Multiple Linear Regression - Estimated Regression Equation |
Algemeen_indexcijfer[t] = + 0.337764533021854 + 0.192250563369489Voedingsmiddelen_en_dranken[t] + 0.009930030926175Tabak[t] + 0.0604115202169186Kleding_en_schoeisel[t] + 0.156811098924995Huisv_wat_elektr_gas_ed[t] + 0.0731521484372605`Stoff_huish_app_&_ond_won.`[t] + 0.0410610022717327Gezondheidsuitgaven[t] + 0.156327648054967Vervoer[t] + 0.0358769329694971Communicatie[t] + 0.1236983623751Recreatie_en_cultuur[t] + 0.00553871537242655Onderwijs[t] + 0.0699583517705828`Hotels_caf\303\251s_en_restaurants`[t] + 0.071648887437092`Diverse_goederen_&_diensten`[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) | 0.337764533021854 | 0.198227 | 1.7039 | 0.092895 | 0.046447 |
Voedingsmiddelen_en_dranken | 0.192250563369489 | 0.000682 | 281.9801 | 0 | 0 |
Tabak | 0.009930030926175 | 0.000299 | 33.2658 | 0 | 0 |
Kleding_en_schoeisel | 0.0604115202169186 | 0.001667 | 36.2495 | 0 | 0 |
Huisv_wat_elektr_gas_ed | 0.156811098924995 | 0.000265 | 591.1763 | 0 | 0 |
`Stoff_huish_app_&_ond_won.` | 0.0731521484372605 | 0.001708 | 42.8396 | 0 | 0 |
Gezondheidsuitgaven | 0.0410610022717327 | 0.00132 | 31.1141 | 0 | 0 |
Vervoer | 0.156327648054967 | 0.000246 | 634.3163 | 0 | 0 |
Communicatie | 0.0358769329694971 | 0.000599 | 59.9354 | 0 | 0 |
Recreatie_en_cultuur | 0.1236983623751 | 0.000592 | 208.9178 | 0 | 0 |
Onderwijs | 0.00553871537242655 | 0.000468 | 11.8306 | 0 | 0 |
`Hotels_caf\303\251s_en_restaurants` | 0.0699583517705828 | 0.000477 | 146.6147 | 0 | 0 |
`Diverse_goederen_&_diensten` | 0.071648887437092 | 0.001081 | 66.2811 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.999999826703579 |
R-squared | 0.999999653407189 |
Adjusted R-squared | 0.999999593130178 |
F-TEST (value) | 16590067.1434571 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 69 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.00339726745787305 |
Sum Squared Residuals | 0.0007963584064423 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 121.79 | 121.783195952774 | 0.0068040472258834 |
2 | 121.57 | 121.570577069634 | -0.000577069633896079 |
3 | 121.36 | 121.368255429566 | -0.00825542956563655 |
4 | 120.83 | 120.826660582376 | 0.00333941762389152 |
5 | 120.61 | 120.611956402584 | -0.00195640258390613 |
6 | 120.89 | 120.889559811302 | 0.000440188697753522 |
7 | 120.93 | 120.92672425777 | 0.00327574222953391 |
8 | 120.85 | 120.850558120956 | -0.000558120955975483 |
9 | 120.59 | 120.591783938227 | -0.00178393822654119 |
10 | 119.88 | 119.881205971192 | -0.00120597119173684 |
11 | 119.01 | 119.01450644032 | -0.00450644032034935 |
12 | 118.96 | 118.960826045628 | -0.000826045628394987 |
13 | 118.49 | 118.488453986776 | 0.00154601322393048 |
14 | 118.31 | 118.309347943957 | 0.000652056043344352 |
15 | 117.99 | 117.988016000472 | 0.00198399952814088 |
16 | 118.09 | 118.085885921757 | 0.0041140782434486 |
17 | 117.95 | 117.947203055057 | 0.00279694494331694 |
18 | 117.59 | 117.59354286633 | -0.00354286633010208 |
19 | 117.2 | 117.196269910365 | 0.00373008963525656 |
20 | 116.91 | 116.91066331236 | -0.000663312359693224 |
21 | 116.33 | 116.331608531491 | -0.00160853149091167 |
22 | 115.66 | 115.663315645936 | -0.00331564593633487 |
23 | 115 | 115.004037977532 | -0.00403797753238177 |
24 | 114.55 | 114.544587587136 | 0.00541241286373741 |
25 | 114.41 | 114.411903005297 | -0.00190300529735836 |
26 | 114.25 | 114.246140085266 | 0.00385991473440042 |
27 | 113.89 | 113.894684710294 | -0.00468471029360379 |
28 | 113.82 | 113.819277218559 | 0.000722781441421408 |
29 | 113.77 | 113.767663470048 | 0.00233652995237047 |
30 | 113.78 | 113.784565996412 | -0.00456599641153153 |
31 | 113.33 | 113.32644830821 | 0.00355169178967414 |
32 | 112.94 | 112.935921294104 | 0.00407870589591562 |
33 | 112.52 | 112.517885714541 | 0.0021142854592693 |
34 | 112.05 | 112.052522270571 | -0.00252227057116412 |
35 | 111.54 | 111.539085959088 | 0.0009140409120884 |
36 | 111.36 | 111.362151554136 | -0.00215155413575718 |
37 | 111.07 | 111.071114879073 | -0.00111487907328182 |
38 | 111.02 | 111.021751841026 | -0.00175184102566866 |
39 | 111.31 | 111.307523679187 | 0.00247632081311667 |
40 | 110.97 | 110.965852991584 | 0.00414700841626756 |
41 | 111.04 | 111.042734061712 | -0.00273406171190925 |
42 | 111.25 | 111.248379680926 | 0.00162031907388068 |
43 | 111.33 | 111.333180210268 | -0.00318021026763164 |
44 | 111.1 | 111.101643390778 | -0.00164339077796118 |
45 | 111.74 | 111.737400049156 | 0.00259995084423464 |
46 | 111.36 | 111.356236898492 | 0.00376310150834726 |
47 | 111.25 | 111.253090108484 | -0.00309010848378956 |
48 | 111.49 | 111.491711548761 | -0.00171154876119627 |
49 | 112.16 | 112.164338453349 | -0.00433845334926138 |
50 | 112.36 | 112.357768195223 | 0.0022318047773144 |
51 | 112.18 | 112.181985471428 | -0.00198547142775828 |
52 | 112.87 | 112.87094345533 | -0.000943455330188631 |
53 | 112.28 | 112.278302817754 | 0.00169718224562214 |
54 | 111.66 | 111.657396273291 | 0.00260372670919148 |
55 | 110.67 | 110.669479924442 | 0.000520075557726983 |
56 | 110.42 | 110.419947718645 | 5.22813552218052e-05 |
57 | 109.62 | 109.624068506926 | -0.00406850692646297 |
58 | 108.84 | 108.838692890563 | 0.00130710943733543 |
59 | 108.4 | 108.402352900138 | -0.0023529001384644 |
60 | 108.1 | 108.09704003868 | 0.00295996132000096 |
61 | 107.1 | 107.102411954648 | -0.00241195464827184 |
62 | 106.54 | 106.536722823221 | 0.00327717677904638 |
63 | 106.44 | 106.44024862145 | -0.000248621450222889 |
64 | 106.57 | 106.575531193437 | -0.00553119343727712 |
65 | 106.12 | 106.118326066227 | 0.00167393377287011 |
66 | 106.13 | 106.130537769287 | -0.000537769286716254 |
67 | 106.26 | 106.260473885874 | -0.000473885873685533 |
68 | 105.78 | 105.777083139193 | 0.00291686080651654 |
69 | 105.77 | 105.771768542194 | -0.00176854219361722 |
70 | 105.2 | 105.203362783905 | -0.00336278390533826 |
71 | 105.15 | 105.145415574342 | 0.00458442565840937 |
72 | 105.01 | 105.008398402555 | 0.00160159744505017 |
73 | 104.75 | 104.745812589996 | 0.0041874100038073 |
74 | 104.96 | 104.95970727845 | 0.000292721549869829 |
75 | 105.26 | 105.257791812136 | 0.00220818786370212 |
76 | 105.13 | 105.130698883064 | -0.000698883064323791 |
77 | 104.77 | 104.775256029846 | -0.00525602984619026 |
78 | 104.79 | 104.795769506819 | -0.00576950681919152 |
79 | 104.4 | 104.402598825847 | -0.00259882584685075 |
80 | 103.89 | 103.89209309656 | -0.00209309656018829 |
81 | 103.93 | 103.923856227822 | 0.00614377217757175 |
82 | 103.48 | 103.476206659888 | 0.00379334011224208 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.417294415033856 | 0.834588830067711 | 0.582705584966144 |
17 | 0.331426016514749 | 0.662852033029499 | 0.668573983485251 |
18 | 0.768196264962609 | 0.463607470074782 | 0.231803735037391 |
19 | 0.684346119532442 | 0.631307760935117 | 0.315653880467558 |
20 | 0.672493529424357 | 0.655012941151286 | 0.327506470575643 |
21 | 0.583980479568352 | 0.832039040863295 | 0.416019520431648 |
22 | 0.572689939455467 | 0.854620121089066 | 0.427310060544533 |
23 | 0.533293435299652 | 0.933413129400696 | 0.466706564700348 |
24 | 0.617241548071853 | 0.765516903856295 | 0.382758451928147 |
25 | 0.547518608713758 | 0.904962782572485 | 0.452481391286242 |
26 | 0.517556641332764 | 0.964886717334472 | 0.482443358667236 |
27 | 0.515581110033873 | 0.968837779932254 | 0.484418889966127 |
28 | 0.42976301430634 | 0.859526028612679 | 0.57023698569366 |
29 | 0.364210063453025 | 0.728420126906051 | 0.635789936546975 |
30 | 0.416605636413817 | 0.833211272827634 | 0.583394363586183 |
31 | 0.361632793805923 | 0.723265587611846 | 0.638367206194077 |
32 | 0.337806468561728 | 0.675612937123455 | 0.662193531438273 |
33 | 0.38911166410355 | 0.7782233282071 | 0.61088833589645 |
34 | 0.544588293687639 | 0.910823412624722 | 0.455411706312361 |
35 | 0.523690839566427 | 0.952618320867145 | 0.476309160433573 |
36 | 0.556082929536504 | 0.887834140926993 | 0.443917070463496 |
37 | 0.505916247091131 | 0.988167505817738 | 0.494083752908869 |
38 | 0.445467179069823 | 0.890934358139647 | 0.554532820930177 |
39 | 0.390353090421038 | 0.780706180842076 | 0.609646909578962 |
40 | 0.458650656634489 | 0.917301313268977 | 0.541349343365511 |
41 | 0.44971805005686 | 0.899436100113721 | 0.55028194994314 |
42 | 0.497440589770985 | 0.99488117954197 | 0.502559410229015 |
43 | 0.482506023394214 | 0.965012046788428 | 0.517493976605786 |
44 | 0.436105731865291 | 0.872211463730583 | 0.563894268134709 |
45 | 0.4886094076304 | 0.977218815260799 | 0.5113905923696 |
46 | 0.522971862113323 | 0.954056275773353 | 0.477028137886677 |
47 | 0.539150490218256 | 0.921699019563488 | 0.460849509781744 |
48 | 0.467306113140797 | 0.934612226281594 | 0.532693886859203 |
49 | 0.628290653428725 | 0.743418693142549 | 0.371709346571275 |
50 | 0.633615600529057 | 0.732768798941887 | 0.366384399470943 |
51 | 0.598178621765562 | 0.803642756468875 | 0.401821378234438 |
52 | 0.520053851169257 | 0.959892297661487 | 0.479946148830743 |
53 | 0.514962992900785 | 0.970074014198429 | 0.485037007099215 |
54 | 0.461558343657807 | 0.923116687315614 | 0.538441656342193 |
55 | 0.386515645807056 | 0.773031291614111 | 0.613484354192944 |
56 | 0.319520081319995 | 0.639040162639991 | 0.680479918680005 |
57 | 0.507263182727509 | 0.985473634544982 | 0.492736817272491 |
58 | 0.431850906468412 | 0.863701812936825 | 0.568149093531588 |
59 | 0.469371028628154 | 0.938742057256307 | 0.530628971371846 |
60 | 0.414110590763205 | 0.82822118152641 | 0.585889409236795 |
61 | 0.42378897914508 | 0.847577958290161 | 0.57621102085492 |
62 | 0.554736886645793 | 0.890526226708415 | 0.445263113354207 |
63 | 0.589302354263582 | 0.821395291472837 | 0.410697645736418 |
64 | 0.683461854867171 | 0.633076290265658 | 0.316538145132829 |
65 | 0.56352034889973 | 0.87295930220054 | 0.43647965110027 |
66 | 0.669414770061761 | 0.661170459876479 | 0.330585229938239 |
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 |