Multiple Linear Regression - Estimated Regression Equation |
intermediair-goederen[t] = + 63.2918547561732 + 0.492112301221743`totale-consumptie`[t] + 0.069106408222602`Duurzame-consumptiegoederen`[t] -0.246532951311145`Niet-duurzame-consumptiegoederen`[t] + 1.81049508054877`invoering-Euro`[t] + 4.20172076779845M1[t] + 2.26857772228726M2[t] + 7.14366835956165M3[t] + 3.63110271774098M4[t] + 2.16895492885366M5[t] + 4.79576035750822M6[t] -1.77454089871045M7[t] -1.66808691604056M8[t] + 4.56736297935084M9[t] + 7.82975549476553M10[t] + 5.91401219955562M11[t] + 0.0521337471754658t + 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) | 63.2918547561732 | 18.809609 | 3.3649 | 0.001308 | 0.000654 |
`totale-consumptie` | 0.492112301221743 | 0.959305 | 0.513 | 0.609754 | 0.304877 |
`Duurzame-consumptiegoederen` | 0.069106408222602 | 0.150071 | 0.4605 | 0.646749 | 0.323375 |
`Niet-duurzame-consumptiegoederen` | -0.246532951311145 | 0.882686 | -0.2793 | 0.780931 | 0.390465 |
`invoering-Euro` | 1.81049508054877 | 2.473339 | 0.732 | 0.46688 | 0.23344 |
M1 | 4.20172076779845 | 3.396405 | 1.2371 | 0.220638 | 0.110319 |
M2 | 2.26857772228726 | 3.448961 | 0.6578 | 0.513091 | 0.256545 |
M3 | 7.14366835956165 | 3.418018 | 2.09 | 0.04066 | 0.02033 |
M4 | 3.63110271774098 | 3.449421 | 1.0527 | 0.296513 | 0.148256 |
M5 | 2.16895492885366 | 3.407965 | 0.6364 | 0.526797 | 0.263399 |
M6 | 4.79576035750822 | 3.401471 | 1.4099 | 0.163485 | 0.081742 |
M7 | -1.77454089871045 | 4.488736 | -0.3953 | 0.693933 | 0.346967 |
M8 | -1.66808691604056 | 4.149851 | -0.402 | 0.689072 | 0.344536 |
M9 | 4.56736297935084 | 3.7672 | 1.2124 | 0.229885 | 0.114943 |
M10 | 7.82975549476553 | 3.760792 | 2.0819 | 0.041416 | 0.020708 |
M11 | 5.91401219955562 | 3.364982 | 1.7575 | 0.083688 | 0.041844 |
t | 0.0521337471754658 | 0.089333 | 0.5836 | 0.56158 | 0.28079 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.741721604215162 |
R-squared | 0.550150938159513 |
Adjusted R-squared | 0.435903557374627 |
F-TEST (value) | 4.81543589340908 |
F-TEST (DF numerator) | 16 |
F-TEST (DF denominator) | 63 |
p-value | 3.02267090046549e-06 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 5.65892758359492 |
Sum Squared Residuals | 2017.47806797140 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 103.1 | 98.5391718189693 | 4.56082818103073 |
2 | 100.6 | 96.718134135355 | 3.88186586464502 |
3 | 103.1 | 104.497520881244 | -1.39752088124411 |
4 | 95.5 | 97.2774322560174 | -1.77743225601737 |
5 | 90.5 | 97.189958874084 | -6.68995887408404 |
6 | 90.9 | 102.312805670147 | -11.4128056701465 |
7 | 88.8 | 89.0945852677263 | -0.294585267726265 |
8 | 90.7 | 91.1212016479903 | -0.421201647990273 |
9 | 94.3 | 101.994369707986 | -7.69436970798589 |
10 | 104.6 | 108.209864390325 | -3.60986439032454 |
11 | 111.1 | 102.771271072904 | 8.3287289270964 |
12 | 110.8 | 94.2736842772531 | 16.5263157227469 |
13 | 107.2 | 100.309867046281 | 6.89013295371897 |
14 | 99 | 98.6971997832338 | 0.302800216766244 |
15 | 99 | 105.765889182835 | -6.76588918283475 |
16 | 91 | 100.926890117607 | -9.92689011760664 |
17 | 96.2 | 99.486699548254 | -3.28669954825395 |
18 | 96.9 | 103.331959329582 | -6.43195932958242 |
19 | 96.2 | 92.1140327271678 | 4.08596727283221 |
20 | 100.1 | 91.637630348097 | 8.46236965190303 |
21 | 99 | 103.69888510378 | -4.69888510378004 |
22 | 115.4 | 109.418790244246 | 5.98120975575422 |
23 | 106.9 | 103.640051563523 | 3.25994843647731 |
24 | 107.1 | 96.4077132694143 | 10.6922867305857 |
25 | 99.3 | 102.601118151118 | -3.30111815111762 |
26 | 99.2 | 99.4810416429704 | -0.281041642970379 |
27 | 108.3 | 106.836273705463 | 1.46372629453747 |
28 | 105.6 | 102.312961462274 | 3.28703853772636 |
29 | 99.5 | 97.9052801612948 | 1.59471983870518 |
30 | 107.4 | 102.84977097925 | 4.55022902074993 |
31 | 93.1 | 93.5698350072495 | -0.469835007249489 |
32 | 88.1 | 92.6182240025408 | -4.51822400254083 |
33 | 110.7 | 107.895815250904 | 2.80418474909566 |
34 | 113.1 | 111.424356927452 | 1.67564307254827 |
35 | 99.6 | 105.513329801018 | -5.91332980101804 |
36 | 93.6 | 101.309009421050 | -7.70900942104974 |
37 | 98.6 | 99.8084863348103 | -1.20848633481026 |
38 | 99.6 | 99.3355509793593 | 0.264449020640698 |
39 | 114.3 | 108.918691947721 | 5.38130805227891 |
40 | 107.8 | 101.75704203677 | 6.04295796322997 |
41 | 101.2 | 99.2300592079688 | 1.96994079203116 |
42 | 112.5 | 108.255970144488 | 4.24402985551156 |
43 | 100.5 | 94.100872160734 | 6.39912783926596 |
44 | 93.9 | 94.8353388603932 | -0.935338860393201 |
45 | 116.2 | 108.456218588404 | 7.74378141159617 |
46 | 112 | 109.63341566004 | 2.36658433995998 |
47 | 106.4 | 106.60905887101 | -0.209058871010030 |
48 | 95.7 | 102.654453665150 | -6.95445366514951 |
49 | 96 | 101.744562934875 | -5.74456293487478 |
50 | 95.8 | 99.3854963310302 | -3.58549633103023 |
51 | 103 | 108.566001150835 | -5.56600115083498 |
52 | 102.2 | 102.611349077943 | -0.411349077942749 |
53 | 98.4 | 100.497503102618 | -2.09750310261814 |
54 | 111.4 | 106.681072819586 | 4.71892718041355 |
55 | 86.6 | 92.239858841648 | -5.63985884164799 |
56 | 91.3 | 95.1246894015325 | -3.82468940153247 |
57 | 107.9 | 108.760322515694 | -0.860322515694005 |
58 | 101.8 | 108.555104907329 | -6.75510490732889 |
59 | 104.4 | 108.174771103752 | -3.77477110375184 |
60 | 93.4 | 100.699461287331 | -7.29946128733058 |
61 | 100.1 | 102.947889582913 | -2.84788958291286 |
62 | 98.5 | 102.067941402434 | -3.56794140243439 |
63 | 112.9 | 111.849102482423 | 1.05089751757684 |
64 | 101.4 | 102.496270890399 | -1.09627089039948 |
65 | 107.1 | 103.90188270561 | 3.19811729438999 |
66 | 110.8 | 108.255757760648 | 2.54424223935164 |
67 | 90.3 | 93.4560294386773 | -3.1560294386773 |
68 | 95.5 | 96.9131036761314 | -1.41310367613142 |
69 | 111.4 | 108.694388833232 | 2.7056111667681 |
70 | 113 | 112.658467870609 | 0.341532129390953 |
71 | 107.5 | 109.191517587794 | -1.69151758779381 |
72 | 95.9 | 101.155678079803 | -5.25567807980271 |
73 | 106.3 | 104.648904131034 | 1.65109586896583 |
74 | 105.2 | 102.214635725617 | 2.98536427438304 |
75 | 117.2 | 111.366520649479 | 5.83347935052061 |
76 | 106.9 | 103.01805415899 | 3.8819458410099 |
77 | 108.2 | 102.888616400170 | 5.3113835998298 |
78 | 110 | 108.212663296298 | 1.78733670370228 |
79 | 96.1 | 97.0247865567971 | -0.92478655679712 |
80 | 100.6 | 97.9498120633148 | 2.65018793668517 |