| Multiple Linear Regression - Estimated Regression Equation |
| Gemconsprijsblazers[t] = -31.5170225327134 + 1.96368138479357consumptieindexkleding[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) | -31.5170225327134 | 6.720968 | -4.6894 | 1.9e-05 | 1e-05 |
| consumptieindexkleding | 1.96368138479357 | 0.065768 | 29.8579 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.971023618522707 |
| R-squared | 0.942886867728931 |
| Adjusted R-squared | 0.94182921713132 |
| F-TEST (value) | 891.491830910392 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 54 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.642161673218539 |
| Sum Squared Residuals | 22.268067185745 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 172.69 | 173.314582715104 | -0.62458271510448 |
| 2 | 172.98 | 172.470199719643 | 0.509800280357203 |
| 3 | 172.98 | 172.470199719643 | 0.509800280357196 |
| 4 | 172.89 | 172.430926091947 | 0.459073908053057 |
| 5 | 173.38 | 172.489836533491 | 0.890163466509256 |
| 6 | 173.2 | 172.666567858122 | 0.533432141877822 |
| 7 | 173.24 | 172.666567858122 | 0.573432141877842 |
| 8 | 172.86 | 173.275309087408 | -0.415309087408165 |
| 9 | 172.86 | 173.275309087408 | -0.415309087408165 |
| 10 | 172.74 | 173.177125018168 | -0.437125018168468 |
| 11 | 172.28 | 172.666567858122 | -0.386567858122166 |
| 12 | 171.05 | 171.802548048813 | -0.752548048812989 |
| 13 | 171.07 | 171.606179910334 | -0.536179910333634 |
| 14 | 171.07 | 171.370538144158 | -0.300538144158397 |
| 15 | 171.07 | 171.331264516463 | -0.261264516462533 |
| 16 | 171.11 | 171.252717261071 | -0.142717261070785 |
| 17 | 170.72 | 171.017075494896 | -0.297075494895562 |
| 18 | 170.49 | 170.958165053352 | -0.468165053351743 |
| 19 | 170.48 | 170.565428776393 | -0.0854287763930428 |
| 20 | 170.48 | 171.193806819527 | -0.713806819527 |
| 21 | 170.48 | 171.193806819527 | -0.713806819527 |
| 22 | 170.57 | 171.017075494896 | -0.447075494895568 |
| 23 | 170.39 | 170.565428776393 | -0.175428776393046 |
| 24 | 170.04 | 169.603224897844 | 0.436775102155799 |
| 25 | 169.67 | 168.974846854710 | 0.695153145289751 |
| 26 | 169.57 | 168.915936413166 | 0.654063586833566 |
| 27 | 169.57 | 168.896299599318 | 0.673700400681484 |
| 28 | 169.53 | 168.739205088535 | 0.790794911464974 |
| 29 | 169.24 | 168.444652880816 | 0.795347119184029 |
| 30 | 169.29 | 168.287558370032 | 1.00244162996749 |
| 31 | 169.21 | 167.914458906922 | 1.29554109307828 |
| 32 | 168.58 | 168.110827045401 | 0.469172954598943 |
| 33 | 168.58 | 168.091190231553 | 0.48880976844686 |
| 34 | 168.55 | 168.012642976161 | 0.537357023838615 |
| 35 | 168.46 | 167.83591165153 | 0.624088348470039 |
| 36 | 167.39 | 167.423538560723 | -0.0335385607233452 |
| 37 | 167.16 | 167.187896794548 | -0.0278967945480979 |
| 38 | 167.16 | 167.030802283765 | 0.129197716235385 |
| 39 | 167.16 | 167.011165469917 | 0.148834530083330 |
| 40 | 167.17 | 166.952255028373 | 0.217744971627130 |
| 41 | 166.52 | 166.775523703741 | -0.255523703741447 |
| 42 | 166.35 | 166.677339634502 | -0.327339634501789 |
| 43 | 166.19 | 166.657702820654 | -0.46770282065384 |
| 44 | 166.19 | 166.854070959133 | -0.664070959133187 |
| 45 | 166.19 | 166.834434145285 | -0.644434145285268 |
| 46 | 166.07 | 166.755886889894 | -0.685886889893518 |
| 47 | 166.64 | 166.59879237911 | 0.0412076208899576 |
| 48 | 166.26 | 166.068598405216 | 0.191401594784218 |
| 49 | 166.44 | 165.891867080584 | 0.548132919415653 |
| 50 | 166.27 | 165.793683011345 | 0.476316988655339 |
| 51 | 166.27 | 165.793683011345 | 0.476316988655339 |
| 52 | 166.3 | 165.774046197497 | 0.525953802503285 |
| 53 | 165.97 | 165.872230266736 | 0.0977697332635998 |
| 54 | 164.58 | 165.813319825193 | -1.23331982519258 |
| 55 | 164.28 | 165.774046197497 | -1.49404619749672 |
| 56 | 163.93 | 165.715135755953 | -1.78513575595291 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0555280254535018 | 0.111056050907004 | 0.944471974546498 |
| 6 | 0.0256417491195943 | 0.0512834982391887 | 0.974358250880406 |
| 7 | 0.0126649377231174 | 0.0253298754462349 | 0.987335062276883 |
| 8 | 0.00382055576684765 | 0.0076411115336953 | 0.996179444233152 |
| 9 | 0.00106029476800363 | 0.00212058953600726 | 0.998939705231996 |
| 10 | 0.000338240559150095 | 0.000676481118300191 | 0.99966175944085 |
| 11 | 0.00666339201267776 | 0.0133267840253555 | 0.993336607987322 |
| 12 | 0.335351702412128 | 0.670703404824256 | 0.664648297587872 |
| 13 | 0.382730134741703 | 0.765460269483407 | 0.617269865258297 |
| 14 | 0.317763426407296 | 0.635526852814592 | 0.682236573592704 |
| 15 | 0.247402972213249 | 0.494805944426497 | 0.752597027786751 |
| 16 | 0.180941393196704 | 0.361882786393409 | 0.819058606803296 |
| 17 | 0.133521808572217 | 0.267043617144434 | 0.866478191427783 |
| 18 | 0.106070812717342 | 0.212141625434684 | 0.893929187282658 |
| 19 | 0.073794329862143 | 0.147588659724286 | 0.926205670137857 |
| 20 | 0.0838875100998753 | 0.167775020199751 | 0.916112489900125 |
| 21 | 0.110463380152671 | 0.220926760305343 | 0.889536619847328 |
| 22 | 0.134967324208931 | 0.269934648417862 | 0.865032675791069 |
| 23 | 0.175216787810136 | 0.350433575620273 | 0.824783212189864 |
| 24 | 0.22445690320819 | 0.44891380641638 | 0.77554309679181 |
| 25 | 0.253834977779599 | 0.507669955559198 | 0.746165022220401 |
| 26 | 0.23547769277782 | 0.47095538555564 | 0.76452230722218 |
| 27 | 0.204917301093638 | 0.409834602187277 | 0.795082698906362 |
| 28 | 0.174177365602480 | 0.348354731204960 | 0.82582263439752 |
| 29 | 0.138606954712146 | 0.277213909424292 | 0.861393045287854 |
| 30 | 0.121832643899561 | 0.243665287799122 | 0.87816735610044 |
| 31 | 0.157097810543333 | 0.314195621086666 | 0.842902189456667 |
| 32 | 0.117377244897597 | 0.234754489795195 | 0.882622755102403 |
| 33 | 0.0852758354652797 | 0.170551670930559 | 0.91472416453472 |
| 34 | 0.0618642808526044 | 0.123728561705209 | 0.938135719147396 |
| 35 | 0.0497271409344455 | 0.0994542818688911 | 0.950272859065554 |
| 36 | 0.0465194933591641 | 0.0930389867183282 | 0.953480506640836 |
| 37 | 0.0407365339555444 | 0.0814730679110888 | 0.959263466044456 |
| 38 | 0.0320681775451807 | 0.0641363550903613 | 0.96793182245482 |
| 39 | 0.0249059357241108 | 0.0498118714482216 | 0.97509406427589 |
| 40 | 0.0204113069114104 | 0.0408226138228209 | 0.97958869308859 |
| 41 | 0.017670683998665 | 0.03534136799733 | 0.982329316001335 |
| 42 | 0.0147000831866726 | 0.0294001663733452 | 0.985299916813327 |
| 43 | 0.0124852300359756 | 0.0249704600719513 | 0.987514769964024 |
| 44 | 0.0118211542797414 | 0.0236423085594829 | 0.988178845720258 |
| 45 | 0.0104141331222867 | 0.0208282662445735 | 0.989585866877713 |
| 46 | 0.0127932510071743 | 0.0255865020143486 | 0.987206748992826 |
| 47 | 0.014721713128344 | 0.029443426256688 | 0.985278286871656 |
| 48 | 0.0198125215394093 | 0.0396250430788186 | 0.98018747846059 |
| 49 | 0.00991879744339177 | 0.0198375948867835 | 0.990081202556608 |
| 50 | 0.0117479239808080 | 0.0234958479616159 | 0.988252076019192 |
| 51 | 0.0228626589996605 | 0.045725317999321 | 0.97713734100034 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 3 | 0.0638297872340425 | NOK |
| 5% type I error level | 18 | 0.382978723404255 | NOK |
| 10% type I error level | 23 | 0.489361702127660 | NOK |
