| Multiple Linear Regression - Estimated Regression Equation |
| Investeringsgoederen[t] = + 99.0459962049336 -4.73984819734343`Dummy `[t] + 2.56438330170773M1[t] -5.15855787476282M2[t] -4.1614990512334M3[t] -11.9044402277040M4[t] -5.88738140417458M5[t] + 15.0096774193548M6[t] -2.73326375711576M7[t] -0.188235294117634M8[t] + 16.7888235294117M9[t] -24.5541176470588M10[t] -29.6370588235294M11[t] + 0.582941176470588t + 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) | 99.0459962049336 | 3.479393 | 28.4665 | 0 | 0 |
| `Dummy ` | -4.73984819734343 | 3.165266 | -1.4975 | 0.141105 | 0.070553 |
| M1 | 2.56438330170773 | 4.233385 | 0.6058 | 0.547657 | 0.273828 |
| M2 | -5.15855787476282 | 4.225736 | -1.2207 | 0.228402 | 0.114201 |
| M3 | -4.1614990512334 | 4.219777 | -0.9862 | 0.329199 | 0.1646 |
| M4 | -11.9044402277040 | 4.215516 | -2.824 | 0.006989 | 0.003494 |
| M5 | -5.88738140417458 | 4.212957 | -1.3974 | 0.168983 | 0.084492 |
| M6 | 15.0096774193548 | 4.212103 | 3.5635 | 0.000866 | 0.000433 |
| M7 | -2.73326375711576 | 4.212957 | -0.6488 | 0.519709 | 0.259855 |
| M8 | -0.188235294117634 | 4.208908 | -0.0447 | 0.964522 | 0.482261 |
| M9 | 16.7888235294117 | 4.202926 | 3.9946 | 0.000232 | 0.000116 |
| M10 | -24.5541176470588 | 4.198647 | -5.8481 | 0 | 0 |
| M11 | -29.6370588235294 | 4.196078 | -7.063 | 0 | 0 |
| t | 0.582941176470588 | 0.084791 | 6.875 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.933719555032695 |
| R-squared | 0.871832207450453 |
| Adjusted R-squared | 0.835610874773407 |
| F-TEST (value) | 24.0695784228544 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 46 |
| p-value | 3.33066907387547e-16 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 6.63322668312216 |
| Sum Squared Residuals | 2023.98602656545 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 126.6 | 102.193320683112 | 24.4066793168879 |
| 2 | 93.9 | 95.053320683112 | -1.15332068311196 |
| 3 | 89.8 | 96.633320683112 | -6.83332068311195 |
| 4 | 93.4 | 89.473320683112 | 3.92667931688806 |
| 5 | 101.5 | 96.073320683112 | 5.42667931688804 |
| 6 | 110.4 | 117.553320683112 | -7.15332068311196 |
| 7 | 105.9 | 100.393320683112 | 5.50667931688806 |
| 8 | 108.4 | 103.521290322581 | 4.87870967741936 |
| 9 | 113.9 | 121.081290322581 | -7.18129032258064 |
| 10 | 86.1 | 80.3212903225807 | 5.77870967741932 |
| 11 | 69.4 | 75.8212903225806 | -6.42129032258055 |
| 12 | 101.2 | 106.041290322581 | -4.84129032258067 |
| 13 | 100.5 | 109.188614800759 | -8.68861480075898 |
| 14 | 98 | 102.048614800759 | -4.04861480075899 |
| 15 | 106.6 | 103.628614800759 | 2.97138519924099 |
| 16 | 90.1 | 96.468614800759 | -6.36861480075901 |
| 17 | 96.9 | 103.068614800759 | -6.168614800759 |
| 18 | 125.9 | 124.548614800759 | 1.35138519924101 |
| 19 | 112 | 107.388614800759 | 4.611385199241 |
| 20 | 100 | 105.776736242884 | -5.77673624288427 |
| 21 | 123.9 | 123.336736242884 | 0.563263757115755 |
| 22 | 79.8 | 82.5767362428843 | -2.77673624288425 |
| 23 | 83.4 | 78.0767362428843 | 5.32326375711572 |
| 24 | 113.6 | 108.296736242884 | 5.30326375711572 |
| 25 | 112.9 | 111.444060721063 | 1.45593927893742 |
| 26 | 104 | 104.304060721063 | -0.30406072106263 |
| 27 | 109.9 | 105.884060721063 | 4.01593927893738 |
| 28 | 99 | 98.7240607210626 | 0.275939278937370 |
| 29 | 106.3 | 105.324060721063 | 0.975939278937373 |
| 30 | 128.9 | 126.804060721063 | 2.09593927893738 |
| 31 | 111.1 | 109.644060721063 | 1.45593927893737 |
| 32 | 102.9 | 112.772030360531 | -9.8720303605313 |
| 33 | 130 | 130.332030360531 | -0.332030360531307 |
| 34 | 87 | 89.5720303605313 | -2.5720303605313 |
| 35 | 87.5 | 85.0720303605313 | 2.42796963946867 |
| 36 | 117.6 | 115.292030360531 | 2.30796963946867 |
| 37 | 103.4 | 118.439354838710 | -15.0393548387096 |
| 38 | 110.8 | 111.299354838710 | -0.499354838709688 |
| 39 | 112.6 | 112.879354838710 | -0.279354838709688 |
| 40 | 102.5 | 105.719354838710 | -3.21935483870968 |
| 41 | 112.4 | 112.319354838710 | 0.080645161290322 |
| 42 | 135.6 | 133.799354838710 | 1.80064516129031 |
| 43 | 105.1 | 116.639354838710 | -11.5393548387097 |
| 44 | 127.7 | 119.767324478178 | 7.93267552182163 |
| 45 | 137 | 137.327324478178 | -0.327324478178366 |
| 46 | 91 | 96.5673244781783 | -5.56732447817835 |
| 47 | 90.5 | 92.0673244781784 | -1.56732447817839 |
| 48 | 122.4 | 122.287324478178 | 0.112675521821624 |
| 49 | 123.3 | 125.434648956357 | -2.13464895635669 |
| 50 | 124.3 | 118.294648956357 | 6.00535104364326 |
| 51 | 120 | 119.874648956357 | 0.125351043643261 |
| 52 | 118.1 | 112.714648956357 | 5.38535104364326 |
| 53 | 119 | 119.314648956357 | -0.314648956356736 |
| 54 | 142.7 | 140.794648956357 | 1.90535104364325 |
| 55 | 123.6 | 123.634648956357 | -0.034648956356742 |
| 56 | 129.6 | 126.762618595825 | 2.83738140417457 |
| 57 | 151.6 | 144.322618595825 | 7.27738140417457 |
| 58 | 108.7 | 103.562618595825 | 5.13738140417459 |
| 59 | 99.3 | 99.0626185958254 | 0.237381404174553 |
| 60 | 126.4 | 129.282618595825 | -2.88261859582543 |
