Repository of Reproducible Computations

Multiple Linear Regression - Estimated Regression Equation

index[t] = + 14.9146388985236 + 0.0104662375225314maand[t] + 0.309930722230262voeding[t] + 0.184338043649384nietvoeding[t] + 0.327787601377518diensten[t] + 0.0302968821437875huur[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)	14.9146388985236	0.757379	19.6924	0	0
maand	0.0104662375225314	0.006221	1.6823	0.097236	0.048618
voeding	0.309930722230262	0.018351	16.8889	0	0
nietvoeding	0.184338043649384	0.016331	11.2874	0	0
diensten	0.327787601377518	0.040599	8.0738	0	0
huur	0.0302968821437875	0.043114	0.7027	0.4847	0.24235

Multiple Linear Regression - Regression Statistics
Multiple R	0.998916916882485
R-squared	0.997835006834009
Adjusted R-squared	0.997670992200221
F-TEST (value)	6083.81693628978
F-TEST (DF numerator)	5
F-TEST (DF denominator)	66
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.172467829827248
Sum Squared Residuals	1.96318005347117

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	104.29	104.389886570488	-0.0998865704884732
2	104.56	104.657579654921	-0.0975796549207001
3	104.79	104.92625016255	-0.136250162550133
4	105.08	105.387010639998	-0.307010639997951
5	105.21	105.539368480299	-0.329368480298863
6	105.43	105.852548299749	-0.422548299748522
7	105.69	106.142312733783	-0.452312733783414
8	105.74	106.024875089858	-0.284875089857989
9	106.2	106.262977935226	-0.0629779352259944
10	106.04	105.98951207451	0.0504879254900875
11	106.45	106.359795849333	0.0902041506672231
12	106.4	106.230807421651	0.169192578349184
13	106.48	106.297022090354	0.182977909645879
14	106.83	106.60694066316	0.223059336840179
15	107.14	106.942674015531	0.19732598446915
16	107.94	107.915361549076	0.0246384509235149
17	108.46	108.561143141661	-0.101143141660651
18	108.81	108.820089821583	-0.0100898215830033
19	108.92	108.911316657736	0.00868334226388748
20	108.99	108.902728134325	0.087271865675084
21	109.16	109.007457552381	0.152542447619127
22	109.22	109.095196404383	0.124803595617261
23	109.43	109.3045688786	0.125431121400267
24	109.23	109.09766208152	0.132337918480376
25	109.93	109.831383639453	0.0986163605467653
26	110.09	109.911660941387	0.178339058612926
27	110.33	110.171706362843	0.158293637156741
28	110.11	110.028985923837	0.0810140761634831
29	110.35	110.312608751698	0.0373912483022703
30	110.09	110.052695552405	0.0373044475953494
31	110.44	110.368880561391	0.0711194386093935
32	110.39	110.297064904281	0.0929350957193712
33	110.62	110.510084468208	0.109915531792292
34	110.43	110.238635089536	0.191364910463851
35	110.46	110.327937943793	0.132062056207485
36	110.55	110.324685591944	0.225314408055639
37	110.94	110.659724877013	0.280275122987487
38	111.56	111.263151157413	0.296848842587102
39	111.82	111.524668509746	0.295331490253606
40	111.73	111.717727123577	0.0122728764233254
41	111.57	111.556410197701	0.0135898022993504
42	111.85	111.903035394457	-0.0530353944569256
43	112.06	112.119382057303	-0.0593820573031555
44	112.2	112.283223067984	-0.0832230679840376
45	112.47	112.62531341581	-0.155313415809808
46	112.15	112.139431148843	0.0105688511565037
47	112.36	112.358948633396	0.00105136660442817
48	112.32	112.257111440708	0.0628885592917211
49	112.67	112.535542309574	0.134457690425935
50	113.02	112.926211397194	0.0937886028058511
51	113.05	113.006478969784	0.043521030216085
52	113.5	113.654424223903	-0.15442422390277
53	113.67	113.936824314102	-0.266824314101632
54	113.65	113.947837898109	-0.297837898109131
55	114	114.264018748375	-0.264018748375455
56	114.03	114.189409362522	-0.159409362522116
57	114.08	114.193987877879	-0.113987877879302
58	114.49	114.411658430816	0.0783415691844366
59	114.48	114.503636157641	-0.0236361576413773
60	114.25	114.260521413619	-0.0105214136189734
61	114.68	114.594441775436	0.0855582245639461
62	115.28	115.225523592058	0.0544764079419797
63	115.9	115.941615999574	-0.0416159995738693
64	115.87	116.016530921413	-0.146530921413327
65	116.09	116.349463081667	-0.259463081666609
66	116.29	116.45798537087	-0.167985370869685
67	116.76	116.776445707611	-0.0164457076108268
68	116.78	116.799374119048	-0.0193741190476303
69	116.65	116.547454220428	0.102545779572331
70	116.46	116.56335129219	-0.103351292189725
71	116.82	116.813799229392	0.00620077060802394
72	116.91	116.763920929397	0.146079070603147

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
9	0.183177733154456	0.366355466308912	0.816822266845544
10	0.0937077719976963	0.187415543995393	0.906292228002304
11	0.193753197387456	0.387506394774912	0.806246802612544
12	0.13141460212758	0.262829204255159	0.868585397872421
13	0.312126574448583	0.624253148897166	0.687873425551417
14	0.353876924055111	0.707753848110222	0.646123075944889
15	0.326118782860666	0.652237565721331	0.673881217139334
16	0.719611596209439	0.560776807581121	0.280388403790561
17	0.881749574860741	0.236500850278517	0.118250425139259
18	0.96274546029659	0.0745090794068206	0.0372545397034103
19	0.985668800111663	0.0286623997766743	0.0143311998883372
20	0.9848853908705	0.0302292182589993	0.0151146091294997
21	0.977471564980432	0.0450568700391354	0.0225284350195677
22	0.964652873754961	0.0706942524900774	0.0353471262450387
23	0.951114354745677	0.0977712905086462	0.0488856452543231
24	0.944501811530719	0.110996376938561	0.0554981884692806
25	0.939995394165743	0.120009211668514	0.0600046058342571
26	0.959739065428842	0.0805218691423159	0.0402609345711579
27	0.976734157291061	0.046531685417879	0.0232658427089395
28	0.996520929823666	0.00695814035266849	0.00347907017633424
29	0.997152073579965	0.00569585284006983	0.00284792642003492
30	0.997716140542679	0.00456771891464266	0.00228385945732133
31	0.997516560260564	0.00496687947887137	0.00248343973943569
32	0.997476201309181	0.0050475973816386	0.0025237986908193
33	0.995824678210122	0.00835064357975653	0.00417532178987827
34	0.993194547676303	0.013610904647395	0.0068054523236975
35	0.989033646454101	0.0219327070917987	0.0109663535458994
36	0.982650478519521	0.0346990429609589	0.0173495214804795
37	0.974336711115747	0.0513265777685052	0.0256632888842526
38	0.969006882302885	0.06198623539423	0.030993117697115
39	0.970287140463318	0.0594257190733637	0.0297128595366819
40	0.971020822496087	0.057958355007826	0.028979177503913
41	0.958520428764739	0.0829591424705222	0.0414795712352611
42	0.946389693314426	0.107220613371147	0.0536103066855737
43	0.939617865005126	0.120764269989748	0.060382134994874
44	0.939334504337587	0.121330991324827	0.0606654956624133
45	0.937860583468325	0.12427883306335	0.0621394165316748
46	0.926861292799059	0.146277414401882	0.073138707200941
47	0.927518472375807	0.144963055248387	0.0724815276241934
48	0.938199817851061	0.123600364297878	0.061800182148939
49	0.946915229449742	0.106169541100517	0.0530847705502583
50	0.94609133876079	0.10781732247842	0.0539086612392099
51	0.954672465054862	0.0906550698902751	0.0453275349451376
52	0.964949079597302	0.0701018408053956	0.0350509204026978
53	0.976730528696486	0.0465389426070281	0.023269471303514
54	0.984753590513227	0.0304928189735463	0.0152464094867731
55	0.99362786627875	0.0127442674424998	0.00637213372124992
56	0.995236188699344	0.00952762260131119	0.0047638113006556
57	0.994360564760964	0.0112788704780713	0.00563943523903563
58	0.989444816489269	0.0211103670214621	0.0105551835107311
59	0.975367433022691	0.0492651339546171	0.0246325669773086
60	0.947067525397799	0.105864949204402	0.0529324746022012
61	0.925970315600216	0.148059368799568	0.0740296843997838
62	0.875856745957009	0.248286508085981	0.124143254042991
63	0.750138422671518	0.499723154656964	0.249861577328482

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	7	0.127272727272727	NOK
5% type I error level	20	0.363636363636364	NOK
10% type I error level	31	0.563636363636364	NOK