Multiple Linear Regression - Estimated Regression Equation |
W<25j[t] = -0.85984552928061 + 3.54483298931266`W>25j`[t] -0.171607853890170Inflatie[t] + 0.0397278955082736M1[t] -1.12623947562415M2[t] -2.54488958002931M3[t] -3.63953232460585M4[t] -4.48059367685237M5[t] -4.92702449418643M6[t] -5.00448146757193M7[t] -4.54462317350121M8[t] -4.62640371693578M9[t] -3.97237108806821M10[t] -0.505813455539065M11[t] + 0.0313473298499503t + 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) | -0.85984552928061 | 3.749455 | -0.2293 | 0.819655 | 0.409828 |
`W>25j` | 3.54483298931266 | 0.48463 | 7.3145 | 0 | 0 |
Inflatie | -0.171607853890170 | 0.113298 | -1.5147 | 0.13685 | 0.068425 |
M1 | 0.0397278955082736 | 0.723448 | 0.0549 | 0.95645 | 0.478225 |
M2 | -1.12623947562415 | 0.729722 | -1.5434 | 0.129742 | 0.064871 |
M3 | -2.54488958002931 | 0.735711 | -3.4591 | 0.001197 | 0.000598 |
M4 | -3.63953232460585 | 0.716151 | -5.0821 | 7e-06 | 3e-06 |
M5 | -4.48059367685237 | 0.717846 | -6.2417 | 0 | 0 |
M6 | -4.92702449418643 | 0.729603 | -6.753 | 0 | 0 |
M7 | -5.00448146757193 | 0.720622 | -6.9447 | 0 | 0 |
M8 | -4.54462317350121 | 0.711902 | -6.3838 | 0 | 0 |
M9 | -4.62640371693578 | 0.71322 | -6.4866 | 0 | 0 |
M10 | -3.97237108806821 | 0.718493 | -5.5288 | 2e-06 | 1e-06 |
M11 | -0.505813455539065 | 0.710413 | -0.712 | 0.48014 | 0.24007 |
t | 0.0313473298499503 | 0.014382 | 2.1796 | 0.034558 | 0.017279 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.922272475482965 |
R-squared | 0.850586519033475 |
Adjusted R-squared | 0.804102324955001 |
F-TEST (value) | 18.2984030571235 |
F-TEST (DF numerator) | 14 |
F-TEST (DF denominator) | 45 |
p-value | 4.45199432874688e-14 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.12274196540784 |
Sum Squared Residuals | 56.7247284399538 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 25.6 | 25.1340996799891 | 0.465900320010903 |
2 | 23.7 | 22.7815826734116 | 0.918417326588387 |
3 | 22 | 20.3994731436187 | 1.60052685638134 |
4 | 21.3 | 19.7593041693794 | 1.54069583062059 |
5 | 20.7 | 19.9958792583876 | 0.704120741612372 |
6 | 20.4 | 20.238280012599 | 0.161719987401000 |
7 | 20.3 | 19.7518831431871 | 0.548116856812906 |
8 | 20.4 | 18.8937987129388 | 1.50620128706123 |
9 | 19.8 | 18.8605262847432 | 0.93947371525684 |
10 | 19.5 | 19.1227798029733 | 0.377220197026652 |
11 | 23.1 | 23.6841346621462 | -0.584134662146236 |
12 | 23.5 | 24.5414571756885 | -1.04145717568849 |
13 | 23.5 | 24.2408883167264 | -0.740888316726426 |
14 | 22.9 | 22.8890712596248 | 0.0109287403751691 |
15 | 21.9 | 21.1301244007493 | 0.769875599250668 |
16 | 21.5 | 20.6899916569402 | 0.810008343059813 |
17 | 20.5 | 20.5892442324062 | -0.0892442324061564 |
18 | 20.2 | 20.8831273427846 | -0.68312734278458 |
19 | 19.4 | 20.9399824115831 | -1.53998241158313 |
20 | 19.2 | 21.3625448939477 | -2.16254489394773 |
21 | 18.8 | 20.5688235117225 | -1.76882351172254 |
22 | 18.8 | 20.2422359298133 | -1.44223592981331 |
23 | 22.6 | 22.6938517807876 | -0.093851780787630 |
24 | 23.3 | 22.5392067537031 | 0.76079324629687 |
25 | 23 | 22.6789251206174 | 0.321074879382581 |
26 | 21.4 | 21.578626650113 | -0.178626650112986 |
27 | 19.9 | 20.494324818322 | -0.594324818321984 |
28 | 18.8 | 20.1228352160689 | -1.32283521606891 |
29 | 18.6 | 19.7362476341597 | -1.13624763415968 |
30 | 18.4 | 19.3040033612866 | -0.904003361286556 |
31 | 18.6 | 18.9034104188197 | -0.303410418819732 |
32 | 19.9 | 19.3946160427404 | 0.505383957259591 |
33 | 19.2 | 18.3665368593071 | 0.83346314069293 |
34 | 18.4 | 17.6339836222995 | 0.766016377700477 |
35 | 21.1 | 21.1318885846786 | -0.031888584678619 |
36 | 20.5 | 20.9772435575941 | -0.477243557594123 |
37 | 19.1 | 20.3050306143118 | -1.20503061431178 |
38 | 18.1 | 19.7420908877797 | -1.64209088777970 |
39 | 17 | 18.2346626155014 | -1.23466261550137 |
40 | 17.1 | 17.8460122278593 | -0.746012227859276 |
41 | 17.4 | 17.6766216617692 | -0.276621661769181 |
42 | 16.8 | 16.8898940899648 | -0.0898940899647866 |
43 | 15.3 | 15.6430482665233 | -0.343048266523299 |
44 | 14.3 | 15.4767696487485 | -1.17676964874849 |
45 | 13.4 | 14.1912786844799 | -0.791278684479897 |
46 | 15.3 | 15.4654997433368 | -0.165499743336828 |
47 | 22.1 | 21.0731437139145 | 1.02685628608549 |
48 | 23.7 | 22.0505917251799 | 1.64940827482012 |
49 | 22.2 | 21.0410562683553 | 1.15894373164472 |
50 | 19.5 | 18.6086285290709 | 0.891371470929134 |
51 | 16.6 | 17.1414150218087 | -0.541415021808654 |
52 | 17.3 | 17.5818567297522 | -0.281856729752217 |
53 | 19.8 | 19.0020072132774 | 0.797992786722647 |
54 | 21.2 | 19.6846951933651 | 1.51530480663492 |
55 | 21.5 | 19.8616757598867 | 1.63832424011326 |
56 | 20.6 | 19.2722707016246 | 1.3277292983754 |
57 | 19.1 | 18.3128346597473 | 0.787165340252669 |
58 | 19.6 | 19.135500901577 | 0.464499098423013 |
59 | 23.5 | 23.816981258473 | -0.316981258473003 |
60 | 24 | 24.8915007878344 | -0.891500787834384 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
18 | 3.81648950483327e-05 | 7.63297900966653e-05 | 0.999961835104952 |
19 | 0.032096708147092 | 0.064193416294184 | 0.967903291852908 |
20 | 0.153824221159038 | 0.307648442318077 | 0.846175778840962 |
21 | 0.131458381615298 | 0.262916763230597 | 0.868541618384701 |
22 | 0.115192954468204 | 0.230385908936409 | 0.884807045531796 |
23 | 0.0672808936404348 | 0.134561787280870 | 0.932719106359565 |
24 | 0.0531745335877493 | 0.106349067175499 | 0.94682546641225 |
25 | 0.0386331575387983 | 0.0772663150775966 | 0.961366842461202 |
26 | 0.0320427630591567 | 0.0640855261183134 | 0.967957236940843 |
27 | 0.0273410701098955 | 0.054682140219791 | 0.972658929890104 |
28 | 0.0469535691529899 | 0.0939071383059797 | 0.95304643084701 |
29 | 0.0364119849486726 | 0.0728239698973452 | 0.963588015051327 |
30 | 0.0310862938443072 | 0.0621725876886144 | 0.968913706155693 |
31 | 0.0262048094081598 | 0.0524096188163196 | 0.97379519059184 |
32 | 0.0640144152826126 | 0.128028830565225 | 0.935985584717387 |
33 | 0.0684932271440438 | 0.136986454288088 | 0.931506772855956 |
34 | 0.0633656527420648 | 0.126731305484130 | 0.936634347257935 |
35 | 0.06836541614117 | 0.13673083228234 | 0.93163458385883 |
36 | 0.326329439368213 | 0.652658878736426 | 0.673670560631787 |
37 | 0.670628876188109 | 0.658742247623782 | 0.329371123811891 |
38 | 0.644606756384774 | 0.710786487230452 | 0.355393243615226 |
39 | 0.566441097565652 | 0.867117804868697 | 0.433558902434348 |
40 | 0.484971184241663 | 0.969942368483326 | 0.515028815758337 |
41 | 0.538029654744658 | 0.923940690510685 | 0.461970345255342 |
42 | 0.484545793828947 | 0.969091587657894 | 0.515454206171053 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 1 | 0.04 | NOK |
5% type I error level | 1 | 0.04 | OK |
10% type I error level | 9 | 0.36 | NOK |