| Multiple Linear Regression - Estimated Regression Equation |
| Consumptiegoederen[t] = + 89.0024026280987 + 0.291830859689179`Investeringsgoederen `[t] -2.15683048862524M1[t] -5.79469087937866M2[t] -5.23731636662177M3[t] -11.3293401401814M4[t] -14.6969565430642M5[t] -6.387016138122M6[t] -14.6407313147899M7[t] -15.1984553178465M8[t] -8.72453794292267M9[t] -13.3110448309259M10[t] -7.9993386912588M11[t] + 0.081532728934197t + 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) | 89.0024026280987 | 10.246328 | 8.6863 | 0 | 0 |
| `Investeringsgoederen ` | 0.291830859689179 | 0.100617 | 2.9004 | 0.005698 | 0.002849 |
| M1 | -2.15683048862524 | 2.96715 | -0.7269 | 0.470969 | 0.235484 |
| M2 | -5.79469087937866 | 2.999509 | -1.9319 | 0.059548 | 0.029774 |
| M3 | -5.23731636662177 | 2.978128 | -1.7586 | 0.085298 | 0.042649 |
| M4 | -11.3293401401814 | 3.174651 | -3.5687 | 0.000852 | 0.000426 |
| M5 | -14.6969565430642 | 2.9967 | -4.9044 | 1.2e-05 | 6e-06 |
| M6 | -6.387016138122 | 3.320303 | -1.9236 | 0.060603 | 0.030301 |
| M7 | -14.6407313147899 | 2.946203 | -4.9694 | 1e-05 | 5e-06 |
| M8 | -15.1984553178465 | 2.935844 | -5.1769 | 5e-06 | 2e-06 |
| M9 | -8.72453794292267 | 3.370058 | -2.5888 | 0.012849 | 0.006425 |
| M10 | -13.3110448309259 | 3.847882 | -3.4593 | 0.001178 | 0.000589 |
| M11 | -7.9993386912588 | 4.189334 | -1.9095 | 0.062452 | 0.031226 |
| t | 0.081532728934197 | 0.059874 | 1.3617 | 0.179912 | 0.089956 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.890455765467203 |
| R-squared | 0.792911470253783 |
| Adjusted R-squared | 0.734386450977678 |
| F-TEST (value) | 13.5482479127951 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 46 |
| p-value | 1.21763710225764e-11 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 4.63564459606906 |
| Sum Squared Residuals | 988.503237768956 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 117 | 123.872891705058 | -6.87289170505791 |
| 2 | 103.8 | 110.773694931402 | -6.97369493140236 |
| 3 | 100.8 | 110.216095648368 | -9.41609564836783 |
| 4 | 110.6 | 105.256195698623 | 5.34380430137659 |
| 5 | 104 | 104.333941988157 | -0.333941988157167 |
| 6 | 112.6 | 115.322709773267 | -2.72270977326730 |
| 7 | 107.3 | 105.837288456932 | 1.4627115430677 |
| 8 | 98.9 | 106.090674332033 | -7.19067433203283 |
| 9 | 109.8 | 114.251194164181 | -4.45119416418134 |
| 10 | 104.9 | 101.633322105753 | 3.2666778942469 |
| 11 | 102.2 | 102.152985617545 | 0.0470143824548923 |
| 12 | 123.9 | 119.514078375854 | 4.38592162414599 |
| 13 | 124.9 | 117.234499014381 | 7.66550098561947 |
| 14 | 112.7 | 112.948594203338 | -0.248594203338367 |
| 15 | 121.9 | 116.097246838356 | 5.8027531616436 |
| 16 | 100.6 | 105.271546608859 | -4.67154660885947 |
| 17 | 104.3 | 103.969912780797 | 0.330087219202691 |
| 18 | 120.4 | 120.82448084566 | -0.424480845659924 |
| 19 | 107.5 | 108.595849448247 | -1.09584944824666 |
| 20 | 102.9 | 104.617687857854 | -1.71768785785409 |
| 21 | 125.6 | 118.147895508283 | 7.4521044917165 |
| 22 | 107.5 | 100.773180436922 | 6.72681956307837 |
| 23 | 108.8 | 107.217010400404 | 1.58298959959601 |
| 24 | 128.4 | 124.111173783210 | 4.28882621678981 |
| 25 | 121.1 | 121.831594421737 | -0.73159442173674 |
| 26 | 119.5 | 115.677972108684 | 3.82202789131619 |
| 27 | 128.7 | 118.038681422541 | 10.6613185774589 |
| 28 | 108.7 | 108.847234007304 | -0.147234007303526 |
| 29 | 105.5 | 107.691515609086 | -2.19151560908595 |
| 30 | 119.8 | 122.678366171938 | -2.87836617193784 |
| 31 | 111.3 | 109.311594421737 | 1.98840557826324 |
| 32 | 110.6 | 106.442390098163 | 4.15760990183691 |
| 33 | 120.1 | 120.906456499598 | -0.806456499597854 |
| 34 | 97.5 | 103.852755373894 | -6.35275537389409 |
| 35 | 107.7 | 109.39190967234 | -1.69190967233998 |
| 36 | 127.3 | 126.256889969177 | 1.04311003082272 |
| 37 | 117.2 | 120.03759400190 | -2.83759400189989 |
| 38 | 119.8 | 118.640814701781 | 1.15918529821941 |
| 39 | 116.2 | 119.805017490912 | -3.6050174909122 |
| 40 | 111 | 110.847034763426 | 0.152965236573982 |
| 41 | 112.4 | 110.450076600400 | 1.94992339959969 |
| 42 | 130.6 | 125.612025679066 | 4.9879743209343 |
| 43 | 109.1 | 108.539002010812 | 0.560997989187948 |
| 44 | 118.8 | 114.658188165665 | 4.14181183433490 |
| 45 | 123.9 | 123.927665264632 | -0.0276652646324652 |
| 46 | 101.6 | 105.998471559861 | -4.39847155986117 |
| 47 | 112.8 | 111.245794998618 | 1.55420500138211 |
| 48 | 128 | 128.636070842896 | -0.636070842895708 |
| 49 | 129.6 | 126.823420856925 | 2.77657914307507 |
| 50 | 125.8 | 123.558924054795 | 2.24107594520512 |
| 51 | 119.5 | 122.942958599822 | -3.44295859982250 |
| 52 | 115.7 | 116.377988921788 | -0.677988921787573 |
| 53 | 113.6 | 113.354553021559 | 0.245446978440737 |
| 54 | 129.7 | 128.662417530069 | 1.03758246993076 |
| 55 | 112 | 114.916265662272 | -2.91626566227223 |
| 56 | 116.8 | 116.191059546285 | 0.608940453715108 |
| 57 | 127 | 129.166788563305 | -2.16678856330484 |
| 58 | 112.9 | 112.14227052357 | 0.757729476429997 |
| 59 | 113.3 | 114.792299311093 | -1.49229931109303 |
| 60 | 121.7 | 130.781787028863 | -9.08178702886279 |
