
650.5682351282081410.8635297435837170.431764871791859
660.5829666270998860.8340667458002270.417033372900114
670.4545644539128060.9091289078256120.545435546087194


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level60.1NOK
10% type I error level150.25NOK