| Multiple Linear Regression - Estimated Regression Equation |
| Chocolade[t] = + 116.668997738777 + 0.00156233966989654Cacao[t] -0.749158502206502Suiker[t] + 0.0048421384532872Grondnoten[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) | 116.668997738777 | 6.05139 | 19.2797 | 0 | 0 |
| Cacao | 0.00156233966989654 | 0.001032 | 1.5138 | 0.136009 | 0.068004 |
| Suiker | -0.749158502206502 | 0.182389 | -4.1075 | 0.000139 | 7e-05 |
| Grondnoten | 0.0048421384532872 | 0.00195 | 2.4827 | 0.016241 | 0.008121 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.758359579084536 |
| R-squared | 0.575109251189275 |
| Adjusted R-squared | 0.551058831445272 |
| F-TEST (value) | 23.9126492306927 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 53 |
| p-value | 6.38400776686865e-10 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.9574051191386 |
| Sum Squared Residuals | 463.55098705148 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 100.44 | 100.628849131168 | -0.188849131167517 |
| 2 | 100.88 | 100.853187641515 | 0.0268123584847969 |
| 3 | 101.42 | 100.911058033327 | 0.508941966672553 |
| 4 | 99.97 | 100.637767258683 | -0.667767258682527 |
| 5 | 100.56 | 99.6206379079519 | 0.939362092048148 |
| 6 | 99.51 | 100.162925922058 | -0.65292592205792 |
| 7 | 98.96 | 100.459130621604 | -1.49913062160416 |
| 8 | 100.85 | 100.001308486456 | 0.848691513544215 |
| 9 | 100.66 | 100.192587927849 | 0.467412072151346 |
| 10 | 100.22 | 100.31242375893 | -0.0924237589303361 |
| 11 | 100.3 | 99.9821781163628 | 0.31782188363717 |
| 12 | 100.73 | 99.576710329578 | 1.15328967042198 |
| 13 | 101.46 | 99.815249108864 | 1.64475089113603 |
| 14 | 101.35 | 100.023082703574 | 1.32691729642574 |
| 15 | 101.14 | 100.319570563609 | 0.8204294363909 |
| 16 | 101.68 | 99.9895698478029 | 1.69043015219715 |
| 17 | 101.47 | 100.06903113522 | 1.40096886477983 |
| 18 | 100.59 | 100.447564229784 | 0.14243577021632 |
| 19 | 101.18 | 100.381486701721 | 0.798513298279315 |
| 20 | 100.87 | 100.481821666892 | 0.388178333107574 |
| 21 | 99.79 | 100.464907510612 | -0.674907510611772 |
| 22 | 100.74 | 100.48508087567 | 0.254919124330061 |
| 23 | 99.34 | 101.345755677424 | -2.00575567742351 |
| 24 | 100.07 | 102.920982209606 | -2.85098220960607 |
| 25 | 103.68 | 103.888363239844 | -0.208363239844097 |
| 26 | 103.52 | 104.442058081905 | -0.922058081904553 |
| 27 | 104.68 | 104.142609084648 | 0.53739091535196 |
| 28 | 103.75 | 104.236582821631 | -0.486582821630952 |
| 29 | 103.7 | 104.436488720043 | -0.736488720042878 |
| 30 | 102.98 | 104.979449290742 | -1.99944929074166 |
| 31 | 106.3 | 104.41856832358 | 1.88143167641978 |
| 32 | 107.21 | 105.310234947143 | 1.89976505285717 |
| 33 | 106.83 | 106.134100497609 | 0.69589950239134 |
| 34 | 105.6 | 106.282739628256 | -0.682739628255924 |
| 35 | 104.3 | 106.924434198127 | -2.62443419812747 |
| 36 | 104.43 | 107.87793608577 | -3.44793608577044 |
| 37 | 104.36 | 108.398379104904 | -4.03837910490394 |
| 38 | 106.21 | 107.692823180668 | -1.48282318066791 |
| 39 | 107.34 | 107.288175094723 | 0.0518249052770176 |
| 40 | 106.92 | 106.808352652138 | 0.111647347862366 |
| 41 | 104.8 | 105.987760324182 | -1.1877603241816 |
| 42 | 103.85 | 105.274412481251 | -1.42441248125139 |
| 43 | 103.39 | 105.43534814944 | -2.04534814944043 |
| 44 | 103.38 | 105.581573521157 | -2.20157352115725 |
| 45 | 103.93 | 106.078038572441 | -2.14803857244138 |
| 46 | 104.41 | 107.014240201553 | -2.60424020155318 |
| 47 | 104.47 | 106.364182185619 | -1.89418218561891 |
| 48 | 103.84 | 107.582360055091 | -3.74236005509077 |
| 49 | 103.65 | 107.967230223254 | -4.31723022325357 |
| 50 | 103.17 | 108.289647365043 | -5.11964736504314 |
| 51 | 103.4 | 108.620288410106 | -5.22028841010626 |
| 52 | 112.72 | 108.485983721232 | 4.23401627876775 |
| 53 | 114.77 | 109.299411927909 | 5.4705880720908 |
| 54 | 116.18 | 108.983223396045 | 7.19677660395545 |
| 55 | 116.93 | 108.377258860062 | 8.5527411399378 |
| 56 | 115.19 | 107.823405473398 | 7.36659452660232 |
| 57 | 114.55 | 108.111472814225 | 6.43852718577467 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.0110919263314323 | 0.0221838526628646 | 0.988908073668568 |
| 8 | 0.00307341589620816 | 0.00614683179241632 | 0.996926584103792 |
| 9 | 0.000810860924750158 | 0.00162172184950032 | 0.99918913907525 |
| 10 | 0.000333032041551853 | 0.000666064083103707 | 0.999666967958448 |
| 11 | 5.94661321646689e-05 | 0.000118932264329338 | 0.999940533867835 |
| 12 | 4.89564065201209e-05 | 9.79128130402419e-05 | 0.99995104359348 |
| 13 | 4.24256990492723e-05 | 8.48513980985447e-05 | 0.99995757430095 |
| 14 | 1.40157723615351e-05 | 2.80315447230702e-05 | 0.999985984227639 |
| 15 | 3.03142571801483e-06 | 6.06285143602967e-06 | 0.999996968574282 |
| 16 | 7.28735107506242e-07 | 1.45747021501248e-06 | 0.999999271264893 |
| 17 | 1.57785564996345e-07 | 3.1557112999269e-07 | 0.999999842214435 |
| 18 | 5.74893316062774e-08 | 1.14978663212555e-07 | 0.999999942510668 |
| 19 | 1.28931498096247e-08 | 2.57862996192494e-08 | 0.99999998710685 |
| 20 | 2.72384101857145e-09 | 5.44768203714291e-09 | 0.99999999727616 |
| 21 | 1.6794062612227e-09 | 3.3588125224454e-09 | 0.999999998320594 |
| 22 | 4.8523449229751e-10 | 9.7046898459502e-10 | 0.999999999514765 |
| 23 | 1.24095322983146e-10 | 2.48190645966291e-10 | 0.999999999875905 |
| 24 | 3.43281005865454e-11 | 6.86562011730907e-11 | 0.999999999965672 |
| 25 | 2.43002797781207e-09 | 4.86005595562414e-09 | 0.999999997569972 |
| 26 | 6.05611122770546e-10 | 1.21122224554109e-09 | 0.999999999394389 |
| 27 | 2.32774084593878e-10 | 4.65548169187756e-10 | 0.999999999767226 |
| 28 | 5.09279563882809e-11 | 1.01855912776562e-10 | 0.999999999949072 |
| 29 | 1.2393172920087e-11 | 2.4786345840174e-11 | 0.999999999987607 |
| 30 | 3.06175388300055e-11 | 6.12350776600111e-11 | 0.999999999969382 |
| 31 | 4.66852046271487e-11 | 9.33704092542974e-11 | 0.999999999953315 |
| 32 | 1.30462374706155e-10 | 2.6092474941231e-10 | 0.999999999869538 |
| 33 | 6.34258773306336e-11 | 1.26851754661267e-10 | 0.999999999936574 |
| 34 | 1.71678736716874e-11 | 3.43357473433749e-11 | 0.999999999982832 |
| 35 | 6.97109256835058e-12 | 1.39421851367012e-11 | 0.999999999993029 |
| 36 | 3.4478032232141e-11 | 6.8956064464282e-11 | 0.999999999965522 |
| 37 | 9.50461915210832e-10 | 1.90092383042166e-09 | 0.999999999049538 |
| 38 | 4.12772994249908e-10 | 8.25545988499817e-10 | 0.999999999587227 |
| 39 | 2.6050983495391e-10 | 5.21019669907819e-10 | 0.99999999973949 |
| 40 | 1.00898982527744e-10 | 2.01797965055488e-10 | 0.9999999998991 |
| 41 | 5.89293304080852e-11 | 1.1785866081617e-10 | 0.99999999994107 |
| 42 | 3.6146951492443e-11 | 7.2293902984886e-11 | 0.999999999963853 |
| 43 | 4.02151343994447e-11 | 8.04302687988895e-11 | 0.999999999959785 |
| 44 | 3.75891694918603e-11 | 7.51783389837206e-11 | 0.99999999996241 |
| 45 | 2.0980305991169e-11 | 4.19606119823379e-11 | 0.99999999997902 |
| 46 | 1.38080906927148e-11 | 2.76161813854297e-11 | 0.999999999986192 |
| 47 | 4.0625829147808e-12 | 8.1251658295616e-12 | 0.999999999995937 |
| 48 | 3.2416436180385e-12 | 6.48328723607701e-12 | 0.999999999996758 |
| 49 | 1.65136635712565e-12 | 3.3027327142513e-12 | 0.999999999998349 |
| 50 | 4.26550611620233e-06 | 8.53101223240466e-06 | 0.999995734493884 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 43 | 0.977272727272727 | NOK |
| 5% type I error level | 44 | 1 | NOK |
| 10% type I error level | 44 | 1 | NOK |
