| Multiple Linear Regression - Estimated Regression Equation |
| Conjunctuur[t] = -1.90042553191490 + 1.15503223726628M1[t] + 0.810025789813028M2[t] + 1.11047388781432M3[t] + 0.820012894906516M4[t] + 1.34773372018053M5[t] + 1.33909090909092M6[t] + 1.32135718891038M7[t] + 1.56725983236622M8[t] + 1.64043520309478M9[t] + 1.12270148291425M10[t] + 1.36860412637009M11[t] -0.054993552546744t + 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) | -1.90042553191490 | 3.341484 | -0.5687 | 0.570615 | 0.285308 |
| M1 | 1.15503223726628 | 4.157577 | 0.2778 | 0.781641 | 0.390821 |
| M2 | 0.810025789813028 | 4.157051 | 0.1949 | 0.845841 | 0.42292 |
| M3 | 1.11047388781432 | 4.156641 | 0.2672 | 0.789815 | 0.394908 |
| M4 | 0.820012894906516 | 4.156349 | 0.1973 | 0.843939 | 0.421969 |
| M5 | 1.34773372018053 | 4.156174 | 0.3243 | 0.746306 | 0.373153 |
| M6 | 1.33909090909092 | 4.156115 | 0.3222 | 0.747873 | 0.373937 |
| M7 | 1.32135718891038 | 4.156174 | 0.3179 | 0.751103 | 0.375551 |
| M8 | 1.56725983236622 | 4.156349 | 0.3771 | 0.706794 | 0.353397 |
| M9 | 1.64043520309478 | 4.156641 | 0.3947 | 0.693811 | 0.346905 |
| M10 | 1.12270148291425 | 4.157051 | 0.2701 | 0.787577 | 0.393788 |
| M11 | 1.36860412637009 | 4.157577 | 0.3292 | 0.742601 | 0.3713 |
| t | -0.054993552546744 | 0.022048 | -2.4942 | 0.014008 | 0.007004 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.227359729148448 |
| R-squared | 0.0516924464384556 |
| Adjusted R-squared | -0.0447456098559387 |
| F-TEST (value) | 0.536017091433854 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 118 |
| p-value | 0.88736113578945 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 9.51205301061793 |
| Sum Squared Residuals | 10676.5399922631 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6.4 | -0.80038684719537 | 7.20038684719537 |
| 2 | 7.7 | -1.20038684719534 | 8.90038684719534 |
| 3 | 9.2 | -0.95493230174082 | 10.1549323017408 |
| 4 | 8.6 | -1.30038684719534 | 9.90038684719534 |
| 5 | 7.4 | -0.827659574468097 | 8.2276595744681 |
| 6 | 8.6 | -0.89129593810445 | 9.49129593810445 |
| 7 | 6.2 | -0.964023210831724 | 7.16402321083172 |
| 8 | 6 | -0.77311411992264 | 6.77311411992264 |
| 9 | 6.6 | -0.754932301740815 | 7.35493230174081 |
| 10 | 5.1 | -1.32765957446809 | 6.42765957446809 |
| 11 | 4.7 | -1.136750483559 | 5.836750483559 |
| 12 | 5 | -2.56034816247583 | 7.56034816247583 |
| 13 | 3.6 | -1.46030947775629 | 5.06030947775629 |
| 14 | 1.9 | -1.86030947775629 | 3.76030947775629 |
| 15 | -0.1 | -1.61485493230174 | 1.51485493230174 |
| 16 | -5.7 | -1.96030947775628 | -3.73969052224372 |
| 17 | -5.6 | -1.48758220502901 | -4.11241779497099 |
| 18 | -6.4 | -1.55121856866538 | -4.84878143133462 |
| 19 | -7.7 | -1.62394584139265 | -6.07605415860735 |
| 20 | -8 | -1.43303675048356 | -6.56696324951644 |
| 21 | -11.9 | -1.41485493230174 | -10.4851450676983 |
| 22 | -15.4 | -1.98758220502901 | -13.4124177949710 |
| 23 | -15.5 | -1.79667311411992 | -13.7033268858801 |
| 24 | -13.4 | -3.22027079303675 | -10.1797292069632 |
| 25 | -10.9 | -2.12023210831722 | -8.77976789168278 |
| 26 | -10.8 | -2.52023210831721 | -8.27976789168279 |
| 27 | -7.3 | -2.27477756286267 | -5.02522243713733 |
| 28 | -6.5 | -2.62023210831721 | -3.87976789168279 |
| 29 | -5.1 | -2.14750483558994 | -2.95249516441006 |
| 30 | -5.3 | -2.21114119922630 | -3.08885880077370 |
| 31 | -6.8 | -2.28386847195358 | -4.51613152804642 |
| 32 | -8.4 | -2.09295938104449 | -6.30704061895551 |
| 33 | -8.4 | -2.07477756286267 | -6.32522243713734 |
| 34 | -9.7 | -2.64750483558994 | -7.05249516441006 |
| 35 | -8.8 | -2.45659574468085 | -6.34340425531915 |
| 36 | -9.6 | -3.88019342359768 | -5.71980657640232 |
| 37 | -11.5 | -2.78015473887815 | -8.71984526112185 |
| 38 | -11 | -3.18015473887814 | -7.81984526112186 |
| 39 | -14.9 | -2.9347001934236 | -11.9652998065764 |
| 40 | -16.2 | -3.28015473887814 | -12.9198452611219 |
| 41 | -14.4 | -2.80742746615087 | -11.5925725338491 |
| 42 | -17.3 | -2.87106382978723 | -14.4289361702128 |
| 43 | -15.7 | -2.9437911025145 | -12.7562088974855 |
| 44 | -12.6 | -2.75288201160542 | -9.84711798839458 |
| 45 | -9.4 | -2.73470019342359 | -6.6652998065764 |
| 46 | -8.1 | -3.30742746615087 | -4.79257253384913 |
| 47 | -5.4 | -3.11651837524178 | -2.28348162475822 |
| 48 | -4.6 | -4.54011605415861 | -0.0598839458413878 |
| 49 | -4.9 | -3.44007736943908 | -1.45992263056092 |
| 50 | -4 | -3.84007736943907 | -0.159922630560931 |
| 51 | -3.1 | -3.59462282398453 | 0.494622823984528 |
| 52 | -1.3 | -3.94007736943907 | 2.64007736943907 |
| 53 | 0 | -3.46735009671180 | 3.46735009671180 |
| 54 | -0.4 | -3.53098646034816 | 3.13098646034816 |
| 55 | 3 | -3.60371373307544 | 6.60371373307544 |
| 56 | 0.4 | -3.41280464216634 | 3.81280464216634 |
| 57 | 1.2 | -3.39462282398452 | 4.59462282398452 |
| 58 | 0.6 | -3.9673500967118 | 4.5673500967118 |
| 59 | -1.3 | -3.77644100580271 | 2.47644100580271 |
| 60 | -3.2 | -5.20003868471954 | 2.00003868471954 |
| 61 | -1.8 | -4.10000000000001 | 2.30000000000001 |
| 62 | -3.6 | -4.5 | 0.899999999999997 |
| 63 | -4.2 | -4.25454545454546 | 0.0545454545454559 |
| 64 | -6.9 | -4.59999999999999 | -2.30000000000001 |
| 65 | -8 | -4.12727272727272 | -3.87272727272728 |
| 66 | -7.5 | -4.19090909090909 | -3.30909090909091 |
| 67 | -8.2 | -4.26363636363636 | -3.93636363636363 |
| 68 | -7.6 | -4.07272727272727 | -3.52727272727273 |
| 69 | -3.7 | -4.05454545454545 | 0.354545454545453 |
| 70 | -1.7 | -4.62727272727273 | 2.92727272727273 |
| 71 | -0.7 | -4.43636363636364 | 3.73636363636364 |
| 72 | 0.2 | -5.85996131528047 | 6.05996131528047 |
| 73 | 0.6 | -4.75992263056094 | 5.35992263056094 |
| 74 | 2.2 | -5.15992263056093 | 7.35992263056093 |
| 75 | 3.3 | -4.91446808510638 | 8.21446808510638 |
| 76 | 5.3 | -5.25992263056092 | 10.5599226305609 |
| 77 | 5.5 | -4.78719535783365 | 10.2871953578336 |
| 78 | 6.3 | -4.85083172147002 | 11.1508317214700 |
| 79 | 7.7 | -4.92355899419729 | 12.6235589941973 |
| 80 | 6.5 | -4.7326499032882 | 11.2326499032882 |
| 81 | 5.5 | -4.71446808510638 | 10.2144680851064 |
| 82 | 6.9 | -5.28719535783366 | 12.1871953578337 |
| 83 | 5.7 | -5.09628626692457 | 10.7962862669246 |
| 84 | 6.9 | -6.5198839458414 | 13.4198839458414 |
| 85 | 6.1 | -5.41984526112186 | 11.5198452611219 |
| 86 | 4.8 | -5.81984526112186 | 10.6198452611219 |
| 87 | 3.7 | -5.57439071566731 | 9.27439071566731 |
| 88 | 5.8 | -5.91984526112185 | 11.7198452611219 |
| 89 | 6.8 | -5.44711798839458 | 12.2471179883946 |
| 90 | 8.5 | -5.51075435203094 | 14.0107543520309 |
| 91 | 7.2 | -5.58348162475821 | 12.7834816247582 |
| 92 | 5 | -5.39257253384913 | 10.3925725338491 |
| 93 | 4.7 | -5.37439071566731 | 10.0743907156673 |
| 94 | 2.3 | -5.94711798839459 | 8.24711798839459 |
| 95 | 2.4 | -5.75620889748549 | 8.1562088974855 |
| 96 | 0.1 | -7.17980657640233 | 7.27980657640233 |
| 97 | 1.9 | -6.07976789168279 | 7.97976789168279 |
| 98 | 1.7 | -6.47976789168278 | 8.17976789168278 |
| 99 | 2 | -6.23431334622824 | 8.23431334622824 |
| 100 | -1.9 | -6.57976789168278 | 4.67976789168278 |
| 101 | 0.5 | -6.10704061895551 | 6.60704061895551 |
| 102 | -1.3 | -6.17067698259187 | 4.87067698259187 |
| 103 | -3.3 | -6.24340425531915 | 2.94340425531915 |
| 104 | -2.8 | -6.05249516441006 | 3.25249516441006 |
| 105 | -8 | -6.03431334622824 | -1.96568665377176 |
| 106 | -13.9 | -6.60704061895551 | -7.29295938104449 |
| 107 | -21.9 | -6.41613152804642 | -15.4838684719536 |
| 108 | -28.8 | -7.83972920696325 | -20.9602707930367 |
| 109 | -27.6 | -6.73969052224371 | -20.8603094777563 |
| 110 | -31.4 | -7.1396905222437 | -24.2603094777563 |
| 111 | -31.8 | -6.89423597678917 | -24.9057640232108 |
| 112 | -29.4 | -7.2396905222437 | -22.1603094777563 |
| 113 | -27.6 | -6.76696324951644 | -20.8330367504836 |
| 114 | -23.6 | -6.83059961315279 | -16.7694003868472 |
| 115 | -22.8 | -6.90332688588007 | -15.8966731141199 |
| 116 | -18.2 | -6.71241779497098 | -11.4875822050290 |
| 117 | -17.8 | -6.69423597678916 | -11.1057640232108 |
| 118 | -14.2 | -7.26696324951644 | -6.93303675048356 |
| 119 | -8.8 | -7.07605415860735 | -1.72394584139265 |
| 120 | -7.9 | -8.49965183752418 | 0.599651837524182 |
| 121 | -7 | -7.39961315280465 | 0.399613152804649 |
| 122 | -7 | -7.79961315280464 | 0.79961315280464 |
| 123 | -3.6 | -7.5541586073501 | 3.9541586073501 |
| 124 | -2.4 | -7.89961315280464 | 5.49961315280464 |
| 125 | -4.9 | -7.42688588007737 | 2.52688588007736 |
| 126 | -7.7 | -7.49052224371373 | -0.209477756286270 |
| 127 | -6.5 | -7.563249516441 | 1.06324951644101 |
| 128 | -5.1 | -7.37234042553192 | 2.27234042553192 |
| 129 | -3.4 | -7.3541586073501 | 3.9541586073501 |
| 130 | -2.8 | -7.92688588007737 | 5.12688588007737 |
| 131 | 0.8 | -7.73597678916828 | 8.53597678916828 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.0596566112170021 | 0.119313222434004 | 0.940343388782998 |
| 17 | 0.0268585091998257 | 0.0537170183996513 | 0.973141490800174 |
| 18 | 0.0149357115747915 | 0.0298714231495830 | 0.985064288425209 |
| 19 | 0.00609473857402556 | 0.0121894771480511 | 0.993905261425974 |
| 20 | 0.00233663743988151 | 0.00467327487976301 | 0.997663362560119 |
| 21 | 0.00204482923471516 | 0.00408965846943032 | 0.997955170765285 |
| 22 | 0.00225682274697673 | 0.00451364549395347 | 0.997743177253023 |
| 23 | 0.00184022403667983 | 0.00368044807335967 | 0.99815977596332 |
| 24 | 0.000987477616569485 | 0.00197495523313897 | 0.99901252238343 |
| 25 | 0.000535971171600521 | 0.00107194234320104 | 0.9994640288284 |
| 26 | 0.000267673103813942 | 0.000535346207627885 | 0.999732326896186 |
| 27 | 0.000231546393589026 | 0.000463092787178052 | 0.999768453606411 |
| 28 | 0.00038690915674347 | 0.00077381831348694 | 0.999613090843257 |
| 29 | 0.000649088481975827 | 0.00129817696395165 | 0.999350911518024 |
| 30 | 0.000698585127881372 | 0.00139717025576274 | 0.999301414872119 |
| 31 | 0.000666216753804296 | 0.00133243350760859 | 0.999333783246196 |
| 32 | 0.000474152706143625 | 0.00094830541228725 | 0.999525847293856 |
| 33 | 0.000392737686638034 | 0.000785475373276069 | 0.999607262313362 |
| 34 | 0.000360325311948903 | 0.000720650623897805 | 0.999639674688051 |
| 35 | 0.000354219788060919 | 0.000708439576121838 | 0.99964578021194 |
| 36 | 0.00024718478128203 | 0.00049436956256406 | 0.999752815218718 |
| 37 | 0.000146970838118186 | 0.000293941676236372 | 0.999853029161882 |
| 38 | 8.70151699533093e-05 | 0.000174030339906619 | 0.999912984830047 |
| 39 | 4.99813704800139e-05 | 9.99627409600278e-05 | 0.99995001862952 |
| 40 | 3.03320884092612e-05 | 6.06641768185225e-05 | 0.99996966791159 |
| 41 | 1.81017860096253e-05 | 3.62035720192507e-05 | 0.99998189821399 |
| 42 | 1.31947446267686e-05 | 2.63894892535373e-05 | 0.999986805255373 |
| 43 | 9.4291395230195e-06 | 1.8858279046039e-05 | 0.999990570860477 |
| 44 | 8.36173193937206e-06 | 1.67234638787441e-05 | 0.99999163826806 |
| 45 | 1.31329145278071e-05 | 2.62658290556142e-05 | 0.999986867085472 |
| 46 | 3.5284912989641e-05 | 7.0569825979282e-05 | 0.99996471508701 |
| 47 | 0.000114450229961378 | 0.000228900459922755 | 0.999885549770039 |
| 48 | 0.000252439230979055 | 0.00050487846195811 | 0.99974756076902 |
| 49 | 0.000437019000402991 | 0.000874038000805982 | 0.999562980999597 |
| 50 | 0.000671761511453672 | 0.00134352302290734 | 0.999328238488546 |
| 51 | 0.00100264040039283 | 0.00200528080078566 | 0.998997359599607 |
| 52 | 0.00196896893071839 | 0.00393793786143678 | 0.998031031069282 |
| 53 | 0.00333899251564812 | 0.00667798503129624 | 0.996661007484352 |
| 54 | 0.00491184176066448 | 0.00982368352132897 | 0.995088158239335 |
| 55 | 0.00956840800605792 | 0.0191368160121158 | 0.990431591993942 |
| 56 | 0.0119867275941646 | 0.0239734551883292 | 0.988013272405835 |
| 57 | 0.0145773875354328 | 0.0291547750708656 | 0.985422612464567 |
| 58 | 0.0172999021385388 | 0.0345998042770776 | 0.982700097861461 |
| 59 | 0.0169859657148454 | 0.0339719314296909 | 0.983014034285155 |
| 60 | 0.0142519283696723 | 0.0285038567393446 | 0.985748071630328 |
| 61 | 0.0118227960030785 | 0.0236455920061571 | 0.988177203996921 |
| 62 | 0.00913588608623253 | 0.0182717721724651 | 0.990864113913767 |
| 63 | 0.0070369193854355 | 0.014073838770871 | 0.992963080614565 |
| 64 | 0.00573367023565442 | 0.0114673404713088 | 0.994266329764346 |
| 65 | 0.00497661886837559 | 0.00995323773675118 | 0.995023381131624 |
| 66 | 0.00447485310592425 | 0.0089497062118485 | 0.995525146894076 |
| 67 | 0.00431744346830816 | 0.00863488693661631 | 0.995682556531692 |
| 68 | 0.00445065949577475 | 0.0089013189915495 | 0.995549340504225 |
| 69 | 0.00416897451055084 | 0.00833794902110169 | 0.99583102548945 |
| 70 | 0.00409587782048031 | 0.00819175564096063 | 0.99590412217952 |
| 71 | 0.00405650297132396 | 0.00811300594264793 | 0.995943497028676 |
| 72 | 0.00352240715035424 | 0.00704481430070849 | 0.996477592849646 |
| 73 | 0.00288628665423309 | 0.00577257330846619 | 0.997113713345767 |
| 74 | 0.00242376277885144 | 0.00484752555770289 | 0.997576237221149 |
| 75 | 0.00210007895820995 | 0.00420015791641991 | 0.99789992104179 |
| 76 | 0.00214543916310164 | 0.00429087832620328 | 0.997854560836898 |
| 77 | 0.00205536861488916 | 0.00411073722977833 | 0.99794463138511 |
| 78 | 0.00203544752050611 | 0.00407089504101222 | 0.997964552479494 |
| 79 | 0.00213375867113428 | 0.00426751734226856 | 0.997866241328866 |
| 80 | 0.0019835093210841 | 0.0039670186421682 | 0.998016490678916 |
| 81 | 0.00161878582261112 | 0.00323757164522225 | 0.998381214177389 |
| 82 | 0.00142712929636985 | 0.0028542585927397 | 0.99857287070363 |
| 83 | 0.00112116497654941 | 0.00224232995309881 | 0.99887883502345 |
| 84 | 0.00105140123522058 | 0.00210280247044116 | 0.99894859876478 |
| 85 | 0.000826030723989983 | 0.00165206144797997 | 0.99917396927601 |
| 86 | 0.000617750224795856 | 0.00123550044959171 | 0.999382249775204 |
| 87 | 0.000420034645156019 | 0.000840069290312039 | 0.999579965354844 |
| 88 | 0.000332081696987066 | 0.000664163393974131 | 0.999667918303013 |
| 89 | 0.000276144636726656 | 0.000552289273453312 | 0.999723855363273 |
| 90 | 0.000280316260395727 | 0.000560632520791454 | 0.999719683739604 |
| 91 | 0.000261209307265077 | 0.000522418614530155 | 0.999738790692735 |
| 92 | 0.000192257121696183 | 0.000384514243392366 | 0.999807742878304 |
| 93 | 0.000147611084850408 | 0.000295222169700816 | 0.99985238891515 |
| 94 | 0.000104260626959023 | 0.000208521253918047 | 0.99989573937304 |
| 95 | 7.64331816434637e-05 | 0.000152866363286927 | 0.999923566818357 |
| 96 | 8.87338526142692e-05 | 0.000177467705228538 | 0.999911266147386 |
| 97 | 0.000128608144001671 | 0.000257216288003342 | 0.999871391855998 |
| 98 | 0.000282201438322041 | 0.000564402876644083 | 0.999717798561678 |
| 99 | 0.000729490920598833 | 0.00145898184119767 | 0.999270509079401 |
| 100 | 0.00131931045792236 | 0.00263862091584473 | 0.998680689542078 |
| 101 | 0.00463664605147914 | 0.00927329210295827 | 0.99536335394852 |
| 102 | 0.0183469015039509 | 0.0366938030079018 | 0.98165309849605 |
| 103 | 0.0750067652769789 | 0.150013530553958 | 0.92499323472302 |
| 104 | 0.309406311199694 | 0.618812622399388 | 0.690593688800306 |
| 105 | 0.73088037378886 | 0.538239252422281 | 0.269119626211140 |
| 106 | 0.958299673303777 | 0.0834006533924467 | 0.0417003266962233 |
| 107 | 0.97828132928696 | 0.0434373414260813 | 0.0217186707130407 |
| 108 | 0.975016895703392 | 0.0499662085932151 | 0.0249831042966076 |
| 109 | 0.96773533640151 | 0.0645293271969814 | 0.0322646635984907 |
| 110 | 0.96832410047615 | 0.0633517990476998 | 0.0316758995238499 |
| 111 | 0.985352859541377 | 0.0292942809172456 | 0.0146471404586228 |
| 112 | 0.996429668966804 | 0.00714066206639157 | 0.00357033103319579 |
| 113 | 0.999302987018834 | 0.00139402596233266 | 0.000697012981166328 |
| 114 | 0.997694845804596 | 0.0046103083908081 | 0.00230515419540405 |
| 115 | 0.995613916609643 | 0.00877216678071458 | 0.00438608339035729 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 76 | 0.76 | NOK |
| 5% type I error level | 92 | 0.92 | NOK |
| 10% type I error level | 96 | 0.96 | NOK |
