Multiple Linear Regression - Estimated Regression Equation |
BBP[t] = + 239.816249493767 -1.57612210993909inflatie[t] + 0.00122800917930523werkeloosheid[t] -6.42101774953883crisis[t] + 0.0216887526237386goudprijzen[t] + 8.8160988447258t + 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) | 239.816249493767 | 24.379757 | 9.8367 | 0 | 0 |
inflatie | -1.57612210993909 | 0.389705 | -4.0444 | 0.000471 | 0.000235 |
werkeloosheid | 0.00122800917930523 | 0.00127 | 0.967 | 0.343174 | 0.171587 |
crisis | -6.42101774953883 | 4.972173 | -1.2914 | 0.208868 | 0.104434 |
goudprijzen | 0.0216887526237386 | 0.011158 | 1.9439 | 0.063726 | 0.031863 |
t | 8.8160988447258 | 0.709283 | 12.4296 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.997400383103346 |
R-squared | 0.994807524214702 |
Adjusted R-squared | 0.993725758426098 |
F-TEST (value) | 919.614517943598 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 24 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 4.03673005081188 |
Sum Squared Residuals | 391.084548075064 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 192.37 | 190.739305314609 | 1.63069468539096 |
2 | 192.65 | 192.939022369455 | -0.289022369455155 |
3 | 193.77 | 193.517237659925 | 0.252762340074663 |
4 | 194.54 | 195.033648603307 | -0.493648603307123 |
5 | 198.63 | 198.853752801875 | -0.223752801875059 |
6 | 202.3 | 202.354053486992 | -0.0540534869921955 |
7 | 206.05 | 208.319368224793 | -2.2693682247927 |
8 | 210.94 | 210.286450528088 | 0.65354947191174 |
9 | 220.57 | 222.18104371516 | -1.61104371516 |
10 | 228.55 | 227.228880511563 | 1.32111948843673 |
11 | 235.61 | 231.514633029608 | 4.09536697039179 |
12 | 239.86 | 235.397304721667 | 4.46269527833289 |
13 | 243.05 | 241.512396722721 | 1.53760327727887 |
14 | 241.37 | 246.545666618723 | -5.17566661872339 |
15 | 249.31 | 253.286749685274 | -3.97674968527363 |
16 | 259.98 | 260.358287618473 | -0.378287618473029 |
17 | 262.85 | 266.280032384923 | -3.43003238492294 |
18 | 273.13 | 273.439930435649 | -0.309930435649211 |
19 | 278.37 | 280.889365409443 | -2.51936540944344 |
20 | 288.19 | 287.601454821254 | 0.588545178745625 |
21 | 299.13 | 292.9915588216 | 6.13844117839989 |
22 | 301.26 | 299.105308321609 | 2.15469167839103 |
23 | 305.36 | 305.833547448163 | -0.47354744816344 |
24 | 307.75 | 312.824647257872 | -5.07464725787173 |
25 | 317.2 | 318.674638876207 | -1.47463887620661 |
26 | 323.6 | 323.88018603193 | -0.280186031929626 |
27 | 332.31 | 330.214651108173 | 2.09534889182742 |
28 | 341.59 | 338.486877470942 | 3.10312252905767 |
29 | 344.3 | 334.473019204 | 9.82698079599994 |
30 | 335.17 | 344.996980796 | -9.82698079599994 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.0185689529122327 | 0.0371379058244655 | 0.981431047087767 |
10 | 0.0347487020013143 | 0.0694974040026286 | 0.965251297998686 |
11 | 0.0750255210121489 | 0.150051042024298 | 0.924974478987851 |
12 | 0.0653221277373953 | 0.130644255474791 | 0.934677872262605 |
13 | 0.062983764099567 | 0.125967528199134 | 0.937016235900433 |
14 | 0.601335470920345 | 0.79732905815931 | 0.398664529079655 |
15 | 0.611224751061933 | 0.777550497876133 | 0.388775248938067 |
16 | 0.484900369156839 | 0.969800738313678 | 0.515099630843161 |
17 | 0.575456131634073 | 0.849087736731855 | 0.424543868365927 |
18 | 0.45178022004568 | 0.90356044009136 | 0.54821977995432 |
19 | 0.404614530499167 | 0.809229060998334 | 0.595385469500833 |
20 | 0.319093037921589 | 0.638186075843178 | 0.680906962078411 |
21 | 0.59655213685776 | 0.806895726284479 | 0.403447863142239 |
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 | 1 | 0.0769230769230769 | NOK |
10% type I error level | 2 | 0.153846153846154 | NOK |