Multiple Linear Regression - Estimated Regression Equation
Bouw[t] = + 1.59989141489623 + 2.91128188854255e-06NWWM[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)1.599891414896230.6233462.56660.0128270.006414
NWWM2.91128188854255e-062e-061.2490.2166110.108305


Multiple Linear Regression - Regression Statistics
Multiple R0.160493568743607
R-squared0.025758185608059
Adjusted R-squared0.00924561248277189
F-TEST (value)1.5599134921385
F-TEST (DF numerator)1
F-TEST (DF denominator)59
p-value0.216610691689591
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.328427337791871
Sum Squared Residuals6.3640064563343


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12.1722.43427062671629-0.262270626716288
22.152.42390646319309-0.273906463193088
32.5332.40540526679140.127594733208600
42.0582.40898032095053-0.35098032095053
52.162.40668914210425-0.246689142104247
62.262.40661636005703-0.146616360057034
72.4982.400601651675300.0973983483246957
82.6952.386374217086000.308625782914003
92.7992.377611258601480.421388741398516
102.9472.371360736386780.575639263613217
112.932.436183338917070.493816661082929
122.3182.44761594289338-0.129615942893378
132.542.450859110917210.0891408890827854
142.572.438882097227750.131117902772249
152.6692.419350307037520.249649692962482
162.452.422782708384110.0272172916158900
172.8422.415603487246960.426396512753036
183.442.416238146698671.02376185330133
192.6782.405839047792790.272160952207207
202.9812.401122771133350.579877228866646
212.262.39860742358165-0.138607423581653
222.8442.389754215358590.454245784641405
232.5462.443586728759640.102413271240365
242.4562.446276753224650.00972324677535134
252.2952.45085911091721-0.155859110917215
262.3792.41070088854666-0.0317008885466586
272.4792.385430961754110.0935690382458908
282.0572.37388772906604-0.316887729066038
292.282.38312522649838-0.103125226498384
302.3512.36898221908384-0.0179822190838438
312.2762.34284473028851-0.066844730288509
322.5482.337473415204150.210526584795852
332.3112.31623270254534-0.00523270254534134
342.2012.28512565556626-0.084125655566264
352.7252.352620814870230.372379185129765
362.4082.359715608832610.0482843911673871
372.1392.34128719447814-0.202287194478139
381.8982.32958384128620-0.431583841286198
392.5392.308561474769030.230438525230968
402.0692.31928372596453-0.250283725964534
412.0632.32346432675648-0.260464326756481
422.5652.313269017582810.251730982417195
432.4422.290098125031890.151901874968105
442.1942.29011268144134-0.0961126814413376
452.7982.256542689984550.541457310015447
462.0742.26028368721133-0.186283687211331
472.6282.321697178650140.306302821349864
482.2892.32285878012366-0.033858780123664
492.1542.31888779162769-0.164887791627692
502.4662.313440783214230.152559216785771
512.1372.31683242661438-0.179832426614381
521.8462.34449542711931-0.498495427119312
532.0722.36939853239391-0.297398532393905
541.7862.38112517584096-0.595125175840955
551.7542.39480528943522-0.640805289435216
562.2262.39747493492701-0.171474934927010
571.9472.37845553034916-0.431455530349161
581.8232.39173970960658-0.568739709606581
592.5212.452052736491520.0689472635084829
602.0722.46128441136009-0.389284411360085
612.3682.45744734183099-0.0894473418309865


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.2192446493019720.4384892986039440.780755350698028
60.1026095869055330.2052191738110660.897390413094467
70.06960713994222870.1392142798844570.930392860057771
80.04783617834695170.09567235669390340.952163821653048
90.02624022901838430.05248045803676860.973759770981616
100.0165759944834650.033151988966930.983424005516535
110.4709695038964840.9419390077929680.529030496103516
120.3830958789652720.7661917579305450.616904121034728
130.3568551583355360.7137103166710730.643144841664464
140.3028539952329080.6057079904658160.697146004767092
150.2616046616276840.5232093232553680.738395338372316
160.1920715677162680.3841431354325360.807928432283732
170.2214931048655280.4429862097310570.778506895134472
180.8312400356650050.3375199286699890.168759964334994
190.8061066797723920.3877866404552160.193893320227608
200.8866671986126170.2266656027747660.113332801387383
210.8796559652171480.2406880695657040.120344034782852
220.9092891647356250.1814216705287500.0907108352643752
230.8968813072758360.2062373854483280.103118692724164
240.8753214748987950.249357050202410.124678525101205
250.8418674811938270.3162650376123460.158132518806173
260.816591181828190.3668176363436190.183408818171810
270.8013182422046590.3973635155906820.198681757795341
280.8522174727342590.2955650545314820.147782527265741
290.8288267265690570.3423465468618850.171173273430943
300.796337361672550.4073252766549000.203662638327450
310.7589960410240.4820079179520010.241003958976001
320.7355395561330540.5289208877338920.264460443866946
330.6808076746215120.6383846507569760.319192325378488
340.6289991937548080.7420016124903840.371000806245192
350.709713730695910.580572538608180.29028626930409
360.6683713345774580.6632573308450850.331628665422542
370.6250268485449360.7499463029101280.374973151455064
380.6785645611785810.6428708776428390.321435438821419
390.6587825671712490.6824348656575020.341217432828751
400.6219365442157140.7561269115685710.378063455784286
410.5828651286643150.8342697426713690.417134871335685
420.5775497611748780.8449004776502440.422450238825122
430.5194444341356520.9611111317286970.480555565864348
440.4397661254299010.8795322508598010.560233874570099
450.6415459804759920.7169080390480170.358454019524008
460.5727421538016750.8545156923966510.427257846198325
470.7053231521898980.5893536956202050.294676847810102
480.6630181793762540.6739636412474930.336981820623746
490.5900110028859330.8199779942281340.409988997114067
500.798365439598130.403269120803740.20163456040187
510.8746812489784340.2506375020431330.125318751021566
520.832532101696620.3349357966067610.167467898303380
530.8231243310350160.3537513379299670.176875668964983
540.7626664645174430.4746670709651140.237333535482557
550.7634616129665740.4730767740668510.236538387033426
560.6998814506405640.6002370987188730.300118549359436


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level10.0192307692307692OK
10% type I error level30.0576923076923077OK