Multiple Linear Regression - Estimated Regression Equation |
Algemeen_indexcijfer[t] = + 0.337764533021312 + 0.192250563369489Voedingsmiddelen_en_dranken[t] + 0.0099300309261758Tabak[t] + 0.0604115202169228Kleding_en_schoeisel[t] + 0.156811098924995Huisv_wat_elektr_gas_ed[t] + 0.0731521484372623`Stoff_huish_app_&_ond_won.`[t] + 0.0410610022717327Gezondheidsuitgaven[t] + 0.156327648054968Vervoer[t] + 0.035876932969499Communicatie[t] + 0.123698362375101Recreatie_en_cultuur[t] + 0.00553871537242599Onderwijs[t] + 0.0699583517705823`Hotels_caf\303\251s_en_restaurants`[t] + 0.0716488874370891`Diverse_goederen_&_diensten`[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) | 0.337764533021312 | 0.198227 | 1.7039 | 0.092895 | 0.046447 |
Voedingsmiddelen_en_dranken | 0.192250563369489 | 0.000682 | 281.9801 | 0 | 0 |
Tabak | 0.0099300309261758 | 0.000299 | 33.2658 | 0 | 0 |
Kleding_en_schoeisel | 0.0604115202169228 | 0.001667 | 36.2495 | 0 | 0 |
Huisv_wat_elektr_gas_ed | 0.156811098924995 | 0.000265 | 591.1763 | 0 | 0 |
`Stoff_huish_app_&_ond_won.` | 0.0731521484372623 | 0.001708 | 42.8396 | 0 | 0 |
Gezondheidsuitgaven | 0.0410610022717327 | 0.00132 | 31.1141 | 0 | 0 |
Vervoer | 0.156327648054968 | 0.000246 | 634.3163 | 0 | 0 |
Communicatie | 0.035876932969499 | 0.000599 | 59.9354 | 0 | 0 |
Recreatie_en_cultuur | 0.123698362375101 | 0.000592 | 208.9178 | 0 | 0 |
Onderwijs | 0.00553871537242599 | 0.000468 | 11.8306 | 0 | 0 |
`Hotels_caf\303\251s_en_restaurants` | 0.0699583517705823 | 0.000477 | 146.6147 | 0 | 0 |
`Diverse_goederen_&_diensten` | 0.0716488874370891 | 0.001081 | 66.2811 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.999999826703579 |
R-squared | 0.999999653407189 |
Adjusted R-squared | 0.999999593130178 |
F-TEST (value) | 16590067.1434479 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 69 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.00339726745787399 |
Sum Squared Residuals | 0.000796358406442744 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 103.48 | 103.476206659888 | 0.00379334011226155 |
2 | 103.93 | 103.923856227822 | 0.00614377217756772 |
3 | 103.89 | 103.89209309656 | -0.00209309656019103 |
4 | 104.4 | 104.402598825847 | -0.00259882584685358 |
5 | 104.79 | 104.795769506819 | -0.00576950681919483 |
6 | 104.77 | 104.775256029846 | -0.00525602984619184 |
7 | 105.13 | 105.130698883064 | -0.000698883064323372 |
8 | 105.26 | 105.257791812136 | 0.00220818786370122 |
9 | 104.96 | 104.95970727845 | 0.000292721549869928 |
10 | 104.75 | 104.745812589996 | 0.0041874100038076 |
11 | 105.01 | 105.008398402555 | 0.0016015974450496 |
12 | 105.15 | 105.145415574342 | 0.00458442565840668 |
13 | 105.2 | 105.203362783905 | -0.00336278390533677 |
14 | 105.77 | 105.771768542194 | -0.00176854219361651 |
15 | 105.78 | 105.777083139193 | 0.00291686080651506 |
16 | 106.26 | 106.260473885874 | -0.000473885873688555 |
17 | 106.13 | 106.130537769287 | -0.000537769286719893 |
18 | 106.12 | 106.118326066227 | 0.00167393377287016 |
19 | 106.57 | 106.575531193437 | -0.00553119343727616 |
20 | 106.44 | 106.44024862145 | -0.000248621450222236 |
21 | 106.54 | 106.536722823221 | 0.00327717677904735 |
22 | 107.1 | 107.102411954648 | -0.00241195464827132 |
23 | 108.1 | 108.09704003868 | 0.00295996132000026 |
24 | 108.4 | 108.402352900138 | -0.00235290013846549 |
25 | 108.84 | 108.838692890563 | 0.00130710943733585 |
26 | 109.62 | 109.624068506926 | -0.00406850692646296 |
27 | 110.42 | 110.419947718645 | 5.22813552217733e-05 |
28 | 110.67 | 110.669479924442 | 0.00052007555772871 |
29 | 111.66 | 111.657396273291 | 0.00260372670919007 |
30 | 112.28 | 112.278302817754 | 0.00169718224562022 |
31 | 112.87 | 112.87094345533 | -0.000943455330186333 |
32 | 112.18 | 112.181985471428 | -0.00198547142775624 |
33 | 112.36 | 112.357768195223 | 0.00223180477731527 |
34 | 112.16 | 112.164338453349 | -0.00433845334926191 |
35 | 111.49 | 111.491711548761 | -0.00171154876119671 |
36 | 111.25 | 111.253090108484 | -0.00309010848379109 |
37 | 111.36 | 111.356236898492 | 0.00376310150834937 |
38 | 111.74 | 111.737400049156 | 0.0025999508442347 |
39 | 111.1 | 111.101643390778 | -0.00164339077796024 |
40 | 111.33 | 111.333180210268 | -0.0031802102676319 |
41 | 111.25 | 111.248379680926 | 0.0016203190738799 |
42 | 111.04 | 111.042734061712 | -0.00273406171190956 |
43 | 110.97 | 110.965852991584 | 0.00414700841626783 |
44 | 111.31 | 111.307523679187 | 0.00247632081311657 |
45 | 111.02 | 111.021751841026 | -0.00175184102566956 |
46 | 111.07 | 111.071114879073 | -0.00111487907328266 |
47 | 111.36 | 111.362151554136 | -0.00215155413575424 |
48 | 111.54 | 111.539085959088 | 0.000914040912088759 |
49 | 112.05 | 112.052522270571 | -0.0025222705711642 |
50 | 112.52 | 112.517885714541 | 0.00211428545926935 |
51 | 112.94 | 112.935921294104 | 0.00407870589591717 |
52 | 113.33 | 113.32644830821 | 0.00355169178967565 |
53 | 113.78 | 113.784565996412 | -0.00456599641153118 |
54 | 113.77 | 113.767663470048 | 0.00233652995237057 |
55 | 113.82 | 113.819277218559 | 0.000722781441423565 |
56 | 113.89 | 113.894684710294 | -0.00468471029360415 |
57 | 114.25 | 114.246140085266 | 0.00385991473439954 |
58 | 114.41 | 114.411903005297 | -0.00190300529736069 |
59 | 114.55 | 114.544587587136 | 0.00541241286373532 |
60 | 115 | 115.004037977532 | -0.00403797753238484 |
61 | 115.66 | 115.663315645936 | -0.00331564593633747 |
62 | 116.33 | 116.331608531491 | -0.00160853149091017 |
63 | 116.91 | 116.91066331236 | -0.000663312359691792 |
64 | 117.2 | 117.196269910365 | 0.00373008963525829 |
65 | 117.59 | 117.59354286633 | -0.0035428663301019 |
66 | 117.95 | 117.947203055057 | 0.00279694494331613 |
67 | 118.09 | 118.085885921757 | 0.00411407824344982 |
68 | 117.99 | 117.988016000472 | 0.0019839995281406 |
69 | 118.31 | 118.309347943957 | 0.000652056043343816 |
70 | 118.49 | 118.488453986776 | 0.00154601322393 |
71 | 118.96 | 118.960826045628 | -0.000826045628396793 |
72 | 119.01 | 119.01450644032 | -0.00450644032035097 |
73 | 119.88 | 119.881205971192 | -0.00120597119173962 |
74 | 120.59 | 120.591783938227 | -0.00178393822654237 |
75 | 120.85 | 120.850558120956 | -0.000558120955975707 |
76 | 120.93 | 120.92672425777 | 0.00327574222953511 |
77 | 120.89 | 120.889559811302 | 0.000440188697752413 |
78 | 120.61 | 120.611956402584 | -0.00195640258390775 |
79 | 120.83 | 120.826660582376 | 0.00333941762389136 |
80 | 121.36 | 121.368255429566 | -0.00825542956563806 |
81 | 121.57 | 121.570577069634 | -0.00057706963389908 |
82 | 121.79 | 121.783195952774 | 0.00680404722589689 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.330585229937231 | 0.661170459874463 | 0.669414770062769 |
17 | 0.436479651099172 | 0.872959302198344 | 0.563520348900828 |
18 | 0.316538145131907 | 0.633076290263813 | 0.683461854868093 |
19 | 0.410697645736752 | 0.821395291473505 | 0.589302354263248 |
20 | 0.445263113353519 | 0.890526226707037 | 0.554736886646481 |
21 | 0.576211020854608 | 0.847577958290783 | 0.423788979145392 |
22 | 0.585889409236789 | 0.828221181526421 | 0.414110590763211 |
23 | 0.530628971372167 | 0.938742057255667 | 0.469371028627833 |
24 | 0.568149093532599 | 0.863701812934801 | 0.431850906467401 |
25 | 0.492736817272567 | 0.985473634545133 | 0.507263182727433 |
26 | 0.68047991867979 | 0.639040162640421 | 0.31952008132021 |
27 | 0.613484354191855 | 0.77303129161629 | 0.386515645808145 |
28 | 0.538441656341706 | 0.923116687316587 | 0.461558343658293 |
29 | 0.485037007101118 | 0.970074014202236 | 0.514962992898882 |
30 | 0.479946148831636 | 0.959892297663272 | 0.520053851168364 |
31 | 0.401821378232797 | 0.803642756465595 | 0.598178621767203 |
32 | 0.366384399469592 | 0.732768798939184 | 0.633615600530408 |
33 | 0.371709346570685 | 0.743418693141371 | 0.628290653429315 |
34 | 0.5326938868592 | 0.9346122262816 | 0.4673061131408 |
35 | 0.460849509781415 | 0.92169901956283 | 0.539150490218585 |
36 | 0.477028137887755 | 0.954056275775509 | 0.522971862112245 |
37 | 0.511390592367995 | 0.977218815264011 | 0.488609407632005 |
38 | 0.56389426813247 | 0.87221146373506 | 0.43610573186753 |
39 | 0.517493976606637 | 0.965012046786726 | 0.482506023393363 |
40 | 0.502559410228152 | 0.994881179543697 | 0.497440589771848 |
41 | 0.550281949942038 | 0.899436100115923 | 0.449718050057962 |
42 | 0.541349343367019 | 0.917301313265961 | 0.458650656632981 |
43 | 0.609646909579247 | 0.780706180841507 | 0.390353090420753 |
44 | 0.554532820931721 | 0.890934358136559 | 0.445467179068279 |
45 | 0.494083752906976 | 0.988167505813953 | 0.505916247093024 |
46 | 0.443917070463871 | 0.887834140927742 | 0.556082929536129 |
47 | 0.476309160434268 | 0.952618320868536 | 0.523690839565732 |
48 | 0.45541170631121 | 0.910823412622421 | 0.54458829368879 |
49 | 0.610888335895407 | 0.778223328209186 | 0.389111664104593 |
50 | 0.662193531439912 | 0.675612937120176 | 0.337806468560088 |
51 | 0.638367206194565 | 0.723265587610869 | 0.361632793805435 |
52 | 0.583394363585764 | 0.833211272828472 | 0.416605636414236 |
53 | 0.635789936546452 | 0.728420126907095 | 0.364210063453548 |
54 | 0.570236985694294 | 0.859526028611413 | 0.429763014305706 |
55 | 0.484418889968247 | 0.968837779936494 | 0.515581110031753 |
56 | 0.482443358669858 | 0.964886717339716 | 0.517556641330142 |
57 | 0.452481391288251 | 0.904962782576502 | 0.547518608711749 |
58 | 0.382758451931586 | 0.765516903863171 | 0.617241548068414 |
59 | 0.466706564700634 | 0.933413129401268 | 0.533293435299366 |
60 | 0.427310060545354 | 0.854620121090709 | 0.572689939454646 |
61 | 0.416019520433593 | 0.832039040867187 | 0.583980479566407 |
62 | 0.327506470576787 | 0.655012941153574 | 0.672493529423213 |
63 | 0.315653880467679 | 0.631307760935357 | 0.684346119532321 |
64 | 0.231803735036748 | 0.463607470073497 | 0.768196264963252 |
65 | 0.668573983486018 | 0.662852033027964 | 0.331426016513982 |
66 | 0.582705584965703 | 0.834588830068594 | 0.417294415034297 |
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 | 0 | 0 | OK |