| Multiple Linear Regression - Estimated Regression Equation |
| rijkdom[t] = -128263.368737775 + 15.5975953485900Kosten[t] -1747.05931782307transacties[t] + 4992.99917296018orders[t] + 3.72194258279855dividenden[t] -3998.48313872465t + 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) | -128263.368737775 | 370139.085568 | -0.3465 | 0.730598 | 0.365299 |
| Kosten | 15.5975953485900 | 6.720786 | 2.3208 | 0.024995 | 0.012497 |
| transacties | -1747.05931782307 | 775.971398 | -2.2514 | 0.029401 | 0.014701 |
| orders | 4992.99917296018 | 1567.368995 | 3.1856 | 0.002656 | 0.001328 |
| dividenden | 3.72194258279855 | 1.372511 | 2.7118 | 0.009511 | 0.004755 |
| t | -3998.48313872465 | 8852.84823 | -0.4517 | 0.653732 | 0.326866 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.839819542959623 |
| R-squared | 0.70529686473691 |
| Adjusted R-squared | 0.671807872093378 |
| F-TEST (value) | 21.0605577851895 |
| F-TEST (DF numerator) | 5 |
| F-TEST (DF denominator) | 44 |
| p-value | 1.08826281319807e-10 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 637021.159167832 |
| Sum Squared Residuals | 17855022118011.3 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6282154 | 5337213.02698188 | 944940.973018117 |
| 2 | 4321023 | 2309774.41317395 | 2011248.58682605 |
| 3 | 4111912 | 3052467.30611131 | 1059444.69388869 |
| 4 | 223193 | 2190387.93975230 | -1967194.93975230 |
| 5 | 1491348 | 2221962.43816803 | -730614.438168033 |
| 6 | 1629616 | 1664157.70121067 | -34541.701210665 |
| 7 | 1398893 | 1436717.14880635 | -37824.1488063535 |
| 8 | 1926517 | 2134951.53862300 | -208434.538622995 |
| 9 | 983660 | 997559.003060841 | -13899.0030608410 |
| 10 | 1443586 | 717245.94226669 | 726340.05773331 |
| 11 | 1073089 | 1462907.41046439 | -389818.410464391 |
| 12 | 984885 | 617213.801988892 | 367671.198011108 |
| 13 | 1405225 | 1639068.40926536 | -233843.409265356 |
| 14 | 227132 | 1133786.90312661 | -906654.903126609 |
| 15 | 929118 | 1069413.36057326 | -140295.360573264 |
| 16 | 1071292 | 510415.060613959 | 560876.939386041 |
| 17 | 638830 | 1306272.73365619 | -667442.733656194 |
| 18 | 856956 | 984107.896640445 | -127151.896640445 |
| 19 | 992426 | 1258281.41240670 | -265855.412406695 |
| 20 | 444477 | 1258357.67519822 | -813880.675198224 |
| 21 | 857217 | 453403.686809275 | 403813.313190725 |
| 22 | 711969 | 616857.008285398 | 95111.991714602 |
| 23 | 702380 | 939864.089780948 | -237484.089780948 |
| 24 | 358589 | 1394044.33398823 | -1035455.33398823 |
| 25 | 297978 | 613057.19262673 | -315079.192626729 |
| 26 | 585715 | 419989.946397259 | 165725.053602741 |
| 27 | 657954 | 1160077.34737211 | -502123.34737211 |
| 28 | 209458 | 107904.559188801 | 101553.440811199 |
| 29 | 786690 | 114269.043310585 | 672420.956689415 |
| 30 | 439798 | 225540.434303684 | 214257.565696316 |
| 31 | 688779 | 205640.507748383 | 483138.492251617 |
| 32 | 574339 | 524089.543628775 | 50249.4563712248 |
| 33 | 741409 | 269699.505111312 | 471709.494888688 |
| 34 | 597793 | 310492.070655495 | 287300.929344505 |
| 35 | 644190 | 910695.487116985 | -266505.487116985 |
| 36 | 377934 | 1180845.54583455 | -802911.545834555 |
| 37 | 640273 | 425047.171328003 | 215225.828671997 |
| 38 | 697458 | 479584.105749342 | 217873.894250658 |
| 39 | 550608 | 742872.051742991 | -192264.051742991 |
| 40 | 207393 | 473049.117637745 | -265656.117637745 |
| 41 | 301607 | -160154.326905311 | 461761.326905311 |
| 42 | 345783 | 449779.405952064 | -103996.405952064 |
| 43 | 501749 | 169081.651449792 | 332667.348550208 |
| 44 | 379983 | 496288.646787364 | -116305.646787364 |
| 45 | 387475 | 107805.678417071 | 279669.321582929 |
| 46 | 377305 | 205358.411888497 | 171946.588111503 |
| 47 | 370837 | 409362.855874288 | -38525.8558742878 |
| 48 | 430866 | 487914.854674141 | -57048.8546741411 |
| 49 | 469107 | 348874.981297508 | 120232.018702492 |
| 50 | 194493 | 138864.969858935 | 55628.0301410646 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 9 | 0.999999941849828 | 1.16300343650822e-07 | 5.8150171825411e-08 |
| 10 | 0.999999999759312 | 4.81376774772458e-10 | 2.40688387386229e-10 |
| 11 | 0.999999999783318 | 4.33363051684857e-10 | 2.16681525842429e-10 |
| 12 | 0.999999999109225 | 1.78155057318659e-09 | 8.90775286593295e-10 |
| 13 | 0.999999999967466 | 6.50680475653816e-11 | 3.25340237826908e-11 |
| 14 | 0.999999999997863 | 4.27309858434314e-12 | 2.13654929217157e-12 |
| 15 | 0.999999999993956 | 1.20879341755901e-11 | 6.04396708779504e-12 |
| 16 | 0.999999999998022 | 3.95617749773152e-12 | 1.97808874886576e-12 |
| 17 | 0.999999999997558 | 4.88382585441313e-12 | 2.44191292720657e-12 |
| 18 | 0.99999999999541 | 9.17854322261338e-12 | 4.58927161130669e-12 |
| 19 | 0.9999999999958 | 8.39856344119724e-12 | 4.19928172059862e-12 |
| 20 | 0.999999999985104 | 2.97921754652953e-11 | 1.48960877326477e-11 |
| 21 | 0.999999999990061 | 1.98772073725135e-11 | 9.93860368625675e-12 |
| 22 | 0.999999999963856 | 7.22884199347525e-11 | 3.61442099673762e-11 |
| 23 | 0.999999999809154 | 3.81692339878664e-10 | 1.90846169939332e-10 |
| 24 | 0.999999999484753 | 1.0304947804461e-09 | 5.1524739022305e-10 |
| 25 | 0.999999999765154 | 4.69692417676995e-10 | 2.34846208838498e-10 |
| 26 | 0.999999999173783 | 1.65243385297642e-09 | 8.26216926488208e-10 |
| 27 | 0.999999997432407 | 5.13518537579299e-09 | 2.56759268789649e-09 |
| 28 | 0.999999999836996 | 3.26007828943011e-10 | 1.63003914471506e-10 |
| 29 | 0.99999999955272 | 8.9456158136654e-10 | 4.4728079068327e-10 |
| 30 | 0.99999999840971 | 3.18057881035703e-09 | 1.59028940517851e-09 |
| 31 | 0.999999990653862 | 1.8692276725044e-08 | 9.346138362522e-09 |
| 32 | 0.99999994572622 | 1.08547560325012e-07 | 5.4273780162506e-08 |
| 33 | 0.999999775169548 | 4.49660904262627e-07 | 2.24830452131313e-07 |
| 34 | 0.99999864165643 | 2.71668713925775e-06 | 1.35834356962887e-06 |
| 35 | 0.999994180992653 | 1.16380146948068e-05 | 5.81900734740341e-06 |
| 36 | 0.999974587799996 | 5.08244000087935e-05 | 2.54122000043967e-05 |
| 37 | 0.999902831092587 | 0.000194337814825764 | 9.7168907412882e-05 |
| 38 | 0.99987830066188 | 0.000243398676239999 | 0.000121699338119999 |
| 39 | 0.999444484874247 | 0.00111103025150701 | 0.000555515125753507 |
| 40 | 0.998986145004081 | 0.00202770999183769 | 0.00101385499591884 |
| 41 | 0.99492759473684 | 0.0101448105263195 | 0.00507240526315976 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 32 | 0.96969696969697 | NOK |
| 5% type I error level | 33 | 1 | NOK |
| 10% type I error level | 33 | 1 | NOK |
