| Multiple Linear Regression - Estimated Regression Equation |
| faillissementen[t] = + 1063.98774129240 -1.87038258237956werlozen[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) | 1063.98774129240 | 130.01803 | 8.1834 | 0 | 0 |
| werlozen | -1.87038258237956 | 0.628545 | -2.9757 | 0.00401 | 0.002005 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.335103814391781 |
| R-squared | 0.112294566419921 |
| Adjusted R-squared | 0.09961306022592 |
| F-TEST (value) | 8.8549865214781 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 70 |
| p-value | 0.00400991597917932 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 148.528145775716 |
| Sum Squared Residuals | 1544242.70613007 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 627 | 659.54743397414 | -32.5474339741402 |
| 2 | 696 | 664.500207052283 | 31.4997929477172 |
| 3 | 825 | 672.208053674269 | 152.791946325731 |
| 4 | 677 | 682.345527270766 | -5.34552727076606 |
| 5 | 656 | 689.467944144467 | -33.4679441444674 |
| 6 | 785 | 683.054402269488 | 101.945597730512 |
| 7 | 412 | 612.335236829717 | -200.335236829717 |
| 8 | 352 | 577.114062420927 | -225.114062420927 |
| 9 | 839 | 608.878769817479 | 230.121230182521 |
| 10 | 729 | 606.754015203896 | 122.245984796104 |
| 11 | 696 | 627.113129613098 | 68.8868703869023 |
| 12 | 641 | 620.301196248071 | 20.6988037519287 |
| 13 | 695 | 623.993331465689 | 71.0066685343115 |
| 14 | 638 | 633.137631910942 | 4.86236808905781 |
| 15 | 762 | 639.066744697085 | 122.933255302915 |
| 16 | 635 | 649.365071195667 | -14.3650711956673 |
| 17 | 721 | 657.849126589341 | 63.150873410659 |
| 18 | 854 | 653.528542824044 | 200.471457175956 |
| 19 | 418 | 584.335609571495 | -166.335609571495 |
| 20 | 367 | 566.755883679709 | -199.755883679709 |
| 21 | 824 | 598.965742130868 | 225.034257869132 |
| 22 | 687 | 613.012315324538 | 73.9876846754619 |
| 23 | 601 | 635.211886194801 | -34.2118861948011 |
| 24 | 676 | 630.42370678391 | 45.5762932160905 |
| 25 | 740 | 653.85585977596 | 86.1441402240394 |
| 26 | 691 | 653.788526002995 | 37.2114739970051 |
| 27 | 683 | 666.325700452685 | 16.6742995473149 |
| 28 | 594 | 662.283803692163 | -68.2838036921629 |
| 29 | 729 | 669.071422083618 | 59.9285779163817 |
| 30 | 731 | 668.482251570169 | 62.5177484298312 |
| 31 | 386 | 615.006143157355 | -229.006143157355 |
| 32 | 331 | 613.906358198916 | -282.906358198916 |
| 33 | 707 | 632.714925447324 | 74.2850745526756 |
| 34 | 715 | 673.461210004463 | 41.5387899955368 |
| 35 | 657 | 693.797879822676 | -36.7978798226761 |
| 36 | 653 | 700.01877229167 | -47.0187722916705 |
| 37 | 642 | 700.046828030406 | -58.0468280304062 |
| 38 | 643 | 716.683881100672 | -73.6838811006724 |
| 39 | 718 | 730.86138107511 | -12.8613810751094 |
| 40 | 654 | 741.144744513032 | -87.1447445130323 |
| 41 | 632 | 751.068994495138 | -119.068994495138 |
| 42 | 731 | 749.664337175771 | -18.6643371757711 |
| 43 | 392 | 685.609344877018 | -293.609344877018 |
| 44 | 344 | 685.444751209769 | -341.444751209769 |
| 45 | 792 | 722.612993886816 | 69.3870061131844 |
| 46 | 852 | 739.521252431527 | 112.478747568473 |
| 47 | 649 | 752.67378275082 | -103.673782750820 |
| 48 | 629 | 743.596816078532 | -114.596816078532 |
| 49 | 685 | 746.58194668001 | -61.5819466800096 |
| 50 | 617 | 756.904588152162 | -139.904588152162 |
| 51 | 715 | 761.146615848999 | -46.1466158489993 |
| 52 | 715 | 765.452236553637 | -50.452236553637 |
| 53 | 629 | 781.558100970507 | -152.558100970507 |
| 54 | 916 | 768.254069662042 | 147.745930337958 |
| 55 | 531 | 715.105278201144 | -184.105278201144 |
| 56 | 357 | 714.097141989241 | -357.097141989241 |
| 57 | 917 | 737.923945706175 | 179.076054293825 |
| 58 | 828 | 747.216006375436 | 80.7839936245637 |
| 59 | 708 | 751.957426221769 | -43.9574262217685 |
| 60 | 858 | 730.990437473294 | 127.009562526706 |
| 61 | 775 | 715.324112963282 | 59.6758870367176 |
| 62 | 785 | 710.062726759049 | 74.9372732409513 |
| 63 | 1006 | 705.691642664028 | 300.308357335972 |
| 64 | 789 | 710.66124918541 | 78.3387508145898 |
| 65 | 734 | 716.087229056893 | 17.9127709431067 |
| 66 | 906 | 698.685189510434 | 207.314810489566 |
| 67 | 532 | 645.897381887936 | -113.897381887936 |
| 68 | 387 | 639.599803733064 | -252.599803733064 |
| 69 | 991 | 663.490200457798 | 327.509799542202 |
| 70 | 841 | 676.999973850325 | 164.000026149675 |
| 71 | 892 | 681.602985385561 | 210.397014614439 |
| 72 | 782 | 651.802179700508 | 130.197820299492 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.198908571693278 | 0.397817143386556 | 0.801091428306722 |
| 6 | 0.130098235248855 | 0.260196470497711 | 0.869901764751145 |
| 7 | 0.100968621871976 | 0.201937243743952 | 0.899031378128024 |
| 8 | 0.0555317247312669 | 0.111063449462534 | 0.944468275268733 |
| 9 | 0.531693668951404 | 0.936612662097192 | 0.468306331048596 |
| 10 | 0.546250008590724 | 0.907499982818553 | 0.453749991409276 |
| 11 | 0.461473937900309 | 0.922947875800617 | 0.538526062099691 |
| 12 | 0.362805237037516 | 0.725610474075031 | 0.637194762962484 |
| 13 | 0.291140316441312 | 0.582280632882625 | 0.708859683558688 |
| 14 | 0.213859876165718 | 0.427719752331435 | 0.786140123834282 |
| 15 | 0.183450656435303 | 0.366901312870606 | 0.816549343564697 |
| 16 | 0.133870633726274 | 0.267741267452547 | 0.866129366273726 |
| 17 | 0.0932480662319745 | 0.186496132463949 | 0.906751933768026 |
| 18 | 0.112528441292653 | 0.225056882585306 | 0.887471558707347 |
| 19 | 0.110925459719977 | 0.221850919439954 | 0.889074540280023 |
| 20 | 0.107325778878974 | 0.214651557757948 | 0.892674221121026 |
| 21 | 0.217749319606236 | 0.435498639212473 | 0.782250680393764 |
| 22 | 0.179197060643222 | 0.358394121286444 | 0.820802939356778 |
| 23 | 0.13951711227915 | 0.2790342245583 | 0.86048288772085 |
| 24 | 0.103409961238199 | 0.206819922476398 | 0.8965900387618 |
| 25 | 0.0778326645273656 | 0.155665329054731 | 0.922167335472634 |
| 26 | 0.0550442819384774 | 0.110088563876955 | 0.944955718061523 |
| 27 | 0.0391417534010793 | 0.0782835068021586 | 0.96085824659892 |
| 28 | 0.0341336688821570 | 0.0682673377643141 | 0.965866331117843 |
| 29 | 0.0232818025600168 | 0.0465636051200336 | 0.976718197439983 |
| 30 | 0.0156619370466856 | 0.0313238740933712 | 0.984338062953314 |
| 31 | 0.0294735723919536 | 0.0589471447839072 | 0.970526427608046 |
| 32 | 0.0798533631529987 | 0.159706726305997 | 0.920146636847001 |
| 33 | 0.0609483123357114 | 0.121896624671423 | 0.939051687664289 |
| 34 | 0.0430647639305741 | 0.0861295278611483 | 0.956935236069426 |
| 35 | 0.0358889253318836 | 0.0717778506637672 | 0.964111074668116 |
| 36 | 0.0300537639171909 | 0.0601075278343819 | 0.96994623608281 |
| 37 | 0.0248688351259365 | 0.0497376702518729 | 0.975131164874063 |
| 38 | 0.0215411972045984 | 0.0430823944091968 | 0.978458802795402 |
| 39 | 0.0149543115693898 | 0.0299086231387795 | 0.98504568843061 |
| 40 | 0.0126058306660347 | 0.0252116613320694 | 0.987394169333965 |
| 41 | 0.0114980064506142 | 0.0229960129012285 | 0.988501993549386 |
| 42 | 0.00727903230279727 | 0.0145580646055945 | 0.992720967697203 |
| 43 | 0.0274015369993161 | 0.0548030739986321 | 0.972598463000684 |
| 44 | 0.128843708410598 | 0.257687416821196 | 0.871156291589402 |
| 45 | 0.102009624203382 | 0.204019248406764 | 0.897990375796618 |
| 46 | 0.0894266723717907 | 0.178853344743581 | 0.91057332762821 |
| 47 | 0.0729192659129782 | 0.145838531825956 | 0.927080734087022 |
| 48 | 0.0615989097003169 | 0.123197819400634 | 0.938401090299683 |
| 49 | 0.0448896074180404 | 0.0897792148360807 | 0.95511039258196 |
| 50 | 0.0409940563586634 | 0.0819881127173267 | 0.959005943641337 |
| 51 | 0.0284971636655973 | 0.0569943273311945 | 0.971502836334403 |
| 52 | 0.0196762021737055 | 0.0393524043474111 | 0.980323797826294 |
| 53 | 0.0223485778796041 | 0.0446971557592083 | 0.977651422120396 |
| 54 | 0.019650523788725 | 0.03930104757745 | 0.980349476211275 |
| 55 | 0.03044981133075 | 0.0608996226615 | 0.96955018866925 |
| 56 | 0.290633379159772 | 0.581266758319544 | 0.709366620840228 |
| 57 | 0.265381356877396 | 0.530762713754792 | 0.734618643122604 |
| 58 | 0.211442873219079 | 0.422885746438158 | 0.788557126780921 |
| 59 | 0.254250725746741 | 0.508501451493482 | 0.745749274253259 |
| 60 | 0.206552692356775 | 0.413105384713549 | 0.793447307643225 |
| 61 | 0.173928207655503 | 0.347856415311005 | 0.826071792344497 |
| 62 | 0.141915096852232 | 0.283830193704465 | 0.858084903147768 |
| 63 | 0.155385717628948 | 0.310771435257896 | 0.844614282371052 |
| 64 | 0.117974993458502 | 0.235949986917005 | 0.882025006541498 |
| 65 | 0.279320983650652 | 0.558641967301304 | 0.720679016349348 |
| 66 | 0.311518977761252 | 0.623037955522504 | 0.688481022238748 |
| 67 | 0.206361205949823 | 0.412722411899647 | 0.793638794050177 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 0 | 0 | OK |
| 5% type I error level | 11 | 0.174603174603175 | NOK |
| 10% type I error level | 22 | 0.349206349206349 | NOK |
