| Multiple Linear Regression - Estimated Regression Equation |
| Brood[t] = + 26.9368149549099 + 0.0919681490672806Maand[t] + 0.0069150703053594Tarwe[t] + 0.14533634271945Meel[t] + 0.617258582045496Water[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) | 26.9368149549099 | 10.936337 | 2.4631 | 0.017123 | 0.008562 |
| Maand | 0.0919681490672806 | 0.04176 | 2.2023 | 0.0321 | 0.01605 |
| Tarwe | 0.0069150703053594 | 0.002812 | 2.4589 | 0.017301 | 0.00865 |
| Meel | 0.14533634271945 | 0.020765 | 6.999 | 0 | 0 |
| Water | 0.617258582045496 | 0.123112 | 5.0138 | 7e-06 | 3e-06 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.983371743070837 |
| R-squared | 0.967019985070176 |
| Adjusted R-squared | 0.964483060844805 |
| F-TEST (value) | 381.178111430868 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 52 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.06188809433039 |
| Sum Squared Residuals | 58.6355288937926 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 104.37 | 105.24497390866 | -0.874973908660293 |
| 2 | 104.89 | 105.661781510061 | -0.771781510060987 |
| 3 | 105.15 | 105.710987627843 | -0.56098762784319 |
| 4 | 105.72 | 106.656792675176 | -0.936792675176334 |
| 5 | 106.38 | 107.017286793399 | -0.637286793399259 |
| 6 | 106.4 | 106.946609043265 | -0.54660904326517 |
| 7 | 106.47 | 107.320192660605 | -0.850192660605103 |
| 8 | 106.59 | 108.064498767345 | -1.47449876734549 |
| 9 | 106.76 | 108.409779509469 | -1.64977950946945 |
| 10 | 107.35 | 107.5299728558 | -0.179972855800129 |
| 11 | 107.81 | 108.235182107734 | -0.425182107734355 |
| 12 | 108.03 | 108.169404360817 | -0.13940436081749 |
| 13 | 109.08 | 107.795891897013 | 1.28410810298664 |
| 14 | 109.86 | 108.337776223347 | 1.52222377665327 |
| 15 | 110.29 | 109.809292401104 | 0.480707598896462 |
| 16 | 110.34 | 109.881297680319 | 0.458702319681384 |
| 17 | 110.59 | 110.538485591272 | 0.0515144087278307 |
| 18 | 110.64 | 110.693991404271 | -0.0539914042704989 |
| 19 | 110.83 | 110.701320495531 | 0.128679504469329 |
| 20 | 111.51 | 111.35648649109 | 0.153513508909789 |
| 21 | 113.32 | 112.73179160593 | 0.588208394069725 |
| 22 | 115.89 | 113.360579701304 | 2.52942029869551 |
| 23 | 116.51 | 113.648846777707 | 2.86115322229336 |
| 24 | 117.44 | 116.631485837387 | 0.808514162613097 |
| 25 | 118.25 | 117.234906482811 | 1.01509351718873 |
| 26 | 118.65 | 118.844391609976 | -0.194391609976491 |
| 27 | 118.52 | 119.114639178621 | -0.594639178620525 |
| 28 | 119.07 | 119.529483057973 | -0.459483057972582 |
| 29 | 119.12 | 119.300972667768 | -0.180972667768442 |
| 30 | 119.28 | 120.557649060877 | -1.27764906087747 |
| 31 | 119.3 | 121.216837009058 | -1.91683700905803 |
| 32 | 119.44 | 121.531907591924 | -2.09190759192383 |
| 33 | 119.57 | 121.552122440171 | -1.98212244017107 |
| 34 | 119.93 | 120.437508122475 | -0.507508122475136 |
| 35 | 120.03 | 119.924819339298 | 0.105180660702319 |
| 36 | 119.66 | 119.731424107737 | -0.0714241077371316 |
| 37 | 119.46 | 120.054501426214 | -0.594501426213957 |
| 38 | 119.48 | 119.424315868105 | 0.0556841318953104 |
| 39 | 119.56 | 119.380415688488 | 0.179584311512183 |
| 40 | 119.43 | 118.739285269569 | 0.690714730430551 |
| 41 | 119.57 | 118.679978516861 | 0.890021483139059 |
| 42 | 119.59 | 119.229529877343 | 0.36047012265742 |
| 43 | 119.5 | 118.772874568734 | 0.727125431266112 |
| 44 | 119.54 | 118.916882274833 | 0.623117725166797 |
| 45 | 119.56 | 119.502892654527 | 0.0571073454729361 |
| 46 | 119.61 | 118.858021127093 | 0.751978872907436 |
| 47 | 119.64 | 119.003987803479 | 0.636012196521126 |
| 48 | 119.6 | 117.781330995047 | 1.8186690049528 |
| 49 | 119.71 | 117.798238861161 | 1.91176113883943 |
| 50 | 119.72 | 119.009238478778 | 0.710761521222346 |
| 51 | 119.66 | 119.303744212736 | 0.356255787264051 |
| 52 | 119.76 | 119.551445835026 | 0.208554164974475 |
| 53 | 119.8 | 119.655193085424 | 0.144806914575531 |
| 54 | 119.88 | 120.419492482171 | -0.539492482170778 |
| 55 | 119.78 | 120.455532536769 | -0.675532536769454 |
| 56 | 120.08 | 120.983294195006 | -0.90329419500576 |
| 57 | 120.22 | 121.238435647497 | -1.01843564749659 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.0179510353437289 | 0.0359020706874577 | 0.982048964656271 |
| 9 | 0.00786290964127806 | 0.0157258192825561 | 0.992137090358722 |
| 10 | 0.00182285617448373 | 0.00364571234896747 | 0.998177143825516 |
| 11 | 0.00132415441248646 | 0.00264830882497292 | 0.998675845587514 |
| 12 | 0.000526344579975681 | 0.00105268915995136 | 0.999473655420024 |
| 13 | 0.000466365165780758 | 0.000932730331561516 | 0.99953363483422 |
| 14 | 0.000129006009256284 | 0.000258012018512568 | 0.999870993990744 |
| 15 | 3.63000863661717e-05 | 7.26001727323434e-05 | 0.999963699913634 |
| 16 | 1.09999878616509e-05 | 2.19999757233017e-05 | 0.999989000012138 |
| 17 | 6.100619227615e-06 | 1.220123845523e-05 | 0.999993899380772 |
| 18 | 4.33893330486192e-06 | 8.67786660972385e-06 | 0.999995661066695 |
| 19 | 2.44999786395372e-05 | 4.89999572790744e-05 | 0.99997550002136 |
| 20 | 0.000838897325757391 | 0.00167779465151478 | 0.999161102674243 |
| 21 | 0.121003365074157 | 0.242006730148314 | 0.878996634925843 |
| 22 | 0.175925483504096 | 0.351850967008192 | 0.824074516495904 |
| 23 | 0.904156302542942 | 0.191687394914115 | 0.0958436974570577 |
| 24 | 0.999999999715778 | 5.68444904657157e-10 | 2.84222452328579e-10 |
| 25 | 0.99999999999866 | 2.67929001295148e-12 | 1.33964500647574e-12 |
| 26 | 0.999999999999643 | 7.14245123591491e-13 | 3.57122561795746e-13 |
| 27 | 0.999999999999931 | 1.38188460959554e-13 | 6.9094230479777e-14 |
| 28 | 0.99999999999986 | 2.7888188213317e-13 | 1.39440941066585e-13 |
| 29 | 0.999999999999447 | 1.10689154527527e-12 | 5.53445772637633e-13 |
| 30 | 0.99999999999877 | 2.45961707708044e-12 | 1.22980853854022e-12 |
| 31 | 0.999999999998586 | 2.82760237297301e-12 | 1.4138011864865e-12 |
| 32 | 0.99999999999796 | 4.07872844219966e-12 | 2.03936422109983e-12 |
| 33 | 0.99999999999812 | 3.75861781349372e-12 | 1.87930890674686e-12 |
| 34 | 0.999999999996754 | 6.49278539575786e-12 | 3.24639269787893e-12 |
| 35 | 0.999999999999505 | 9.89360755214046e-13 | 4.94680377607023e-13 |
| 36 | 0.9999999999979 | 4.19903913382688e-12 | 2.09951956691344e-12 |
| 37 | 0.999999999994474 | 1.10522288376817e-11 | 5.52611441884083e-12 |
| 38 | 0.999999999977245 | 4.55101375128955e-11 | 2.27550687564477e-11 |
| 39 | 0.999999999850218 | 2.9956391388855e-10 | 1.49781956944275e-10 |
| 40 | 0.999999999465894 | 1.06821283858484e-09 | 5.34106419292419e-10 |
| 41 | 0.999999996436699 | 7.12660268616598e-09 | 3.56330134308299e-09 |
| 42 | 0.999999990544126 | 1.89117485489977e-08 | 9.45587427449886e-09 |
| 43 | 0.999999980089708 | 3.9820583670797e-08 | 1.99102918353985e-08 |
| 44 | 0.999999953719719 | 9.25605625314707e-08 | 4.62802812657353e-08 |
| 45 | 0.999999838322902 | 3.23354195120581e-07 | 1.61677097560291e-07 |
| 46 | 0.999998530556565 | 2.93888686940062e-06 | 1.46944343470031e-06 |
| 47 | 0.999986880602227 | 2.62387955452412e-05 | 1.31193977726206e-05 |
| 48 | 0.999874095896826 | 0.000251808206347456 | 0.000125904103173728 |
| 49 | 0.999429799221052 | 0.00114040155789652 | 0.00057020077894826 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 37 | 0.880952380952381 | NOK |
| 5% type I error level | 39 | 0.928571428571429 | NOK |
| 10% type I error level | 39 | 0.928571428571429 | NOK |
