Repository of Reproducible Computations

Multiple Linear Regression - Estimated Regression Equation

Algemeen_indexcijfer[t] = + 5.24052941401015 + 0.325965307070096Voedingsmiddelen_en_dranken[t] + 0.127262119422997Huisv_wat_elektr_gas_ed[t] + 0.195712621991814Vervoer[t] + 0.3023564700636Recreatie_en_cultuur[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)	5.24052941401015	1.010589	5.1856	2e-06	1e-06
Voedingsmiddelen_en_dranken	0.325965307070096	0.014215	22.9314	0	0
Huisv_wat_elektr_gas_ed	0.127262119422997	0.009497	13.4001	0	0
Vervoer	0.195712621991814	0.010174	19.237	0	0
Recreatie_en_cultuur	0.3023564700636	0.018539	16.3093	0	0

Multiple Linear Regression - Regression Statistics
Multiple R	0.999349273275883
R-squared	0.998698969997036
Adjusted R-squared	0.998631384022856
F-TEST (value)	14776.7193136538
F-TEST (DF numerator)	4
F-TEST (DF denominator)	77
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.197034738835453
Sum Squared Residuals	2.98934699971254

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	103.48	103.366319633457	0.11368036654271
2	103.93	104.171721497287	-0.241721497286525
3	103.89	103.837996409565	0.05200359043542
4	104.4	104.333071350305	0.0669286496954208
5	104.79	104.899924970577	-0.109924970577051
6	104.77	104.78238099912	-0.0123809991197342
7	105.13	104.983432853758	0.146567146241618
8	105.26	105.131601496912	0.128398503088412
9	104.96	104.942357941106	0.0176420588937885
10	104.75	104.632227660724	0.117772339276253
11	105.01	104.992879484154	0.0171205158464782
12	105.15	105.170396769719	-0.0203967697185871
13	105.2	105.153097653142	0.0469023468577021
14	105.77	105.966999097871	-0.19699909787091
15	105.78	105.653841824143	0.126158175857373
16	106.26	106.048340221789	0.211659778210708
17	106.13	105.900929309458	0.229070690542041
18	106.12	105.996498754542	0.123501245457929
19	106.57	106.402420901678	0.167579098322109
20	106.44	106.117078511083	0.32292148891709
21	106.54	106.473714094686	0.0662859053137618
22	107.1	107.188094531468	-0.0880945314684471
23	108.1	108.346278352319	-0.246278352319042
24	108.4	108.785730550898	-0.385730550897768
25	108.84	109.138279081272	-0.298279081271744
26	109.62	110.174526279037	-0.554526279036908
27	110.42	110.779989976311	-0.359989976310771
28	110.67	110.760153531652	-0.0901535316519877
29	111.66	112.054686724129	-0.394686724129074
30	112.28	112.581463437209	-0.301463437209371
31	112.87	113.087483105424	-0.217483105424252
32	112.18	112.157433084837	0.0225669151634435
33	112.36	112.466560629572	-0.106560629571573
34	112.16	112.149908557926	0.0100914420742504
35	111.49	111.367352221807	0.122647778193335
36	111.25	111.189922579052	0.0600774209478868
37	111.36	111.217482132817	0.142517867183311
38	111.74	111.938889398414	-0.198889398414437
39	111.1	111.020805546688	0.0791944533123987
40	111.33	111.139902745729	0.190097254270934
41	111.25	111.234536959341	0.01546304065891
42	111.04	111.057486270258	-0.0174862702584169
43	110.97	110.772507345442	0.197492654557786
44	111.31	110.968788663443	0.341211336556543
45	111.02	110.814817385022	0.205182614978342
46	111.07	110.812894680093	0.257105319907244
47	111.36	111.288040965959	0.0719590340406671
48	111.54	111.457793807968	0.0822061920318296
49	112.05	112.116650048567	-0.0666500485670679
50	112.52	113.02496082154	-0.504960821539641
51	112.94	113.160754326217	-0.220754326217389
52	113.33	113.428716660167	-0.0987166601669308
53	113.78	114.12884355298	-0.348843552979966
54	113.77	113.888642162444	-0.118642162443642
55	113.82	113.701264261547	0.118735738452586
56	113.89	113.762535597158	0.12746440284243
57	114.25	114.258386515191	-0.00838651519119547
58	114.41	114.368071167667	0.0419288323326658
59	114.55	114.468754516991	0.081245483009247
60	115	114.749265841173	0.250734158826522
61	115.66	115.746471475638	-0.0864714756376288
62	116.33	116.646033981566	-0.316033981565524
63	116.91	117.04268023255	-0.132680232549663
64	117.2	117.087988598367	0.112011401632554
65	117.59	117.641112950459	-0.0511129504591858
66	117.95	117.951188823524	-0.00118882352371146
67	118.09	117.877556412881	0.212443587119288
68	117.99	117.692084205421	0.297915794579315
69	118.31	118.135191971625	0.174808028374841
70	118.49	118.279299571591	0.210700428408878
71	118.96	118.907567945381	0.0524320546186158
72	119.01	118.897237339566	0.112762660433951
73	119.88	119.648995532841	0.231004467159134
74	120.59	120.796332866293	-0.206332866292751
75	120.85	120.931570569072	-0.0815705690718062
76	120.93	120.831114325363	0.0988856746365965
77	120.89	120.93957446455	-0.0495744645496375
78	120.61	120.668704086991	-0.0587040869911428
79	120.83	120.665756013068	0.164243986932437
80	121.36	121.222269544428	0.137730455571548
81	121.57	121.539330970064	0.0306690299360985
82	121.79	121.806052667959	-0.016052667958921

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
8	0.0247931273121663	0.0495862546243326	0.975206872687834
9	0.0208938887327394	0.0417877774654787	0.979106111267261
10	0.00771677529298405	0.0154335505859681	0.992283224707016
11	0.0024643593932474	0.00492871878649479	0.997535640606753
12	0.000807689700244675	0.00161537940048935	0.999192310299755
13	0.000254280095738088	0.000508560191476177	0.999745719904262
14	6.80516983209037e-05	0.000136103396641807	0.999931948301679
15	0.00469748582886992	0.00939497165773984	0.99530251417113
16	0.00310335856355692	0.00620671712711383	0.996896641436443
17	0.00269496077996843	0.00538992155993687	0.997305039220032
18	0.00134446499484586	0.00268892998969171	0.998655535005154
19	0.000729280896129629	0.00145856179225926	0.99927071910387
20	0.00406023713411633	0.00812047426823267	0.995939762865884
21	0.00381412556803657	0.00762825113607314	0.996185874431963
22	0.00939265714019311	0.0187853142803862	0.990607342859807
23	0.0118913846817745	0.023782769363549	0.988108615318225
24	0.00775603118938627	0.0155120623787725	0.992243968810614
25	0.00497504821322894	0.00995009642645788	0.995024951786771
26	0.00988564714725398	0.019771294294508	0.990114352852746
27	0.031105393269666	0.0622107865393321	0.968894606730334
28	0.0268238331188831	0.0536476662377662	0.973176166881117
29	0.0346803665744949	0.0693607331489898	0.965319633425505
30	0.0652271760584516	0.130454352116903	0.934772823941548
31	0.133947768475885	0.267895536951771	0.866052231524115
32	0.289670916500893	0.579341833001786	0.710329083499107
33	0.420272340421076	0.840544680842152	0.579727659578924
34	0.539550307666454	0.920899384667093	0.460449692333546
35	0.551047988764165	0.897904022471669	0.448952011235835
36	0.503639286983184	0.992721426033632	0.496360713016816
37	0.441255273636809	0.882510547273619	0.558744726363191
38	0.453983948967246	0.907967897934491	0.546016051032754
39	0.435114198614825	0.870228397229649	0.564885801385175
40	0.431876822619075	0.863753645238151	0.568123177380925
41	0.451866322943126	0.903732645886252	0.548133677056874
42	0.458162922873401	0.916325845746802	0.541837077126599
43	0.580122067744458	0.839755864511083	0.419877932255542
44	0.819139687062632	0.361720625874736	0.180860312937368
45	0.89557221608699	0.208855567826021	0.10442778391301
46	0.948602411217745	0.10279517756451	0.0513975887822552
47	0.949348279742133	0.101303440515735	0.0506517202578675
48	0.978620316989522	0.0427593660209551	0.0213796830104775
49	0.968282155022187	0.0634356899556252	0.0317178449778126
50	0.976783325107904	0.0464333497841921	0.023216674892096
51	0.976107343816807	0.0477853123663864	0.0238926561831932
52	0.974183245143949	0.0516335097121016	0.0258167548560508
53	0.9903287684091	0.0193424631817993	0.00967123159089966
54	0.988940797100114	0.0221184057997729	0.0110592028998865
55	0.99030828875299	0.0193834224940192	0.00969171124700962
56	0.992368377364698	0.0152632452706045	0.00763162263530224
57	0.988387350046055	0.023225299907889	0.0116126499539445
58	0.984236518866943	0.0315269622661145	0.0157634811330573
59	0.980093908132194	0.0398121837356117	0.0199060918678058
60	0.992197269962295	0.0156054600754095	0.00780273003770476
61	0.98825262582412	0.0234947483517594	0.0117473741758797
62	0.981745580122305	0.0365088397553891	0.0182544198776946
63	0.971070901636698	0.0578581967266037	0.0289290983633019
64	0.959650066274817	0.0806998674503665	0.0403499337251833
65	0.979014405210053	0.0419711895798949	0.0209855947899474
66	0.990387823864325	0.0192243522713492	0.0096121761356746
67	0.985084624207839	0.0298307515843229	0.0149153757921614
68	0.975717553315515	0.0485648933689702	0.0242824466844851
69	0.959902599737579	0.080194800524842	0.040097400262421
70	0.941184807448311	0.117630385103378	0.058815192551689
71	0.934841173110881	0.130317653778237	0.0651588268891187
72	0.968899221121054	0.0622015577578917	0.0311007788789459
73	0.966549647596881	0.0669007048062385	0.0334503524031192
74	0.905635945045823	0.188728109908354	0.0943640549541768

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	12	0.17910447761194	NOK
5% type I error level	36	0.537313432835821	NOK
10% type I error level	46	0.686567164179104	NOK