Multiple Linear Regression - Estimated Regression Equation |
Sinaasappelen[t] = + 1.24111305125144 + 0.163787344724504Citroenen[t] + 0.375998886979869Bananen[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) | 1.24111305125144 | 0.344246 | 3.6053 | 0.000689 | 0.000345 |
Citroenen | 0.163787344724504 | 0.03753 | 4.3642 | 5.9e-05 | 3e-05 |
Bananen | 0.375998886979869 | 0.176263 | 2.1332 | 0.037559 | 0.01878 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.667665185920295 |
R-squared | 0.445776800489982 |
Adjusted R-squared | 0.424862717489604 |
F-TEST (value) | 21.3146710989874 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 53 |
p-value | 1.61303793544398e-07 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.102702815808202 |
Sum Squared Residuals | 0.559037023871477 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 2.65 | 2.55293599547036 | 0.0970640045296405 |
2 | 2.61 | 2.48972832052443 | 0.120271679475567 |
3 | 2.61 | 2.46534536633708 | 0.144654633662923 |
4 | 2.47 | 2.43895424365984 | 0.0310457563401635 |
5 | 2.5 | 2.41215007959594 | 0.0878499204040629 |
6 | 2.47 | 2.43865514920585 | 0.0313448507941529 |
7 | 2.37 | 2.46006145095270 | -0.090061450952703 |
8 | 2.27 | 2.37782593779244 | -0.107825937792440 |
9 | 2.28 | 2.38207016863755 | -0.102070168637548 |
10 | 2.25 | 2.39595649264481 | -0.145956492644806 |
11 | 2.19 | 2.43161941344156 | -0.241619413441559 |
12 | 2.24 | 2.40887433270145 | -0.168874332701447 |
13 | 2.3 | 2.42239036166607 | -0.122390361666067 |
14 | 2.44 | 2.38132957855227 | 0.0586704214477292 |
15 | 2.55 | 2.39570014453484 | 0.154299855465162 |
16 | 2.58 | 2.36301387617859 | 0.216986123821414 |
17 | 2.5 | 2.41304736295791 | 0.0869526370420947 |
18 | 2.44 | 2.38624319889401 | 0.0537568011059941 |
19 | 2.35 | 2.44774179980404 | -0.0977417998040405 |
20 | 2.36 | 2.42719003507513 | -0.067190035075132 |
21 | 2.44 | 2.42216246780073 | 0.0178375321992732 |
22 | 2.48 | 2.46899140827421 | 0.0110085917257948 |
23 | 2.49 | 2.50417008709565 | -0.0141700870956488 |
24 | 2.53 | 2.51582034874768 | 0.0141796512523161 |
25 | 2.6 | 2.56883048796750 | 0.0311695120324963 |
26 | 2.62 | 2.62675424752906 | -0.00675424752905896 |
27 | 2.67 | 2.59898159951454 | 0.0710184004854574 |
28 | 2.62 | 2.61085975503192 | 0.0091402449680828 |
29 | 2.56 | 2.60624522914417 | -0.0462452291441715 |
30 | 2.53 | 2.52006457959279 | 0.00993542040720883 |
31 | 2.45 | 2.51090672840595 | -0.0609067284059483 |
32 | 2.37 | 2.47033018726746 | -0.100330187267461 |
33 | 2.43 | 2.40827614379347 | 0.0217238562065319 |
34 | 2.46 | 2.36993566501020 | 0.0900643349897955 |
35 | 2.5 | 2.34815906822071 | 0.151840931779290 |
36 | 2.46 | 2.3023698122865 | 0.157630187713502 |
37 | 2.47 | 2.36070661323471 | 0.109293386765287 |
38 | 2.45 | 2.35743086634022 | 0.0925691336597773 |
39 | 2.43 | 2.33699304854398 | 0.0930069514560157 |
40 | 2.41 | 2.31164161040601 | 0.0983583895939894 |
41 | 2.32 | 2.31752371469836 | 0.00247628530163681 |
42 | 2.3 | 2.29660165492682 | 0.00339834507318392 |
43 | 2.27 | 2.33044155475500 | -0.0604415547550042 |
44 | 2.23 | 2.29496378147957 | -0.0649637814795709 |
45 | 2.3 | 2.30199951724386 | -0.00199951724385990 |
46 | 2.3 | 2.31443311532519 | -0.0144331153251924 |
47 | 2.25 | 2.2956331709762 | -0.0456331709761988 |
48 | 2.22 | 2.26555326001781 | -0.045553260017809 |
49 | 2.28 | 2.31703947272305 | -0.0370394727230547 |
50 | 2.38 | 2.3685256854283 | 0.0114743145717001 |
51 | 2.38 | 2.33353215412818 | 0.0464678458718248 |
52 | 2.37 | 2.35396997192441 | 0.0160300280755864 |
53 | 2.32 | 2.33141003870562 | -0.0114100387056216 |
54 | 2.29 | 2.31800795667367 | -0.0280079566736717 |
55 | 2.2 | 2.35512360339635 | -0.155123603396350 |
56 | 2.07 | 2.37477808476329 | -0.304778084763291 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.116340403157543 | 0.232680806315085 | 0.883659596842457 |
7 | 0.122525034367769 | 0.245050068735538 | 0.877474965632231 |
8 | 0.461250736037444 | 0.922501472074887 | 0.538749263962556 |
9 | 0.385629556955933 | 0.771259113911865 | 0.614370443044068 |
10 | 0.404689325611023 | 0.809378651222046 | 0.595310674388977 |
11 | 0.795022485136745 | 0.40995502972651 | 0.204977514863255 |
12 | 0.815844027410272 | 0.368311945179456 | 0.184155972589728 |
13 | 0.775918334817656 | 0.448163330364689 | 0.224081665182344 |
14 | 0.851122530181612 | 0.297754939636776 | 0.148877469818388 |
15 | 0.925407469647426 | 0.149185060705149 | 0.0745925303525743 |
16 | 0.990395717564307 | 0.0192085648713865 | 0.00960428243569323 |
17 | 0.98778918730453 | 0.0244216253909419 | 0.0122108126954710 |
18 | 0.982253038796857 | 0.0354939224062861 | 0.0177469612031430 |
19 | 0.985563227883052 | 0.0288735442338957 | 0.0144367721169478 |
20 | 0.97954923085995 | 0.0409015382801019 | 0.0204507691400509 |
21 | 0.96863318558375 | 0.0627336288324997 | 0.0313668144162498 |
22 | 0.951877386242202 | 0.0962452275155955 | 0.0481226137577977 |
23 | 0.9282117173259 | 0.143576565348201 | 0.0717882826741004 |
24 | 0.896637051865668 | 0.206725896268663 | 0.103362948134332 |
25 | 0.857448158649904 | 0.285103682700192 | 0.142551841350096 |
26 | 0.813126373045764 | 0.373747253908473 | 0.186873626954236 |
27 | 0.781755245595926 | 0.436489508808149 | 0.218244754404074 |
28 | 0.73230099240676 | 0.535398015186481 | 0.267699007593241 |
29 | 0.686550126573727 | 0.626899746852546 | 0.313449873426273 |
30 | 0.622814222441071 | 0.754371555117857 | 0.377185777558929 |
31 | 0.552355727401126 | 0.895288545197747 | 0.447644272598874 |
32 | 0.558746532013965 | 0.88250693597207 | 0.441253467986035 |
33 | 0.528117765657322 | 0.943764468685357 | 0.471882234342678 |
34 | 0.479674656292547 | 0.959349312585094 | 0.520325343707453 |
35 | 0.530292034564812 | 0.939415930870376 | 0.469707965435188 |
36 | 0.679484831121819 | 0.641030337756362 | 0.320515168878181 |
37 | 0.803495958993771 | 0.393008082012457 | 0.196504041006229 |
38 | 0.92207054659523 | 0.155858906809541 | 0.0779294534047703 |
39 | 0.989333462873458 | 0.0213330742530832 | 0.0106665371265416 |
40 | 0.996333255480342 | 0.00733348903931571 | 0.00366674451965786 |
41 | 0.992665068376974 | 0.0146698632460519 | 0.00733493162302596 |
42 | 0.98534184474609 | 0.0293163105078195 | 0.0146581552539098 |
43 | 0.973585758198045 | 0.0528284836039097 | 0.0264142418019548 |
44 | 0.976247705723273 | 0.0475045885534536 | 0.0237522942767268 |
45 | 0.95469316969206 | 0.0906136606158802 | 0.0453068303079401 |
46 | 0.959851627287966 | 0.0802967454240682 | 0.0401483727120341 |
47 | 0.934233512017146 | 0.131532975965709 | 0.0657664879828545 |
48 | 0.886256589370825 | 0.227486821258351 | 0.113743410629175 |
49 | 0.862444563999364 | 0.275110872001273 | 0.137555436000636 |
50 | 0.809788899275694 | 0.380422201448613 | 0.190211100724306 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 1 | 0.0222222222222222 | NOK |
5% type I error level | 10 | 0.222222222222222 | NOK |
10% type I error level | 15 | 0.333333333333333 | NOK |