Multiple Linear Regression - Estimated Regression Equation |
Inflatie[t] = + 12.3609333973041 -1.77078103731875e-05werkloosheid[t] -0.48655143657754M1[t] -0.690988560596528M2[t] -0.533540989740383M3[t] -0.0919352793046248M4[t] + 0.164790611852818M5[t] + 0.00718321744277767M6[t] -0.800118945772382M7[t] -0.836253503619908M8[t] -0.518708712658703M9[t] -0.390729227600558M10[t] -0.0961046274218843M11[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) | 12.3609333973041 | 3.611696 | 3.4225 | 0.001295 | 0.000647 |
werkloosheid | -1.77078103731875e-05 | 6e-06 | -2.8024 | 0.007346 | 0.003673 |
M1 | -0.48655143657754 | 1.10716 | -0.4395 | 0.662343 | 0.331172 |
M2 | -0.690988560596528 | 1.109066 | -0.623 | 0.536272 | 0.268136 |
M3 | -0.533540989740383 | 1.106547 | -0.4822 | 0.631925 | 0.315962 |
M4 | -0.0919352793046248 | 1.113456 | -0.0826 | 0.934546 | 0.467273 |
M5 | 0.164790611852818 | 1.124712 | 0.1465 | 0.884139 | 0.44207 |
M6 | 0.00718321744277767 | 1.116958 | 0.0064 | 0.994896 | 0.497448 |
M7 | -0.800118945772382 | 1.119692 | -0.7146 | 0.478398 | 0.239199 |
M8 | -0.836253503619908 | 1.121738 | -0.7455 | 0.459683 | 0.229841 |
M9 | -0.518708712658703 | 1.112336 | -0.4663 | 0.643138 | 0.321569 |
M10 | -0.390729227600558 | 1.109566 | -0.3521 | 0.726303 | 0.363151 |
M11 | -0.0961046274218843 | 1.10684 | -0.0868 | 0.931177 | 0.465589 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.389828112452004 |
R-squared | 0.151965957257892 |
Adjusted R-squared | -0.0645533728039227 |
F-TEST (value) | 0.701858615646496 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 47 |
p-value | 0.741509942005791 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.74954127568227 |
Sum Squared Residuals | 143.862049739850 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0.3 | 1.69074416977903 | -1.39074416977903 |
2 | -0.1 | 1.79677808503315 | -1.89677808503315 |
3 | -1 | 1.83172302372759 | -2.83172302372759 |
4 | -1.2 | 1.98920691672555 | -3.18920691672555 |
5 | -0.8 | 1.96135058737549 | -2.76135058737549 |
6 | -1.7 | 1.98124628414629 | -3.68124628414628 |
7 | -1.1 | 2.06563862008336 | -3.16563862008336 |
8 | -0.4 | 2.25292350571434 | -2.65292350571434 |
9 | 0.6 | 2.34136464606725 | -1.74136464606724 |
10 | 0.6 | 2.47311589473488 | -1.87311589473488 |
11 | 1.9 | 2.83297606832837 | -0.932976068328375 |
12 | 2.3 | 3.00727838635826 | -0.707278386358255 |
13 | 2.6 | 2.73465500689919 | -0.134655006899194 |
14 | 3.1 | 2.78299687595746 | 0.317003124042542 |
15 | 4.7 | 2.86415919972591 | 1.83584080027409 |
16 | 5.5 | 3.09732627425888 | 2.40267372574112 |
17 | 5.4 | 3.0770134721278 | 2.32298652787220 |
18 | 5.9 | 3.01168147757244 | 2.88831852242756 |
19 | 5.8 | 3.10391837350484 | 2.69608162649516 |
20 | 5.2 | 3.21339514035603 | 1.98660485964397 |
21 | 4.2 | 3.16109460386284 | 1.03890539613716 |
22 | 4.4 | 3.24694720804317 | 1.15305279195683 |
23 | 3.6 | 3.2770348290568 | 0.322965170943201 |
24 | 3.5 | 3.20737664357528 | 0.292623356424725 |
25 | 3.1 | 2.76799881383191 | 0.332001186168095 |
26 | 2.9 | 2.64168854917942 | 0.258311450820578 |
27 | 2.2 | 2.49413679416779 | -0.294136794167785 |
28 | 1.5 | 2.67743867468986 | -1.17743867468986 |
29 | 1.1 | 2.52805364274862 | -1.42805364274862 |
30 | 1.4 | 2.53387163027272 | -1.13387163027272 |
31 | 1.3 | 2.73060231521730 | -1.43060231521730 |
32 | 1.3 | 2.4753158961912 | -1.17531589619120 |
33 | 1.8 | 2.52935076098900 | -0.729350760989003 |
34 | 1.8 | 2.55543950515983 | -0.755439505159827 |
35 | 1.8 | 2.54582621531677 | -0.745826215316766 |
36 | 1.7 | 2.43435988954415 | -0.734359889544146 |
37 | 1.6 | 2.00627964281887 | -0.406279642818871 |
38 | 1.5 | 1.65189278055973 | -0.151892780559731 |
39 | 1.2 | 1.42184033701941 | -0.221840337019414 |
40 | 1.2 | 1.29164314269457 | -0.0916431426945725 |
41 | 1.6 | 1.44401690732282 | 0.155983092677179 |
42 | 1.6 | 1.39694166526222 | 0.203058334737784 |
43 | 1.9 | 1.41526616069693 | 0.484733839303074 |
44 | 2.2 | 1.38208880718172 | 0.817911192818278 |
45 | 2 | 1.67431142930927 | 0.32568857069073 |
46 | 1.7 | 1.70323342313980 | -0.00323342313980343 |
47 | 2.4 | 1.81594568735472 | 0.584054312645279 |
48 | 2.6 | 1.85297705937165 | 0.747022940628348 |
49 | 2.9 | 1.30032236667100 | 1.59967763332900 |
50 | 2.6 | 1.12664370927024 | 1.47335629072976 |
51 | 2.5 | 0.988140645359304 | 1.51185935464070 |
52 | 3.2 | 1.14438499163115 | 2.05561500836885 |
53 | 3.1 | 1.38956539042527 | 1.71043460957473 |
54 | 3.1 | 1.37625894274633 | 1.72374105725367 |
55 | 2.9 | 1.48457453049758 | 1.41542546950242 |
56 | 2.5 | 1.47627665055671 | 1.02372334944329 |
57 | 2.8 | 1.69387855977164 | 1.10612144022836 |
58 | 3.1 | 1.62126396892232 | 1.47873603107768 |
59 | 2.6 | 1.82821719994334 | 0.77178280005666 |
60 | 2.3 | 1.89800802115067 | 0.401991978849332 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.657456813339589 | 0.685086373320822 | 0.342543186660411 |
17 | 0.601296593120375 | 0.79740681375925 | 0.398703406879625 |
18 | 0.779176851760561 | 0.441646296478877 | 0.220823148239439 |
19 | 0.847238818177911 | 0.305522363644177 | 0.152761181822089 |
20 | 0.878597771217957 | 0.242804457564086 | 0.121402228782043 |
21 | 0.878828660033875 | 0.242342679932251 | 0.121171339966125 |
22 | 0.909013485832447 | 0.181973028335106 | 0.0909865141675531 |
23 | 0.914783103823358 | 0.170433792353284 | 0.085216896176642 |
24 | 0.93025528716482 | 0.139489425670359 | 0.0697447128351793 |
25 | 0.950205719195718 | 0.0995885616085647 | 0.0497942808042823 |
26 | 0.966511597047381 | 0.0669768059052376 | 0.0334884029526188 |
27 | 0.975082399954648 | 0.049835200090704 | 0.024917600045352 |
28 | 0.976962504627164 | 0.0460749907456717 | 0.0230374953728359 |
29 | 0.97035458836529 | 0.0592908232694196 | 0.0296454116347098 |
30 | 0.956904243234327 | 0.0861915135313462 | 0.0430957567656731 |
31 | 0.958422865184489 | 0.0831542696310229 | 0.0415771348155114 |
32 | 0.931598691533536 | 0.136802616932927 | 0.0684013084664637 |
33 | 0.902813755400306 | 0.194372489199388 | 0.097186244599694 |
34 | 0.886140861322608 | 0.227718277354785 | 0.113859138677392 |
35 | 0.883494060591474 | 0.233011878817053 | 0.116505939408526 |
36 | 0.885494894593626 | 0.229010210812747 | 0.114505105406374 |
37 | 0.861922351988287 | 0.276155296023426 | 0.138077648011713 |
38 | 0.896535430173259 | 0.206929139653482 | 0.103464569826741 |
39 | 0.933470292543547 | 0.133059414912906 | 0.0665297074564531 |
40 | 0.954573413233655 | 0.0908531735326892 | 0.0454265867663446 |
41 | 0.963431307415793 | 0.0731373851684135 | 0.0365686925842068 |
42 | 0.97458035820665 | 0.0508392835867001 | 0.0254196417933501 |
43 | 0.974421824723528 | 0.0511563505529448 | 0.0255781752764724 |
44 | 0.967170752231286 | 0.0656584955374286 | 0.0328292477687143 |
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 | 2 | 0.0689655172413793 | NOK |
10% type I error level | 12 | 0.413793103448276 | NOK |