| Multiple Linear Regression - Estimated Regression Equation |
| Apple[t] = -135.237765758431 -6.92930786369107e-07Volume[t] + 4.08575435495335Microsoft[t] + 0.0273638855674244NASDAQ[t] + 28.4463862390989Inflatie[t] -0.491355185021774Consumentenvertrouwen[t] + 1.68889394426909t + 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) | -135.237765758431 | 19.256258 | -7.0231 | 0 | 0 |
| Volume | -6.92930786369107e-07 | 0 | -2.5807 | 0.011035 | 0.005517 |
| Microsoft | 4.08575435495335 | 0.918239 | 4.4496 | 1.9e-05 | 1e-05 |
| NASDAQ | 0.0273638855674244 | 0.006593 | 4.1506 | 6.1e-05 | 3.1e-05 |
| Inflatie | 28.4463862390989 | 207.329257 | 0.1372 | 0.891094 | 0.445547 |
| Consumentenvertrouwen | -0.491355185021774 | 0.164581 | -2.9855 | 0.003417 | 0.001708 |
| t | 1.68889394426909 | 0.127815 | 13.2136 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.940901818676937 |
| R-squared | 0.885296232389568 |
| Adjusted R-squared | 0.879700926652474 |
| F-TEST (value) | 158.221243661534 |
| F-TEST (DF numerator) | 6 |
| F-TEST (DF denominator) | 123 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 26.5822933572503 |
| Sum Squared Residuals | 86914.0533761022 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 25.94 | 47.6203922582219 | -21.6803922582219 |
| 2 | 28.66 | 65.0596023063397 | -36.3996023063397 |
| 3 | 33.95 | 92.6716248524704 | -58.7216248524703 |
| 4 | 31.01 | 12.8322720271830 | 18.177727972817 |
| 5 | 21 | -13.1013193909541 | 34.1013193909541 |
| 6 | 26.19 | 37.4663893988560 | -11.2763893988560 |
| 7 | 25.41 | 17.3306461573766 | 8.07935384262342 |
| 8 | 30.47 | 32.8391023862361 | -2.36910238623609 |
| 9 | 12.88 | -17.0513925961639 | 29.9313925961639 |
| 10 | 9.78 | -4.88550092004212 | 14.6655009200421 |
| 11 | 8.25 | -26.854118458832 | 35.104118458832 |
| 12 | 7.44 | -50.368965700453 | 57.808965700453 |
| 13 | 10.81 | -10.3222648531589 | 21.1322648531589 |
| 14 | 9.12 | -18.6712488777555 | 27.7912488777555 |
| 15 | 11.03 | -39.2792665814369 | 50.3092665814369 |
| 16 | 12.74 | -6.99109089803629 | 19.7310908980363 |
| 17 | 9.98 | -0.515854110966513 | 10.4958541109665 |
| 18 | 11.62 | 6.60340707587911 | 5.01659292412089 |
| 19 | 9.4 | -6.25356251836246 | 15.6535625183625 |
| 20 | 9.27 | -19.7308610888205 | 29.0008610888205 |
| 21 | 7.76 | -31.6769892874143 | 39.4369892874143 |
| 22 | 8.78 | -6.43395933788622 | 15.2139593378862 |
| 23 | 10.65 | 13.6180465968853 | -2.96804659688531 |
| 24 | 10.95 | 15.0797997489084 | -4.12979974890839 |
| 25 | 12.36 | 5.81749144249887 | 6.54250855750113 |
| 26 | 10.85 | -5.66087562573002 | 16.51087562573 |
| 27 | 11.84 | -1.15798936854931 | 12.9979893685493 |
| 28 | 12.14 | -16.6646963911402 | 28.8046963911402 |
| 29 | 11.65 | -19.7739102026169 | 31.4239102026169 |
| 30 | 8.86 | -18.0894929648164 | 26.9494929648164 |
| 31 | 7.63 | -24.9728231740389 | 32.6028231740389 |
| 32 | 7.38 | -16.8624105803951 | 24.2424105803951 |
| 33 | 7.25 | -28.3430994061799 | 35.5930994061799 |
| 34 | 8.03 | 0.0813156832701045 | 7.9486843167299 |
| 35 | 7.75 | 11.8036589582432 | -4.05365895824315 |
| 36 | 7.16 | 2.13147506489139 | 5.02852493510861 |
| 37 | 7.18 | -4.48013160977126 | 11.6601316097713 |
| 38 | 7.51 | 6.72765033793577 | 0.782349662064226 |
| 39 | 7.07 | 12.4367820767873 | -5.36678207678731 |
| 40 | 7.11 | 7.43757418992007 | -0.327574189920074 |
| 41 | 8.98 | 4.76930324082595 | 4.21069675917405 |
| 42 | 9.53 | 16.3744418612400 | -6.84444186123995 |
| 43 | 10.54 | 28.0772063495220 | -17.5372063495220 |
| 44 | 11.31 | 30.725446620261 | -19.415446620261 |
| 45 | 10.36 | 37.0825160155296 | -26.7225160155296 |
| 46 | 11.44 | 34.2420336358629 | -22.8020336358629 |
| 47 | 10.45 | 31.1169909500695 | -20.6669909500695 |
| 48 | 10.69 | 40.1315113696156 | -29.4415113696156 |
| 49 | 11.28 | 38.4751533232602 | -27.1951533232602 |
| 50 | 11.96 | 42.2826132927211 | -30.3226132927211 |
| 51 | 13.52 | 31.8326786360434 | -18.3126786360434 |
| 52 | 12.89 | 35.259629669038 | -22.369629669038 |
| 53 | 14.03 | 43.5944494302591 | -29.5644494302591 |
| 54 | 16.27 | 46.5402216760989 | -30.2702216760989 |
| 55 | 16.17 | 40.5111138273433 | -24.3411138273433 |
| 56 | 17.25 | 42.8363813486232 | -25.5863813486232 |
| 57 | 19.38 | 48.1198247068595 | -28.7398247068595 |
| 58 | 26.2 | 44.6840143182479 | -18.4840143182479 |
| 59 | 33.53 | 54.4380034285798 | -20.9080034285798 |
| 60 | 32.2 | 56.4250522720303 | -24.2250522720303 |
| 61 | 38.45 | 36.4877963477307 | 1.96220365226932 |
| 62 | 44.86 | 39.5037788418986 | 5.35622115810142 |
| 63 | 41.67 | 48.3685744697666 | -6.6985744697666 |
| 64 | 36.06 | 48.5475104570991 | -12.4875104570991 |
| 65 | 39.76 | 61.4135448736617 | -21.6535448736617 |
| 66 | 36.81 | 60.0564435648387 | -23.2464435648387 |
| 67 | 42.65 | 69.5905745002651 | -26.9405745002651 |
| 68 | 46.89 | 79.0849905910029 | -32.1949905910029 |
| 69 | 53.61 | 79.1482637161787 | -25.5382637161787 |
| 70 | 57.59 | 72.9876114102866 | -15.3976114102866 |
| 71 | 67.82 | 85.266221488155 | -17.4462214881551 |
| 72 | 71.89 | 78.1972981016392 | -6.30729810163916 |
| 73 | 75.51 | 76.7302789767895 | -1.22027897678947 |
| 74 | 68.49 | 77.316888337418 | -8.82688833741798 |
| 75 | 62.72 | 79.699332293952 | -16.9793322939520 |
| 76 | 70.39 | 67.035904080195 | 3.35409591980497 |
| 77 | 59.77 | 70.3599421976234 | -10.5899421976234 |
| 78 | 57.27 | 71.8560952064922 | -14.5860952064922 |
| 79 | 67.96 | 71.7868382480608 | -3.82683824806083 |
| 80 | 67.85 | 88.6540848664657 | -20.8040848664657 |
| 81 | 76.98 | 92.7301803877898 | -15.7501803877898 |
| 82 | 81.08 | 108.391300703363 | -27.3113007033626 |
| 83 | 91.66 | 114.188458660763 | -22.5284586607625 |
| 84 | 84.84 | 110.296851449950 | -25.4568514499504 |
| 85 | 85.73 | 104.350734924320 | -18.6207349243204 |
| 86 | 84.61 | 110.188713489727 | -25.578713489727 |
| 87 | 92.91 | 112.949089868605 | -20.0390898686052 |
| 88 | 99.8 | 127.392729892974 | -27.5927298929741 |
| 89 | 121.19 | 129.860861072444 | -8.67086107244447 |
| 90 | 122.04 | 120.647073035436 | 1.39292696456383 |
| 91 | 131.76 | 113.995006808733 | 17.7649931912669 |
| 92 | 138.48 | 122.652715714628 | 15.8272842853720 |
| 93 | 153.47 | 132.353805169118 | 21.1161948308820 |
| 94 | 189.95 | 170.919476171579 | 19.0305238284211 |
| 95 | 182.22 | 152.876048468654 | 29.3439515313457 |
| 96 | 198.08 | 170.810531630444 | 27.2694683695564 |
| 97 | 135.36 | 134.159085828334 | 1.20091417166599 |
| 98 | 125.02 | 128.555635844006 | -3.53563584400596 |
| 99 | 143.5 | 143.176077769243 | 0.323922230757482 |
| 100 | 173.95 | 153.217611323405 | 20.7323886765953 |
| 101 | 188.75 | 164.409378285476 | 24.3406217145242 |
| 102 | 167.44 | 159.117437515450 | 8.3225624845495 |
| 103 | 158.95 | 155.041658304202 | 3.90834169579771 |
| 104 | 169.53 | 167.832378853101 | 1.69762114689925 |
| 105 | 113.66 | 143.950282105205 | -30.2902821052049 |
| 106 | 107.59 | 113.235329365615 | -5.64532936561481 |
| 107 | 92.67 | 113.642695383806 | -20.9726953838057 |
| 108 | 85.35 | 123.989944613498 | -38.6399446134984 |
| 109 | 90.13 | 130.974377181877 | -40.8443771818768 |
| 110 | 89.31 | 120.472177510882 | -31.1621775108823 |
| 111 | 105.12 | 135.059086054011 | -29.9390860540109 |
| 112 | 125.83 | 145.887785291799 | -20.0577852917987 |
| 113 | 135.81 | 147.379933953111 | -11.5699339531111 |
| 114 | 142.43 | 162.308990108187 | -19.8789901081872 |
| 115 | 163.39 | 169.648983012293 | -6.2589830122933 |
| 116 | 168.21 | 176.682207970864 | -8.47220797086446 |
| 117 | 185.35 | 183.898051146686 | 1.45194885331349 |
| 118 | 188.5 | 191.131141299836 | -2.63114129983579 |
| 119 | 199.91 | 206.809169694330 | -6.89916969433031 |
| 120 | 210.73 | 212.746708030587 | -2.01670803058705 |
| 121 | 192.06 | 192.292042209460 | -0.232042209459598 |
| 122 | 204.62 | 210.468276881728 | -5.84827688172815 |
| 123 | 235 | 217.324249565806 | 17.6757504341937 |
| 124 | 261.09 | 221.423290221788 | 39.6667097782118 |
| 125 | 256.88 | 188.259887644323 | 68.6201123556772 |
| 126 | 251.53 | 182.313226223778 | 69.2167737762222 |
| 127 | 257.25 | 201.540823705851 | 55.7091762941487 |
| 128 | 243.1 | 197.051470719490 | 46.0485292805096 |
| 129 | 283.75 | 208.591082585556 | 75.1589174144439 |
| 130 | 300.98 | 222.189981187953 | 78.7900188120467 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 10 | 0.00542820920296272 | 0.0108564184059254 | 0.994571790797037 |
| 11 | 0.00173826838534356 | 0.00347653677068712 | 0.998261731614656 |
| 12 | 0.000310966513671861 | 0.000621933027343721 | 0.999689033486328 |
| 13 | 5.4898665114721e-05 | 0.000109797330229442 | 0.999945101334885 |
| 14 | 8.24731423065337e-06 | 1.64946284613067e-05 | 0.99999175268577 |
| 15 | 3.48021178413945e-06 | 6.9604235682789e-06 | 0.999996519788216 |
| 16 | 6.5098218503746e-07 | 1.30196437007492e-06 | 0.999999349017815 |
| 17 | 9.44775734450921e-08 | 1.88955146890184e-07 | 0.999999905522427 |
| 18 | 1.33959871420700e-08 | 2.67919742841401e-08 | 0.999999986604013 |
| 19 | 2.68598861490292e-09 | 5.37197722980584e-09 | 0.999999997314011 |
| 20 | 4.52707659987368e-10 | 9.05415319974736e-10 | 0.999999999547292 |
| 21 | 7.29223845531052e-11 | 1.45844769106210e-10 | 0.999999999927078 |
| 22 | 1.52945456502641e-11 | 3.05890913005282e-11 | 0.999999999984705 |
| 23 | 2.5994690514974e-12 | 5.1989381029948e-12 | 0.9999999999974 |
| 24 | 3.58468810580145e-13 | 7.16937621160289e-13 | 0.999999999999642 |
| 25 | 5.6868540859591e-14 | 1.13737081719182e-13 | 0.999999999999943 |
| 26 | 8.89300753640398e-15 | 1.77860150728080e-14 | 0.999999999999991 |
| 27 | 1.13982823153340e-15 | 2.27965646306679e-15 | 0.999999999999999 |
| 28 | 3.41838829187996e-16 | 6.83677658375993e-16 | 1 |
| 29 | 7.05618858216625e-17 | 1.41123771643325e-16 | 1 |
| 30 | 1.23281426045513e-17 | 2.46562852091026e-17 | 1 |
| 31 | 3.20614197983149e-18 | 6.41228395966298e-18 | 1 |
| 32 | 6.34801118139012e-19 | 1.26960223627802e-18 | 1 |
| 33 | 3.12590861838408e-19 | 6.25181723676815e-19 | 1 |
| 34 | 6.79359058775805e-20 | 1.35871811755161e-19 | 1 |
| 35 | 9.6644946698919e-21 | 1.93289893397838e-20 | 1 |
| 36 | 1.96741108510884e-21 | 3.93482217021768e-21 | 1 |
| 37 | 9.0852630009779e-22 | 1.81705260019558e-21 | 1 |
| 38 | 2.45209175571813e-22 | 4.90418351143626e-22 | 1 |
| 39 | 5.38007641860861e-23 | 1.07601528372172e-22 | 1 |
| 40 | 2.13677250264975e-23 | 4.27354500529951e-23 | 1 |
| 41 | 1.62113508714327e-23 | 3.24227017428654e-23 | 1 |
| 42 | 6.17574174941764e-24 | 1.23514834988353e-23 | 1 |
| 43 | 1.31780886717577e-24 | 2.63561773435153e-24 | 1 |
| 44 | 2.5077538906245e-25 | 5.015507781249e-25 | 1 |
| 45 | 4.50475081311511e-26 | 9.00950162623021e-26 | 1 |
| 46 | 6.33173149410331e-27 | 1.26634629882066e-26 | 1 |
| 47 | 1.52929662834931e-27 | 3.05859325669862e-27 | 1 |
| 48 | 2.91803770836957e-28 | 5.83607541673915e-28 | 1 |
| 49 | 3.58681374337469e-29 | 7.17362748674938e-29 | 1 |
| 50 | 4.45968245142462e-30 | 8.91936490284924e-30 | 1 |
| 51 | 2.65650716930689e-30 | 5.31301433861377e-30 | 1 |
| 52 | 1.15346424331286e-30 | 2.30692848662572e-30 | 1 |
| 53 | 2.67399041750040e-31 | 5.34798083500081e-31 | 1 |
| 54 | 2.22885435623873e-31 | 4.45770871247746e-31 | 1 |
| 55 | 2.56583727019362e-31 | 5.13167454038723e-31 | 1 |
| 56 | 2.51295391454472e-31 | 5.02590782908944e-31 | 1 |
| 57 | 3.7759965148776e-31 | 7.5519930297552e-31 | 1 |
| 58 | 7.3825146432475e-27 | 1.4765029286495e-26 | 1 |
| 59 | 2.59571621585752e-23 | 5.19143243171505e-23 | 1 |
| 60 | 1.18582991443131e-22 | 2.37165982886261e-22 | 1 |
| 61 | 1.27393107947317e-20 | 2.54786215894634e-20 | 1 |
| 62 | 9.48216155809739e-18 | 1.89643231161948e-17 | 1 |
| 63 | 6.38675315362945e-16 | 1.27735063072589e-15 | 1 |
| 64 | 4.63613489168704e-15 | 9.27226978337409e-15 | 0.999999999999995 |
| 65 | 1.88246492116587e-14 | 3.76492984233173e-14 | 0.999999999999981 |
| 66 | 2.97865426943172e-14 | 5.95730853886344e-14 | 0.99999999999997 |
| 67 | 4.53733488998584e-14 | 9.07466977997167e-14 | 0.999999999999955 |
| 68 | 1.09555451892583e-13 | 2.19110903785166e-13 | 0.99999999999989 |
| 69 | 1.40551626500403e-12 | 2.81103253000805e-12 | 0.999999999998594 |
| 70 | 3.76502071308424e-11 | 7.53004142616848e-11 | 0.99999999996235 |
| 71 | 8.08448944751627e-09 | 1.61689788950325e-08 | 0.99999999191551 |
| 72 | 1.96126509668405e-06 | 3.9225301933681e-06 | 0.999998038734903 |
| 73 | 3.33798002086457e-05 | 6.67596004172915e-05 | 0.999966620199791 |
| 74 | 0.000114160183033920 | 0.000228320366067840 | 0.999885839816966 |
| 75 | 9.3454411533818e-05 | 0.000186908823067636 | 0.999906545588466 |
| 76 | 0.000130536111980881 | 0.000261072223961762 | 0.99986946388802 |
| 77 | 0.000105872613312396 | 0.000211745226624792 | 0.999894127386688 |
| 78 | 7.16496974121193e-05 | 0.000143299394824239 | 0.999928350302588 |
| 79 | 0.000424439011807441 | 0.000848878023614881 | 0.999575560988193 |
| 80 | 0.00102502218840398 | 0.00205004437680796 | 0.998974977811596 |
| 81 | 0.00494254395774701 | 0.00988508791549402 | 0.995057456042253 |
| 82 | 0.0111037109232175 | 0.0222074218464349 | 0.988896289076783 |
| 83 | 0.0269791058662739 | 0.0539582117325478 | 0.973020894133726 |
| 84 | 0.0248973312985634 | 0.0497946625971267 | 0.975102668701437 |
| 85 | 0.0204164740230014 | 0.0408329480460028 | 0.979583525976999 |
| 86 | 0.0167011064420808 | 0.0334022128841617 | 0.98329889355792 |
| 87 | 0.0181271004610845 | 0.0362542009221691 | 0.981872899538915 |
| 88 | 0.0251405052453991 | 0.0502810104907982 | 0.9748594947546 |
| 89 | 0.0652137565129539 | 0.130427513025908 | 0.934786243487046 |
| 90 | 0.155804784148102 | 0.311609568296204 | 0.844195215851898 |
| 91 | 0.247278172808953 | 0.494556345617906 | 0.752721827191047 |
| 92 | 0.42457139954446 | 0.84914279908892 | 0.57542860045554 |
| 93 | 0.799786802098355 | 0.400426395803289 | 0.200213197901645 |
| 94 | 0.942403743428067 | 0.115192513143867 | 0.0575962565719334 |
| 95 | 0.972654423606945 | 0.0546911527861096 | 0.0273455763930548 |
| 96 | 0.999560550546958 | 0.000878898906084294 | 0.000439449453042147 |
| 97 | 0.9991879128419 | 0.00162417431620199 | 0.000812087158100996 |
| 98 | 0.999106570319584 | 0.00178685936083232 | 0.000893429680416161 |
| 99 | 0.998673660123286 | 0.00265267975342777 | 0.00132633987671389 |
| 100 | 0.999167105308505 | 0.00166578938299072 | 0.00083289469149536 |
| 101 | 0.99946606589413 | 0.00106786821174116 | 0.000533934105870582 |
| 102 | 0.99989001470333 | 0.000219970593341799 | 0.000109985296670900 |
| 103 | 0.99978718264433 | 0.000425634711339854 | 0.000212817355669927 |
| 104 | 0.999983169440637 | 3.3661118726436e-05 | 1.6830559363218e-05 |
| 105 | 0.999966595655998 | 6.68086880032113e-05 | 3.34043440016057e-05 |
| 106 | 0.999928888471802 | 0.000142223056396742 | 7.1111528198371e-05 |
| 107 | 0.999883478510613 | 0.000233042978773738 | 0.000116521489386869 |
| 108 | 0.999786528581103 | 0.000426942837794588 | 0.000213471418897294 |
| 109 | 0.99947738810039 | 0.00104522379922008 | 0.000522611899610041 |
| 110 | 0.99888519625076 | 0.00222960749847968 | 0.00111480374923984 |
| 111 | 0.99794548374888 | 0.00410903250223814 | 0.00205451625111907 |
| 112 | 0.997429343944786 | 0.00514131211042753 | 0.00257065605521377 |
| 113 | 0.995474768517976 | 0.00905046296404786 | 0.00452523148202393 |
| 114 | 0.990194022446231 | 0.0196119551075371 | 0.00980597755376856 |
| 115 | 0.9815161820634 | 0.0369676358732004 | 0.0184838179366002 |
| 116 | 0.965884046020487 | 0.0682319079590259 | 0.0341159539795130 |
| 117 | 0.985420662684092 | 0.0291586746318168 | 0.0145793373159084 |
| 118 | 0.996388649834545 | 0.00722270033091091 | 0.00361135016545546 |
| 119 | 0.988382942619211 | 0.0232341147615778 | 0.0116170573807889 |
| 120 | 0.996670791284125 | 0.00665841743175016 | 0.00332920871587508 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 91 | 0.81981981981982 | NOK |
| 5% type I error level | 101 | 0.90990990990991 | NOK |
| 10% type I error level | 105 | 0.945945945945946 | NOK |
