| Multiple Linear Regression - Estimated Regression Equation |
| Gemiddelde_prijs_vliegticket_in$[t] = + 296.249069801245 + 0.408609281722776`Gemiddelde_olieprijs_in$`[t] + 3.66666666666665Q1[t] + 2.71400000000000Q2[t] -2.04466666666666Q3[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) | 296.249069801245 | 5.710603 | 51.877 | 0 | 0 |
| `Gemiddelde_olieprijs_in$` | 0.408609281722776 | 0.090917 | 4.4943 | 3.6e-05 | 1.8e-05 |
| Q1 | 3.66666666666665 | 6.334186 | 0.5789 | 0.565041 | 0.28252 |
| Q2 | 2.71400000000000 | 6.334186 | 0.4285 | 0.669983 | 0.334992 |
| Q3 | -2.04466666666666 | 6.334186 | -0.3228 | 0.748072 | 0.374036 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.527554415011112 |
| R-squared | 0.278313660797717 |
| Adjusted R-squared | 0.225827381583006 |
| F-TEST (value) | 5.30259841165704 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 55 |
| p-value | 0.00110098507590728 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 17.3468832420402 |
| Sum Squared Residuals | 16550.2897017137 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 296.95 | 306.943816113544 | -9.99381611354354 |
| 2 | 296.84 | 305.991149446877 | -9.15114944687654 |
| 3 | 287.54 | 301.23248278021 | -13.6924827802099 |
| 4 | 287.81 | 303.277149446877 | -15.4671494468765 |
| 5 | 283.99 | 308.345345949852 | -24.3553459498523 |
| 6 | 275.79 | 307.392679283186 | -31.6026792831856 |
| 7 | 269.52 | 302.634012616519 | -33.114012616519 |
| 8 | 278.35 | 304.678679283186 | -26.3286792831856 |
| 9 | 283.43 | 307.810067790795 | -24.3800677907955 |
| 10 | 289.46 | 306.857401124129 | -17.3974011241288 |
| 11 | 282.3 | 302.098734457462 | -19.7987344574621 |
| 12 | 293.55 | 304.143401124129 | -10.5934011241288 |
| 13 | 304.78 | 305.22357103749 | -0.443571037490312 |
| 14 | 300.99 | 304.270904370824 | -3.28090437082363 |
| 15 | 315.29 | 299.512237704157 | 15.7777622958430 |
| 16 | 316.21 | 301.556904370824 | 14.6530956291763 |
| 17 | 331.79 | 307.323822745545 | 24.4661772544547 |
| 18 | 329.38 | 306.371156078879 | 23.0088439211213 |
| 19 | 317.27 | 301.612489412212 | 15.6575105877879 |
| 20 | 317.98 | 303.657156078879 | 14.3228439211213 |
| 21 | 340.28 | 311.507981790387 | 28.7720182096134 |
| 22 | 339.21 | 310.55531512372 | 28.6546848762800 |
| 23 | 336.71 | 305.796648457053 | 30.9133515429467 |
| 24 | 340.11 | 307.84131512372 | 32.2686848762801 |
| 25 | 347.72 | 309.865372477861 | 37.854627522139 |
| 26 | 328.68 | 308.912705811194 | 19.7672941888056 |
| 27 | 303.05 | 304.154039144528 | -1.10403914452771 |
| 28 | 299.83 | 306.198705811194 | -6.3687058111944 |
| 29 | 320.04 | 310.126882418164 | 9.91311758183642 |
| 30 | 317.94 | 309.174215751497 | 8.76578424850305 |
| 31 | 303.31 | 304.41554908483 | -1.10554908483029 |
| 32 | 308.85 | 306.460215751497 | 2.38978424850307 |
| 33 | 319.19 | 311.700028152796 | 7.48997184720371 |
| 34 | 314.52 | 310.747361486130 | 3.77263851387034 |
| 35 | 312.39 | 305.988694819463 | 6.401305180537 |
| 36 | 315.77 | 308.033361486130 | 7.73663851387033 |
| 37 | 320.23 | 315.39385605957 | 4.83614394042983 |
| 38 | 309.45 | 314.441189392904 | -4.99118939290356 |
| 39 | 296.54 | 309.682522726237 | -13.1425227262369 |
| 40 | 297.28 | 311.727189392904 | -14.4471893929036 |
| 41 | 301.39 | 321.99698205221 | -20.6069820522103 |
| 42 | 306.68 | 321.044315385544 | -14.3643153855436 |
| 43 | 305.91 | 316.285648718877 | -10.3756487188769 |
| 44 | 314.76 | 318.330315385544 | -3.57031538554362 |
| 45 | 323.34 | 326.446737130171 | -3.10673713017132 |
| 46 | 341.58 | 325.494070463505 | 16.0859295364953 |
| 47 | 330.12 | 320.735403796838 | 9.38459620316202 |
| 48 | 318.16 | 322.780070463505 | -4.62007046350463 |
| 49 | 317.84 | 329.257968988424 | -11.4179689884240 |
| 50 | 325.39 | 328.305302321757 | -2.91530232175736 |
| 51 | 327.56 | 323.546635655091 | 4.01336434490932 |
| 52 | 329.77 | 325.591302321757 | 4.17869767824263 |
| 53 | 333.29 | 340.674512319758 | -7.38451231975835 |
| 54 | 346.1 | 339.721845653092 | 6.3781543469083 |
| 55 | 358 | 334.963178986425 | 23.0368210135749 |
| 56 | 344.82 | 337.007845653092 | 7.81215434690827 |
| 57 | 313.3 | 324.943054973431 | -11.6430549734315 |
| 58 | 301.26 | 323.990388306765 | -22.7303883067648 |
| 59 | 306.38 | 319.231721640098 | -12.8517216400982 |
| 60 | 319.31 | 321.276388306765 | -1.96638830676483 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.0167007562518466 | 0.0334015125036933 | 0.983299243748153 |
| 9 | 0.00749861439464502 | 0.0149972287892900 | 0.992501385605355 |
| 10 | 0.00326602804666645 | 0.0065320560933329 | 0.996733971953334 |
| 11 | 0.00183043290401987 | 0.00366086580803974 | 0.99816956709598 |
| 12 | 0.00494295435746176 | 0.00988590871492353 | 0.995057045642538 |
| 13 | 0.00281155144493026 | 0.00562310288986052 | 0.99718844855507 |
| 14 | 0.00158809706450756 | 0.00317619412901512 | 0.998411902935492 |
| 15 | 0.00435475730952197 | 0.00870951461904394 | 0.995645242690478 |
| 16 | 0.00232885328432736 | 0.00465770656865471 | 0.997671146715673 |
| 17 | 0.261124739724768 | 0.522249479449535 | 0.738875260275232 |
| 18 | 0.619244866068345 | 0.76151026786331 | 0.380755133931655 |
| 19 | 0.714868153261258 | 0.570263693477483 | 0.285131846738742 |
| 20 | 0.74480458117528 | 0.510390837649441 | 0.255195418824720 |
| 21 | 0.9658022194581 | 0.0683955610838002 | 0.0341977805419001 |
| 22 | 0.9853452918087 | 0.0293094163826009 | 0.0146547081913005 |
| 23 | 0.992658693036374 | 0.0146826139272520 | 0.00734130696362602 |
| 24 | 0.996774304452962 | 0.00645139109407593 | 0.00322569554703796 |
| 25 | 0.999760034076726 | 0.000479931846547108 | 0.000239965923273554 |
| 26 | 0.999826602299623 | 0.000346795400754595 | 0.000173397700377297 |
| 27 | 0.999646668791035 | 0.00070666241793008 | 0.00035333120896504 |
| 28 | 0.999410668835545 | 0.00117866232891093 | 0.000589331164455463 |
| 29 | 0.999350030411627 | 0.00129993917674602 | 0.000649969588373012 |
| 30 | 0.999118825898846 | 0.00176234820230780 | 0.000881174101153899 |
| 31 | 0.998300740094233 | 0.00339851981153384 | 0.00169925990576692 |
| 32 | 0.996998420399136 | 0.0060031592017272 | 0.0030015796008636 |
| 33 | 0.99760166528256 | 0.00479666943488128 | 0.00239833471744064 |
| 34 | 0.997024911551198 | 0.00595017689760334 | 0.00297508844880167 |
| 35 | 0.996265978623443 | 0.00746804275311343 | 0.00373402137655671 |
| 36 | 0.997036279865191 | 0.00592744026961784 | 0.00296372013480892 |
| 37 | 0.999424698501814 | 0.00115060299637110 | 0.000575301498185552 |
| 38 | 0.999379435763557 | 0.0012411284728866 | 0.0006205642364433 |
| 39 | 0.99891094587428 | 0.00217810825144084 | 0.00108905412572042 |
| 40 | 0.99803716966654 | 0.00392566066691818 | 0.00196283033345909 |
| 41 | 0.997056084857398 | 0.00588783028520349 | 0.00294391514260174 |
| 42 | 0.994572761172957 | 0.0108544776540863 | 0.00542723882704314 |
| 43 | 0.991067928600926 | 0.0178641427981476 | 0.00893207139907382 |
| 44 | 0.982000616064014 | 0.0359987678719714 | 0.0179993839359857 |
| 45 | 0.974308777161567 | 0.0513824456768656 | 0.0256912228384328 |
| 46 | 0.996649210018409 | 0.0067015799631826 | 0.0033507899815913 |
| 47 | 0.995323325172952 | 0.00935334965409564 | 0.00467667482704782 |
| 48 | 0.987764949578153 | 0.0244701008436948 | 0.0122350504218474 |
| 49 | 0.970660558252086 | 0.0586788834958284 | 0.0293394417479142 |
| 50 | 0.949633249176121 | 0.100733501647757 | 0.0503667508238785 |
| 51 | 0.888510303314173 | 0.222979393371653 | 0.111489696685827 |
| 52 | 0.782219534909733 | 0.435560930180535 | 0.217780465090267 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 27 | 0.6 | NOK |
| 5% type I error level | 35 | 0.777777777777778 | NOK |
| 10% type I error level | 38 | 0.844444444444444 | NOK |
