Multiple Linear Regression - Estimated Regression Equation |
Apple[t] = -154.134352998398 -14.5370902407824Omzetgroei[t] -6.2019107724024e-07Volume[t] + 8.00707285496617Microsoft[t] -0.483662292620461Cons_vertrouwen[t] + 1.73128519781195t + 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) | -154.134352998398 | 17.180336 | -8.9716 | 0 | 0 |
Omzetgroei | -14.5370902407824 | 10.071044 | -1.4435 | 0.151709 | 0.075854 |
Volume | -6.2019107724024e-07 | 0 | -2.7004 | 0.008012 | 0.004006 |
Microsoft | 8.00707285496617 | 0.797315 | 10.0425 | 0 | 0 |
Cons_vertrouwen | -0.483662292620461 | 0.147821 | -3.272 | 0.001424 | 0.000712 |
t | 1.73128519781195 | 0.133585 | 12.9601 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.952350239811516 |
R-squared | 0.906970979269052 |
Adjusted R-squared | 0.90278048283973 |
F-TEST (value) | 216.435211094022 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 111 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 23.6893841431663 |
Sum Squared Residuals | 62291.7482401575 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 10.81 | -23.9817123088949 | 34.7917123088949 |
2 | 9.12 | -19.3023814371578 | 28.4223814371578 |
3 | 11.03 | -37.5616216392946 | 48.5916216392946 |
4 | 12.74 | 6.66996919403306 | 6.07003080596694 |
5 | 9.98 | 14.9878988031747 | -5.00789880317466 |
6 | 11.62 | 26.9808614439767 | -15.3608614439767 |
7 | 9.4 | 7.81038694419845 | 1.58961305580155 |
8 | 9.27 | -14.4235765459456 | 23.6935765459456 |
9 | 7.76 | -26.8453099839609 | 34.6053099839609 |
10 | 8.78 | -4.51402491154677 | 13.2940249115468 |
11 | 10.65 | 18.4126221569634 | -7.76262215696341 |
12 | 10.95 | 22.6422770779780 | -11.6922770779780 |
13 | 12.36 | 15.2051515585774 | -2.84515155857738 |
14 | 10.85 | 0.88179886412721 | 9.96820113587279 |
15 | 11.84 | 5.00417694072315 | 6.83582305927685 |
16 | 12.14 | -17.6989806776047 | 29.8389806776047 |
17 | 11.65 | -20.7974966138818 | 32.4474966138818 |
18 | 8.86 | -8.51890973527438 | 17.3789097352744 |
19 | 7.63 | -22.9494405886727 | 30.5794405886727 |
20 | 7.38 | -13.1874980769808 | 20.5674980769808 |
21 | 7.25 | -28.9467256550489 | 36.1967256550489 |
22 | 8.03 | 9.20910842478632 | -1.17910842478632 |
23 | 7.75 | 23.3031220777607 | -15.5531220777607 |
24 | 7.16 | 8.11630652475148 | -0.956306524751483 |
25 | 7.18 | -3.37233199631475 | 10.5523319963148 |
26 | 7.51 | 7.16347596771981 | 0.346524032280192 |
27 | 7.07 | 14.3262041385583 | -7.25620413855832 |
28 | 7.11 | 9.76562599247613 | -2.65562599247613 |
29 | 8.98 | 0.95103298081543 | 8.02896701918457 |
30 | 9.53 | 14.5013798060706 | -4.97137980607062 |
31 | 10.54 | 23.8259811787228 | -13.2859811787228 |
32 | 11.31 | 24.7410430241728 | -13.4310430241728 |
33 | 10.36 | 35.8725128759893 | -25.5125128759893 |
34 | 11.44 | 22.0594692033944 | -10.6194692033944 |
35 | 10.45 | 16.8673638578927 | -6.41736385789267 |
36 | 10.69 | 29.9358445389531 | -19.2458445389532 |
37 | 11.28 | 28.9142696925118 | -17.6342696925118 |
38 | 11.96 | 29.8806107307410 | -17.9206107307410 |
39 | 13.52 | 15.9947127255577 | -2.47471272555774 |
40 | 12.89 | 24.8412215235580 | -11.9512215235580 |
41 | 14.03 | 31.0400322857486 | -17.0100322857486 |
42 | 16.27 | 40.0977510422493 | -23.8277510422493 |
43 | 16.17 | 37.5637580844736 | -21.3937580844736 |
44 | 17.25 | 37.5931386179208 | -20.3431386179208 |
45 | 19.38 | 42.4368549540992 | -23.0568549540992 |
46 | 26.2 | 33.428273332118 | -7.22827333211804 |
47 | 33.53 | 46.0664700494242 | -12.5364700494242 |
48 | 32.2 | 45.4137781651326 | -13.2137781651326 |
49 | 38.45 | 29.3817994357837 | 9.06820056421627 |
50 | 44.86 | 28.4940094398984 | 16.3659905601016 |
51 | 41.67 | 34.0440684398782 | 7.62593156012175 |
52 | 36.06 | 40.2420689809901 | -4.18206898099009 |
53 | 39.76 | 50.5845979694464 | -10.8245979694464 |
54 | 36.81 | 46.0134170964051 | -9.2034170964051 |
55 | 42.65 | 57.2869169778635 | -14.6369169778635 |
56 | 46.89 | 73.9115114369084 | -27.0215114369084 |
57 | 53.61 | 68.1949221279359 | -14.5849221279359 |
58 | 57.59 | 62.5314927606709 | -4.94149276067092 |
59 | 67.82 | 78.815166642706 | -10.9951666427060 |
60 | 71.89 | 67.0599954154259 | 4.83000458457413 |
61 | 75.51 | 75.5970302172293 | -0.0870302172293306 |
62 | 68.49 | 72.4775609145483 | -3.98756091454829 |
63 | 62.72 | 74.5983102003232 | -11.8783102003232 |
64 | 70.39 | 53.0672212059592 | 17.3227787940408 |
65 | 59.77 | 54.191857522708 | 5.57814247729203 |
66 | 57.27 | 58.4449839595593 | -1.17498395955929 |
67 | 67.96 | 62.5386256660375 | 5.42137433396248 |
68 | 67.85 | 82.9376600622813 | -15.0876600622813 |
69 | 76.98 | 91.7868115446541 | -14.8068115446541 |
70 | 81.08 | 110.185281621652 | -29.1052816216515 |
71 | 91.66 | 116.824994508139 | -25.1649945081387 |
72 | 84.84 | 115.658415262778 | -30.8184152627785 |
73 | 85.73 | 113.857770767879 | -28.1277707678791 |
74 | 84.61 | 109.901822268718 | -25.2918222687181 |
75 | 92.91 | 111.279596730886 | -18.3695967308862 |
76 | 99.8 | 129.549259496760 | -29.7492594967602 |
77 | 121.19 | 133.342199343209 | -12.1521993432094 |
78 | 122.04 | 120.528084929799 | 1.51191507020111 |
79 | 131.76 | 112.678204838140 | 19.0817951618596 |
80 | 138.48 | 119.143235245062 | 19.3367647549377 |
81 | 153.47 | 128.538840864294 | 24.9311591357059 |
82 | 189.95 | 187.901722379001 | 2.04827762099925 |
83 | 182.22 | 164.338369536434 | 17.8816304635657 |
84 | 198.08 | 188.936547843334 | 9.14345215666629 |
85 | 135.36 | 149.920694939395 | -14.5606949393949 |
86 | 125.02 | 126.928702254653 | -1.90870225465329 |
87 | 143.5 | 145.39321692647 | -1.89321692647007 |
88 | 173.95 | 154.245915526607 | 19.7040844733933 |
89 | 188.75 | 161.563092895461 | 27.1869071045387 |
90 | 167.44 | 159.406427976005 | 8.033572023995 |
91 | 158.95 | 142.022712401786 | 16.9272875982136 |
92 | 169.53 | 159.304766416234 | 10.2252335837656 |
93 | 113.66 | 142.402740914777 | -28.7427409147771 |
94 | 107.59 | 116.317650302864 | -8.7276503028642 |
95 | 92.67 | 113.655453757500 | -20.9854537574997 |
96 | 85.35 | 119.427615201161 | -34.0776152011609 |
97 | 90.13 | 120.162068298861 | -30.0320682988613 |
98 | 89.31 | 108.884441884960 | -19.5744418849596 |
99 | 105.12 | 127.864806851276 | -22.7448068512758 |
100 | 125.83 | 138.386232072637 | -12.5562320726365 |
101 | 135.81 | 141.286914030145 | -5.4769140301446 |
102 | 142.43 | 165.798287199066 | -23.3682871990664 |
103 | 163.39 | 171.595383746337 | -8.20538374633719 |
104 | 168.21 | 182.242844969093 | -14.0328449690930 |
105 | 185.35 | 190.668675483737 | -5.31867548373748 |
106 | 188.5 | 203.918760294222 | -15.4187602942221 |
107 | 199.91 | 222.836237710126 | -22.9262377101257 |
108 | 210.73 | 229.531784749480 | -18.8017847494796 |
109 | 192.06 | 202.123011991288 | -10.0630119912882 |
110 | 204.62 | 219.606025936263 | -14.9860259362633 |
111 | 235 | 224.402124651334 | 10.5978753486658 |
112 | 261.09 | 230.028807183237 | 31.0611928167628 |
113 | 256.88 | 185.609392276764 | 71.2706077232363 |
114 | 251.53 | 172.735498902359 | 78.7945010976411 |
115 | 257.25 | 197.969225317981 | 59.2807746820188 |
116 | 243.1 | 188.015412220696 | 55.0845877793041 |
117 | 283.75 | 196.926226455153 | 86.8237735448472 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.000117558264271682 | 0.000235116528543364 | 0.999882441735728 |
10 | 1.57816710816110e-05 | 3.15633421632221e-05 | 0.999984218328918 |
11 | 1.24465711461738e-06 | 2.48931422923476e-06 | 0.999998755342885 |
12 | 6.21287816322216e-08 | 1.24257563264443e-07 | 0.999999937871218 |
13 | 5.81582113990924e-09 | 1.16316422798185e-08 | 0.999999994184179 |
14 | 2.72623905391665e-10 | 5.4524781078333e-10 | 0.999999999727376 |
15 | 1.32348132953492e-11 | 2.64696265906984e-11 | 0.999999999986765 |
16 | 9.84608663156577e-13 | 1.96921732631315e-12 | 0.999999999999015 |
17 | 5.20143080275554e-14 | 1.04028616055111e-13 | 0.999999999999948 |
18 | 1.65889003858968e-13 | 3.31778007717937e-13 | 0.999999999999834 |
19 | 4.16690307087893e-14 | 8.33380614175786e-14 | 0.999999999999958 |
20 | 4.16813414520556e-15 | 8.33626829041112e-15 | 0.999999999999996 |
21 | 5.07659668604166e-16 | 1.01531933720833e-15 | 1 |
22 | 3.84276835817564e-17 | 7.68553671635127e-17 | 1 |
23 | 2.43921484952769e-18 | 4.87842969905539e-18 | 1 |
24 | 1.59794948600967e-19 | 3.19589897201934e-19 | 1 |
25 | 1.51282600666492e-20 | 3.02565201332984e-20 | 1 |
26 | 5.57374473679934e-21 | 1.11474894735987e-20 | 1 |
27 | 6.98294570623628e-22 | 1.39658914124726e-21 | 1 |
28 | 1.16184251177683e-22 | 2.32368502355365e-22 | 1 |
29 | 1.48452529062283e-23 | 2.96905058124567e-23 | 1 |
30 | 2.18120856310833e-24 | 4.36241712621667e-24 | 1 |
31 | 5.76931911710791e-25 | 1.15386382342158e-24 | 1 |
32 | 1.72774667746903e-25 | 3.45549335493806e-25 | 1 |
33 | 1.65522676613996e-26 | 3.31045353227992e-26 | 1 |
34 | 1.74271610626315e-27 | 3.48543221252629e-27 | 1 |
35 | 2.07894409053406e-28 | 4.15788818106811e-28 | 1 |
36 | 1.95377868097028e-29 | 3.90755736194056e-29 | 1 |
37 | 1.91155521026798e-30 | 3.82311042053596e-30 | 1 |
38 | 2.56266186094295e-31 | 5.1253237218859e-31 | 1 |
39 | 1.44762485719806e-31 | 2.89524971439612e-31 | 1 |
40 | 2.0996468904676e-32 | 4.1992937809352e-32 | 1 |
41 | 1.02807881180760e-32 | 2.05615762361521e-32 | 1 |
42 | 3.09129841125246e-33 | 6.18259682250492e-33 | 1 |
43 | 3.17466261881954e-34 | 6.34932523763907e-34 | 1 |
44 | 2.78527815999615e-34 | 5.5705563199923e-34 | 1 |
45 | 3.41772361435461e-33 | 6.83544722870922e-33 | 1 |
46 | 1.66022374650215e-31 | 3.32044749300429e-31 | 1 |
47 | 1.05978198987408e-28 | 2.11956397974817e-28 | 1 |
48 | 2.92138002643539e-28 | 5.84276005287078e-28 | 1 |
49 | 4.1725196241521e-29 | 8.3450392483042e-29 | 1 |
50 | 9.44861277674693e-27 | 1.88972255534939e-26 | 1 |
51 | 3.20713206220091e-23 | 6.41426412440183e-23 | 1 |
52 | 6.43046472181005e-24 | 1.28609294436201e-23 | 1 |
53 | 7.12021886398933e-23 | 1.42404377279787e-22 | 1 |
54 | 1.05038857469727e-22 | 2.10077714939454e-22 | 1 |
55 | 1.10695001900513e-20 | 2.21390003801027e-20 | 1 |
56 | 1.60250660180371e-18 | 3.20501320360741e-18 | 1 |
57 | 1.28469961382699e-15 | 2.56939922765398e-15 | 0.999999999999999 |
58 | 1.96481865246388e-14 | 3.92963730492775e-14 | 0.99999999999998 |
59 | 2.71155621916456e-12 | 5.42311243832913e-12 | 0.999999999997288 |
60 | 2.08395258344003e-10 | 4.16790516688005e-10 | 0.999999999791605 |
61 | 2.64833385004755e-10 | 5.2966677000951e-10 | 0.999999999735167 |
62 | 1.52321495214356e-10 | 3.04642990428711e-10 | 0.999999999847679 |
63 | 6.05907606525854e-11 | 1.21181521305171e-10 | 0.99999999993941 |
64 | 7.28177599765085e-11 | 1.45635519953017e-10 | 0.999999999927182 |
65 | 5.43163222072865e-11 | 1.08632644414573e-10 | 0.999999999945684 |
66 | 2.73506153883576e-11 | 5.47012307767152e-11 | 0.99999999997265 |
67 | 1.74704768075418e-11 | 3.49409536150836e-11 | 0.99999999998253 |
68 | 7.54493255916514e-12 | 1.50898651183303e-11 | 0.999999999992455 |
69 | 3.34769848357328e-12 | 6.69539696714655e-12 | 0.999999999996652 |
70 | 1.80007501491064e-12 | 3.60015002982128e-12 | 0.9999999999982 |
71 | 1.84266089007634e-12 | 3.68532178015268e-12 | 0.999999999998157 |
72 | 8.2568442578117e-13 | 1.65136885156234e-12 | 0.999999999999174 |
73 | 1.11008039735223e-12 | 2.22016079470447e-12 | 0.99999999999889 |
74 | 5.65832198119233e-13 | 1.13166439623847e-12 | 0.999999999999434 |
75 | 4.63913540800575e-13 | 9.2782708160115e-13 | 0.999999999999536 |
76 | 9.21740337737608e-13 | 1.84348067547522e-12 | 0.999999999999078 |
77 | 1.30240904133524e-11 | 2.60481808267048e-11 | 0.999999999986976 |
78 | 4.51201879881548e-11 | 9.02403759763095e-11 | 0.99999999995488 |
79 | 6.30556957821753e-10 | 1.26111391564351e-09 | 0.999999999369443 |
80 | 1.44697588778304e-08 | 2.89395177556609e-08 | 0.999999985530241 |
81 | 5.80358857583954e-07 | 1.16071771516791e-06 | 0.999999419641142 |
82 | 1.08611025440450e-05 | 2.17222050880901e-05 | 0.999989138897456 |
83 | 4.15039807861264e-05 | 8.30079615722527e-05 | 0.999958496019214 |
84 | 0.000235337775798581 | 0.000470675551597162 | 0.999764662224201 |
85 | 0.000315075316900029 | 0.000630150633800058 | 0.9996849246831 |
86 | 0.000216732032125854 | 0.000433464064251707 | 0.999783267967874 |
87 | 0.000130964097057363 | 0.000261928194114725 | 0.999869035902943 |
88 | 0.000521459273902976 | 0.00104291854780595 | 0.999478540726097 |
89 | 0.0204806739019153 | 0.0409613478038306 | 0.979519326098085 |
90 | 0.148605270468767 | 0.297210540937533 | 0.851394729531233 |
91 | 0.273413863234299 | 0.546827726468598 | 0.726586136765701 |
92 | 0.924576873671191 | 0.150846252657617 | 0.0754231263288085 |
93 | 0.953761746098275 | 0.0924765078034496 | 0.0462382539017248 |
94 | 0.964633471853987 | 0.0707330562920268 | 0.0353665281460134 |
95 | 0.956874945418969 | 0.086250109162063 | 0.0431250545810315 |
96 | 0.943875977239762 | 0.112248045520477 | 0.0561240227602383 |
97 | 0.936716410985758 | 0.126567178028485 | 0.0632835890142425 |
98 | 0.903928273930341 | 0.192143452139318 | 0.0960717260696588 |
99 | 0.857977465168466 | 0.284045069663069 | 0.142022534831535 |
100 | 0.833731009570917 | 0.332537980858167 | 0.166268990429084 |
101 | 0.782031973569102 | 0.435936052861796 | 0.217968026430898 |
102 | 0.729894490455296 | 0.540211019089408 | 0.270105509544704 |
103 | 0.724881252957973 | 0.550237494084054 | 0.275118747042027 |
104 | 0.623231057665734 | 0.753537884668532 | 0.376768942334266 |
105 | 0.508041824754431 | 0.983916350491138 | 0.491958175245569 |
106 | 0.5772193512088 | 0.8455612975824 | 0.4227806487912 |
107 | 0.6549927774616 | 0.6900144450768 | 0.3450072225384 |
108 | 0.483989508218385 | 0.96797901643677 | 0.516010491781615 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 80 | 0.8 | NOK |
5% type I error level | 81 | 0.81 | NOK |
10% type I error level | 84 | 0.84 | NOK |