| Multiple Linear Regression - Estimated Regression Equation |
| Maart[t] = + 26.9631083775115 + 0.33098020691659Januari[t] + 0.229091084400067Februari[t] + 0.0730654961934324April[t] -0.0541294587441554Mei[t] + 0.179952198871172Juni[t] -0.376125406787961Juli[t] + 0.0964404103799477Augustus[t] + 0.363889505058277September[t] + 0.10640615358495Oktober[t] -0.0262306680046949November[t] -0.232224505457716`December\r`[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) | 26.9631083775115 | 18.073206 | 1.4919 | 0.141772 | 0.070886 |
| Januari | 0.33098020691659 | 0.194678 | 1.7001 | 0.095079 | 0.04754 |
| Februari | 0.229091084400067 | 0.155864 | 1.4698 | 0.147637 | 0.073819 |
| April | 0.0730654961934324 | 0.186461 | 0.3919 | 0.696768 | 0.348384 |
| Mei | -0.0541294587441554 | 0.197053 | -0.2747 | 0.784639 | 0.392319 |
| Juni | 0.179952198871172 | 0.218437 | 0.8238 | 0.413806 | 0.206903 |
| Juli | -0.376125406787961 | 0.163398 | -2.3019 | 0.025378 | 0.012689 |
| Augustus | 0.0964404103799477 | 0.168288 | 0.5731 | 0.569069 | 0.284535 |
| September | 0.363889505058277 | 0.193786 | 1.8778 | 0.066022 | 0.033011 |
| Oktober | 0.10640615358495 | 0.19801 | 0.5374 | 0.593299 | 0.296649 |
| November | -0.0262306680046949 | 0.184383 | -0.1423 | 0.887423 | 0.443711 |
| `December\r` | -0.232224505457716 | 0.183777 | -1.2636 | 0.212001 | 0.106 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.655316246477304 |
| R-squared | 0.429439382897103 |
| Adjusted R-squared | 0.308743867740721 |
| F-TEST (value) | 3.55803927213608 |
| F-TEST (DF numerator) | 11 |
| F-TEST (DF denominator) | 52 |
| p-value | 0.000904320685802373 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 9.64679673822833 |
| Sum Squared Residuals | 4839.15574005202 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 96.70529891 | 98.3504376936718 | -1.64513878367176 |
| 2 | 101.9671936 | 97.2826403026991 | 4.6845532973009 |
| 3 | 83.64850573 | 106.091240037889 | -22.4427343078893 |
| 4 | 91.37253152 | 95.0444455576572 | -3.67191403765719 |
| 5 | 107.2426702 | 100.537115498901 | 6.70555470109904 |
| 6 | 104.6089069 | 93.978634529497 | 10.630272370503 |
| 7 | 105.7013167 | 103.3467016014 | 2.35461509860036 |
| 8 | 100.2702348 | 106.235322171457 | -5.96508737145696 |
| 9 | 117.0363334 | 126.204443697656 | -9.16811029765581 |
| 10 | 84.55711639 | 101.898056018729 | -17.3409396287293 |
| 11 | 111.6504762 | 105.981002666073 | 5.66947353392662 |
| 12 | 95.90533101 | 104.430186652326 | -8.5248556423264 |
| 13 | 97.0634478 | 79.3382926595076 | 17.7251551404924 |
| 14 | 76.81077119 | 88.9933055825499 | -12.1825343925499 |
| 15 | 71.73301977 | 88.733418666929 | -17.000398896929 |
| 16 | 87.83095647 | 93.7305726741712 | -5.89961620417121 |
| 17 | 95.3334692 | 87.9707513635464 | 7.36271783645359 |
| 18 | 90.27609764 | 86.7141439343632 | 3.56195370563681 |
| 19 | 83.44859642 | 91.3906536005087 | -7.94205718050874 |
| 20 | 90.86416304 | 98.3213379223825 | -7.45717488238255 |
| 21 | 100.4509598 | 109.678563513383 | -9.22760371338314 |
| 22 | 106.8969711 | 95.8862403122717 | 11.0107307877283 |
| 23 | 95.55182384 | 88.68193104238 | 6.86989279761996 |
| 24 | 96.55174999 | 96.6555395627497 | -0.1037895727497 |
| 25 | 91.83981744 | 99.5440153556143 | -7.70419791561435 |
| 26 | 119.8699351 | 105.616167307211 | 14.2537677927894 |
| 27 | 91.68027536 | 90.9455655332525 | 0.734709826747473 |
| 28 | 92.11791656 | 92.240718307079 | -0.122801747079055 |
| 29 | 91.59765717 | 94.3439078654115 | -2.74625069541151 |
| 30 | 92.12465123 | 94.5454196225489 | -2.42076839254892 |
| 31 | 100.8474367 | 99.2119396898344 | 1.63549701016559 |
| 32 | 104.8017257 | 99.603129750446 | 5.19859594955401 |
| 33 | 107.3276982 | 101.174854282298 | 6.15284391770187 |
| 34 | 114.0654863 | 109.509686874201 | 4.5557994257994 |
| 35 | 98.61591954 | 106.331967436153 | -7.7160478961534 |
| 36 | 99.1660366 | 97.1870972991023 | 1.97893930089766 |
| 37 | 108.3459488 | 102.745946083061 | 5.60000271693914 |
| 38 | 109.0752805 | 102.429858112514 | 6.64542238748638 |
| 39 | 94.52908527 | 89.81705302709 | 4.71203224290997 |
| 40 | 98.46232811 | 97.3779087676135 | 1.08441934238654 |
| 41 | 95.33859408 | 94.7403739871368 | 0.598220092863209 |
| 42 | 97.04879426 | 95.3429635843063 | 1.70583067569369 |
| 43 | 105.7557666 | 97.0769841941256 | 8.67878240587438 |
| 44 | 106.5506033 | 101.750497628165 | 4.80010567183463 |
| 45 | 114.0644769 | 103.812280349083 | 10.2521965509174 |
| 46 | 115.9432469 | 105.016619922426 | 10.9266269775737 |
| 47 | 113.5407096 | 112.640976515905 | 0.899733084094858 |
| 48 | 101.8355342 | 97.4756100368458 | 4.35992416315416 |
| 49 | 114.1557567 | 104.26721733095 | 9.88853936905017 |
| 50 | 125.0182101 | 108.944081553605 | 16.0741285463948 |
| 51 | 115.4093993 | 94.3968375466625 | 21.0125617533376 |
| 52 | 74.92056118 | 89.5138611764104 | -14.5932999964104 |
| 53 | 79.6901409 | 89.5708061176897 | -9.88066521768967 |
| 54 | 83.43891123 | 89.6917382947124 | -6.25282706471238 |
| 55 | 87.88779864 | 89.4572853001157 | -1.5694866601157 |
| 56 | 89.76344344 | 91.976119324131 | -2.21267588413104 |
| 57 | 87.02126023 | 94.4869000676099 | -7.46563983760989 |
| 58 | 89.55193338 | 100.616924080935 | -11.064990700935 |
| 59 | 100.47252 | 102.354806701823 | -1.88228670182253 |
| 60 | 105.6176446 | 102.441061059464 | 3.17658354053556 |
| 61 | 89.21144197 | 91.5174489448193 | -2.30600697481927 |
| 62 | 95.50820162 | 97.6903258707097 | -2.18212425070966 |
| 63 | 95.60844252 | 96.0399356660687 | -0.431493146068669 |
| 64 | 76.91132508 | 89.28798910017 | -12.37666402017 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 15 | 0.999052205847391 | 0.00189558830521759 | 0.000947794152608796 |
| 16 | 0.997330922015149 | 0.00533815596970308 | 0.00266907798485154 |
| 17 | 0.996157117202193 | 0.00768576559561325 | 0.00384288279780663 |
| 18 | 0.992210751707258 | 0.0155784965854844 | 0.0077892482927422 |
| 19 | 0.991986954359232 | 0.0160260912815356 | 0.00801304564076782 |
| 20 | 0.987284219251866 | 0.0254315614962679 | 0.0127157807481339 |
| 21 | 0.98817124199841 | 0.0236575160031791 | 0.0118287580015896 |
| 22 | 0.991043970053403 | 0.0179120598931933 | 0.00895602994659665 |
| 23 | 0.99258478684676 | 0.0148304263064791 | 0.00741521315323957 |
| 24 | 0.990769255811356 | 0.018461488377289 | 0.00923074418864448 |
| 25 | 0.99048691584459 | 0.0190261683108209 | 0.00951308415541046 |
| 26 | 0.999884081699966 | 0.000231836600068144 | 0.000115918300034072 |
| 27 | 0.999723240722643 | 0.000553518554714667 | 0.000276759277357334 |
| 28 | 0.999472770679832 | 0.00105445864033508 | 0.000527229320167541 |
| 29 | 0.999016660990897 | 0.0019666780182067 | 0.000983339009103352 |
| 30 | 0.997996283661117 | 0.00400743267776533 | 0.00200371633888266 |
| 31 | 0.998215851473377 | 0.00356829705324629 | 0.00178414852662315 |
| 32 | 0.99743387990183 | 0.00513224019634042 | 0.00256612009817021 |
| 33 | 0.997317409230859 | 0.005365181538282 | 0.002682590769141 |
| 34 | 0.997866885321977 | 0.00426622935604646 | 0.00213311467802323 |
| 35 | 0.995941843407088 | 0.00811631318582325 | 0.00405815659291162 |
| 36 | 0.995926208496724 | 0.00814758300655302 | 0.00407379150327651 |
| 37 | 0.993083582258048 | 0.0138328354839037 | 0.00691641774195186 |
| 38 | 0.998599942113632 | 0.00280011577273683 | 0.00140005788636842 |
| 39 | 0.99720836632216 | 0.00558326735567896 | 0.00279163367783948 |
| 40 | 0.995007873026365 | 0.00998425394727099 | 0.0049921269736355 |
| 41 | 0.99180479478413 | 0.016390410431741 | 0.00819520521587051 |
| 42 | 0.985224132287855 | 0.0295517354242893 | 0.0147758677121447 |
| 43 | 0.972989840194763 | 0.0540203196104743 | 0.0270101598052371 |
| 44 | 0.958712941469293 | 0.0825741170614146 | 0.0412870585307073 |
| 45 | 0.928043962754691 | 0.143912074490617 | 0.0719560372453087 |
| 46 | 0.876830768430757 | 0.246338463138486 | 0.123169231569243 |
| 47 | 0.824805627456278 | 0.350388745087444 | 0.175194372543722 |
| 48 | 0.738749677919631 | 0.522500644160738 | 0.261250322080369 |
| 49 | 0.89367835036777 | 0.212643299264461 | 0.10632164963223 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 17 | 0.485714285714286 | NOK |
| 5% type I error level | 28 | 0.8 | NOK |
| 10% type I error level | 30 | 0.857142857142857 | NOK |
