Multiple Linear Regression - Estimated Regression Equation |
Grondstoffen[t] = + 60.7773809523809 -2.15166170634922M1[t] -1.4625496031746M2[t] + 4.65513392857143M3[t] + 9.87281746031746M4[t] + 9.97621527777778M5[t] + 13.736755952381M6[t] + 15.0830109126984M7[t] + 11.3864087301587M8[t] + 7.06123511904762M9[t] + 2.66463293650794M10[t] + 2.02517361111111M11[t] + 0.668030753968254t + 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) | 60.7773809523809 | 10.225645 | 5.9436 | 0 | 0 |
M1 | -2.15166170634922 | 12.578496 | -0.1711 | 0.864664 | 0.432332 |
M2 | -1.4625496031746 | 12.569021 | -0.1164 | 0.907695 | 0.453847 |
M3 | 4.65513392857143 | 12.560443 | 0.3706 | 0.712025 | 0.356013 |
M4 | 9.87281746031746 | 12.552762 | 0.7865 | 0.434189 | 0.217094 |
M5 | 9.97621527777778 | 12.545982 | 0.7952 | 0.429164 | 0.214582 |
M6 | 13.736755952381 | 12.540102 | 1.0954 | 0.277032 | 0.138516 |
M7 | 15.0830109126984 | 12.535125 | 1.2033 | 0.232873 | 0.116436 |
M8 | 11.3864087301587 | 12.531051 | 0.9087 | 0.366606 | 0.183303 |
M9 | 7.06123511904762 | 12.527882 | 0.5636 | 0.574774 | 0.287387 |
M10 | 2.66463293650794 | 12.525617 | 0.2127 | 0.832144 | 0.416072 |
M11 | 2.02517361111111 | 12.524259 | 0.1617 | 0.872001 | 0.436001 |
t | 0.668030753968254 | 0.106517 | 6.2716 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.624523481847631 |
R-squared | 0.390029579379088 |
Adjusted R-squared | 0.286935987161469 |
F-TEST (value) | 3.78325724217447 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 71 |
p-value | 0.000190169002201479 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 23.4298949946451 |
Sum Squared Residuals | 38976.1585416667 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 54.3 | 59.2937500000001 | -4.99375000000008 |
2 | 55.9 | 60.6508928571429 | -4.75089285714286 |
3 | 63.9 | 67.4366071428572 | -3.53660714285715 |
4 | 64 | 73.3223214285714 | -9.32232142857142 |
5 | 60.7 | 74.09375 | -13.39375 |
6 | 67.8 | 78.5223214285714 | -10.7223214285714 |
7 | 70.5 | 80.5366071428571 | -10.0366071428571 |
8 | 76.6 | 77.5080357142857 | -0.908035714285717 |
9 | 76.2 | 73.8508928571429 | 2.34910714285715 |
10 | 71.8 | 70.1223214285714 | 1.67767857142857 |
11 | 67.8 | 70.1508928571428 | -2.35089285714286 |
12 | 69.7 | 68.79375 | 0.90625000000001 |
13 | 76.7 | 67.310119047619 | 9.38988095238099 |
14 | 74.2 | 68.6672619047619 | 5.53273809523811 |
15 | 75.8 | 75.4529761904762 | 0.347023809523805 |
16 | 84.3 | 81.3386904761905 | 2.96130952380952 |
17 | 84.9 | 82.1101190476191 | 2.78988095238095 |
18 | 84.4 | 86.5386904761905 | -2.13869047619047 |
19 | 89.4 | 88.5529761904762 | 0.847023809523821 |
20 | 88.5 | 85.5244047619048 | 2.97559523809524 |
21 | 76.5 | 81.8672619047619 | -5.36726190476191 |
22 | 71.4 | 78.1386904761905 | -6.73869047619047 |
23 | 72.1 | 78.1672619047619 | -6.06726190476191 |
24 | 75.8 | 76.8101190476191 | -1.01011904761905 |
25 | 66.6 | 75.3264880952381 | -8.7264880952381 |
26 | 71.7 | 76.683630952381 | -4.98363095238095 |
27 | 75.4 | 83.4693452380952 | -8.06934523809524 |
28 | 80.9 | 89.3550595238095 | -8.45505952380952 |
29 | 80.7 | 90.1264880952381 | -9.4264880952381 |
30 | 85 | 94.5550595238095 | -9.55505952380953 |
31 | 91.5 | 96.5693452380952 | -5.06934523809524 |
32 | 87.7 | 93.5407738095238 | -5.84077380952381 |
33 | 95.3 | 89.883630952381 | 5.41636904761904 |
34 | 102.4 | 86.1550595238095 | 16.2449404761905 |
35 | 114.2 | 86.183630952381 | 28.0163690476191 |
36 | 111.7 | 84.8264880952381 | 26.8735119047619 |
37 | 113.7 | 83.3428571428571 | 30.3571428571429 |
38 | 118.8 | 84.7 | 34.1 |
39 | 129 | 91.4857142857143 | 37.5142857142857 |
40 | 136.4 | 97.3714285714286 | 39.0285714285714 |
41 | 155 | 98.1428571428571 | 56.8571428571429 |
42 | 166 | 102.571428571429 | 63.4285714285714 |
43 | 168.7 | 104.585714285714 | 64.1142857142857 |
44 | 145.5 | 101.557142857143 | 43.9428571428572 |
45 | 127.3 | 97.9 | 29.4 |
46 | 91.5 | 94.1714285714286 | -2.67142857142857 |
47 | 69 | 94.2 | -25.2 |
48 | 54 | 92.8428571428571 | -38.8428571428571 |
49 | 56.3 | 91.3592261904762 | -35.0592261904762 |
50 | 54.2 | 92.7163690476191 | -38.5163690476191 |
51 | 59.3 | 99.5020833333333 | -40.2020833333333 |
52 | 63.4 | 105.387797619048 | -41.9877976190476 |
53 | 73.3 | 106.159226190476 | -32.8592261904762 |
54 | 86.7 | 110.587797619048 | -23.8877976190476 |
55 | 81.3 | 112.602083333333 | -31.3020833333333 |
56 | 89.6 | 109.573511904762 | -19.9735119047619 |
57 | 85.3 | 105.916369047619 | -20.616369047619 |
58 | 92.4 | 102.187797619048 | -9.78779761904761 |
59 | 96.8 | 102.216369047619 | -5.41636904761905 |
60 | 93.6 | 100.859226190476 | -7.2592261904762 |
61 | 97.6 | 99.3755952380952 | -1.77559523809523 |
62 | 94.2 | 100.732738095238 | -6.5327380952381 |
63 | 99.9 | 107.518452380952 | -7.61845238095238 |
64 | 106.4 | 113.404166666667 | -7.00416666666666 |
65 | 96 | 114.175595238095 | -18.1755952380953 |
66 | 94.9 | 118.604166666667 | -23.7041666666667 |
67 | 94.8 | 120.618452380952 | -25.8184523809524 |
68 | 95.9 | 117.589880952381 | -21.6898809523809 |
69 | 96.2 | 113.932738095238 | -17.7327380952381 |
70 | 103.1 | 110.204166666667 | -7.10416666666668 |
71 | 106.9 | 110.232738095238 | -3.33273809523809 |
72 | 114.2 | 108.875595238095 | 5.32440476190475 |
73 | 118.2 | 107.391964285714 | 10.8080357142857 |
74 | 123.9 | 108.749107142857 | 15.1508928571429 |
75 | 137.1 | 115.534821428571 | 21.5651785714286 |
76 | 146.2 | 121.420535714286 | 24.7794642857143 |
77 | 136.4 | 122.191964285714 | 14.2080357142857 |
78 | 133.2 | 126.620535714286 | 6.57946428571428 |
79 | 135.9 | 128.634821428571 | 7.26517857142858 |
80 | 127.1 | 125.60625 | 1.49375 |
81 | 128.5 | 121.949107142857 | 6.55089285714286 |
82 | 126.6 | 118.220535714286 | 8.37946428571428 |
83 | 132.6 | 118.249107142857 | 14.3508928571429 |
84 | 130.9 | 116.891964285714 | 14.0080357142857 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.00250242608420754 | 0.00500485216841508 | 0.997497573915792 |
17 | 0.00051941948075612 | 0.00103883896151224 | 0.999480580519244 |
18 | 6.58011143998559e-05 | 0.000131602228799712 | 0.9999341988856 |
19 | 6.60071054714179e-06 | 1.32014210942836e-05 | 0.999993399289453 |
20 | 2.19957594049834e-06 | 4.39915188099667e-06 | 0.99999780042406 |
21 | 1.70183268880534e-05 | 3.40366537761068e-05 | 0.999982981673112 |
22 | 2.10760695694639e-05 | 4.21521391389278e-05 | 0.999978923930431 |
23 | 7.96480671929214e-06 | 1.59296134385843e-05 | 0.999992035193281 |
24 | 2.25217594326257e-06 | 4.50435188652515e-06 | 0.999997747824057 |
25 | 3.59865483310239e-06 | 7.19730966620478e-06 | 0.999996401345167 |
26 | 1.30371856602545e-06 | 2.6074371320509e-06 | 0.999998696281434 |
27 | 4.66653137148911e-07 | 9.33306274297823e-07 | 0.999999533346863 |
28 | 1.37577344132994e-07 | 2.75154688265989e-07 | 0.999999862422656 |
29 | 3.62926966658067e-08 | 7.25853933316135e-08 | 0.999999963707303 |
30 | 8.93171236540071e-09 | 1.78634247308014e-08 | 0.999999991068288 |
31 | 1.95039408225205e-09 | 3.9007881645041e-09 | 0.999999998049606 |
32 | 5.54942398845914e-10 | 1.10988479769183e-09 | 0.999999999445058 |
33 | 1.78558575669833e-10 | 3.57117151339666e-10 | 0.999999999821441 |
34 | 4.51575387992268e-10 | 9.03150775984535e-10 | 0.999999999548425 |
35 | 1.28399137684789e-08 | 2.56798275369577e-08 | 0.999999987160086 |
36 | 2.96323895611249e-08 | 5.92647791222498e-08 | 0.99999997036761 |
37 | 8.81570932785313e-08 | 1.76314186557063e-07 | 0.999999911842907 |
38 | 2.62733308173436e-07 | 5.25466616346872e-07 | 0.999999737266692 |
39 | 1.03832616798638e-06 | 2.07665233597276e-06 | 0.999998961673832 |
40 | 3.63357911766801e-06 | 7.26715823533603e-06 | 0.999996366420882 |
41 | 0.000143723816686234 | 0.000287447633372467 | 0.999856276183314 |
42 | 0.00609972993754323 | 0.0121994598750865 | 0.993900270062457 |
43 | 0.153410513014765 | 0.30682102602953 | 0.846589486985235 |
44 | 0.610939272265905 | 0.778121455468191 | 0.389060727734095 |
45 | 0.978998418120747 | 0.042003163758506 | 0.021001581879253 |
46 | 0.997883953507172 | 0.00423209298565554 | 0.00211604649282777 |
47 | 0.999390822262971 | 0.00121835547405878 | 0.000609177737029389 |
48 | 0.999842596640819 | 0.000314806718362846 | 0.000157403359181423 |
49 | 0.999942818755109 | 0.00011436248978223 | 5.7181244891115e-05 |
50 | 0.9999792924229 | 4.14151541994726e-05 | 2.07075770997363e-05 |
51 | 0.999994680509771 | 1.06389804579952e-05 | 5.3194902289976e-06 |
52 | 0.999999554229806 | 8.91540387795779e-07 | 4.45770193897889e-07 |
53 | 0.999999339471837 | 1.321056325627e-06 | 6.60528162813498e-07 |
54 | 0.999998594347504 | 2.81130499134218e-06 | 1.40565249567109e-06 |
55 | 0.999996650039222 | 6.69992155632732e-06 | 3.34996077816366e-06 |
56 | 0.999995337385695 | 9.32522861042911e-06 | 4.66261430521456e-06 |
57 | 0.999990319758872 | 1.93604822553305e-05 | 9.68024112766524e-06 |
58 | 0.999989986854518 | 2.00262909647974e-05 | 1.00131454823987e-05 |
59 | 0.999994795666309 | 1.04086673812253e-05 | 5.20433369061264e-06 |
60 | 0.99999700202289 | 5.99595421975359e-06 | 2.99797710987679e-06 |
61 | 0.999994112811487 | 1.17743770263006e-05 | 5.88718851315031e-06 |
62 | 0.999972856451659 | 5.42870966825496e-05 | 2.71435483412748e-05 |
63 | 0.999891727314505 | 0.000216545370989444 | 0.000108272685494722 |
64 | 0.999676873250094 | 0.00064625349981282 | 0.00032312674990641 |
65 | 0.999221850058092 | 0.00155629988381499 | 0.000778149941907494 |
66 | 0.997973943478505 | 0.0040521130429901 | 0.00202605652149505 |
67 | 0.998063439008911 | 0.00387312198217719 | 0.0019365609910886 |
68 | 0.991951287316624 | 0.0160974253667511 | 0.00804871268337556 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 48 | 0.905660377358491 | NOK |
5% type I error level | 51 | 0.962264150943396 | NOK |
10% type I error level | 51 | 0.962264150943396 | NOK |