| Multiple Linear Regression - Estimated Regression Equation |
| faillissement[t] = -122.703425274455 + 78.463476286789crisis[t] + 0.0523803521122521`t-1`[t] + 0.0444563774906133`t-2`[t] + 0.063446088726049`t-3`[t] -0.00750219719536323`t-4`[t] + 0.668851325427979`t-12`[t] + 0.345558412581939`t-24`[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) | -122.703425274455 | 118.622544 | -1.0344 | 0.305735 | 0.152867 |
| crisis | 78.463476286789 | 20.476574 | 3.8319 | 0.000344 | 0.000172 |
| `t-1` | 0.0523803521122521 | 0.072402 | 0.7235 | 0.472633 | 0.236317 |
| `t-2` | 0.0444563774906133 | 0.082172 | 0.541 | 0.590807 | 0.295404 |
| `t-3` | 0.063446088726049 | 0.072969 | 0.8695 | 0.388572 | 0.194286 |
| `t-4` | -0.00750219719536323 | 0.075037 | -0.1 | 0.920745 | 0.460372 |
| `t-12` | 0.668851325427979 | 0.143201 | 4.6707 | 2.2e-05 | 1.1e-05 |
| `t-24` | 0.345558412581939 | 0.154023 | 2.2436 | 0.029146 | 0.014573 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.899985961342426 |
| R-squared | 0.80997473061345 |
| Adjusted R-squared | 0.784394405888338 |
| F-TEST (value) | 31.6639737500396 |
| F-TEST (DF numerator) | 7 |
| F-TEST (DF denominator) | 52 |
| p-value | 1.11022302462516e-16 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 73.883945471156 |
| Sum Squared Residuals | 283859.544716007 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 695 | 611.241170290506 | 83.7588297094942 |
| 2 | 638 | 671.365882501669 | -33.3658825016687 |
| 3 | 762 | 767.643041926765 | -5.64304192676461 |
| 4 | 635 | 654.337167140086 | -19.3371671400856 |
| 5 | 721 | 637.548938578817 | 83.4510614211828 |
| 6 | 854 | 764.503616161986 | 89.4963838380138 |
| 7 | 418 | 428.361027731063 | -10.3610277310628 |
| 8 | 367 | 330.026894628637 | 36.9731053713627 |
| 9 | 824 | 802.526472673378 | 21.4735273266224 |
| 10 | 687 | 693.9728542089 | -6.97285420890017 |
| 11 | 601 | 639.462713734943 | -38.4627137349425 |
| 12 | 676 | 667.762958729284 | 8.23704127071627 |
| 13 | 740 | 658.346423952423 | 81.653576047577 |
| 14 | 691 | 646.323437103487 | 44.6765628965134 |
| 15 | 683 | 779.52025319878 | -96.52025319878 |
| 16 | 594 | 644.333969382177 | -50.3339693821765 |
| 17 | 729 | 685.991955378767 | 43.0080446212331 |
| 18 | 731 | 822.500985775012 | -91.5009857750121 |
| 19 | 386 | 402.508207341752 | -16.5082073417520 |
| 20 | 331 | 338.913893794667 | -7.91389379466694 |
| 21 | 706 | 793.7616223983 | -87.7616223983001 |
| 22 | 715 | 659.411191705887 | 55.5888082941131 |
| 23 | 657 | 606.727837984335 | 50.2721620156654 |
| 24 | 653 | 659.452925792345 | -6.45292579234464 |
| 25 | 642 | 715.889264446529 | -73.8892644465287 |
| 26 | 643 | 658.917317679321 | -15.9173176793208 |
| 27 | 718 | 696.1604535182 | 21.8395464818002 |
| 28 | 654 | 596.051851755908 | 57.9481482440921 |
| 29 | 632 | 716.192660205219 | -84.1926602052187 |
| 30 | 731 | 764.243010280862 | -33.243010280862 |
| 31 | 392 | 460.873711495473 | -68.8737114954731 |
| 32 | 344 | 392.191978229303 | -48.1919782293028 |
| 33 | 792 | 789.792662066212 | 2.20733793378826 |
| 34 | 852 | 747.552371497606 | 104.447628502394 |
| 35 | 649 | 701.598081973644 | -52.598081973644 |
| 36 | 629 | 745.657682000875 | -116.657682000875 |
| 37 | 685 | 750.789585133611 | -65.7895851336115 |
| 38 | 617 | 723.240558567889 | -106.240558567889 |
| 39 | 715 | 769.82165812631 | -54.8216581263104 |
| 40 | 715 | 702.073740329332 | 12.9262596706678 |
| 41 | 629 | 733.631664786247 | -104.631664786247 |
| 42 | 916 | 802.762218651564 | 113.237781348436 |
| 43 | 531 | 467.278664257589 | 63.7213357424113 |
| 44 | 357 | 403.304269091188 | -46.3042690911879 |
| 45 | 917 | 825.158397422909 | 91.8416025770912 |
| 46 | 828 | 863.417215406721 | -35.4172154067214 |
| 47 | 708 | 719.680454953725 | -11.6804549537245 |
| 48 | 858 | 731.514126943283 | 126.485873056717 |
| 49 | 775 | 757.843013820791 | 17.1569861792091 |
| 50 | 785 | 708.081734405807 | 76.9182655941932 |
| 51 | 1006 | 806.797146403147 | 199.202853596853 |
| 52 | 789 | 790.31067464605 | -1.31067464604990 |
| 53 | 734 | 724.902641853983 | 9.09735814601649 |
| 54 | 906 | 952.491865452292 | -46.4918654522917 |
| 55 | 532 | 568.978336264838 | -36.9783362648382 |
| 56 | 387 | 422.206088986301 | -35.2060889863012 |
| 57 | 991 | 938.676511931538 | 52.3234880684625 |
| 58 | 841 | 900.05459156188 | -59.0545915618802 |
| 59 | 892 | 762.24481282967 | 129.755187170330 |
| 60 | 782 | 891.073540910223 | -109.073540910223 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 11 | 0.366296828505451 | 0.732593657010903 | 0.633703171494549 |
| 12 | 0.235518118772881 | 0.471036237545761 | 0.76448188122712 |
| 13 | 0.20249548598751 | 0.40499097197502 | 0.79750451401249 |
| 14 | 0.118222352995701 | 0.236444705991402 | 0.8817776470043 |
| 15 | 0.306266616760127 | 0.612533233520254 | 0.693733383239873 |
| 16 | 0.270302153525888 | 0.540604307051776 | 0.729697846474112 |
| 17 | 0.193403678967360 | 0.386807357934719 | 0.80659632103264 |
| 18 | 0.238940330303897 | 0.477880660607795 | 0.761059669696103 |
| 19 | 0.180822116827093 | 0.361644233654186 | 0.819177883172907 |
| 20 | 0.140580468939363 | 0.281160937878726 | 0.859419531060637 |
| 21 | 0.136927740931019 | 0.273855481862037 | 0.863072259068981 |
| 22 | 0.163412149817833 | 0.326824299635666 | 0.836587850182167 |
| 23 | 0.163148443514637 | 0.326296887029274 | 0.836851556485363 |
| 24 | 0.112990413127758 | 0.225980826255516 | 0.887009586872242 |
| 25 | 0.106348845636183 | 0.212697691272367 | 0.893651154363817 |
| 26 | 0.0717534596194758 | 0.143506919238952 | 0.928246540380524 |
| 27 | 0.0487262992485758 | 0.0974525984971515 | 0.951273700751424 |
| 28 | 0.0459305936469611 | 0.0918611872939222 | 0.954069406353039 |
| 29 | 0.0417330384204142 | 0.0834660768408284 | 0.958266961579586 |
| 30 | 0.0258565842315159 | 0.0517131684630319 | 0.974143415768484 |
| 31 | 0.0163387602299168 | 0.0326775204598335 | 0.983661239770083 |
| 32 | 0.0100357595279463 | 0.0200715190558925 | 0.989964240472054 |
| 33 | 0.00843733915742236 | 0.0168746783148447 | 0.991562660842578 |
| 34 | 0.0162944310138086 | 0.0325888620276173 | 0.983705568986191 |
| 35 | 0.0102447807704118 | 0.0204895615408236 | 0.989755219229588 |
| 36 | 0.0173329480357047 | 0.0346658960714095 | 0.982667051964295 |
| 37 | 0.0156897867476944 | 0.0313795734953889 | 0.984310213252306 |
| 38 | 0.0233407503504210 | 0.0466815007008421 | 0.976659249649579 |
| 39 | 0.0189020707652204 | 0.0378041415304407 | 0.98109792923478 |
| 40 | 0.0119895130056501 | 0.0239790260113002 | 0.98801048699435 |
| 41 | 0.076502631909536 | 0.153005263819072 | 0.923497368090464 |
| 42 | 0.135110608252103 | 0.270221216504205 | 0.864889391747897 |
| 43 | 0.129816586035655 | 0.259633172071310 | 0.870183413964345 |
| 44 | 0.101910414285684 | 0.203820828571367 | 0.898089585714316 |
| 45 | 0.0826698677694323 | 0.165339735538865 | 0.917330132230568 |
| 46 | 0.0639520081351108 | 0.127904016270222 | 0.93604799186489 |
| 47 | 0.0634643227980983 | 0.126928645596197 | 0.936535677201902 |
| 48 | 0.0521377261665826 | 0.104275452333165 | 0.947862273833417 |
| 49 | 0.0245357262656658 | 0.0490714525313315 | 0.975464273734334 |
| 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 | 11 | 0.282051282051282 | NOK |
| 10% type I error level | 15 | 0.384615384615385 | NOK |
