| Multiple Linear Regression - Estimated Regression Equation |
| Brood[t] = + 27.2751805068209 + 0.00711546804625393Tarwe[t] + 0.145572171967312Meel[t] + 0.618723143738309Water[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) | 27.2751805068209 | 11.325497 | 2.4083 | 0.019538 | 0.009769 |
| Tarwe | 0.00711546804625393 | 0.002911 | 2.4443 | 0.017875 | 0.008937 |
| Meel | 0.145572171967312 | 0.021506 | 6.7689 | 0 | 0 |
| Water | 0.618723143738309 | 0.127504 | 4.8526 | 1.1e-05 | 6e-06 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.98180639943996 |
| R-squared | 0.963943805981258 |
| Adjusted R-squared | 0.961902889338687 |
| F-TEST (value) | 472.309248636078 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 53 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.09978300867724 |
| Sum Squared Residuals | 64.1047013072841 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 104.37 | 105.69663882794 | -1.32663882794046 |
| 2 | 104.89 | 106.024519886723 | -1.1345198867229 |
| 3 | 105.15 | 105.980634503923 | -0.830634503922941 |
| 4 | 105.72 | 106.837581403533 | -1.11758140353251 |
| 5 | 106.38 | 107.108945196051 | -0.728945196051182 |
| 6 | 106.4 | 106.946217395115 | -0.546217395114492 |
| 7 | 106.47 | 107.229780884888 | -0.759780884888019 |
| 8 | 106.59 | 107.881341274641 | -1.29134127464143 |
| 9 | 106.76 | 108.136352099758 | -1.3763520997578 |
| 10 | 107.35 | 107.165311971062 | 0.184688028938067 |
| 11 | 107.81 | 107.77863789675 | 0.0313621032499622 |
| 12 | 108.03 | 107.620194859756 | 0.409805140244426 |
| 13 | 109.08 | 108.257757760072 | 0.82224223992838 |
| 14 | 109.86 | 108.709199230103 | 1.15080076989738 |
| 15 | 110.29 | 110.091782277575 | 0.198217722425288 |
| 16 | 110.34 | 110.071600527591 | 0.268399472408735 |
| 17 | 110.59 | 110.637682663905 | -0.0476826639048221 |
| 18 | 110.64 | 110.706524151508 | -0.0665241515080871 |
| 19 | 110.83 | 110.624442439318 | 0.205557560681535 |
| 20 | 111.51 | 111.192869822176 | 0.317130177823866 |
| 21 | 113.32 | 112.491117923671 | 0.828882076328725 |
| 22 | 115.89 | 113.030201637465 | 2.85979836253518 |
| 23 | 116.51 | 113.223837125905 | 3.28616287409547 |
| 24 | 117.44 | 116.128882662432 | 1.31111733756758 |
| 25 | 118.25 | 117.746919174193 | 0.503080825807459 |
| 26 | 118.65 | 119.278177151849 | -0.628177151849014 |
| 27 | 118.52 | 119.458924050474 | -0.938924050473626 |
| 28 | 119.07 | 119.768298633968 | -0.698298633967948 |
| 29 | 119.12 | 119.440982205516 | -0.320982205516155 |
| 30 | 119.28 | 120.611759362925 | -1.33175936292486 |
| 31 | 119.3 | 121.176124726923 | -1.87612472692253 |
| 32 | 119.44 | 121.399827140883 | -1.9598271408829 |
| 33 | 119.57 | 121.321722527722 | -1.75172252772179 |
| 34 | 119.93 | 120.101663880908 | -0.17166388090847 |
| 35 | 120.03 | 119.494334701781 | 0.535665298218829 |
| 36 | 119.66 | 119.207512052332 | 0.452487947667925 |
| 37 | 119.46 | 120.548563937332 | -1.08856393733194 |
| 38 | 119.48 | 119.822199311023 | -0.34219931102302 |
| 39 | 119.56 | 119.687161548791 | -0.127161548791163 |
| 40 | 119.43 | 118.952964837456 | 0.477035162544173 |
| 41 | 119.57 | 118.805621456818 | 0.764378543181783 |
| 42 | 119.59 | 119.263727554931 | 0.326272445068886 |
| 43 | 119.5 | 118.708547485889 | 0.791452514111197 |
| 44 | 119.54 | 118.758029025989 | 0.78197097401068 |
| 45 | 119.56 | 119.249762623894 | 0.310237376106077 |
| 46 | 119.61 | 118.512653656934 | 1.0973463430656 |
| 47 | 119.64 | 118.569198652984 | 1.0708013470155 |
| 48 | 119.6 | 117.250733429584 | 2.34926657041626 |
| 49 | 119.71 | 118.280748065233 | 1.42925193476732 |
| 50 | 119.72 | 119.401249596324 | 0.318750403675717 |
| 51 | 119.66 | 119.603474916486 | 0.0565250835136374 |
| 52 | 119.76 | 119.759980275129 | 1.9724871011073e-05 |
| 53 | 119.8 | 119.769361314704 | 0.0306386852958137 |
| 54 | 119.88 | 120.438638884186 | -0.558638884186446 |
| 55 | 119.78 | 120.389531932415 | -0.609531932415295 |
| 56 | 120.08 | 120.835605233978 | -0.755605233978133 |
| 57 | 120.22 | 121.003946228585 | -0.783946228584525 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.00731760001396593 | 0.0146352000279319 | 0.992682399986034 |
| 8 | 0.00445191459263527 | 0.00890382918527053 | 0.995548085407365 |
| 9 | 0.00169469847303157 | 0.00338939694606315 | 0.998305301526968 |
| 10 | 0.00072746124482725 | 0.0014549224896545 | 0.999272538755173 |
| 11 | 0.0009263575406263 | 0.0018527150812526 | 0.999073642459374 |
| 12 | 0.000581851216805094 | 0.00116370243361019 | 0.999418148783195 |
| 13 | 0.000178662537657191 | 0.000357325075314383 | 0.999821337462343 |
| 14 | 5.3286328930436e-05 | 0.000106572657860872 | 0.99994671367107 |
| 15 | 1.70026493308216e-05 | 3.40052986616432e-05 | 0.99998299735067 |
| 16 | 6.30884262379384e-06 | 1.26176852475877e-05 | 0.999993691157376 |
| 17 | 4.79873349175221e-06 | 9.59746698350443e-06 | 0.999995201266508 |
| 18 | 1.09352375949204e-05 | 2.18704751898408e-05 | 0.999989064762405 |
| 19 | 0.00029842650690346 | 0.00059685301380692 | 0.999701573493097 |
| 20 | 0.0157127144019413 | 0.0314254288038825 | 0.98428728559806 |
| 21 | 0.706204322679306 | 0.587591354641388 | 0.293795677320694 |
| 22 | 0.803778462134748 | 0.392443075730504 | 0.196221537865252 |
| 23 | 0.963023015307993 | 0.0739539693840151 | 0.0369769846920075 |
| 24 | 0.99999998670935 | 2.65813005598526e-08 | 1.32906502799263e-08 |
| 25 | 0.999999999990131 | 1.97370688609101e-11 | 9.86853443045504e-12 |
| 26 | 0.999999999999697 | 6.06330792741829e-13 | 3.03165396370914e-13 |
| 27 | 0.999999999999952 | 9.55705546408133e-14 | 4.77852773204066e-14 |
| 28 | 0.999999999999833 | 3.33054101238272e-13 | 1.66527050619136e-13 |
| 29 | 0.999999999999378 | 1.24387636905123e-12 | 6.21938184525613e-13 |
| 30 | 0.99999999999801 | 3.98160243773045e-12 | 1.99080121886522e-12 |
| 31 | 0.999999999996653 | 6.69464902705846e-12 | 3.34732451352923e-12 |
| 32 | 0.999999999993307 | 1.33854610639422e-11 | 6.69273053197109e-12 |
| 33 | 0.999999999988927 | 2.21466824403792e-11 | 1.10733412201896e-11 |
| 34 | 0.999999999984382 | 3.12352504036653e-11 | 1.56176252018327e-11 |
| 35 | 0.999999999998262 | 3.47644760463728e-12 | 1.73822380231864e-12 |
| 36 | 0.999999999991876 | 1.62481846061782e-11 | 8.12409230308911e-12 |
| 37 | 0.999999999992757 | 1.44863521523635e-11 | 7.24317607618173e-12 |
| 38 | 0.999999999986996 | 2.60078829997037e-11 | 1.30039414998518e-11 |
| 39 | 0.999999999950718 | 9.85648796235672e-11 | 4.92824398117836e-11 |
| 40 | 0.999999999909694 | 1.80611352307819e-10 | 9.03056761539094e-11 |
| 41 | 0.99999999954023 | 9.1954135768042e-10 | 4.5977067884021e-10 |
| 42 | 0.99999999914522 | 1.70955901691853e-09 | 8.54779508459265e-10 |
| 43 | 0.999999998441802 | 3.11639614380511e-09 | 1.55819807190256e-09 |
| 44 | 0.999999995682954 | 8.63409201901848e-09 | 4.31704600950924e-09 |
| 45 | 0.99999998923093 | 2.15381424229861e-08 | 1.0769071211493e-08 |
| 46 | 0.999999907869794 | 1.84260412097819e-07 | 9.21302060489093e-08 |
| 47 | 0.999999239017117 | 1.52196576556385e-06 | 7.60982882781923e-07 |
| 48 | 0.999991580788395 | 1.68384232104029e-05 | 8.41921160520143e-06 |
| 49 | 0.999965290211745 | 6.94195765107814e-05 | 3.47097882553907e-05 |
| 50 | 0.99946464703577 | 0.00107070592845864 | 0.00053535296422932 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 39 | 0.886363636363636 | NOK |
| 5% type I error level | 41 | 0.931818181818182 | NOK |
| 10% type I error level | 42 | 0.954545454545455 | NOK |
