| Multiple Linear Regression - Estimated Regression Equation |
| W<25j[t] = + 6.0283260818606 + 2.69535910941759`W>25j`[t] -0.271201565433912Inflatie[t] -0.238306399471402M1[t] -1.47486330634128M2[t] -2.94805085936598M3[t] -3.82645389474653M4[t] -4.40827460192685M5[t] -4.71544560113093M6[t] -4.85845387804123M7[t] -4.52413730096343M8[t] -4.76743039081759M9[t] -4.18398729768748M10[t] -0.54712015654339M11[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) | 6.0283260818606 | 2.09838 | 2.8728 | 0.006136 | 0.003068 |
| `W>25j` | 2.69535910941759 | 0.299566 | 8.9976 | 0 | 0 |
| Inflatie | -0.271201565433912 | 0.107819 | -2.5153 | 0.015448 | 0.007724 |
| M1 | -0.238306399471402 | 0.740577 | -0.3218 | 0.749073 | 0.374537 |
| M2 | -1.47486330634128 | 0.740435 | -1.9919 | 0.052339 | 0.02617 |
| M3 | -2.94805085936598 | 0.740542 | -3.9809 | 0.000242 | 0.000121 |
| M4 | -3.82645389474653 | 0.739417 | -5.175 | 5e-06 | 2e-06 |
| M5 | -4.40827460192685 | 0.745741 | -5.9113 | 0 | 0 |
| M6 | -4.71544560113093 | 0.75202 | -6.2704 | 0 | 0 |
| M7 | -4.85845387804123 | 0.74618 | -6.5111 | 0 | 0 |
| M8 | -4.52413730096343 | 0.740292 | -6.1113 | 0 | 0 |
| M9 | -4.76743039081759 | 0.738669 | -6.4541 | 0 | 0 |
| M10 | -4.18398729768748 | 0.740359 | -5.6513 | 1e-06 | 0 |
| M11 | -0.54712015654339 | 0.738546 | -0.7408 | 0.462575 | 0.231288 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.913680740314576 |
| R-squared | 0.834812495221791 |
| Adjusted R-squared | 0.788129069958384 |
| F-TEST (value) | 17.8824173785758 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 46 |
| p-value | 8.79296635503124e-14 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.16761859153805 |
| Sum Squared Residuals | 62.7133260640438 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 25.6 | 25.2475142742984 | 0.352485725701641 |
| 2 | 23.7 | 22.9582682257126 | 0.741731774287357 |
| 3 | 22 | 20.7849535660362 | 1.21504643396377 |
| 4 | 21.3 | 20.284567067771 | 1.01543293222899 |
| 5 | 20.7 | 20.4842339368726 | 0.215766063127420 |
| 6 | 20.4 | 20.6347742899218 | -0.234774289921848 |
| 7 | 20.3 | 20.0866293193528 | 0.213370680647179 |
| 8 | 20.4 | 19.4512828788372 | 0.948717121162844 |
| 9 | 19.8 | 19.2351099455264 | 0.564890054473616 |
| 10 | 19.5 | 19.4405365015412 | 0.0594634984588263 |
| 11 | 23.1 | 23.8860113755105 | -0.78601137551053 |
| 12 | 23.5 | 24.6484271299089 | -1.14842712990890 |
| 13 | 23.5 | 24.1134646629523 | -0.613464662952346 |
| 14 | 22.9 | 22.8243330974878 | 0.0756669025121628 |
| 15 | 21.9 | 21.054489476978 | 0.845510523022009 |
| 16 | 21.5 | 20.579557480764 | 0.920442519235997 |
| 17 | 20.5 | 20.5368085954672 | -0.0368085954672038 |
| 18 | 20.2 | 20.7687094181466 | -0.568709418146646 |
| 19 | 19.4 | 20.7884220804967 | -1.38842208049668 |
| 20 | 19.2 | 21.0142580314009 | -1.81425803140093 |
| 21 | 18.8 | 20.1776528065765 | -1.37765280657646 |
| 22 | 18.8 | 20.0338486365115 | -1.23384863651147 |
| 23 | 22.6 | 22.8892282013737 | -0.289228201373672 |
| 24 | 23.3 | 22.9243966925769 | 0.375603307423065 |
| 25 | 23 | 22.7945709192791 | 0.205429080720904 |
| 26 | 21.4 | 21.612254325496 | -0.212254325495997 |
| 27 | 19.9 | 20.3272422137829 | -0.427242213782885 |
| 28 | 18.8 | 19.9607908437425 | -1.16079084374246 |
| 29 | 18.6 | 19.7569866736775 | -1.15698667367747 |
| 30 | 18.4 | 19.42269551793 | -1.02269551793001 |
| 31 | 18.6 | 19.0101513300779 | -0.410151330077933 |
| 32 | 19.9 | 19.3444679071557 | 0.555532092844254 |
| 33 | 19.2 | 18.4281678671933 | 0.771832132806741 |
| 34 | 18.4 | 17.9334673165563 | 0.466532683443667 |
| 35 | 21.1 | 21.5703344577004 | -0.470334457700419 |
| 36 | 20.5 | 21.6055029489037 | -1.10550294890369 |
| 37 | 19.1 | 20.7738844144620 | -1.67388441446198 |
| 38 | 18.1 | 19.8594380771285 | -1.75943807712849 |
| 39 | 17 | 18.1964094283001 | -1.19640942830005 |
| 40 | 17.1 | 17.8028379017162 | -0.702837901716238 |
| 41 | 17.4 | 17.6516083902459 | -0.251608390245877 |
| 42 | 16.8 | 17.0477813235566 | -0.247781323556649 |
| 43 | 15.3 | 15.8792040614739 | -0.579204061473933 |
| 44 | 14.3 | 15.7558092862984 | -1.45580928629840 |
| 45 | 13.4 | 14.4327068981850 | -1.03270689818505 |
| 46 | 15.3 | 15.3653807173949 | -0.0653807173949337 |
| 47 | 22.1 | 20.5923431676462 | 1.50765683235381 |
| 48 | 23.7 | 21.5446000178483 | 2.15539998215171 |
| 49 | 22.2 | 20.4705657290082 | 1.72943427099178 |
| 50 | 19.5 | 18.3457062741750 | 1.15429372582496 |
| 51 | 16.6 | 17.0369053149028 | -0.436905314902841 |
| 52 | 17.3 | 17.3722467060063 | -0.0722467060062862 |
| 53 | 19.8 | 18.5703624037369 | 1.22963759626313 |
| 54 | 21.2 | 19.1260394504448 | 2.07396054955515 |
| 55 | 21.5 | 19.3355932085986 | 2.16440679140137 |
| 56 | 20.6 | 18.8341818963078 | 1.76581810369223 |
| 57 | 19.1 | 18.0263624825188 | 1.07363751748115 |
| 58 | 19.6 | 18.8267668279961 | 0.773233172003911 |
| 59 | 23.5 | 23.4620827977692 | 0.0379172022308077 |
| 60 | 24 | 24.2770732107622 | -0.277073210762190 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.0273397186282271 | 0.0546794372564542 | 0.972660281371773 |
| 18 | 0.00744337222734536 | 0.0148867444546907 | 0.992556627772655 |
| 19 | 0.058242086007885 | 0.11648417201577 | 0.941757913992115 |
| 20 | 0.0771353581140986 | 0.154270716228197 | 0.922864641885901 |
| 21 | 0.0512416691428479 | 0.102483338285696 | 0.948758330857152 |
| 22 | 0.0432686461962748 | 0.0865372923925496 | 0.956731353803725 |
| 23 | 0.033097563314059 | 0.066195126628118 | 0.96690243668594 |
| 24 | 0.0188847697040868 | 0.0377695394081736 | 0.981115230295913 |
| 25 | 0.0272949855333516 | 0.0545899710667032 | 0.972705014466648 |
| 26 | 0.0385060487557989 | 0.0770120975115977 | 0.96149395124420 |
| 27 | 0.0571927763169398 | 0.114385552633880 | 0.94280722368306 |
| 28 | 0.140330079191260 | 0.280660158382520 | 0.85966992080874 |
| 29 | 0.193195428098178 | 0.386390856196355 | 0.806804571901822 |
| 30 | 0.259133342988957 | 0.518266685977914 | 0.740866657011043 |
| 31 | 0.297742086947925 | 0.59548417389585 | 0.702257913052075 |
| 32 | 0.318040343268515 | 0.63608068653703 | 0.681959656731485 |
| 33 | 0.324588245472652 | 0.649176490945304 | 0.675411754527348 |
| 34 | 0.245453242412578 | 0.490906484825156 | 0.754546757587422 |
| 35 | 0.175622903943095 | 0.351245807886191 | 0.824377096056905 |
| 36 | 0.159436044018570 | 0.318872088037139 | 0.84056395598143 |
| 37 | 0.175399429796948 | 0.350798859593896 | 0.824600570203052 |
| 38 | 0.45440740900961 | 0.90881481801922 | 0.54559259099039 |
| 39 | 0.684639584106719 | 0.630720831786561 | 0.315360415893281 |
| 40 | 0.805102449894396 | 0.389795100211208 | 0.194897550105604 |
| 41 | 0.793797306097249 | 0.412405387805502 | 0.206202693902751 |
| 42 | 0.679369740748603 | 0.641260518502794 | 0.320630259251397 |
| 43 | 0.549026737485484 | 0.901946525029031 | 0.450973262514516 |
| 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 | 0.0740740740740741 | NOK |
| 10% type I error level | 7 | 0.259259259259259 | NOK |
