Multiple Linear Regression - Estimated Regression Equation |
steenkool[t] = + 2.54801758964427 -102.791303444913periode[t] + 0.0275640204914296aardolie[t] -0.117144426849802uranium[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) | 2.54801758964427 | 4.545876 | 0.5605 | 0.576895 | 0.288447 |
periode | -102.791303444913 | 87.563428 | -1.1739 | 0.244355 | 0.122178 |
aardolie | 0.0275640204914296 | 0.040584 | 0.6792 | 0.499231 | 0.249616 |
uranium | -0.117144426849802 | 0.126517 | -0.9259 | 0.357625 | 0.178812 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.209134593180188 |
R-squared | 0.0437372780646425 |
Adjusted R-squared | 0.00333181094061341 |
F-TEST (value) | 1.08245940902962 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 71 |
p-value | 0.362172378125315 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.01007009019596 |
Sum Squared Residuals | 643.297058300354 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 6 | 3.01226110422593 | 2.98773889577407 |
2 | 9 | 4.32482200238733 | 4.67517799761267 |
3 | 7 | 4.5265901041653 | 2.4734098958347 |
4 | 8 | 5.00260557764963 | 2.99739442235037 |
5 | 1 | 4.02184180880489 | -3.02184180880489 |
6 | 9 | 5.46154253108408 | 3.53845746891592 |
7 | 9 | 3.86458230857988 | 5.13541769142012 |
8 | 7 | 3.91363819799906 | 3.08636180200094 |
9 | 2 | 5.05084660821831 | -3.05084660821831 |
10 | 9 | 5.13171375167282 | 3.86828624832718 |
11 | 8 | 4.79250091536307 | 3.20749908463693 |
12 | 3 | 5.30291039857176 | -2.30291039857176 |
13 | 0 | 3.85374003696109 | -3.85374003696109 |
14 | 7 | 4.72485277801967 | 2.27514722198033 |
15 | 5 | 4.68534997195619 | 0.314650028043808 |
16 | 7 | 4.18278626772824 | 2.81721373227176 |
17 | 9 | 4.73176580957872 | 4.26823419042128 |
18 | 6 | 4.78636777582818 | 1.21363222417182 |
19 | 4 | 4.26436846653938 | -0.264368466539377 |
20 | 5 | 4.07912135459503 | 0.920878645404965 |
21 | 8 | 4.98891541258569 | 3.01108458741431 |
22 | 5 | 5.31785277714666 | -0.317852777146662 |
23 | 9 | 5.10955153163777 | 3.89044846836223 |
24 | 0 | 4.80683469311272 | -4.80683469311272 |
25 | 0 | 3.43419350533394 | -3.43419350533394 |
26 | 3 | 3.87074686712864 | -0.870746867128637 |
27 | 8 | 4.41687257943884 | 3.58312742056116 |
28 | 1 | 4.46550630454435 | -3.46550630454435 |
29 | 3 | 5.08335738606278 | -2.08335738606278 |
30 | 2 | 4.86918749531429 | -2.86918749531429 |
31 | 5 | 5.07071583324458 | -0.0707158332445778 |
32 | 2 | 4.89234293261872 | -2.89234293261873 |
33 | 5 | 5.54715863168448 | -0.547158631684484 |
34 | 4 | 5.69004088127074 | -1.69004088127074 |
35 | 3 | 4.66860747637281 | -1.66860747637281 |
36 | 0 | 4.77933662926073 | -4.77933662926073 |
37 | 7 | 3.42809585179677 | 3.57190414820323 |
38 | 8 | 4.76888723448873 | 3.23111276551127 |
39 | 8 | 4.865038175013 | 3.134961824987 |
40 | 3 | 5.44420436685107 | -2.44420436685107 |
41 | 1 | 4.23594051589212 | -3.23594051589212 |
42 | 9 | 4.84175100568527 | 4.15824899431473 |
43 | 0 | 4.18880141533572 | -4.18880141533572 |
44 | 8 | 4.95445815490403 | 3.04554184509597 |
45 | 8 | 4.9270691526349 | 3.0729308473651 |
46 | 7 | 4.82186926635804 | 2.17813073364196 |
47 | 4 | 4.28278075178138 | -0.282780751781377 |
48 | 3 | 4.4693099499165 | -1.4693099499165 |
49 | 0 | 2.49860804512509 | -2.49860804512509 |
50 | 2 | 3.83699767814078 | -1.83699767814078 |
51 | 1 | 3.77653862843343 | -2.77653862843343 |
52 | 1 | 4.43142570036164 | -3.43142570036164 |
53 | 8 | 4.18095981479372 | 3.81904018520628 |
54 | 7 | 4.28370965487546 | 2.71629034512454 |
55 | 6 | 4.24403165882031 | 1.75596834117969 |
56 | 1 | 4.21722732549933 | -3.21722732549933 |
57 | 5 | 5.00983550908933 | -0.00983550908933267 |
58 | 1 | 5.04933812463824 | -4.04933812463824 |
59 | 1 | 5.13731359814343 | -4.13731359814343 |
60 | 7 | 4.44870009965896 | 2.55129990034104 |
61 | 3 | 2.85771878878199 | 0.142281211218009 |
62 | 8 | 4.36105980249471 | 3.63894019750529 |
63 | 5 | 5.13430573489517 | -0.134305734895173 |
64 | 7 | 3.89413417791062 | 3.10586582208938 |
65 | 5 | 4.54633824971107 | 0.453661750288931 |
66 | 7 | 4.70418558426379 | 2.29581441573621 |
67 | 2 | 4.26482006560243 | -2.26482006560243 |
68 | 4 | 4.08640484865929 | -0.0864048486592884 |
69 | 0 | 4.46554957747689 | -4.46554957747689 |
70 | 0 | 4.89093189935119 | -4.89093189935119 |
71 | 5 | 4.91688149905771 | 0.0831185009422903 |
72 | 3 | 5.36525623965708 | -2.36525623965708 |
73 | 1 | 3.21683938859218 | -2.21683938859218 |
74 | 1 | 4.19604234204647 | -3.19604234204647 |
75 | 3 | 5.03121141657583 | -2.03121141657583 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.629709555920373 | 0.740580888159255 | 0.370290444079627 |
8 | 0.540459673824761 | 0.919080652350478 | 0.459540326175239 |
9 | 0.488757702992937 | 0.977515405985874 | 0.511242297007063 |
10 | 0.426318520762735 | 0.852637041525471 | 0.573681479237265 |
11 | 0.544482767515297 | 0.911034464969407 | 0.455517232484703 |
12 | 0.672789323770261 | 0.654421352459478 | 0.327210676229739 |
13 | 0.825085803243415 | 0.34982839351317 | 0.174914196756585 |
14 | 0.768084046981044 | 0.463831906037912 | 0.231915953018956 |
15 | 0.700140564955452 | 0.599718870089096 | 0.299859435044548 |
16 | 0.643778590565289 | 0.712442818869422 | 0.356221409434711 |
17 | 0.678952770502135 | 0.642094458995729 | 0.321047229497865 |
18 | 0.603219503100846 | 0.793560993798307 | 0.396780496899154 |
19 | 0.593362120157803 | 0.813275759684393 | 0.406637879842197 |
20 | 0.527474594661207 | 0.945050810677586 | 0.472525405338793 |
21 | 0.497512039973392 | 0.995024079946785 | 0.502487960026608 |
22 | 0.432032815280429 | 0.864065630560858 | 0.567967184719571 |
23 | 0.448159347524014 | 0.896318695048028 | 0.551840652475986 |
24 | 0.675632165217621 | 0.648735669564757 | 0.324367834782379 |
25 | 0.68240440114436 | 0.635191197711279 | 0.31759559885564 |
26 | 0.620638868233877 | 0.758722263532245 | 0.379361131766123 |
27 | 0.663697357725059 | 0.672605284549881 | 0.336302642274941 |
28 | 0.714535548492846 | 0.570928903014307 | 0.285464451507154 |
29 | 0.698993525691678 | 0.602012948616644 | 0.301006474308322 |
30 | 0.694045542604379 | 0.611908914791241 | 0.30595445739562 |
31 | 0.640271200019775 | 0.71945759996045 | 0.359728799980225 |
32 | 0.657298012718014 | 0.685403974563973 | 0.342701987281986 |
33 | 0.593803635843021 | 0.812392728313958 | 0.406196364156979 |
34 | 0.540704423430966 | 0.918591153138068 | 0.459295576569034 |
35 | 0.492444637869178 | 0.984889275738356 | 0.507555362130822 |
36 | 0.608446786339396 | 0.783106427321208 | 0.391553213660604 |
37 | 0.637657576995018 | 0.724684846009963 | 0.362342423004982 |
38 | 0.654006672639614 | 0.691986654720771 | 0.345993327360386 |
39 | 0.673507883205605 | 0.652984233588791 | 0.326492116794395 |
40 | 0.637631929592916 | 0.724736140814167 | 0.362368070407084 |
41 | 0.642995355199116 | 0.714009289601768 | 0.357004644800884 |
42 | 0.721491431400382 | 0.557017137199235 | 0.278508568599618 |
43 | 0.771901181778629 | 0.456197636442743 | 0.228098818221372 |
44 | 0.783966797846368 | 0.432066404307264 | 0.216033202153632 |
45 | 0.814536492819781 | 0.370927014360438 | 0.185463507180219 |
46 | 0.827861932129508 | 0.344276135740984 | 0.172138067870492 |
47 | 0.77843545264724 | 0.44312909470552 | 0.22156454735276 |
48 | 0.73281483803891 | 0.534370323922179 | 0.26718516196109 |
49 | 0.712295698717244 | 0.575408602565511 | 0.287704301282756 |
50 | 0.673519505772909 | 0.652960988454182 | 0.326480494227091 |
51 | 0.660993806477589 | 0.678012387044821 | 0.339006193522411 |
52 | 0.683911915259499 | 0.632176169481002 | 0.316088084740501 |
53 | 0.710017443912506 | 0.579965112174987 | 0.289982556087494 |
54 | 0.717440454034485 | 0.56511909193103 | 0.282559545965515 |
55 | 0.669699167489144 | 0.660601665021712 | 0.330300832510856 |
56 | 0.705188196292298 | 0.589623607415405 | 0.294811803707702 |
57 | 0.635609034740748 | 0.728781930518504 | 0.364390965259252 |
58 | 0.651868168264743 | 0.696263663470514 | 0.348131831735257 |
59 | 0.76299133049881 | 0.474017339002381 | 0.23700866950119 |
60 | 0.713129367922927 | 0.573741264154147 | 0.286870632077073 |
61 | 0.626760061903488 | 0.746479876193024 | 0.373239938096512 |
62 | 0.653504085853777 | 0.692991828292446 | 0.346495914146223 |
63 | 0.594857546631905 | 0.810284906736189 | 0.405142453368095 |
64 | 0.685845333060414 | 0.628309333879173 | 0.314154666939586 |
65 | 0.61039431291903 | 0.77921137416194 | 0.38960568708097 |
66 | 0.851567384243099 | 0.296865231513802 | 0.148432615756901 |
67 | 0.763483156481257 | 0.473033687037485 | 0.236516843518743 |
68 | 0.709178584518383 | 0.581642830963233 | 0.290821415481617 |
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 | 0 | 0 | OK |