Multiple Linear Regression - Estimated Regression Equation |
Totaal[t] = -4313.80758145774 + 2.15013559364343Jaar[t] + 0.25107707055812Voeding[t] + 0.155544647236055Dranken[t] -0.0177945379198081Tabaksproducten[t] + 0.287231922445241Textiel[t] + 0.0261775775351494Kleding[t] + 0.306359700497666`Apparatuur\r\r`[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) | -4313.80758145774 | 469.993364 | -9.1784 | 0 | 0 |
Jaar | 2.15013559364343 | 0.235789 | 9.1189 | 0 | 0 |
Voeding | 0.25107707055812 | 0.058697 | 4.2775 | 3.4e-05 | 1.7e-05 |
Dranken | 0.155544647236055 | 0.025912 | 6.0029 | 0 | 0 |
Tabaksproducten | -0.0177945379198081 | 0.027826 | -0.6395 | 0.523524 | 0.261762 |
Textiel | 0.287231922445241 | 0.033846 | 8.4864 | 0 | 0 |
Kleding | 0.0261775775351494 | 0.014175 | 1.8467 | 0.066852 | 0.033426 |
`Apparatuur\r\r` | 0.306359700497666 | 0.045743 | 6.6974 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.942080231068723 |
R-squared | 0.887515161770498 |
Adjusted R-squared | 0.882008910948075 |
F-TEST (value) | 161.183206212885 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 143 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.62300956192011 |
Sum Squared Residuals | 1877.04635486433 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 75.5 | 80.1682482526674 | -4.66824825266737 |
2 | 83.2 | 87.7216907473479 | -4.52169074734792 |
3 | 94.5 | 96.5321418376414 | -2.03214183764141 |
4 | 83.3 | 81.3702273439654 | 1.92977265603464 |
5 | 92.7 | 94.5146543147378 | -1.81465431473776 |
6 | 89.8 | 90.9656613273124 | -1.16566132731241 |
7 | 74.8 | 74.320680791789 | 0.479319208211007 |
8 | 81.5 | 77.7631954221256 | 3.73680457787438 |
9 | 92.8 | 93.2773188460584 | -0.477318846058418 |
10 | 92.8 | 97.5498688745316 | -4.74986887453162 |
11 | 91.7 | 94.2558744034851 | -2.55587440348509 |
12 | 83.5 | 84.0581596418147 | -0.558159641814665 |
13 | 92.8 | 89.6253335516065 | 3.1746664483935 |
14 | 91.3 | 89.4787631105239 | 1.82123688947613 |
15 | 99.5 | 100.045290760906 | -0.545290760905918 |
16 | 87.6 | 85.8658547457845 | 1.73414525421553 |
17 | 95.3 | 94.1350280224849 | 1.1649719775151 |
18 | 98.5 | 94.5788910588496 | 3.92110894115041 |
19 | 80.1 | 87.8818196069555 | -7.78181960695553 |
20 | 84.2 | 84.1886924028969 | 0.0113075971030561 |
21 | 92.4 | 96.7807742491494 | -4.38077424914941 |
22 | 98 | 105.472236305994 | -7.47223630599413 |
23 | 92.2 | 98.0523934358976 | -5.85239343589763 |
24 | 80 | 81.3825322195406 | -1.38253221954064 |
25 | 88.7 | 89.414949326932 | -0.714949326932047 |
26 | 87.4 | 90.0751373181369 | -2.67513731813689 |
27 | 96.1 | 95.9363551166699 | 0.163644883330069 |
28 | 94.1 | 94.4048138301955 | -0.30481383019545 |
29 | 91.9 | 92.4529967232009 | -0.552996723200864 |
30 | 93.6 | 94.8797656195114 | -1.27976561951144 |
31 | 83.5 | 88.355909454251 | -4.85590945425099 |
32 | 80.8 | 83.1036978134858 | -2.30369781348581 |
33 | 96.3 | 100.816840732937 | -4.51684073293712 |
34 | 101.5 | 107.376224099572 | -5.87622409957152 |
35 | 91.6 | 93.8133868774512 | -2.21338687745118 |
36 | 84 | 86.5134366128835 | -2.51343661288352 |
37 | 91.8 | 91.3955635563359 | 0.404436443664088 |
38 | 90.4 | 90.9239335182408 | -0.523933518240796 |
39 | 98 | 94.875695542552 | 3.124304457448 |
40 | 95.5 | 94.2792909692449 | 1.22070903075511 |
41 | 90.5 | 87.7568201572795 | 2.74317984272047 |
42 | 97.1 | 93.7968660361737 | 3.30313396382632 |
43 | 87.9 | 88.6666037988991 | -0.766603798899147 |
44 | 79.8 | 78.2999509380464 | 1.50004906195357 |
45 | 102 | 101.552334449443 | 0.447665550556643 |
46 | 104.3 | 106.29593639596 | -1.99593639595973 |
47 | 92.1 | 90.9866242161209 | 1.11337578387906 |
48 | 95.9 | 88.5310471975636 | 7.36895280243644 |
49 | 89.1 | 89.0105998350033 | 0.0894001649966497 |
50 | 92.2 | 89.6010857257723 | 2.59891427422772 |
51 | 107.5 | 106.263760592277 | 1.23623940772252 |
52 | 99.7 | 95.443344472271 | 4.25665552772896 |
53 | 92.2 | 90.7197092258678 | 1.48029077413218 |
54 | 108.9 | 106.206737450563 | 2.69326254943736 |
55 | 89.8 | 89.5856502845501 | 0.214349715449907 |
56 | 89.4 | 84.1174879025356 | 5.28251209746438 |
57 | 107.6 | 105.579188262297 | 2.02081173770268 |
58 | 105.6 | 104.025490526631 | 1.57450947336868 |
59 | 100.9 | 98.950745827867 | 1.94925417213298 |
60 | 102.9 | 94.2530013945631 | 8.64699860543688 |
61 | 96.2 | 90.2356319181824 | 5.96436808181757 |
62 | 94.7 | 93.1629277169737 | 1.53707228302634 |
63 | 107.3 | 103.867807084796 | 3.43219291520362 |
64 | 103 | 99.7554012580778 | 3.24459874192217 |
65 | 96.1 | 95.5040561804489 | 0.595943819551141 |
66 | 109.8 | 106.906345784522 | 2.89365421547786 |
67 | 85.4 | 86.9226324809242 | -1.52263248092419 |
68 | 89.9 | 88.7583187894555 | 1.14168121054454 |
69 | 109.3 | 108.668799723226 | 0.63120027677381 |
70 | 101.2 | 101.931493145564 | -0.73149314556369 |
71 | 104.7 | 104.550578206415 | 0.149421793584949 |
72 | 102.4 | 96.710154329395 | 5.68984567060503 |
73 | 97.7 | 95.2081426466245 | 2.49185735337555 |
74 | 98.9 | 95.4060098218312 | 3.4939901781688 |
75 | 115 | 108.571700809641 | 6.42829919035939 |
76 | 97.5 | 95.9457922477314 | 1.55420775226856 |
77 | 107.3 | 103.538158541075 | 3.76184145892505 |
78 | 112.3 | 111.364919063923 | 0.935080936076783 |
79 | 88.5 | 95.9791386989142 | -7.47913869891416 |
80 | 92.9 | 92.6438086466851 | 0.256191353314888 |
81 | 108.8 | 111.708665728986 | -2.90866572898634 |
82 | 112.3 | 114.857358009022 | -2.55735800902225 |
83 | 107.3 | 111.061345967443 | -3.76134596744278 |
84 | 101.8 | 96.9835069042844 | 4.81649309571564 |
85 | 105 | 104.692477439863 | 0.307522560136843 |
86 | 103.4 | 103.330358471382 | 0.0696415286184344 |
87 | 116.7 | 116.850499750565 | -0.150499750564987 |
88 | 103.6 | 106.045768521165 | -2.44576852116492 |
89 | 108.8 | 107.567212514319 | 1.232787485681 |
90 | 117 | 116.165415541232 | 0.834584458768078 |
91 | 100.9 | 100.656332462888 | 0.243667537111663 |
92 | 100.8 | 98.0661191931331 | 2.73388080686685 |
93 | 109.7 | 108.994704714475 | 0.705295285525046 |
94 | 121 | 121.980002355193 | -0.980002355192573 |
95 | 114.1 | 113.17208739882 | 0.927912601180373 |
96 | 105.5 | 97.312115162142 | 8.18788483785803 |
97 | 112.5 | 110.036197864483 | 2.46380213551717 |
98 | 113.8 | 112.581078129839 | 1.21892187016134 |
99 | 115.3 | 114.79728045749 | 0.502719542510016 |
100 | 120.4 | 115.97307064225 | 4.42692935774962 |
101 | 111.1 | 107.5297822467 | 3.57021775329997 |
102 | 120.1 | 112.29957030744 | 7.80042969256002 |
103 | 106.1 | 107.602823213549 | -1.50282321354855 |
104 | 95.9 | 92.277752941189 | 3.62224705881105 |
105 | 119.4 | 114.853232212682 | 4.54676778731823 |
106 | 117.4 | 116.515622252162 | 0.884377747837731 |
107 | 98.6 | 100.236261584182 | -1.63626158418209 |
108 | 99.7 | 98.2070698999114 | 1.49293010008856 |
109 | 87.4 | 95.8375860250505 | -8.43758602505049 |
110 | 90.8 | 95.6659852151678 | -4.86598521516779 |
111 | 101.3 | 105.927645252742 | -4.62764525274208 |
112 | 93.2 | 100.136479335288 | -6.93647933528832 |
113 | 95.1 | 93.9342349778228 | 1.16576502217715 |
114 | 101.9 | 106.426698656862 | -4.52669865686197 |
115 | 87 | 97.064777463963 | -10.064777463963 |
116 | 86.2 | 87.5374136259074 | -1.33741362590741 |
117 | 105 | 108.408880181042 | -3.40888018104232 |
118 | 104.1 | 108.384332236164 | -4.28433223616373 |
119 | 99.2 | 100.734307502813 | -1.53430750281319 |
120 | 95.2 | 101.409950839849 | -6.20995083984925 |
121 | 92.7 | 93.3353477848439 | -0.635347784843933 |
122 | 99.3 | 98.6701835265035 | 0.62981647349648 |
123 | 113.5 | 114.562165836739 | -1.06216583673879 |
124 | 104.7 | 107.385776422404 | -2.68577642240426 |
125 | 100.5 | 99.5754570361604 | 0.924542963839643 |
126 | 116.2 | 116.53022411871 | -0.330224118710164 |
127 | 94.1 | 99.6110716459396 | -5.5110716459396 |
128 | 94.8 | 95.3694573304407 | -0.569457330440668 |
129 | 115.1 | 110.485012159376 | 4.61498784062373 |
130 | 110 | 112.514438015818 | -2.51443801581797 |
131 | 108.4 | 107.374383658361 | 1.02561634163928 |
132 | 103.9 | 101.817903310493 | 2.08209668950721 |
133 | 102.9 | 102.753164609678 | 0.146835390321657 |
134 | 107.7 | 101.669843049103 | 6.0301569508969 |
135 | 126.7 | 119.99966063936 | 6.70033936064029 |
136 | 108.8 | 104.849523113045 | 3.95047688695512 |
137 | 117.1 | 113.867519238004 | 3.23248076199644 |
138 | 112.2 | 110.57287908078 | 1.6271209192199 |
139 | 94.7 | 95.9024924203647 | -1.20249242036472 |
140 | 102.7 | 98.9687683797429 | 3.73123162025711 |
141 | 119.1 | 116.548809971456 | 2.55119002854447 |
142 | 110.6 | 110.705675200218 | -0.105675200217655 |
143 | 109.1 | 107.884017994096 | 1.21598200590403 |
144 | 105.3 | 104.303273143536 | 0.996726856463614 |
145 | 103.4 | 105.926495658875 | -2.52649565887531 |
146 | 103.7 | 110.069835755534 | -6.36983575553441 |
147 | 117 | 118.910056207416 | -1.91005620741631 |
148 | 101.2 | 105.600902023956 | -4.40090202395626 |
149 | 105.4 | 109.007408559713 | -3.60740855971304 |
150 | 110.3 | 114.577831325035 | -4.2778313250354 |
151 | 97.7 | 103.850289415078 | -6.15028941507818 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
11 | 0.320785547502774 | 0.641571095005549 | 0.679214452497225 |
12 | 0.175407188026518 | 0.350814376053035 | 0.824592811973482 |
13 | 0.0882415275682683 | 0.176483055136537 | 0.911758472431732 |
14 | 0.0409414669452129 | 0.0818829338904257 | 0.959058533054787 |
15 | 0.034304519687419 | 0.0686090393748381 | 0.965695480312581 |
16 | 0.0211045243215589 | 0.0422090486431179 | 0.978895475678441 |
17 | 0.0185094038466717 | 0.0370188076933434 | 0.981490596153328 |
18 | 0.0121250075012417 | 0.0242500150024834 | 0.987874992498758 |
19 | 0.450471399959821 | 0.900942799919642 | 0.549528600040179 |
20 | 0.384812855385284 | 0.769625710770569 | 0.615187144614716 |
21 | 0.445992633469311 | 0.891985266938621 | 0.554007366530689 |
22 | 0.47391937493058 | 0.947838749861159 | 0.52608062506942 |
23 | 0.502933996959706 | 0.994132006080587 | 0.497066003040294 |
24 | 0.492472462207583 | 0.984944924415167 | 0.507527537792417 |
25 | 0.419292753417989 | 0.838585506835979 | 0.580707246582011 |
26 | 0.426817807726062 | 0.853635615452124 | 0.573182192273938 |
27 | 0.365301359333339 | 0.730602718666678 | 0.634698640666661 |
28 | 0.304531738733434 | 0.609063477466867 | 0.695468261266566 |
29 | 0.253478466099506 | 0.506956932199012 | 0.746521533900494 |
30 | 0.224404750205172 | 0.448809500410344 | 0.775595249794828 |
31 | 0.271996924050965 | 0.543993848101931 | 0.728003075949035 |
32 | 0.256696003292073 | 0.513392006584145 | 0.743303996707927 |
33 | 0.26174493195521 | 0.52348986391042 | 0.73825506804479 |
34 | 0.275930055162625 | 0.55186011032525 | 0.724069944837375 |
35 | 0.256496754546052 | 0.512993509092103 | 0.743503245453948 |
36 | 0.260073347802756 | 0.520146695605513 | 0.739926652197244 |
37 | 0.238405304086732 | 0.476810608173464 | 0.761594695913268 |
38 | 0.201160824891715 | 0.40232164978343 | 0.798839175108285 |
39 | 0.222896931754434 | 0.445793863508868 | 0.777103068245566 |
40 | 0.193414858168013 | 0.386829716336027 | 0.806585141831987 |
41 | 0.160062239485656 | 0.320124478971313 | 0.839937760514344 |
42 | 0.138285955607348 | 0.276571911214696 | 0.861714044392652 |
43 | 0.115581667885599 | 0.231163335771197 | 0.884418332114401 |
44 | 0.0905523260457557 | 0.181104652091511 | 0.909447673954244 |
45 | 0.0774084788071659 | 0.154816957614332 | 0.922591521192834 |
46 | 0.0699152345241468 | 0.139830469048294 | 0.930084765475853 |
47 | 0.054329516168742 | 0.108659032337484 | 0.945670483831258 |
48 | 0.10814573517519 | 0.21629147035038 | 0.89185426482481 |
49 | 0.0911909576455751 | 0.18238191529115 | 0.908809042354425 |
50 | 0.0707918476268507 | 0.141583695253701 | 0.929208152373149 |
51 | 0.0558568578867321 | 0.111713715773464 | 0.944143142113268 |
52 | 0.0440136303375962 | 0.0880272606751924 | 0.955986369662404 |
53 | 0.036922532937745 | 0.07384506587549 | 0.963077467062255 |
54 | 0.0283489172878361 | 0.0566978345756721 | 0.971651082712164 |
55 | 0.0241963597282951 | 0.0483927194565903 | 0.975803640271705 |
56 | 0.0208744465260479 | 0.0417488930520958 | 0.979125553473952 |
57 | 0.0155889604312641 | 0.0311779208625282 | 0.984411039568736 |
58 | 0.0119804967215164 | 0.0239609934430328 | 0.988019503278484 |
59 | 0.00871631674547742 | 0.0174326334909548 | 0.991283683254523 |
60 | 0.0233204596015455 | 0.0466409192030911 | 0.976679540398455 |
61 | 0.0228837036363492 | 0.0457674072726983 | 0.977116296363651 |
62 | 0.0178380654900369 | 0.0356761309800738 | 0.982161934509963 |
63 | 0.0135363966685203 | 0.0270727933370406 | 0.98646360333148 |
64 | 0.00997441652459388 | 0.0199488330491878 | 0.990025583475406 |
65 | 0.00976204708859421 | 0.0195240941771884 | 0.990237952911406 |
66 | 0.0071453187889608 | 0.0142906375779216 | 0.992854681211039 |
67 | 0.0115420193971449 | 0.0230840387942898 | 0.988457980602855 |
68 | 0.00882872427005602 | 0.017657448540112 | 0.991171275729944 |
69 | 0.00631392150050799 | 0.012627843001016 | 0.993686078499492 |
70 | 0.00525742544414122 | 0.0105148508882824 | 0.994742574555859 |
71 | 0.00381673346725323 | 0.00763346693450646 | 0.996183266532747 |
72 | 0.00432915094299162 | 0.00865830188598325 | 0.995670849057008 |
73 | 0.00314099401645349 | 0.00628198803290697 | 0.996859005983546 |
74 | 0.00242504194347924 | 0.00485008388695848 | 0.997574958056521 |
75 | 0.00584066214950322 | 0.0116813242990064 | 0.994159337850497 |
76 | 0.004545230504643 | 0.009090461009286 | 0.995454769495357 |
77 | 0.00381925489716746 | 0.00763850979433492 | 0.996180745102832 |
78 | 0.00271003585452334 | 0.00542007170904668 | 0.997289964145477 |
79 | 0.0216876303073376 | 0.0433752606146753 | 0.978312369692662 |
80 | 0.0165100265095213 | 0.0330200530190425 | 0.983489973490479 |
81 | 0.01701557975415 | 0.0340311595082999 | 0.98298442024585 |
82 | 0.0159294553355349 | 0.0318589106710698 | 0.984070544664465 |
83 | 0.0197971826408536 | 0.0395943652817072 | 0.980202817359146 |
84 | 0.0195162099607986 | 0.0390324199215972 | 0.980483790039201 |
85 | 0.0152385391077075 | 0.0304770782154151 | 0.984761460892292 |
86 | 0.0112542056828595 | 0.022508411365719 | 0.98874579431714 |
87 | 0.00843250333011468 | 0.0168650066602294 | 0.991567496669885 |
88 | 0.00822937831115312 | 0.0164587566223062 | 0.991770621688847 |
89 | 0.0058414432724565 | 0.011682886544913 | 0.994158556727543 |
90 | 0.0042620157609294 | 0.0085240315218588 | 0.995737984239071 |
91 | 0.00341025053753921 | 0.00682050107507842 | 0.996589749462461 |
92 | 0.00290806899117725 | 0.0058161379823545 | 0.997091931008823 |
93 | 0.00197853616998371 | 0.00395707233996742 | 0.998021463830016 |
94 | 0.0015016724721939 | 0.0030033449443878 | 0.998498327527806 |
95 | 0.00101268328165433 | 0.00202536656330866 | 0.998987316718346 |
96 | 0.00390787162643896 | 0.00781574325287792 | 0.996092128373561 |
97 | 0.00298257185919997 | 0.00596514371839995 | 0.9970174281408 |
98 | 0.00219639268247597 | 0.00439278536495195 | 0.997803607317524 |
99 | 0.00204165453306888 | 0.00408330906613776 | 0.997958345466931 |
100 | 0.00178444526534479 | 0.00356889053068958 | 0.998215554734655 |
101 | 0.00160529766628655 | 0.0032105953325731 | 0.998394702333713 |
102 | 0.00346338274551322 | 0.00692676549102644 | 0.996536617254487 |
103 | 0.0033089165388003 | 0.00661783307760059 | 0.9966910834612 |
104 | 0.00565364217190855 | 0.0113072843438171 | 0.994346357828091 |
105 | 0.00631419307822158 | 0.0126283861564432 | 0.993685806921778 |
106 | 0.00527791653787478 | 0.0105558330757496 | 0.994722083462125 |
107 | 0.00725818124441187 | 0.0145163624888237 | 0.992741818755588 |
108 | 0.00815181877186601 | 0.016303637543732 | 0.991848181228134 |
109 | 0.0661924452035347 | 0.132384890407069 | 0.933807554796465 |
110 | 0.0890820004362427 | 0.178164000872485 | 0.910917999563757 |
111 | 0.108963712265132 | 0.217927424530265 | 0.891036287734868 |
112 | 0.176073319092523 | 0.352146638185046 | 0.823926680907477 |
113 | 0.184380297840878 | 0.368760595681756 | 0.815619702159122 |
114 | 0.195775108850647 | 0.391550217701295 | 0.804224891149353 |
115 | 0.491032367014832 | 0.982064734029664 | 0.508967632985168 |
116 | 0.437808281113152 | 0.875616562226303 | 0.562191718886848 |
117 | 0.453745652273868 | 0.907491304547737 | 0.546254347726131 |
118 | 0.556427630790745 | 0.88714473841851 | 0.443572369209255 |
119 | 0.50652082269082 | 0.98695835461836 | 0.49347917730918 |
120 | 0.670782285249614 | 0.658435429500771 | 0.329217714750386 |
121 | 0.622070506078638 | 0.755858987842724 | 0.377929493921362 |
122 | 0.556595322047976 | 0.886809355904048 | 0.443404677952024 |
123 | 0.575000984193751 | 0.849998031612497 | 0.424999015806249 |
124 | 0.554546702672438 | 0.890906594655123 | 0.445453297327562 |
125 | 0.549528888511729 | 0.900942222976542 | 0.450471111488271 |
126 | 0.54664516189719 | 0.90670967620562 | 0.45335483810281 |
127 | 0.782997265705149 | 0.434005468589702 | 0.217002734294851 |
128 | 0.868608450856187 | 0.262783098287625 | 0.131391549143813 |
129 | 0.825671877890913 | 0.348656244218175 | 0.174328122109087 |
130 | 0.956624339907604 | 0.0867513201847924 | 0.0433756600923962 |
131 | 0.95434788554896 | 0.0913042289020802 | 0.0456521144510401 |
132 | 0.974133710383528 | 0.0517325792329437 | 0.0258662896164718 |
133 | 0.96127577698785 | 0.0774484460243008 | 0.0387242230121504 |
134 | 0.977324289794557 | 0.045351420410887 | 0.0226757102054435 |
135 | 0.985110430794475 | 0.0297791384110498 | 0.0148895692055249 |
136 | 0.994844528514312 | 0.0103109429713749 | 0.00515547148568746 |
137 | 0.991874451235376 | 0.016251097529249 | 0.00812554876462449 |
138 | 0.979666630042906 | 0.0406667399141883 | 0.0203333699570942 |
139 | 0.95161458927658 | 0.0967708214468393 | 0.0483854107234196 |
140 | 0.874007850496332 | 0.251984299007336 | 0.125992149503668 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 21 | 0.161538461538462 | NOK |
5% type I error level | 62 | 0.476923076923077 | NOK |
10% type I error level | 72 | 0.553846153846154 | NOK |