| Multiple Linear Regression - Estimated Regression Equation |
| Prijsindex[t] = + 79.1605555555556 -19.7430555555555x[t] -5.97291666666664Q1[t] -4.25861111111111Q2[t] + 1.25569444444444Q3[t] + 3.01569444444444t + 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) | 79.1605555555556 | 12.182459 | 6.4979 | 0 | 0 |
| x | -19.7430555555555 | 16.550388 | -1.1929 | 0.241165 | 0.120582 |
| Q1 | -5.97291666666664 | 12.162002 | -0.4911 | 0.626502 | 0.313251 |
| Q2 | -4.25861111111111 | 12.059193 | -0.3531 | 0.726162 | 0.363081 |
| Q3 | 1.25569444444444 | 11.997086 | 0.1047 | 0.917255 | 0.458628 |
| t | 3.01569444444444 | 0.705711 | 4.2733 | 0.000147 | 7.3e-05 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.74498609246019 |
| R-squared | 0.555004277959104 |
| Adjusted R-squared | 0.489563730600149 |
| F-TEST (value) | 8.4810457790762 |
| F-TEST (DF numerator) | 5 |
| F-TEST (DF denominator) | 34 |
| p-value | 2.72459513577239e-05 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 26.7798465371920 |
| Sum Squared Residuals | 24383.4461388889 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 124.1 | 76.203333333333 | 47.8966666666669 |
| 2 | 124.4 | 80.9333333333333 | 43.4666666666667 |
| 3 | 115.7 | 89.4633333333334 | 26.2366666666666 |
| 4 | 108.3 | 91.2233333333333 | 17.0766666666667 |
| 5 | 102.3 | 88.2661111111111 | 14.0338888888889 |
| 6 | 104.6 | 92.9961111111111 | 11.6038888888889 |
| 7 | 104 | 101.526111111111 | 2.47388888888888 |
| 8 | 103.5 | 103.286111111111 | 0.213888888888878 |
| 9 | 96 | 100.328888888889 | -4.32888888888892 |
| 10 | 96.6 | 105.058888888889 | -8.4588888888889 |
| 11 | 95.4 | 113.588888888889 | -18.1888888888889 |
| 12 | 92.1 | 115.348888888889 | -23.2488888888889 |
| 13 | 93 | 112.391666666667 | -19.3916666666667 |
| 14 | 90.4 | 117.121666666667 | -26.7216666666667 |
| 15 | 93.3 | 125.651666666667 | -32.3516666666667 |
| 16 | 97.1 | 127.411666666667 | -30.3116666666667 |
| 17 | 111 | 104.711388888889 | 6.28861111111107 |
| 18 | 114.1 | 109.441388888889 | 4.65861111111108 |
| 19 | 113.3 | 117.971388888889 | -4.67138888888891 |
| 20 | 111 | 119.731388888889 | -8.7313888888889 |
| 21 | 107.2 | 116.774166666667 | -9.5741666666667 |
| 22 | 118.3 | 121.504166666667 | -3.20416666666669 |
| 23 | 134.1 | 130.034166666667 | 4.06583333333332 |
| 24 | 139 | 131.794166666667 | 7.20583333333333 |
| 25 | 116.7 | 128.836944444444 | -12.1369444444445 |
| 26 | 112.5 | 133.566944444444 | -21.0669444444445 |
| 27 | 122.8 | 142.096944444444 | -19.2969444444444 |
| 28 | 130 | 143.856944444444 | -13.8569444444444 |
| 29 | 125.6 | 140.899722222222 | -15.2997222222222 |
| 30 | 123.8 | 145.629722222222 | -21.8297222222222 |
| 31 | 135.8 | 154.159722222222 | -18.3597222222222 |
| 32 | 136.4 | 155.919722222222 | -19.5197222222222 |
| 33 | 135.3 | 152.9625 | -17.6625 |
| 34 | 149.5 | 157.6925 | -8.1925 |
| 35 | 159.6 | 166.2225 | -6.62249999999999 |
| 36 | 161.4 | 167.9825 | -6.58249999999998 |
| 37 | 175.2 | 165.025277777778 | 10.1747222222222 |
| 38 | 199.5 | 169.755277777778 | 29.7447222222222 |
| 39 | 245 | 178.285277777778 | 66.7147222222222 |
| 40 | 257.8 | 180.045277777778 | 77.7547222222223 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 9 | 0.0220183346608910 | 0.0440366693217819 | 0.97798166533911 |
| 10 | 0.00488107057225536 | 0.00976214114451071 | 0.995118929427745 |
| 11 | 0.00118168682164887 | 0.00236337364329774 | 0.998818313178351 |
| 12 | 0.000264981509523202 | 0.000529963019046404 | 0.999735018490477 |
| 13 | 0.000122064367099393 | 0.000244128734198787 | 0.9998779356329 |
| 14 | 2.43370799453349e-05 | 4.86741598906698e-05 | 0.999975662920055 |
| 15 | 1.10094978431836e-05 | 2.20189956863672e-05 | 0.999988990502157 |
| 16 | 1.92105853082403e-05 | 3.84211706164806e-05 | 0.999980789414692 |
| 17 | 6.11361903611325e-06 | 1.22272380722265e-05 | 0.999993886380964 |
| 18 | 2.07522291752170e-06 | 4.15044583504339e-06 | 0.999997924777082 |
| 19 | 4.91423038807217e-07 | 9.82846077614434e-07 | 0.999999508576961 |
| 20 | 9.80953854631272e-08 | 1.96190770926254e-07 | 0.999999901904615 |
| 21 | 2.69723808729944e-08 | 5.39447617459889e-08 | 0.999999973027619 |
| 22 | 6.59927117037884e-08 | 1.31985423407577e-07 | 0.999999934007288 |
| 23 | 1.17911427996819e-05 | 2.35822855993638e-05 | 0.9999882088572 |
| 24 | 0.000512984063784141 | 0.00102596812756828 | 0.999487015936216 |
| 25 | 0.000848611150664959 | 0.00169722230132992 | 0.999151388849335 |
| 26 | 0.000679764727320419 | 0.00135952945464084 | 0.99932023527268 |
| 27 | 0.000524832347253936 | 0.00104966469450787 | 0.999475167652746 |
| 28 | 0.00113368294260298 | 0.00226736588520597 | 0.998866317057397 |
| 29 | 0.00752126100544916 | 0.0150425220108983 | 0.99247873899455 |
| 30 | 0.0131554986796163 | 0.0263109973592325 | 0.986844501320384 |
| 31 | 0.0161306434962365 | 0.0322612869924731 | 0.983869356503764 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 19 | 0.826086956521739 | NOK |
| 5% type I error level | 23 | 1 | NOK |
| 10% type I error level | 23 | 1 | NOK |
