| Multiple Linear Regression - Estimated Regression Equation |
| Aandelenkoers[t] = + 2162.31450281125 + 17.8087322021762Olieprijs[t] + 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) | 2162.31450281125 | 122.062371 | 17.7148 | 0 | 0 |
| Olieprijs | 17.8087322021762 | 2.202828 | 8.0845 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.615794096477654 |
| R-squared | 0.379202369256731 |
| Adjusted R-squared | 0.373400522240438 |
| F-TEST (value) | 65.3589052230932 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 107 |
| p-value | 1.03117514527185e-12 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 612.982636516373 |
| Sum Squared Residuals | 40205005.2557504 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 3030.29 | 2618.93039647503 | 411.359603524969 |
| 2 | 2803.47 | 2660.42474250612 | 143.045257493879 |
| 3 | 2767.63 | 2654.19168623536 | 113.438313764641 |
| 4 | 2882.6 | 2577.43605044398 | 305.163949556021 |
| 5 | 2863.36 | 2680.01434792851 | 183.345652071486 |
| 6 | 2897.06 | 2689.09680135162 | 207.963198648376 |
| 7 | 3012.61 | 2672.17850575956 | 340.431494240443 |
| 8 | 3142.95 | 2695.15177030036 | 447.798229699636 |
| 9 | 3032.93 | 2744.30387117837 | 288.626128821630 |
| 10 | 3045.78 | 2724.00191646789 | 321.778083532111 |
| 11 | 3110.52 | 2739.85168812783 | 370.668311872174 |
| 12 | 3013.24 | 2634.95825545701 | 378.281744542991 |
| 13 | 2987.1 | 2622.67023023751 | 364.429769762493 |
| 14 | 2995.55 | 2653.83551159132 | 341.714488408685 |
| 15 | 2833.18 | 2620.1770077292 | 213.002992270798 |
| 16 | 2848.96 | 2614.30012610248 | 234.659873897516 |
| 17 | 2794.83 | 2671.10998182743 | 123.720018172574 |
| 18 | 2845.26 | 2654.5478608794 | 190.712139120598 |
| 19 | 2915.03 | 2613.94395145844 | 301.086048541560 |
| 20 | 2892.63 | 2623.56066684762 | 269.069333152385 |
| 21 | 2604.42 | 2630.50607240646 | -26.0860724064642 |
| 22 | 2641.65 | 2549.47634088656 | 92.1736591134375 |
| 23 | 2659.81 | 2504.24216109304 | 155.567838906965 |
| 24 | 2638.53 | 2506.37920895730 | 132.150791042704 |
| 25 | 2720.25 | 2515.28357505838 | 204.966424941616 |
| 26 | 2745.88 | 2524.90029044756 | 220.979709552441 |
| 27 | 2735.7 | 2595.24478264616 | 140.455217353844 |
| 28 | 2811.7 | 2624.80727810177 | 186.892721898232 |
| 29 | 2799.43 | 2618.39613450898 | 181.033865491015 |
| 30 | 2555.28 | 2601.65592623894 | -46.3759262389387 |
| 31 | 2304.98 | 2618.03995986494 | -313.059959864941 |
| 32 | 2214.95 | 2626.94432596603 | -411.994325966029 |
| 33 | 2065.81 | 2667.54823538699 | -601.738235386991 |
| 34 | 1940.49 | 2649.20524121875 | -708.71524121875 |
| 35 | 2042 | 2597.91609247648 | -555.916092476482 |
| 36 | 1995.37 | 2651.34228908301 | -655.972289083011 |
| 37 | 1946.81 | 2700.67247728304 | -753.862477283039 |
| 38 | 1765.9 | 2738.07081490761 | -972.170814907609 |
| 39 | 1635.25 | 2694.26133369026 | -1059.01133369026 |
| 40 | 1833.42 | 2605.21767267937 | -771.797672679374 |
| 41 | 1910.43 | 2616.0809993227 | -705.650999322702 |
| 42 | 1959.67 | 2648.13671728662 | -688.466717286619 |
| 43 | 1969.6 | 2665.23310020071 | -695.633100200708 |
| 44 | 2061.41 | 2689.09680135162 | -627.686801351624 |
| 45 | 2093.48 | 2642.2598356599 | -548.779835659901 |
| 46 | 2120.88 | 2680.19243525054 | -559.312435250536 |
| 47 | 2174.56 | 2674.49364094584 | -499.93364094584 |
| 48 | 2196.72 | 2689.27488867365 | -492.554888673646 |
| 49 | 2350.44 | 2709.04258141806 | -358.602581418061 |
| 50 | 2440.25 | 2705.83700962167 | -265.587009621670 |
| 51 | 2408.64 | 2744.12578385635 | -335.485783856349 |
| 52 | 2472.81 | 2753.38632460148 | -280.57632460148 |
| 53 | 2407.6 | 2823.55272947805 | -415.952729478055 |
| 54 | 2454.62 | 2795.23684527659 | -340.616845276594 |
| 55 | 2448.05 | 2834.59414344340 | -386.544143443404 |
| 56 | 2497.84 | 2907.43185815030 | -409.591858150304 |
| 57 | 2645.64 | 2927.0214635727 | -281.381463572698 |
| 58 | 2756.76 | 3037.43560322619 | -280.675603226190 |
| 59 | 2849.27 | 2956.76204635033 | -107.492046350332 |
| 60 | 2921.44 | 2878.58171198278 | 42.8582880172212 |
| 61 | 2981.85 | 2949.99472811351 | 31.8552718864944 |
| 62 | 3080.58 | 2978.84487428103 | 101.735125718969 |
| 63 | 3106.22 | 3112.94462776342 | -6.72462776341806 |
| 64 | 3119.31 | 3110.80757989916 | 8.50242010084331 |
| 65 | 3061.26 | 3084.80683088398 | -23.5468308839791 |
| 66 | 3097.31 | 3147.13739359160 | -49.8273935915961 |
| 67 | 3161.69 | 3191.83731141906 | -30.1473114190584 |
| 68 | 3257.16 | 3301.36101446244 | -44.2010144624423 |
| 69 | 3277.01 | 3297.97735534403 | -20.9673553440284 |
| 70 | 3295.32 | 3215.70101256997 | 79.6189874300257 |
| 71 | 3363.99 | 3161.74055399738 | 202.249446002619 |
| 72 | 3494.17 | 3184.89190586021 | 309.278094139790 |
| 73 | 3667.03 | 3293.52517229348 | 373.504827706516 |
| 74 | 3813.06 | 3261.29136700755 | 551.768632992454 |
| 75 | 3917.96 | 3284.44271887037 | 633.517281129625 |
| 76 | 3895.51 | 3376.51386435563 | 518.996135644374 |
| 77 | 3801.06 | 3445.077483334 | 355.982516665996 |
| 78 | 3570.12 | 3404.47357391304 | 165.646426086958 |
| 79 | 3701.61 | 3487.46226597518 | 214.147734024817 |
| 80 | 3862.27 | 3486.03756739901 | 376.232432600991 |
| 81 | 3970.1 | 3306.34745947905 | 663.752540520949 |
| 82 | 4138.52 | 3231.37269690789 | 907.147303092111 |
| 83 | 4199.75 | 3220.86554490861 | 978.884455091394 |
| 84 | 4290.89 | 3275.36026544726 | 1015.52973455274 |
| 85 | 4443.91 | 3142.50712321903 | 1301.40287678097 |
| 86 | 4502.64 | 3201.27593948621 | 1301.36406051379 |
| 87 | 4356.98 | 3265.03120077 | 1091.94879923000 |
| 88 | 4591.27 | 3367.07523628847 | 1224.19476371153 |
| 89 | 4696.96 | 3367.60949825454 | 1329.35050174546 |
| 90 | 4621.4 | 3414.26837662424 | 1207.13162337576 |
| 91 | 4562.84 | 3502.59968834703 | 1060.24031165297 |
| 92 | 4202.52 | 3434.57033133472 | 767.94966866528 |
| 93 | 4296.49 | 3522.18929376943 | 774.300706230573 |
| 94 | 4435.23 | 3617.46601105107 | 817.76398894893 |
| 95 | 4105.18 | 3811.40310473277 | 293.776895267232 |
| 96 | 4116.68 | 3775.78564032842 | 340.894359671584 |
| 97 | 3844.49 | 3804.81387381796 | 39.6761261820362 |
| 98 | 3720.98 | 3837.93811571401 | -116.958115714011 |
| 99 | 3674.4 | 3992.87408587294 | -318.474085872944 |
| 100 | 3857.62 | 4115.04198877987 | -257.421988779873 |
| 101 | 3801.06 | 4371.48773249121 | -570.42773249121 |
| 102 | 3504.37 | 4525.35517871801 | -1020.98517871801 |
| 103 | 3032.6 | 4580.9184231888 | -1548.31842318880 |
| 104 | 3047.03 | 4229.37404951784 | -1182.34404951784 |
| 105 | 2962.34 | 3968.47612275596 | -1006.13612275596 |
| 106 | 2197.82 | 3510.96979248206 | -1313.14979248206 |
| 107 | 2014.45 | 3150.34296538799 | -1135.89296538799 |
| 108 | 1862.83 | 2942.33697326657 | -1079.50697326657 |
| 109 | 1905.41 | 2968.87198424781 | -1063.46198424781 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.00634866350063285 | 0.0126973270012657 | 0.993651336499367 |
| 6 | 0.00109944415458633 | 0.00219888830917266 | 0.998900555845414 |
| 7 | 0.000407405881342841 | 0.000814811762685682 | 0.999592594118657 |
| 8 | 0.000396687360254249 | 0.000793374720508497 | 0.999603312639746 |
| 9 | 7.89989492083425e-05 | 0.000157997898416685 | 0.999921001050792 |
| 10 | 1.56000342593247e-05 | 3.12000685186494e-05 | 0.99998439996574 |
| 11 | 3.47934867552619e-06 | 6.95869735105238e-06 | 0.999996520651324 |
| 12 | 8.43522122863114e-07 | 1.68704424572623e-06 | 0.999999156477877 |
| 13 | 1.72563395771515e-07 | 3.4512679154303e-07 | 0.999999827436604 |
| 14 | 3.03703810351365e-08 | 6.0740762070273e-08 | 0.999999969629619 |
| 15 | 6.61432919038221e-09 | 1.32286583807644e-08 | 0.99999999338567 |
| 16 | 1.17242631018082e-09 | 2.34485262036164e-09 | 0.999999998827574 |
| 17 | 6.04693341791086e-10 | 1.20938668358217e-09 | 0.999999999395307 |
| 18 | 1.33824094530015e-10 | 2.67648189060030e-10 | 0.999999999866176 |
| 19 | 2.20790651931684e-11 | 4.41581303863368e-11 | 0.99999999997792 |
| 20 | 3.40437459334908e-12 | 6.80874918669816e-12 | 0.999999999996596 |
| 21 | 1.71527742004615e-11 | 3.43055484009230e-11 | 0.999999999982847 |
| 22 | 4.90422684527615e-12 | 9.8084536905523e-12 | 0.999999999995096 |
| 23 | 8.54286203555252e-13 | 1.70857240711050e-12 | 0.999999999999146 |
| 24 | 1.4883271850137e-13 | 2.9766543700274e-13 | 0.999999999999851 |
| 25 | 2.6316848782319e-14 | 5.2633697564638e-14 | 0.999999999999974 |
| 26 | 4.65056854065379e-15 | 9.30113708130758e-15 | 0.999999999999995 |
| 27 | 9.73093895442232e-16 | 1.94618779088446e-15 | 0.999999999999999 |
| 28 | 1.71652245029617e-16 | 3.43304490059234e-16 | 1 |
| 29 | 2.99415835069793e-17 | 5.98831670139587e-17 | 1 |
| 30 | 7.34969047059646e-17 | 1.46993809411929e-16 | 1 |
| 31 | 2.89328572553853e-14 | 5.78657145107706e-14 | 0.999999999999971 |
| 32 | 3.73049417117161e-12 | 7.46098834234322e-12 | 0.99999999999627 |
| 33 | 9.0905888230635e-10 | 1.8181177646127e-09 | 0.999999999090941 |
| 34 | 5.02344651377052e-08 | 1.00468930275410e-07 | 0.999999949765535 |
| 35 | 1.94017699726980e-07 | 3.88035399453959e-07 | 0.9999998059823 |
| 36 | 1.02220485424182e-06 | 2.04440970848364e-06 | 0.999998977795146 |
| 37 | 5.64856331123564e-06 | 1.12971266224713e-05 | 0.999994351436689 |
| 38 | 4.30029463775195e-05 | 8.6005892755039e-05 | 0.999956997053622 |
| 39 | 0.000265015732940271 | 0.000530031465880541 | 0.99973498426706 |
| 40 | 0.000551649604694535 | 0.00110329920938907 | 0.999448350395305 |
| 41 | 0.000822086213573965 | 0.00164417242714793 | 0.999177913786426 |
| 42 | 0.00104262603374516 | 0.00208525206749032 | 0.998957373966255 |
| 43 | 0.00126201968791828 | 0.00252403937583656 | 0.998737980312082 |
| 44 | 0.00126053599217066 | 0.00252107198434132 | 0.99873946400783 |
| 45 | 0.00119986939024864 | 0.00239973878049728 | 0.998800130609751 |
| 46 | 0.00109430289502302 | 0.00218860579004604 | 0.998905697104977 |
| 47 | 0.000933178370819459 | 0.00186635674163892 | 0.99906682162918 |
| 48 | 0.000781238108752978 | 0.00156247621750596 | 0.999218761891247 |
| 49 | 0.00056170732674878 | 0.00112341465349756 | 0.999438292673251 |
| 50 | 0.000382645078637738 | 0.000765290157275476 | 0.999617354921362 |
| 51 | 0.000271434315446247 | 0.000542868630892494 | 0.999728565684554 |
| 52 | 0.000189455088191393 | 0.000378910176382786 | 0.999810544911809 |
| 53 | 0.000144896301378553 | 0.000289792602757107 | 0.999855103698621 |
| 54 | 0.000109645273496244 | 0.000219290546992487 | 0.999890354726504 |
| 55 | 8.84008046486952e-05 | 0.000176801609297390 | 0.999911599195351 |
| 56 | 7.5624237519692e-05 | 0.000151248475039384 | 0.99992437576248 |
| 57 | 6.42798129489181e-05 | 0.000128559625897836 | 0.99993572018705 |
| 58 | 5.71274500332933e-05 | 0.000114254900066587 | 0.999942872549967 |
| 59 | 4.75653519455404e-05 | 9.51307038910807e-05 | 0.999952434648054 |
| 60 | 3.91729220157931e-05 | 7.83458440315861e-05 | 0.999960827077984 |
| 61 | 3.25083773007257e-05 | 6.50167546014514e-05 | 0.9999674916227 |
| 62 | 2.71416714692925e-05 | 5.42833429385849e-05 | 0.99997285832853 |
| 63 | 2.05287267317932e-05 | 4.10574534635865e-05 | 0.999979471273268 |
| 64 | 1.48842479126919e-05 | 2.97684958253839e-05 | 0.999985115752087 |
| 65 | 1.07317147370203e-05 | 2.14634294740407e-05 | 0.999989268285263 |
| 66 | 7.5217681730469e-06 | 1.50435363460938e-05 | 0.999992478231827 |
| 67 | 5.09539505072553e-06 | 1.01907901014511e-05 | 0.99999490460495 |
| 68 | 3.20368402622022e-06 | 6.40736805244044e-06 | 0.999996796315974 |
| 69 | 1.98616297407777e-06 | 3.97232594815554e-06 | 0.999998013837026 |
| 70 | 1.27296806399650e-06 | 2.54593612799299e-06 | 0.999998727031936 |
| 71 | 8.54012664289732e-07 | 1.70802532857946e-06 | 0.999999145987336 |
| 72 | 5.84354147943654e-07 | 1.16870829588731e-06 | 0.999999415645852 |
| 73 | 3.82073442567538e-07 | 7.64146885135077e-07 | 0.999999617926557 |
| 74 | 3.05395294236347e-07 | 6.10790588472693e-07 | 0.999999694604706 |
| 75 | 2.56888852601365e-07 | 5.1377770520273e-07 | 0.999999743111147 |
| 76 | 1.57167275306546e-07 | 3.14334550613093e-07 | 0.999999842832725 |
| 77 | 7.62525425968029e-08 | 1.52505085193606e-07 | 0.999999923747457 |
| 78 | 3.56924241270577e-08 | 7.13848482541155e-08 | 0.999999964307576 |
| 79 | 1.58048020824701e-08 | 3.16096041649402e-08 | 0.999999984195198 |
| 80 | 7.18329003099816e-09 | 1.43665800619963e-08 | 0.99999999281671 |
| 81 | 4.95902083927676e-09 | 9.9180416785535e-09 | 0.99999999504098 |
| 82 | 6.44265686878811e-09 | 1.28853137375762e-08 | 0.999999993557343 |
| 83 | 9.69797526709203e-09 | 1.93959505341841e-08 | 0.999999990302025 |
| 84 | 1.49188768875025e-08 | 2.98377537750050e-08 | 0.999999985081123 |
| 85 | 7.13154348932393e-08 | 1.42630869786479e-07 | 0.999999928684565 |
| 86 | 2.98083847520212e-07 | 5.96167695040423e-07 | 0.999999701916153 |
| 87 | 5.52721106925748e-07 | 1.10544221385150e-06 | 0.999999447278893 |
| 88 | 1.88402810369839e-06 | 3.76805620739678e-06 | 0.999998115971896 |
| 89 | 1.22485388094627e-05 | 2.44970776189253e-05 | 0.99998775146119 |
| 90 | 6.61369893028782e-05 | 0.000132273978605756 | 0.999933863010697 |
| 91 | 0.000310120426824715 | 0.00062024085364943 | 0.999689879573175 |
| 92 | 0.00081525716071061 | 0.00163051432142122 | 0.99918474283929 |
| 93 | 0.00337931681014767 | 0.00675863362029535 | 0.996620683189852 |
| 94 | 0.0263271976519080 | 0.0526543953038160 | 0.973672802348092 |
| 95 | 0.0652154515159749 | 0.130430903031950 | 0.934784548484025 |
| 96 | 0.204528543963634 | 0.409057087927267 | 0.795471456036366 |
| 97 | 0.384929071650588 | 0.769858143301176 | 0.615070928349412 |
| 98 | 0.590636360157163 | 0.818727279685674 | 0.409363639842837 |
| 99 | 0.734119535937213 | 0.531760928125573 | 0.265880464062787 |
| 100 | 0.936189161998794 | 0.127621676002412 | 0.063810838001206 |
| 101 | 0.99146815675853 | 0.0170636864829407 | 0.00853184324147033 |
| 102 | 0.992958063442316 | 0.0140838731153672 | 0.0070419365576836 |
| 103 | 0.995977103090049 | 0.00804579381990261 | 0.00402289690995131 |
| 104 | 0.982380979016244 | 0.0352380419675118 | 0.0176190209837559 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 89 | 0.89 | NOK |
| 5% type I error level | 93 | 0.93 | NOK |
| 10% type I error level | 94 | 0.94 | NOK |
