| Multiple Linear Regression - Estimated Regression Equation |
| CPI[t] = + 102.109995585164 + 0.00584361109028173Faillissementen[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) | 102.109995585164 | 2.22663 | 45.8585 | 0 | 0 |
| Faillissementen | 0.00584361109028173 | 0.003189 | 1.8322 | 0.071176 | 0.035588 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.2139203175466 |
| R-squared | 0.0457619022592383 |
| Adjusted R-squared | 0.0321299294343703 |
| F-TEST (value) | 3.35695374742513 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 70 |
| p-value | 0.0711755913075947 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 4.2066072515111 |
| Sum Squared Residuals | 1238.68811979260 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 98.6 | 105.773939738771 | -7.17393973877095 |
| 2 | 98.97 | 106.177148904000 | -7.20714890400045 |
| 3 | 99.11 | 106.930974734647 | -7.82097473464679 |
| 4 | 99.64 | 106.066120293285 | -6.4261202932851 |
| 5 | 100.03 | 105.943404460389 | -5.91340446038918 |
| 6 | 99.98 | 106.697230291036 | -6.71723029103552 |
| 7 | 100.32 | 104.517563354360 | -4.19756335436044 |
| 8 | 100.44 | 104.166946688944 | -3.72694668894354 |
| 9 | 100.51 | 107.012785289911 | -6.50278528991073 |
| 10 | 101 | 106.369988069980 | -5.36998806997974 |
| 11 | 100.88 | 106.177148904000 | -5.29714890400045 |
| 12 | 100.55 | 105.855750294035 | -5.30575029403496 |
| 13 | 100.83 | 106.171305292910 | -5.34130529291017 |
| 14 | 101.51 | 105.838219460764 | -4.3282194607641 |
| 15 | 102.16 | 106.562827235959 | -4.40282723595905 |
| 16 | 102.39 | 105.820688627493 | -3.43068862749326 |
| 17 | 102.54 | 106.323239181257 | -3.78323918125748 |
| 18 | 102.85 | 107.100439456265 | -4.25043945626497 |
| 19 | 103.47 | 104.552625020902 | -1.08262502090213 |
| 20 | 103.57 | 104.254600855298 | -0.684600855297766 |
| 21 | 103.69 | 106.925131123557 | -3.23513112355651 |
| 22 | 103.5 | 106.124556404188 | -2.62455640418791 |
| 23 | 103.47 | 105.622005850424 | -2.15200585042369 |
| 24 | 103.45 | 106.060276682195 | -2.61027668219481 |
| 25 | 103.48 | 106.434267791973 | -2.95426779197284 |
| 26 | 103.93 | 106.147930848549 | -2.21793084854903 |
| 27 | 103.89 | 106.101181959827 | -2.21118195982679 |
| 28 | 104.4 | 105.581100572792 | -1.18110057279171 |
| 29 | 104.79 | 106.369988069980 | -1.57998806997974 |
| 30 | 104.77 | 106.381675292160 | -1.61167529216031 |
| 31 | 105.13 | 104.365629466013 | 0.764370533986883 |
| 32 | 105.26 | 104.044230856048 | 1.21576914395239 |
| 33 | 104.96 | 106.241428625994 | -1.28142862599355 |
| 34 | 104.75 | 106.288177514716 | -1.5381775147158 |
| 35 | 105.01 | 105.949248071479 | -0.939248071479456 |
| 36 | 105.15 | 105.925873627118 | -0.775873627118328 |
| 37 | 105.2 | 105.861593905125 | -0.661593905125232 |
| 38 | 105.77 | 105.867437516216 | -0.0974375162155204 |
| 39 | 105.78 | 106.305708347987 | -0.525708347986645 |
| 40 | 106.26 | 105.931717238209 | 0.32828276179139 |
| 41 | 106.13 | 105.803157794222 | 0.326842205777578 |
| 42 | 106.12 | 106.381675292160 | -0.261675292160304 |
| 43 | 106.57 | 104.400691132555 | 2.16930886744519 |
| 44 | 106.44 | 104.120197800221 | 2.31980219977872 |
| 45 | 106.54 | 106.738135568667 | -0.198135568667488 |
| 46 | 107.1 | 107.088752234084 | 0.0112477659155968 |
| 47 | 108.1 | 105.902499182757 | 2.19750081724279 |
| 48 | 108.4 | 105.785626960952 | 2.61437303904843 |
| 49 | 108.84 | 106.112869182007 | 2.72713081799265 |
| 50 | 109.62 | 105.715503627868 | 3.90449637213181 |
| 51 | 110.42 | 106.288177514716 | 4.1318224852842 |
| 52 | 110.67 | 106.288177514716 | 4.3818224852842 |
| 53 | 111.66 | 105.785626960952 | 5.87437303904842 |
| 54 | 112.28 | 107.462743343862 | 4.81725665613757 |
| 55 | 112.87 | 105.212953074104 | 7.65704692589604 |
| 56 | 112.18 | 104.196164744395 | 7.98383525560506 |
| 57 | 112.36 | 107.468586954953 | 4.89141304504729 |
| 58 | 112.16 | 106.948505567918 | 5.21149443208236 |
| 59 | 111.49 | 106.247272237084 | 5.24272776291617 |
| 60 | 111.25 | 107.123813900626 | 4.12618609937391 |
| 61 | 111.36 | 106.638794180133 | 4.7212058198673 |
| 62 | 111.74 | 106.697230291036 | 5.04276970896447 |
| 63 | 111.1 | 107.988668341988 | 3.11133165801221 |
| 64 | 111.33 | 106.720604735397 | 4.60939526460335 |
| 65 | 111.25 | 106.399206125431 | 4.85079387456885 |
| 66 | 111.04 | 107.404307232960 | 3.63569276704040 |
| 67 | 110.97 | 105.218796685194 | 5.75120331480575 |
| 68 | 111.31 | 104.371473077103 | 6.9385269228966 |
| 69 | 111.02 | 107.901014175634 | 3.11898582436644 |
| 70 | 111.07 | 107.024472512091 | 4.04552748790869 |
| 71 | 111.36 | 107.322496677696 | 4.03750332230433 |
| 72 | 111.54 | 106.679699457765 | 4.86030054223533 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.00643062129253263 | 0.0128612425850653 | 0.993569378707467 |
| 6 | 0.00159963217997478 | 0.00319926435994956 | 0.998400367820025 |
| 7 | 0.000424917605126498 | 0.000849835210252996 | 0.999575082394873 |
| 8 | 7.19326592917486e-05 | 0.000143865318583497 | 0.999928067340708 |
| 9 | 6.76801527059401e-05 | 0.000135360305411880 | 0.999932319847294 |
| 10 | 6.1251738648522e-05 | 0.000122503477297044 | 0.999938748261352 |
| 11 | 3.27571337805318e-05 | 6.55142675610637e-05 | 0.99996724286622 |
| 12 | 1.14391896602778e-05 | 2.28783793205555e-05 | 0.99998856081034 |
| 13 | 5.60762694100396e-06 | 1.12152538820079e-05 | 0.99999439237306 |
| 14 | 6.08796943080518e-06 | 1.21759388616104e-05 | 0.99999391203057 |
| 15 | 1.71110105254843e-05 | 3.42220210509687e-05 | 0.999982888989475 |
| 16 | 3.50598219088603e-05 | 7.01196438177206e-05 | 0.999964940178091 |
| 17 | 6.57989771804992e-05 | 0.000131597954360998 | 0.99993420102282 |
| 18 | 0.000127102461328258 | 0.000254204922656516 | 0.999872897538672 |
| 19 | 0.000335630539051721 | 0.000671261078103441 | 0.999664369460948 |
| 20 | 0.000398906644123061 | 0.000797813288246122 | 0.999601093355877 |
| 21 | 0.00109987865438494 | 0.00219975730876987 | 0.998900121345615 |
| 22 | 0.00162829160591533 | 0.00325658321183066 | 0.998371708394085 |
| 23 | 0.00197638366598431 | 0.00395276733196862 | 0.998023616334016 |
| 24 | 0.00261694874633757 | 0.00523389749267514 | 0.997383051253662 |
| 25 | 0.00386460632013555 | 0.0077292126402711 | 0.996135393679864 |
| 26 | 0.00594845250558333 | 0.0118969050111667 | 0.994051547494417 |
| 27 | 0.0088094289224485 | 0.017618857844897 | 0.991190571077551 |
| 28 | 0.0127995647809938 | 0.0255991295619876 | 0.987200435219006 |
| 29 | 0.0231471851786114 | 0.0462943703572229 | 0.976852814821389 |
| 30 | 0.0387253999307816 | 0.0774507998615632 | 0.961274600069218 |
| 31 | 0.0453697935673204 | 0.0907395871346408 | 0.95463020643268 |
| 32 | 0.0456880548493623 | 0.0913761096987246 | 0.954311945150638 |
| 33 | 0.0712250472671665 | 0.142450094534333 | 0.928774952732834 |
| 34 | 0.109433881531157 | 0.218867763062315 | 0.890566118468843 |
| 35 | 0.155322585218564 | 0.310645170437127 | 0.844677414781436 |
| 36 | 0.218383207209663 | 0.436766414419327 | 0.781616792790337 |
| 37 | 0.301667836475998 | 0.603335672951997 | 0.698332163524002 |
| 38 | 0.402374613159346 | 0.804749226318691 | 0.597625386840654 |
| 39 | 0.545285205485311 | 0.909429589029377 | 0.454714794514688 |
| 40 | 0.665242067959318 | 0.669515864081365 | 0.334757932040682 |
| 41 | 0.777867533992098 | 0.444264932015803 | 0.222132466007902 |
| 42 | 0.894971252849956 | 0.210057494300088 | 0.105028747150044 |
| 43 | 0.932102616282265 | 0.135794767435470 | 0.0678973837177351 |
| 44 | 0.971324185445222 | 0.0573516291095551 | 0.0286758145547775 |
| 45 | 0.996334517755363 | 0.00733096448927454 | 0.00366548224463727 |
| 46 | 0.999811455366968 | 0.000377089266064803 | 0.000188544633032401 |
| 47 | 0.999985110546918 | 2.97789061647867e-05 | 1.48894530823933e-05 |
| 48 | 0.999999427711169 | 1.14457766239746e-06 | 5.72288831198732e-07 |
| 49 | 0.999999989886336 | 2.02273286426521e-08 | 1.01136643213260e-08 |
| 50 | 0.99999999961079 | 7.78420848778272e-10 | 3.89210424389136e-10 |
| 51 | 0.999999999881673 | 2.36654807852616e-10 | 1.18327403926308e-10 |
| 52 | 0.999999999931169 | 1.37662419028644e-10 | 6.88312095143218e-11 |
| 53 | 0.999999999847127 | 3.05745467685714e-10 | 1.52872733842857e-10 |
| 54 | 0.999999999895579 | 2.08842987132549e-10 | 1.04421493566274e-10 |
| 55 | 0.999999999987335 | 2.53302067431205e-11 | 1.26651033715603e-11 |
| 56 | 0.999999999983515 | 3.29694328016840e-11 | 1.64847164008420e-11 |
| 57 | 0.999999999997333 | 5.33486478909265e-12 | 2.66743239454632e-12 |
| 58 | 0.999999999999808 | 3.84789615230864e-13 | 1.92394807615432e-13 |
| 59 | 0.999999999998304 | 3.39243523319892e-12 | 1.69621761659946e-12 |
| 60 | 0.999999999975602 | 4.87961113212484e-11 | 2.43980556606242e-11 |
| 61 | 0.999999999681459 | 6.37082684147208e-10 | 3.18541342073604e-10 |
| 62 | 0.999999999641743 | 7.1651321117081e-10 | 3.58256605585405e-10 |
| 63 | 0.999999993216299 | 1.35674020977489e-08 | 6.78370104887444e-09 |
| 64 | 0.99999989304974 | 2.13900517744144e-07 | 1.06950258872072e-07 |
| 65 | 0.999998080202973 | 3.83959405469148e-06 | 1.91979702734574e-06 |
| 66 | 0.99997082986388 | 5.83402722397129e-05 | 2.91701361198564e-05 |
| 67 | 0.999754662594524 | 0.000490674810951721 | 0.000245337405475860 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 43 | 0.682539682539683 | NOK |
| 5% type I error level | 48 | 0.761904761904762 | NOK |
| 10% type I error level | 52 | 0.825396825396825 | NOK |
