| Multiple Linear Regression - Estimated Regression Equation |
| Gemiddelde_prijs_vliegticket_in$[t] = + 297.333069801245 + 0.408609281722776`Gemiddelde_olieprijs_in$`[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) | 297.333069801245 | 4.11862 | 72.1924 | 0 | 0 |
| `Gemiddelde_olieprijs_in$` | 0.408609281722776 | 0.089345 | 4.5734 | 2.6e-05 | 1.3e-05 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.514822138164715 |
| R-squared | 0.265041833944489 |
| Adjusted R-squared | 0.252370141426290 |
| F-TEST (value) | 20.9160562856026 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 58 |
| p-value | 2.57099771261426e-05 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 17.0469179513113 |
| Sum Squared Residuals | 16854.6498750470 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 296.95 | 304.361149446876 | -7.4111494468763 |
| 2 | 296.84 | 304.361149446877 | -7.52114944687654 |
| 3 | 287.54 | 304.361149446877 | -16.8211494468765 |
| 4 | 287.81 | 304.361149446877 | -16.5511494468765 |
| 5 | 283.99 | 305.762679283186 | -21.7726792831857 |
| 6 | 275.79 | 305.762679283186 | -29.9726792831856 |
| 7 | 269.52 | 305.762679283186 | -36.2426792831857 |
| 8 | 278.35 | 305.762679283186 | -27.4126792831856 |
| 9 | 283.43 | 305.227401124129 | -21.7974011241288 |
| 10 | 289.46 | 305.227401124129 | -15.7674011241288 |
| 11 | 282.3 | 305.227401124129 | -22.9274011241288 |
| 12 | 293.55 | 305.227401124129 | -11.6774011241288 |
| 13 | 304.78 | 302.640904370824 | 2.13909562917632 |
| 14 | 300.99 | 302.640904370824 | -1.65090437082365 |
| 15 | 315.29 | 302.640904370824 | 12.6490956291764 |
| 16 | 316.21 | 302.640904370824 | 13.5690956291763 |
| 17 | 331.79 | 304.741156078879 | 27.0488439211213 |
| 18 | 329.38 | 304.741156078879 | 24.6388439211213 |
| 19 | 317.27 | 304.741156078879 | 12.5288439211213 |
| 20 | 317.98 | 304.741156078879 | 13.2388439211213 |
| 21 | 340.28 | 308.92531512372 | 31.35468487628 |
| 22 | 339.21 | 308.92531512372 | 30.28468487628 |
| 23 | 336.71 | 308.92531512372 | 27.7846848762800 |
| 24 | 340.11 | 308.92531512372 | 31.1846848762801 |
| 25 | 347.72 | 307.282705811194 | 40.4372941888056 |
| 26 | 328.68 | 307.282705811194 | 21.3972941888056 |
| 27 | 303.05 | 307.282705811194 | -4.23270581119438 |
| 28 | 299.83 | 307.282705811194 | -7.4527058111944 |
| 29 | 320.04 | 307.544215751497 | 12.4957842485031 |
| 30 | 317.94 | 307.544215751497 | 10.3957842485030 |
| 31 | 303.31 | 307.544215751497 | -4.23421575149697 |
| 32 | 308.85 | 307.544215751497 | 1.30578424850305 |
| 33 | 319.19 | 309.117361486130 | 10.0726385138703 |
| 34 | 314.52 | 309.117361486130 | 5.40263851387033 |
| 35 | 312.39 | 309.117361486130 | 3.27263851387033 |
| 36 | 315.77 | 309.117361486130 | 6.65263851387033 |
| 37 | 320.23 | 312.811189392904 | 7.41881060709647 |
| 38 | 309.45 | 312.811189392904 | -3.36118939290356 |
| 39 | 296.54 | 312.811189392904 | -16.2711893929035 |
| 40 | 297.28 | 312.811189392904 | -15.5311893929036 |
| 41 | 301.39 | 319.414315385544 | -18.0243153855436 |
| 42 | 306.68 | 319.414315385544 | -12.7343153855436 |
| 43 | 305.91 | 319.414315385544 | -13.5043153855436 |
| 44 | 314.76 | 319.414315385544 | -4.65431538554362 |
| 45 | 323.34 | 323.864070463505 | -0.524070463504671 |
| 46 | 341.58 | 323.864070463505 | 17.7159295364953 |
| 47 | 330.12 | 323.864070463505 | 6.25592953649536 |
| 48 | 318.16 | 323.864070463505 | -5.70407046350462 |
| 49 | 317.84 | 326.675302321757 | -8.83530232175737 |
| 50 | 325.39 | 326.675302321757 | -1.28530232175736 |
| 51 | 327.56 | 326.675302321757 | 0.88469767824266 |
| 52 | 329.77 | 326.675302321757 | 3.09469767824264 |
| 53 | 333.29 | 338.091845653092 | -4.80184565309168 |
| 54 | 346.1 | 338.091845653092 | 8.00815434690832 |
| 55 | 358 | 338.091845653092 | 19.9081543469083 |
| 56 | 344.82 | 338.091845653092 | 6.72815434690829 |
| 57 | 313.3 | 322.360388306765 | -9.06038830676482 |
| 58 | 301.26 | 322.360388306765 | -21.1003883067648 |
| 59 | 306.38 | 322.360388306765 | -15.9803883067648 |
| 60 | 319.31 | 322.360388306765 | -3.05038830676482 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0384401133101991 | 0.0768802266203981 | 0.96155988668980 |
| 6 | 0.0202692489238833 | 0.0405384978477665 | 0.979730751076117 |
| 7 | 0.0211184469777525 | 0.042236893955505 | 0.978881553022247 |
| 8 | 0.00910615225072779 | 0.0182123045014556 | 0.990893847749272 |
| 9 | 0.00364187274777891 | 0.00728374549555783 | 0.99635812725222 |
| 10 | 0.00258322053377302 | 0.00516644106754603 | 0.997416779466227 |
| 11 | 0.00126229677589706 | 0.00252459355179412 | 0.998737703224103 |
| 12 | 0.00213896220608730 | 0.00427792441217461 | 0.997861037793913 |
| 13 | 0.00103485579460784 | 0.00206971158921569 | 0.998965144205392 |
| 14 | 0.000585769353399025 | 0.00117153870679805 | 0.999414230646601 |
| 15 | 0.00059678242645885 | 0.0011935648529177 | 0.999403217573541 |
| 16 | 0.000442180715822176 | 0.00088436143164435 | 0.999557819284178 |
| 17 | 0.237115768872504 | 0.474231537745009 | 0.762884231127496 |
| 18 | 0.584295732994544 | 0.831408534010912 | 0.415704267005456 |
| 19 | 0.631595236326198 | 0.736809527347603 | 0.368404763673802 |
| 20 | 0.662671232120835 | 0.67465753575833 | 0.337328767879165 |
| 21 | 0.966344370186928 | 0.0673112596261442 | 0.0336556298130721 |
| 22 | 0.986460060474128 | 0.0270798790517445 | 0.0135399395258722 |
| 23 | 0.991216729906532 | 0.0175665401869351 | 0.00878327009346756 |
| 24 | 0.99593360725208 | 0.00813278549583933 | 0.00406639274791967 |
| 25 | 0.999808309378595 | 0.000383381242810559 | 0.000191690621405279 |
| 26 | 0.999906122951194 | 0.000187754097611319 | 9.38770488056596e-05 |
| 27 | 0.999832267126064 | 0.000335465747871685 | 0.000167732873935842 |
| 28 | 0.999737327003975 | 0.000525345992049522 | 0.000262672996024761 |
| 29 | 0.999703958577531 | 0.000592082844937284 | 0.000296041422468642 |
| 30 | 0.99965410103864 | 0.000691797922717321 | 0.000345898961358660 |
| 31 | 0.99938321302214 | 0.00123357395572082 | 0.00061678697786041 |
| 32 | 0.998940379613102 | 0.00211924077379542 | 0.00105962038689771 |
| 33 | 0.998974053442774 | 0.00205189311445136 | 0.00102594655722568 |
| 34 | 0.998817608193886 | 0.00236478361222705 | 0.00118239180611352 |
| 35 | 0.998647682855899 | 0.00270463428820256 | 0.00135231714410128 |
| 36 | 0.999169506945024 | 0.00166098610995273 | 0.000830493054976366 |
| 37 | 0.999692277420195 | 0.000615445159609337 | 0.000307722579804668 |
| 38 | 0.999716014124686 | 0.000567971750628706 | 0.000283985875314353 |
| 39 | 0.99959046169052 | 0.000819076618959871 | 0.000409538309479935 |
| 40 | 0.999304615568387 | 0.00139076886322553 | 0.000695384431612766 |
| 41 | 0.99917131417012 | 0.00165737165975942 | 0.000828685829879711 |
| 42 | 0.998425535964684 | 0.00314892807063137 | 0.00157446403531568 |
| 43 | 0.997185478374221 | 0.00562904325155729 | 0.00281452162577864 |
| 44 | 0.99427250689964 | 0.0114549862007210 | 0.00572749310036049 |
| 45 | 0.989032312525303 | 0.0219353749493933 | 0.0109676874746967 |
| 46 | 0.997904561315433 | 0.00419087736913375 | 0.00209543868456687 |
| 47 | 0.998335525454909 | 0.00332894909018174 | 0.00166447454509087 |
| 48 | 0.995983863534837 | 0.00803227293032567 | 0.00401613646516283 |
| 49 | 0.991398927394157 | 0.0172021452116851 | 0.00860107260584256 |
| 50 | 0.981339351599984 | 0.0373212968000315 | 0.0186606484000157 |
| 51 | 0.965647693421295 | 0.0687046131574103 | 0.0343523065787051 |
| 52 | 0.950605819667737 | 0.0987883606645268 | 0.0493941803322634 |
| 53 | 0.96408602290369 | 0.0718279541926185 | 0.0359139770963093 |
| 54 | 0.921379165522133 | 0.157241668955734 | 0.078620834477867 |
| 55 | 0.891109436107422 | 0.217781127785157 | 0.108890563892578 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 31 | 0.607843137254902 | NOK |
| 5% type I error level | 40 | 0.784313725490196 | NOK |
| 10% type I error level | 45 | 0.88235294117647 | NOK |
