Multiple Linear Regression - Estimated Regression Equation |
Flour_1kg[t] = -0.167816493172611 + 2.32198001276244Speciality_bread_400g[t] -0.983969033102864Speciality_bread_800g[t] + 0.295056935247311Brown_bread_800g[t] + 0.787948084539734Multigrain_bread_800g[t] -0.513591374168463Currant_1kg[t] + 0.123732441849727Roll_1kg[t] -0.377708674631998Rice_tart_1kg[t] -1.39521713151808Mocha_tart[t] + 0.380310602175765Fruit_tart[t] + 0.361470561834852Eclair[t] + 0.0601180354294041Biscuits_1kg[t] -0.105379325590512Penny_wafer_200g[t] + 0.155560824711729Spekulatius_1kg[t] + 0.259238047202366Garibaldi[t] + 0.136472423028192biscuit_1kg[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) | -0.167816493172611 | 0.38666 | -0.434 | 0.66576 | 0.33288 |
Speciality_bread_400g | 2.32198001276244 | 0.585859 | 3.9634 | 0.000191 | 9.6e-05 |
Speciality_bread_800g | -0.983969033102864 | 0.673738 | -1.4605 | 0.149132 | 0.074566 |
Brown_bread_800g | 0.295056935247311 | 0.663896 | 0.4444 | 0.658253 | 0.329126 |
Multigrain_bread_800g | 0.787948084539734 | 0.359554 | 2.1915 | 0.032123 | 0.016062 |
Currant_1kg | -0.513591374168463 | 0.195969 | -2.6208 | 0.010982 | 0.005491 |
Roll_1kg | 0.123732441849727 | 0.105921 | 1.1682 | 0.247144 | 0.123572 |
Rice_tart_1kg | -0.377708674631998 | 0.10712 | -3.526 | 0.000793 | 0.000396 |
Mocha_tart | -1.39521713151808 | 0.4792 | -2.9116 | 0.004968 | 0.002484 |
Fruit_tart | 0.380310602175765 | 0.576972 | 0.6591 | 0.512202 | 0.256101 |
Eclair | 0.361470561834852 | 0.680792 | 0.531 | 0.597316 | 0.298658 |
Biscuits_1kg | 0.0601180354294041 | 0.040108 | 1.4989 | 0.138891 | 0.069446 |
Penny_wafer_200g | -0.105379325590512 | 0.174754 | -0.603 | 0.548663 | 0.274331 |
Spekulatius_1kg | 0.155560824711729 | 0.060846 | 2.5566 | 0.012991 | 0.006495 |
Garibaldi | 0.259238047202366 | 0.144424 | 1.795 | 0.077455 | 0.038727 |
biscuit_1kg | 0.136472423028192 | 0.090197 | 1.5131 | 0.135266 | 0.067633 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.991984278269884 |
R-squared | 0.984032808334623 |
Adjusted R-squared | 0.980231096033343 |
F-TEST (value) | 258.839367724717 |
F-TEST (DF numerator) | 15 |
F-TEST (DF denominator) | 63 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.0229280256592003 |
Sum Squared Residuals | 0.0331187447196235 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0.98 | 0.976430493340544 | 0.00356950665945584 |
2 | 0.98 | 1.00079742295365 | -0.0207974229536531 |
3 | 0.98 | 0.993627294957932 | -0.0136272949579317 |
4 | 0.97 | 1.00294916477408 | -0.0329491647740755 |
5 | 1.04 | 1.0326437100975 | 0.00735628990249682 |
6 | 1.05 | 1.06078704542638 | -0.0107870454263772 |
7 | 1.07 | 1.07896476977959 | -0.00896476977958917 |
8 | 1.06 | 1.05547164667872 | 0.00452835332128086 |
9 | 1.07 | 1.03396869056107 | 0.0360313094389288 |
10 | 1.03 | 1.02492896039993 | 0.00507103960007143 |
11 | 1.02 | 1.0108565990452 | 0.00914340095480161 |
12 | 1.02 | 1.01815364788915 | 0.00184635211085289 |
13 | 1.01 | 0.996457851457979 | 0.0135421485420207 |
14 | 1.01 | 1.00551195735659 | 0.0044880426434056 |
15 | 1 | 0.998252421760435 | 0.0017475782395654 |
16 | 1 | 0.983949966555562 | 0.0160500334444376 |
17 | 1 | 0.98163169335009 | 0.0183683066499101 |
18 | 0.98 | 0.915621907104874 | 0.0643780928951264 |
19 | 0.87 | 0.892997294549152 | -0.0229972945491525 |
20 | 0.82 | 0.842823125352562 | -0.0228231253525625 |
21 | 0.8 | 0.819952973083432 | -0.0199529730834322 |
22 | 0.81 | 0.833220260019581 | -0.0232202600195805 |
23 | 0.81 | 0.810953793983986 | -0.000953793983986082 |
24 | 0.81 | 0.813482310611558 | -0.00348231061155783 |
25 | 0.81 | 0.78568574277157 | 0.0243142572284303 |
26 | 0.81 | 0.769606402031553 | 0.0403935979684476 |
27 | 0.79 | 0.798018151352155 | -0.0080181513521552 |
28 | 0.78 | 0.76578832805347 | 0.0142116719465296 |
29 | 0.78 | 0.788184143715676 | -0.00818414371567587 |
30 | 0.77 | 0.81425217038757 | -0.0442521703875697 |
31 | 0.78 | 0.793090285279052 | -0.0130902852790521 |
32 | 0.77 | 0.786719708430937 | -0.0167197084309368 |
33 | 0.78 | 0.785598730310729 | -0.00559873031072859 |
34 | 0.79 | 0.796435672595028 | -0.00643567259502831 |
35 | 0.79 | 0.786142300324117 | 0.00385769967588307 |
36 | 0.79 | 0.787752135820692 | 0.0022478641793075 |
37 | 0.79 | 0.794003991976535 | -0.00400399197653542 |
38 | 0.79 | 0.789935116073289 | 6.48839267112962e-05 |
39 | 0.8 | 0.786133397685568 | 0.0138666023144323 |
40 | 0.8 | 0.78375339298957 | 0.0162466070104304 |
41 | 0.8 | 0.811326702153558 | -0.0113267021535578 |
42 | 0.8 | 0.805138833510566 | -0.00513883351056582 |
43 | 0.81 | 0.824323083107691 | -0.0143230831076908 |
44 | 0.8 | 0.831748729388519 | -0.0317487293885191 |
45 | 0.82 | 0.827703317994811 | -0.00770331799481057 |
46 | 0.85 | 0.822706090166667 | 0.0272939098333332 |
47 | 0.85 | 0.839300160670962 | 0.0106998393290376 |
48 | 0.86 | 0.825764498930976 | 0.0342355010690243 |
49 | 0.85 | 0.829267782035834 | 0.0207322179641658 |
50 | 0.83 | 0.822737678224443 | 0.00726232177555671 |
51 | 0.81 | 0.816304777349822 | -0.00630477734982227 |
52 | 0.82 | 0.832389559580764 | -0.0123895595807638 |
53 | 0.82 | 0.800978950780424 | 0.0190210492195762 |
54 | 0.78 | 0.777237234871156 | 0.00276276512884362 |
55 | 0.78 | 0.768330468530785 | 0.0116695314692146 |
56 | 0.73 | 0.731239827961827 | -0.00123982796182652 |
57 | 0.68 | 0.712412386954701 | -0.032412386954701 |
58 | 0.65 | 0.722582244666903 | -0.0725822446669027 |
59 | 0.62 | 0.608476558425289 | 0.0115234415747107 |
60 | 0.6 | 0.582031471524304 | 0.017968528475696 |
61 | 0.6 | 0.587943257437057 | 0.0120567425629432 |
62 | 0.59 | 0.627663492213818 | -0.0376634922138183 |
63 | 0.6 | 0.599183039844791 | 0.000816960155208902 |
64 | 0.6 | 0.598407089927241 | 0.00159291007275903 |
65 | 0.6 | 0.568878610233216 | 0.0311213897667838 |
66 | 0.59 | 0.593216509527491 | -0.00321650952749146 |
67 | 0.58 | 0.600980768079189 | -0.0209807680791886 |
68 | 0.56 | 0.537966214369012 | 0.0220337856309876 |
69 | 0.55 | 0.551263982235576 | -0.00126398223557584 |
70 | 0.54 | 0.54214262360008 | -0.00214262360007992 |
71 | 0.55 | 0.549797809317874 | 0.000202190682126423 |
72 | 0.55 | 0.513269756852986 | 0.0367302431470138 |
73 | 0.54 | 0.547687618485163 | -0.00768761848516342 |
74 | 0.54 | 0.549327280807979 | -0.00932728080797943 |
75 | 0.54 | 0.540650637002601 | -0.00065063700260054 |
76 | 0.53 | 0.545480400112639 | -0.0154804001126386 |
77 | 0.53 | 0.53693148761559 | -0.0069314876155896 |
78 | 0.53 | 0.534946851800202 | -0.00494685180020189 |
79 | 0.53 | 0.506727542820439 | 0.023272457179561 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
19 | 0.767774398535833 | 0.464451202928335 | 0.232225601464167 |
20 | 0.797398850867257 | 0.405202298265485 | 0.202601149132743 |
21 | 0.709492016576074 | 0.581015966847851 | 0.290507983423926 |
22 | 0.699190421016735 | 0.601619157966531 | 0.300809578983265 |
23 | 0.674578179216293 | 0.650843641567415 | 0.325421820783707 |
24 | 0.57584474203653 | 0.848310515926941 | 0.42415525796347 |
25 | 0.544820658441991 | 0.910358683116018 | 0.455179341558009 |
26 | 0.583420143179472 | 0.833159713641055 | 0.416579856820528 |
27 | 0.726588509491091 | 0.546822981017819 | 0.273411490508909 |
28 | 0.649248827243332 | 0.701502345513336 | 0.350751172756668 |
29 | 0.761957635568775 | 0.476084728862451 | 0.238042364431225 |
30 | 0.768815087791127 | 0.462369824417745 | 0.231184912208873 |
31 | 0.712618151376551 | 0.574763697246898 | 0.287381848623449 |
32 | 0.645149665577853 | 0.709700668844294 | 0.354850334422147 |
33 | 0.644959105385682 | 0.710081789228636 | 0.355040894614318 |
34 | 0.607147124907348 | 0.785705750185304 | 0.392852875092652 |
35 | 0.620309358235233 | 0.759381283529535 | 0.379690641764767 |
36 | 0.656156710824168 | 0.687686578351664 | 0.343843289175832 |
37 | 0.625553324230129 | 0.748893351539742 | 0.374446675769871 |
38 | 0.667193389953586 | 0.665613220092827 | 0.332806610046414 |
39 | 0.71722036127264 | 0.565559277454719 | 0.28277963872736 |
40 | 0.673969327076049 | 0.652061345847902 | 0.326030672923951 |
41 | 0.636542318726072 | 0.726915362547856 | 0.363457681273928 |
42 | 0.604851495547435 | 0.79029700890513 | 0.395148504452565 |
43 | 0.572131765696511 | 0.855736468606978 | 0.427868234303489 |
44 | 0.705151061238315 | 0.58969787752337 | 0.294848938761685 |
45 | 0.929248218868786 | 0.141503562262427 | 0.0707517811312136 |
46 | 0.949580418686086 | 0.100839162627828 | 0.0504195813139138 |
47 | 0.956780113024601 | 0.086439773950799 | 0.0432198869753995 |
48 | 0.977094841846052 | 0.045810316307895 | 0.0229051581539475 |
49 | 0.985240181931332 | 0.0295196361373355 | 0.0147598180686678 |
50 | 0.984238218228214 | 0.0315235635435713 | 0.0157617817717857 |
51 | 0.987694109462558 | 0.024611781074885 | 0.0123058905374425 |
52 | 0.995426131735871 | 0.00914773652825773 | 0.00457386826412886 |
53 | 0.99050046560287 | 0.0189990687942599 | 0.00949953439712994 |
54 | 0.990486539111983 | 0.0190269217760345 | 0.00951346088801724 |
55 | 0.9906418074904 | 0.0187163850191993 | 0.00935819250959965 |
56 | 0.990135679890008 | 0.0197286402199845 | 0.00986432010999226 |
57 | 0.984752116964513 | 0.030495766070973 | 0.0152478830354865 |
58 | 0.969526922779382 | 0.0609461544412351 | 0.0304730772206176 |
59 | 0.946481631198605 | 0.107036737602789 | 0.0535183688013947 |
60 | 0.944367165537445 | 0.11126566892511 | 0.0556328344625551 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 1 | 0.0238095238095238 | NOK |
5% type I error level | 10 | 0.238095238095238 | NOK |
10% type I error level | 12 | 0.285714285714286 | NOK |