| Multiple Linear Regression - Estimated Regression Equation |
| y[t] = + 29.3309960681547 + 0.0190513769829433y1[t] + 0.0543223455157287y2[t] + 0.178983788445719y3[t] -0.0339591841183791y4[t] + 0.00494920051812905uitvoer[t] -0.109468457659687ondernemersvertrouwen[t] -0.00165756844252513invoer[t] -2.68869089991944M1[t] + 0.792315193615192M2[t] -18.3121838438258M3[t] + 1.01821395587077M4[t] + 2.14089750440338M5[t] + 7.12195831693119M6[t] -0.0412927194513832M7[t] -4.42967383373736M8[t] -4.17140693402091M9[t] -2.3862059845378M10[t] + 3.62119270753337M11[t] -0.102508756541094t + 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) | 29.3309960681547 | 9.598749 | 3.0557 | 0.003807 | 0.001904 |
| y1 | 0.0190513769829433 | 0.100962 | 0.1887 | 0.851196 | 0.425598 |
| y2 | 0.0543223455157287 | 0.083793 | 0.6483 | 0.520167 | 0.260084 |
| y3 | 0.178983788445719 | 0.086166 | 2.0772 | 0.043654 | 0.021827 |
| y4 | -0.0339591841183791 | 0.090674 | -0.3745 | 0.709816 | 0.354908 |
| uitvoer | 0.00494920051812905 | 0.00102 | 4.8538 | 1.6e-05 | 8e-06 |
| ondernemersvertrouwen | -0.109468457659687 | 0.067112 | -1.6311 | 0.110002 | 0.055001 |
| invoer | -0.00165756844252513 | 0.000801 | -2.0687 | 0.044484 | 0.022242 |
| M1 | -2.68869089991944 | 1.873314 | -1.4353 | 0.158284 | 0.079142 |
| M2 | 0.792315193615192 | 2.108389 | 0.3758 | 0.708878 | 0.354439 |
| M3 | -18.3121838438258 | 1.910392 | -9.5856 | 0 | 0 |
| M4 | 1.01821395587077 | 3.71713 | 0.2739 | 0.785424 | 0.392712 |
| M5 | 2.14089750440338 | 3.115704 | 0.6871 | 0.495606 | 0.247803 |
| M6 | 7.12195831693119 | 2.646913 | 2.6907 | 0.010041 | 0.005021 |
| M7 | -0.0412927194513832 | 2.252253 | -0.0183 | 0.985455 | 0.492728 |
| M8 | -4.42967383373736 | 2.612258 | -1.6957 | 0.097004 | 0.048502 |
| M9 | -4.17140693402091 | 3.36313 | -1.2403 | 0.221425 | 0.110713 |
| M10 | -2.3862059845378 | 3.067236 | -0.778 | 0.440752 | 0.220376 |
| M11 | 3.62119270753337 | 2.40365 | 1.5065 | 0.139075 | 0.069538 |
| t | -0.102508756541094 | 0.025845 | -3.9663 | 0.000265 | 0.000133 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.979407569564116 |
| R-squared | 0.959239187319488 |
| Adjusted R-squared | 0.941637927298357 |
| F-TEST (value) | 54.49832490219 |
| F-TEST (DF numerator) | 19 |
| F-TEST (DF denominator) | 44 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.45407124111589 |
| Sum Squared Residuals | 264.988488884771 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 98.1 | 101.053376683421 | -2.95337668342122 |
| 2 | 113.9 | 110.696296368665 | 3.20370363133496 |
| 3 | 80.9 | 84.274639708616 | -3.37463970861609 |
| 4 | 95.7 | 96.1791698417413 | -0.479169841741336 |
| 5 | 113.2 | 113.938209086353 | -0.738209086352653 |
| 6 | 105.9 | 108.973339143787 | -3.07333914378726 |
| 7 | 108.8 | 108.747074144534 | 0.0529258554661365 |
| 8 | 102.3 | 101.133580544001 | 1.16641945599863 |
| 9 | 99 | 99.2729156795653 | -0.272915679565312 |
| 10 | 100.7 | 103.262216973376 | -2.56221697337623 |
| 11 | 115.5 | 117.490603074855 | -1.99060307485530 |
| 12 | 100.7 | 101.785429915795 | -1.08542991579462 |
| 13 | 109.9 | 107.728931798372 | 2.17106820162784 |
| 14 | 114.6 | 114.205327406793 | 0.394672593207415 |
| 15 | 85.4 | 86.3236629435323 | -0.923662943532304 |
| 16 | 100.5 | 99.6269400905268 | 0.873059909473157 |
| 17 | 114.8 | 113.841726182395 | 0.958273817604575 |
| 18 | 116.5 | 114.786252641759 | 1.71374735824108 |
| 19 | 112.9 | 111.970317980252 | 0.929682019747777 |
| 20 | 102 | 100.254142103958 | 1.74585789604242 |
| 21 | 106 | 104.711347447797 | 1.28865255220274 |
| 22 | 105.3 | 105.105669734125 | 0.194330265875441 |
| 23 | 118.8 | 117.704643093038 | 1.09535690696214 |
| 24 | 106.1 | 107.056143045621 | -0.95614304562059 |
| 25 | 109.3 | 107.756313730023 | 1.54368626997676 |
| 26 | 117.2 | 117.059218651778 | 0.140781348221566 |
| 27 | 92.5 | 90.9501424505017 | 1.54985754949833 |
| 28 | 104.2 | 103.906954916288 | 0.293045083711955 |
| 29 | 112.5 | 113.470401229774 | -0.97040122977434 |
| 30 | 122.4 | 121.336349185140 | 1.06365081486016 |
| 31 | 113.3 | 111.261712057534 | 2.03828794246650 |
| 32 | 100 | 98.455034048103 | 1.54496595189709 |
| 33 | 110.7 | 107.035061756531 | 3.66493824346855 |
| 34 | 112.8 | 109.431741662475 | 3.36825833752521 |
| 35 | 109.8 | 112.936567011979 | -3.13656701197929 |
| 36 | 117.3 | 116.335105235101 | 0.964894764898578 |
| 37 | 109.1 | 110.614333363003 | -1.51433336300331 |
| 38 | 115.9 | 117.770046593989 | -1.87004659398874 |
| 39 | 96 | 98.5561600206925 | -2.55616002069252 |
| 40 | 99.8 | 100.112444377040 | -0.312444377039719 |
| 41 | 116.8 | 117.809098790765 | -1.00909879076508 |
| 42 | 115.7 | 118.305802811152 | -2.60580281115219 |
| 43 | 99.4 | 99.2859780031238 | 0.114021996876163 |
| 44 | 94.3 | 93.9611795496069 | 0.338820450393129 |
| 45 | 91 | 91.272954312284 | -0.272954312284033 |
| 46 | 93.2 | 93.0641278980282 | 0.135872101971792 |
| 47 | 103.1 | 101.442539716013 | 1.65746028398668 |
| 48 | 94.1 | 95.3574182556736 | -1.25741825567361 |
| 49 | 91.8 | 90.7601338544058 | 1.03986614559418 |
| 50 | 102.7 | 101.816641862875 | 0.883358137125183 |
| 51 | 82.6 | 77.7925148037581 | 4.80748519624186 |
| 52 | 89.1 | 87.0227449088026 | 2.07725509119740 |
| 53 | 104.5 | 102.740564710713 | 1.7594352892875 |
| 54 | 105.1 | 102.198256218162 | 2.90174378183820 |
| 55 | 95.1 | 98.2349178145566 | -3.13491781455658 |
| 56 | 88.7 | 93.4960637543313 | -4.79606375433127 |
| 57 | 86.3 | 90.707720803822 | -4.40772080382195 |
| 58 | 91.8 | 92.9362437319962 | -1.13624373199622 |
| 59 | 111.5 | 109.125647104114 | 2.37435289588578 |
| 60 | 99.7 | 97.3659035478098 | 2.33409645219025 |
| 61 | 97.5 | 97.7869105707743 | -0.286910570774256 |
| 62 | 111.7 | 114.452469115900 | -2.75246911590038 |
| 63 | 86.2 | 85.7028800728993 | 0.497119927100712 |
| 64 | 95.4 | 97.8517458656015 | -2.45174586560146 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 23 | 0.0681818823911909 | 0.136363764782382 | 0.93181811760881 |
| 24 | 0.0528686597648673 | 0.105737319529735 | 0.947131340235133 |
| 25 | 0.0273318793539638 | 0.0546637587079275 | 0.972668120646036 |
| 26 | 0.136890647037026 | 0.273781294074052 | 0.863109352962974 |
| 27 | 0.073505731076484 | 0.147011462152968 | 0.926494268923516 |
| 28 | 0.0542173896302575 | 0.108434779260515 | 0.945782610369743 |
| 29 | 0.034155302090372 | 0.068310604180744 | 0.965844697909628 |
| 30 | 0.0187148707648566 | 0.0374297415297132 | 0.981285129235143 |
| 31 | 0.0165884705489999 | 0.0331769410979999 | 0.983411529451 |
| 32 | 0.0095432758983876 | 0.0190865517967752 | 0.990456724101612 |
| 33 | 0.0155632604468650 | 0.0311265208937300 | 0.984436739553135 |
| 34 | 0.0632300424942235 | 0.126460084988447 | 0.936769957505777 |
| 35 | 0.052025863420219 | 0.104051726840438 | 0.94797413657978 |
| 36 | 0.115305052502418 | 0.230610105004835 | 0.884694947497582 |
| 37 | 0.076364377343717 | 0.152728754687434 | 0.923635622656283 |
| 38 | 0.126987214468363 | 0.253974428936727 | 0.873012785531637 |
| 39 | 0.105790400383884 | 0.211580800767767 | 0.894209599616116 |
| 40 | 0.0555215050375201 | 0.111043010075040 | 0.94447849496248 |
| 41 | 0.0278774387751858 | 0.0557548775503715 | 0.972122561224814 |
| 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 | 4 | 0.210526315789474 | NOK |
| 10% type I error level | 7 | 0.368421052631579 | NOK |
