| Multiple Linear Regression - Estimated Regression Equation |
| aardolie[t] = + 105.902437335453 + 0.260822749386354steenkool[t] -0.490019872160268uranium[t] + 0.385014270991853metaal[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) | 105.902437335453 | 3.046088 | 34.7667 | 0 | 0 |
| steenkool | 0.260822749386354 | 0.341672 | 0.7634 | 0.447771 | 0.223886 |
| uranium | -0.490019872160268 | 0.365943 | -1.3391 | 0.184822 | 0.092411 |
| metaal | 0.385014270991853 | 0.33343 | 1.1547 | 0.252082 | 0.126041 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.237087147254995 |
| R-squared | 0.0562103153935118 |
| Adjusted R-squared | 0.016331878015773 |
| F-TEST (value) | 1.40954157408609 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 71 |
| p-value | 0.247137354616372 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 8.76717145602555 |
| Sum Squared Residuals | 5457.29396909379 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 100 | 107.992383037736 | -7.99238303773588 |
| 2 | 99 | 110.349916503544 | -11.349916503544 |
| 3 | 108 | 106.923159905492 | 1.07684009450848 |
| 4 | 103 | 109.529076414511 | -6.52907641451079 |
| 5 | 99 | 104.9382010045 | -5.93820100449973 |
| 6 | 115 | 110.944941976873 | 4.0550580231273 |
| 7 | 90 | 104.714697373639 | -14.7146973736394 |
| 8 | 95 | 106.783146170641 | -11.7831461706413 |
| 9 | 114 | 106.004060429552 | 7.9959395704484 |
| 10 | 108 | 110.734930774536 | -2.73493077453588 |
| 11 | 112 | 106.203942910557 | 5.79605708944267 |
| 12 | 109 | 107.349928524427 | 1.6500714755731 |
| 13 | 105 | 107.057480148428 | -2.05748014842811 |
| 14 | 105 | 108.498225123141 | -3.49822512314073 |
| 15 | 118 | 107.836565889518 | 10.1634341104822 |
| 16 | 103 | 106.608143101986 | -3.60814310198627 |
| 17 | 112 | 106.569771261112 | 5.4302287388879 |
| 18 | 116 | 106.83734022476 | 9.16265977523982 |
| 19 | 96 | 106.315694725987 | -10.3156947259875 |
| 20 | 101 | 102.796372232942 | -1.79637223294191 |
| 21 | 116 | 107.078977053709 | 8.92102294629055 |
| 22 | 119 | 109.20161990483 | 9.79838009516981 |
| 23 | 115 | 108.214833946248 | 6.78516605375208 |
| 24 | 108 | 104.222366516635 | 3.77763348336508 |
| 25 | 111 | 106.532452142586 | 4.46754785741396 |
| 26 | 108 | 103.919789419305 | 4.08021058069497 |
| 27 | 121 | 107.533988792188 | 13.4660112078121 |
| 28 | 109 | 106.303255019812 | 2.69674498018788 |
| 29 | 112 | 108.784980007226 | 3.2150199927741 |
| 30 | 119 | 106.564077769198 | 12.4359222308015 |
| 31 | 104 | 108.641602565183 | -4.64160256518331 |
| 32 | 105 | 106.494080301712 | -1.49408030171187 |
| 33 | 115 | 108.746608166352 | 6.25339183364827 |
| 34 | 124 | 106.84072273183 | 17.1592772681704 |
| 35 | 116 | 105.074832232281 | 10.9251677677194 |
| 36 | 107 | 104.222366516635 | 2.77763348336508 |
| 37 | 115 | 105.173091619187 | 9.82690838081273 |
| 38 | 116 | 108.164022399198 | 7.8359776008016 |
| 39 | 116 | 109.599073881997 | 6.4009261180026 |
| 40 | 119 | 110.150034022538 | 8.84996597746171 |
| 41 | 111 | 102.138095506388 | 8.86190449361166 |
| 42 | 118 | 108.004822743911 | 9.9951772560889 |
| 43 | 106 | 102.262287027994 | 3.73771297200616 |
| 44 | 103 | 108.934050941182 | -5.93405094118211 |
| 45 | 118 | 105.048900097582 | 12.9510999024182 |
| 46 | 118 | 106.223128830994 | 11.7768711690056 |
| 47 | 102 | 103.025569355716 | -1.02556935571582 |
| 48 | 100 | 104.129800621642 | -4.12980062164185 |
| 49 | 94 | 103.802344111961 | -9.80234411196126 |
| 50 | 94 | 105.129026286399 | -11.1290262863995 |
| 51 | 102 | 105.218209674323 | -3.21820967432317 |
| 52 | 95 | 105.848243281334 | -10.8482432813337 |
| 53 | 92 | 107.463991324701 | -15.4639913247013 |
| 54 | 102 | 107.37817164397 | -5.37817164396998 |
| 55 | 91 | 107.712374367912 | -16.7123743679123 |
| 56 | 89 | 105.253217808005 | -16.253217808005 |
| 57 | 104 | 109.306625505999 | -5.30662550599861 |
| 58 | 105 | 105.56823461151 | -0.568234611510219 |
| 59 | 99 | 106.933288626823 | -7.93328862682261 |
| 60 | 95 | 105.278097220356 | -10.2780972203557 |
| 61 | 90 | 107.314920390745 | -17.3149203907451 |
| 62 | 96 | 110.194099355326 | -14.1940993553261 |
| 63 | 113 | 109.131622437344 | 3.86837756265642 |
| 64 | 101 | 103.318017731715 | -2.31801773171461 |
| 65 | 101 | 108.71160003267 | -7.71160003266993 |
| 66 | 113 | 107.86819151613 | 5.13180848386976 |
| 67 | 96 | 104.253992143247 | -8.25399214324735 |
| 68 | 97 | 103.7955978977 | -6.79559789769953 |
| 69 | 114 | 104.957386924937 | 9.04261307506318 |
| 70 | 112 | 105.37740932961 | 6.62259067038952 |
| 71 | 108 | 108.71160003267 | -0.711600032669926 |
| 72 | 107 | 106.684905583612 | 0.315094416388392 |
| 73 | 103 | 107.178289162964 | -4.17828916296424 |
| 74 | 107 | 103.713160724038 | 3.28683927596244 |
| 75 | 122 | 108.679974406057 | 13.3200255939425 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.420218412484227 | 0.840436824968455 | 0.579781587515773 |
| 8 | 0.280924429043052 | 0.561848858086104 | 0.719075570956948 |
| 9 | 0.221566339252014 | 0.443132678504029 | 0.778433660747986 |
| 10 | 0.145605387363006 | 0.291210774726011 | 0.854394612636994 |
| 11 | 0.305780263612384 | 0.611560527224769 | 0.694219736387616 |
| 12 | 0.238738307993948 | 0.477476615987896 | 0.761261692006052 |
| 13 | 0.238975597167108 | 0.477951194334216 | 0.761024402832892 |
| 14 | 0.178964390070758 | 0.357928780141517 | 0.821035609929242 |
| 15 | 0.306840445666479 | 0.613680891332959 | 0.693159554333521 |
| 16 | 0.233642538999277 | 0.467285077998554 | 0.766357461000723 |
| 17 | 0.242929137727343 | 0.485858275454685 | 0.757070862272657 |
| 18 | 0.299145857528348 | 0.598291715056696 | 0.700854142471652 |
| 19 | 0.309199694736186 | 0.618399389472371 | 0.690800305263815 |
| 20 | 0.239700358222437 | 0.479400716444874 | 0.760299641777563 |
| 21 | 0.270665255978747 | 0.541330511957494 | 0.729334744021253 |
| 22 | 0.303418635212204 | 0.606837270424407 | 0.696581364787796 |
| 23 | 0.285122064228662 | 0.570244128457324 | 0.714877935771338 |
| 24 | 0.229800242789807 | 0.459600485579614 | 0.770199757210193 |
| 25 | 0.185442432147819 | 0.370884864295639 | 0.81455756785218 |
| 26 | 0.148835110676873 | 0.297670221353747 | 0.851164889323127 |
| 27 | 0.23512457520396 | 0.47024915040792 | 0.76487542479604 |
| 28 | 0.184131166976032 | 0.368262333952065 | 0.815868833023968 |
| 29 | 0.14225166567299 | 0.28450333134598 | 0.85774833432701 |
| 30 | 0.171891935186683 | 0.343783870373366 | 0.828108064813317 |
| 31 | 0.144587502866264 | 0.289175005732529 | 0.855412497133736 |
| 32 | 0.110546760927968 | 0.221093521855936 | 0.889453239072032 |
| 33 | 0.0936641631264796 | 0.187328326252959 | 0.90633583687352 |
| 34 | 0.197907296103479 | 0.395814592206959 | 0.802092703896521 |
| 35 | 0.21539771475247 | 0.43079542950494 | 0.78460228524753 |
| 36 | 0.174778441964139 | 0.349556883928278 | 0.825221558035861 |
| 37 | 0.183817772659548 | 0.367635545319095 | 0.816182227340452 |
| 38 | 0.178299374535803 | 0.356598749071605 | 0.821700625464197 |
| 39 | 0.164027077714067 | 0.328054155428135 | 0.835972922285933 |
| 40 | 0.182871416260989 | 0.365742832521977 | 0.817128583739011 |
| 41 | 0.174859245347979 | 0.349718490695957 | 0.825140754652021 |
| 42 | 0.2088563156389 | 0.417712631277801 | 0.7911436843611 |
| 43 | 0.171103732551616 | 0.342207465103232 | 0.828896267448384 |
| 44 | 0.146972000751607 | 0.293944001503213 | 0.853027999248393 |
| 45 | 0.248730351020698 | 0.497460702041397 | 0.751269648979302 |
| 46 | 0.394632443461566 | 0.789264886923131 | 0.605367556538434 |
| 47 | 0.357095046011237 | 0.714190092022474 | 0.642904953988763 |
| 48 | 0.315831642589217 | 0.631663285178434 | 0.684168357410783 |
| 49 | 0.346234059087856 | 0.692468118175712 | 0.653765940912144 |
| 50 | 0.377346095831293 | 0.754692191662586 | 0.622653904168707 |
| 51 | 0.319824689320512 | 0.639649378641024 | 0.680175310679488 |
| 52 | 0.351014368321804 | 0.702028736643609 | 0.648985631678196 |
| 53 | 0.40311102136817 | 0.80622204273634 | 0.59688897863183 |
| 54 | 0.339506938430788 | 0.679013876861575 | 0.660493061569212 |
| 55 | 0.448703617150742 | 0.897407234301485 | 0.551296382849258 |
| 56 | 0.641993145628044 | 0.716013708743912 | 0.358006854371956 |
| 57 | 0.569626869425879 | 0.860746261148241 | 0.43037313057412 |
| 58 | 0.482961981021048 | 0.965923962042096 | 0.517038018978952 |
| 59 | 0.462538173871013 | 0.925076347742027 | 0.537461826128987 |
| 60 | 0.409779154115898 | 0.819558308231795 | 0.590220845884103 |
| 61 | 0.702061145574107 | 0.595877708851786 | 0.297938854425893 |
| 62 | 0.788964260600083 | 0.422071478799833 | 0.211035739399917 |
| 63 | 0.711600045018943 | 0.576799909962115 | 0.288399954981057 |
| 64 | 0.634977777649842 | 0.730044444700316 | 0.365022222350158 |
| 65 | 0.687143333691162 | 0.625713332617676 | 0.312856666308838 |
| 66 | 0.650807311282794 | 0.698385377434412 | 0.349192688717206 |
| 67 | 0.612701079342211 | 0.774597841315577 | 0.387298920657789 |
| 68 | 0.472878022441851 | 0.945756044883701 | 0.527121977558149 |
| 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 |
