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 | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | 52.6135801250548 | 12.695662 | 4.1442 | 0.000101 | 5e-05 |
maand | -0.00138193125711569 | 0.007104 | -0.1945 | 0.846363 | 0.423182 |
voeding | 0.301814408454775 | 0.017562 | 17.1854 | 0 | 0 |
nietvoeding | 0.163193903248279 | 0.016998 | 9.601 | 0 | 0 |
diensten | 0.28510228446795 | 0.040977 | 6.9576 | 0 | 0 |
huur | -0.256996818812504 | 0.104843 | -2.4512 | 0.016934 | 0.008467 |
t | 0.070223575059082 | 0.023611 | 2.9742 | 0.004119 | 0.00206 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.999046716989582 |
R-squared | 0.998094342727661 |
Adjusted R-squared | 0.997918435902522 |
F-TEST (value) | 5673.99441118485 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 65 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.163048767947174 |
Sum Squared Residuals | 1.72801854739094 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 104.29 | 104.376719215724 | -0.0867192157239278 |
2 | 104.56 | 104.596044484058 | -0.0360444840581487 |
3 | 104.79 | 104.836798876079 | -0.0467988760793533 |
4 | 105.08 | 105.298145959079 | -0.218145959078754 |
5 | 105.21 | 105.488049533462 | -0.27804953346195 |
6 | 105.43 | 105.810806212149 | -0.380806212149096 |
7 | 105.69 | 106.075420815159 | -0.385420815159149 |
8 | 105.74 | 106.003046146682 | -0.263046146682093 |
9 | 106.2 | 106.227971593606 | -0.0279715936063852 |
10 | 106.04 | 106.027498015304 | 0.0125019846962024 |
11 | 106.45 | 106.402833696413 | 0.0471663035870463 |
12 | 106.4 | 106.309058108491 | 0.0909418915092075 |
13 | 106.48 | 106.455572218 | 0.024427782000102 |
14 | 106.83 | 106.679212190067 | 0.150787809933388 |
15 | 107.14 | 107.011420353163 | 0.128579646837202 |
16 | 107.94 | 107.922375552601 | 0.0176244473985381 |
17 | 108.46 | 108.577546982827 | -0.117546982826947 |
18 | 108.81 | 108.841349761786 | -0.0313497617861699 |
19 | 108.92 | 108.929408086342 | -0.00940808634177477 |
20 | 108.99 | 108.945203311808 | 0.0447966881918749 |
21 | 109.16 | 109.053562295504 | 0.106437704496472 |
22 | 109.22 | 109.134758769206 | 0.0852412307944602 |
23 | 109.43 | 109.341231476369 | 0.0887685236306068 |
24 | 109.23 | 109.165471131192 | 0.064528868807769 |
25 | 109.93 | 109.90114869856 | 0.0288513014397537 |
26 | 110.09 | 109.866101844015 | 0.223898155985056 |
27 | 110.33 | 110.10471675425 | 0.225283245750007 |
28 | 110.11 | 109.991338912153 | 0.118661087846576 |
29 | 110.35 | 110.245971642903 | 0.104028357096708 |
30 | 110.09 | 110.025339242193 | 0.0646607578067848 |
31 | 110.44 | 110.304667650769 | 0.135332349231316 |
32 | 110.39 | 110.224243200018 | 0.165756799981585 |
33 | 110.62 | 110.472001916183 | 0.147998083816758 |
34 | 110.43 | 110.247592949274 | 0.18240705072569 |
35 | 110.46 | 110.325454659898 | 0.134545340101625 |
36 | 110.55 | 110.332418364195 | 0.217581635804838 |
37 | 110.94 | 110.724924413226 | 0.215075586774465 |
38 | 111.56 | 111.230201560737 | 0.32979843926341 |
39 | 111.82 | 111.464181917013 | 0.355818082986791 |
40 | 111.73 | 111.659189512949 | 0.0708104870505523 |
41 | 111.57 | 111.524860401945 | 0.045139598054906 |
42 | 111.85 | 111.849882042058 | 0.00011795794193449 |
43 | 112.06 | 112.07893640812 | -0.0189364081196451 |
44 | 112.2 | 112.234738476559 | -0.0347384765590138 |
45 | 112.47 | 112.584217222239 | -0.114217222238602 |
46 | 112.15 | 112.150603122814 | -0.000603122814215742 |
47 | 112.36 | 112.359644323525 | 0.000355676474671473 |
48 | 112.32 | 112.316231562352 | 0.00376843764805664 |
49 | 112.67 | 112.6726097995 | -0.00260979949978982 |
50 | 113.02 | 112.9251524422 | 0.0948475578000547 |
51 | 113.05 | 113.006733295152 | 0.0432667048476108 |
52 | 113.5 | 113.635444023295 | -0.135444023295177 |
53 | 113.67 | 113.890161348144 | -0.220161348144305 |
54 | 113.65 | 113.961027065326 | -0.311027065325784 |
55 | 114 | 114.244626953407 | -0.244626953406782 |
56 | 114.03 | 114.213807068855 | -0.183807068854676 |
57 | 114.08 | 114.237692653164 | -0.157692653163902 |
58 | 114.49 | 114.431913231676 | 0.0580867683237991 |
59 | 114.48 | 114.580207219261 | -0.100207219260542 |
60 | 114.25 | 114.392003673217 | -0.1420036732173 |
61 | 114.68 | 114.741708495349 | -0.0617084953489566 |
62 | 115.28 | 115.282156910686 | -0.00215691068578923 |
63 | 115.9 | 115.973330125342 | -0.0733301253415308 |
64 | 115.87 | 116.01479246031 | -0.14479246030992 |
65 | 116.09 | 116.366197110727 | -0.276197110727236 |
66 | 116.29 | 116.455116335081 | -0.165116335081413 |
67 | 116.76 | 116.711658269441 | 0.0483417305587939 |
68 | 116.78 | 116.744562176033 | 0.0354378239670384 |
69 | 116.65 | 116.479402588229 | 0.170597411771362 |
70 | 116.46 | 116.49600135634 | -0.0360013563395668 |
71 | 116.82 | 116.779594587241 | 0.0404054127594427 |
72 | 116.91 | 116.725989229005 | 0.184010770995443 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.199438677385209 | 0.398877354770418 | 0.800561322614791 |
11 | 0.311142450787311 | 0.622284901574623 | 0.688857549212688 |
12 | 0.215441522485658 | 0.430883044971315 | 0.784558477514342 |
13 | 0.140115364497639 | 0.280230728995279 | 0.859884635502361 |
14 | 0.101762582614545 | 0.203525165229089 | 0.898237417385455 |
15 | 0.114084717111881 | 0.228169434223762 | 0.885915282888119 |
16 | 0.644136047332427 | 0.711727905335146 | 0.355863952667573 |
17 | 0.798038438378968 | 0.403923123242064 | 0.201961561621032 |
18 | 0.91509212953918 | 0.169815740921639 | 0.0849078704608196 |
19 | 0.960729252839533 | 0.0785414943209334 | 0.0392707471604667 |
20 | 0.961515750552122 | 0.0769684988957552 | 0.0384842494478776 |
21 | 0.952183776098735 | 0.0956324478025311 | 0.0478162239012655 |
22 | 0.929163422789125 | 0.141673154421749 | 0.0708365772108745 |
23 | 0.899994143752681 | 0.200011712494637 | 0.100005856247319 |
24 | 0.887297907060125 | 0.225404185879749 | 0.112702092939875 |
25 | 0.873467831987822 | 0.253064336024356 | 0.126532168012178 |
26 | 0.83339518244475 | 0.3332096351105 | 0.16660481755525 |
27 | 0.809449552533422 | 0.381100894933157 | 0.190550447466578 |
28 | 0.843326079918461 | 0.313347840163078 | 0.156673920081539 |
29 | 0.800940165122773 | 0.398119669754454 | 0.199059834877227 |
30 | 0.840053777821854 | 0.319892444356293 | 0.159946222178146 |
31 | 0.807317272829117 | 0.385365454341766 | 0.192682727170883 |
32 | 0.777511306874441 | 0.444977386251118 | 0.222488693125559 |
33 | 0.722179977874536 | 0.555640044250929 | 0.277820022125464 |
34 | 0.658960574764403 | 0.682078850471195 | 0.341039425235597 |
35 | 0.59262972026287 | 0.81474055947426 | 0.40737027973713 |
36 | 0.521092851153305 | 0.957814297693389 | 0.478907148846695 |
37 | 0.561146701336588 | 0.877706597326824 | 0.438853298663412 |
38 | 0.49160010978541 | 0.983200219570819 | 0.50839989021459 |
39 | 0.470677978752192 | 0.941355957504383 | 0.529322021247808 |
40 | 0.507515163137658 | 0.984969673724684 | 0.492484836862342 |
41 | 0.468766395938153 | 0.937532791876306 | 0.531233604061847 |
42 | 0.443842359789899 | 0.887684719579799 | 0.556157640210101 |
43 | 0.498479390899569 | 0.996958781799138 | 0.501520609100431 |
44 | 0.554950058690094 | 0.890099882619813 | 0.445049941309906 |
45 | 0.583234303646716 | 0.833531392706569 | 0.416765696353284 |
46 | 0.599059890777248 | 0.801880218445505 | 0.400940109222752 |
47 | 0.683053189626735 | 0.633893620746531 | 0.316946810373265 |
48 | 0.817807736819251 | 0.364384526361499 | 0.182192263180749 |
49 | 0.882491198007529 | 0.235017603984943 | 0.117508801992472 |
50 | 0.911773776621864 | 0.176452446756272 | 0.0882262233781358 |
51 | 0.952751341077792 | 0.0944973178444165 | 0.0472486589222082 |
52 | 0.977920028875267 | 0.0441599422494656 | 0.0220799711247328 |
53 | 0.986462013180361 | 0.0270759736392787 | 0.0135379868196393 |
54 | 0.988167115264873 | 0.023665769470254 | 0.011832884735127 |
55 | 0.985275954622611 | 0.0294480907547784 | 0.0147240453773892 |
56 | 0.981637656360091 | 0.0367246872798175 | 0.0183623436399088 |
57 | 0.978362469157868 | 0.0432750616842641 | 0.021637530842132 |
58 | 0.962350526366079 | 0.0752989472678418 | 0.0376494736339209 |
59 | 0.925194360072071 | 0.149611279855858 | 0.0748056399279289 |
60 | 0.859121517981407 | 0.281756964037185 | 0.140878482018593 |
61 | 0.811129374909459 | 0.377741250181082 | 0.188870625090541 |
62 | 0.707485147759843 | 0.585029704480313 | 0.292514852240157 |
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 | 6 | 0.113207547169811 | NOK |
10% type I error level | 11 | 0.207547169811321 | NOK |