Multiple Linear Regression - Estimated Regression Equation
meubelvervaardiging[t] = + 22.324717718473 -3.16507805240116winningrondstoffen[t] + 3.56780470551802industrie[t] + 0.399823372588894bouw[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)22.3247177184736.383.49920.0006170.000308
winningrondstoffen-3.165078052401161.845771-1.71480.088480.04424
industrie3.567804705518021.8226391.95750.0521710.026085
bouw0.3998233725888940.0311212.84800


Multiple Linear Regression - Regression Statistics
Multiple R0.854075009067884
R-squared0.729444121114306
Adjusted R-squared0.723959880326083
F-TEST (value)133.007311181643
F-TEST (DF numerator)3
F-TEST (DF denominator)148
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation7.10953283396925
Sum Squared Residuals7480.72765335844


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
19484.1516753455989.848324654402
2115102.53326780060112.4667321993986
3121112.960611573728.03938842627963
49997.32975739588991.67024260411013
5112110.5442516550191.45574834498084
6108102.9418010147745.05819898522576
76967.31397164644311.68602835355689
88898.9203410446615-10.9203410446615
9115106.546017929138.45398207086977
10116107.7483913274258.25160867257511
11110102.947607575837.05239242416982
129892.13495683276225.86504316723778
1310294.55712331251947.44287668748063
14108101.3483140854756.65168591452539
15121106.5750507344114.42494926559
1610294.14568681781867.85431318218142
17108102.5929062536635.40709374633682
18114107.7687142911216.2312857088793
197172.5684106626325-1.56841066263251
209399.7345041924792-6.73450419247917
21115101.75975058017513.2402494198246
22118109.3680077814768.63199221852373
23105100.1575538092924.84244619070815
249583.741569288923411.2584307110766
259895.35386677716922.64613322283082
2610395.74788358870217.25211641129787
27112106.5692441733545.43075582664598
28105102.1595739527642.8404260472357
2998101.753944019119-3.75394401911945
30104104.161594096237-0.161594096236736
317572.17729713162752.82270286837248
328289.360992311366-7.36099231136605
33116107.7716175716498.22838242835133
34115110.5819943018834.41800569811717
3592101.362830488114-9.36283048811448
369084.15010250309625.84989749690376
379190.19547842287950.804521577120496
3810098.16134022687541.83865977312464
39100108.177247505294-8.17724750529351
4094104.170303937821-10.1703039378207
418499.3579070641141-15.3579070641141
42101106.572147453882-5.57214745388199
437580.957322083441-5.95732208344103
447791.3324068070565-14.3324068070565
45106112.181287792238-6.1812877922384
46110112.189997633822-2.18999763382232
479298.1642435074033-6.16424350740333
488892.1756027601539-4.17560276015385
498894.5571233125194-6.55712331251937
509999.7606337172309-0.760633717230933
51117114.597647710942.4023522890604
52101103.77338384576-2.77338384575974
538498.1584369463474-14.1584369463474
54111113.795097685234-2.79509768523384
556774.1938336777398-7.19383367773984
568698.9464705694133-12.9464705694133
57112112.589821006411-0.589821006411213
58106109.788154117761-3.78815411776098
59104102.5797202890491.420279710951
609897.38491972592140.615080274078642
619191.767069545981-0.767069545981035
6210499.3695201862264.63047981377404
63111107.0010036317513.99899636824938
64102110.984720955-8.98472095499969
6595102.168283794348-7.16828379434821
66109115.800021109234-6.80002110923425
676970.9894401359727-1.98944013597274
6887101.751040738591-14.7510407385915
69118115.8000211092342.19997889076575
70102106.983583948583-4.98358394858278
71109106.9893905096392.01060949036127
7210197.78474309851023.21525690148975
739995.77401311345393.22598688654611
74106101.3744436102264.62555638977363
75120119.3736323758080.626367624191774
7695101.362830488114-6.36283048811448
77101111.390350888645-10.3903508886445
78117116.2027477623510.797252237648882
796772.5945401873843-5.59454018738426
8092104.158690815709-12.1586908157088
81120115.8000211092344.19997889076575
82116113.4068874347572.59311256524316
83112110.5965107045231.40348929547731
8410296.58527298074365.41472701925643
8599103.799513370512-4.7995133705115
86109107.3921171627561.60788283724441
87119117.413831002231.5861689977703
88103104.987370366166-1.98737036616629
89105109.000120494695-4.00012049469509
90122116.2143608844635.78563911553698
917682.1887282870154-6.18872828701542
92103106.977777387527-3.97777738752683
93121111.4019640107569.59803598924358
94125121.0296610386983.97033896130241
95110111.41067385234-1.41067385234034
9610092.18431260173787.81568739826223
9797113.376281786975-16.3762817869748
98109113.812517368402-4.81251736840168
99109105.8189531971523.18104680284821
100117119.821481079347-2.82148107934699
101107109.802670520401-2.80267052040085
102119116.2230707260472.77692927395305
1038586.9982218801941-1.99822188019405
1048599.366616905698-14.366616905698
105130121.7870890139818.21291098601854
106128115.82324735345812.1767526465419
107103100.5777001455772.42229985442344
10810492.978152785859611.0218472141404
1099692.95492654163583.04507345836418
110106100.160457089825.83954291018017
111115109.376717623065.6232823769398
112102100.1633603703481.8366396296522
1139198.5553570384083-7.5553570384083
114109109.385427464644-0.385427464644114
1157680.1634818993192-4.16348189931919
1169192.5857088168289-1.58570881682895
117121112.9983542205848.00164577941598
118117112.9983542205844.00164577941597
11910697.38201644539348.61798355460661
12010188.17156247320912.828437526791
1219789.76795268303667.23204731696344
12210596.18254632762678.8174536723733
123118116.6141842570521.38581574294808
124105107.361511514974-2.36151151497358
1259798.584389843688-1.58438984368804
126116115.0177940472240.982205952775678
1277379.7723683683142-6.77236836831422
1289197.0011855984746-6.00118559847462
129124117.380322073926.61967792608029
130110109.8026705204010.197329479599152
131103101.8003965075671.19960349243297
13210987.39514197225521.604858027745
1339297.3965328480333-5.39653284803325
134108111.368455082446-3.36845508244643
135116122.652180773277-6.65218077327696
13698106.170751238791-8.17075123879082
137105114.620873955163-9.6208739551634
138106109.011733616807-3.01173361680698
1397477.3734281327809-3.37342813278086
140101104.99608020775-3.9960802077502
141123120.5934254572712.40657454272926
142109108.609006963690.390993036309884
143100108.209183591101-8.20918359110122
14410696.19415944973869.8058405502614
14510599.39564971097775.60435028902228
146111102.9882535032228.01174649677818
147118126.609768571774-8.60976857177426
14893106.583760575994-13.5837605759939
149105108.194667188461-3.19466718846135
150114111.4048672912842.59513270871561
1517580.9805483276648-5.98054832766482
15294103.373560473171-9.37356047317084


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
70.3634423569847030.7268847139694050.636557643015297
80.5732541703620850.853491659275830.426745829637915
90.4508633336783130.9017266673566250.549136666321687
100.3323260323285490.6646520646570980.667673967671451
110.2352467858666320.4704935717332630.764753214133368
120.1575804878820730.3151609757641470.842419512117927
130.1523592593390670.3047185186781330.847640740660933
140.1019764628598360.2039529257196730.898023537140164
150.0729011731744050.145802346348810.927098826825595
160.04749069829567950.09498139659135890.952509301704321
170.1053040166755510.2106080333511010.894695983324449
180.09027415658005680.1805483131601140.909725843419943
190.120815667416640.2416313348332790.87918433258336
200.1976304518766090.3952609037532190.802369548123391
210.2014341314808540.4028682629617080.798565868519146
220.1695998810860970.3391997621721940.830400118913903
230.1436436725906370.2872873451812740.856356327409363
240.1536895390117770.3073790780235540.846310460988223
250.144938309921620.289876619843240.85506169007838
260.1238743278072410.2477486556144830.876125672192759
270.1154077022110740.2308154044221490.884592297788926
280.1095117888963210.2190235777926420.890488211103679
290.1666788580771670.3333577161543340.833321141922833
300.1807212715642920.3614425431285840.819278728435708
310.1528994788825860.3057989577651720.847100521117414
320.175360627099090.3507212541981810.82463937290091
330.1620285876349110.3240571752698230.837971412365089
340.1583599372006480.3167198744012950.841640062799352
350.3733503179794640.7467006359589280.626649682020536
360.3440194902161340.6880389804322680.655980509783866
370.3075187326694860.6150374653389720.692481267330514
380.2855102299505670.5710204599011340.714489770049433
390.4525767936837270.9051535873674540.547423206316273
400.623424871568520.753150256862960.37657512843148
410.848651263575660.3026974728486810.15134873642434
420.8532428022951670.2935143954096650.146757197704833
430.8532803322670480.2934393354659050.146719667732952
440.9255759089912780.1488481820174430.0744240910087216
450.9277773391576160.1444453216847690.0722226608423845
460.9131742752130890.1736514495738220.0868257247869109
470.9084096320057390.1831807359885220.091590367994261
480.8926536362443340.2146927275113330.107346363755666
490.8863510503843220.2272978992313560.113648949615678
500.8634056823046490.2731886353907020.136594317695351
510.8385372442214630.3229255115570750.161462755778537
520.8116176855683950.376764628863210.188382314431605
530.884289348655220.2314213026895590.11571065134478
540.8617286912427610.2765426175144790.138271308757239
550.855539655357270.288920689285460.14446034464273
560.9020196421185080.1959607157629840.0979803578814918
570.8797103063127340.2405793873745320.120289693687266
580.8583818536626740.2832362926746520.141618146337326
590.8332287620529720.3335424758940560.166771237947028
600.8038902157148460.3922195685703090.196109784285154
610.7689992419912340.4620015160175310.231000758008766
620.7564662733567860.4870674532864270.243533726643214
630.7337837290277240.5324325419445520.266216270972276
640.7484875848465630.5030248303068740.251512415153437
650.7392920757166720.5214158485666560.260707924283328
660.7279204632471790.5441590735056430.272079536752821
670.6901003515788690.6197992968422620.309899648421131
680.7938979228469820.4122041543060370.206102077153018
690.764683130238410.4706337395231810.23531686976159
700.7395901774386070.5208196451227860.260409822561393
710.7061534393851620.5876931212296750.293846560614838
720.6781055195862540.6437889608274910.321894480413746
730.6485200974780880.7029598050438230.351479902521912
740.6299894251133010.7400211497733980.370010574886699
750.5867737932641210.8264524134717580.413226206735879
760.5674534058508360.8650931882983270.432546594149164
770.6054053176164160.7891893647671670.394594682383584
780.561053294244720.8778934115105590.43894670575528
790.5461034451784550.9077931096430890.453896554821545
800.6171491222755520.7657017554488960.382850877724448
810.591474041314580.817051917370840.40852595868542
820.5533366066580940.8933267866838120.446663393341906
830.5091271528675550.981745694264890.490872847132445
840.4918289104191340.9836578208382690.508171089580866
850.4642494152929430.9284988305858860.535750584707057
860.4207007837704270.8414015675408540.579299216229573
870.3776509013667830.7553018027335660.622349098633217
880.335291117596710.6705822351934210.66470888240329
890.3039444381233070.6078888762466130.696055561876693
900.2910862471275730.5821724942551460.708913752872427
910.2898390680033690.5796781360067390.710160931996631
920.2584313307219440.5168626614438880.741568669278056
930.2945214160417340.5890428320834680.705478583958266
940.2671468562862130.5342937125724270.732853143713787
950.2297504849276880.4595009698553770.770249515072312
960.2339566438584210.4679132877168430.766043356141579
970.3994989393995350.798997878799070.600501060600465
980.3712800135154910.7425600270309810.628719986484509
990.3341242908761790.6682485817523570.665875709123821
1000.2955026801721130.5910053603442260.704497319827887
1010.2591975662014980.5183951324029950.740802433798502
1020.2258491574913590.4516983149827190.774150842508641
1030.1999619805483190.3999239610966380.800038019451681
1040.3133138558268930.6266277116537870.686686144173107
1050.333281641947660.666563283895320.66671835805234
1060.4356413257201130.8712826514402270.564358674279887
1070.3899442997929890.7798885995859770.610055700207011
1080.4463001801495980.8926003602991960.553699819850402
1090.4018488931623840.8036977863247670.598151106837616
1100.3891090923852890.7782181847705780.610890907614711
1110.3880833015856890.7761666031713780.611916698414311
1120.3479494170894980.6958988341789960.652050582910502
1130.3342548277744850.668509655548970.665745172225515
1140.2871365852230880.5742731704461760.712863414776912
1150.27355281418890.5471056283778010.7264471858111
1160.2303742290173590.4607484580347190.769625770982641
1170.262802672128980.525605344257960.73719732787102
1180.2502157589362220.5004315178724450.749784241063778
1190.2724823163928960.5449646327857920.727517683607104
1200.3738800969746960.7477601939493920.626119903025304
1210.3921273882514160.7842547765028320.607872611748584
1220.4550914621948180.9101829243896370.544908537805182
1230.4123570670373850.8247141340747690.587642932962615
1240.3538452236602640.7076904473205290.646154776339736
1250.2981409200294280.5962818400588560.701859079970572
1260.2529744061501540.5059488123003080.747025593849846
1270.2700791915007310.5401583830014620.729920808499269
1280.225452201503020.4509044030060390.77454779849698
1290.2516364411489060.5032728822978130.748363558851094
1300.210122981324590.4202459626491810.78987701867541
1310.1657163096430880.3314326192861760.834283690356912
1320.599604980428980.800790039142040.40039501957102
1330.5446639891409120.9106720217181760.455336010859088
1340.4675457905397070.9350915810794140.532454209460293
1350.4561322644828610.9122645289657230.543867735517139
1360.4612793611311230.9225587222622450.538720638868877
1370.5258428541751630.9483142916496750.474157145824837
1380.4624617776328870.9249235552657750.537538222367113
1390.3923598991721780.7847197983443560.607640100827822
1400.3078285602091630.6156571204183250.692171439790837
1410.22188122108590.4437624421718010.7781187789141
1420.148575516033420.297151032066840.85142448396658
1430.2405793784260680.4811587568521370.759420621573932
1440.2214466440921790.4428932881843570.778553355907821
1450.1588243814884650.3176487629769310.841175618511535


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 level10.00719424460431655OK