| Multiple Linear Regression - Estimated Regression Equation |
| productie[t] = + 36.1042160237842 + 0.0041262686906565uitvoer[t] + 0.00869642083370103ondernemersvertrouwen[t] -0.000179360815770516invoer[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) | 36.1042160237842 | 8.514739 | 4.2402 | 7.3e-05 | 3.7e-05 |
| uitvoer | 0.0041262686906565 | 0.001191 | 3.4653 | 0.000951 | 0.000475 |
| ondernemersvertrouwen | 0.00869642083370103 | 0.089827 | 0.0968 | 0.923177 | 0.461589 |
| invoer | -0.000179360815770516 | 0.001098 | -0.1634 | 0.870709 | 0.435355 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.77813978797093 |
| R-squared | 0.605501529623444 |
| Adjusted R-squared | 0.587009413824542 |
| F-TEST (value) | 32.7437669225187 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 64 |
| p-value | 6.00852700927135e-13 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 6.39432806256235 |
| Sum Squared Residuals | 2616.79560778703 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 94.6 | 93.564048823967 | 1.03595117603298 |
| 2 | 95.9 | 95.7955757727927 | 0.104424227207334 |
| 3 | 104.7 | 104.895650389896 | -0.195650389895822 |
| 4 | 102.8 | 100.058219917269 | 2.74178008273053 |
| 5 | 98.1 | 97.717948916724 | 0.382051083275955 |
| 6 | 113.9 | 103.823042257775 | 10.0769577422250 |
| 7 | 80.9 | 95.0470624216087 | -14.1470624216087 |
| 8 | 95.7 | 90.2149793134724 | 5.48502068652756 |
| 9 | 113.2 | 105.271455171093 | 7.92854482890736 |
| 10 | 105.9 | 100.195740609107 | 5.70425939089271 |
| 11 | 108.8 | 105.289616821530 | 3.51038317847035 |
| 12 | 102.3 | 101.261240828335 | 1.03875917166499 |
| 13 | 99 | 99.9225404801884 | -0.922540480188387 |
| 14 | 100.7 | 101.434588764665 | -0.734588764664802 |
| 15 | 115.5 | 113.288635287711 | 2.21136471228912 |
| 16 | 100.7 | 98.9128371405369 | 1.78716285946311 |
| 17 | 109.9 | 107.313424188588 | 2.58657581141248 |
| 18 | 114.6 | 108.616409602562 | 5.98359039743806 |
| 19 | 85.4 | 100.532305137970 | -15.1323051379705 |
| 20 | 100.5 | 94.632604468638 | 5.86739553136197 |
| 21 | 114.8 | 108.068660982307 | 6.73133901769319 |
| 22 | 116.5 | 108.940320239887 | 7.55967976011343 |
| 23 | 112.9 | 109.153709577101 | 3.74629042289893 |
| 24 | 102 | 99.3485026462086 | 2.65149735379139 |
| 25 | 106 | 104.937043597437 | 1.06295640256343 |
| 26 | 105.3 | 103.976790098090 | 1.32320990191025 |
| 27 | 118.8 | 113.720192996778 | 5.07980700322241 |
| 28 | 106.1 | 104.059659928641 | 2.04034007135875 |
| 29 | 109.3 | 108.600217709403 | 0.699782290596693 |
| 30 | 117.2 | 112.488772353710 | 4.71122764628974 |
| 31 | 92.5 | 107.850836312141 | -15.3508363121411 |
| 32 | 104.2 | 100.025009568589 | 4.17499043141133 |
| 33 | 112.5 | 108.735751091365 | 3.76424890863527 |
| 34 | 122.4 | 117.142911603631 | 5.25708839636853 |
| 35 | 113.3 | 110.841622906179 | 2.45837709382147 |
| 36 | 100 | 100.855020917866 | -0.855020917865553 |
| 37 | 110.7 | 109.852137349370 | 0.847862650630318 |
| 38 | 112.8 | 111.141422460218 | 1.65857753978234 |
| 39 | 109.8 | 111.756727817946 | -1.95672781794563 |
| 40 | 117.3 | 117.041557161835 | 0.258442838164681 |
| 41 | 109.1 | 112.311159761781 | -3.21115976178052 |
| 42 | 115.9 | 117.337142487110 | -1.43714248710968 |
| 43 | 96 | 115.225939465719 | -19.2259394657193 |
| 44 | 99.8 | 99.4046926695187 | 0.395307330481347 |
| 45 | 116.8 | 116.223538931546 | 0.576461068453622 |
| 46 | 115.7 | 113.649591490456 | 2.05040850954427 |
| 47 | 99.4 | 97.3665572464634 | 2.0334427535366 |
| 48 | 94.3 | 92.3911587015605 | 1.90884129843948 |
| 49 | 91 | 90.3189186625703 | 0.681081337429666 |
| 50 | 93.2 | 92.2717402267414 | 0.928259773258573 |
| 51 | 103.1 | 96.1182519112301 | 6.98174808876987 |
| 52 | 94.1 | 92.7908742617033 | 1.30912573829670 |
| 53 | 91.8 | 90.2375802121198 | 1.56241978788019 |
| 54 | 102.7 | 97.8439354770618 | 4.85606452293821 |
| 55 | 82.6 | 94.1556068748172 | -11.5556068748172 |
| 56 | 89.1 | 85.175854648468 | 3.92414535153207 |
| 57 | 104.5 | 99.8655317177051 | 4.63446828229488 |
| 58 | 105.1 | 99.2361993424325 | 5.86380065756746 |
| 59 | 95.1 | 99.1954329119893 | -4.09543291198926 |
| 60 | 88.7 | 98.2331779343317 | -9.5331779343317 |
| 61 | 86.3 | 95.7234434238957 | -9.42344342389566 |
| 62 | 91.8 | 97.9521204859725 | -6.15212048597248 |
| 63 | 111.5 | 110.740532484512 | 0.759467515487776 |
| 64 | 99.7 | 102.870898382827 | -3.17089838282669 |
| 65 | 97.5 | 103.088178777544 | -5.58817877754401 |
| 66 | 111.7 | 114.488368517625 | -2.78836851762471 |
| 67 | 86.2 | 105.922898099745 | -19.7228980997448 |
| 68 | 95.4 | 99.135881259426 | -3.73588125942590 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.594688832535905 | 0.81062233492819 | 0.405311167464095 |
| 8 | 0.505101402055792 | 0.989797195888415 | 0.494898597944208 |
| 9 | 0.433177460771816 | 0.866354921543633 | 0.566822539228184 |
| 10 | 0.347884511050518 | 0.695769022101037 | 0.652115488949481 |
| 11 | 0.547584375294617 | 0.904831249410765 | 0.452415624705383 |
| 12 | 0.558600597951264 | 0.882798804097472 | 0.441399402048736 |
| 13 | 0.479791705263992 | 0.959583410527984 | 0.520208294736008 |
| 14 | 0.386673562116375 | 0.77334712423275 | 0.613326437883625 |
| 15 | 0.318153434749659 | 0.636306869499318 | 0.681846565250341 |
| 16 | 0.25281723464608 | 0.50563446929216 | 0.74718276535392 |
| 17 | 0.186341328409153 | 0.372682656818307 | 0.813658671590847 |
| 18 | 0.153498403156775 | 0.306996806313549 | 0.846501596843225 |
| 19 | 0.374947555572274 | 0.749895111144549 | 0.625052444427726 |
| 20 | 0.417706419338692 | 0.835412838677384 | 0.582293580661308 |
| 21 | 0.427161753945536 | 0.854323507891071 | 0.572838246054464 |
| 22 | 0.427907417886914 | 0.855814835773829 | 0.572092582113086 |
| 23 | 0.368346565118962 | 0.736693130237924 | 0.631653434881038 |
| 24 | 0.314104713164661 | 0.628209426329322 | 0.685895286835339 |
| 25 | 0.257882275920072 | 0.515764551840145 | 0.742117724079928 |
| 26 | 0.207065043349971 | 0.414130086699943 | 0.792934956650029 |
| 27 | 0.182676029584689 | 0.365352059169379 | 0.81732397041531 |
| 28 | 0.152569440008494 | 0.305138880016987 | 0.847430559991506 |
| 29 | 0.128061839655430 | 0.256123679310861 | 0.87193816034457 |
| 30 | 0.134281361667828 | 0.268562723335655 | 0.865718638332172 |
| 31 | 0.459773781106228 | 0.919547562212455 | 0.540226218893772 |
| 32 | 0.485117678874531 | 0.970235357749063 | 0.514882321125469 |
| 33 | 0.526054337341421 | 0.947891325317157 | 0.473945662658579 |
| 34 | 0.584472100207873 | 0.831055799584255 | 0.415527899792127 |
| 35 | 0.584686120039383 | 0.830627759921235 | 0.415313879960617 |
| 36 | 0.540430807563085 | 0.91913838487383 | 0.459569192436915 |
| 37 | 0.497504586396286 | 0.995009172792571 | 0.502495413603714 |
| 38 | 0.54368250466706 | 0.91263499066588 | 0.45631749533294 |
| 39 | 0.51183906401055 | 0.9763218719789 | 0.48816093598945 |
| 40 | 0.470029370325011 | 0.940058740650021 | 0.529970629674989 |
| 41 | 0.442412691502233 | 0.884825383004466 | 0.557587308497767 |
| 42 | 0.402345125005885 | 0.80469025001177 | 0.597654874994115 |
| 43 | 0.861722595811742 | 0.276554808376516 | 0.138277404188258 |
| 44 | 0.817340848996841 | 0.365318302006317 | 0.182659151003159 |
| 45 | 0.762016232789749 | 0.475967534420503 | 0.237983767210251 |
| 46 | 0.704324095076542 | 0.591351809846916 | 0.295675904923458 |
| 47 | 0.648063449937081 | 0.703873100125837 | 0.351936550062919 |
| 48 | 0.609474232468286 | 0.781051535063428 | 0.390525767531714 |
| 49 | 0.6451546522754 | 0.709690695449199 | 0.354845347724599 |
| 50 | 0.605842566668622 | 0.788314866662757 | 0.394157433331378 |
| 51 | 0.578228413849585 | 0.84354317230083 | 0.421771586150415 |
| 52 | 0.520110416392224 | 0.959779167215552 | 0.479889583607776 |
| 53 | 0.432532787431035 | 0.86506557486207 | 0.567467212568965 |
| 54 | 0.344414452045160 | 0.688828904090319 | 0.65558554795484 |
| 55 | 0.556606379841042 | 0.886787240317915 | 0.443393620158958 |
| 56 | 0.45349695352871 | 0.90699390705742 | 0.54650304647129 |
| 57 | 0.360130914347265 | 0.72026182869453 | 0.639869085652735 |
| 58 | 0.354527586282574 | 0.709055172565148 | 0.645472413717426 |
| 59 | 0.491179680843493 | 0.982359361686987 | 0.508820319156507 |
| 60 | 0.386256321026720 | 0.772512642053439 | 0.61374367897328 |
| 61 | 0.264164378490354 | 0.528328756980707 | 0.735835621509646 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 0 | 0 | OK |
| 5% type I error level | 0 | 0 | OK |
| 10% type I error level | 0 | 0 | OK |
