| Multiple Linear Regression - Estimated Regression Equation |
| uranium[t] = + 10.4198362622427 -0.0983291210707209steenkool[t] -0.0502686414095913aardolie[t] + 0.00832036145604093metaal[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) | 10.4198362622427 | 3.953126 | 2.6358 | 0.0103 | 0.00515 |
| steenkool | -0.0983291210707209 | 0.109261 | -0.9 | 0.371189 | 0.185594 |
| aardolie | -0.0502686414095913 | 0.03754 | -1.3391 | 0.184822 | 0.092411 |
| metaal | 0.00832036145604093 | 0.107787 | 0.0772 | 0.938688 | 0.469344 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.199274928016713 |
| R-squared | 0.0397104969360662 |
| Adjusted R-squared | -0.000865115869452149 |
| F-TEST (value) | 0.978678920424476 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 71 |
| p-value | 0.407775507294677 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.80802666520141 |
| Sum Squared Residuals | 559.835976426232 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6 | 4.87788064796363 | 1.12211935203637 |
| 2 | 2 | 4.62484156470501 | -2.62484156470501 |
| 3 | 4 | 4.32748022687993 | -0.327480226879927 |
| 4 | 0 | 4.4888146743132 | -4.4888146743132 |
| 5 | 8 | 5.40315417181474 | 2.59684582818526 |
| 6 | 0 | 3.81222294069551 | -3.81222294069551 |
| 7 | 8 | 5.01901680719905 | 2.98098319280095 |
| 8 | 9 | 5.03089473394086 | 3.96910526605914 |
| 9 | 4 | 4.52583434523203 | -0.525834345232026 |
| 10 | 2 | 4.18074415347473 | -2.18074415347473 |
| 11 | 6 | 4.02807654017084 | 1.97192345982916 |
| 12 | 1 | 4.67052806975322 | -3.67052806975322 |
| 13 | 0 | 5.16658999860375 | -5.16658999860375 |
| 14 | 0 | 4.46996578965266 | -4.46996578965266 |
| 15 | 5 | 4.06305386220566 | 0.936946137794339 |
| 16 | 7 | 4.60378451829601 | 2.39621548170399 |
| 17 | 5 | 3.92142705764408 | 1.07857294235592 |
| 18 | 6 | 4.04862130104204 | 1.95137869895796 |
| 19 | 6 | 5.25065237137531 | 0.749347628624691 |
| 20 | 9 | 4.85105787452039 | 4.14894212547961 |
| 21 | 5 | 3.83532233598852 | 1.16467766401148 |
| 22 | 3 | 4.02110558225211 | -1.02110558225211 |
| 23 | 4 | 3.79558221778343 | 0.204417782216571 |
| 24 | 5 | 5.00746371291893 | -0.00746371291893328 |
| 25 | 5 | 4.9065799574264 | 0.0934200425735951 |
| 26 | 8 | 4.72079671116281 | 3.27920328883719 |
| 27 | 8 | 3.62558093622077 | 4.37441906377923 |
| 28 | 6 | 4.90878811917487 | 1.09121188082513 |
| 29 | 2 | 4.56132395280465 | -2.56132395280465 |
| 30 | 6 | 4.30777258400823 | 1.69222741599177 |
| 31 | 1 | 4.74185375757182 | -3.74185375757182 |
| 32 | 3 | 4.97825211791835 | -1.97825211791835 |
| 33 | 0 | 4.18057834061027 | -4.18057834061027 |
| 34 | 1 | 3.80152860462655 | -2.80152860462655 |
| 35 | 8 | 4.3436086642542 | 3.6563913357458 |
| 36 | 5 | 5.05773235432852 | -0.0577323543285246 |
| 37 | 6 | 3.95895901410071 | 2.04104098589929 |
| 38 | 2 | 3.82700197453248 | -1.82700197453248 |
| 39 | 3 | 3.86860378181268 | -0.868603781812681 |
| 40 | 0 | 4.21776382439355 | -4.21776382439355 |
| 41 | 9 | 4.7500083061634 | 4.2499916938366 |
| 42 | 6 | 3.66141701646674 | 2.33858298353326 |
| 43 | 9 | 5.10800099573812 | 3.89199900426188 |
| 44 | 2 | 4.49713503576925 | -2.49713503576925 |
| 45 | 6 | 3.70150360734517 | 2.29849639265483 |
| 46 | 7 | 3.8414345356961 | 3.1585654643039 |
| 47 | 8 | 4.89911835418152 | 3.10088164581848 |
| 48 | 6 | 5.10630511952746 | 0.89369488047254 |
| 49 | 9 | 5.74450613847737 | 3.25549386152263 |
| 50 | 5 | 5.52288681196781 | -0.522886811967811 |
| 51 | 9 | 5.26898897049805 | 3.73101102950195 |
| 52 | 3 | 5.57094729162894 | -2.57094729162894 |
| 53 | 5 | 5.05009009127475 | -0.0500900912747499 |
| 54 | 7 | 4.67069388261768 | 2.32930611738232 |
| 55 | 5 | 5.31365769773786 | -0.313657697737865 |
| 56 | 5 | 5.88087950154253 | -0.880879501542529 |
| 57 | 2 | 4.76681484193994 | -2.76681484193994 |
| 58 | 2 | 5.05162015462095 | -3.05162015462095 |
| 59 | 0 | 5.36155236453453 | -5.36155236453453 |
| 60 | 5 | 4.95601148083649 | 0.0439885191635077 |
| 61 | 5 | 5.66723406381566 | -0.66723406381566 |
| 62 | 1 | 4.86565624854847 | -3.86565624854847 |
| 63 | 0 | 4.2894359848855 | -4.2894359848855 |
| 64 | 9 | 4.65439963237895 | 4.34560036762105 |
| 65 | 4 | 4.92594112762475 | -0.925941127624754 |
| 66 | 6 | 4.11773882711218 | 1.88226117288782 |
| 67 | 6 | 5.41402916769259 | 0.585970832307413 |
| 68 | 8 | 5.16710228414155 | 2.83289771585845 |
| 69 | 9 | 4.76409439465367 | 4.23590560534633 |
| 70 | 5 | 4.83135023164869 | 0.168649768351309 |
| 71 | 4 | 4.57406063775761 | -0.574060637757615 |
| 72 | 0 | 4.74610426820428 | -4.74610426820428 |
| 73 | 5 | 5.21872032908846 | -0.218720329088455 |
| 74 | 5 | 4.94276251034572 | 0.0572374896542781 |
| 75 | 3 | 4.06695790016478 | -1.06695790016478 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.501408340866753 | 0.997183318266494 | 0.498591659133247 |
| 8 | 0.528291825810134 | 0.943416348379732 | 0.471708174189866 |
| 9 | 0.384659831757045 | 0.76931966351409 | 0.615340168242955 |
| 10 | 0.269983812792769 | 0.539967625585538 | 0.730016187207231 |
| 11 | 0.46185450963584 | 0.92370901927168 | 0.53814549036416 |
| 12 | 0.55327845931605 | 0.8934430813679 | 0.44672154068395 |
| 13 | 0.74170678801899 | 0.516586423962021 | 0.25829321198101 |
| 14 | 0.768369590271578 | 0.463260819456844 | 0.231630409728422 |
| 15 | 0.775788176910722 | 0.448423646178556 | 0.224211823089278 |
| 16 | 0.762011405979664 | 0.475977188040672 | 0.237988594020336 |
| 17 | 0.758161231721742 | 0.483677536556517 | 0.241838768278258 |
| 18 | 0.759773517341382 | 0.480452965317235 | 0.240226482658618 |
| 19 | 0.692539945541613 | 0.614920108916773 | 0.307460054458386 |
| 20 | 0.780361633084256 | 0.439276733831488 | 0.219638366915744 |
| 21 | 0.744301970922421 | 0.511396058155158 | 0.255698029077579 |
| 22 | 0.68133265542945 | 0.6373346891411 | 0.31866734457055 |
| 23 | 0.612969418881705 | 0.77406116223659 | 0.387030581118295 |
| 24 | 0.540852510986839 | 0.918294978026322 | 0.459147489013161 |
| 25 | 0.468473090896119 | 0.936946181792238 | 0.531526909103881 |
| 26 | 0.496499962357745 | 0.99299992471549 | 0.503500037642255 |
| 27 | 0.611664205848675 | 0.776671588302649 | 0.388335794151325 |
| 28 | 0.548321354103758 | 0.903357291792484 | 0.451678645896242 |
| 29 | 0.533400087558211 | 0.933199824883578 | 0.466599912441789 |
| 30 | 0.48886714591215 | 0.9777342918243 | 0.51113285408785 |
| 31 | 0.53817679658177 | 0.92364640683646 | 0.46182320341823 |
| 32 | 0.497768717073908 | 0.995537434147816 | 0.502231282926092 |
| 33 | 0.562990570768846 | 0.874018858462309 | 0.437009429231154 |
| 34 | 0.554132203381235 | 0.891735593237531 | 0.445867796618765 |
| 35 | 0.599163988585763 | 0.801672022828474 | 0.400836011414237 |
| 36 | 0.533236868940804 | 0.933526262118392 | 0.466763131059196 |
| 37 | 0.504547156546955 | 0.990905686906089 | 0.495452843453045 |
| 38 | 0.464511785291978 | 0.929023570583956 | 0.535488214708022 |
| 39 | 0.404058320240313 | 0.808116640480627 | 0.595941679759687 |
| 40 | 0.502798626553081 | 0.994402746893838 | 0.497201373446919 |
| 41 | 0.572076155427262 | 0.855847689145475 | 0.427923844572738 |
| 42 | 0.540703806088943 | 0.918592387822115 | 0.459296193911057 |
| 43 | 0.589058236795011 | 0.821883526409979 | 0.410941763204989 |
| 44 | 0.580203087704706 | 0.839593824590588 | 0.419796912295294 |
| 45 | 0.545350077305831 | 0.909299845388339 | 0.454649922694169 |
| 46 | 0.559721494044648 | 0.880557011910705 | 0.440278505955352 |
| 47 | 0.591275252801094 | 0.817449494397812 | 0.408724747198906 |
| 48 | 0.537341271789595 | 0.92531745642081 | 0.462658728210405 |
| 49 | 0.555350602283109 | 0.889298795433782 | 0.444649397716891 |
| 50 | 0.486759891706611 | 0.973519783413222 | 0.513240108293389 |
| 51 | 0.550307791974711 | 0.899384416050578 | 0.449692208025289 |
| 52 | 0.518975742647223 | 0.962048514705553 | 0.481024257352777 |
| 53 | 0.441556645760521 | 0.883113291521041 | 0.558443354239479 |
| 54 | 0.420422409545999 | 0.840844819091998 | 0.579577590454001 |
| 55 | 0.345821473574306 | 0.691642947148612 | 0.654178526425694 |
| 56 | 0.27855199657052 | 0.55710399314104 | 0.72144800342948 |
| 57 | 0.257944241792693 | 0.515888483585387 | 0.742055758207307 |
| 58 | 0.240697446722648 | 0.481394893445296 | 0.759302553277352 |
| 59 | 0.4110645588184 | 0.8221291176368 | 0.5889354411816 |
| 60 | 0.32546959571147 | 0.650939191422939 | 0.67453040428853 |
| 61 | 0.252531962503124 | 0.505063925006248 | 0.747468037496876 |
| 62 | 0.326059349570971 | 0.652118699141942 | 0.673940650429029 |
| 63 | 0.429252122952904 | 0.858504245905809 | 0.570747877047096 |
| 64 | 0.582902172093412 | 0.834195655813177 | 0.417097827906588 |
| 65 | 0.533961458454502 | 0.932077083090995 | 0.466038541545498 |
| 66 | 0.523702624918023 | 0.952594750163953 | 0.476297375081977 |
| 67 | 0.379965017384935 | 0.759930034769869 | 0.620034982615065 |
| 68 | 0.619686534708293 | 0.760626930583413 | 0.380313465291707 |
| 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 |
