| Multiple Linear Regression - Estimated Regression Equation |
| inflatie[t] = + 4.35910296415682 -1.24724360891215e-06beurswaarde[t] -0.00276853546964702failliet[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) | 4.35910296415682 | 0.485768 | 8.9736 | 0 | 0 |
| beurswaarde | -1.24724360891215e-06 | 0 | -3.0283 | 0.00369 | 0.001845 |
| failliet | -0.00276853546964702 | 0.000489 | -5.6616 | 1e-06 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.610982475294003 |
| R-squared | 0.373299585116387 |
| Adjusted R-squared | 0.351310096874857 |
| F-TEST (value) | 16.9762743460013 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 57 |
| p-value | 1.64516511891311e-06 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.498719629694476 |
| Sum Squared Residuals | 14.1771123354279 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1.5 | 1.51817846388023 | -0.0181784638802334 |
| 2 | 1.6 | 1.37552735338676 | 0.224472646613241 |
| 3 | 1.8 | 0.975213265562376 | 0.824786734437624 |
| 4 | 1.5 | 1.46994143137095 | 0.0300585686290533 |
| 5 | 1.3 | 1.40499785902972 | -0.10499785902972 |
| 6 | 1.6 | 1.16597012270364 | 0.434029877296357 |
| 7 | 1.6 | 1.40842939159954 | 0.191570608400463 |
| 8 | 1.8 | 1.46515848340753 | 0.334841516592475 |
| 9 | 1.8 | 1.35955225486898 | 0.440447745131017 |
| 10 | 1.6 | 1.48739123438797 | 0.112608765612031 |
| 11 | 1.8 | 1.05068016066056 | 0.749319839339435 |
| 12 | 2 | 1.5447177189115 | 0.455282281088502 |
| 13 | 1.3 | 1.26795731284264 | 0.0320426871573642 |
| 14 | 1.1 | 1.27507949628391 | -0.175079496283914 |
| 15 | 1 | 1.03253480123059 | -0.0325348012305916 |
| 16 | 1.2 | 1.391189339872 | -0.191189339872 |
| 17 | 1.2 | 1.26623839993236 | -0.0662383999323599 |
| 18 | 1.3 | 1.59930454572602 | -0.299304545726017 |
| 19 | 1.3 | 1.55089637259241 | -0.250896372592415 |
| 20 | 1.4 | 1.49059601995728 | -0.0905960199572823 |
| 21 | 1.1 | 1.45915529184663 | -0.35915529184663 |
| 22 | 0.9 | 1.51159858636451 | -0.61159858636451 |
| 23 | 1 | 1.52728108216083 | -0.527281082160834 |
| 24 | 1.1 | 1.6160683848177 | -0.5160683848177 |
| 25 | 1.4 | 1.23369037083331 | 0.166309629166688 |
| 26 | 1.5 | 1.62884307629457 | -0.128843076294568 |
| 27 | 1.8 | 1.48764834396146 | 0.312351656038535 |
| 28 | 1.8 | 1.57892673744747 | 0.221073262552533 |
| 29 | 1.8 | 1.33539762184457 | 0.464602378155426 |
| 30 | 1.7 | 1.62188745002398 | 0.0781125499760166 |
| 31 | 1.5 | 1.51855651911067 | -0.0185565191106734 |
| 32 | 1.1 | 1.64571304515839 | -0.54571304515839 |
| 33 | 1.3 | 1.68867385174073 | -0.388673851740726 |
| 34 | 1.6 | 1.3858578930301 | 0.214142106969896 |
| 35 | 1.9 | 1.78473076077505 | 0.115269239224953 |
| 36 | 1.9 | 2.19970654256433 | -0.29970654256433 |
| 37 | 2 | 1.65160348526784 | 0.348396514732159 |
| 38 | 2.2 | 2.19172732851966 | 0.0082726714803377 |
| 39 | 2.2 | 2.36402286807708 | -0.16402286807708 |
| 40 | 2 | 2.06366754676278 | -0.0636675467627757 |
| 41 | 2.3 | 2.55599269657136 | -0.255992696571363 |
| 42 | 2.6 | 2.25585535457917 | 0.344144645420829 |
| 43 | 3.2 | 2.20513068466212 | 0.994869315337881 |
| 44 | 3.2 | 2.38389943860935 | 0.816100561390648 |
| 45 | 3.1 | 2.25866694689667 | 0.841333053103326 |
| 46 | 2.8 | 2.41023909139806 | 0.389760908601936 |
| 47 | 2.3 | 2.09424001593157 | 0.205759984068434 |
| 48 | 1.9 | 2.14981540740131 | -0.249815407401311 |
| 49 | 1.9 | 1.79730590389607 | 0.102694096103931 |
| 50 | 2 | 1.88777938276037 | 0.112220617239629 |
| 51 | 2 | 1.15285845794319 | 0.847141542056814 |
| 52 | 1.8 | 1.34351102608839 | 0.456488973911614 |
| 53 | 1.6 | 1.88095087818608 | -0.280950878186081 |
| 54 | 1.4 | 1.14371541457289 | 0.256284585427106 |
| 55 | 0.2 | 1.36190671922804 | -1.16190671922805 |
| 56 | 0.3 | 1.78026801969856 | -1.48026801969856 |
| 57 | 0.4 | 1.37860380069731 | -0.978603800697309 |
| 58 | 0.7 | 1.60320883436431 | -0.903208834364315 |
| 59 | 1 | 1.50650840466049 | -0.506508404660487 |
| 60 | 1.1 | 1.55523270704604 | -0.455232707046038 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.0208242874181264 | 0.0416485748362528 | 0.979175712581874 |
| 7 | 0.00749703461538651 | 0.014994069230773 | 0.992502965384613 |
| 8 | 0.00861056048823449 | 0.017221120976469 | 0.991389439511766 |
| 9 | 0.00315915495486721 | 0.00631830990973442 | 0.996840845045133 |
| 10 | 0.000848232136805368 | 0.00169646427361074 | 0.999151767863195 |
| 11 | 0.000299399099291721 | 0.000598798198583442 | 0.999700600900708 |
| 12 | 0.000190348381323724 | 0.000380696762647449 | 0.999809651618676 |
| 13 | 0.00365981010329275 | 0.0073196202065855 | 0.996340189896707 |
| 14 | 0.00926947879545969 | 0.0185389575909194 | 0.99073052120454 |
| 15 | 0.0108678751023193 | 0.0217357502046385 | 0.989132124897681 |
| 16 | 0.00577211149817032 | 0.0115442229963406 | 0.99422788850183 |
| 17 | 0.00319647313578375 | 0.0063929462715675 | 0.996803526864216 |
| 18 | 0.00152242848018849 | 0.00304485696037698 | 0.998477571519812 |
| 19 | 0.000674954106062258 | 0.00134990821212452 | 0.999325045893938 |
| 20 | 0.000335562168654367 | 0.000671124337308733 | 0.999664437831346 |
| 21 | 0.000150360576441825 | 0.000300721152883651 | 0.999849639423558 |
| 22 | 0.000102914225354804 | 0.000205828450709608 | 0.999897085774645 |
| 23 | 5.28409590834535e-05 | 0.000105681918166907 | 0.999947159040917 |
| 24 | 2.58417864874791e-05 | 5.16835729749581e-05 | 0.999974158213513 |
| 25 | 2.62345438592541e-05 | 5.24690877185081e-05 | 0.999973765456141 |
| 26 | 2.9457197647189e-05 | 5.89143952943779e-05 | 0.999970542802353 |
| 27 | 0.000179703704654586 | 0.000359407409309172 | 0.999820296295345 |
| 28 | 0.000381956509231513 | 0.000763913018463025 | 0.999618043490768 |
| 29 | 0.000650039797465178 | 0.00130007959493036 | 0.999349960202535 |
| 30 | 0.000491386105120991 | 0.000982772210241982 | 0.999508613894879 |
| 31 | 0.000255800400476864 | 0.000511600800953727 | 0.999744199599523 |
| 32 | 0.000182817679415419 | 0.000365635358830838 | 0.999817182320585 |
| 33 | 9.44381198487443e-05 | 0.000188876239697489 | 0.999905561880151 |
| 34 | 6.04476503795275e-05 | 0.000120895300759055 | 0.999939552349621 |
| 35 | 6.44233726648371e-05 | 0.000128846745329674 | 0.999935576627335 |
| 36 | 4.31140635038015e-05 | 8.62281270076029e-05 | 0.999956885936496 |
| 37 | 6.1956850827809e-05 | 0.000123913701655618 | 0.999938043149172 |
| 38 | 4.45525195682096e-05 | 8.91050391364192e-05 | 0.999955447480432 |
| 39 | 2.16378338314831e-05 | 4.32756676629663e-05 | 0.999978362166169 |
| 40 | 9.29479835704792e-06 | 1.85895967140958e-05 | 0.999990705201643 |
| 41 | 5.24790666055473e-06 | 1.04958133211095e-05 | 0.999994752093339 |
| 42 | 3.79665291336108e-06 | 7.59330582672217e-06 | 0.999996203347087 |
| 43 | 5.87758414362831e-05 | 0.000117551682872566 | 0.999941224158564 |
| 44 | 0.000780054340647567 | 0.00156010868129513 | 0.999219945659352 |
| 45 | 0.0257812851879476 | 0.0515625703758952 | 0.974218714812052 |
| 46 | 0.0590048595950797 | 0.118009719190159 | 0.94099514040492 |
| 47 | 0.0788472149749534 | 0.157694429949907 | 0.921152785025047 |
| 48 | 0.0795221666747183 | 0.159044333349437 | 0.920477833325282 |
| 49 | 0.0695272368132513 | 0.139054473626503 | 0.930472763186749 |
| 50 | 0.0471457496736542 | 0.0942914993473083 | 0.952854250326346 |
| 51 | 0.0337894339296461 | 0.0675788678592922 | 0.966210566070354 |
| 52 | 0.0340724137410724 | 0.0681448274821448 | 0.965927586258928 |
| 53 | 0.126812200285437 | 0.253624400570873 | 0.873187799714563 |
| 54 | 0.546975384699153 | 0.906049230601695 | 0.453024615300848 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 33 | 0.673469387755102 | NOK |
| 5% type I error level | 39 | 0.795918367346939 | NOK |
| 10% type I error level | 43 | 0.877551020408163 | NOK |
