| Multiple Linear Regression - Estimated Regression Equation |
| aardolie[t] = + 107.295886085488 -357.330033784989datum[t] + 0.180840125155705steenkool[t] -0.494748190846368uranium[t] + 0.479696472235983metaal[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) | 107.295886085488 | 3.191089 | 33.6236 | 0 | 0 |
| datum | -357.330033784989 | 259.090173 | -1.3792 | 0.172232 | 0.086116 |
| steenkool | 0.180840125155705 | 0.344439 | 0.525 | 0.601223 | 0.300612 |
| uranium | -0.494748190846368 | 0.363656 | -1.3605 | 0.178042 | 0.089021 |
| metaal | 0.479696472235983 | 0.338369 | 1.4177 | 0.160723 | 0.080361 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.284916769239512 |
| R-squared | 0.0811775653938812 |
| Adjusted R-squared | 0.0286734262735315 |
| F-TEST (value) | 1.54611744433723 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 70 |
| p-value | 0.198414892624847 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 8.71199939334221 |
| Sum Squared Residuals | 5312.92534007165 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 100 | 104.204902426588 | -4.20490242658802 |
| 2 | 99 | 109.276450052977 | -10.2764500529775 |
| 3 | 108 | 106.180262443274 | 1.81973755672616 |
| 4 | 103 | 109.324746964013 | -6.32474696401317 |
| 5 | 99 | 105.771655286549 | -6.77165528654876 |
| 6 | 115 | 111.390225176432 | 3.60977482356833 |
| 7 | 90 | 104.655900512372 | -14.6559005123716 |
| 8 | 95 | 107.735701054725 | -12.7357010547246 |
| 9 | 114 | 107.003294567285 | 6.99670543271512 |
| 10 | 108 | 111.698738728833 | -3.69873872883259 |
| 11 | 112 | 106.727154263213 | 5.27284573678722 |
| 12 | 109 | 108.32234739391 | 0.67765260608984 |
| 13 | 105 | 103.212926126655 | 1.78707387334462 |
| 14 | 105 | 107.027331155806 | -2.02733115580585 |
| 15 | 118 | 107.723234409742 | 10.2767655902575 |
| 16 | 103 | 106.640728771439 | -3.64072877143858 |
| 17 | 112 | 106.304689327021 | 5.69531067297853 |
| 18 | 116 | 107.399963399673 | 8.60003660032715 |
| 19 | 96 | 107.140072077943 | -11.1400720779428 |
| 20 | 101 | 103.057096821707 | -2.05709682170676 |
| 21 | 116 | 107.593883271388 | 8.40611672861226 |
| 22 | 119 | 110.480905451297 | 8.51909454870266 |
| 23 | 115 | 108.857126014182 | 6.14287398581819 |
| 24 | 108 | 105.321367294433 | 2.67863270556679 |
| 25 | 111 | 103.140418928409 | 7.8595810715906 |
| 26 | 108 | 102.826924166044 | 5.1730758339557 |
| 27 | 121 | 107.262123816508 | 13.7378761834916 |
| 28 | 109 | 107.010494815856 | 1.98950518414362 |
| 29 | 112 | 109.582622261003 | 2.41737773899657 |
| 30 | 119 | 107.636439616878 | 11.3635603831222 |
| 31 | 104 | 109.315349741495 | -5.31534974149525 |
| 32 | 105 | 107.402195404613 | -2.40219540461253 |
| 33 | 115 | 109.525399699056 | 5.47460030094368 |
| 34 | 124 | 107.452265069427 | 16.5477349305729 |
| 35 | 116 | 106.273031030292 | 9.72696896970783 |
| 36 | 107 | 105.321596577334 | 1.6784034226663 |
| 37 | 115 | 100.556424962374 | 14.443575037626 |
| 38 | 116 | 106.611878662644 | 9.38812133735576 |
| 39 | 116 | 109.257084516629 | 6.74291548337142 |
| 40 | 119 | 110.821025680508 | 8.17897431949232 |
| 41 | 111 | 102.40037909999 | 8.59962090000986 |
| 42 | 118 | 108.423067352082 | 9.57693264791779 |
| 43 | 106 | 103.014466837148 | 2.98553316285176 |
| 44 | 103 | 109.462024400426 | -6.46202440042573 |
| 45 | 118 | 105.180940594735 | 12.8190594052651 |
| 46 | 118 | 106.945357054197 | 11.0546429458028 |
| 47 | 102 | 103.575934139132 | -1.57593413913223 |
| 48 | 100 | 104.88990134425 | -4.88990134424954 |
| 49 | 94 | 100.207527792957 | -6.20752779295688 |
| 50 | 94 | 104.132810033223 | -10.1328100332235 |
| 51 | 102 | 105.503326273707 | -3.5033262737071 |
| 52 | 95 | 106.097586359249 | -11.097586359249 |
| 53 | 92 | 107.564587812016 | -15.5645878120159 |
| 54 | 102 | 108.046778273166 | -6.04677827316558 |
| 55 | 91 | 108.477374986652 | -17.4773749866524 |
| 56 | 89 | 106.232545719315 | -17.2325457193147 |
| 57 | 104 | 110.455280020545 | -6.45528002054461 |
| 58 | 105 | 106.415545960354 | -1.41554596035411 |
| 59 | 99 | 107.951033811274 | -8.95103381127448 |
| 60 | 95 | 105.628542389985 | -10.6285423899854 |
| 61 | 90 | 103.691177062057 | -13.6911770620567 |
| 62 | 96 | 109.116868294579 | -13.1168682945792 |
| 63 | 113 | 108.761548998262 | 4.23845100173827 |
| 64 | 101 | 102.775712222375 | -1.77571222237498 |
| 65 | 101 | 109.436150153494 | -8.43615015349413 |
| 66 | 113 | 108.541968913331 | 4.45803108666945 |
| 67 | 96 | 104.861175817686 | -8.86117581768552 |
| 68 | 97 | 104.331771475993 | -7.33177147599266 |
| 69 | 114 | 106.56783349729 | 7.43216650271012 |
| 70 | 112 | 106.669521470181 | 5.33047852981924 |
| 71 | 108 | 110.053518190156 | -2.05351819015567 |
| 72 | 107 | 107.379151442409 | -0.379151442409042 |
| 73 | 103 | 103.811933741576 | -0.811933741575802 |
| 74 | 107 | 102.515356975462 | 4.4846430245377 |
| 75 | 122 | 108.83532355022 | 13.16467644978 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.437649253128076 | 0.875298506256152 | 0.562350746871924 |
| 9 | 0.337084774706253 | 0.674169549412507 | 0.662915225293747 |
| 10 | 0.216045161842625 | 0.43209032368525 | 0.783954838157375 |
| 11 | 0.371191655132776 | 0.742383310265551 | 0.628808344867224 |
| 12 | 0.296784460315718 | 0.593568920631436 | 0.703215539684282 |
| 13 | 0.217315214642426 | 0.434630429284851 | 0.782684785357574 |
| 14 | 0.147811216022252 | 0.295622432044505 | 0.852188783977748 |
| 15 | 0.271075943062939 | 0.542151886125879 | 0.728924056937061 |
| 16 | 0.199795326593433 | 0.399590653186865 | 0.800204673406567 |
| 17 | 0.223549928015266 | 0.447099856030532 | 0.776450071984734 |
| 18 | 0.259034420163401 | 0.518068840326802 | 0.740965579836599 |
| 19 | 0.302645571186396 | 0.605291142372792 | 0.697354428813604 |
| 20 | 0.232278900283064 | 0.464557800566129 | 0.767721099716936 |
| 21 | 0.251612175249289 | 0.503224350498579 | 0.748387824750711 |
| 22 | 0.242236706687525 | 0.48447341337505 | 0.757763293312475 |
| 23 | 0.214965922980229 | 0.429931845960458 | 0.785034077019771 |
| 24 | 0.16244288966582 | 0.32488577933164 | 0.83755711033418 |
| 25 | 0.165432315887681 | 0.330864631775362 | 0.834567684112319 |
| 26 | 0.139804598178979 | 0.279609196357959 | 0.86019540182102 |
| 27 | 0.241071659528505 | 0.48214331905701 | 0.758928340471495 |
| 28 | 0.187885414464015 | 0.375770828928031 | 0.812114585535985 |
| 29 | 0.143737283586157 | 0.287474567172315 | 0.856262716413843 |
| 30 | 0.156244051238649 | 0.312488102477298 | 0.843755948761351 |
| 31 | 0.137976558482257 | 0.275953116964515 | 0.862023441517743 |
| 32 | 0.108439901782119 | 0.216879803564238 | 0.891560098217881 |
| 33 | 0.0873540684580399 | 0.17470813691608 | 0.91264593154196 |
| 34 | 0.174425821070138 | 0.348851642140275 | 0.825574178929862 |
| 35 | 0.175107731864831 | 0.350215463729663 | 0.824892268135169 |
| 36 | 0.139797391538959 | 0.279594783077919 | 0.860202608461041 |
| 37 | 0.223142720120708 | 0.446285440241416 | 0.776857279879292 |
| 38 | 0.25076900409355 | 0.5015380081871 | 0.74923099590645 |
| 39 | 0.243996953405845 | 0.48799390681169 | 0.756003046594155 |
| 40 | 0.25762871408251 | 0.515257428165021 | 0.74237128591749 |
| 41 | 0.244641671148774 | 0.489283342297548 | 0.755358328851226 |
| 42 | 0.28409434258636 | 0.56818868517272 | 0.71590565741364 |
| 43 | 0.231724943747948 | 0.463449887495897 | 0.768275056252052 |
| 44 | 0.203923168004389 | 0.407846336008779 | 0.796076831995611 |
| 45 | 0.350825613851079 | 0.701651227702158 | 0.649174386148921 |
| 46 | 0.501160903781896 | 0.997678192436207 | 0.498839096218103 |
| 47 | 0.457095752341092 | 0.914191504682184 | 0.542904247658908 |
| 48 | 0.41128099024696 | 0.82256198049392 | 0.58871900975304 |
| 49 | 0.378376700443035 | 0.756753400886071 | 0.621623299556965 |
| 50 | 0.385118120483762 | 0.770236240967523 | 0.614881879516238 |
| 51 | 0.328712889322439 | 0.657425778644879 | 0.671287110677561 |
| 52 | 0.366051514122366 | 0.732103028244732 | 0.633948485877634 |
| 53 | 0.419637369780895 | 0.839274739561789 | 0.580362630219105 |
| 54 | 0.355482472202363 | 0.710964944404726 | 0.644517527797637 |
| 55 | 0.506619372497135 | 0.986761255005731 | 0.493380627502865 |
| 56 | 0.764259477265542 | 0.471481045468916 | 0.235740522734458 |
| 57 | 0.722177695720854 | 0.555644608558292 | 0.277822304279146 |
| 58 | 0.640353778633972 | 0.719292442732056 | 0.359646221366028 |
| 59 | 0.689548788779795 | 0.62090242244041 | 0.310451211220205 |
| 60 | 0.642276784513614 | 0.715446430972771 | 0.357723215486386 |
| 61 | 0.686452935888658 | 0.627094128222685 | 0.313547064111342 |
| 62 | 0.735561139416026 | 0.528877721167947 | 0.264438860583974 |
| 63 | 0.650577904061896 | 0.698844191876208 | 0.349422095938104 |
| 64 | 0.595190257428771 | 0.809619485142458 | 0.404809742571229 |
| 65 | 0.671763934608386 | 0.656472130783229 | 0.328236065391614 |
| 66 | 0.660797755694096 | 0.678404488611809 | 0.339202244305904 |
| 67 | 0.64657351739109 | 0.70685296521782 | 0.35342648260891 |
| 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 |
