Multiple Linear Regression - Estimated Regression Equation
suikerprijs[t] = + 0.959605263157894 + 0.00248245614035033M1[t] -0.00111403508771925M2[t] -0.000710526315789426M3[t] + 0.00369298245614038M4[t] + 0.00409649122807021M5[t] + 0.000500000000000024M6[t] + 0.00290350877192985M7[t] + 0.00838596491228074M8[t] + 0.00878947368421055M9[t] + 0.00669298245614037M10[t] -0.000403508771929817M11[t] -0.000403508771929818t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.9596052631578940.004791200.300100
M10.002482456140350330.0057310.43320.667090.333545
M2-0.001114035087719250.005726-0.19450.8466880.423344
M3-0.0007105263157894260.005723-0.12410.9017890.450895
M40.003692982456140380.0057210.64550.5220940.261047
M50.004096491228070210.0057190.71620.4778080.238904
M60.0005000000000000240.0057190.08740.9307470.465373
M70.002903508771929850.0057190.50770.6143510.307175
M80.008385964912280740.0060351.38950.1720130.086007
M90.008789473684210550.0060321.45710.1525340.076267
M100.006692982456140370.006031.10990.2733440.136672
M11-0.0004035087719298170.006029-0.06690.9469550.473477
t-0.0004035087719298187.3e-05-5.53582e-061e-06


Multiple Linear Regression - Regression Statistics
Multiple R0.696861977056488
R-squared0.485616615067078
Adjusted R-squared0.338649933657671
F-TEST (value)3.30426332288399
F-TEST (DF numerator)12
F-TEST (DF denominator)42
p-value0.00198459704748566
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.00852535654742085
Sum Squared Residuals0.00305263157894737


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
10.960.961684210526318-0.00168421052631794
20.950.957684210526316-0.00768421052631566
30.950.957684210526316-0.00768421052631567
40.960.961684210526316-0.00168421052631567
50.960.961684210526316-0.00168421052631566
60.960.9576842105263160.00231578947368434
70.950.959684210526316-0.00968421052631567
80.960.964763157894737-0.00476315789473673
90.960.964763157894737-0.00476315789473674
100.960.962263157894737-0.00226315789473673
110.950.954763157894737-0.00476315789473674
120.950.954763157894737-0.00476315789473673
130.960.9568421052631570.00315789473684274
140.960.9528421052631580.00715789473684216
150.960.9528421052631580.00715789473684216
160.960.9568421052631580.00315789473684216
170.960.9568421052631580.00315789473684216
180.950.952842105263158-0.00284210526315785
190.950.954842105263158-0.00484210526315785
200.950.959921052631579-0.00992105263157892
210.950.959921052631579-0.00992105263157892
220.950.957421052631579-0.00742105263157892
230.950.9499210526315797.89473684210919e-05
240.950.9499210526315797.89473684210923e-05
250.950.952-0.00199999999999942
260.950.9480.00199999999999998
270.950.9480.00199999999999998
280.960.9520.00799999999999998
290.960.9520.00799999999999998
300.960.9480.0120000000000000
310.970.950.02
320.970.9550789473684210.0149210526315789
330.970.9550789473684210.0149210526315789
340.960.9525789473684210.00742105263157891
350.950.9450789473684210.00492105263157891
360.950.9450789473684210.00492105263157892
370.950.9471578947368420.0028421052631584
380.950.9431578947368420.0068421052631578
390.950.9431578947368420.0068421052631578
400.950.9471578947368420.00284210526315780
410.950.9471578947368420.0028421052631578
420.950.9431578947368420.0068421052631578
430.950.9451578947368420.0048421052631578
440.950.950236842105263-0.000236842105263269
450.950.950236842105263-0.000236842105263266
460.950.9477368421052630.00226315789473673
470.940.940236842105263-0.000236842105263269
480.940.940236842105263-0.000236842105263267
490.940.942315789473684-0.00231578947368378
500.930.938315789473684-0.00831578947368428
510.930.938315789473684-0.00831578947368427
520.930.942315789473684-0.0123157894736843
530.930.942315789473684-0.0123157894736843
540.920.938315789473684-0.0183157894736843
550.930.940315789473684-0.0103157894736843


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
160.09372301851231640.1874460370246330.906276981487684
170.04312693036086170.08625386072172340.956873069639138
180.08944550170440530.1788910034088110.910554498295595
190.05065619519536210.1013123903907240.949343804804638
200.08792820700115020.1758564140023000.91207179299885
210.1581287415895820.3162574831791630.841871258410418
220.2608977224504130.5217954449008270.739102277549587
230.2428144702912860.4856289405825720.757185529708714
240.2599090943369890.5198181886739780.740090905663011
250.4161114335478980.8322228670957960.583888566452102
260.4815262146103140.9630524292206290.518473785389685
270.6709451793964240.6581096412071530.329054820603576
280.6453161301709830.7093677396580330.354683869829017
290.6361887296732030.7276225406535940.363811270326797
300.6209529927775280.7580940144449430.379047007222472
310.8722184620098460.2555630759803070.127781537990154
320.8827746529360250.2344506941279500.117225347063975
330.8717832696825150.2564334606349690.128216730317485
340.8513327274020.2973345451960010.148667272598001
350.8453022406924740.3093955186150510.154697759307526
360.8724486510437740.2551026979124510.127551348956226
370.9608682170953290.07826356580934290.0391317829046714
380.9119370119657940.1761259760684130.0880629880342064
390.8176422448934520.3647155102130960.182357755106548


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level00OK
10% type I error level20.0833333333333333OK