| Multiple Linear Regression - Estimated Regression Equation |
| Broodprijs[t] = + 106.911785714286 -0.463380952380941M1[t] -0.426404761904755M2[t] -0.619428571428571M3[t] -0.700452380952378M4[t] -0.78147619047619M5[t] -1.02450000000000M6[t] -1.31552380952381M7[t] -1.36854761904761M8[t] -1.22357142857143M9[t] + 0.130547619047621M10[t] + 0.124023809523815M11[t] + 0.309023809523809t + 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) | 106.911785714286 | 1.486722 | 71.9111 | 0 | 0 |
| M1 | -0.463380952380941 | 1.795913 | -0.258 | 0.797595 | 0.398797 |
| M2 | -0.426404761904755 | 1.79473 | -0.2376 | 0.813304 | 0.406652 |
| M3 | -0.619428571428571 | 1.793808 | -0.3453 | 0.731503 | 0.365752 |
| M4 | -0.700452380952378 | 1.79315 | -0.3906 | 0.697958 | 0.348979 |
| M5 | -0.78147619047619 | 1.792755 | -0.4359 | 0.665035 | 0.332517 |
| M6 | -1.02450000000000 | 1.792623 | -0.5715 | 0.570563 | 0.285281 |
| M7 | -1.31552380952381 | 1.792755 | -0.7338 | 0.466963 | 0.233481 |
| M8 | -1.36854761904761 | 1.79315 | -0.7632 | 0.449412 | 0.224706 |
| M9 | -1.22357142857143 | 1.793808 | -0.6821 | 0.498746 | 0.249373 |
| M10 | 0.130547619047621 | 1.890091 | 0.0691 | 0.945247 | 0.472624 |
| M11 | 0.124023809523815 | 1.889716 | 0.0656 | 0.947969 | 0.473984 |
| t | 0.309023809523809 | 0.021732 | 14.2195 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.907342742855159 |
| R-squared | 0.823270853011923 |
| Adjusted R-squared | 0.775071994742447 |
| F-TEST (value) | 17.0807127506857 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 44 |
| p-value | 8.83182416089312e-13 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.67228486432564 |
| Sum Squared Residuals | 314.208681428571 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 104.37 | 106.757428571429 | -2.38742857142851 |
| 2 | 104.89 | 107.103428571429 | -2.21342857142857 |
| 3 | 105.15 | 107.219428571429 | -2.06942857142857 |
| 4 | 105.72 | 107.447428571429 | -1.72742857142858 |
| 5 | 106.38 | 107.675428571429 | -1.29542857142858 |
| 6 | 106.4 | 107.741428571429 | -1.34142857142857 |
| 7 | 106.47 | 107.759428571429 | -1.28942857142858 |
| 8 | 106.59 | 108.015428571429 | -1.42542857142858 |
| 9 | 106.76 | 108.469428571429 | -1.70942857142857 |
| 10 | 107.35 | 110.132571428571 | -2.78257142857144 |
| 11 | 107.81 | 110.435071428571 | -2.62507142857143 |
| 12 | 108.03 | 110.620071428571 | -2.59007142857143 |
| 13 | 109.08 | 110.465714285714 | -1.38571428571429 |
| 14 | 109.86 | 110.811714285714 | -0.951714285714292 |
| 15 | 110.29 | 110.927714285714 | -0.637714285714282 |
| 16 | 110.34 | 111.155714285714 | -0.815714285714287 |
| 17 | 110.59 | 111.383714285714 | -0.793714285714284 |
| 18 | 110.64 | 111.449714285714 | -0.80971428571429 |
| 19 | 110.83 | 111.467714285714 | -0.637714285714289 |
| 20 | 111.51 | 111.723714285714 | -0.213714285714284 |
| 21 | 113.32 | 112.177714285714 | 1.14228571428571 |
| 22 | 115.89 | 113.840857142857 | 2.04914285714286 |
| 23 | 116.51 | 114.143357142857 | 2.36664285714286 |
| 24 | 117.44 | 114.328357142857 | 3.11164285714286 |
| 25 | 118.25 | 114.174 | 4.07599999999998 |
| 26 | 118.65 | 114.52 | 4.13 |
| 27 | 118.52 | 114.636 | 3.88399999999999 |
| 28 | 119.07 | 114.864 | 4.20599999999999 |
| 29 | 119.12 | 115.092 | 4.02800000000000 |
| 30 | 119.28 | 115.158 | 4.122 |
| 31 | 119.3 | 115.176 | 4.124 |
| 32 | 119.44 | 115.432 | 4.008 |
| 33 | 119.57 | 115.886 | 3.68400000000000 |
| 34 | 119.93 | 117.549142857143 | 2.38085714285715 |
| 35 | 120.03 | 117.851642857143 | 2.17835714285714 |
| 36 | 119.66 | 118.036642857143 | 1.62335714285714 |
| 37 | 119.46 | 117.882285714286 | 1.57771428571427 |
| 38 | 119.48 | 118.228285714286 | 1.25171428571429 |
| 39 | 119.56 | 118.344285714286 | 1.21571428571429 |
| 40 | 119.43 | 118.572285714286 | 0.857714285714295 |
| 41 | 119.57 | 118.800285714286 | 0.769714285714281 |
| 42 | 119.59 | 118.866285714286 | 0.72371428571429 |
| 43 | 119.5 | 118.884285714286 | 0.61571428571429 |
| 44 | 119.54 | 119.140285714286 | 0.399714285714294 |
| 45 | 119.56 | 119.594285714286 | -0.0342857142857081 |
| 46 | 119.61 | 121.257428571429 | -1.64742857142857 |
| 47 | 119.64 | 121.559928571429 | -1.91992857142857 |
| 48 | 119.6 | 121.744928571429 | -2.14492857142857 |
| 49 | 119.71 | 121.590571428571 | -1.88057142857145 |
| 50 | 119.72 | 121.936571428571 | -2.21657142857143 |
| 51 | 119.66 | 122.052571428571 | -2.39257142857143 |
| 52 | 119.76 | 122.280571428571 | -2.52057142857142 |
| 53 | 119.8 | 122.508571428571 | -2.70857142857143 |
| 54 | 119.88 | 122.574571428571 | -2.69457142857143 |
| 55 | 119.78 | 122.592571428571 | -2.81257142857142 |
| 56 | 120.08 | 122.848571428571 | -2.76857142857143 |
| 57 | 120.22 | 123.302571428571 | -3.08257142857142 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.000711758411078018 | 0.00142351682215604 | 0.999288241588922 |
| 17 | 0.000548751110497066 | 0.00109750222099413 | 0.999451248889503 |
| 18 | 0.00024082349950649 | 0.00048164699901298 | 0.999759176500494 |
| 19 | 0.000120351888149118 | 0.000240703776298235 | 0.99987964811185 |
| 20 | 0.000201679518095747 | 0.000403359036191494 | 0.999798320481904 |
| 21 | 0.115964327761146 | 0.231928655522292 | 0.884035672238854 |
| 22 | 0.967739156888554 | 0.0645216862228915 | 0.0322608431114457 |
| 23 | 0.99998435332589 | 3.12933482197734e-05 | 1.56466741098867e-05 |
| 24 | 0.999999996306932 | 7.38613661568576e-09 | 3.69306830784288e-09 |
| 25 | 0.99999999981083 | 3.78337779341133e-10 | 1.89168889670566e-10 |
| 26 | 0.999999999853872 | 2.92255241606575e-10 | 1.46127620803288e-10 |
| 27 | 0.999999999975598 | 4.88048978936672e-11 | 2.44024489468336e-11 |
| 28 | 0.999999999884767 | 2.30465525303569e-10 | 1.15232762651784e-10 |
| 29 | 0.999999999491633 | 1.01673375893903e-09 | 5.08366879469517e-10 |
| 30 | 0.999999997128625 | 5.74274934984942e-09 | 2.87137467492471e-09 |
| 31 | 0.99999998120785 | 3.75842996495553e-08 | 1.87921498247776e-08 |
| 32 | 0.999999884838874 | 2.30322251359141e-07 | 1.15161125679571e-07 |
| 33 | 0.999999340400447 | 1.31919910594486e-06 | 6.59599552972431e-07 |
| 34 | 0.999999351312276 | 1.29737544724931e-06 | 6.48687723624653e-07 |
| 35 | 0.999999897923116 | 2.04153767742508e-07 | 1.02076883871254e-07 |
| 36 | 0.999999912374499 | 1.75251002715106e-07 | 8.76255013575532e-08 |
| 37 | 0.999999608809729 | 7.82380542561824e-07 | 3.91190271280912e-07 |
| 38 | 0.999997793185787 | 4.41362842620912e-06 | 2.20681421310456e-06 |
| 39 | 0.999993003271502 | 1.39934569956719e-05 | 6.99672849783594e-06 |
| 40 | 0.99992747611316 | 0.000145047773679456 | 7.25238868397279e-05 |
| 41 | 0.999445611800604 | 0.00110877639879158 | 0.000554388199395789 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 24 | 0.923076923076923 | NOK |
| 5% type I error level | 24 | 0.923076923076923 | NOK |
| 10% type I error level | 25 | 0.961538461538462 | NOK |
