| Multiple Linear Regression - Estimated Regression Equation |
| uitvoercijfer[t] = + 16.7371139705882 + 0.514430147058823X[t] + 0.0771323529411776M1[t] -1.14M2[t] -2.33000000000001M3[t] -1.94000000000000M4[t] -1.69000000000000M5[t] + 0.160000000000002M6[t] -1.14M7[t] -1.1M8[t] + 3.24316903706033e-16M9[t] -1.15M10[t] -3.38M11[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) | 16.7371139705882 | 0.695546 | 24.0633 | 0 | 0 |
| X | 0.514430147058823 | 0.489605 | 1.0507 | 0.29574 | 0.14787 |
| M1 | 0.0771323529411776 | 0.952129 | 0.081 | 0.935584 | 0.467792 |
| M2 | -1.14 | 0.973854 | -1.1706 | 0.244333 | 0.122167 |
| M3 | -2.33000000000001 | 0.973854 | -2.3926 | 0.018458 | 0.009229 |
| M4 | -1.94000000000000 | 0.973854 | -1.9921 | 0.048885 | 0.024443 |
| M5 | -1.69000000000000 | 0.973854 | -1.7354 | 0.085527 | 0.042764 |
| M6 | 0.160000000000002 | 0.973854 | 0.1643 | 0.869805 | 0.434903 |
| M7 | -1.14 | 0.973854 | -1.1706 | 0.244333 | 0.122167 |
| M8 | -1.1 | 0.973854 | -1.1295 | 0.261176 | 0.130588 |
| M9 | 3.24316903706033e-16 | 0.973854 | 0 | 1 | 0.5 |
| M10 | -1.15 | 0.973854 | -1.1809 | 0.240246 | 0.120123 |
| M11 | -3.38 | 0.973854 | -3.4707 | 0.000747 | 0.000374 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.462271331671291 |
| R-squared | 0.213694784085148 |
| Adjusted R-squared | 0.126327537872387 |
| F-TEST (value) | 2.44593704561487 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 108 |
| p-value | 0.007401245634999 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.17760326217987 |
| Sum Squared Residuals | 512.131244485294 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 15 | 16.8142463235294 | -1.81424632352936 |
| 2 | 14.4 | 15.5971139705882 | -1.19711397058824 |
| 3 | 13 | 14.4071139705882 | -1.40711397058823 |
| 4 | 13.7 | 14.7971139705882 | -1.09711397058823 |
| 5 | 13.6 | 15.0471139705882 | -1.44711397058822 |
| 6 | 15.2 | 16.8971139705882 | -1.69711397058823 |
| 7 | 12.9 | 15.5971139705882 | -2.69711397058824 |
| 8 | 14 | 15.6371139705882 | -1.63711397058824 |
| 9 | 14.1 | 16.7371139705882 | -2.63711397058824 |
| 10 | 13.2 | 15.5871139705882 | -2.38711397058824 |
| 11 | 11.3 | 13.3571139705882 | -2.05711397058823 |
| 12 | 13.3 | 16.7371139705882 | -3.43711397058824 |
| 13 | 14.4 | 16.8142463235294 | -2.41424632352942 |
| 14 | 13.3 | 15.5971139705882 | -2.29711397058823 |
| 15 | 11.6 | 14.4071139705882 | -2.80711397058824 |
| 16 | 13.2 | 14.7971139705882 | -1.59711397058824 |
| 17 | 13.1 | 15.0471139705882 | -1.94711397058824 |
| 18 | 14.6 | 16.8971139705882 | -2.29711397058824 |
| 19 | 14 | 15.5971139705882 | -1.59711397058823 |
| 20 | 14.3 | 15.6371139705882 | -1.33711397058823 |
| 21 | 13.8 | 16.7371139705882 | -2.93711397058824 |
| 22 | 13.7 | 15.5871139705882 | -1.88711397058824 |
| 23 | 11 | 13.3571139705882 | -2.35711397058824 |
| 24 | 14.4 | 16.7371139705882 | -2.33711397058824 |
| 25 | 15.6 | 16.8142463235294 | -1.21424632352942 |
| 26 | 13.7 | 15.5971139705882 | -1.89711397058824 |
| 27 | 12.6 | 14.4071139705882 | -1.80711397058824 |
| 28 | 13.2 | 14.7971139705882 | -1.59711397058824 |
| 29 | 13.3 | 15.0471139705882 | -1.74711397058824 |
| 30 | 14.3 | 16.8971139705882 | -2.59711397058824 |
| 31 | 14 | 15.5971139705882 | -1.59711397058823 |
| 32 | 13.4 | 15.6371139705882 | -2.23711397058824 |
| 33 | 13.9 | 16.7371139705882 | -2.83711397058824 |
| 34 | 13.7 | 15.5871139705882 | -1.88711397058824 |
| 35 | 10.5 | 13.3571139705882 | -2.85711397058824 |
| 36 | 14.5 | 16.7371139705882 | -2.23711397058824 |
| 37 | 15 | 16.8142463235294 | -1.81424632352942 |
| 38 | 13.5 | 15.5971139705882 | -2.09711397058823 |
| 39 | 13.5 | 14.4071139705882 | -0.907113970588235 |
| 40 | 13.2 | 14.7971139705882 | -1.59711397058824 |
| 41 | 13.8 | 15.0471139705882 | -1.24711397058824 |
| 42 | 16.2 | 16.8971139705882 | -0.697113970588237 |
| 43 | 14.7 | 15.5971139705882 | -0.897113970588236 |
| 44 | 13.9 | 15.6371139705882 | -1.73711397058823 |
| 45 | 16 | 16.7371139705882 | -0.737113970588236 |
| 46 | 14.4 | 15.5871139705882 | -1.18711397058823 |
| 47 | 12.3 | 13.3571139705882 | -1.05711397058824 |
| 48 | 15.9 | 16.7371139705882 | -0.837113970588234 |
| 49 | 15.9 | 16.8142463235294 | -0.914246323529416 |
| 50 | 15.5 | 15.5971139705882 | -0.0971139705882355 |
| 51 | 15.1 | 14.4071139705882 | 0.692886029411765 |
| 52 | 14.5 | 14.7971139705882 | -0.297113970588235 |
| 53 | 15.1 | 15.0471139705882 | 0.0528860294117625 |
| 54 | 17.4 | 16.8971139705882 | 0.502886029411763 |
| 55 | 16.2 | 15.5971139705882 | 0.602886029411764 |
| 56 | 15.6 | 15.6371139705882 | -0.037113970588236 |
| 57 | 17.2 | 16.7371139705882 | 0.462886029411764 |
| 58 | 14.9 | 15.5871139705882 | -0.687113970588235 |
| 59 | 13.8 | 13.3571139705882 | 0.442886029411765 |
| 60 | 17.5 | 16.7371139705882 | 0.762886029411765 |
| 61 | 16.2 | 16.8142463235294 | -0.614246323529417 |
| 62 | 17.5 | 15.5971139705882 | 1.90288602941177 |
| 63 | 16.6 | 14.4071139705882 | 2.19288602941177 |
| 64 | 16.2 | 14.7971139705882 | 1.40288602941176 |
| 65 | 16.6 | 15.0471139705882 | 1.55288602941176 |
| 66 | 19.6 | 16.8971139705882 | 2.70288602941176 |
| 67 | 15.9 | 15.5971139705882 | 0.302886029411766 |
| 68 | 18 | 15.6371139705882 | 2.36288602941176 |
| 69 | 18.3 | 16.7371139705882 | 1.56288602941176 |
| 70 | 16.3 | 15.5871139705882 | 0.712886029411766 |
| 71 | 14.9 | 13.3571139705882 | 1.54288602941176 |
| 72 | 18.2 | 16.7371139705882 | 1.46288602941176 |
| 73 | 18.4 | 16.8142463235294 | 1.58575367647058 |
| 74 | 18.5 | 15.5971139705882 | 2.90288602941177 |
| 75 | 16 | 14.4071139705882 | 1.59288602941176 |
| 76 | 17.4 | 14.7971139705882 | 2.60288602941176 |
| 77 | 17.2 | 15.0471139705882 | 2.15288602941176 |
| 78 | 19.6 | 16.8971139705882 | 2.70288602941176 |
| 79 | 17.2 | 15.5971139705882 | 1.60288602941176 |
| 80 | 18.3 | 15.6371139705882 | 2.66288602941176 |
| 81 | 19.3 | 16.7371139705882 | 2.56288602941177 |
| 82 | 18.1 | 15.5871139705882 | 2.51288602941177 |
| 83 | 16.2 | 13.3571139705882 | 2.84288602941176 |
| 84 | 18.4 | 16.7371139705882 | 1.66288602941176 |
| 85 | 20.5 | 16.8142463235294 | 3.68575367647058 |
| 86 | 19 | 15.5971139705882 | 3.40288602941177 |
| 87 | 16.5 | 14.4071139705882 | 2.09288602941176 |
| 88 | 18.7 | 14.7971139705882 | 3.90288602941177 |
| 89 | 19 | 15.0471139705882 | 3.95288602941176 |
| 90 | 19.2 | 16.8971139705882 | 2.30288602941176 |
| 91 | 20.5 | 15.5971139705882 | 4.90288602941176 |
| 92 | 19.3 | 15.6371139705882 | 3.66288602941177 |
| 93 | 20.6 | 16.7371139705882 | 3.86288602941177 |
| 94 | 20.1 | 15.5871139705882 | 4.51288602941177 |
| 95 | 16.1 | 13.3571139705882 | 2.74288602941177 |
| 96 | 20.4 | 16.7371139705882 | 3.66288602941176 |
| 97 | 19.7 | 17.3286764705882 | 2.37132352941176 |
| 98 | 15.6 | 16.1115441176471 | -0.511544117647059 |
| 99 | 14.4 | 14.9215441176471 | -0.521544117647057 |
| 100 | 13.7 | 15.3115441176471 | -1.61154411764706 |
| 101 | 14.1 | 15.5615441176471 | -1.46154411764706 |
| 102 | 15 | 17.4115441176471 | -2.41154411764706 |
| 103 | 14.2 | 16.1115441176471 | -1.91154411764706 |
| 104 | 13.6 | 16.1515441176471 | -2.55154411764706 |
| 105 | 15.4 | 17.2515441176471 | -1.85154411764706 |
| 106 | 14.8 | 16.1015441176471 | -1.30154411764706 |
| 107 | 12.5 | 13.8715441176471 | -1.37154411764706 |
| 108 | 16.2 | 17.2515441176471 | -1.05154411764706 |
| 109 | 16.1 | 17.3286764705882 | -1.22867647058824 |
| 110 | 16 | 16.1115441176471 | -0.111544117647058 |
| 111 | 15.8 | 14.9215441176471 | 0.878455882352943 |
| 112 | 15.2 | 15.3115441176471 | -0.111544117647058 |
| 113 | 15.7 | 15.5615441176471 | 0.138455882352940 |
| 114 | 18.9 | 17.4115441176471 | 1.48845588235294 |
| 115 | 17.4 | 16.1115441176471 | 1.28845588235294 |
| 116 | 17 | 16.1515441176471 | 0.848455882352942 |
| 117 | 19.8 | 17.2515441176471 | 2.54845588235294 |
| 118 | 17.7 | 16.1015441176471 | 1.59845588235294 |
| 119 | 16 | 13.8715441176471 | 2.12845588235294 |
| 120 | 19.6 | 17.2515441176471 | 2.34845588235294 |
| 121 | 19.7 | 17.3286764705882 | 2.37132352941176 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.0620840885931538 | 0.124168177186308 | 0.937915911406846 |
| 17 | 0.0210724732546004 | 0.0421449465092008 | 0.9789275267454 |
| 18 | 0.00741242106999717 | 0.0148248421399943 | 0.992587578930003 |
| 19 | 0.0040194889105944 | 0.0080389778211888 | 0.995980511089406 |
| 20 | 0.00121629572648456 | 0.00243259145296912 | 0.998783704273515 |
| 21 | 0.000385676881248865 | 0.00077135376249773 | 0.999614323118751 |
| 22 | 0.000125786379904098 | 0.000251572759808197 | 0.999874213620096 |
| 23 | 3.72740487308984e-05 | 7.45480974617969e-05 | 0.99996272595127 |
| 24 | 2.58738128088168e-05 | 5.17476256176335e-05 | 0.999974126187191 |
| 25 | 1.51169592407726e-05 | 3.02339184815451e-05 | 0.99998488304076 |
| 26 | 4.58367476922759e-06 | 9.16734953845518e-06 | 0.99999541632523 |
| 27 | 1.46764261974643e-06 | 2.93528523949286e-06 | 0.99999853235738 |
| 28 | 4.35804895697448e-07 | 8.71609791394896e-07 | 0.999999564195104 |
| 29 | 1.22809265577088e-07 | 2.45618531154176e-07 | 0.999999877190734 |
| 30 | 6.06031541090418e-08 | 1.21206308218084e-07 | 0.999999939396846 |
| 31 | 2.47514335006032e-08 | 4.95028670012063e-08 | 0.999999975248566 |
| 32 | 1.50857560487561e-08 | 3.01715120975121e-08 | 0.999999984914244 |
| 33 | 6.16347455463709e-09 | 1.23269491092742e-08 | 0.999999993836525 |
| 34 | 2.15707745962972e-09 | 4.31415491925944e-09 | 0.999999997842923 |
| 35 | 1.58842566946585e-09 | 3.17685133893171e-09 | 0.999999998411574 |
| 36 | 1.09530953352157e-09 | 2.19061906704315e-09 | 0.99999999890469 |
| 37 | 4.31405644952098e-10 | 8.62811289904196e-10 | 0.999999999568594 |
| 38 | 2.23288791924965e-10 | 4.46577583849931e-10 | 0.999999999776711 |
| 39 | 4.1568813009095e-10 | 8.313762601819e-10 | 0.999999999584312 |
| 40 | 1.78712011666222e-10 | 3.57424023332444e-10 | 0.999999999821288 |
| 41 | 9.5431408612273e-11 | 1.90862817224546e-10 | 0.999999999904569 |
| 42 | 5.86442977887093e-10 | 1.17288595577419e-09 | 0.999999999413557 |
| 43 | 8.53591081050156e-10 | 1.70718216210031e-09 | 0.999999999146409 |
| 44 | 5.17731118172507e-10 | 1.03546223634501e-09 | 0.999999999482269 |
| 45 | 1.35283649673832e-08 | 2.70567299347665e-08 | 0.999999986471635 |
| 46 | 1.51232337249283e-08 | 3.02464674498566e-08 | 0.999999984876766 |
| 47 | 4.01012341399737e-08 | 8.02024682799473e-08 | 0.999999959898766 |
| 48 | 2.40027967309369e-07 | 4.80055934618739e-07 | 0.999999759972033 |
| 49 | 3.45739460091226e-07 | 6.91478920182452e-07 | 0.99999965426054 |
| 50 | 1.32753663720899e-06 | 2.65507327441797e-06 | 0.999998672463363 |
| 51 | 1.03535963963348e-05 | 2.07071927926696e-05 | 0.999989646403604 |
| 52 | 1.30135377758876e-05 | 2.60270755517753e-05 | 0.999986986462224 |
| 53 | 2.43452581631875e-05 | 4.86905163263749e-05 | 0.999975654741837 |
| 54 | 8.99432352871738e-05 | 0.000179886470574348 | 0.999910056764713 |
| 55 | 0.000243157553732201 | 0.000486315107464401 | 0.999756842446268 |
| 56 | 0.000404992000602144 | 0.000809984001204287 | 0.999595007999398 |
| 57 | 0.00158490483735609 | 0.00316980967471218 | 0.998415095162644 |
| 58 | 0.0025474810937557 | 0.0050949621875114 | 0.997452518906244 |
| 59 | 0.00606918478119341 | 0.0121383695623868 | 0.993930815218807 |
| 60 | 0.0158544238912520 | 0.0317088477825039 | 0.984145576108748 |
| 61 | 0.0320460574773614 | 0.0640921149547229 | 0.967953942522639 |
| 62 | 0.071425287301184 | 0.142850574602368 | 0.928574712698816 |
| 63 | 0.123820925734946 | 0.247641851469892 | 0.876179074265054 |
| 64 | 0.152333661727615 | 0.304667323455231 | 0.847666338272385 |
| 65 | 0.186892363571400 | 0.373784727142799 | 0.8131076364286 |
| 66 | 0.290159817616967 | 0.580319635233933 | 0.709840182383033 |
| 67 | 0.324108740582826 | 0.648217481165652 | 0.675891259417174 |
| 68 | 0.402109560077966 | 0.804219120155932 | 0.597890439922034 |
| 69 | 0.471072221648823 | 0.942144443297647 | 0.528927778351177 |
| 70 | 0.535165438506882 | 0.929669122986235 | 0.464834561493118 |
| 71 | 0.581386508744683 | 0.837226982510634 | 0.418613491255317 |
| 72 | 0.626622162891506 | 0.746755674216989 | 0.373377837108494 |
| 73 | 0.706635300131045 | 0.586729399737909 | 0.293364699868955 |
| 74 | 0.739726695337142 | 0.520546609325716 | 0.260273304662858 |
| 75 | 0.733148733502643 | 0.533702532994714 | 0.266851266497357 |
| 76 | 0.740148341208422 | 0.519703317583156 | 0.259851658791578 |
| 77 | 0.736631254415856 | 0.526737491168287 | 0.263368745584144 |
| 78 | 0.735781728424418 | 0.528436543151165 | 0.264218271575582 |
| 79 | 0.751117867975898 | 0.497764264048205 | 0.248882132024102 |
| 80 | 0.745843941392631 | 0.508312117214738 | 0.254156058607369 |
| 81 | 0.758626300511515 | 0.482747398976971 | 0.241373699488485 |
| 82 | 0.771014044321842 | 0.457971911356316 | 0.228985955678158 |
| 83 | 0.769775938258827 | 0.460448123482345 | 0.230224061741173 |
| 84 | 0.79199576284522 | 0.416008474309559 | 0.208004237154779 |
| 85 | 0.810940155500897 | 0.378119688998205 | 0.189059844499102 |
| 86 | 0.795170164696433 | 0.409659670607134 | 0.204829835303567 |
| 87 | 0.786065556783835 | 0.427868886432331 | 0.213934443216165 |
| 88 | 0.778541607197738 | 0.442916785604524 | 0.221458392802262 |
| 89 | 0.768394474939302 | 0.463211050121395 | 0.231605525060698 |
| 90 | 0.729529836358975 | 0.540940327282051 | 0.270470163641025 |
| 91 | 0.74878628854677 | 0.502427422906461 | 0.251213711453230 |
| 92 | 0.722923874364084 | 0.554152251271832 | 0.277076125635916 |
| 93 | 0.690664347984876 | 0.618671304030247 | 0.309335652015124 |
| 94 | 0.681762614617446 | 0.636474770765108 | 0.318237385382554 |
| 95 | 0.62178871232898 | 0.756422575342039 | 0.378211287671019 |
| 96 | 0.56832648781959 | 0.86334702436082 | 0.43167351218041 |
| 97 | 0.510467619997778 | 0.979064760004444 | 0.489532380002222 |
| 98 | 0.426857892013101 | 0.853715784026202 | 0.573142107986899 |
| 99 | 0.349757123153764 | 0.699514246307529 | 0.650242876846236 |
| 100 | 0.280442903408151 | 0.560885806816302 | 0.719557096591849 |
| 101 | 0.214005201173963 | 0.428010402347926 | 0.785994798826037 |
| 102 | 0.224587280930896 | 0.449174561861792 | 0.775412719069104 |
| 103 | 0.200848290346539 | 0.401696580693079 | 0.79915170965346 |
| 104 | 0.184220689064488 | 0.368441378128975 | 0.815779310935512 |
| 105 | 0.220482912425674 | 0.440965824851349 | 0.779517087574326 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 40 | 0.444444444444444 | NOK |
| 5% type I error level | 44 | 0.488888888888889 | NOK |
| 10% type I error level | 45 | 0.5 | NOK |
