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 | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | 22.324717718473 | 6.38 | 3.4992 | 0.000617 | 0.000308 |
winningrondstoffen | -3.16507805240116 | 1.845771 | -1.7148 | 0.08848 | 0.04424 |
industrie | 3.56780470551802 | 1.822639 | 1.9575 | 0.052171 | 0.026085 |
bouw | 0.399823372588894 | 0.03112 | 12.848 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.854075009067884 |
R-squared | 0.729444121114306 |
Adjusted R-squared | 0.723959880326083 |
F-TEST (value) | 133.007311181643 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 148 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 7.10953283396925 |
Sum Squared Residuals | 7480.72765335844 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 94 | 84.151675345598 | 9.848324654402 |
2 | 115 | 102.533267800601 | 12.4667321993986 |
3 | 121 | 112.96061157372 | 8.03938842627963 |
4 | 99 | 97.3297573958899 | 1.67024260411013 |
5 | 112 | 110.544251655019 | 1.45574834498084 |
6 | 108 | 102.941801014774 | 5.05819898522576 |
7 | 69 | 67.3139716464431 | 1.68602835355689 |
8 | 88 | 98.9203410446615 | -10.9203410446615 |
9 | 115 | 106.54601792913 | 8.45398207086977 |
10 | 116 | 107.748391327425 | 8.25160867257511 |
11 | 110 | 102.94760757583 | 7.05239242416982 |
12 | 98 | 92.1349568327622 | 5.86504316723778 |
13 | 102 | 94.5571233125194 | 7.44287668748063 |
14 | 108 | 101.348314085475 | 6.65168591452539 |
15 | 121 | 106.57505073441 | 14.42494926559 |
16 | 102 | 94.1456868178186 | 7.85431318218142 |
17 | 108 | 102.592906253663 | 5.40709374633682 |
18 | 114 | 107.768714291121 | 6.2312857088793 |
19 | 71 | 72.5684106626325 | -1.56841066263251 |
20 | 93 | 99.7345041924792 | -6.73450419247917 |
21 | 115 | 101.759750580175 | 13.2402494198246 |
22 | 118 | 109.368007781476 | 8.63199221852373 |
23 | 105 | 100.157553809292 | 4.84244619070815 |
24 | 95 | 83.7415692889234 | 11.2584307110766 |
25 | 98 | 95.3538667771692 | 2.64613322283082 |
26 | 103 | 95.7478835887021 | 7.25211641129787 |
27 | 112 | 106.569244173354 | 5.43075582664598 |
28 | 105 | 102.159573952764 | 2.8404260472357 |
29 | 98 | 101.753944019119 | -3.75394401911945 |
30 | 104 | 104.161594096237 | -0.161594096236736 |
31 | 75 | 72.1772971316275 | 2.82270286837248 |
32 | 82 | 89.360992311366 | -7.36099231136605 |
33 | 116 | 107.771617571649 | 8.22838242835133 |
34 | 115 | 110.581994301883 | 4.41800569811717 |
35 | 92 | 101.362830488114 | -9.36283048811448 |
36 | 90 | 84.1501025030962 | 5.84989749690376 |
37 | 91 | 90.1954784228795 | 0.804521577120496 |
38 | 100 | 98.1613402268754 | 1.83865977312464 |
39 | 100 | 108.177247505294 | -8.17724750529351 |
40 | 94 | 104.170303937821 | -10.1703039378207 |
41 | 84 | 99.3579070641141 | -15.3579070641141 |
42 | 101 | 106.572147453882 | -5.57214745388199 |
43 | 75 | 80.957322083441 | -5.95732208344103 |
44 | 77 | 91.3324068070565 | -14.3324068070565 |
45 | 106 | 112.181287792238 | -6.1812877922384 |
46 | 110 | 112.189997633822 | -2.18999763382232 |
47 | 92 | 98.1642435074033 | -6.16424350740333 |
48 | 88 | 92.1756027601539 | -4.17560276015385 |
49 | 88 | 94.5571233125194 | -6.55712331251937 |
50 | 99 | 99.7606337172309 | -0.760633717230933 |
51 | 117 | 114.59764771094 | 2.4023522890604 |
52 | 101 | 103.77338384576 | -2.77338384575974 |
53 | 84 | 98.1584369463474 | -14.1584369463474 |
54 | 111 | 113.795097685234 | -2.79509768523384 |
55 | 67 | 74.1938336777398 | -7.19383367773984 |
56 | 86 | 98.9464705694133 | -12.9464705694133 |
57 | 112 | 112.589821006411 | -0.589821006411213 |
58 | 106 | 109.788154117761 | -3.78815411776098 |
59 | 104 | 102.579720289049 | 1.420279710951 |
60 | 98 | 97.3849197259214 | 0.615080274078642 |
61 | 91 | 91.767069545981 | -0.767069545981035 |
62 | 104 | 99.369520186226 | 4.63047981377404 |
63 | 111 | 107.001003631751 | 3.99899636824938 |
64 | 102 | 110.984720955 | -8.98472095499969 |
65 | 95 | 102.168283794348 | -7.16828379434821 |
66 | 109 | 115.800021109234 | -6.80002110923425 |
67 | 69 | 70.9894401359727 | -1.98944013597274 |
68 | 87 | 101.751040738591 | -14.7510407385915 |
69 | 118 | 115.800021109234 | 2.19997889076575 |
70 | 102 | 106.983583948583 | -4.98358394858278 |
71 | 109 | 106.989390509639 | 2.01060949036127 |
72 | 101 | 97.7847430985102 | 3.21525690148975 |
73 | 99 | 95.7740131134539 | 3.22598688654611 |
74 | 106 | 101.374443610226 | 4.62555638977363 |
75 | 120 | 119.373632375808 | 0.626367624191774 |
76 | 95 | 101.362830488114 | -6.36283048811448 |
77 | 101 | 111.390350888645 | -10.3903508886445 |
78 | 117 | 116.202747762351 | 0.797252237648882 |
79 | 67 | 72.5945401873843 | -5.59454018738426 |
80 | 92 | 104.158690815709 | -12.1586908157088 |
81 | 120 | 115.800021109234 | 4.19997889076575 |
82 | 116 | 113.406887434757 | 2.59311256524316 |
83 | 112 | 110.596510704523 | 1.40348929547731 |
84 | 102 | 96.5852729807436 | 5.41472701925643 |
85 | 99 | 103.799513370512 | -4.7995133705115 |
86 | 109 | 107.392117162756 | 1.60788283724441 |
87 | 119 | 117.41383100223 | 1.5861689977703 |
88 | 103 | 104.987370366166 | -1.98737036616629 |
89 | 105 | 109.000120494695 | -4.00012049469509 |
90 | 122 | 116.214360884463 | 5.78563911553698 |
91 | 76 | 82.1887282870154 | -6.18872828701542 |
92 | 103 | 106.977777387527 | -3.97777738752683 |
93 | 121 | 111.401964010756 | 9.59803598924358 |
94 | 125 | 121.029661038698 | 3.97033896130241 |
95 | 110 | 111.41067385234 | -1.41067385234034 |
96 | 100 | 92.1843126017378 | 7.81568739826223 |
97 | 97 | 113.376281786975 | -16.3762817869748 |
98 | 109 | 113.812517368402 | -4.81251736840168 |
99 | 109 | 105.818953197152 | 3.18104680284821 |
100 | 117 | 119.821481079347 | -2.82148107934699 |
101 | 107 | 109.802670520401 | -2.80267052040085 |
102 | 119 | 116.223070726047 | 2.77692927395305 |
103 | 85 | 86.9982218801941 | -1.99822188019405 |
104 | 85 | 99.366616905698 | -14.366616905698 |
105 | 130 | 121.787089013981 | 8.21291098601854 |
106 | 128 | 115.823247353458 | 12.1767526465419 |
107 | 103 | 100.577700145577 | 2.42229985442344 |
108 | 104 | 92.9781527858596 | 11.0218472141404 |
109 | 96 | 92.9549265416358 | 3.04507345836418 |
110 | 106 | 100.16045708982 | 5.83954291018017 |
111 | 115 | 109.37671762306 | 5.6232823769398 |
112 | 102 | 100.163360370348 | 1.8366396296522 |
113 | 91 | 98.5553570384083 | -7.5553570384083 |
114 | 109 | 109.385427464644 | -0.385427464644114 |
115 | 76 | 80.1634818993192 | -4.16348189931919 |
116 | 91 | 92.5857088168289 | -1.58570881682895 |
117 | 121 | 112.998354220584 | 8.00164577941598 |
118 | 117 | 112.998354220584 | 4.00164577941597 |
119 | 106 | 97.3820164453934 | 8.61798355460661 |
120 | 101 | 88.171562473209 | 12.828437526791 |
121 | 97 | 89.7679526830366 | 7.23204731696344 |
122 | 105 | 96.1825463276267 | 8.8174536723733 |
123 | 118 | 116.614184257052 | 1.38581574294808 |
124 | 105 | 107.361511514974 | -2.36151151497358 |
125 | 97 | 98.584389843688 | -1.58438984368804 |
126 | 116 | 115.017794047224 | 0.982205952775678 |
127 | 73 | 79.7723683683142 | -6.77236836831422 |
128 | 91 | 97.0011855984746 | -6.00118559847462 |
129 | 124 | 117.38032207392 | 6.61967792608029 |
130 | 110 | 109.802670520401 | 0.197329479599152 |
131 | 103 | 101.800396507567 | 1.19960349243297 |
132 | 109 | 87.395141972255 | 21.604858027745 |
133 | 92 | 97.3965328480333 | -5.39653284803325 |
134 | 108 | 111.368455082446 | -3.36845508244643 |
135 | 116 | 122.652180773277 | -6.65218077327696 |
136 | 98 | 106.170751238791 | -8.17075123879082 |
137 | 105 | 114.620873955163 | -9.6208739551634 |
138 | 106 | 109.011733616807 | -3.01173361680698 |
139 | 74 | 77.3734281327809 | -3.37342813278086 |
140 | 101 | 104.99608020775 | -3.9960802077502 |
141 | 123 | 120.593425457271 | 2.40657454272926 |
142 | 109 | 108.60900696369 | 0.390993036309884 |
143 | 100 | 108.209183591101 | -8.20918359110122 |
144 | 106 | 96.1941594497386 | 9.8058405502614 |
145 | 105 | 99.3956497109777 | 5.60435028902228 |
146 | 111 | 102.988253503222 | 8.01174649677818 |
147 | 118 | 126.609768571774 | -8.60976857177426 |
148 | 93 | 106.583760575994 | -13.5837605759939 |
149 | 105 | 108.194667188461 | -3.19466718846135 |
150 | 114 | 111.404867291284 | 2.59513270871561 |
151 | 75 | 80.9805483276648 | -5.98054832766482 |
152 | 94 | 103.373560473171 | -9.37356047317084 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.363442356984703 | 0.726884713969405 | 0.636557643015297 |
8 | 0.573254170362085 | 0.85349165927583 | 0.426745829637915 |
9 | 0.450863333678313 | 0.901726667356625 | 0.549136666321687 |
10 | 0.332326032328549 | 0.664652064657098 | 0.667673967671451 |
11 | 0.235246785866632 | 0.470493571733263 | 0.764753214133368 |
12 | 0.157580487882073 | 0.315160975764147 | 0.842419512117927 |
13 | 0.152359259339067 | 0.304718518678133 | 0.847640740660933 |
14 | 0.101976462859836 | 0.203952925719673 | 0.898023537140164 |
15 | 0.072901173174405 | 0.14580234634881 | 0.927098826825595 |
16 | 0.0474906982956795 | 0.0949813965913589 | 0.952509301704321 |
17 | 0.105304016675551 | 0.210608033351101 | 0.894695983324449 |
18 | 0.0902741565800568 | 0.180548313160114 | 0.909725843419943 |
19 | 0.12081566741664 | 0.241631334833279 | 0.87918433258336 |
20 | 0.197630451876609 | 0.395260903753219 | 0.802369548123391 |
21 | 0.201434131480854 | 0.402868262961708 | 0.798565868519146 |
22 | 0.169599881086097 | 0.339199762172194 | 0.830400118913903 |
23 | 0.143643672590637 | 0.287287345181274 | 0.856356327409363 |
24 | 0.153689539011777 | 0.307379078023554 | 0.846310460988223 |
25 | 0.14493830992162 | 0.28987661984324 | 0.85506169007838 |
26 | 0.123874327807241 | 0.247748655614483 | 0.876125672192759 |
27 | 0.115407702211074 | 0.230815404422149 | 0.884592297788926 |
28 | 0.109511788896321 | 0.219023577792642 | 0.890488211103679 |
29 | 0.166678858077167 | 0.333357716154334 | 0.833321141922833 |
30 | 0.180721271564292 | 0.361442543128584 | 0.819278728435708 |
31 | 0.152899478882586 | 0.305798957765172 | 0.847100521117414 |
32 | 0.17536062709909 | 0.350721254198181 | 0.82463937290091 |
33 | 0.162028587634911 | 0.324057175269823 | 0.837971412365089 |
34 | 0.158359937200648 | 0.316719874401295 | 0.841640062799352 |
35 | 0.373350317979464 | 0.746700635958928 | 0.626649682020536 |
36 | 0.344019490216134 | 0.688038980432268 | 0.655980509783866 |
37 | 0.307518732669486 | 0.615037465338972 | 0.692481267330514 |
38 | 0.285510229950567 | 0.571020459901134 | 0.714489770049433 |
39 | 0.452576793683727 | 0.905153587367454 | 0.547423206316273 |
40 | 0.62342487156852 | 0.75315025686296 | 0.37657512843148 |
41 | 0.84865126357566 | 0.302697472848681 | 0.15134873642434 |
42 | 0.853242802295167 | 0.293514395409665 | 0.146757197704833 |
43 | 0.853280332267048 | 0.293439335465905 | 0.146719667732952 |
44 | 0.925575908991278 | 0.148848182017443 | 0.0744240910087216 |
45 | 0.927777339157616 | 0.144445321684769 | 0.0722226608423845 |
46 | 0.913174275213089 | 0.173651449573822 | 0.0868257247869109 |
47 | 0.908409632005739 | 0.183180735988522 | 0.091590367994261 |
48 | 0.892653636244334 | 0.214692727511333 | 0.107346363755666 |
49 | 0.886351050384322 | 0.227297899231356 | 0.113648949615678 |
50 | 0.863405682304649 | 0.273188635390702 | 0.136594317695351 |
51 | 0.838537244221463 | 0.322925511557075 | 0.161462755778537 |
52 | 0.811617685568395 | 0.37676462886321 | 0.188382314431605 |
53 | 0.88428934865522 | 0.231421302689559 | 0.11571065134478 |
54 | 0.861728691242761 | 0.276542617514479 | 0.138271308757239 |
55 | 0.85553965535727 | 0.28892068928546 | 0.14446034464273 |
56 | 0.902019642118508 | 0.195960715762984 | 0.0979803578814918 |
57 | 0.879710306312734 | 0.240579387374532 | 0.120289693687266 |
58 | 0.858381853662674 | 0.283236292674652 | 0.141618146337326 |
59 | 0.833228762052972 | 0.333542475894056 | 0.166771237947028 |
60 | 0.803890215714846 | 0.392219568570309 | 0.196109784285154 |
61 | 0.768999241991234 | 0.462001516017531 | 0.231000758008766 |
62 | 0.756466273356786 | 0.487067453286427 | 0.243533726643214 |
63 | 0.733783729027724 | 0.532432541944552 | 0.266216270972276 |
64 | 0.748487584846563 | 0.503024830306874 | 0.251512415153437 |
65 | 0.739292075716672 | 0.521415848566656 | 0.260707924283328 |
66 | 0.727920463247179 | 0.544159073505643 | 0.272079536752821 |
67 | 0.690100351578869 | 0.619799296842262 | 0.309899648421131 |
68 | 0.793897922846982 | 0.412204154306037 | 0.206102077153018 |
69 | 0.76468313023841 | 0.470633739523181 | 0.23531686976159 |
70 | 0.739590177438607 | 0.520819645122786 | 0.260409822561393 |
71 | 0.706153439385162 | 0.587693121229675 | 0.293846560614838 |
72 | 0.678105519586254 | 0.643788960827491 | 0.321894480413746 |
73 | 0.648520097478088 | 0.702959805043823 | 0.351479902521912 |
74 | 0.629989425113301 | 0.740021149773398 | 0.370010574886699 |
75 | 0.586773793264121 | 0.826452413471758 | 0.413226206735879 |
76 | 0.567453405850836 | 0.865093188298327 | 0.432546594149164 |
77 | 0.605405317616416 | 0.789189364767167 | 0.394594682383584 |
78 | 0.56105329424472 | 0.877893411510559 | 0.43894670575528 |
79 | 0.546103445178455 | 0.907793109643089 | 0.453896554821545 |
80 | 0.617149122275552 | 0.765701755448896 | 0.382850877724448 |
81 | 0.59147404131458 | 0.81705191737084 | 0.40852595868542 |
82 | 0.553336606658094 | 0.893326786683812 | 0.446663393341906 |
83 | 0.509127152867555 | 0.98174569426489 | 0.490872847132445 |
84 | 0.491828910419134 | 0.983657820838269 | 0.508171089580866 |
85 | 0.464249415292943 | 0.928498830585886 | 0.535750584707057 |
86 | 0.420700783770427 | 0.841401567540854 | 0.579299216229573 |
87 | 0.377650901366783 | 0.755301802733566 | 0.622349098633217 |
88 | 0.33529111759671 | 0.670582235193421 | 0.66470888240329 |
89 | 0.303944438123307 | 0.607888876246613 | 0.696055561876693 |
90 | 0.291086247127573 | 0.582172494255146 | 0.708913752872427 |
91 | 0.289839068003369 | 0.579678136006739 | 0.710160931996631 |
92 | 0.258431330721944 | 0.516862661443888 | 0.741568669278056 |
93 | 0.294521416041734 | 0.589042832083468 | 0.705478583958266 |
94 | 0.267146856286213 | 0.534293712572427 | 0.732853143713787 |
95 | 0.229750484927688 | 0.459500969855377 | 0.770249515072312 |
96 | 0.233956643858421 | 0.467913287716843 | 0.766043356141579 |
97 | 0.399498939399535 | 0.79899787879907 | 0.600501060600465 |
98 | 0.371280013515491 | 0.742560027030981 | 0.628719986484509 |
99 | 0.334124290876179 | 0.668248581752357 | 0.665875709123821 |
100 | 0.295502680172113 | 0.591005360344226 | 0.704497319827887 |
101 | 0.259197566201498 | 0.518395132402995 | 0.740802433798502 |
102 | 0.225849157491359 | 0.451698314982719 | 0.774150842508641 |
103 | 0.199961980548319 | 0.399923961096638 | 0.800038019451681 |
104 | 0.313313855826893 | 0.626627711653787 | 0.686686144173107 |
105 | 0.33328164194766 | 0.66656328389532 | 0.66671835805234 |
106 | 0.435641325720113 | 0.871282651440227 | 0.564358674279887 |
107 | 0.389944299792989 | 0.779888599585977 | 0.610055700207011 |
108 | 0.446300180149598 | 0.892600360299196 | 0.553699819850402 |
109 | 0.401848893162384 | 0.803697786324767 | 0.598151106837616 |
110 | 0.389109092385289 | 0.778218184770578 | 0.610890907614711 |
111 | 0.388083301585689 | 0.776166603171378 | 0.611916698414311 |
112 | 0.347949417089498 | 0.695898834178996 | 0.652050582910502 |
113 | 0.334254827774485 | 0.66850965554897 | 0.665745172225515 |
114 | 0.287136585223088 | 0.574273170446176 | 0.712863414776912 |
115 | 0.2735528141889 | 0.547105628377801 | 0.7264471858111 |
116 | 0.230374229017359 | 0.460748458034719 | 0.769625770982641 |
117 | 0.26280267212898 | 0.52560534425796 | 0.73719732787102 |
118 | 0.250215758936222 | 0.500431517872445 | 0.749784241063778 |
119 | 0.272482316392896 | 0.544964632785792 | 0.727517683607104 |
120 | 0.373880096974696 | 0.747760193949392 | 0.626119903025304 |
121 | 0.392127388251416 | 0.784254776502832 | 0.607872611748584 |
122 | 0.455091462194818 | 0.910182924389637 | 0.544908537805182 |
123 | 0.412357067037385 | 0.824714134074769 | 0.587642932962615 |
124 | 0.353845223660264 | 0.707690447320529 | 0.646154776339736 |
125 | 0.298140920029428 | 0.596281840058856 | 0.701859079970572 |
126 | 0.252974406150154 | 0.505948812300308 | 0.747025593849846 |
127 | 0.270079191500731 | 0.540158383001462 | 0.729920808499269 |
128 | 0.22545220150302 | 0.450904403006039 | 0.77454779849698 |
129 | 0.251636441148906 | 0.503272882297813 | 0.748363558851094 |
130 | 0.21012298132459 | 0.420245962649181 | 0.78987701867541 |
131 | 0.165716309643088 | 0.331432619286176 | 0.834283690356912 |
132 | 0.59960498042898 | 0.80079003914204 | 0.40039501957102 |
133 | 0.544663989140912 | 0.910672021718176 | 0.455336010859088 |
134 | 0.467545790539707 | 0.935091581079414 | 0.532454209460293 |
135 | 0.456132264482861 | 0.912264528965723 | 0.543867735517139 |
136 | 0.461279361131123 | 0.922558722262245 | 0.538720638868877 |
137 | 0.525842854175163 | 0.948314291649675 | 0.474157145824837 |
138 | 0.462461777632887 | 0.924923555265775 | 0.537538222367113 |
139 | 0.392359899172178 | 0.784719798344356 | 0.607640100827822 |
140 | 0.307828560209163 | 0.615657120418325 | 0.692171439790837 |
141 | 0.2218812210859 | 0.443762442171801 | 0.7781187789141 |
142 | 0.14857551603342 | 0.29715103206684 | 0.85142448396658 |
143 | 0.240579378426068 | 0.481158756852137 | 0.759420621573932 |
144 | 0.221446644092179 | 0.442893288184357 | 0.778553355907821 |
145 | 0.158824381488465 | 0.317648762976931 | 0.841175618511535 |
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 | 1 | 0.00719424460431655 | OK |