Multiple Linear Regression - Estimated Regression Equation |
aardolie[t] = + 108.278024088007 -0.0489860829548119datum[t] + 0.15155523226887steenkool[t] -0.483286934785402uranium[t] + 0.3744493068898metaal[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) | 108.278024088007 | 3.87182 | 27.9657 | 0 | 0 |
datum | -0.0489860829548119 | 0.049278 | -0.9941 | 0.323606 | 0.161803 |
steenkool | 0.15155523226887 | 0.358945 | 0.4222 | 0.674155 | 0.337078 |
uranium | -0.483286934785402 | 0.366036 | -1.3203 | 0.191027 | 0.095513 |
metaal | 0.3744493068898 | 0.333627 | 1.1224 | 0.265545 | 0.132772 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.263340967723336 |
R-squared | 0.0693484652814631 |
Adjusted R-squared | 0.016168377583261 |
F-TEST (value) | 1.30403066792625 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 70 |
p-value | 0.277004869581052 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 8.76790004361176 |
Sum Squared Residuals | 5381.32498223369 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 100 | 109.608691551961 | -9.60869155196107 |
2 | 99 | 111.573069598065 | -12.5730695980645 |
3 | 108 | 108.382152646552 | -0.382152646552184 |
4 | 103 | 110.792318841898 | -7.79231884189765 |
5 | 99 | 106.939498575447 | -7.93949857544693 |
6 | 115 | 111.969249828926 | 3.0307501710737 |
7 | 90 | 105.807272426349 | -15.8072724263495 |
8 | 95 | 107.96748339919 | -12.9674833991899 |
9 | 114 | 107.704909294369 | 6.29509070563124 |
10 | 108 | 111.555630241316 | -3.55563024131584 |
11 | 112 | 107.175245345612 | 4.82475465438824 |
12 | 109 | 108.78491777524 | 0.215082224760396 |
13 | 105 | 108.764552930264 | -3.76455293026358 |
14 | 105 | 109.402004166301 | -4.40200416630106 |
15 | 118 | 108.88016878622 | 9.1198312137797 |
16 | 103 | 107.418820684453 | -4.41882068445282 |
17 | 112 | 107.141721708047 | 4.85827829195264 |
18 | 116 | 107.65258022106 | 8.34741977894027 |
19 | 96 | 107.300483673567 | -11.3004836735672 |
20 | 101 | 103.706496177186 | -2.70649617718623 |
21 | 116 | 107.543120757739 | 8.45687924226116 |
22 | 119 | 109.878289381997 | 9.12171061800278 |
23 | 115 | 108.454440065773 | 6.54555993422672 |
24 | 108 | 105.434822036944 | 2.56517796305616 |
25 | 111 | 107.632531795328 | 3.36746820467217 |
26 | 108 | 104.716104070374 | 3.28389592962558 |
27 | 121 | 107.671589990103 | 13.3284100098972 |
28 | 109 | 107.153841843947 | 1.84615815605314 |
29 | 112 | 109.341113964671 | 2.6588860353286 |
30 | 119 | 107.207424910306 | 11.7925750896939 |
31 | 104 | 108.906191277416 | -4.90619127741552 |
32 | 105 | 107.061516321193 | -2.06151632119349 |
33 | 115 | 108.917056739402 | 6.0829432605985 |
34 | 124 | 107.109880568723 | 16.890119431277 |
35 | 116 | 105.398577244451 | 10.6014227555495 |
36 | 107 | 104.846989041486 | 2.1530109585139 |
37 | 115 | 105.001153342738 | 9.99884665726183 |
38 | 116 | 107.785768844973 | 8.21423115502656 |
39 | 116 | 109.125742361682 | 6.87425763831777 |
40 | 119 | 110.143290228629 | 8.85670977137093 |
41 | 111 | 102.44601681295 | 8.5539831870505 |
42 | 118 | 107.306029233841 | 10.6939707661593 |
43 | 106 | 102.570938721661 | 3.42906127833919 |
44 | 103 | 108.240750961024 | -5.24075096102417 |
45 | 118 | 104.386370604479 | 13.6136293955212 |
46 | 118 | 105.574788888919 | 12.4252111110813 |
47 | 102 | 102.715603639923 | -0.715603639922844 |
48 | 100 | 103.85608550116 | -3.85608550115977 |
49 | 94 | 103.774819451491 | -9.77481945149114 |
50 | 94 | 104.838743651546 | -10.8387436515463 |
51 | 102 | 104.95175043852 | -2.95175043851978 |
52 | 95 | 105.555790122939 | -10.5557901229386 |
53 | 92 | 106.350015410075 | -14.3500154100747 |
54 | 102 | 106.30624814595 | -4.30624814594957 |
55 | 91 | 106.697831393407 | -15.6978313934069 |
56 | 89 | 104.767721228438 | -15.7677212284383 |
57 | 104 | 108.272614106474 | -4.2726141064744 |
58 | 105 | 104.996261946216 | 0.00373805378448367 |
59 | 99 | 106.288299039721 | -7.28829903972131 |
60 | 95 | 103.983311062673 | -8.98331106267311 |
61 | 90 | 106.323698505761 | -16.3236985057612 |
62 | 96 | 108.591187016403 | -12.5911870164026 |
63 | 113 | 107.821923557647 | 5.17807644235306 |
64 | 101 | 101.854218991712 | -0.854218991712249 |
65 | 101 | 107.288600880155 | -6.2886008801549 |
66 | 113 | 106.201702085277 | 6.79829791472277 |
67 | 96 | 103.148243999639 | -7.14824399963927 |
68 | 97 | 102.435794511651 | -5.43579451165139 |
69 | 114 | 103.918445713064 | 10.0815542869357 |
70 | 112 | 104.304810141692 | 7.6951898583081 |
71 | 108 | 106.994684382426 | 1.00531561757397 |
72 | 107 | 105.205691812067 | 1.79430818793311 |
73 | 103 | 105.807204352656 | -2.80720435265553 |
74 | 107 | 102.388174507693 | 4.61182549230748 |
75 | 122 | 106.978916520854 | 15.0210834791455 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.455159947797491 | 0.910319895594983 | 0.544840052202509 |
9 | 0.305095411755374 | 0.610190823510749 | 0.694904588244626 |
10 | 0.187962990629129 | 0.375925981258258 | 0.812037009370871 |
11 | 0.225309119253046 | 0.450618238506092 | 0.774690880746954 |
12 | 0.270594333465607 | 0.541188666931215 | 0.729405666534393 |
13 | 0.334338651966493 | 0.668677303932985 | 0.665661348033507 |
14 | 0.293385366246742 | 0.586770732493485 | 0.706614633753258 |
15 | 0.312515930111369 | 0.625031860222738 | 0.687484069888631 |
16 | 0.263280542798233 | 0.526561085596465 | 0.736719457201767 |
17 | 0.211225218866754 | 0.422450437733507 | 0.788774781133246 |
18 | 0.171501205554629 | 0.343002411109259 | 0.828498794445371 |
19 | 0.352801653690472 | 0.705603307380945 | 0.647198346309528 |
20 | 0.296507284007453 | 0.593014568014906 | 0.703492715992547 |
21 | 0.252250627271286 | 0.504501254542572 | 0.747749372728714 |
22 | 0.195925544211168 | 0.391851088422335 | 0.804074455788832 |
23 | 0.143541420028702 | 0.287082840057404 | 0.856458579971298 |
24 | 0.106203543634903 | 0.212407087269807 | 0.893796456365097 |
25 | 0.0770366308283958 | 0.154073261656792 | 0.922963369171604 |
26 | 0.0524742193396102 | 0.10494843867922 | 0.94752578066039 |
27 | 0.0459678721001443 | 0.0919357442002886 | 0.954032127899856 |
28 | 0.0367190805407277 | 0.0734381610814553 | 0.963280919459272 |
29 | 0.0324184637621832 | 0.0648369275243664 | 0.967581536237817 |
30 | 0.0259535004898727 | 0.0519070009797454 | 0.974046499510127 |
31 | 0.0572801357054994 | 0.114560271410999 | 0.942719864294501 |
32 | 0.0572820208833543 | 0.114564041766709 | 0.942717979116646 |
33 | 0.0395825502573974 | 0.0791651005147947 | 0.960417449742603 |
34 | 0.0553756616455133 | 0.110751323291027 | 0.944624338354487 |
35 | 0.0443000029222925 | 0.0886000058445851 | 0.955699997077707 |
36 | 0.034266235142608 | 0.0685324702852161 | 0.965733764857392 |
37 | 0.026794204381708 | 0.0535884087634161 | 0.973205795618292 |
38 | 0.0217390966840685 | 0.043478193368137 | 0.978260903315932 |
39 | 0.0182954431979214 | 0.0365908863958428 | 0.981704556802079 |
40 | 0.0209407405259459 | 0.0418814810518919 | 0.979059259474054 |
41 | 0.0190142155290842 | 0.0380284310581684 | 0.980985784470916 |
42 | 0.0239629232233732 | 0.0479258464467463 | 0.976037076776627 |
43 | 0.0229680952023841 | 0.0459361904047682 | 0.977031904797616 |
44 | 0.0450310429886399 | 0.0900620859772797 | 0.95496895701136 |
45 | 0.111252050940687 | 0.222504101881373 | 0.888747949059313 |
46 | 0.364402843229646 | 0.728805686459292 | 0.635597156770354 |
47 | 0.478933179079503 | 0.957866358159005 | 0.521066820920497 |
48 | 0.592001166573835 | 0.815997666852329 | 0.407998833426165 |
49 | 0.656771574046421 | 0.686456851907158 | 0.343228425953579 |
50 | 0.706483399620999 | 0.587033200758001 | 0.293516600379001 |
51 | 0.720233306427215 | 0.559533387145571 | 0.279766693572785 |
52 | 0.731739734965527 | 0.536520530068945 | 0.268260265034473 |
53 | 0.770199536453803 | 0.459600927092395 | 0.229800463546197 |
54 | 0.781891660256087 | 0.436216679487827 | 0.218108339743913 |
55 | 0.789822224203274 | 0.420355551593451 | 0.210177775796726 |
56 | 0.803915828985824 | 0.392168342028351 | 0.196084171014176 |
57 | 0.755102616695466 | 0.489794766609069 | 0.244897383304534 |
58 | 0.759822094480259 | 0.480355811039482 | 0.240177905519741 |
59 | 0.708939909064577 | 0.582120181870846 | 0.291060090935423 |
60 | 0.63577204608745 | 0.7284559078251 | 0.36422795391255 |
61 | 0.686416428201984 | 0.627167143596033 | 0.313583571798016 |
62 | 0.722997492229969 | 0.554005015540061 | 0.277002507770031 |
63 | 0.731568876838047 | 0.536862246323907 | 0.268431123161953 |
64 | 0.64131301541502 | 0.717373969169961 | 0.358686984584981 |
65 | 0.568235128208141 | 0.863529743583717 | 0.431764871791859 |
66 | 0.582966627099886 | 0.834066745800227 | 0.417033372900114 |
67 | 0.454564453912806 | 0.909128907825612 | 0.545435546087194 |
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 | 6 | 0.1 | NOK |
10% type I error level | 15 | 0.25 | NOK |