| Multiple Linear Regression - Estimated Regression Equation |
| Garnalen[t] = + 1054.73859795288 -0.389954780048043Kabeljauw[t] -0.116309920068412Tong[t] + 0.244707593115734Zeeduivel[t] + 58.4447910371906Olie[t] -15.5934957349337t + 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) | 1054.73859795288 | 1242.574709 | 0.8488 | 0.399188 | 0.199594 |
| Kabeljauw | -0.389954780048043 | 0.313731 | -1.243 | 0.218489 | 0.109245 |
| Tong | -0.116309920068412 | 0.07456 | -1.56 | 0.123779 | 0.06189 |
| Zeeduivel | 0.244707593115734 | 0.097637 | 2.5063 | 0.014795 | 0.007397 |
| Olie | 58.4447910371906 | 8.110639 | 7.2059 | 0 | 0 |
| t | -15.5934957349337 | 7.10635 | -2.1943 | 0.031909 | 0.015954 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.703122021824278 |
| R-squared | 0.494380577574261 |
| Adjusted R-squared | 0.454252051984917 |
| F-TEST (value) | 12.3199287866569 |
| F-TEST (DF numerator) | 5 |
| F-TEST (DF denominator) | 63 |
| p-value | 2.40444402166418e-08 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1090.81058453612 |
| Sum Squared Residuals | 74961667.0741697 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 3010 | 2467.52656103045 | 542.473438969554 |
| 2 | 2910 | 2732.74315101361 | 177.256848986392 |
| 3 | 3840 | 3021.08491236269 | 818.915087637313 |
| 4 | 3580 | 2880.79295954853 | 699.207040451474 |
| 5 | 3140 | 2658.1337153329 | 481.8662846671 |
| 6 | 3550 | 2837.40224242717 | 712.597757572826 |
| 7 | 3250 | 2773.5662674494 | 476.433732550602 |
| 8 | 2820 | 3301.9792445733 | -481.979244573303 |
| 9 | 2260 | 3282.63802063055 | -1022.63802063055 |
| 10 | 2060 | 3103.88197416382 | -1043.88197416382 |
| 11 | 2120 | 3005.70838793527 | -885.708387935272 |
| 12 | 2210 | 3230.22203051119 | -1020.22203051119 |
| 13 | 2190 | 3289.29263366026 | -1099.29263366026 |
| 14 | 2180 | 3240.87541810091 | -1060.87541810091 |
| 15 | 2350 | 2845.92458443243 | -495.924584432433 |
| 16 | 2440 | 3163.62007876489 | -723.620078764891 |
| 17 | 2370 | 3314.08168053366 | -944.081680533656 |
| 18 | 2440 | 2997.31487474157 | -557.314874741566 |
| 19 | 2610 | 3348.71140839267 | -738.711408392674 |
| 20 | 3040 | 3358.31837301715 | -318.318373017154 |
| 21 | 3190 | 2560.17554614288 | 629.824453857116 |
| 22 | 3120 | 2315.71862661202 | 804.281373387976 |
| 23 | 3170 | 3402.07974367798 | -232.079743677979 |
| 24 | 3600 | 3991.7910675511 | -391.791067551099 |
| 25 | 3420 | 2383.48126061442 | 1036.51873938558 |
| 26 | 3650 | 2909.43487949841 | 740.565120501589 |
| 27 | 4180 | 2997.64566955759 | 1182.35433044241 |
| 28 | 2960 | 3035.62221856718 | -75.6222185671848 |
| 29 | 2710 | 2927.60518778269 | -217.605187782690 |
| 30 | 2950 | 3234.76339323665 | -284.763393236652 |
| 31 | 3030 | 3351.58530829495 | -321.585308294952 |
| 32 | 3770 | 3317.83026889757 | 452.169731102431 |
| 33 | 4740 | 3615.68262750593 | 1124.31737249407 |
| 34 | 4450 | 4070.73120616998 | 379.268793830018 |
| 35 | 5550 | 5053.35261572309 | 496.647384276913 |
| 36 | 5580 | 5232.18350117907 | 347.816498820933 |
| 37 | 5890 | 4775.24075668862 | 1114.75924331138 |
| 38 | 7480 | 5171.9136344756 | 2308.08636552440 |
| 39 | 10450 | 5381.84772913497 | 5068.15227086503 |
| 40 | 6360 | 5735.12277705153 | 624.877222948473 |
| 41 | 6710 | 6091.69750834594 | 618.302491654064 |
| 42 | 6200 | 6502.39279965423 | -302.392799654229 |
| 43 | 4490 | 6215.78202853109 | -1725.78202853109 |
| 44 | 3480 | 5439.15787542671 | -1959.15787542671 |
| 45 | 2520 | 4431.2870302797 | -1911.28703027970 |
| 46 | 1920 | 3359.09295347234 | -1439.09295347234 |
| 47 | 2010 | 2311.36989226247 | -301.369892262471 |
| 48 | 1950 | 2062.29996250834 | -112.299962508339 |
| 49 | 2240 | 3549.44389266759 | -1309.44389266759 |
| 50 | 2370 | 1967.56075122512 | 402.439248774879 |
| 51 | 2840 | 2099.38449283507 | 740.61550716493 |
| 52 | 2700 | 2548.68506685741 | 151.314933142592 |
| 53 | 2980 | 2404.81498668755 | 575.185013312445 |
| 54 | 3290 | 2740.45480732615 | 549.545192673847 |
| 55 | 3300 | 2380.85120456913 | 919.148795430874 |
| 56 | 3000 | 2747.00811955736 | 252.991880442644 |
| 57 | 2330 | 2545.66452811223 | -215.664528112230 |
| 58 | 2190 | 3141.39934739862 | -951.399347398616 |
| 59 | 1970 | 3284.82409133136 | -1314.82409133136 |
| 60 | 2170 | 3011.76782380086 | -841.767823800859 |
| 61 | 2830 | 3635.58902190936 | -805.589021909361 |
| 62 | 3190 | 3606.91716935954 | -416.917169359536 |
| 63 | 3550 | 3852.27577345224 | -302.275773452241 |
| 64 | 3240 | 4008.75512930663 | -768.755129306631 |
| 65 | 3450 | 3313.1163402074 | 136.8836597926 |
| 66 | 3570 | 2443.12862654237 | 1126.87137345763 |
| 67 | 3230 | 2375.58839863059 | 854.411601369415 |
| 68 | 3260 | 2914.5347881434 | 345.4652118566 |
| 69 | 2700 | 2997.52905261454 | -297.529052614543 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 9 | 0.0331486976878987 | 0.0662973953757974 | 0.966851302312101 |
| 10 | 0.0247742596325428 | 0.0495485192650856 | 0.975225740367457 |
| 11 | 0.0187335726992538 | 0.0374671453985076 | 0.981266427300746 |
| 12 | 0.0125243695498434 | 0.0250487390996868 | 0.987475630450157 |
| 13 | 0.00466644412099072 | 0.00933288824198145 | 0.99533355587901 |
| 14 | 0.00258522023896237 | 0.00517044047792475 | 0.997414779761038 |
| 15 | 0.00137405595352234 | 0.00274811190704468 | 0.998625944046478 |
| 16 | 0.000481278050025466 | 0.000962556100050932 | 0.999518721949975 |
| 17 | 0.000239254789925761 | 0.000478509579851523 | 0.999760745210074 |
| 18 | 0.000119828443462665 | 0.00023965688692533 | 0.999880171556537 |
| 19 | 8.1652100180557e-05 | 0.000163304200361114 | 0.99991834789982 |
| 20 | 8.21371466234157e-05 | 0.000164274293246831 | 0.999917862853377 |
| 21 | 4.49547343776795e-05 | 8.99094687553591e-05 | 0.999955045265622 |
| 22 | 1.60678323657249e-05 | 3.21356647314498e-05 | 0.999983932167634 |
| 23 | 1.24946547448530e-05 | 2.49893094897060e-05 | 0.999987505345255 |
| 24 | 6.00202270161522e-06 | 1.20040454032304e-05 | 0.999993997977298 |
| 25 | 2.26591177520537e-06 | 4.53182355041074e-06 | 0.999997734088225 |
| 26 | 3.31641318283158e-06 | 6.63282636566316e-06 | 0.999996683586817 |
| 27 | 2.09230401870338e-05 | 4.18460803740677e-05 | 0.999979076959813 |
| 28 | 8.6381985881277e-06 | 1.72763971762554e-05 | 0.999991361801412 |
| 29 | 5.37581103993991e-06 | 1.07516220798798e-05 | 0.99999462418896 |
| 30 | 8.340662792114e-06 | 1.6681325584228e-05 | 0.999991659337208 |
| 31 | 5.4709959470224e-06 | 1.09419918940448e-05 | 0.999994529004053 |
| 32 | 2.61306197772195e-06 | 5.2261239554439e-06 | 0.999997386938022 |
| 33 | 7.91349219094824e-06 | 1.58269843818965e-05 | 0.99999208650781 |
| 34 | 1.18568518216917e-05 | 2.37137036433834e-05 | 0.999988143148178 |
| 35 | 9.35449039048027e-05 | 0.000187089807809605 | 0.999906455096095 |
| 36 | 8.3988848563861e-05 | 0.000167977697127722 | 0.999916011151436 |
| 37 | 0.000195696405531341 | 0.000391392811062682 | 0.999804303594469 |
| 38 | 0.00455359148172016 | 0.00910718296344031 | 0.99544640851828 |
| 39 | 0.968518718414929 | 0.0629625631701419 | 0.0314812815850709 |
| 40 | 0.977152944845296 | 0.0456941103094084 | 0.0228470551547042 |
| 41 | 0.993872643428117 | 0.0122547131437670 | 0.00612735657188348 |
| 42 | 0.999620639023921 | 0.000758721952157366 | 0.000379360976078683 |
| 43 | 0.999909923656288 | 0.000180152687424874 | 9.00763437124369e-05 |
| 44 | 0.999977245995835 | 4.55080083302163e-05 | 2.27540041651081e-05 |
| 45 | 0.999978542937438 | 4.29141251237662e-05 | 2.14570625618831e-05 |
| 46 | 0.999964952668919 | 7.00946621625266e-05 | 3.50473310812633e-05 |
| 47 | 0.999915128159147 | 0.000169743681705112 | 8.4871840852556e-05 |
| 48 | 0.99979624136774 | 0.000407517264518308 | 0.000203758632259154 |
| 49 | 0.999812502233818 | 0.000374995532363468 | 0.000187497766181734 |
| 50 | 0.999564441872308 | 0.000871116255384562 | 0.000435558127692281 |
| 51 | 0.998940330109947 | 0.00211933978010635 | 0.00105966989005318 |
| 52 | 0.998063658143477 | 0.00387268371304586 | 0.00193634185652293 |
| 53 | 0.996038032093653 | 0.00792393581269429 | 0.00396196790634714 |
| 54 | 0.992932167358912 | 0.0141356652821753 | 0.00706783264108767 |
| 55 | 0.985754399858103 | 0.0284912002837942 | 0.0142456001418971 |
| 56 | 0.988645421820178 | 0.0227091563596434 | 0.0113545781798217 |
| 57 | 0.974100606328388 | 0.0517987873432241 | 0.0258993936716120 |
| 58 | 0.940651819890711 | 0.118696360218578 | 0.0593481801092891 |
| 59 | 0.906789134714772 | 0.186421730570457 | 0.0932108652852283 |
| 60 | 0.943204028844331 | 0.113591942311338 | 0.0567959711556689 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 38 | 0.730769230769231 | NOK |
| 5% type I error level | 46 | 0.884615384615385 | NOK |
| 10% type I error level | 49 | 0.942307692307692 | NOK |
