| Multiple Linear Regression - Estimated Regression Equation |
| faillissement[t] = + 179.312954050889 + 44.3969724913641crisis[t] -0.0454083334947606`t-1`[t] -0.0256592317941664`t-2`[t] -0.0949712023846764`t-3`[t] -0.0338903746825824`t-4`[t] + 0.92150086492774`t-12`[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) | 179.312954050889 | 160.671133 | 1.116 | 0.26852 | 0.13426 |
| crisis | 44.3969724913641 | 29.457847 | 1.5071 | 0.136621 | 0.06831 |
| `t-1` | -0.0454083334947606 | 0.103766 | -0.4376 | 0.663125 | 0.331563 |
| `t-2` | -0.0256592317941664 | 0.117178 | -0.219 | 0.827354 | 0.413677 |
| `t-3` | -0.0949712023846764 | 0.104231 | -0.9112 | 0.365575 | 0.182788 |
| `t-4` | -0.0338903746825824 | 0.108255 | -0.3131 | 0.755238 | 0.377619 |
| `t-12` | 0.92150086492774 | 0.116617 | 7.902 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.763216614162312 |
| R-squared | 0.582499600133384 |
| Adjusted R-squared | 0.543961101684158 |
| F-TEST (value) | 15.1147456069369 |
| F-TEST (DF numerator) | 6 |
| F-TEST (DF denominator) | 65 |
| p-value | 9.60155288609599e-11 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 115.626264491174 |
| Sum Squared Residuals | 869013.147611892 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 627 | 595.78772072634 | 31.2122792736601 |
| 2 | 696 | 651.659848270873 | 44.3401517291266 |
| 3 | 825 | 679.623041679433 | 145.376958320567 |
| 4 | 677 | 617.689720733283 | 59.3102792667165 |
| 5 | 656 | 624.284972623223 | 31.7150273767775 |
| 6 | 785 | 703.831976869419 | 81.1680231305815 |
| 7 | 412 | 472.292803913649 | -60.2928039136494 |
| 8 | 352 | 365.76312274882 | -13.7631227488197 |
| 9 | 839 | 795.938332034768 | 43.0616679652324 |
| 10 | 729 | 731.774857626753 | -2.77485762675332 |
| 11 | 696 | 620.97499615664 | 75.02500384336 |
| 12 | 641 | 704.55954947926 | -63.5595494792602 |
| 13 | 695 | 612.460398364585 | 82.5396016354146 |
| 14 | 638 | 681.86515667834 | -43.86515667834 |
| 15 | 762 | 808.283243242017 | -46.2832432420173 |
| 16 | 635 | 664.468583770398 | -29.4685837703984 |
| 17 | 721 | 651.285457521341 | 69.7145424786591 |
| 18 | 854 | 759.667997115537 | 94.3320028844635 |
| 19 | 418 | 415.561108450601 | 2.43889154939859 |
| 20 | 367 | 372.792966309634 | -5.79296630963431 |
| 21 | 824 | 819.52139546007 | 4.4786045399307 |
| 22 | 687 | 735.61333713935 | -48.6133371393502 |
| 23 | 601 | 719.318216038807 | -118.318216038807 |
| 24 | 676 | 634.382669523146 | 41.6173304768536 |
| 25 | 740 | 680.467938648196 | 59.5320613518039 |
| 26 | 691 | 635.922318355684 | 55.0776816443163 |
| 27 | 683 | 746.562975156992 | -63.5629751569915 |
| 28 | 594 | 622.532999283228 | -28.5329992832278 |
| 29 | 729 | 708.513294139564 | 20.4867058604357 |
| 30 | 731 | 829.646853761366 | -98.6468537613659 |
| 31 | 386 | 433.041223703366 | -47.0412237033658 |
| 32 | 331 | 391.854367208974 | -60.8543672089737 |
| 33 | 706 | 819.565012805232 | -113.565012805232 |
| 34 | 715 | 710.399811071624 | 4.6001889283759 |
| 35 | 657 | 638.035445160221 | 18.9645548397787 |
| 36 | 653 | 675.800529999639 | -22.8005299996388 |
| 37 | 642 | 722.882822805624 | -80.8828228056244 |
| 38 | 643 | 683.534725385952 | -40.5347253859522 |
| 39 | 718 | 678.7450882239 | 39.2549117761002 |
| 40 | 654 | 594.480471726391 | 59.5195282736086 |
| 41 | 632 | 720.142602369862 | -88.1426023698623 |
| 42 | 731 | 717.470047717896 | 13.5299522821041 |
| 43 | 392 | 443.554678744105 | -51.5546787441054 |
| 44 | 344 | 409.983642712329 | -65.9836427123293 |
| 45 | 792 | 757.767985853137 | 34.2320141468632 |
| 46 | 852 | 775.790293872783 | 76.2097061272167 |
| 47 | 649 | 724.170862585362 | -75.1708625853621 |
| 48 | 629 | 687.242836233866 | -58.2428362338664 |
| 49 | 685 | 662.342157442895 | 22.6578425571052 |
| 50 | 617 | 678.479707871134 | -61.4797078711336 |
| 51 | 715 | 758.022292546142 | -43.0222925461423 |
| 52 | 715 | 691.700468430393 | 23.2995315696065 |
| 53 | 629 | 673.473025466088 | -44.4730254660883 |
| 54 | 916 | 761.604095419201 | 154.395904580799 |
| 55 | 531 | 435.068547711106 | 95.9314522888938 |
| 56 | 357 | 409.122038470214 | -52.1220384702138 |
| 57 | 917 | 815.392117364984 | 101.607882635016 |
| 58 | 828 | 876.555584219967 | -48.5555842199668 |
| 59 | 708 | 708.735863983664 | -0.735863983663852 |
| 60 | 858 | 650.751570193512 | 207.248429806488 |
| 61 | 775 | 688.097303610541 | 86.902696389459 |
| 62 | 785 | 639.768039339306 | 145.231960660694 |
| 63 | 1.006 | 721.571921610401 | -720.565921610401 |
| 64 | 789 | 714.079141185658 | 74.9208588143419 |
| 65 | 734 | 640.876174018532 | 93.1238259814677 |
| 66 | 906 | 892.0848944205 | 13.9151055794995 |
| 67 | 532 | 544.027063923525 | -12.0270639235247 |
| 68 | 387 | 408.832869721819 | -21.8328697218192 |
| 69 | 991 | 926.58303892649 | 64.4169610735098 |
| 70 | 841 | 850.553502373705 | -9.55350237370484 |
| 71 | 892 | 757.732297079978 | 134.267702920022 |
| 72 | 782 | 845.04198466866 | -63.0419846686606 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 10 | 0.0735032413788997 | 0.147006482757799 | 0.9264967586211 |
| 11 | 0.0300134881251002 | 0.0600269762502005 | 0.9699865118749 |
| 12 | 0.116164291069673 | 0.232328582139346 | 0.883835708930327 |
| 13 | 0.0594405479873565 | 0.118881095974713 | 0.940559452012643 |
| 14 | 0.061781418168086 | 0.123562836336172 | 0.938218581831914 |
| 15 | 0.0836375822439005 | 0.167275164487801 | 0.9163624177561 |
| 16 | 0.0517078027605255 | 0.103415605521051 | 0.948292197239474 |
| 17 | 0.0302978161432875 | 0.0605956322865751 | 0.969702183856712 |
| 18 | 0.0222747730335727 | 0.0445495460671455 | 0.977725226966427 |
| 19 | 0.0113948758864185 | 0.0227897517728371 | 0.988605124113581 |
| 20 | 0.00562439309361093 | 0.0112487861872219 | 0.99437560690639 |
| 21 | 0.00277323234555857 | 0.00554646469111714 | 0.997226767654441 |
| 22 | 0.00167982423316816 | 0.00335964846633632 | 0.998320175766832 |
| 23 | 0.00314918380938055 | 0.00629836761876109 | 0.99685081619062 |
| 24 | 0.00167336066015782 | 0.00334672132031564 | 0.998326639339842 |
| 25 | 0.000890082999782387 | 0.00178016599956477 | 0.999109917000218 |
| 26 | 0.000493854972232076 | 0.000987709944464152 | 0.999506145027768 |
| 27 | 0.000436222572160719 | 0.000872445144321437 | 0.99956377742784 |
| 28 | 0.000247587813353395 | 0.00049517562670679 | 0.999752412186647 |
| 29 | 0.000112123412927019 | 0.000224246825854037 | 0.999887876587073 |
| 30 | 0.000146857602631442 | 0.000293715205262885 | 0.999853142397369 |
| 31 | 8.10546365716003e-05 | 0.000162109273143201 | 0.999918945363428 |
| 32 | 4.88671675022848e-05 | 9.77343350045696e-05 | 0.999951132832498 |
| 33 | 5.13410388845333e-05 | 0.000102682077769067 | 0.999948658961116 |
| 34 | 2.59982105363725e-05 | 5.1996421072745e-05 | 0.999974001789464 |
| 35 | 1.32282700189324e-05 | 2.64565400378648e-05 | 0.999986771729981 |
| 36 | 5.5881533832024e-06 | 1.11763067664048e-05 | 0.999994411846617 |
| 37 | 4.56830539755925e-06 | 9.1366107951185e-06 | 0.999995431694602 |
| 38 | 2.12282296752964e-06 | 4.24564593505928e-06 | 0.999997877177032 |
| 39 | 9.54186569136833e-07 | 1.90837313827367e-06 | 0.99999904581343 |
| 40 | 5.11358073745533e-07 | 1.02271614749107e-06 | 0.999999488641926 |
| 41 | 3.85524200773394e-07 | 7.71048401546788e-07 | 0.9999996144758 |
| 42 | 1.41904558297529e-07 | 2.83809116595058e-07 | 0.999999858095442 |
| 43 | 5.13892606234756e-08 | 1.02778521246951e-07 | 0.99999994861074 |
| 44 | 2.08468776397029e-08 | 4.16937552794059e-08 | 0.999999979153122 |
| 45 | 1.41998099645042e-08 | 2.83996199290084e-08 | 0.99999998580019 |
| 46 | 9.21827861699168e-09 | 1.84365572339834e-08 | 0.999999990781721 |
| 47 | 4.81727578795535e-09 | 9.6345515759107e-09 | 0.999999995182724 |
| 48 | 2.01021050551950e-09 | 4.02042101103901e-09 | 0.99999999798979 |
| 49 | 6.48708924847079e-10 | 1.29741784969416e-09 | 0.999999999351291 |
| 50 | 2.58621392567656e-10 | 5.17242785135312e-10 | 0.999999999741379 |
| 51 | 8.44509385941946e-11 | 1.68901877188389e-10 | 0.99999999991555 |
| 52 | 2.53545879979093e-11 | 5.07091759958186e-11 | 0.999999999974645 |
| 53 | 7.89397181016572e-12 | 1.57879436203314e-11 | 0.999999999992106 |
| 54 | 4.08100733455101e-11 | 8.16201466910201e-11 | 0.99999999995919 |
| 55 | 2.11987135234445e-11 | 4.23974270468889e-11 | 0.999999999978801 |
| 56 | 6.8646037482636e-12 | 1.37292074965272e-11 | 0.999999999993135 |
| 57 | 3.87204843060043e-12 | 7.74409686120087e-12 | 0.999999999996128 |
| 58 | 1.25022179468475e-12 | 2.50044358936951e-12 | 0.99999999999875 |
| 59 | 3.90589806061609e-13 | 7.81179612123219e-13 | 0.99999999999961 |
| 60 | 3.09795412917365e-11 | 6.1959082583473e-11 | 0.99999999996902 |
| 61 | 1.08243215578310e-11 | 2.16486431156619e-11 | 0.999999999989176 |
| 62 | 7.6719700408112e-12 | 1.53439400816224e-11 | 0.999999999992328 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 42 | 0.79245283018868 | NOK |
| 5% type I error level | 45 | 0.849056603773585 | NOK |
| 10% type I error level | 47 | 0.886792452830189 | NOK |
