Multiple Linear Regression - Estimated Regression Equation |
productie*dummy[t] = + 94.7630816505707 -0.785332289956865t + 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) | 94.7630816505707 | 12.73755 | 7.4397 | 0 | 0 |
t | -0.785332289956865 | 0.320905 | -2.4472 | 0.017065 | 0.008532 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.288432188539708 |
R-squared | 0.0831931273858054 |
Adjusted R-squared | 0.0693021141643783 |
F-TEST (value) | 5.98898914425322 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 66 |
p-value | 0.0170646975583272 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 51.9400629338067 |
Sum Squared Residuals | 178052.829079475 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 93.9777493606139 | -93.9777493606139 |
2 | 0 | 93.192417070657 | -93.192417070657 |
3 | 104.7 | 92.4070847807 | 12.2929152192999 |
4 | 102.8 | 91.6217524907432 | 11.1782475092568 |
5 | 0 | 90.8364202007863 | -90.8364202007863 |
6 | 113.9 | 90.0510879108295 | 23.8489120891705 |
7 | 0 | 89.2657556208726 | -89.2657556208726 |
8 | 0 | 88.4804233309158 | -88.4804233309158 |
9 | 113.2 | 87.6950910409589 | 25.5049089590411 |
10 | 105.9 | 86.909758751002 | 18.990241248998 |
11 | 108.8 | 86.1244264610452 | 22.6755735389548 |
12 | 102.3 | 85.3390941710883 | 16.9609058289117 |
13 | 0 | 84.5537618811314 | -84.5537618811314 |
14 | 100.7 | 83.7684295911746 | 16.9315704088254 |
15 | 115.5 | 82.9830973012177 | 32.5169026987823 |
16 | 100.7 | 82.1977650112608 | 18.5022349887392 |
17 | 109.9 | 81.412432721304 | 28.487567278696 |
18 | 114.6 | 80.6271004313471 | 33.9728995686529 |
19 | 0 | 79.8417681413902 | -79.8417681413902 |
20 | 100.5 | 79.0564358514334 | 21.4435641485666 |
21 | 114.8 | 78.2711035614765 | 36.5288964385235 |
22 | 116.5 | 77.4857712715196 | 39.0142287284804 |
23 | 112.9 | 76.7004389815628 | 36.1995610184372 |
24 | 102 | 75.9151066916059 | 26.0848933083941 |
25 | 106 | 75.129774401649 | 30.870225598351 |
26 | 105.3 | 74.3444421116922 | 30.9555578883078 |
27 | 118.8 | 73.5591098217353 | 45.2408901782647 |
28 | 106.1 | 72.7737775317784 | 33.3262224682215 |
29 | 109.3 | 71.9884452418216 | 37.3115547581784 |
30 | 117.2 | 71.2031129518647 | 45.9968870481353 |
31 | 0 | 70.4177806619079 | -70.4177806619079 |
32 | 104.2 | 69.632448371951 | 34.567551628049 |
33 | 112.5 | 68.8471160819941 | 43.6528839180059 |
34 | 122.4 | 68.0617837920373 | 54.3382162079628 |
35 | 113.3 | 67.2764515020804 | 46.0235484979196 |
36 | 100 | 66.4911192121235 | 33.5088807878765 |
37 | 110.7 | 65.7057869221667 | 44.9942130778333 |
38 | 112.8 | 64.9204546322098 | 47.8795453677902 |
39 | 109.8 | 64.1351223422529 | 45.6648776577471 |
40 | 117.3 | 63.3497900522961 | 53.9502099477039 |
41 | 109.1 | 62.5644577623392 | 46.5355422376608 |
42 | 115.9 | 61.7791254723823 | 54.1208745276177 |
43 | 0 | 60.9937931824255 | -60.9937931824255 |
44 | 0 | 60.2084608924686 | -60.2084608924686 |
45 | 116.8 | 59.4231286025117 | 57.3768713974883 |
46 | 115.7 | 58.6377963125549 | 57.0622036874451 |
47 | 0 | 57.852464022598 | -57.852464022598 |
48 | 0 | 57.0671317326411 | -57.0671317326411 |
49 | 0 | 56.2817994426843 | -56.2817994426843 |
50 | 0 | 55.4964671527274 | -55.4964671527274 |
51 | 103.1 | 54.7111348627705 | 48.3888651372294 |
52 | 0 | 53.9258025728137 | -53.9258025728137 |
53 | 0 | 53.1404702828568 | -53.1404702828568 |
54 | 102.7 | 52.3551379929 | 50.3448620071 |
55 | 0 | 51.5698057029431 | -51.5698057029431 |
56 | 0 | 50.7844734129862 | -50.7844734129862 |
57 | 104.5 | 49.9991411230294 | 54.5008588769706 |
58 | 105.1 | 49.2138088330725 | 55.8861911669275 |
59 | 0 | 48.4284765431156 | -48.4284765431156 |
60 | 0 | 47.6431442531588 | -47.6431442531588 |
61 | 0 | 46.8578119632019 | -46.8578119632019 |
62 | 0 | 46.072479673245 | -46.072479673245 |
63 | 111.5 | 45.2871473832882 | 66.2128526167118 |
64 | 0 | 44.5018150933313 | -44.5018150933313 |
65 | 0 | 43.7164828033744 | -43.7164828033744 |
66 | 111.7 | 42.9311505134176 | 68.7688494865824 |
67 | 0 | 42.1458182234607 | -42.1458182234607 |
68 | 0 | 41.3604859335038 | -41.3604859335038 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.809996771565448 | 0.380006456869104 | 0.190003228434552 |
6 | 0.716730932367813 | 0.566538135264374 | 0.283269067632187 |
7 | 0.844997261633838 | 0.310005476732323 | 0.155002738366162 |
8 | 0.864119351464748 | 0.271761297070503 | 0.135880648535252 |
9 | 0.868567334693779 | 0.262865330612442 | 0.131432665306221 |
10 | 0.821276822630803 | 0.357446354738394 | 0.178723177369197 |
11 | 0.75332006153032 | 0.493359876939361 | 0.246679938469681 |
12 | 0.669175953107508 | 0.661648093784984 | 0.330824046892492 |
13 | 0.862687078205851 | 0.274625843588298 | 0.137312921794149 |
14 | 0.813318298285985 | 0.37336340342803 | 0.186681701714015 |
15 | 0.757460913498252 | 0.485078173003497 | 0.242539086501748 |
16 | 0.687333395172709 | 0.625333209654582 | 0.312666604827291 |
17 | 0.609192374836341 | 0.781615250327317 | 0.390807625163659 |
18 | 0.527126768795227 | 0.945746462409546 | 0.472873231204773 |
19 | 0.814897964247425 | 0.370204071505151 | 0.185102035752575 |
20 | 0.761815712269859 | 0.476368575460283 | 0.238184287730141 |
21 | 0.700844466028496 | 0.598311067943007 | 0.299155533971504 |
22 | 0.632442358227148 | 0.735115283545703 | 0.367557641772852 |
23 | 0.558581060886977 | 0.882837878226046 | 0.441418939113023 |
24 | 0.488328061429034 | 0.976656122858068 | 0.511671938570966 |
25 | 0.416494880488371 | 0.832989760976743 | 0.583505119511629 |
26 | 0.348597503113794 | 0.697195006227588 | 0.651402496886206 |
27 | 0.283383287127605 | 0.566766574255209 | 0.716616712872395 |
28 | 0.227944529070285 | 0.455889058140569 | 0.772055470929715 |
29 | 0.178684591464977 | 0.357369182929954 | 0.821315408535023 |
30 | 0.136959409913407 | 0.273918819826814 | 0.863040590086593 |
31 | 0.406452861372414 | 0.812905722744827 | 0.593547138627586 |
32 | 0.339396321327499 | 0.678792642654998 | 0.660603678672501 |
33 | 0.277267730058682 | 0.554535460117365 | 0.722732269941318 |
34 | 0.226934445697169 | 0.453868891394338 | 0.773065554302831 |
35 | 0.180298029700432 | 0.360596059400864 | 0.819701970299568 |
36 | 0.141200607493392 | 0.282401214986784 | 0.858799392506608 |
37 | 0.109763678423857 | 0.219527356847714 | 0.890236321576143 |
38 | 0.0863708669524688 | 0.172741733904938 | 0.913629133047531 |
39 | 0.0687129343523899 | 0.13742586870478 | 0.93128706564761 |
40 | 0.0597334637597941 | 0.119466927519588 | 0.940266536240206 |
41 | 0.0532891536985625 | 0.106578307397125 | 0.946710846301438 |
42 | 0.0569577843931425 | 0.113915568786285 | 0.943042215606858 |
43 | 0.129664315056643 | 0.259328630113286 | 0.870335684943357 |
44 | 0.206943565470037 | 0.413887130940074 | 0.793056434529963 |
45 | 0.224119058439781 | 0.448238116879562 | 0.775880941560219 |
46 | 0.283198788859757 | 0.566397577719515 | 0.716801211140243 |
47 | 0.334137414491738 | 0.668274828983476 | 0.665862585508262 |
48 | 0.365206488301233 | 0.730412976602465 | 0.634793511698768 |
49 | 0.385013945110127 | 0.770027890220253 | 0.614986054889873 |
50 | 0.402782395024974 | 0.805564790049949 | 0.597217604975026 |
51 | 0.409073690617466 | 0.818147381234932 | 0.590926309382534 |
52 | 0.404249205184822 | 0.808498410369643 | 0.595750794815178 |
53 | 0.408968944856879 | 0.817937889713757 | 0.591031055143121 |
54 | 0.410654368905895 | 0.82130873781179 | 0.589345631094105 |
55 | 0.393143653047839 | 0.786287306095678 | 0.606856346952161 |
56 | 0.400544294517668 | 0.801088589035337 | 0.599455705482332 |
57 | 0.395354414656968 | 0.790708829313936 | 0.604645585343032 |
58 | 0.513859372326333 | 0.972281255347334 | 0.486140627673667 |
59 | 0.424704681403351 | 0.849409362806703 | 0.575295318596649 |
60 | 0.341077702854404 | 0.682155405708808 | 0.658922297145596 |
61 | 0.281064209143251 | 0.562128418286502 | 0.718935790856749 |
62 | 0.288231390636202 | 0.576462781272403 | 0.711768609363798 |
63 | 0.307049195822996 | 0.614098391645992 | 0.692950804177004 |
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 |