| Multiple Linear Regression - Estimated Regression Equation |
| productie[t] = + 95.7114276882826 -19.4097565919733d[t] + 0.252831229919121t + 0.0190069755286254dt[t] + 0.505595163524223M1[t] + 2.26309494176223M2[t] + 12.6205947200002M3[t] + 5.24476116490491M4[t] + 4.15226094314291M5[t] + 13.9430940547142M6[t] -11.7160728337144M7[t] -1.79190638880974M8[t] + 11.9704135217547M9[t] + 12.4737808967298M10[t] + 8.70043402013057M11[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) | 95.7114276882826 | 2.053609 | 46.6065 | 0 | 0 |
| d | -19.4097565919733 | 7.830032 | -2.4789 | 0.016396 | 0.008198 |
| t | 0.252831229919121 | 0.043435 | 5.8209 | 0 | 0 |
| dt | 0.0190069755286254 | 0.140158 | 0.1356 | 0.892642 | 0.446321 |
| M1 | 0.505595163524223 | 2.339041 | 0.2162 | 0.829697 | 0.414848 |
| M2 | 2.26309494176223 | 2.339325 | 0.9674 | 0.337731 | 0.168866 |
| M3 | 12.6205947200002 | 2.34084 | 5.3915 | 2e-06 | 1e-06 |
| M4 | 5.24476116490491 | 2.343584 | 2.2379 | 0.029452 | 0.014726 |
| M5 | 4.15226094314291 | 2.347554 | 1.7688 | 0.082688 | 0.041344 |
| M6 | 13.9430940547142 | 2.352742 | 5.9263 | 0 | 0 |
| M7 | -11.7160728337144 | 2.359141 | -4.9662 | 7e-06 | 4e-06 |
| M8 | -1.79190638880974 | 2.366741 | -0.7571 | 0.452331 | 0.226165 |
| M9 | 11.9704135217547 | 2.453579 | 4.8788 | 1e-05 | 5e-06 |
| M10 | 12.4737808967298 | 2.457543 | 5.0757 | 5e-06 | 3e-06 |
| M11 | 8.70043402013057 | 2.437021 | 3.5701 | 0.000768 | 0.000384 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.938849191755345 |
| R-squared | 0.881437804859664 |
| Adjusted R-squared | 0.850119489162216 |
| F-TEST (value) | 28.1444830358967 |
| F-TEST (DF numerator) | 14 |
| F-TEST (DF denominator) | 53 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 3.85209882397801 |
| Sum Squared Residuals | 786.449263533717 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 94.6 | 96.469854081726 | -1.86985408172603 |
| 2 | 95.9 | 98.4801850898831 | -2.58018508988312 |
| 3 | 104.7 | 109.09051609804 | -4.39051609804025 |
| 4 | 102.8 | 101.967513772864 | 0.832486227135958 |
| 5 | 98.1 | 101.127844781021 | -3.02784478102117 |
| 6 | 113.9 | 111.171509122512 | 2.72849087748838 |
| 7 | 80.9 | 85.7651734640021 | -4.86517346400209 |
| 8 | 95.7 | 95.9421711388259 | -0.242171138825872 |
| 9 | 113.2 | 109.957322279309 | 3.24267772069058 |
| 10 | 105.9 | 110.713520884204 | -4.8135208842037 |
| 11 | 108.8 | 107.193005237524 | 1.60699476247645 |
| 12 | 102.3 | 98.7454024473121 | 3.5545975526879 |
| 13 | 99 | 99.5038288407554 | -0.503828840755449 |
| 14 | 100.7 | 101.514159848913 | -0.814159848912575 |
| 15 | 115.5 | 112.12449085707 | 3.3755091429303 |
| 16 | 100.7 | 105.001488531894 | -4.30148853189349 |
| 17 | 109.9 | 104.161819540051 | 5.73818045994939 |
| 18 | 114.6 | 114.205483881541 | 0.394516118458917 |
| 19 | 85.4 | 88.7991482230315 | -3.39914822303153 |
| 20 | 100.5 | 98.9761458978553 | 1.52385410214467 |
| 21 | 114.8 | 112.991297038339 | 1.80870296166112 |
| 22 | 116.5 | 113.747495643233 | 2.75250435676685 |
| 23 | 112.9 | 110.226979996553 | 2.673020003447 |
| 24 | 102 | 101.779377206342 | 0.220622793658446 |
| 25 | 106 | 102.537803599785 | 3.4621964002151 |
| 26 | 105.3 | 104.548134607942 | 0.751865392057969 |
| 27 | 118.8 | 115.158465616099 | 3.64153438390084 |
| 28 | 106.1 | 108.035463290923 | -1.93546329092295 |
| 29 | 109.3 | 107.19579429908 | 2.10420570091993 |
| 30 | 117.2 | 117.239458640571 | -0.0394586405705309 |
| 31 | 92.5 | 91.833122982061 | 0.666877017939014 |
| 32 | 104.2 | 102.010120656885 | 2.18987934311522 |
| 33 | 112.5 | 116.025271797368 | -3.52527179736833 |
| 34 | 122.4 | 116.781470402263 | 5.6185295977374 |
| 35 | 113.3 | 113.260954755582 | 0.0390452444175378 |
| 36 | 100 | 104.813351965371 | -4.81335196537101 |
| 37 | 110.7 | 105.571778358814 | 5.12822164118565 |
| 38 | 112.8 | 107.582109366971 | 5.21789063302851 |
| 39 | 109.8 | 118.192440375129 | -8.3924403751286 |
| 40 | 117.3 | 111.069438049952 | 6.2305619500476 |
| 41 | 109.1 | 110.22976905811 | -1.12976905810953 |
| 42 | 115.9 | 120.2734333996 | -4.37343339959998 |
| 43 | 96 | 94.8670977410904 | 1.13290225890956 |
| 44 | 99.8 | 105.044095415914 | -5.24409541591424 |
| 45 | 116.8 | 119.059246556398 | -2.25924655639778 |
| 46 | 115.7 | 119.815445161292 | -4.11544516129205 |
| 47 | 99.4 | 97.778500772484 | 1.62149922751599 |
| 48 | 94.3 | 89.3499049578012 | 4.95009504219881 |
| 49 | 91 | 90.1273383267732 | 0.872661673226843 |
| 50 | 93.2 | 92.156676310459 | 1.04332368954109 |
| 51 | 103.1 | 102.786014294145 | 0.313985705855333 |
| 52 | 94.1 | 95.682018944497 | -1.58201894449708 |
| 53 | 91.8 | 94.8613569281828 | -3.06135692818283 |
| 54 | 102.7 | 104.924028245202 | -2.22402824520191 |
| 55 | 82.6 | 79.536699562221 | 3.063300437779 |
| 56 | 89.1 | 89.7327042125734 | -0.632704212573421 |
| 57 | 104.5 | 103.766862328586 | 0.733137671414411 |
| 58 | 105.1 | 104.542067909008 | 0.557932090991503 |
| 59 | 95.1 | 101.040559237857 | -5.94055923785698 |
| 60 | 88.7 | 92.6119634231741 | -3.91196342317414 |
| 61 | 86.3 | 93.3893967921461 | -7.08939679214612 |
| 62 | 91.8 | 95.4187347758319 | -3.61873477583187 |
| 63 | 111.5 | 106.048072759518 | 5.45192724048238 |
| 64 | 99.7 | 98.94407740987 | 0.755922590129967 |
| 65 | 97.5 | 98.1234153935558 | -0.623415393555785 |
| 66 | 111.7 | 108.186086710575 | 3.51391328942513 |
| 67 | 86.2 | 82.798758027594 | 3.40124197240605 |
| 68 | 95.4 | 92.9947626779464 | 2.40523732205363 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 18 | 0.79649426409454 | 0.407011471810919 | 0.20350573590546 |
| 19 | 0.715877780594749 | 0.568244438810502 | 0.284122219405251 |
| 20 | 0.581674006677681 | 0.836651986644638 | 0.418325993322319 |
| 21 | 0.482892417666463 | 0.965784835332926 | 0.517107582333537 |
| 22 | 0.473016959558042 | 0.946033919116084 | 0.526983040441958 |
| 23 | 0.359737090691743 | 0.719474181383486 | 0.640262909308257 |
| 24 | 0.333313026942707 | 0.666626053885413 | 0.666686973057293 |
| 25 | 0.253038805057655 | 0.50607761011531 | 0.746961194942345 |
| 26 | 0.178418746058705 | 0.35683749211741 | 0.821581253941295 |
| 27 | 0.123717235924758 | 0.247434471849516 | 0.876282764075242 |
| 28 | 0.113135549172511 | 0.226271098345021 | 0.88686445082749 |
| 29 | 0.0761346769020586 | 0.152269353804117 | 0.923865323097941 |
| 30 | 0.0629600580534258 | 0.125920116106852 | 0.937039941946574 |
| 31 | 0.0528650042024313 | 0.105730008404863 | 0.947134995797569 |
| 32 | 0.0316393908227892 | 0.0632787816455783 | 0.96836060917721 |
| 33 | 0.0911081088007568 | 0.182216217601514 | 0.908891891199243 |
| 34 | 0.0828632142905632 | 0.165726428581126 | 0.917136785709437 |
| 35 | 0.0647644734979094 | 0.129528946995819 | 0.93523552650209 |
| 36 | 0.152905031906556 | 0.305810063813112 | 0.847094968093444 |
| 37 | 0.13974559585258 | 0.27949119170516 | 0.86025440414742 |
| 38 | 0.162359426459072 | 0.324718852918144 | 0.837640573540928 |
| 39 | 0.600760301578097 | 0.798479396843806 | 0.399239698421903 |
| 40 | 0.661613290269457 | 0.676773419461086 | 0.338386709730543 |
| 41 | 0.63050983841511 | 0.738980323169781 | 0.36949016158489 |
| 42 | 0.593263896959001 | 0.813472206081998 | 0.406736103040999 |
| 43 | 0.515317383236283 | 0.969365233527434 | 0.484682616763717 |
| 44 | 0.481872810337348 | 0.963745620674696 | 0.518127189662652 |
| 45 | 0.382601208786937 | 0.765202417573875 | 0.617398791213063 |
| 46 | 0.304778257199237 | 0.609556514398474 | 0.695221742800763 |
| 47 | 0.302314864458059 | 0.604629728916119 | 0.69768513554194 |
| 48 | 0.417123876595844 | 0.834247753191688 | 0.582876123404156 |
| 49 | 0.678589794290733 | 0.642820411418535 | 0.321410205709267 |
| 50 | 0.883605365975077 | 0.232789268049845 | 0.116394634024923 |
| 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 | 0 | 0 | OK |
| 10% type I error level | 1 | 0.0303030303030303 | OK |
