| Multiple Linear Regression - Estimated Regression Equation |
| faillissement[t] = + 778.604796059064 + 76.3933609657064crisis[t] + 0.280149255301893`t-1`[t] -0.495364240293815`t-2`[t] + 0.311554991320822`t-3`[t] -0.296255280190032`t-4`[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) | 778.604796059064 | 148.317073 | 5.2496 | 1e-06 | 1e-06 |
| crisis | 76.3933609657064 | 34.13332 | 2.2381 | 0.028224 | 0.014112 |
| `t-1` | 0.280149255301893 | 0.111732 | 2.5073 | 0.014358 | 0.007179 |
| `t-2` | -0.495364240293815 | 0.113207 | -4.3757 | 3.9e-05 | 2e-05 |
| `t-3` | 0.311554991320822 | 0.111022 | 2.8062 | 0.006402 | 0.003201 |
| `t-4` | -0.296255280190032 | 0.117648 | -2.5181 | 0.013959 | 0.00698 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.5331509684037 |
| R-squared | 0.284249955109803 |
| Adjusted R-squared | 0.235888465590195 |
| F-TEST (value) | 5.87760960080759 |
| F-TEST (DF numerator) | 5 |
| F-TEST (DF denominator) | 74 |
| p-value | 0.000125716661025455 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 136.596211836813 |
| Sum Squared Residuals | 1380730.85652439 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 634 | 634.660778084641 | -0.660778084641084 |
| 2 | 731 | 668.048356855219 | 62.9516431447808 |
| 3 | 475 | 659.965554285313 | -184.965554285313 |
| 4 | 337 | 561.338236490936 | -224.338236490936 |
| 5 | 803 | 677.63793197128 | 125.362068028719 |
| 6 | 722 | 768.052910145945 | -46.0529101459454 |
| 7 | 590 | 547.367847415949 | 42.632152584051 |
| 8 | 724 | 736.580503801625 | -12.5805038016255 |
| 9 | 627 | 676.217668865322 | -49.2176688653216 |
| 10 | 696 | 565.53580174271 | 130.464198257289 |
| 11 | 825 | 713.770497489116 | 111.229502510884 |
| 12 | 677 | 645.810577139203 | 31.1894228607972 |
| 13 | 656 | 590.68055693619 | 65.3194430638098 |
| 14 | 785 | 677.860309685609 | 107.139690314391 |
| 15 | 412 | 640.075142805728 | -228.075142805728 |
| 16 | 352 | 508.980610230607 | -156.980610230607 |
| 17 | 839 | 723.354471306463 | 115.645528693537 |
| 18 | 729 | 735.082070148933 | -6.08207014893312 |
| 19 | 696 | 554.833187074269 | 141.166812925731 |
| 20 | 641 | 769.580925666269 | -128.580925666269 |
| 21 | 695 | 591.972366056525 | 103.027633943475 |
| 22 | 638 | 656.652225166303 | -18.6522251663030 |
| 23 | 762 | 606.574948361855 | 155.425051638145 |
| 24 | 635 | 702.667227657813 | -67.6672276578133 |
| 25 | 721 | 571.906686802491 | 149.093313197509 |
| 26 | 854 | 714.430151170382 | 139.569848829618 |
| 27 | 418 | 632.785538818958 | -214.785538818958 |
| 28 | 367 | 509.17516938598 | -142.175169385979 |
| 29 | 824 | 726.825225883013 | 97.174774116987 |
| 30 | 687 | 704.87708332981 | -17.8770833298102 |
| 31 | 601 | 553.393175144669 | 47.6068248553309 |
| 32 | 676 | 754.654890432266 | -78.6548904322662 |
| 33 | 740 | 640.19571238738 | 99.8042876126207 |
| 34 | 691 | 634.766190837108 | 56.233809162892 |
| 35 | 683 | 638.180144393915 | 44.8198556060846 |
| 36 | 594 | 657.932171556177 | -63.9321715561774 |
| 37 | 729 | 602.735269249777 | 126.264730750223 |
| 38 | 731 | 696.666904900427 | 34.3330950995727 |
| 39 | 386 | 604.994678985333 | -218.994678985333 |
| 40 | 331 | 575.779101190816 | -244.779101190816 |
| 41 | 706 | 691.900202207565 | 14.0997977924345 |
| 42 | 715 | 716.122223595872 | -1.12222359587171 |
| 43 | 657 | 617.954523926324 | 39.0454760736763 |
| 44 | 653 | 730.37475111193 | -77.3747511119296 |
| 45 | 642 | 649.693544878389 | -7.69354487838882 |
| 46 | 643 | 627.856873012925 | 15.1431269870747 |
| 47 | 718 | 649.522615197198 | 68.4773848028023 |
| 48 | 654 | 667.796361320777 | -13.7963613207770 |
| 49 | 632 | 616.284854032831 | 15.7151459671692 |
| 50 | 731 | 664.895250863865 | 66.104749136135 |
| 51 | 392 | 737.762735932138 | -345.762735932138 |
| 52 | 344 | 605.857206718812 | -261.857206718812 |
| 53 | 792 | 797.700080228867 | -5.70008022886674 |
| 54 | 852 | 812.038015341646 | 39.9619846583536 |
| 55 | 649 | 692.399691409152 | -43.399691409152 |
| 56 | 629 | 759.604427726088 | -130.604427726088 |
| 57 | 685 | 740.53131735381 | -55.5313173538102 |
| 58 | 617 | 685.105980407064 | -68.1059804070638 |
| 59 | 715 | 692.224155642241 | 22.7758443577586 |
| 60 | 715 | 776.735736119573 | -61.735736119573 |
| 61 | 629 | 690.414005470322 | -61.4140054703215 |
| 62 | 916 | 716.998917716721 | 199.001082283279 |
| 63 | 531 | 810.97006119501 | -279.97006119501 |
| 64 | 357 | 534.149331685865 | -177.149331685865 |
| 65 | 917 | 791.012830381873 | 125.987169618127 |
| 66 | 828 | 829.115854089002 | -1.11585408900189 |
| 67 | 708 | 586.626310185936 | 121.373689814064 |
| 68 | 858 | 823.115030828584 | 34.884969171416 |
| 69 | 775 | 730.949776825155 | 44.0502231748449 |
| 70 | 785 | 622.37287356944 | 162.62712643056 |
| 71 | 1006 | 748.573480387772 | 257.426519612228 |
| 72 | 789 | 735.23546709842 | 53.7645329015802 |
| 73 | 734 | 592.672319761957 | 141.327680238043 |
| 74 | 906 | 750.649251144112 | 155.350748855888 |
| 75 | 532 | 693.000106233582 | -161.000106233582 |
| 76 | 387 | 550.173506698729 | -163.173506698729 |
| 77 | 991 | 764.699589467475 | 226.300410532525 |
| 78 | 841 | 838.260079565749 | 2.73992043425136 |
| 79 | 892 | 562.661691182553 | 329.338308817447 |
| 80 | 782 | 882.390169632353 | -100.390169632353 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 9 | 0.727985493373582 | 0.544029013252836 | 0.272014506626418 |
| 10 | 0.781913763469962 | 0.436172473060077 | 0.218086236530038 |
| 11 | 0.748089492746155 | 0.50382101450769 | 0.251910507253845 |
| 12 | 0.656085366030044 | 0.687829267939913 | 0.343914633969956 |
| 13 | 0.565942782952815 | 0.86811443409437 | 0.434057217047185 |
| 14 | 0.49386707450882 | 0.98773414901764 | 0.50613292549118 |
| 15 | 0.603183250425277 | 0.793633499149445 | 0.396816749574723 |
| 16 | 0.583526525842801 | 0.832946948314399 | 0.416473474157199 |
| 17 | 0.518813481553604 | 0.962373036892791 | 0.481186518446396 |
| 18 | 0.42554155036036 | 0.85108310072072 | 0.57445844963964 |
| 19 | 0.405852948467305 | 0.81170589693461 | 0.594147051532695 |
| 20 | 0.458929964559452 | 0.917859929118903 | 0.541070035440548 |
| 21 | 0.456287330894152 | 0.912574661788305 | 0.543712669105848 |
| 22 | 0.374737425405250 | 0.749474850810499 | 0.62526257459475 |
| 23 | 0.394682606461005 | 0.78936521292201 | 0.605317393538995 |
| 24 | 0.331422684134943 | 0.662845368269886 | 0.668577315865057 |
| 25 | 0.338129496087290 | 0.676258992174581 | 0.66187050391271 |
| 26 | 0.345218365146975 | 0.69043673029395 | 0.654781634853025 |
| 27 | 0.411837576876923 | 0.823675153753846 | 0.588162423123077 |
| 28 | 0.423093193429794 | 0.846186386859589 | 0.576906806570206 |
| 29 | 0.372114618838709 | 0.744229237677417 | 0.627885381161291 |
| 30 | 0.307042941359825 | 0.614085882719651 | 0.692957058640175 |
| 31 | 0.249702353381858 | 0.499404706763715 | 0.750297646618142 |
| 32 | 0.217282767643386 | 0.434565535286771 | 0.782717232356614 |
| 33 | 0.195915790780190 | 0.391831581560381 | 0.80408420921981 |
| 34 | 0.158827748549335 | 0.317655497098671 | 0.841172251450665 |
| 35 | 0.124741743798783 | 0.249483487597565 | 0.875258256201217 |
| 36 | 0.09644125292723 | 0.19288250585446 | 0.90355874707277 |
| 37 | 0.092332154552409 | 0.184664309104818 | 0.907667845447591 |
| 38 | 0.0686910570034295 | 0.137382114006859 | 0.93130894299657 |
| 39 | 0.103774092214417 | 0.207548184428835 | 0.896225907785583 |
| 40 | 0.194683208035267 | 0.389366416070534 | 0.805316791964733 |
| 41 | 0.152165244162264 | 0.304330488324528 | 0.847834755837736 |
| 42 | 0.117413312591550 | 0.234826625183101 | 0.88258668740845 |
| 43 | 0.087849014582102 | 0.175698029164204 | 0.912150985417898 |
| 44 | 0.0711853710042623 | 0.142370742008525 | 0.928814628995738 |
| 45 | 0.0508846769780046 | 0.101769353956009 | 0.949115323021995 |
| 46 | 0.0353146652106301 | 0.0706293304212603 | 0.96468533478937 |
| 47 | 0.0255115589229595 | 0.051023117845919 | 0.97448844107704 |
| 48 | 0.0170238586439486 | 0.0340477172878972 | 0.982976141356051 |
| 49 | 0.0111065190146715 | 0.022213038029343 | 0.988893480985328 |
| 50 | 0.00736487567257901 | 0.014729751345158 | 0.99263512432742 |
| 51 | 0.0167084706699856 | 0.0334169413399712 | 0.983291529330014 |
| 52 | 0.0292440976072337 | 0.0584881952144673 | 0.970755902392766 |
| 53 | 0.0295776763402905 | 0.059155352680581 | 0.97042232365971 |
| 54 | 0.0273567595960009 | 0.0547135191920019 | 0.97264324040400 |
| 55 | 0.0213307581723645 | 0.0426615163447291 | 0.978669241827635 |
| 56 | 0.0228107506982487 | 0.0456215013964974 | 0.977189249301751 |
| 57 | 0.0173672971605862 | 0.0347345943211724 | 0.982632702839414 |
| 58 | 0.0125373928672546 | 0.0250747857345092 | 0.987462607132745 |
| 59 | 0.00923495926114089 | 0.0184699185222818 | 0.99076504073886 |
| 60 | 0.00662646859023674 | 0.0132529371804735 | 0.993373531409763 |
| 61 | 0.00502018015696507 | 0.0100403603139301 | 0.994979819843035 |
| 62 | 0.00803580617600081 | 0.0160716123520016 | 0.991964193824 |
| 63 | 0.0328616226411503 | 0.0657232452823007 | 0.96713837735885 |
| 64 | 0.0876679498676436 | 0.175335899735287 | 0.912332050132356 |
| 65 | 0.0654282652811641 | 0.130856530562328 | 0.934571734718836 |
| 66 | 0.0422622390375774 | 0.0845244780751548 | 0.957737760962423 |
| 67 | 0.0347137192475689 | 0.0694274384951377 | 0.965286280752431 |
| 68 | 0.0240769903927204 | 0.0481539807854408 | 0.97592300960728 |
| 69 | 0.0135677705516932 | 0.0271355411033864 | 0.986432229448307 |
| 70 | 0.00968000239521782 | 0.0193600047904356 | 0.990319997604782 |
| 71 | 0.0157066285221985 | 0.0314132570443970 | 0.984293371477801 |
| 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 | 16 | 0.253968253968254 | NOK |
| 10% type I error level | 24 | 0.380952380952381 | NOK |
