| Multiple Linear Regression - Estimated Regression Equation |
| Faillissementen[t] = -239.725864032335 + 8.866157329222CPI[t] + 5.27664544508994M1[t] -15.1629692504744M2[t] + 89.9775532923783M3[t] -20.8177018483159M4[t] -17.1778900204776M5[t] + 118.876386531072M6[t] -259.840863516247M7[t] -348.482096774114M8[t] + 140.361893039137M9[t] + 69.9563799283681M10[t] -5.95566921335386M11[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) | -239.725864032335 | 204.542789 | -1.172 | 0.245905 | 0.122952 |
| CPI | 8.866157329222 | 1.899015 | 4.6688 | 1.8e-05 | 9e-06 |
| M1 | 5.27664544508994 | 39.247925 | 0.1344 | 0.893509 | 0.446755 |
| M2 | -15.1629692504744 | 39.161969 | -0.3872 | 0.700012 | 0.350006 |
| M3 | 89.9775532923783 | 39.142337 | 2.2987 | 0.02508 | 0.01254 |
| M4 | -20.8177018483159 | 39.10371 | -0.5324 | 0.596468 | 0.298234 |
| M5 | -17.1778900204776 | 39.082699 | -0.4395 | 0.661886 | 0.330943 |
| M6 | 118.876386531072 | 39.076761 | 3.0421 | 0.003503 | 0.001751 |
| M7 | -259.840863516247 | 39.064108 | -6.6517 | 0 | 0 |
| M8 | -348.482096774114 | 39.064466 | -8.9207 | 0 | 0 |
| M9 | 140.361893039137 | 39.064836 | 3.593 | 0.000667 | 0.000334 |
| M10 | 69.9563799283681 | 39.063541 | 1.7908 | 0.07845 | 0.039225 |
| M11 | -5.95566921335386 | 39.062801 | -0.1525 | 0.879341 | 0.439671 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.919098600199838 |
| R-squared | 0.844742236889301 |
| Adjusted R-squared | 0.813164386765091 |
| F-TEST (value) | 26.7511003303439 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 59 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 67.6587541936089 |
| Sum Squared Residuals | 270084.71412284 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 627 | 639.753894074044 | -12.7538940740442 |
| 2 | 696 | 622.594757590291 | 73.4052424097091 |
| 3 | 825 | 728.976542159235 | 96.0234578407654 |
| 4 | 677 | 622.880350403028 | 54.1196495969718 |
| 5 | 656 | 629.977963589263 | 26.0220364107366 |
| 6 | 785 | 765.588932274352 | 19.4110677256481 |
| 7 | 412 | 389.886175718967 | 22.1138242810327 |
| 8 | 352 | 302.308881340607 | 49.691118659393 |
| 9 | 839 | 791.773502166904 | 47.2264978330957 |
| 10 | 729 | 725.712406147454 | 3.28759385254566 |
| 11 | 696 | 648.736418126226 | 47.2635818737744 |
| 12 | 641 | 651.766255420936 | -10.7662554209362 |
| 13 | 695 | 659.525424918208 | 35.4745750817917 |
| 14 | 638 | 645.114797206515 | -7.11479720651497 |
| 15 | 762 | 756.018322013362 | 5.98167798663819 |
| 16 | 635 | 647.262283058389 | -12.2622830583887 |
| 17 | 721 | 652.23201848561 | 68.7679815143896 |
| 18 | 854 | 791.034803809219 | 62.9651961907812 |
| 19 | 418 | 417.814571306017 | 0.185428693983157 |
| 20 | 367 | 330.059953781072 | 36.9400462189279 |
| 21 | 824 | 819.96788247383 | 4.03211752617015 |
| 22 | 687 | 747.877799470509 | -60.8777994705092 |
| 23 | 601 | 671.69976560891 | -70.6997656089105 |
| 24 | 676 | 677.47811167568 | -1.47811167567999 |
| 25 | 740 | 683.020741840647 | 56.9792581593534 |
| 26 | 691 | 666.570897943232 | 24.4291020567678 |
| 27 | 683 | 771.356774192916 | -88.3567741929159 |
| 28 | 594 | 665.083259290125 | -71.083259290125 |
| 29 | 729 | 672.18087247636 | 56.8191275236401 |
| 30 | 731 | 808.057825881325 | -77.0578258813251 |
| 31 | 386 | 432.532392472525 | -46.5323924725253 |
| 32 | 331 | 345.043759667457 | -14.0437596674573 |
| 33 | 707 | 831.227902281942 | -124.227902281942 |
| 34 | 715 | 758.960496132037 | -43.9604961320367 |
| 35 | 657 | 685.353647895913 | -28.3536478959125 |
| 36 | 653 | 692.550579135357 | -39.5505791353575 |
| 37 | 642 | 698.270532446908 | -56.2705324469085 |
| 38 | 643 | 682.884627429001 | -39.8846274290006 |
| 39 | 718 | 788.113811545145 | -70.1138115451455 |
| 40 | 654 | 681.574311922478 | -27.5743119224779 |
| 41 | 632 | 684.061523297517 | -52.0615232975173 |
| 42 | 731 | 820.027138275775 | -89.0271382757748 |
| 43 | 392 | 445.299659026605 | -53.299659026605 |
| 44 | 344 | 355.505825315939 | -11.5058253159393 |
| 45 | 792 | 845.236430862113 | -53.2364308621126 |
| 46 | 852 | 779.795965855708 | 72.2040341442916 |
| 47 | 649 | 712.750074043208 | -63.7500740432084 |
| 48 | 629 | 721.365590455329 | -92.365590455329 |
| 49 | 685 | 730.543345125277 | -45.5433451252765 |
| 50 | 617 | 717.019333146505 | -100.019333146505 |
| 51 | 715 | 829.252781552736 | -114.252781552736 |
| 52 | 715 | 720.674065744347 | -5.67406574434687 |
| 53 | 629 | 733.091373328115 | -104.091373328115 |
| 54 | 916 | 874.642667423782 | 41.3573325762177 |
| 55 | 531 | 501.156450200704 | 29.8435497992963 |
| 56 | 357 | 406.397568385674 | -49.3975683856738 |
| 57 | 917 | 896.837466518185 | 20.1625334818154 |
| 58 | 828 | 824.658721941572 | 3.34127805842829 |
| 59 | 708 | 742.806347389271 | -34.8063473892709 |
| 60 | 858 | 746.634138843611 | 111.365861156388 |
| 61 | 775 | 752.886061594916 | 22.1139384050841 |
| 62 | 785 | 735.815586684456 | 49.1844133155441 |
| 63 | 1006 | 835.281768536606 | 170.718231463394 |
| 64 | 789 | 726.525729581633 | 62.4742704183667 |
| 65 | 734 | 729.456248823134 | 4.54375117686601 |
| 66 | 906 | 863.648632335547 | 42.3513676644530 |
| 67 | 532 | 484.310751275182 | 47.6892487248182 |
| 68 | 387 | 398.684011509250 | -11.6840115092504 |
| 69 | 991 | 884.956815697027 | 106.043184302973 |
| 70 | 841 | 814.99461045272 | 26.0053895472803 |
| 71 | 892 | 741.653746936472 | 150.346253063528 |
| 72 | 782 | 749.205324469086 | 32.794675530914 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.207539701664320 | 0.415079403328640 | 0.79246029833568 |
| 17 | 0.226397338449660 | 0.452794676899321 | 0.77360266155034 |
| 18 | 0.213967349392421 | 0.427934698784842 | 0.786032650607579 |
| 19 | 0.123740723759558 | 0.247481447519116 | 0.876259276240442 |
| 20 | 0.0741583411576403 | 0.148316682315281 | 0.92584165884236 |
| 21 | 0.0415461497039534 | 0.0830922994079068 | 0.958453850296047 |
| 22 | 0.0262539141539626 | 0.0525078283079252 | 0.973746085846037 |
| 23 | 0.034976573335027 | 0.069953146670054 | 0.965023426664973 |
| 24 | 0.0227825468855303 | 0.0455650937710607 | 0.97721745311447 |
| 25 | 0.0366859417642549 | 0.0733718835285097 | 0.963314058235745 |
| 26 | 0.0263256786382589 | 0.0526513572765178 | 0.973674321361741 |
| 27 | 0.0580041783993413 | 0.116008356798683 | 0.94199582160066 |
| 28 | 0.0465339519572764 | 0.0930679039145528 | 0.953466048042724 |
| 29 | 0.0620678628992184 | 0.124135725798437 | 0.937932137100782 |
| 30 | 0.064731773007286 | 0.129463546014572 | 0.935268226992714 |
| 31 | 0.0416813743113331 | 0.0833627486226661 | 0.958318625688667 |
| 32 | 0.0298058274008465 | 0.059611654801693 | 0.970194172599153 |
| 33 | 0.0551863193060922 | 0.110372638612184 | 0.944813680693908 |
| 34 | 0.0359974598102194 | 0.0719949196204387 | 0.96400254018978 |
| 35 | 0.0230981348673078 | 0.0461962697346156 | 0.976901865132692 |
| 36 | 0.0137112819053458 | 0.0274225638106916 | 0.986288718094654 |
| 37 | 0.00823835759005514 | 0.0164767151801103 | 0.991761642409945 |
| 38 | 0.0049735205709833 | 0.0099470411419666 | 0.995026479429017 |
| 39 | 0.00277748355352566 | 0.00555496710705133 | 0.997222516446474 |
| 40 | 0.00171918925782514 | 0.00343837851565028 | 0.998280810742175 |
| 41 | 0.00142837987038362 | 0.00285675974076724 | 0.998571620129616 |
| 42 | 0.000900542263055139 | 0.00180108452611028 | 0.999099457736945 |
| 43 | 0.000436296038528507 | 0.000872592077057015 | 0.999563703961472 |
| 44 | 0.000349349291650330 | 0.000698698583300659 | 0.99965065070835 |
| 45 | 0.000170096635035995 | 0.000340193270071991 | 0.999829903364964 |
| 46 | 0.0045321816708876 | 0.0090643633417752 | 0.995467818329112 |
| 47 | 0.00235578942551838 | 0.00471157885103677 | 0.997644210574482 |
| 48 | 0.00170112502243286 | 0.00340225004486573 | 0.998298874977567 |
| 49 | 0.00087671692003394 | 0.00175343384006788 | 0.999123283079966 |
| 50 | 0.00102428067180743 | 0.00204856134361487 | 0.998975719328193 |
| 51 | 0.0851072852332293 | 0.170214570466459 | 0.91489271476677 |
| 52 | 0.118754215401499 | 0.237508430802999 | 0.8812457845985 |
| 53 | 0.138222147205093 | 0.276444294410186 | 0.861777852794907 |
| 54 | 0.163812682095216 | 0.327625364190432 | 0.836187317904784 |
| 55 | 0.168301826947525 | 0.336603653895049 | 0.831698173052476 |
| 56 | 0.0899578355714843 | 0.179915671142969 | 0.910042164428516 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 13 | 0.317073170731707 | NOK |
| 5% type I error level | 17 | 0.414634146341463 | NOK |
| 10% type I error level | 26 | 0.634146341463415 | NOK |
