Multiple Linear Regression - Estimated Regression Equation
index[t] = + 52.6135801250548 -0.00138193125711569maand[t] + 0.301814408454775voeding[t] + 0.163193903248279nietvoeding[t] + 0.28510228446795diensten[t] -0.256996818812504huur[t] + 0.070223575059082t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)52.613580125054812.6956624.14420.0001015e-05
maand-0.001381931257115690.007104-0.19450.8463630.423182
voeding0.3018144084547750.01756217.185400
nietvoeding0.1631939032482790.0169989.60100
diensten0.285102284467950.0409776.957600
huur-0.2569968188125040.104843-2.45120.0169340.008467
t0.0702235750590820.0236112.97420.0041190.00206


Multiple Linear Regression - Regression Statistics
Multiple R0.999046716989582
R-squared0.998094342727661
Adjusted R-squared0.997918435902522
F-TEST (value)5673.99441118485
F-TEST (DF numerator)6
F-TEST (DF denominator)65
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.163048767947174
Sum Squared Residuals1.72801854739094


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1104.29104.376719215724-0.0867192157239278
2104.56104.596044484058-0.0360444840581487
3104.79104.836798876079-0.0467988760793533
4105.08105.298145959079-0.218145959078754
5105.21105.488049533462-0.27804953346195
6105.43105.810806212149-0.380806212149096
7105.69106.075420815159-0.385420815159149
8105.74106.003046146682-0.263046146682093
9106.2106.227971593606-0.0279715936063852
10106.04106.0274980153040.0125019846962024
11106.45106.4028336964130.0471663035870463
12106.4106.3090581084910.0909418915092075
13106.48106.4555722180.024427782000102
14106.83106.6792121900670.150787809933388
15107.14107.0114203531630.128579646837202
16107.94107.9223755526010.0176244473985381
17108.46108.577546982827-0.117546982826947
18108.81108.841349761786-0.0313497617861699
19108.92108.929408086342-0.00940808634177477
20108.99108.9452033118080.0447966881918749
21109.16109.0535622955040.106437704496472
22109.22109.1347587692060.0852412307944602
23109.43109.3412314763690.0887685236306068
24109.23109.1654711311920.064528868807769
25109.93109.901148698560.0288513014397537
26110.09109.8661018440150.223898155985056
27110.33110.104716754250.225283245750007
28110.11109.9913389121530.118661087846576
29110.35110.2459716429030.104028357096708
30110.09110.0253392421930.0646607578067848
31110.44110.3046676507690.135332349231316
32110.39110.2242432000180.165756799981585
33110.62110.4720019161830.147998083816758
34110.43110.2475929492740.18240705072569
35110.46110.3254546598980.134545340101625
36110.55110.3324183641950.217581635804838
37110.94110.7249244132260.215075586774465
38111.56111.2302015607370.32979843926341
39111.82111.4641819170130.355818082986791
40111.73111.6591895129490.0708104870505523
41111.57111.5248604019450.045139598054906
42111.85111.8498820420580.00011795794193449
43112.06112.07893640812-0.0189364081196451
44112.2112.234738476559-0.0347384765590138
45112.47112.584217222239-0.114217222238602
46112.15112.150603122814-0.000603122814215742
47112.36112.3596443235250.000355676474671473
48112.32112.3162315623520.00376843764805664
49112.67112.6726097995-0.00260979949978982
50113.02112.92515244220.0948475578000547
51113.05113.0067332951520.0432667048476108
52113.5113.635444023295-0.135444023295177
53113.67113.890161348144-0.220161348144305
54113.65113.961027065326-0.311027065325784
55114114.244626953407-0.244626953406782
56114.03114.213807068855-0.183807068854676
57114.08114.237692653164-0.157692653163902
58114.49114.4319132316760.0580867683237991
59114.48114.580207219261-0.100207219260542
60114.25114.392003673217-0.1420036732173
61114.68114.741708495349-0.0617084953489566
62115.28115.282156910686-0.00215691068578923
63115.9115.973330125342-0.0733301253415308
64115.87116.01479246031-0.14479246030992
65116.09116.366197110727-0.276197110727236
66116.29116.455116335081-0.165116335081413
67116.76116.7116582694410.0483417305587939
68116.78116.7445621760330.0354378239670384
69116.65116.4794025882290.170597411771362
70116.46116.49600135634-0.0360013563395668
71116.82116.7795945872410.0404054127594427
72116.91116.7259892290050.184010770995443


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.1994386773852090.3988773547704180.800561322614791
110.3111424507873110.6222849015746230.688857549212688
120.2154415224856580.4308830449713150.784558477514342
130.1401153644976390.2802307289952790.859884635502361
140.1017625826145450.2035251652290890.898237417385455
150.1140847171118810.2281694342237620.885915282888119
160.6441360473324270.7117279053351460.355863952667573
170.7980384383789680.4039231232420640.201961561621032
180.915092129539180.1698157409216390.0849078704608196
190.9607292528395330.07854149432093340.0392707471604667
200.9615157505521220.07696849889575520.0384842494478776
210.9521837760987350.09563244780253110.0478162239012655
220.9291634227891250.1416731544217490.0708365772108745
230.8999941437526810.2000117124946370.100005856247319
240.8872979070601250.2254041858797490.112702092939875
250.8734678319878220.2530643360243560.126532168012178
260.833395182444750.33320963511050.16660481755525
270.8094495525334220.3811008949331570.190550447466578
280.8433260799184610.3133478401630780.156673920081539
290.8009401651227730.3981196697544540.199059834877227
300.8400537778218540.3198924443562930.159946222178146
310.8073172728291170.3853654543417660.192682727170883
320.7775113068744410.4449773862511180.222488693125559
330.7221799778745360.5556400442509290.277820022125464
340.6589605747644030.6820788504711950.341039425235597
350.592629720262870.814740559474260.40737027973713
360.5210928511533050.9578142976933890.478907148846695
370.5611467013365880.8777065973268240.438853298663412
380.491600109785410.9832002195708190.50839989021459
390.4706779787521920.9413559575043830.529322021247808
400.5075151631376580.9849696737246840.492484836862342
410.4687663959381530.9375327918763060.531233604061847
420.4438423597898990.8876847195797990.556157640210101
430.4984793908995690.9969587817991380.501520609100431
440.5549500586900940.8900998826198130.445049941309906
450.5832343036467160.8335313927065690.416765696353284
460.5990598907772480.8018802184455050.400940109222752
470.6830531896267350.6338936207465310.316946810373265
480.8178077368192510.3643845263614990.182192263180749
490.8824911980075290.2350176039849430.117508801992472
500.9117737766218640.1764524467562720.0882262233781358
510.9527513410777920.09449731784441650.0472486589222082
520.9779200288752670.04415994224946560.0220799711247328
530.9864620131803610.02707597363927870.0135379868196393
540.9881671152648730.0236657694702540.011832884735127
550.9852759546226110.02944809075477840.0147240453773892
560.9816376563600910.03672468727981750.0183623436399088
570.9783624691578680.04327506168426410.021637530842132
580.9623505263660790.07529894726784180.0376494736339209
590.9251943600720710.1496112798558580.0748056399279289
600.8591215179814070.2817569640371850.140878482018593
610.8111293749094590.3777412501810820.188870625090541
620.7074851477598430.5850297044803130.292514852240157


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level60.113207547169811NOK
10% type I error level110.207547169811321NOK