| Multiple Linear Regression - Estimated Regression Equation |
| faillissement[t] = + 648.925925925926 + 36.0409407407407crisis[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) | 648.925925925926 | 22.500188 | 28.8409 | 0 | 0 |
| crisis | 36.0409407407407 | 37.650016 | 0.9573 | 0.341249 | 0.170624 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.105126175431771 |
| R-squared | 0.0110515127609115 |
| Adjusted R-squared | -0.00100883464444324 |
| F-TEST (value) | 0.916351112406987 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 82 |
| p-value | 0.341248721960249 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 165.341939215305 |
| Sum Squared Residuals | 2241712.46280517 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 608 | 648.925925925926 | -40.9259259259258 |
| 2 | 651 | 648.925925925926 | 2.07407407407411 |
| 3 | 691 | 648.925925925926 | 42.0740740740741 |
| 4 | 627 | 648.925925925926 | -21.9259259259259 |
| 5 | 634 | 648.925925925926 | -14.9259259259259 |
| 6 | 731 | 648.925925925926 | 82.074074074074 |
| 7 | 475 | 648.925925925926 | -173.925925925926 |
| 8 | 337 | 648.925925925926 | -311.925925925926 |
| 9 | 803 | 648.925925925926 | 154.074074074074 |
| 10 | 722 | 648.925925925926 | 73.0740740740741 |
| 11 | 590 | 648.925925925926 | -58.9259259259259 |
| 12 | 724 | 648.925925925926 | 75.0740740740741 |
| 13 | 627 | 648.925925925926 | -21.9259259259259 |
| 14 | 696 | 648.925925925926 | 47.0740740740741 |
| 15 | 825 | 648.925925925926 | 176.074074074074 |
| 16 | 677 | 648.925925925926 | 28.0740740740741 |
| 17 | 656 | 648.925925925926 | 7.07407407407407 |
| 18 | 785 | 648.925925925926 | 136.074074074074 |
| 19 | 412 | 648.925925925926 | -236.925925925926 |
| 20 | 352 | 648.925925925926 | -296.925925925926 |
| 21 | 839 | 648.925925925926 | 190.074074074074 |
| 22 | 729 | 648.925925925926 | 80.074074074074 |
| 23 | 696 | 648.925925925926 | 47.0740740740741 |
| 24 | 641 | 648.925925925926 | -7.92592592592593 |
| 25 | 695 | 648.925925925926 | 46.0740740740741 |
| 26 | 638 | 648.925925925926 | -10.9259259259259 |
| 27 | 762 | 648.925925925926 | 113.074074074074 |
| 28 | 635 | 648.925925925926 | -13.9259259259259 |
| 29 | 721 | 648.925925925926 | 72.0740740740741 |
| 30 | 854 | 648.925925925926 | 205.074074074074 |
| 31 | 418 | 648.925925925926 | -230.925925925926 |
| 32 | 367 | 648.925925925926 | -281.925925925926 |
| 33 | 824 | 648.925925925926 | 175.074074074074 |
| 34 | 687 | 648.925925925926 | 38.0740740740741 |
| 35 | 601 | 648.925925925926 | -47.9259259259259 |
| 36 | 676 | 648.925925925926 | 27.0740740740741 |
| 37 | 740 | 648.925925925926 | 91.074074074074 |
| 38 | 691 | 648.925925925926 | 42.0740740740741 |
| 39 | 683 | 648.925925925926 | 34.0740740740741 |
| 40 | 594 | 648.925925925926 | -54.9259259259259 |
| 41 | 729 | 648.925925925926 | 80.074074074074 |
| 42 | 731 | 648.925925925926 | 82.074074074074 |
| 43 | 386 | 648.925925925926 | -262.925925925926 |
| 44 | 331 | 648.925925925926 | -317.925925925926 |
| 45 | 706 | 648.925925925926 | 57.0740740740741 |
| 46 | 715 | 648.925925925926 | 66.0740740740741 |
| 47 | 657 | 648.925925925926 | 8.07407407407407 |
| 48 | 653 | 648.925925925926 | 4.07407407407407 |
| 49 | 642 | 648.925925925926 | -6.92592592592593 |
| 50 | 643 | 648.925925925926 | -5.92592592592593 |
| 51 | 718 | 648.925925925926 | 69.0740740740741 |
| 52 | 654 | 648.925925925926 | 5.07407407407407 |
| 53 | 632 | 648.925925925926 | -16.9259259259259 |
| 54 | 731 | 648.925925925926 | 82.074074074074 |
| 55 | 392 | 684.966866666667 | -292.966866666667 |
| 56 | 344 | 684.966866666667 | -340.966866666667 |
| 57 | 792 | 684.966866666667 | 107.033133333333 |
| 58 | 852 | 684.966866666667 | 167.033133333333 |
| 59 | 649 | 684.966866666667 | -35.9668666666667 |
| 60 | 629 | 684.966866666667 | -55.9668666666667 |
| 61 | 685 | 684.966866666667 | 0.0331333333333354 |
| 62 | 617 | 684.966866666667 | -67.9668666666667 |
| 63 | 715 | 684.966866666667 | 30.0331333333333 |
| 64 | 715 | 684.966866666667 | 30.0331333333333 |
| 65 | 629 | 684.966866666667 | -55.9668666666667 |
| 66 | 916 | 684.966866666667 | 231.033133333333 |
| 67 | 531 | 684.966866666667 | -153.966866666667 |
| 68 | 357 | 684.966866666667 | -327.966866666667 |
| 69 | 917 | 684.966866666667 | 232.033133333333 |
| 70 | 828 | 684.966866666667 | 143.033133333333 |
| 71 | 708 | 684.966866666667 | 23.0331333333333 |
| 72 | 858 | 684.966866666667 | 173.033133333333 |
| 73 | 775 | 684.966866666667 | 90.0331333333333 |
| 74 | 785 | 684.966866666667 | 100.033133333333 |
| 75 | 1.006 | 684.966866666667 | -683.960866666667 |
| 76 | 789 | 684.966866666667 | 104.033133333333 |
| 77 | 734 | 684.966866666667 | 49.0331333333333 |
| 78 | 906 | 684.966866666667 | 221.033133333333 |
| 79 | 532 | 684.966866666667 | -152.966866666667 |
| 80 | 387 | 684.966866666667 | -297.966866666667 |
| 81 | 991 | 684.966866666667 | 306.033133333333 |
| 82 | 841 | 684.966866666667 | 156.033133333333 |
| 83 | 892 | 684.966866666667 | 207.033133333333 |
| 84 | 782 | 684.966866666667 | 97.0331333333333 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0127921778101135 | 0.0255843556202270 | 0.987207822189886 |
| 6 | 0.0144925102049768 | 0.0289850204099536 | 0.985507489795023 |
| 7 | 0.0692497721225158 | 0.138499544245032 | 0.930750227877484 |
| 8 | 0.328165376321932 | 0.656330752643863 | 0.671834623678068 |
| 9 | 0.385127952971941 | 0.770255905943882 | 0.614872047028059 |
| 10 | 0.316482694444583 | 0.632965388889166 | 0.683517305555417 |
| 11 | 0.229614721215278 | 0.459229442430556 | 0.770385278784722 |
| 12 | 0.181821293706304 | 0.363642587412608 | 0.818178706293696 |
| 13 | 0.121781846240046 | 0.243563692480093 | 0.878218153759953 |
| 14 | 0.0845451625126134 | 0.169090325025227 | 0.915454837487387 |
| 15 | 0.104607100022929 | 0.209214200045857 | 0.895392899977071 |
| 16 | 0.0693361243350628 | 0.138672248670126 | 0.930663875664937 |
| 17 | 0.0438217379909078 | 0.0876434759818156 | 0.956178262009092 |
| 18 | 0.0400865242255213 | 0.0801730484510425 | 0.959913475774479 |
| 19 | 0.0795397370027972 | 0.159079474005594 | 0.920460262997203 |
| 20 | 0.182149994219741 | 0.364299988439482 | 0.817850005780259 |
| 21 | 0.212557417656781 | 0.425114835313563 | 0.787442582343219 |
| 22 | 0.174278038095541 | 0.348556076191083 | 0.825721961904459 |
| 23 | 0.133551508957688 | 0.267103017915375 | 0.866448491042312 |
| 24 | 0.09723159718111 | 0.19446319436222 | 0.90276840281889 |
| 25 | 0.0712010172206204 | 0.142402034441241 | 0.92879898277938 |
| 26 | 0.0494713193312292 | 0.0989426386624584 | 0.95052868066877 |
| 27 | 0.0412305685408978 | 0.0824611370817957 | 0.958769431459102 |
| 28 | 0.0277717557997230 | 0.0555435115994461 | 0.972228244200277 |
| 29 | 0.0198821365044372 | 0.0397642730088743 | 0.980117863495563 |
| 30 | 0.0265870049528680 | 0.0531740099057361 | 0.973412995047132 |
| 31 | 0.0431948482143988 | 0.0863896964287976 | 0.956805151785601 |
| 32 | 0.087958844146407 | 0.175917688292814 | 0.912041155853593 |
| 33 | 0.0928994137088111 | 0.185798827417622 | 0.907100586291189 |
| 34 | 0.0692934103705028 | 0.138586820741006 | 0.930706589629497 |
| 35 | 0.0512889763488979 | 0.102577952697796 | 0.948711023651102 |
| 36 | 0.0364587971861893 | 0.0729175943723787 | 0.96354120281381 |
| 37 | 0.0283755689695084 | 0.0567511379390169 | 0.971624431030492 |
| 38 | 0.0198015767554292 | 0.0396031535108584 | 0.98019842324457 |
| 39 | 0.0134301259568529 | 0.0268602519137058 | 0.986569874043147 |
| 40 | 0.00920647488224509 | 0.0184129497644902 | 0.990793525117755 |
| 41 | 0.00662007449699896 | 0.0132401489939979 | 0.993379925503001 |
| 42 | 0.00475719034693566 | 0.00951438069387133 | 0.995242809653064 |
| 43 | 0.0099724804744302 | 0.0199449609488604 | 0.99002751952557 |
| 44 | 0.0306117011789627 | 0.0612234023579253 | 0.969388298821037 |
| 45 | 0.0219208676578642 | 0.0438417353157283 | 0.978079132342136 |
| 46 | 0.0156449440252696 | 0.0312898880505391 | 0.98435505597473 |
| 47 | 0.0103600409327999 | 0.0207200818655998 | 0.9896399590672 |
| 48 | 0.00670369269451756 | 0.0134073853890351 | 0.993296307305482 |
| 49 | 0.00425453153847611 | 0.00850906307695222 | 0.995745468461524 |
| 50 | 0.00264395160228847 | 0.00528790320457695 | 0.997356048397712 |
| 51 | 0.00170518598726900 | 0.00341037197453801 | 0.998294814012731 |
| 52 | 0.00100679543226356 | 0.00201359086452711 | 0.998993204567736 |
| 53 | 0.000601708594498681 | 0.00120341718899736 | 0.999398291405501 |
| 54 | 0.00036831905717073 | 0.00073663811434146 | 0.99963168094283 |
| 55 | 0.000433472189719403 | 0.000866944379438805 | 0.99956652781028 |
| 56 | 0.000777810320936211 | 0.00155562064187242 | 0.999222189679064 |
| 57 | 0.00183287455300933 | 0.00366574910601867 | 0.99816712544699 |
| 58 | 0.0030292347366671 | 0.0060584694733342 | 0.996970765263333 |
| 59 | 0.00187607683970506 | 0.00375215367941011 | 0.998123923160295 |
| 60 | 0.00114097203439685 | 0.00228194406879371 | 0.998859027965603 |
| 61 | 0.000673322044123371 | 0.00134664408824674 | 0.999326677955877 |
| 62 | 0.000396822249273843 | 0.000793644498547686 | 0.999603177750726 |
| 63 | 0.000228235027856020 | 0.000456470055712041 | 0.999771764972144 |
| 64 | 0.000125351664030686 | 0.000250703328061371 | 0.99987464833597 |
| 65 | 6.68244166872383e-05 | 0.000133648833374477 | 0.999933175583313 |
| 66 | 0.000113668649619585 | 0.00022733729923917 | 0.99988633135038 |
| 67 | 9.16726190202616e-05 | 0.000183345238040523 | 0.99990832738098 |
| 68 | 0.000443704952297813 | 0.000887409904595626 | 0.999556295047702 |
| 69 | 0.000629346693726953 | 0.00125869338745391 | 0.999370653306273 |
| 70 | 0.000455331360546579 | 0.000910662721093158 | 0.999544668639453 |
| 71 | 0.000221936647862719 | 0.000443873295725439 | 0.999778063352137 |
| 72 | 0.000178699401959209 | 0.000357398803918419 | 0.99982130059804 |
| 73 | 9.12707225423477e-05 | 0.000182541445084695 | 0.999908729277458 |
| 74 | 4.63226524423919e-05 | 9.26453048847837e-05 | 0.999953677347558 |
| 75 | 0.142438014481562 | 0.284876028963125 | 0.857561985518438 |
| 76 | 0.0927496453420138 | 0.185499290684028 | 0.907250354657986 |
| 77 | 0.0537663959991938 | 0.107532791998388 | 0.946233604000806 |
| 78 | 0.0436309355583545 | 0.0872618711167091 | 0.956369064441645 |
| 79 | 0.0455996574248666 | 0.0911993148497332 | 0.954400342575133 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 27 | 0.36 | NOK |
| 5% type I error level | 39 | 0.52 | NOK |
| 10% type I error level | 51 | 0.68 | NOK |
