| Multiple Linear Regression - Estimated Regression Equation |
| WerkL[t] = + 548.195698689663 + 0.0773540981601292Chem.Nijv.[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) | 548.195698689663 | 87.333474 | 6.277 | 0 | 0 |
| Chem.Nijv. | 0.0773540981601292 | 0.760062 | 0.1018 | 0.919288 | 0.459644 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.0133623167258849 |
| R-squared | 0.000178551508282863 |
| Adjusted R-squared | -0.0170597493277811 |
| F-TEST (value) | 0.0103578368878049 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 58 |
| p-value | 0.919287527063784 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 42.1400252188591 |
| Sum Squared Residuals | 102995.340075873 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 611 | 557.547809157223 | 53.4521908427768 |
| 2 | 594 | 557.447248829615 | 36.5527511703855 |
| 3 | 595 | 557.934579648023 | 37.0654203519767 |
| 4 | 591 | 557.176509486054 | 33.823490513946 |
| 5 | 589 | 556.511264241877 | 32.4887357581231 |
| 6 | 584 | 557.22292194495 | 26.7770780550499 |
| 7 | 573 | 556.898034732678 | 16.1019652673224 |
| 8 | 567 | 556.936711781758 | 10.0632882182424 |
| 9 | 569 | 557.973256697103 | 11.0267433028966 |
| 10 | 621 | 557.021801289734 | 63.9781987102662 |
| 11 | 629 | 556.898034732678 | 72.1019652673224 |
| 12 | 628 | 556.890299322862 | 71.1097006771384 |
| 13 | 612 | 556.944447191574 | 55.0555528084263 |
| 14 | 595 | 557.191980305686 | 37.8080196943139 |
| 15 | 597 | 556.836151454149 | 40.1638485458505 |
| 16 | 593 | 557.385365551086 | 35.6146344489136 |
| 17 | 590 | 557.207451125318 | 32.7925488746819 |
| 18 | 580 | 557.872696369495 | 22.1273036305048 |
| 19 | 574 | 556.944447191574 | 17.0555528084263 |
| 20 | 573 | 557.447248829615 | 15.5527511703855 |
| 21 | 573 | 557.045007519182 | 15.9549924808182 |
| 22 | 620 | 557.014065879918 | 62.9859341200822 |
| 23 | 626 | 557.308011452926 | 68.6919885470737 |
| 24 | 620 | 557.246128174398 | 62.7538718256018 |
| 25 | 588 | 557.547809157223 | 30.4521908427773 |
| 26 | 566 | 557.091419978078 | 8.9085800219221 |
| 27 | 557 | 557.269334403846 | -0.269334403846196 |
| 28 | 561 | 557.431778009983 | 3.56822199001753 |
| 29 | 549 | 557.083684568262 | -8.08368456826189 |
| 30 | 532 | 557.926844238207 | -25.9268442382073 |
| 31 | 526 | 557.292540633294 | -31.2925406332942 |
| 32 | 511 | 557.292540633294 | -46.2925406332942 |
| 33 | 499 | 557.083684568262 | -58.0836845682619 |
| 34 | 555 | 557.625163255383 | -2.62516325538279 |
| 35 | 565 | 557.246128174398 | 7.75387182560184 |
| 36 | 542 | 556.426174733901 | -14.4261747339008 |
| 37 | 527 | 556.743326536357 | -29.7433265363573 |
| 38 | 510 | 556.983124240654 | -46.9831242406537 |
| 39 | 514 | 557.02953669955 | -43.0295366995498 |
| 40 | 517 | 557.895902598943 | -40.8959025989432 |
| 41 | 508 | 557.834019320415 | -49.8340193204151 |
| 42 | 493 | 557.49366128851 | -64.4936612885106 |
| 43 | 490 | 557.540073747407 | -67.5400737474067 |
| 44 | 469 | 556.812945224701 | -87.8129452247014 |
| 45 | 478 | 557.795342271335 | -79.795342271335 |
| 46 | 528 | 557.49366128851 | -29.4936612885106 |
| 47 | 534 | 557.903638008759 | -23.9036380087593 |
| 48 | 518 | 557.168774076238 | -39.168774076238 |
| 49 | 506 | 557.246128174398 | -51.2461281743982 |
| 50 | 502 | 556.372026865189 | -54.3720268651887 |
| 51 | 516 | 556.085816701996 | -40.0858167019962 |
| 52 | 528 | 556.426174733901 | -28.4261747339008 |
| 53 | 533 | 555.69131080138 | -22.6913108013796 |
| 54 | 536 | 556.518999651693 | -20.5189996516929 |
| 55 | 537 | 555.838283587884 | -18.8382835878838 |
| 56 | 524 | 556.016198013652 | -32.0161980136521 |
| 57 | 536 | 556.372026865189 | -20.3720268651887 |
| 58 | 587 | 556.286937357213 | 30.7130626427874 |
| 59 | 597 | 556.178641619788 | 40.8213583802116 |
| 60 | 581 | 556.054875062732 | 24.9451249372678 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0122503065816005 | 0.024500613163201 | 0.9877496934184 |
| 6 | 0.00426883250485527 | 0.00853766500971053 | 0.995731167495145 |
| 7 | 0.00273319002160024 | 0.00546638004320049 | 0.9972668099784 |
| 8 | 0.00210008283834095 | 0.0042001656766819 | 0.99789991716166 |
| 9 | 0.00326239385038506 | 0.00652478770077011 | 0.996737606149615 |
| 10 | 0.00846681097127514 | 0.0169336219425503 | 0.991533189028725 |
| 11 | 0.0186682323665161 | 0.0373364647330323 | 0.981331767633484 |
| 12 | 0.0253756914210884 | 0.0507513828421769 | 0.974624308578912 |
| 13 | 0.0180452409279514 | 0.0360904818559028 | 0.981954759072049 |
| 14 | 0.0104588097091289 | 0.0209176194182578 | 0.98954119029087 |
| 15 | 0.00617795813668581 | 0.0123559162733716 | 0.993822041863314 |
| 16 | 0.00357064794116074 | 0.00714129588232147 | 0.99642935205884 |
| 17 | 0.00210745845471886 | 0.00421491690943773 | 0.997892541545281 |
| 18 | 0.00121783125057402 | 0.00243566250114804 | 0.998782168749426 |
| 19 | 0.00116107021350453 | 0.00232214042700907 | 0.998838929786495 |
| 20 | 0.000864508901978684 | 0.00172901780395737 | 0.999135491098021 |
| 21 | 0.000744648342807383 | 0.00148929668561477 | 0.999255351657193 |
| 22 | 0.00159143018042275 | 0.0031828603608455 | 0.998408569819577 |
| 23 | 0.007529417953213 | 0.015058835906426 | 0.992470582046787 |
| 24 | 0.0259681410155008 | 0.0519362820310016 | 0.974031858984499 |
| 25 | 0.0360846028353532 | 0.0721692056707065 | 0.963915397164647 |
| 26 | 0.0525988637957002 | 0.1051977275914 | 0.9474011362043 |
| 27 | 0.0811528742276169 | 0.162305748455234 | 0.918847125772383 |
| 28 | 0.110620684191564 | 0.221241368383128 | 0.889379315808436 |
| 29 | 0.167644186400428 | 0.335288372800857 | 0.832355813599572 |
| 30 | 0.236962734198113 | 0.473925468396227 | 0.763037265801887 |
| 31 | 0.356515433301626 | 0.713030866603253 | 0.643484566698374 |
| 32 | 0.528925679109503 | 0.942148641780994 | 0.471074320890497 |
| 33 | 0.735572523978037 | 0.528854952043927 | 0.264427476021963 |
| 34 | 0.761389964567732 | 0.477220070864536 | 0.238610035432268 |
| 35 | 0.810801270133347 | 0.378397459733306 | 0.189198729866653 |
| 36 | 0.809746047084682 | 0.380507905830635 | 0.190253952915318 |
| 37 | 0.809944205647858 | 0.380111588704284 | 0.190055794352142 |
| 38 | 0.831355588388307 | 0.337288823223386 | 0.168644411611693 |
| 39 | 0.830169172189043 | 0.339661655621914 | 0.169830827810957 |
| 40 | 0.824495228806325 | 0.35100954238735 | 0.175504771193675 |
| 41 | 0.810924805372785 | 0.37815038925443 | 0.189075194627215 |
| 42 | 0.817991845863585 | 0.364016308272829 | 0.182008154136415 |
| 43 | 0.821628135622747 | 0.356743728754506 | 0.178371864377253 |
| 44 | 0.937684494777782 | 0.124631010444436 | 0.0623155052222179 |
| 45 | 0.95308984913741 | 0.0938203017251796 | 0.0469101508625898 |
| 46 | 0.92600876167703 | 0.147982476645941 | 0.0739912383229706 |
| 47 | 0.900095181901536 | 0.199809636196927 | 0.0999048180984637 |
| 48 | 0.855217200336276 | 0.289565599327448 | 0.144782799663724 |
| 49 | 0.81831721805591 | 0.363365563888179 | 0.181682781944089 |
| 50 | 0.858712690731471 | 0.282574618537057 | 0.141287309268528 |
| 51 | 0.847801028931812 | 0.304397942136377 | 0.152198971068188 |
| 52 | 0.812799835207916 | 0.374400329584169 | 0.187200164792084 |
| 53 | 0.723264161914637 | 0.553471676170726 | 0.276735838085363 |
| 54 | 0.669419962078948 | 0.661160075842103 | 0.330580037921051 |
| 55 | 0.517546307056986 | 0.964907385886028 | 0.482453692943014 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 11 | 0.215686274509804 | NOK |
| 5% type I error level | 18 | 0.352941176470588 | NOK |
| 10% type I error level | 22 | 0.431372549019608 | NOK |
