| Multiple Linear Regression - Estimated Regression Equation |
| Faillissementen[t] = + 57.275 -6.40535714285712M1[t] -5.23214285714286M2[t] + 7.44107142857142M3[t] -6.88571428571429M4[t] -7.37916666666667M5[t] + 2.62738095238095M6[t] -18.1994047619048M7[t] -26.6928571428571M8[t] + 0.647023809523808M9[t] + 6.8202380952381M10[t] -7.67321428571429M11[t] -0.00654761904761921t + 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) | 57.275 | 3.86125 | 14.8333 | 0 | 0 |
| M1 | -6.40535714285712 | 4.727887 | -1.3548 | 0.180645 | 0.090323 |
| M2 | -5.23214285714286 | 4.723019 | -1.1078 | 0.272446 | 0.136223 |
| M3 | 7.44107142857142 | 4.718609 | 1.577 | 0.120151 | 0.060076 |
| M4 | -6.88571428571429 | 4.71466 | -1.4605 | 0.14946 | 0.07473 |
| M5 | -7.37916666666667 | 4.711173 | -1.5663 | 0.122624 | 0.061312 |
| M6 | 2.62738095238095 | 4.708149 | 0.558 | 0.578922 | 0.289461 |
| M7 | -18.1994047619048 | 4.705588 | -3.8676 | 0.000277 | 0.000138 |
| M8 | -26.6928571428571 | 4.703492 | -5.6751 | 0 | 0 |
| M9 | 0.647023809523808 | 4.701861 | 0.1376 | 0.891017 | 0.445509 |
| M10 | 6.8202380952381 | 4.700696 | 1.4509 | 0.152104 | 0.076052 |
| M11 | -7.67321428571429 | 4.699997 | -1.6326 | 0.107879 | 0.05394 |
| t | -0.00654761904761921 | 0.046811 | -0.1399 | 0.889236 | 0.444618 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.788766683784605 |
| R-squared | 0.622152881448563 |
| Adjusted R-squared | 0.54530262004827 |
| F-TEST (value) | 8.09565081643555 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 59 |
| p-value | 1.05415345341697e-08 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 8.14022956487382 |
| Sum Squared Residuals | 3909.5369047619 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 46 | 50.8630952380951 | -4.86309523809514 |
| 2 | 62 | 52.0297619047619 | 9.9702380952381 |
| 3 | 66 | 64.6964285714286 | 1.30357142857142 |
| 4 | 59 | 50.3630952380952 | 8.63690476190476 |
| 5 | 58 | 49.8630952380952 | 8.13690476190476 |
| 6 | 61 | 59.8630952380952 | 1.13690476190476 |
| 7 | 41 | 39.0297619047619 | 1.97023809523809 |
| 8 | 27 | 30.5297619047619 | -3.52976190476191 |
| 9 | 58 | 57.8630952380952 | 0.136904761904765 |
| 10 | 70 | 64.0297619047619 | 5.97023809523809 |
| 11 | 49 | 49.5297619047619 | -0.529761904761908 |
| 12 | 59 | 57.1964285714286 | 1.80357142857142 |
| 13 | 44 | 50.7845238095238 | -6.78452380952383 |
| 14 | 36 | 51.9511904761905 | -15.9511904761905 |
| 15 | 72 | 64.6178571428571 | 7.38214285714286 |
| 16 | 45 | 50.2845238095238 | -5.28452380952381 |
| 17 | 56 | 49.7845238095238 | 6.21547619047619 |
| 18 | 54 | 59.7845238095238 | -5.78452380952381 |
| 19 | 53 | 38.9511904761905 | 14.0488095238095 |
| 20 | 35 | 30.4511904761905 | 4.54880952380952 |
| 21 | 61 | 57.7845238095238 | 3.21547619047618 |
| 22 | 52 | 63.9511904761905 | -11.9511904761905 |
| 23 | 47 | 49.4511904761905 | -2.45119047619048 |
| 24 | 51 | 57.1178571428571 | -6.11785714285715 |
| 25 | 52 | 50.7059523809524 | 1.2940476190476 |
| 26 | 63 | 51.872619047619 | 11.127380952381 |
| 27 | 74 | 64.5392857142857 | 9.4607142857143 |
| 28 | 45 | 50.2059523809524 | -5.20595238095238 |
| 29 | 51 | 49.7059523809524 | 1.29404761904762 |
| 30 | 64 | 59.7059523809524 | 4.29404761904762 |
| 31 | 36 | 38.872619047619 | -2.87261904761905 |
| 32 | 30 | 30.3726190476191 | -0.372619047619049 |
| 33 | 55 | 57.7059523809524 | -2.70595238095238 |
| 34 | 64 | 63.872619047619 | 0.127380952380948 |
| 35 | 39 | 49.3726190476191 | -10.3726190476191 |
| 36 | 40 | 57.0392857142857 | -17.0392857142857 |
| 37 | 63 | 50.627380952381 | 12.372619047619 |
| 38 | 45 | 51.7940476190476 | -6.79404761904762 |
| 39 | 59 | 64.4607142857143 | -5.46071428571429 |
| 40 | 55 | 50.127380952381 | 4.87261904761905 |
| 41 | 40 | 49.6273809523809 | -9.62738095238095 |
| 42 | 64 | 59.627380952381 | 4.37261904761905 |
| 43 | 27 | 38.7940476190476 | -11.7940476190476 |
| 44 | 28 | 30.2940476190476 | -2.29404761904762 |
| 45 | 45 | 57.627380952381 | -12.627380952381 |
| 46 | 57 | 63.7940476190476 | -6.79404761904762 |
| 47 | 45 | 49.2940476190476 | -4.29404761904762 |
| 48 | 69 | 56.9607142857143 | 12.0392857142857 |
| 49 | 60 | 50.5488095238095 | 9.45119047619046 |
| 50 | 56 | 51.7154761904762 | 4.28452380952381 |
| 51 | 58 | 64.3821428571429 | -6.38214285714286 |
| 52 | 50 | 50.0488095238095 | -0.0488095238095204 |
| 53 | 51 | 49.5488095238095 | 1.45119047619048 |
| 54 | 53 | 59.5488095238095 | -6.54880952380952 |
| 55 | 37 | 38.7154761904762 | -1.71547619047619 |
| 56 | 22 | 30.2154761904762 | -8.21547619047619 |
| 57 | 55 | 57.5488095238095 | -2.54880952380952 |
| 58 | 70 | 63.7154761904762 | 6.28452380952382 |
| 59 | 62 | 49.2154761904762 | 12.7845238095238 |
| 60 | 58 | 56.8821428571429 | 1.11785714285715 |
| 61 | 39 | 50.4702380952381 | -11.4702380952381 |
| 62 | 49 | 51.6369047619048 | -2.63690476190476 |
| 63 | 58 | 64.3035714285714 | -6.30357142857143 |
| 64 | 47 | 49.9702380952381 | -2.97023809523809 |
| 65 | 42 | 49.4702380952381 | -7.47023809523809 |
| 66 | 62 | 59.4702380952381 | 2.52976190476191 |
| 67 | 39 | 38.6369047619048 | 0.363095238095241 |
| 68 | 40 | 30.1369047619048 | 9.86309523809524 |
| 69 | 72 | 57.4702380952381 | 14.5297619047619 |
| 70 | 70 | 63.6369047619048 | 6.36309523809525 |
| 71 | 54 | 49.1369047619048 | 4.86309523809524 |
| 72 | 65 | 56.8035714285714 | 8.19642857142857 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.732908727843818 | 0.534182544312364 | 0.267091272156182 |
| 17 | 0.631003933477688 | 0.737992133044624 | 0.368996066522312 |
| 18 | 0.488125797563983 | 0.976251595127965 | 0.511874202436017 |
| 19 | 0.673963118555837 | 0.652073762888326 | 0.326036881444163 |
| 20 | 0.659490685854953 | 0.681018628290094 | 0.340509314145047 |
| 21 | 0.580967796926889 | 0.838064406146222 | 0.419032203073111 |
| 22 | 0.625590025101046 | 0.748819949797908 | 0.374409974898954 |
| 23 | 0.524313972051932 | 0.951372055896135 | 0.475686027948068 |
| 24 | 0.436530453392635 | 0.873060906785269 | 0.563469546607365 |
| 25 | 0.439927496985148 | 0.879854993970296 | 0.560072503014852 |
| 26 | 0.571787650543135 | 0.85642469891373 | 0.428212349456865 |
| 27 | 0.601740266554453 | 0.796519466891093 | 0.398259733445547 |
| 28 | 0.539797737989976 | 0.920404524020047 | 0.460202262010024 |
| 29 | 0.502296256634935 | 0.995407486730129 | 0.497703743365065 |
| 30 | 0.473926491919633 | 0.947852983839266 | 0.526073508080367 |
| 31 | 0.459139191357031 | 0.918278382714062 | 0.540860808642969 |
| 32 | 0.38569324389458 | 0.77138648778916 | 0.61430675610542 |
| 33 | 0.314758926147806 | 0.629517852295612 | 0.685241073852194 |
| 34 | 0.258396865800558 | 0.516793731601117 | 0.741603134199442 |
| 35 | 0.237209928500533 | 0.474419857001066 | 0.762790071499467 |
| 36 | 0.383047870256918 | 0.766095740513835 | 0.616952129743082 |
| 37 | 0.589507313061928 | 0.820985373876144 | 0.410492686938072 |
| 38 | 0.534981934200493 | 0.930036131599013 | 0.465018065799506 |
| 39 | 0.495963544332658 | 0.991927088665315 | 0.504036455667342 |
| 40 | 0.494713758346348 | 0.989427516692695 | 0.505286241653652 |
| 41 | 0.470411590767588 | 0.940823181535176 | 0.529588409232412 |
| 42 | 0.473422178619642 | 0.946844357239284 | 0.526577821380358 |
| 43 | 0.46713163455885 | 0.9342632691177 | 0.53286836544115 |
| 44 | 0.381538540937046 | 0.763077081874093 | 0.618461459062954 |
| 45 | 0.442794561069323 | 0.885589122138645 | 0.557205438930677 |
| 46 | 0.426861064453725 | 0.85372212890745 | 0.573138935546275 |
| 47 | 0.453798957218836 | 0.907597914437673 | 0.546201042781164 |
| 48 | 0.533426515180372 | 0.933146969639256 | 0.466573484819628 |
| 49 | 0.773547723846288 | 0.452904552307424 | 0.226452276153712 |
| 50 | 0.757596585262114 | 0.484806829475773 | 0.242403414737886 |
| 51 | 0.678317374167357 | 0.643365251665286 | 0.321682625832643 |
| 52 | 0.606006291861958 | 0.787987416276084 | 0.393993708138042 |
| 53 | 0.67579927934054 | 0.64840144131892 | 0.32420072065946 |
| 54 | 0.554229059479104 | 0.891541881041792 | 0.445770940520896 |
| 55 | 0.423749258028761 | 0.847498516057523 | 0.576250741971239 |
| 56 | 0.441613575689106 | 0.883227151378212 | 0.558386424310894 |
| 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 | 0 | 0 | OK |
| 10% type I error level | 0 | 0 | OK |
