| Multiple Linear Regression - Estimated Regression Equation |
| productie[t] = + 30.8115915919024 + 0.00348754152529101uitvoer[t] -0.167649538311852ondernemersvertrouwen[t] + 0.00103653952403590invoer[t] -0.159945387828218t + 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) | 30.8115915919024 | 8.030548 | 3.8368 | 0.000291 | 0.000146 |
| uitvoer | 0.00348754152529101 | 0.001118 | 3.1203 | 0.002726 | 0.001363 |
| ondernemersvertrouwen | -0.167649538311852 | 0.097799 | -1.7142 | 0.091405 | 0.045702 |
| invoer | 0.00103653952403590 | 0.001076 | 0.9632 | 0.339122 | 0.169561 |
| t | -0.159945387828218 | 0.046721 | -3.4234 | 0.001092 | 0.000546 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.81693184425255 |
| R-squared | 0.667377638153872 |
| Adjusted R-squared | 0.646258758036657 |
| F-TEST (value) | 31.6009956233369 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 63 |
| p-value | 1.92068583260152e-14 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 5.9179008697521 |
| Sum Squared Residuals | 2206.3576943654 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 94.6 | 96.4920694355582 | -1.89206943555816 |
| 2 | 95.9 | 99.14746530553 | -3.24746530553006 |
| 3 | 104.7 | 109.297347116634 | -4.59734711663445 |
| 4 | 102.8 | 103.626099124336 | -0.826099124336263 |
| 5 | 98.1 | 101.427691374314 | -3.32769137431427 |
| 6 | 113.9 | 108.483853206901 | 5.41614679309907 |
| 7 | 80.9 | 97.6626439632436 | -16.7626439632436 |
| 8 | 95.7 | 93.9250801225336 | 1.77491987746637 |
| 9 | 113.2 | 108.138058009995 | 5.06194199000545 |
| 10 | 105.9 | 101.808895489742 | 4.09110451025753 |
| 11 | 108.8 | 108.606147358124 | 0.193852641875925 |
| 12 | 102.3 | 105.299425574733 | -2.99942557473304 |
| 13 | 99 | 102.589332485707 | -3.58933248570688 |
| 14 | 100.7 | 103.261889022176 | -2.56188902217642 |
| 15 | 115.5 | 116.432843575739 | -0.93284357573852 |
| 16 | 100.7 | 99.4089457544048 | 1.29105424559523 |
| 17 | 109.9 | 108.007935124476 | 1.89206487552386 |
| 18 | 114.6 | 109.164516267156 | 5.43548373284383 |
| 19 | 85.4 | 99.1376017666393 | -13.7376017666393 |
| 20 | 100.5 | 94.564952814138 | 5.93504718586194 |
| 21 | 114.8 | 107.588053045493 | 7.21194695450745 |
| 22 | 116.5 | 108.757514799711 | 7.74248520028854 |
| 23 | 112.9 | 108.978178067345 | 3.92182193265509 |
| 24 | 102 | 98.5277817818095 | 3.47221821819055 |
| 25 | 106 | 104.724918679476 | 1.27508132052402 |
| 26 | 105.3 | 103.054266287037 | 2.24573371296330 |
| 27 | 118.8 | 113.903550648414 | 4.89644935158579 |
| 28 | 106.1 | 102.621560307756 | 3.47843969224429 |
| 29 | 109.3 | 107.852731715074 | 1.44726828492608 |
| 30 | 117.2 | 111.323595167246 | 5.87640483275421 |
| 31 | 92.5 | 106.473394677311 | -13.9733946773108 |
| 32 | 104.2 | 98.2541878210458 | 5.9458121789542 |
| 33 | 112.5 | 107.534979940988 | 4.96502005901153 |
| 34 | 122.4 | 117.445974398764 | 4.95402560123569 |
| 35 | 113.3 | 111.209879879822 | 2.09012012017791 |
| 36 | 100 | 100.843710435516 | -0.843710435516367 |
| 37 | 110.7 | 110.904276649861 | -0.204276649860744 |
| 38 | 112.8 | 110.473981627563 | 2.32601837243742 |
| 39 | 109.8 | 112.306536612054 | -2.50653661205443 |
| 40 | 117.3 | 118.265597424151 | -0.965597424151192 |
| 41 | 109.1 | 112.196709264968 | -3.09670926496788 |
| 42 | 115.9 | 118.063900325064 | -2.16390032506397 |
| 43 | 96 | 115.215218868311 | -19.2152188683109 |
| 44 | 99.8 | 99.6742061521052 | 0.125793847894769 |
| 45 | 116.8 | 118.078596451203 | -1.27859645120323 |
| 46 | 115.7 | 115.79216715038 | -0.0921671503800888 |
| 47 | 99.4 | 99.213524066181 | 0.186475933818985 |
| 48 | 94.3 | 94.1382051557316 | 0.161794844268383 |
| 49 | 91 | 91.8141308632122 | -0.814130863212235 |
| 50 | 93.2 | 92.9304124692956 | 0.269587530704357 |
| 51 | 103.1 | 97.402680487328 | 5.69731951267202 |
| 52 | 94.1 | 92.6148231549179 | 1.48517684508214 |
| 53 | 91.8 | 89.323269614453 | 2.47673038554706 |
| 54 | 102.7 | 97.002828636947 | 5.69717136305295 |
| 55 | 82.6 | 91.8293165268406 | -9.22931652684064 |
| 56 | 89.1 | 82.8161166184192 | 6.28388338158083 |
| 57 | 104.5 | 97.7228462343832 | 6.77715376561684 |
| 58 | 105.1 | 97.2626419480767 | 7.83735805192327 |
| 59 | 95.1 | 95.4591140267216 | -0.359114026721552 |
| 60 | 88.7 | 95.150416094328 | -6.45041609432809 |
| 61 | 86.3 | 91.7328949952635 | -5.43289499526352 |
| 62 | 91.8 | 93.120051539462 | -1.32005153946191 |
| 63 | 111.5 | 106.781935590881 | 4.71806440911909 |
| 64 | 99.7 | 99.0309921008435 | 0.669007899156513 |
| 65 | 97.5 | 98.4989047590185 | -0.998904759018524 |
| 66 | 111.7 | 110.809520562037 | 0.890479437962851 |
| 67 | 86.2 | 100.614043363794 | -14.4140433637936 |
| 68 | 95.4 | 93.7830701213147 | 1.61692987868527 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.348218729852698 | 0.696437459705396 | 0.651781270147302 |
| 9 | 0.675071446534881 | 0.649857106930237 | 0.324928553465118 |
| 10 | 0.542001765669967 | 0.915996468660066 | 0.457998234330033 |
| 11 | 0.763662810268272 | 0.472674379463455 | 0.236337189731728 |
| 12 | 0.777099240682483 | 0.445801518635033 | 0.222900759317516 |
| 13 | 0.722014996314945 | 0.55597000737011 | 0.277985003685055 |
| 14 | 0.644666301711256 | 0.710667396577487 | 0.355333698288744 |
| 15 | 0.576198285991203 | 0.847603428017593 | 0.423801714008797 |
| 16 | 0.505933204214819 | 0.988133591570362 | 0.494066795785181 |
| 17 | 0.412477451231433 | 0.824954902462865 | 0.587522548768567 |
| 18 | 0.350899868105889 | 0.701799736211778 | 0.649100131894111 |
| 19 | 0.695927849037424 | 0.608144301925152 | 0.304072150962576 |
| 20 | 0.739663190982875 | 0.52067361803425 | 0.260336809017125 |
| 21 | 0.740072359877407 | 0.519855280245185 | 0.259927640122593 |
| 22 | 0.719366333988926 | 0.561267332022149 | 0.280633666011074 |
| 23 | 0.649789527576373 | 0.700420944847254 | 0.350210472423627 |
| 24 | 0.577149937066743 | 0.845700125866514 | 0.422850062933257 |
| 25 | 0.507933113102185 | 0.98413377379563 | 0.492066886897815 |
| 26 | 0.430093812642165 | 0.86018762528433 | 0.569906187357835 |
| 27 | 0.370595403263229 | 0.741190806526458 | 0.629404596736771 |
| 28 | 0.304217795959067 | 0.608435591918134 | 0.695782204040933 |
| 29 | 0.253416797823707 | 0.506833595647414 | 0.746583202176293 |
| 30 | 0.228728977668315 | 0.457457955336629 | 0.771271022331685 |
| 31 | 0.670437828164425 | 0.65912434367115 | 0.329562171835575 |
| 32 | 0.651632963688255 | 0.69673407262349 | 0.348367036311745 |
| 33 | 0.618552099385639 | 0.762895801228722 | 0.381447900614361 |
| 34 | 0.617943668086417 | 0.764112663827166 | 0.382056331913583 |
| 35 | 0.583319499832852 | 0.833361000334296 | 0.416680500167148 |
| 36 | 0.517169346635433 | 0.965661306729133 | 0.482830653364567 |
| 37 | 0.459101540482201 | 0.918203080964401 | 0.540898459517799 |
| 38 | 0.497591349098721 | 0.995182698197442 | 0.502408650901279 |
| 39 | 0.459294527652185 | 0.91858905530437 | 0.540705472347815 |
| 40 | 0.422077626103163 | 0.844155252206326 | 0.577922373896837 |
| 41 | 0.410754130102331 | 0.821508260204663 | 0.589245869897669 |
| 42 | 0.419568081202301 | 0.839136162404603 | 0.580431918797699 |
| 43 | 0.721406849038762 | 0.557186301922477 | 0.278593150961239 |
| 44 | 0.688065640697869 | 0.623868718604263 | 0.311934359302131 |
| 45 | 0.624441301895924 | 0.751117396208151 | 0.375558698104076 |
| 46 | 0.578513247696227 | 0.842973504607546 | 0.421486752303773 |
| 47 | 0.551090648317052 | 0.897818703365896 | 0.448909351682948 |
| 48 | 0.537760101607639 | 0.924479796784721 | 0.462239898392361 |
| 49 | 0.590958498189072 | 0.818083003621855 | 0.409041501810928 |
| 50 | 0.557609741082351 | 0.884780517835297 | 0.442390258917649 |
| 51 | 0.528942332745132 | 0.942115334509736 | 0.471057667254868 |
| 52 | 0.460145740963246 | 0.920291481926491 | 0.539854259036755 |
| 53 | 0.368525402099397 | 0.737050804198793 | 0.631474597900603 |
| 54 | 0.287397106153928 | 0.574794212307857 | 0.712602893846072 |
| 55 | 0.463529732044378 | 0.927059464088756 | 0.536470267955622 |
| 56 | 0.374063606662936 | 0.748127213325873 | 0.625936393337064 |
| 57 | 0.292748526027326 | 0.585497052054652 | 0.707251473972674 |
| 58 | 0.357331467398289 | 0.714662934796578 | 0.642668532601711 |
| 59 | 0.432102288710193 | 0.864204577420385 | 0.567897711289807 |
| 60 | 0.310528715252648 | 0.621057430505296 | 0.689471284747352 |
| 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 |
