| Multiple Linear Regression - Estimated Regression Equation |
| Faillissementen[t] = -150.168524850830 + 7.83109990590287CPI[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) | -150.168524850830 | 453.796083 | -0.3309 | 0.741696 | 0.370848 |
| CPI | 7.83109990590287 | 4.274153 | 1.8322 | 0.071176 | 0.035588 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.2139203175466 |
| R-squared | 0.0457619022592382 |
| Adjusted R-squared | 0.0321299294343702 |
| F-TEST (value) | 3.35695374742512 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 70 |
| p-value | 0.071175591307595 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 153.993608598224 |
| Sum Squared Residuals | 1659982.20423721 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 627 | 621.977925871194 | 5.02207412880633 |
| 2 | 696 | 624.875432836377 | 71.1245671636233 |
| 3 | 825 | 625.971786823203 | 199.028213176797 |
| 4 | 677 | 630.122269773332 | 46.8777302266682 |
| 5 | 656 | 633.176398736634 | 22.8236012633661 |
| 6 | 785 | 632.784843741339 | 152.215156258661 |
| 7 | 412 | 635.447417709346 | -223.447417709346 |
| 8 | 352 | 636.387149698054 | -284.387149698054 |
| 9 | 839 | 636.935326691467 | 202.064673308533 |
| 10 | 729 | 640.77256564536 | 88.2274343546403 |
| 11 | 696 | 639.832833656651 | 56.1671663433487 |
| 12 | 641 | 637.248570687703 | 3.75142931229665 |
| 13 | 695 | 639.441278661356 | 55.5587213386438 |
| 14 | 638 | 644.76642659737 | -6.76642659737017 |
| 15 | 762 | 649.856641536207 | 112.143358463793 |
| 16 | 635 | 651.657794514565 | -16.6577945145647 |
| 17 | 721 | 652.83245950045 | 68.1675404995499 |
| 18 | 854 | 655.26010047128 | 198.73989952872 |
| 19 | 418 | 660.11538241294 | -242.11538241294 |
| 20 | 367 | 660.89849240353 | -293.89849240353 |
| 21 | 824 | 661.838224392238 | 162.161775607762 |
| 22 | 687 | 660.350315410117 | 26.6496845898832 |
| 23 | 601 | 660.11538241294 | -59.1153824129397 |
| 24 | 676 | 659.958760414822 | 16.0412395851783 |
| 25 | 740 | 660.193693411999 | 79.8063065880012 |
| 26 | 691 | 663.717688369655 | 27.2823116303449 |
| 27 | 683 | 663.404444373419 | 19.5955556265810 |
| 28 | 594 | 667.39830532543 | -73.3983053254295 |
| 29 | 729 | 670.452434288732 | 58.5475657112684 |
| 30 | 731 | 670.295812290613 | 60.7041877093866 |
| 31 | 386 | 673.115008256739 | -287.115008256738 |
| 32 | 331 | 674.133051244506 | -343.133051244506 |
| 33 | 707 | 671.783721272735 | 35.216278727265 |
| 34 | 715 | 670.139190292495 | 44.8608097075046 |
| 35 | 657 | 672.17527626803 | -15.1752762680302 |
| 36 | 653 | 673.271630254857 | -20.2716302548566 |
| 37 | 642 | 673.663185250152 | -31.6631852501517 |
| 38 | 643 | 678.126912196516 | -35.1269121965163 |
| 39 | 718 | 678.205223195575 | 39.7947768044246 |
| 40 | 654 | 681.964151150409 | -27.9641511504088 |
| 41 | 632 | 680.946108162641 | -48.9461081626413 |
| 42 | 731 | 680.867797163582 | 50.1322028364176 |
| 43 | 392 | 684.391792121239 | -292.391792121239 |
| 44 | 344 | 683.373749133471 | -339.373749133471 |
| 45 | 792 | 684.156859124062 | 107.843140875938 |
| 46 | 852 | 688.542275071367 | 163.457724928633 |
| 47 | 649 | 696.37337497727 | -47.37337497727 |
| 48 | 629 | 698.722704949041 | -69.722704949041 |
| 49 | 685 | 702.168388907638 | -17.1683889076382 |
| 50 | 617 | 708.276646834242 | -91.2766468342424 |
| 51 | 715 | 714.541526758965 | 0.458473241035302 |
| 52 | 715 | 716.49930173544 | -1.49930173544042 |
| 53 | 629 | 724.252090642284 | -95.2520906422842 |
| 54 | 916 | 729.107372583944 | 186.892627416056 |
| 55 | 531 | 733.727721528427 | -202.727721528427 |
| 56 | 357 | 728.324262593354 | -371.324262593354 |
| 57 | 917 | 729.733860576416 | 187.266139423584 |
| 58 | 828 | 728.167640595236 | 99.8323594047643 |
| 59 | 708 | 722.92080365828 | -14.9208036582807 |
| 60 | 858 | 721.041339680864 | 136.958660319136 |
| 61 | 775 | 721.902760670513 | 53.0972393294866 |
| 62 | 785 | 724.878578634756 | 60.1214213652436 |
| 63 | 1006 | 719.866674694979 | 286.133325305021 |
| 64 | 789 | 721.667827673336 | 67.3321723266637 |
| 65 | 734 | 721.041339680864 | 12.9586603191359 |
| 66 | 906 | 719.396808700625 | 186.603191299375 |
| 67 | 532 | 718.848631707211 | -186.848631707211 |
| 68 | 387 | 721.511205675218 | -334.511205675218 |
| 69 | 991 | 719.240186702506 | 271.759813297494 |
| 70 | 841 | 719.631741697802 | 121.368258302198 |
| 71 | 892 | 721.902760670513 | 170.097239329487 |
| 72 | 782 | 723.312358653576 | 58.6876413464241 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.184799533569330 | 0.369599067138661 | 0.81520046643067 |
| 6 | 0.119575058514962 | 0.239150117029924 | 0.880424941485038 |
| 7 | 0.406336237420098 | 0.812672474840197 | 0.593663762579902 |
| 8 | 0.512903198571293 | 0.974193602857414 | 0.487096801428707 |
| 9 | 0.736686378135761 | 0.526627243728479 | 0.263313621864239 |
| 10 | 0.705420209778591 | 0.589159580442819 | 0.294579790221409 |
| 11 | 0.626578601899202 | 0.746842796201595 | 0.373421398100798 |
| 12 | 0.528222194755099 | 0.943555610489801 | 0.471777805244901 |
| 13 | 0.444079759593997 | 0.888159519187993 | 0.555920240406003 |
| 14 | 0.352518815491764 | 0.705037630983528 | 0.647481184508236 |
| 15 | 0.321942611460695 | 0.643885222921391 | 0.678057388539305 |
| 16 | 0.247882025991931 | 0.495764051983862 | 0.752117974008069 |
| 17 | 0.195724145156816 | 0.391448290313633 | 0.804275854843184 |
| 18 | 0.224557197396625 | 0.449114394793249 | 0.775442802603375 |
| 19 | 0.357537310717394 | 0.715074621434787 | 0.642462689282606 |
| 20 | 0.4866046833133 | 0.9732093666266 | 0.5133953166867 |
| 21 | 0.55404930474323 | 0.89190139051354 | 0.44595069525677 |
| 22 | 0.487988137450697 | 0.975976274901394 | 0.512011862549303 |
| 23 | 0.415596237089237 | 0.831192474178475 | 0.584403762910763 |
| 24 | 0.35049027894558 | 0.70098055789116 | 0.64950972105442 |
| 25 | 0.316993810288469 | 0.633987620576939 | 0.68300618971153 |
| 26 | 0.263181701948566 | 0.526363403897132 | 0.736818298051434 |
| 27 | 0.213375601879739 | 0.426751203759477 | 0.786624398120261 |
| 28 | 0.168538993958513 | 0.337077987917027 | 0.831461006041487 |
| 29 | 0.142539292922434 | 0.285078585844868 | 0.857460707077566 |
| 30 | 0.119900034798776 | 0.239800069597552 | 0.880099965201224 |
| 31 | 0.193900576532663 | 0.387801153065326 | 0.806099423467337 |
| 32 | 0.343931210745724 | 0.687862421491448 | 0.656068789254276 |
| 33 | 0.302915449338445 | 0.605830898676891 | 0.697084550661555 |
| 34 | 0.266452102566609 | 0.532904205133217 | 0.733547897433391 |
| 35 | 0.215334103361962 | 0.430668206723925 | 0.784665896638038 |
| 36 | 0.169917109466141 | 0.339834218932283 | 0.830082890533859 |
| 37 | 0.130266498048077 | 0.260532996096153 | 0.869733501951923 |
| 38 | 0.0975650204399094 | 0.195130040879819 | 0.90243497956009 |
| 39 | 0.0806211418503719 | 0.161242283700744 | 0.919378858149628 |
| 40 | 0.0584266140801642 | 0.116853228160328 | 0.941573385919836 |
| 41 | 0.0407942184913522 | 0.0815884369827044 | 0.959205781508648 |
| 42 | 0.0342519015381133 | 0.0685038030762265 | 0.965748098461887 |
| 43 | 0.0552508278817586 | 0.110501655763517 | 0.944749172118241 |
| 44 | 0.144764683946770 | 0.289529367893539 | 0.85523531605323 |
| 45 | 0.136703634628356 | 0.273407269256711 | 0.863296365371644 |
| 46 | 0.161658629034516 | 0.323317258069033 | 0.838341370965484 |
| 47 | 0.123738392789934 | 0.247476785579867 | 0.876261607210066 |
| 48 | 0.0964523527832184 | 0.192904705566437 | 0.903547647216782 |
| 49 | 0.0740222568635826 | 0.148044513727165 | 0.925977743136417 |
| 50 | 0.0699294109145902 | 0.139858821829180 | 0.93007058908541 |
| 51 | 0.0564502932033749 | 0.112900586406750 | 0.943549706796625 |
| 52 | 0.0447666781156209 | 0.0895333562312417 | 0.95523332188438 |
| 53 | 0.0345425190623266 | 0.0690850381246533 | 0.965457480937673 |
| 54 | 0.0591263365377701 | 0.118252673075540 | 0.94087366346223 |
| 55 | 0.0469733045989618 | 0.0939466091979236 | 0.953026695401038 |
| 56 | 0.225957021771099 | 0.451914043542198 | 0.774042978228901 |
| 57 | 0.241733585633053 | 0.483467171266106 | 0.758266414366947 |
| 58 | 0.213311119810217 | 0.426622239620434 | 0.786688880189783 |
| 59 | 0.159412509470647 | 0.318825018941295 | 0.840587490529353 |
| 60 | 0.129137330534468 | 0.258274661068936 | 0.870862669465532 |
| 61 | 0.0879759149818907 | 0.175951829963781 | 0.91202408501811 |
| 62 | 0.0603008753306398 | 0.120601750661280 | 0.93969912466936 |
| 63 | 0.0910957716614457 | 0.182191543322891 | 0.908904228338554 |
| 64 | 0.0562886538633476 | 0.112577307726695 | 0.943711346136652 |
| 65 | 0.0303407672059227 | 0.0606815344118453 | 0.969659232794077 |
| 66 | 0.0229629325101944 | 0.0459258650203887 | 0.977037067489806 |
| 67 | 0.0430855183497256 | 0.0861710366994513 | 0.956914481650274 |
| 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 | 1 | 0.0158730158730159 | OK |
| 10% type I error level | 8 | 0.126984126984127 | NOK |
