Multiple Linear Regression - Estimated Regression Equation
Echtscheidingen[t] = + 2639.47380952381 + 440.710292658731M1[t] + 210.821478174603M2[t] + 431.332663690476M3[t] + 173.577182539683M4[t] + 260.221701388889M5[t] + 334.199553571429M6[t] + 378.577405753968M7[t] + 145.221924603175M8[t] + 228.466443452381M9[t] + 339.510962301587M10[t] + 238.822147817460M11[t] -1.71118551587302t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)2639.4738095238164.87555740.685200
M1440.71029265873180.9898825.441500
M2210.82147817460380.9767232.60350.0100590.00503
M3431.33266369047680.9648165.327400
M4173.57718253968380.9541612.14410.0334680.016734
M5260.22170138888980.9447583.21480.0015670.000784
M6334.19955357142980.9366084.12925.7e-052.9e-05
M7378.57740575396880.9297124.67796e-063e-06
M8145.22192460317580.9240691.79450.0745350.037267
M9228.46644345238180.9196792.82340.005330.002665
M10339.51096230158780.9165444.19584.4e-052.2e-05
M11238.82214781746080.9146622.95150.0036170.001809
t-1.711185515873020.318569-5.371500


Multiple Linear Regression - Regression Statistics
Multiple R0.584418415674032
R-squared0.341544884578946
Adjusted R-squared0.29423074454869
F-TEST (value)7.21866411099392
F-TEST (DF numerator)12
F-TEST (DF denominator)167
p-value1.48240975050840e-10
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation221.592211432607
Sum Squared Residuals8200219.0639881


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
129383078.47291666666-140.472916666662
229092846.8729166666762.1270833333328
331413065.6729166666775.3270833333329
424272806.20625-379.20625
530592891.13958333333167.860416666666
629182963.40625-45.4062500000003
729013006.07291666667-105.072916666667
828232771.0062551.99375
927982852.53958333333-54.5395833333332
1028922961.87291666667-69.872916666667
1129672859.47291666667107.527083333333
1223972618.93958333333-221.939583333333
1334583057.93869047619400.061309523809
1430242826.33869047619197.661309523809
1531003045.1386904761954.8613095238095
1629042785.67202380952118.327976190476
1730562870.60535714286185.394642857143
1827712942.87202380952-171.872023809524
1928972985.53869047619-88.5386904761906
2027722750.4720238095221.5279761904761
2128572832.0053571428624.9946428571428
2230202941.3386904761978.6613095238096
2326482838.93869047619-190.938690476191
2423642598.40535714286-234.405357142857
2531943037.40446428571156.595535714285
2630132805.80446428571207.195535714286
2725603024.60446428571-464.604464285714
2830742765.13779761905308.862202380952
2927462850.07113095238-104.071130952381
3028462922.33779761905-76.3377976190476
3131842965.00446428571218.995535714286
3223542729.93779761905-375.937797619048
3330802811.47113095238268.528869047619
3429632920.8044642857142.1955357142857
3524302818.40446428571-388.404464285714
3622962577.87113095238-281.871130952381
3724163016.87023809524-600.870238095238
3826472785.27023809524-138.270238095238
3927893004.07023809524-215.070238095238
4026852744.60357142857-59.6035714285714
4126662829.53690476190-163.536904761905
4228822901.80357142857-19.8035714285715
4329532944.470238095248.52976190476186
4421272709.40357142857-582.403571428572
4525632790.93690476190-227.936904761905
4630612900.27023809524160.729761904762
4728092797.8702380952411.1297619047618
4828612557.33690476190303.663095238095
4927812996.33601190476-215.336011904762
5025552764.73601190476-209.736011904762
5132062983.53601190476222.463988095238
5225702724.06934523810-154.069345238095
5324102809.00267857143-399.002678571429
5431952881.26934523810313.730654761905
5527362923.93601190476-187.936011904762
5627432688.8693452381054.1306547619047
5729342770.40267857143163.597321428571
5826682879.73601190476-211.736011904762
5929072777.33601190476129.663988095238
6028662536.80267857143329.197321428571
6129832975.801785714297.19821428571394
6228782744.20178571429133.798214285714
6332252963.00178571429261.998214285714
6425152703.53511904762-188.535119047619
6531932788.46845238095404.531547619048
6626632860.73511904762-197.735119047619
6729082903.401785714294.59821428571424
6828962668.33511904762227.664880952381
6928532749.86845238095103.131547619048
7030282859.20178571429168.798214285714
7130532756.80178571429296.198214285714
7224552516.26845238095-61.2684523809523
7334012955.26755952381445.73244047619
7429692723.66755952381245.332440476190
7532432942.46755952381300.532440476190
7628492683.00089285714165.999107142857
7732962767.93422619048528.065773809524
7831212840.20089285714280.799107142857
7931942882.86755952381311.132440476190
8030232647.80089285714375.199107142857
8129842729.33422619048254.665773809524
8235252838.66755952381686.33244047619
8331162736.26755952381379.732440476191
8423832495.73422619048-112.734226190476
8532942934.73333333333359.266666666666
8628822703.13333333333178.866666666667
8728202921.93333333333-101.933333333333
8825832662.46666666667-79.4666666666667
8928032747.455.6
9027672819.66666666667-52.6666666666666
9129452862.3333333333382.6666666666667
9227162627.2666666666788.7333333333333
9326442708.8-64.8
9429562818.13333333333137.866666666667
9525982715.73333333333-117.733333333333
9621712475.2-304.2
9729942914.1991071428679.8008928571425
9826452682.59910714286-37.5991071428571
9927242901.39910714286-177.399107142857
10025502641.93244047619-91.9324404761905
10127072726.86577380952-19.8657738095238
10226792799.13244047619-120.132440476190
10328782841.7991071428636.2008928571428
10423072606.73244047619-299.732440476190
10524962688.26577380952-192.265773809524
10626372797.59910714286-160.599107142857
10724362695.19910714286-259.199107142857
10824262454.66577380952-28.6657738095237
10926072893.66488095238-286.664880952381
11025332662.06488095238-129.064880952381
11128882880.864880952387.13511904761912
11225202621.39821428571-101.398214285714
11322292706.33154761905-477.331547619048
11428042778.5982142857125.4017857142858
11526612821.26488095238-160.264880952381
11625472586.19821428571-39.1982142857143
11725092667.73154761905-158.731547619048
11824652777.06488095238-312.064880952381
11926292674.66488095238-45.664880952381
12027062434.13154761905271.868452380952
12126662873.13065476191-207.130654761905
12224322641.53065476190-209.530654761905
12328362860.33065476190-24.3306547619047
12428882600.86398809524287.136011904762
12525662685.79732142857-119.797321428571
12628022758.0639880952443.936011904762
12726112800.73065476190-189.730654761905
12826832565.66398809524117.336011904762
12926752647.1973214285727.8026785714286
13024342756.53065476190-322.530654761905
13126932654.1306547619038.8693452380953
13226192413.59732142857205.402678571429
13329032852.5964285714350.4035714285711
13425502620.99642857143-70.9964285714285
13529002839.7964285714360.2035714285715
13624562580.32976190476-124.329761904762
13729122665.26309523810246.736904761905
13828832737.52976190476145.470238095238
13924642780.19642857143-316.196428571429
14026552545.12976190476109.870238095238
14124472626.66309523810-179.663095238095
14225922735.99642857143-143.996428571428
14326982633.5964285714364.4035714285715
14422742393.06309523810-119.063095238095
14529012832.0622023809568.9377976190474
14623972600.46220238095-203.462202380952
14730042819.26220238095184.737797619048
14826142559.7955357142954.2044642857144
14928822644.72886904762237.271130952381
15026712716.99553571429-45.9955357142857
15127612759.662202380951.33779761904765
15228062524.59553571429281.404464285714
15324142606.12886904762-192.128869047619
15426732715.46220238095-42.4622023809523
15527482613.06220238095134.937797619048
15621122372.52886904762-260.528869047619
15729032811.5279761904891.4720238095235
15826332579.9279761904853.0720238095239
15926842798.72797619048-114.727976190476
16028612539.26130952381321.738690476191
16125042624.19464285714-120.194642857143
16227082696.4613095238111.5386904761906
16329612739.12797619048221.872023809524
16425352504.0613095238130.9386904761905
16526882585.59464285714102.405357142857
16626992694.927976190484.07202380952389
16724692592.52797619048-123.527976190476
16825852351.99464285714233.005357142857
16925822790.99375-208.993750000000
17024802559.39375-79.3937499999999
17127092778.19375-69.1937499999999
17224412518.72708333333-77.7270833333332
17321822603.66041666667-421.660416666667
17425852675.92708333333-90.9270833333333
17528812718.59375162.40625
17624222483.52708333333-61.5270833333333
17726902565.06041666667124.939583333333
17826592674.39375-15.3937499999999
17925352571.99375-36.99375
18026132331.46041666667281.539583333333


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
160.4711131148518550.942226229703710.528886885148145
170.4067222547688370.8134445095376750.593277745231163
180.4278231283390370.8556462566780740.572176871660963
190.3287242253845150.657448450769030.671275774615485
200.2558711978150320.5117423956300640.744128802184968
210.1719404376586870.3438808753173730.828059562341313
220.1097880072533620.2195760145067250.890211992746638
230.1731580254572790.3463160509145570.826841974542721
240.1252610872183090.2505221744366180.874738912781691
250.08744441632395660.1748888326479130.912555583676043
260.05751434803003090.1150286960600620.94248565196997
270.280554027590190.561108055180380.71944597240981
280.3766916002581990.7533832005163990.623308399741801
290.4003016777007720.8006033554015430.599698322299228
300.3298463939030870.6596927878061740.670153606096913
310.3344872060982520.6689744121965040.665512793901748
320.453816902461580.907633804923160.54618309753842
330.4522083286797550.904416657359510.547791671320245
340.3853753570529960.7707507141059920.614624642947004
350.4542929088432790.9085858176865580.545707091156721
360.4136241077149390.8272482154298780.586375892285061
370.7837734885205430.4324530229589140.216226511479457
380.7627394245044480.4745211509911030.237260575495552
390.7288319733993850.5423360532012290.271168026600615
400.6790723740175460.6418552519649070.320927625982454
410.6455722209211960.7088555581576080.354427779078804
420.6134864308226260.7730271383547490.386513569177375
430.5630093032139060.8739813935721870.436990696786094
440.7113640439087180.5772719121825650.288635956091282
450.7015894215645550.596821156870890.298410578435445
460.6954032524243910.6091934951512190.304596747575609
470.6913209156042890.6173581687914230.308679084395711
480.8380222797509060.3239554404981880.161977720249094
490.8240108182570520.3519783634858950.175989181742948
500.8174466528703720.3651066942592570.182553347129628
510.8584531633028270.2830936733943470.141546836697173
520.8396998065406740.3206003869186520.160300193459326
530.8869536776064550.2260926447870890.113046322393544
540.9228192127276090.1543615745447820.077180787272391
550.9165457007159330.1669085985681340.083454299284067
560.9218205779403530.1563588441192950.0781794220596473
570.9125117248147840.1749765503704330.0874882751852163
580.9135135240306440.1729729519387120.0864864759693562
590.9109179496192320.1781641007615360.0890820503807679
600.936736306038940.1265273879221190.0632636939610596
610.9241047238609330.1517905522781340.075895276139067
620.9093118606020050.1813762787959890.0906881393979945
630.914806832708040.1703863345839210.0851931672919604
640.9130915580034330.1738168839931340.0869084419965668
650.9423440009978740.1153119980042520.0576559990021262
660.9435749491049550.1128501017900910.0564250508950455
670.9301226508728070.1397546982543860.0698773491271932
680.9351944151108180.1296111697783630.0648055848891815
690.919505035783160.1609899284336780.0804949642168391
700.9056257547205290.1887484905589430.0943742452794714
710.9111154275224780.1777691449550430.0888845724775216
720.8963710149556760.2072579700886470.103628985044324
730.932239533802040.1355209323959220.0677604661979608
740.9266989356491240.1466021287017530.0733010643508764
750.9282132337154920.1435735325690160.0717867662845078
760.9152390225364060.1695219549271870.0847609774635935
770.9599664367282530.0800671265434950.0400335632717475
780.9597364355333080.08052712893338340.0402635644666917
790.9626659762312230.0746680475375550.0373340237687775
800.9716283010657930.05674339786841440.0283716989342072
810.9722168063943150.05556638721137010.0277831936056850
820.9979844340897370.004031131820526720.00201556591026336
830.9990846127268460.001830774546308450.000915387273154224
840.9989219513366640.002156097326671420.00107804866333571
850.999532153182330.0009356936353386570.000467846817669329
860.9996373415108140.0007253169783727530.000362658489186376
870.9995915309582190.0008169380835627860.000408469041781393
880.999474584111620.001050831776758270.000525415888379134
890.999460354381040.001079291237919760.00053964561895988
900.9992936408345640.001412718330871450.000706359165435723
910.9991625951315180.00167480973696430.00083740486848215
920.9989052571537160.002189485692568510.00109474284628425
930.9987435729449870.002512854110025130.00125642705501256
940.9991986029413530.001602794117293950.000801397058646976
950.9990526052026750.001894789594649640.000947394797324819
960.9994412692509910.001117461498017230.000558730749008617
970.9994312421512430.001137515697513890.000568757848756944
980.999366702494050.001266595011898890.000633297505949446
990.999291939688980.001416120622040260.00070806031102013
1000.9990346877635820.001930624472836110.000965312236418057
1010.9989204073667530.002159185266493790.00107959263324690
1020.9985837726717430.002832454656514090.00141622732825705
1030.998285553400580.003428893198839570.00171444659941978
1040.9988724880279140.002255023944171380.00112751197208569
1050.9987010947090220.002597810581956890.00129890529097844
1060.99853729443730.002925411125398060.00146270556269903
1070.9986368241323120.00272635173537540.0013631758676877
1080.9980252097398970.003949580520206170.00197479026010308
1090.9982687524481190.003462495103763050.00173124755188152
1100.9977174877291710.004565024541657710.00228251227082885
1110.996721232174350.006557535651299550.00327876782564978
1120.995834383790290.008331232419419080.00416561620970954
1130.9987517975170730.002496404965853670.00124820248292684
1140.9981465938843270.003706812231346350.00185340611567317
1150.9976062667861720.004787466427655560.00239373321382778
1160.9967120558562090.006575888287582320.00328794414379116
1170.9958284453950370.008343109209926690.00417155460496334
1180.9962707197745280.007458560450943840.00372928022547192
1190.9946610263266840.01067794734663270.00533897367331633
1200.9950461336191240.009907732761751240.00495386638087562
1210.994667610563630.01066477887273890.00533238943636943
1220.9935937092559230.01281258148815480.0064062907440774
1230.990838971859040.01832205628192030.00916102814096015
1240.9920068545776910.0159862908446180.007993145422309
1250.9893446638097460.02131067238050800.0106553361902540
1260.9850723448983030.02985531020339460.0149276551016973
1270.983894724017740.03221055196452070.0161052759822603
1280.9782174465700730.04356510685985390.0217825534299270
1290.9704753035146750.0590493929706490.0295246964853245
1300.9760551447800820.04788971043983630.0239448552199181
1310.9669624224464860.06607515510702860.0330375775535143
1320.9623640634422830.07527187311543380.0376359365577169
1330.9499413949859020.1001172100281970.0500586050140984
1340.9334828168498730.1330343663002550.0665171831501274
1350.9139282719912830.1721434560174340.0860717280087172
1360.907677459135740.1846450817285200.0923225408642601
1370.9285464106263130.1429071787473740.0714535893736869
1380.9217751881512050.1564496236975900.0782248118487948
1390.959272389518130.08145522096374080.0407276104818704
1400.9443150723183580.1113698553632830.0556849276816416
1410.9390043922528620.1219912154942750.0609956077471376
1420.9265676056231280.1468647887537440.0734323943768718
1430.9015594109474550.1968811781050890.0984405890525447
1440.900439737950070.1991205240998590.0995602620499295
1450.8710074473506430.2579851052987130.128992552649357
1460.865454379937170.2690912401256580.134545620062829
1470.857195099042880.2856098019142410.142804900957120
1480.8206476199219420.3587047601561170.179352380078058
1490.9141194201866180.1717611596267650.0858805798133825
1500.8795307456974540.2409385086050920.120469254302546
1510.8644231128494180.2711537743011630.135576887150582
1520.8791520440808730.2416959118382530.120847955919127
1530.9052083175159660.1895833649680680.094791682484034
1540.867042862602550.2659142747949000.132957137397450
1550.8423028977179440.3153942045641120.157697102282056
1560.9944747323360280.01105053532794420.00552526766397211
1570.9940907241896030.01181855162079360.0059092758103968
1580.9873870068808170.02522598623836580.0126129931191829
1590.9789642572453770.04207148550924660.0210357427546233
1600.994805401253360.01038919749328010.00519459874664007
1610.9994588599008680.001082280198263110.000541140099131556
1620.9988309232038430.002338153592313980.00116907679615699
1630.9959819291826220.008036141634755820.00401807081737791
1640.9962901386817280.007419722636543310.00370986131827166


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level420.281879194630872NOK
5% type I error level570.38255033557047NOK
10% type I error level660.442953020134228NOK