| Multiple Linear Regression - Estimated Regression Equation |
| productie[t] = + 36.4727038520854 + 0.00549235243275046uitvoer[t] + 0.0597164546218206ondernemersvertrouwen[t] -0.00144467436394928invoer[t] + 35.0197206427131d[t] -0.0776395306949473t -0.576686462681621dt[t] -0.728263870202597M1[t] -0.676881229364584M2[t] + 2.07421799874795M3[t] + 1.24778117172163M4[t] -0.135633454856029M5[t] + 3.83630637755584M6[t] -15.440128343158M7[t] + 5.40312515228908M8[t] + 4.46738807176625M9[t] + 5.50014087544772M10[t] + 1.00152774905909M11[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) | 36.4727038520854 | 6.384065 | 5.7131 | 1e-06 | 0 |
| uitvoer | 0.00549235243275046 | 0.000875 | 6.2758 | 0 | 0 |
| ondernemersvertrouwen | 0.0597164546218206 | 0.066237 | 0.9016 | 0.371614 | 0.185807 |
| invoer | -0.00144467436394928 | 0.000715 | -2.0195 | 0.048807 | 0.024404 |
| d | 35.0197206427131 | 8.831995 | 3.9651 | 0.000234 | 0.000117 |
| t | -0.0776395306949473 | 0.049978 | -1.5535 | 0.12662 | 0.06331 |
| dt | -0.576686462681621 | 0.127626 | -4.5186 | 3.8e-05 | 1.9e-05 |
| M1 | -0.728263870202597 | 1.437442 | -0.5066 | 0.614635 | 0.307318 |
| M2 | -0.676881229364584 | 1.633577 | -0.4144 | 0.680386 | 0.340193 |
| M3 | 2.07421799874795 | 1.936893 | 1.0709 | 0.289357 | 0.144678 |
| M4 | 1.24778117172163 | 1.639962 | 0.7609 | 0.450314 | 0.225157 |
| M5 | -0.135633454856029 | 1.717342 | -0.079 | 0.937365 | 0.468682 |
| M6 | 3.83630637755584 | 2.052374 | 1.8692 | 0.067457 | 0.033728 |
| M7 | -15.440128343158 | 1.908858 | -8.0887 | 0 | 0 |
| M8 | 5.40312515228908 | 1.61112 | 3.3536 | 0.001527 | 0.000764 |
| M9 | 4.46738807176625 | 2.003307 | 2.23 | 0.030266 | 0.015133 |
| M10 | 5.50014087544772 | 1.938259 | 2.8377 | 0.006549 | 0.003274 |
| M11 | 1.00152774905909 | 1.718007 | 0.583 | 0.562541 | 0.281271 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.979844173627738 |
| R-squared | 0.960094604592224 |
| Adjusted R-squared | 0.94652677015358 |
| F-TEST (value) | 70.7625530760965 |
| F-TEST (DF numerator) | 17 |
| F-TEST (DF denominator) | 50 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.30087511123178 |
| Sum Squared Residuals | 264.701313874292 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 94.6 | 95.0044407973773 | -0.404440797377269 |
| 2 | 95.9 | 97.0959756172102 | -1.19597561721023 |
| 3 | 104.7 | 109.354130333329 | -4.65413033332882 |
| 4 | 102.8 | 103.675205055457 | -0.875205055457485 |
| 5 | 98.1 | 99.3028744385436 | -1.20287443854362 |
| 6 | 113.9 | 109.275474928224 | 4.62452507177583 |
| 7 | 80.9 | 81.5193606433774 | -0.619360643377413 |
| 8 | 95.7 | 95.1966386575912 | 0.503361342408794 |
| 9 | 113.2 | 112.241941952682 | 0.95805804731784 |
| 10 | 105.9 | 108.063414679151 | -2.16341467915087 |
| 11 | 108.8 | 107.407593997312 | 1.3924060026884 |
| 12 | 102.3 | 100.600901635620 | 1.69909836437978 |
| 13 | 99 | 99.3494317267297 | -0.349431726729702 |
| 14 | 100.7 | 101.63260186071 | -0.932601860709944 |
| 15 | 115.5 | 116.541944716931 | -1.04194471693088 |
| 16 | 100.7 | 101.105463890545 | -0.405463890544733 |
| 17 | 109.9 | 109.039030486163 | 0.86096951383728 |
| 18 | 114.6 | 114.384494409846 | 0.215505590153624 |
| 19 | 85.4 | 87.3107619304739 | -1.91076193047386 |
| 20 | 100.5 | 99.641116537616 | 0.858883462383976 |
| 21 | 114.8 | 114.683776479286 | 0.116223520714464 |
| 22 | 116.5 | 116.210523187837 | 0.289476812163499 |
| 23 | 112.9 | 111.689160208337 | 1.21083979166292 |
| 24 | 102 | 99.6045710462144 | 2.39542895378559 |
| 25 | 106 | 104.644056303242 | 1.35594369675761 |
| 26 | 105.3 | 104.139838527143 | 1.16016147285657 |
| 27 | 118.8 | 116.96683809099 | 1.83316190900995 |
| 28 | 106.1 | 106.114487422661 | -0.0144874226607434 |
| 29 | 109.3 | 109.004017400127 | 0.295982599872628 |
| 30 | 117.2 | 117.673124372833 | -0.473124372832654 |
| 31 | 92.5 | 92.9792117776093 | -0.479211777609335 |
| 32 | 104.2 | 104.949956385870 | -0.749956385869784 |
| 33 | 112.5 | 113.590001491529 | -1.09000149152858 |
| 34 | 122.4 | 122.881427724439 | -0.481427724439092 |
| 35 | 113.3 | 110.78281131434 | 2.51718868565995 |
| 36 | 100 | 98.2286198327026 | 1.77138016729742 |
| 37 | 110.7 | 106.769112042874 | 3.93088795712564 |
| 38 | 112.8 | 109.839414881514 | 2.96058511848628 |
| 39 | 109.8 | 111.876236795875 | -2.07623679587475 |
| 40 | 117.3 | 116.472074440892 | 0.827925559107628 |
| 41 | 109.1 | 110.822263907833 | -1.72226390783314 |
| 42 | 115.9 | 119.704281701539 | -3.80428170153892 |
| 43 | 96 | 98.5744635754251 | -2.57446357542509 |
| 44 | 99.8 | 100.552920559872 | -0.752920559871924 |
| 45 | 116.8 | 118.017468658232 | -1.21746865823248 |
| 46 | 115.7 | 116.286543575894 | -0.586543575894364 |
| 47 | 99.4 | 101.541289384131 | -2.14128938413117 |
| 48 | 94.3 | 94.656908854431 | -0.356908854430943 |
| 49 | 91 | 91.2844617628334 | -0.284461762833364 |
| 50 | 93.2 | 93.8679422014329 | -0.667942201432886 |
| 51 | 103.1 | 99.6958288178929 | 3.40417118210713 |
| 52 | 94.1 | 95.447612986957 | -1.34761298695698 |
| 53 | 91.8 | 90.6886414423245 | 1.11135855767547 |
| 54 | 102.7 | 102.349544457698 | 0.350455542302467 |
| 55 | 82.6 | 79.1102359045874 | 3.48976409541258 |
| 56 | 89.1 | 88.292288158801 | 0.807711841198931 |
| 57 | 104.5 | 103.266811418271 | 1.23318858172876 |
| 58 | 105.1 | 102.158090832679 | 2.94190916732082 |
| 59 | 95.1 | 98.07914509588 | -2.9791450958801 |
| 60 | 88.7 | 94.2089986310319 | -5.50899863103185 |
| 61 | 86.3 | 90.548497366943 | -4.24849736694291 |
| 62 | 91.8 | 93.1242269119898 | -1.32422691198979 |
| 63 | 111.5 | 108.965021244983 | 2.53497875501736 |
| 64 | 99.7 | 97.8851562034877 | 1.81484379651231 |
| 65 | 97.5 | 96.8431723250086 | 0.656827674991383 |
| 66 | 111.7 | 112.613080129860 | -0.913080129860346 |
| 67 | 86.2 | 84.1059661685269 | 2.09403383147313 |
| 68 | 95.4 | 96.06707970025 | -0.667079700249992 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 21 | 0.413175849512748 | 0.826351699025496 | 0.586824150487252 |
| 22 | 0.309222211610669 | 0.618444423221337 | 0.690777788389331 |
| 23 | 0.272539568050076 | 0.545079136100153 | 0.727460431949924 |
| 24 | 0.238216818722745 | 0.47643363744549 | 0.761783181277255 |
| 25 | 0.145952564659941 | 0.291905129319882 | 0.85404743534006 |
| 26 | 0.0921778836050123 | 0.184355767210025 | 0.907822116394988 |
| 27 | 0.100395135325852 | 0.200790270651704 | 0.899604864674148 |
| 28 | 0.074676827146317 | 0.149353654292634 | 0.925323172853683 |
| 29 | 0.0561366210490275 | 0.112273242098055 | 0.943863378950972 |
| 30 | 0.123614295505005 | 0.24722859101001 | 0.876385704494995 |
| 31 | 0.119688745043404 | 0.239377490086808 | 0.880311254956596 |
| 32 | 0.110760892499452 | 0.221521784998904 | 0.889239107500548 |
| 33 | 0.131008278673150 | 0.262016557346300 | 0.86899172132685 |
| 34 | 0.263170471722854 | 0.526340943445709 | 0.736829528277146 |
| 35 | 0.189374855961685 | 0.378749711923369 | 0.810625144038315 |
| 36 | 0.139650690741572 | 0.279301381483143 | 0.860349309258428 |
| 37 | 0.178504236597858 | 0.357008473195715 | 0.821495763402142 |
| 38 | 0.436281495364135 | 0.87256299072827 | 0.563718504635865 |
| 39 | 0.515922660058415 | 0.96815467988317 | 0.484077339941585 |
| 40 | 0.570930715087971 | 0.858138569824058 | 0.429069284912029 |
| 41 | 0.637414220235361 | 0.725171559529279 | 0.362585779764639 |
| 42 | 0.755523665951354 | 0.488952668097292 | 0.244476334048646 |
| 43 | 0.726864337559694 | 0.546271324880611 | 0.273135662440306 |
| 44 | 0.610648232569155 | 0.77870353486169 | 0.389351767430845 |
| 45 | 0.472073395135487 | 0.944146790270974 | 0.527926604864513 |
| 46 | 0.333863483497376 | 0.667726966994752 | 0.666136516502624 |
| 47 | 0.789954025376408 | 0.420091949247183 | 0.210045974623592 |
| 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 | 0 | 0 | OK |
