Multiple Linear Regression - Estimated Regression Equation |
productie[t] = + 39.4269137050185 + 0.00395615540853418uitvoer[t] -0.102800561057593t + 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) | 39.4269137050185 | 6.625558 | 5.9507 | 0 | 0 |
uitvoer | 0.00395615540853418 | 0.000378 | 10.4743 | 0 | 0 |
t | -0.102800561057593 | 0.037101 | -2.7709 | 0.007282 | 0.003641 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.804317913693654 |
R-squared | 0.646927306288513 |
Adjusted R-squared | 0.63606353109739 |
F-TEST (value) | 59.549032901302 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 65 |
p-value | 1.99840144432528e-15 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 6.00257543285259 |
Sum Squared Residuals | 2342.00926876055 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 94.6 | 96.8644154833862 | -2.26441548338623 |
2 | 95.9 | 99.0237445849284 | -3.12374458492843 |
3 | 104.7 | 108.007837381733 | -3.30783738173301 |
4 | 102.8 | 103.032240203984 | -0.232240203983869 |
5 | 98.1 | 100.658210822887 | -2.55821082288681 |
6 | 113.9 | 106.701297688987 | 7.19870231101295 |
7 | 80.9 | 97.7165326202294 | -16.8165326202294 |
8 | 95.7 | 93.0728568812563 | 2.62714311874374 |
9 | 113.2 | 107.684976362242 | 5.51502363775847 |
10 | 105.9 | 102.48110901742 | 3.41889098258003 |
11 | 108.8 | 107.668083853113 | 1.13191614688656 |
12 | 102.3 | 103.753923171474 | -1.45392317147401 |
13 | 99 | 102.175872258574 | -3.17587225857402 |
14 | 100.7 | 103.478693714169 | -2.77869371416862 |
15 | 115.5 | 115.244359378714 | 0.255640621286438 |
16 | 100.7 | 100.700009114343 | -9.11434280359558e-06 |
17 | 109.9 | 108.905134911207 | 0.994865088793022 |
18 | 114.6 | 110.091249782250 | 4.50875021775017 |
19 | 85.4 | 101.803559296476 | -16.4035592964759 |
20 | 100.5 | 96.1273269958753 | 4.37267300412466 |
21 | 114.8 | 109.16766593305 | 5.63233406695002 |
22 | 116.5 | 109.984671504477 | 6.51532849552342 |
23 | 112.9 | 110.118844652390 | 2.78115534760981 |
24 | 102 | 100.323463340424 | 1.67653665957613 |
25 | 106 | 105.806754216217 | 0.193245783783469 |
26 | 105.3 | 104.670210246909 | 0.629789753091037 |
27 | 118.8 | 114.310629225989 | 4.48937077401066 |
28 | 106.1 | 104.529490073494 | 1.57050992650627 |
29 | 109.3 | 109.020181557285 | 0.279818442714823 |
30 | 117.2 | 112.702234875572 | 4.49776512442777 |
31 | 92.5 | 108.034426588607 | -15.5344265886070 |
32 | 104.2 | 100.198924666029 | 4.00107533397145 |
33 | 112.5 | 108.726477128688 | 3.77352287131173 |
34 | 122.4 | 117.093014066221 | 5.30698593377937 |
35 | 113.3 | 110.826523378667 | 2.4734766213332 |
36 | 100 | 100.889907318616 | -0.889907318615801 |
37 | 110.7 | 109.788547158596 | 0.911452841403986 |
38 | 112.8 | 110.725028623360 | 2.07497137663964 |
39 | 109.8 | 111.420184608204 | -1.62018460820411 |
40 | 117.3 | 116.604785750652 | 0.695214249347557 |
41 | 109.1 | 111.667958895907 | -2.56795889590694 |
42 | 115.9 | 116.627850411151 | -0.727850411150523 |
43 | 96 | 114.354702992971 | -18.3547029929711 |
44 | 99.8 | 98.761575929798 | 1.03842407020207 |
45 | 116.8 | 115.347421344101 | 1.4525786558991 |
46 | 115.7 | 112.680240847231 | 3.01975915276855 |
47 | 99.4 | 96.4640193072142 | 2.93598069278584 |
48 | 94.3 | 91.3998042483139 | 2.90019575168614 |
49 | 91 | 89.2045930916825 | 1.79540690831746 |
50 | 93.2 | 90.8927440840684 | 2.30725591593164 |
51 | 103.1 | 94.6760749808139 | 8.4239250191861 |
52 | 94.1 | 91.1440789116389 | 2.95592108836112 |
53 | 91.8 | 88.4931186519444 | 3.30688134805557 |
54 | 102.7 | 95.933123992798 | 6.76687600720191 |
55 | 82.6 | 92.0620854051117 | -9.4620854051117 |
56 | 89.1 | 83.2110383891625 | 5.88896161083751 |
57 | 104.5 | 97.6150640956589 | 6.88493590434115 |
58 | 105.1 | 96.9967764848693 | 8.10322351513073 |
59 | 95.1 | 96.6882558425679 | -1.58825584256790 |
60 | 88.7 | 95.793037353181 | -7.0930373531809 |
61 | 86.3 | 93.1313954738834 | -6.83139547388341 |
62 | 91.8 | 95.1336652057068 | -3.33366520570685 |
63 | 111.5 | 107.757025362822 | 3.742974637178 |
64 | 99.7 | 99.9832394646166 | -0.283239464616634 |
65 | 97.5 | 99.9896287928346 | -2.48962879283458 |
66 | 111.7 | 111.206971317757 | 0.493028682243318 |
67 | 86.2 | 102.488851123534 | -16.2888511235342 |
68 | 95.4 | 95.7622595619679 | -0.36225956196784 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.224082851364863 | 0.448165702729726 | 0.775917148635137 |
7 | 0.714505325565865 | 0.57098934886827 | 0.285494674434135 |
8 | 0.879775193378196 | 0.240449613243609 | 0.120224806621804 |
9 | 0.827649702150959 | 0.344700595698082 | 0.172350297849041 |
10 | 0.750741587119463 | 0.498516825761075 | 0.249258412880537 |
11 | 0.674276384192274 | 0.651447231615452 | 0.325723615807726 |
12 | 0.598234455269596 | 0.803531089460808 | 0.401765544730404 |
13 | 0.531518927548521 | 0.936962144902957 | 0.468481072451479 |
14 | 0.458522717312152 | 0.917045434624303 | 0.541477282687848 |
15 | 0.392546884540440 | 0.785093769080879 | 0.60745311545956 |
16 | 0.315506144399651 | 0.631012288799302 | 0.684493855600349 |
17 | 0.239210683463331 | 0.478421366926662 | 0.760789316536669 |
18 | 0.189330952446217 | 0.378661904892433 | 0.810669047553783 |
19 | 0.638079802249111 | 0.723840395501778 | 0.361920197750889 |
20 | 0.71055692988148 | 0.578886140237038 | 0.289443070118519 |
21 | 0.675075515459036 | 0.649848969081927 | 0.324924484540964 |
22 | 0.641238446736572 | 0.717523106526855 | 0.358761553263428 |
23 | 0.566948822272188 | 0.866102355455624 | 0.433051177727812 |
24 | 0.498408412033182 | 0.996816824066363 | 0.501591587966818 |
25 | 0.428214425822482 | 0.856428851644964 | 0.571785574177518 |
26 | 0.357971370975237 | 0.715942741950474 | 0.642028629024763 |
27 | 0.29934298608661 | 0.59868597217322 | 0.70065701391339 |
28 | 0.237764861509706 | 0.475529723019413 | 0.762235138490294 |
29 | 0.190389661093558 | 0.380779322187117 | 0.809610338906442 |
30 | 0.151894425110160 | 0.303788850220319 | 0.84810557488984 |
31 | 0.636784795708818 | 0.726430408582365 | 0.363215204291182 |
32 | 0.604822489133914 | 0.790355021732172 | 0.395177510866086 |
33 | 0.542292863284549 | 0.915414273430902 | 0.457707136715451 |
34 | 0.501937053426956 | 0.996125893146089 | 0.498062946573044 |
35 | 0.433906966805282 | 0.867813933610565 | 0.566093033194718 |
36 | 0.375219841989115 | 0.750439683978229 | 0.624780158010885 |
37 | 0.309610385265875 | 0.619220770531749 | 0.690389614734125 |
38 | 0.251875321468216 | 0.503750642936433 | 0.748124678531784 |
39 | 0.209688372022254 | 0.419376744044508 | 0.790311627977746 |
40 | 0.169958055863829 | 0.339916111727658 | 0.830041944136171 |
41 | 0.138709377540139 | 0.277418755080277 | 0.861290622459861 |
42 | 0.108215815822583 | 0.216431631645166 | 0.891784184177417 |
43 | 0.710015218459314 | 0.579969563081372 | 0.289984781540686 |
44 | 0.673966738837467 | 0.652066522325065 | 0.326033261162533 |
45 | 0.624958345428416 | 0.750083309143169 | 0.375041654571584 |
46 | 0.588087741862229 | 0.823824516275542 | 0.411912258137771 |
47 | 0.553973143248803 | 0.892053713502395 | 0.446026856751197 |
48 | 0.502179744958855 | 0.99564051008229 | 0.497820255041145 |
49 | 0.446892321645939 | 0.893784643291878 | 0.553107678354061 |
50 | 0.390703299544408 | 0.781406599088815 | 0.609296700455592 |
51 | 0.348040325551153 | 0.696080651102306 | 0.651959674448847 |
52 | 0.275369181429590 | 0.550738362859179 | 0.72463081857041 |
53 | 0.206954976595715 | 0.41390995319143 | 0.793045023404285 |
54 | 0.163899194516418 | 0.327798389032837 | 0.836100805483582 |
55 | 0.410838244736696 | 0.821676489473393 | 0.589161755263304 |
56 | 0.386556496955897 | 0.773112993911794 | 0.613443503044103 |
57 | 0.328920286394906 | 0.657840572789812 | 0.671079713605094 |
58 | 0.411208709419804 | 0.822417418839607 | 0.588791290580196 |
59 | 0.309887906324682 | 0.619775812649364 | 0.690112093675318 |
60 | 0.265370110842261 | 0.530740221684522 | 0.734629889157739 |
61 | 0.222562728584453 | 0.445125457168907 | 0.777437271415547 |
62 | 0.157537315551379 | 0.315074631102758 | 0.842462684448621 |
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 | 0 | 0 | OK |
10% type I error level | 0 | 0 | OK |