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 | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | 0.959605263157894 | 0.004791 | 200.3001 | 0 | 0 |
M1 | 0.00248245614035033 | 0.005731 | 0.4332 | 0.66709 | 0.333545 |
M2 | -0.00111403508771925 | 0.005726 | -0.1945 | 0.846688 | 0.423344 |
M3 | -0.000710526315789426 | 0.005723 | -0.1241 | 0.901789 | 0.450895 |
M4 | 0.00369298245614038 | 0.005721 | 0.6455 | 0.522094 | 0.261047 |
M5 | 0.00409649122807021 | 0.005719 | 0.7162 | 0.477808 | 0.238904 |
M6 | 0.000500000000000024 | 0.005719 | 0.0874 | 0.930747 | 0.465373 |
M7 | 0.00290350877192985 | 0.005719 | 0.5077 | 0.614351 | 0.307175 |
M8 | 0.00838596491228074 | 0.006035 | 1.3895 | 0.172013 | 0.086007 |
M9 | 0.00878947368421055 | 0.006032 | 1.4571 | 0.152534 | 0.076267 |
M10 | 0.00669298245614037 | 0.00603 | 1.1099 | 0.273344 | 0.136672 |
M11 | -0.000403508771929817 | 0.006029 | -0.0669 | 0.946955 | 0.473477 |
t | -0.000403508771929818 | 7.3e-05 | -5.5358 | 2e-06 | 1e-06 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.696861977056488 |
R-squared | 0.485616615067078 |
Adjusted R-squared | 0.338649933657671 |
F-TEST (value) | 3.30426332288399 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 42 |
p-value | 0.00198459704748566 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.00852535654742085 |
Sum Squared Residuals | 0.00305263157894737 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0.96 | 0.961684210526318 | -0.00168421052631794 |
2 | 0.95 | 0.957684210526316 | -0.00768421052631566 |
3 | 0.95 | 0.957684210526316 | -0.00768421052631567 |
4 | 0.96 | 0.961684210526316 | -0.00168421052631567 |
5 | 0.96 | 0.961684210526316 | -0.00168421052631566 |
6 | 0.96 | 0.957684210526316 | 0.00231578947368434 |
7 | 0.95 | 0.959684210526316 | -0.00968421052631567 |
8 | 0.96 | 0.964763157894737 | -0.00476315789473673 |
9 | 0.96 | 0.964763157894737 | -0.00476315789473674 |
10 | 0.96 | 0.962263157894737 | -0.00226315789473673 |
11 | 0.95 | 0.954763157894737 | -0.00476315789473674 |
12 | 0.95 | 0.954763157894737 | -0.00476315789473673 |
13 | 0.96 | 0.956842105263157 | 0.00315789473684274 |
14 | 0.96 | 0.952842105263158 | 0.00715789473684216 |
15 | 0.96 | 0.952842105263158 | 0.00715789473684216 |
16 | 0.96 | 0.956842105263158 | 0.00315789473684216 |
17 | 0.96 | 0.956842105263158 | 0.00315789473684216 |
18 | 0.95 | 0.952842105263158 | -0.00284210526315785 |
19 | 0.95 | 0.954842105263158 | -0.00484210526315785 |
20 | 0.95 | 0.959921052631579 | -0.00992105263157892 |
21 | 0.95 | 0.959921052631579 | -0.00992105263157892 |
22 | 0.95 | 0.957421052631579 | -0.00742105263157892 |
23 | 0.95 | 0.949921052631579 | 7.89473684210919e-05 |
24 | 0.95 | 0.949921052631579 | 7.89473684210923e-05 |
25 | 0.95 | 0.952 | -0.00199999999999942 |
26 | 0.95 | 0.948 | 0.00199999999999998 |
27 | 0.95 | 0.948 | 0.00199999999999998 |
28 | 0.96 | 0.952 | 0.00799999999999998 |
29 | 0.96 | 0.952 | 0.00799999999999998 |
30 | 0.96 | 0.948 | 0.0120000000000000 |
31 | 0.97 | 0.95 | 0.02 |
32 | 0.97 | 0.955078947368421 | 0.0149210526315789 |
33 | 0.97 | 0.955078947368421 | 0.0149210526315789 |
34 | 0.96 | 0.952578947368421 | 0.00742105263157891 |
35 | 0.95 | 0.945078947368421 | 0.00492105263157891 |
36 | 0.95 | 0.945078947368421 | 0.00492105263157892 |
37 | 0.95 | 0.947157894736842 | 0.0028421052631584 |
38 | 0.95 | 0.943157894736842 | 0.0068421052631578 |
39 | 0.95 | 0.943157894736842 | 0.0068421052631578 |
40 | 0.95 | 0.947157894736842 | 0.00284210526315780 |
41 | 0.95 | 0.947157894736842 | 0.0028421052631578 |
42 | 0.95 | 0.943157894736842 | 0.0068421052631578 |
43 | 0.95 | 0.945157894736842 | 0.0048421052631578 |
44 | 0.95 | 0.950236842105263 | -0.000236842105263269 |
45 | 0.95 | 0.950236842105263 | -0.000236842105263266 |
46 | 0.95 | 0.947736842105263 | 0.00226315789473673 |
47 | 0.94 | 0.940236842105263 | -0.000236842105263269 |
48 | 0.94 | 0.940236842105263 | -0.000236842105263267 |
49 | 0.94 | 0.942315789473684 | -0.00231578947368378 |
50 | 0.93 | 0.938315789473684 | -0.00831578947368428 |
51 | 0.93 | 0.938315789473684 | -0.00831578947368427 |
52 | 0.93 | 0.942315789473684 | -0.0123157894736843 |
53 | 0.93 | 0.942315789473684 | -0.0123157894736843 |
54 | 0.92 | 0.938315789473684 | -0.0183157894736843 |
55 | 0.93 | 0.940315789473684 | -0.0103157894736843 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.0937230185123164 | 0.187446037024633 | 0.906276981487684 |
17 | 0.0431269303608617 | 0.0862538607217234 | 0.956873069639138 |
18 | 0.0894455017044053 | 0.178891003408811 | 0.910554498295595 |
19 | 0.0506561951953621 | 0.101312390390724 | 0.949343804804638 |
20 | 0.0879282070011502 | 0.175856414002300 | 0.91207179299885 |
21 | 0.158128741589582 | 0.316257483179163 | 0.841871258410418 |
22 | 0.260897722450413 | 0.521795444900827 | 0.739102277549587 |
23 | 0.242814470291286 | 0.485628940582572 | 0.757185529708714 |
24 | 0.259909094336989 | 0.519818188673978 | 0.740090905663011 |
25 | 0.416111433547898 | 0.832222867095796 | 0.583888566452102 |
26 | 0.481526214610314 | 0.963052429220629 | 0.518473785389685 |
27 | 0.670945179396424 | 0.658109641207153 | 0.329054820603576 |
28 | 0.645316130170983 | 0.709367739658033 | 0.354683869829017 |
29 | 0.636188729673203 | 0.727622540653594 | 0.363811270326797 |
30 | 0.620952992777528 | 0.758094014444943 | 0.379047007222472 |
31 | 0.872218462009846 | 0.255563075980307 | 0.127781537990154 |
32 | 0.882774652936025 | 0.234450694127950 | 0.117225347063975 |
33 | 0.871783269682515 | 0.256433460634969 | 0.128216730317485 |
34 | 0.851332727402 | 0.297334545196001 | 0.148667272598001 |
35 | 0.845302240692474 | 0.309395518615051 | 0.154697759307526 |
36 | 0.872448651043774 | 0.255102697912451 | 0.127551348956226 |
37 | 0.960868217095329 | 0.0782635658093429 | 0.0391317829046714 |
38 | 0.911937011965794 | 0.176125976068413 | 0.0880629880342064 |
39 | 0.817642244893452 | 0.364715510213096 | 0.182357755106548 |
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 | 0 | 0 | OK |
10% type I error level | 2 | 0.0833333333333333 | OK |