| Multiple Linear Regression - Estimated Regression Equation |
| BeurswaardeAandelen [t] = + 22841154.2010123 -181.481421032267Beroepsbevolking[t] -973.839663571263Werkloosheid[t] + 338.557105254209Faillisementen[t] -3685.27071944568Faillisementennijverheid[t] -1.25949859485318Bevolkingsaantal[t] + 527.407825420693Nijverheid[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) | 22841154.2010123 | 5649403.87667 | 4.0431 | 0.000172 | 8.6e-05 |
| Beroepsbevolking | -181.481421032267 | 222.781793 | -0.8146 | 0.418938 | 0.209469 |
| Werkloosheid | -973.839663571263 | 406.888424 | -2.3934 | 0.020267 | 0.010134 |
| Faillisementen | 338.557105254209 | 233.325504 | 1.451 | 0.152671 | 0.076336 |
| Faillisementennijverheid | -3685.27071944568 | 1434.561248 | -2.5689 | 0.013053 | 0.006527 |
| Bevolkingsaantal | -1.25949859485318 | 0.423565 | -2.9736 | 0.004422 | 0.002211 |
| Nijverheid | 527.407825420693 | 1582.495458 | 0.3333 | 0.740241 | 0.37012 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.818018419458674 |
| R-squared | 0.669154134573666 |
| Adjusted R-squared | 0.631699885657478 |
| F-TEST (value) | 17.8659071784094 |
| F-TEST (DF numerator) | 6 |
| F-TEST (DF denominator) | 53 |
| p-value | 3.38754579942702e-11 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 100388.301564770 |
| Sum Squared Residuals | 534123987826.143 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 508643 | 634866.728873536 | -126223.728873536 |
| 2 | 527568 | 618169.52706869 | -90601.5270686903 |
| 3 | 520008 | 621939.914750301 | -101931.914750301 |
| 4 | 498484 | 601829.293053636 | -103345.293053636 |
| 5 | 523917 | 633515.86399048 | -109598.863990480 |
| 6 | 553522 | 590883.067360497 | -37361.0673604974 |
| 7 | 558901 | 566527.340206094 | -7626.34020609372 |
| 8 | 548933 | 588250.655739983 | -39317.6557399831 |
| 9 | 567013 | 511421.930453357 | 55591.0695466426 |
| 10 | 551085 | 611140.219430094 | -60055.219430094 |
| 11 | 588245 | 637247.10510198 | -49002.1051019807 |
| 12 | 605010 | 606013.94422466 | -1003.94422466059 |
| 13 | 631572 | 625660.800669413 | 5911.19933058667 |
| 14 | 639180 | 618694.594843687 | 20485.4051563130 |
| 15 | 653847 | 653598.093004048 | 248.906995952058 |
| 16 | 657073 | 662926.750018585 | -5853.75001858501 |
| 17 | 626291 | 653220.367656568 | -26929.3676565679 |
| 18 | 625616 | 612366.23023139 | 13249.7697686102 |
| 19 | 633352 | 633571.151806943 | -219.151806942946 |
| 20 | 672820 | 677844.889657549 | -5024.88965754921 |
| 21 | 691369 | 694995.817022386 | -3626.81702238586 |
| 22 | 702595 | 669316.823313022 | 33278.1766869775 |
| 23 | 692241 | 663236.176297744 | 29004.8237022564 |
| 24 | 718722 | 690657.21723289 | 28064.7827671105 |
| 25 | 732297 | 618051.728076325 | 114245.271923675 |
| 26 | 721798 | 603896.808137561 | 117901.191862439 |
| 27 | 766192 | 656963.14817614 | 109228.851823859 |
| 28 | 788456 | 642398.916854847 | 146057.083145153 |
| 29 | 806132 | 641966.942974978 | 164165.057025022 |
| 30 | 813944 | 639204.000391422 | 174739.999608578 |
| 31 | 788025 | 603670.250733363 | 184354.749266637 |
| 32 | 765985 | 661714.752648578 | 104270.247351422 |
| 33 | 702684 | 625501.202830421 | 77182.7971695794 |
| 34 | 730159 | 597550.474369709 | 132608.525630291 |
| 35 | 678942 | 574796.900339135 | 104145.099660865 |
| 36 | 672527 | 622925.4934592 | 49601.5065407997 |
| 37 | 594783 | 635883.634968665 | -41100.6349686652 |
| 38 | 594575 | 563967.749109962 | 30607.2508900381 |
| 39 | 576299 | 572688.000018472 | 3610.99998152829 |
| 40 | 530770 | 567468.69359349 | -36698.6935934899 |
| 41 | 524491 | 551488.273074620 | -26997.2730746196 |
| 42 | 456590 | 511481.245151839 | -54891.2451518388 |
| 43 | 428448 | 524143.114662043 | -95695.1146620431 |
| 44 | 444937 | 545434.664974553 | -100497.664974553 |
| 45 | 372206 | 529307.241862035 | -157101.241862035 |
| 46 | 317272 | 528012.485033005 | -210740.485033005 |
| 47 | 297604 | 463116.098225519 | -165512.098225519 |
| 48 | 288561 | 495081.178152147 | -206520.178152147 |
| 49 | 289287 | 392028.600216541 | -102741.600216541 |
| 50 | 258923 | 338922.083271693 | -79999.0832716933 |
| 51 | 255493 | 270283.781469577 | -14790.7814695774 |
| 52 | 277992 | 405137.387920188 | -127145.387920188 |
| 53 | 295474 | 381362.399566272 | -85888.3995662715 |
| 54 | 291680 | 199112.903072521 | 92567.0969274794 |
| 55 | 318736 | 282880.967684104 | 35855.0323158961 |
| 56 | 338463 | 256264.182306334 | 82198.8176936664 |
| 57 | 351963 | 272095.297380659 | 79867.7026193414 |
| 58 | 347240 | 272510.221093806 | 74729.778906194 |
| 59 | 347081 | 285005.330688098 | 62075.6693119015 |
| 60 | 383486 | 235291.345504642 | 148194.654495358 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 10 | 0.00360120496686874 | 0.00720240993373748 | 0.996398795033131 |
| 11 | 0.000966277457186647 | 0.00193255491437329 | 0.999033722542813 |
| 12 | 0.000188199622151397 | 0.000376399244302795 | 0.999811800377849 |
| 13 | 0.000241624679821687 | 0.000483249359643374 | 0.999758375320178 |
| 14 | 6.95606049210073e-05 | 0.000139121209842015 | 0.99993043939508 |
| 15 | 2.71572824626983e-05 | 5.43145649253967e-05 | 0.999972842717537 |
| 16 | 0.000202951542223881 | 0.000405903084447761 | 0.999797048457776 |
| 17 | 7.71503554052705e-05 | 0.000154300710810541 | 0.999922849644595 |
| 18 | 3.12268938005312e-05 | 6.24537876010625e-05 | 0.9999687731062 |
| 19 | 1.85650243927284e-05 | 3.71300487854567e-05 | 0.999981434975607 |
| 20 | 7.67097457637961e-06 | 1.53419491527592e-05 | 0.999992329025424 |
| 21 | 3.40749049108725e-06 | 6.8149809821745e-06 | 0.99999659250951 |
| 22 | 1.64810334680115e-06 | 3.29620669360229e-06 | 0.999998351896653 |
| 23 | 1.14346609068445e-06 | 2.28693218136890e-06 | 0.99999885653391 |
| 24 | 4.74424303711346e-07 | 9.48848607422693e-07 | 0.999999525575696 |
| 25 | 3.95248809929059e-07 | 7.90497619858119e-07 | 0.99999960475119 |
| 26 | 1.56140299079308e-06 | 3.12280598158616e-06 | 0.99999843859701 |
| 27 | 2.40217392980883e-06 | 4.80434785961766e-06 | 0.99999759782607 |
| 28 | 7.33116681631883e-06 | 1.46623336326377e-05 | 0.999992668833184 |
| 29 | 8.60262032480446e-06 | 1.72052406496089e-05 | 0.999991397379675 |
| 30 | 3.25597484735795e-06 | 6.5119496947159e-06 | 0.999996744025153 |
| 31 | 2.69373175291001e-06 | 5.38746350582001e-06 | 0.999997306268247 |
| 32 | 8.66806301226027e-05 | 0.000173361260245205 | 0.999913319369877 |
| 33 | 0.0157068100586342 | 0.0314136201172685 | 0.984293189941366 |
| 34 | 0.0836749976103103 | 0.167349995220621 | 0.91632500238969 |
| 35 | 0.234338482572773 | 0.468676965145546 | 0.765661517427227 |
| 36 | 0.465007409555791 | 0.930014819111582 | 0.534992590444209 |
| 37 | 0.830717272938624 | 0.338565454122752 | 0.169282727061376 |
| 38 | 0.816202454272813 | 0.367595091454374 | 0.183797545727187 |
| 39 | 0.786301821223123 | 0.427396357553754 | 0.213698178776877 |
| 40 | 0.890467237244643 | 0.219065525510714 | 0.109532762755357 |
| 41 | 0.851153400021655 | 0.297693199956691 | 0.148846599978346 |
| 42 | 0.866090935545248 | 0.267818128909504 | 0.133909064454752 |
| 43 | 0.908153421838253 | 0.183693156323495 | 0.0918465781617475 |
| 44 | 0.99015440046724 | 0.0196911990655201 | 0.00984559953276003 |
| 45 | 0.999973755326748 | 5.24893465037909e-05 | 2.62446732518954e-05 |
| 46 | 0.999922936911932 | 0.00015412617613619 | 7.7063088068095e-05 |
| 47 | 0.99969585552768 | 0.000608288944639135 | 0.000304144472319568 |
| 48 | 0.99948244404806 | 0.00103511190388037 | 0.000517555951940183 |
| 49 | 0.998781373802505 | 0.00243725239499023 | 0.00121862619749511 |
| 50 | 0.993923213647518 | 0.0121535727049639 | 0.00607678635248193 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 28 | 0.682926829268293 | NOK |
| 5% type I error level | 31 | 0.75609756097561 | NOK |
| 10% type I error level | 31 | 0.75609756097561 | NOK |
