Multiple Linear Regression - Estimated Regression Equation |
Totaal[t] = -12.0473600348214 + 0.2007174838492t + 0.190621181423909Voeding[t] + 0.149532587564484Dranken[t] -0.0112917989525946Tabaksproducten[t] + 0.304063576941629Textiel[t] + 0.0338657309913272Kleding[t] + 0.302088320113641`Apparatuur\r\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) | -12.0473600348214 | 5.928764 | -2.032 | 0.044003 | 0.022002 |
t | 0.2007174838492 | 0.022921 | 8.7571 | 0 | 0 |
Voeding | 0.190621181423909 | 0.065761 | 2.8987 | 0.004338 | 0.002169 |
Dranken | 0.149532587564484 | 0.026265 | 5.6933 | 0 | 0 |
Tabaksproducten | -0.0112917989525946 | 0.028076 | -0.4022 | 0.68815 | 0.344075 |
Textiel | 0.304063576941629 | 0.03493 | 8.7049 | 0 | 0 |
Kleding | 0.0338657309913272 | 0.014529 | 2.3309 | 0.021156 | 0.010578 |
`Apparatuur\r\r\r` | 0.302088320113641 | 0.046374 | 6.5142 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.94032098696102 |
R-squared | 0.884203558519347 |
Adjusted R-squared | 0.87853520124407 |
F-TEST (value) | 155.989383798356 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 143 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.67595420984379 |
Sum Squared Residuals | 1932.30742746017 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 75.5 | 79.5215699772843 | -4.02156997728427 |
2 | 83.2 | 87.5045208608799 | -4.3045208608799 |
3 | 94.5 | 96.1610771812353 | -1.6610771812353 |
4 | 83.3 | 80.8118623946344 | 2.48813760536563 |
5 | 92.7 | 93.9390556549073 | -1.23905565490728 |
6 | 89.8 | 90.6634206621855 | -0.86342066218554 |
7 | 74.8 | 74.6484485327133 | 0.15155146728672 |
8 | 81.5 | 77.8813709887121 | 3.61862901128793 |
9 | 92.8 | 93.9557142470597 | -1.15571424705973 |
10 | 92.8 | 97.8760039012703 | -5.07600390127028 |
11 | 91.7 | 94.7197414381534 | -3.01974143815344 |
12 | 83.5 | 84.4778856772192 | -0.97788567721925 |
13 | 92.8 | 88.8910791548907 | 3.90892084510933 |
14 | 91.3 | 89.315193925667 | 1.984806074333 |
15 | 99.5 | 99.4935334549836 | 0.00646654501638756 |
16 | 87.6 | 85.452459462661 | 2.14754053733905 |
17 | 95.3 | 93.5825178652254 | 1.71748213477462 |
18 | 98.5 | 94.3471241391819 | 4.15287586081811 |
19 | 80.1 | 87.9991565230471 | -7.89915652304707 |
20 | 84.2 | 84.0483940631308 | 0.151605936869223 |
21 | 92.4 | 97.2256039306572 | -4.82560393065721 |
22 | 98 | 105.622014822077 | -7.62201482207727 |
23 | 92.2 | 98.328211429387 | -6.12821142938696 |
24 | 80 | 81.819485243174 | -1.81948524317404 |
25 | 88.7 | 88.6955848411294 | 0.0044151588706099 |
26 | 87.4 | 89.9156199383594 | -2.51561993835942 |
27 | 96.1 | 95.5540125298069 | 0.545987470193116 |
28 | 94.1 | 93.9704004304042 | 0.129599569595769 |
29 | 91.9 | 92.0508544018852 | -0.150854401885177 |
30 | 93.6 | 94.8167350550966 | -1.2167350550966 |
31 | 83.5 | 88.6095271250733 | -5.10952712507335 |
32 | 80.8 | 83.3370770666894 | -2.53707706668938 |
33 | 96.3 | 101.482308326677 | -5.18230832667709 |
34 | 101.5 | 107.796796549956 | -6.29679654995568 |
35 | 91.6 | 94.6336181051519 | -3.03361810515187 |
36 | 84 | 86.9129817915615 | -2.91298179156152 |
37 | 91.8 | 90.6989624409569 | 1.10103755904314 |
38 | 90.4 | 90.6823438303382 | -0.282343830338209 |
39 | 98 | 94.3775555926904 | 3.62244440730962 |
40 | 95.5 | 93.7334718216415 | 1.76652817835847 |
41 | 90.5 | 87.4937715188544 | 3.00622848114556 |
42 | 97.1 | 93.6649516862589 | 3.43504831374108 |
43 | 87.9 | 88.83326819182 | -0.933268191820021 |
44 | 79.8 | 78.7119149883964 | 1.08808501160363 |
45 | 102 | 102.305817833001 | -0.305817833001088 |
46 | 104.3 | 106.724699099262 | -2.42469909926187 |
47 | 92.1 | 91.9435889883507 | 0.156411011649262 |
48 | 95.9 | 89.1011909636701 | 6.79880903632992 |
49 | 89.1 | 88.6594461449257 | 0.440553855074265 |
50 | 92.2 | 89.6510310207782 | 2.54896897922178 |
51 | 107.5 | 105.857521162052 | 1.64247883794786 |
52 | 99.7 | 95.1861011435418 | 4.51389885645822 |
53 | 92.2 | 90.513009444785 | 1.68699055521496 |
54 | 108.9 | 106.041468030003 | 2.85853196999671 |
55 | 89.8 | 90.0068135292362 | -0.206813529236155 |
56 | 89.4 | 84.7051691613255 | 4.69483083867449 |
57 | 107.6 | 106.385659785086 | 1.21434021491408 |
58 | 105.6 | 104.625523571262 | 0.974476428737499 |
59 | 100.9 | 99.6904578922297 | 1.20954210777034 |
60 | 102.9 | 94.6269982865689 | 8.27300171343114 |
61 | 96.2 | 89.5655011710015 | 6.63449882899854 |
62 | 94.7 | 93.3959837334231 | 1.30401626657693 |
63 | 107.3 | 103.677583767947 | 3.62241623205328 |
64 | 103 | 99.4478123472174 | 3.55218765278264 |
65 | 96.1 | 95.3204295596742 | 0.779570440325837 |
66 | 109.8 | 106.699274156256 | 3.10072584374374 |
67 | 85.4 | 87.7269649558495 | -2.32696495584949 |
68 | 89.9 | 89.0921704957239 | 0.807829504276113 |
69 | 109.3 | 109.220291406045 | 0.079708593954661 |
70 | 101.2 | 102.441867632434 | -1.24186763243372 |
71 | 104.7 | 104.91997021308 | -0.219970213079813 |
72 | 102.4 | 96.8349638349757 | 5.56503616502427 |
73 | 97.7 | 94.5148672940763 | 3.18513270592372 |
74 | 98.9 | 95.5127772487741 | 3.38722275122592 |
75 | 115 | 108.08632602302 | 6.9136739769797 |
76 | 97.5 | 95.5782346752771 | 1.92176532472288 |
77 | 107.3 | 102.908159290804 | 4.39184070919606 |
78 | 112.3 | 111.454113637913 | 0.845886362086815 |
79 | 88.5 | 96.5078418766296 | -8.00784187662958 |
80 | 92.9 | 92.7187498544661 | 0.181250145533862 |
81 | 108.8 | 112.442084211358 | -3.64208421135835 |
82 | 112.3 | 115.267899199446 | -2.96789919944611 |
83 | 107.3 | 111.662678108986 | -4.36267810898561 |
84 | 101.8 | 97.6647819652655 | 4.13521803473447 |
85 | 105 | 104.018287248156 | 0.981712751843576 |
86 | 103.4 | 103.622556510045 | -0.222556510045169 |
87 | 116.7 | 116.49534833146 | 0.204651668540165 |
88 | 103.6 | 105.842403693537 | -2.24240369353704 |
89 | 108.8 | 107.334245309867 | 1.46575469013252 |
90 | 117 | 116.200299238495 | 0.799700761505388 |
91 | 100.9 | 101.194584345518 | -0.294584345518433 |
92 | 100.8 | 98.2369317125684 | 2.56306828743157 |
93 | 109.7 | 109.681259762805 | 0.0187402371954519 |
94 | 121 | 122.307694882888 | -1.30769488288775 |
95 | 114.1 | 113.524169702542 | 0.575830297458006 |
96 | 105.5 | 97.8226265784536 | 7.67737342154637 |
97 | 112.5 | 108.989750896914 | 3.51024910308555 |
98 | 113.8 | 112.230896595789 | 1.56910340421078 |
99 | 115.3 | 114.439785304785 | 0.860214695215459 |
100 | 120.4 | 115.263364992029 | 5.13663500797115 |
101 | 111.1 | 107.116397437583 | 3.98360256241713 |
102 | 120.1 | 112.305699195527 | 7.79430080447341 |
103 | 106.1 | 107.492892541702 | -1.39289254170182 |
104 | 95.9 | 92.3890633542464 | 3.51093664575363 |
105 | 119.4 | 115.00390041688 | 4.39609958311968 |
106 | 117.4 | 116.390034425547 | 1.00996557445269 |
107 | 98.6 | 100.771458263333 | -2.17145826333277 |
108 | 99.7 | 98.3634378673682 | 1.33656213263179 |
109 | 87.4 | 95.1101223982225 | -7.71012239822247 |
110 | 90.8 | 95.2186147550788 | -4.41861475507885 |
111 | 101.3 | 105.034901465628 | -3.73490146562849 |
112 | 93.2 | 99.2878287659415 | -6.08782876594152 |
113 | 95.1 | 93.5966544040113 | 1.5033455959887 |
114 | 101.9 | 106.025297360077 | -4.12529736007713 |
115 | 87 | 97.0644469630481 | -10.0644469630481 |
116 | 86.2 | 87.584291045574 | -1.38429104557396 |
117 | 105 | 108.572686921189 | -3.57268692118915 |
118 | 104.1 | 108.478338028097 | -4.37833802809655 |
119 | 99.2 | 101.261193675477 | -2.06119367547681 |
120 | 95.2 | 101.747767824288 | -6.54776782428821 |
121 | 92.7 | 92.735054365963 | -0.0350543659630296 |
122 | 99.3 | 98.3930507125331 | 0.906949287466863 |
123 | 113.5 | 113.429972799661 | 0.0700272003387706 |
124 | 104.7 | 106.673235574905 | -1.97323557490533 |
125 | 100.5 | 99.3861309336468 | 1.1138690663532 |
126 | 116.2 | 116.386551914172 | -0.186551914172217 |
127 | 94.1 | 100.065972659407 | -5.96597265940678 |
128 | 94.8 | 95.5061516231939 | -0.706151623193895 |
129 | 115.1 | 111.19053931284 | 3.90946068715996 |
130 | 110 | 113.051915824049 | -3.05191582404928 |
131 | 108.4 | 108.062181337993 | 0.337818662007183 |
132 | 103.9 | 102.398160455335 | 1.50183954466522 |
133 | 102.9 | 102.144784286933 | 0.75521571306748 |
134 | 107.7 | 101.539173102026 | 6.16082689797444 |
135 | 126.7 | 119.348654737873 | 7.35134526212722 |
136 | 108.8 | 104.78245323527 | 4.01754676472968 |
137 | 117.1 | 113.578636987815 | 3.52136301218544 |
138 | 112.2 | 110.761284647831 | 1.43871535216904 |
139 | 94.7 | 96.7068228846693 | -2.00682288466926 |
140 | 102.7 | 98.9943354442477 | 3.70566455575228 |
141 | 119.1 | 116.750370891631 | 2.34962910836947 |
142 | 110.6 | 110.931243185096 | -0.331243185095704 |
143 | 109.1 | 108.213008835336 | 0.886991164663607 |
144 | 105.3 | 104.862212237417 | 0.437787762583501 |
145 | 103.4 | 105.296823044429 | -1.89682304442904 |
146 | 103.7 | 110.017244052423 | -6.31724405242316 |
147 | 117 | 117.712121723607 | -0.712121723607345 |
148 | 101.2 | 105.460335922974 | -4.26033592297387 |
149 | 105.4 | 108.647068371652 | -3.24706837165172 |
150 | 110.3 | 114.674885142309 | -4.37488514230898 |
151 | 97.7 | 104.237367059286 | -6.53736705928589 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
11 | 0.29141714876376 | 0.582834297527519 | 0.70858285123624 |
12 | 0.156118268177417 | 0.312236536354834 | 0.843881731822583 |
13 | 0.188685798818334 | 0.377371597636668 | 0.811314201181666 |
14 | 0.134157572426081 | 0.268315144852163 | 0.865842427573918 |
15 | 0.0786975448419217 | 0.157395089683843 | 0.921302455158078 |
16 | 0.0428109730783121 | 0.0856219461566242 | 0.957189026921688 |
17 | 0.0366544819863915 | 0.0733089639727831 | 0.963345518013608 |
18 | 0.0250396703472832 | 0.0500793406945665 | 0.974960329652717 |
19 | 0.660165268540452 | 0.679669462919096 | 0.339834731459548 |
20 | 0.594585411353313 | 0.810829177293374 | 0.405414588646687 |
21 | 0.623413740006724 | 0.753172519986553 | 0.376586259993276 |
22 | 0.682999840837626 | 0.634000318324747 | 0.317000159162374 |
23 | 0.697404864898291 | 0.605190270203418 | 0.302595135101709 |
24 | 0.643182056612655 | 0.71363588677469 | 0.356817943387345 |
25 | 0.576579333919962 | 0.846841332160075 | 0.423420666080038 |
26 | 0.53039745033012 | 0.939205099339761 | 0.46960254966988 |
27 | 0.487733140509113 | 0.975466281018226 | 0.512266859490887 |
28 | 0.426077957120138 | 0.852155914240277 | 0.573922042879861 |
29 | 0.361863038267901 | 0.723726076535802 | 0.638136961732099 |
30 | 0.311321370344217 | 0.622642740688434 | 0.688678629655783 |
31 | 0.374410218932521 | 0.748820437865041 | 0.625589781067479 |
32 | 0.341256204228271 | 0.682512408456543 | 0.658743795771729 |
33 | 0.351147574672875 | 0.702295149345749 | 0.648852425327125 |
34 | 0.375166833080872 | 0.750333666161744 | 0.624833166919128 |
35 | 0.359866719921729 | 0.719733439843458 | 0.640133280078271 |
36 | 0.36822706825703 | 0.73645413651406 | 0.63177293174297 |
37 | 0.348361473978808 | 0.696722947957615 | 0.651638526021192 |
38 | 0.305988140507121 | 0.611976281014243 | 0.694011859492879 |
39 | 0.378556787984709 | 0.757113575969418 | 0.621443212015291 |
40 | 0.350625259500212 | 0.701250519000425 | 0.649374740499788 |
41 | 0.320948148245962 | 0.641896296491925 | 0.679051851754038 |
42 | 0.30367523144481 | 0.607350462889621 | 0.69632476855519 |
43 | 0.272406332299597 | 0.544812664599194 | 0.727593667700403 |
44 | 0.228453099083579 | 0.456906198167157 | 0.771546900916421 |
45 | 0.203009611868786 | 0.406019223737572 | 0.796990388131214 |
46 | 0.190347229593118 | 0.380694459186237 | 0.809652770406882 |
47 | 0.159012619163254 | 0.318025238326508 | 0.840987380836746 |
48 | 0.242428333637975 | 0.484856667275949 | 0.757571666362025 |
49 | 0.204897072585072 | 0.409794145170144 | 0.795102927414928 |
50 | 0.169455935862808 | 0.338911871725615 | 0.830544064137192 |
51 | 0.144195653306829 | 0.288391306613657 | 0.855804346693171 |
52 | 0.122280989997405 | 0.244561979994811 | 0.877719010002595 |
53 | 0.0985641879037956 | 0.197128375807591 | 0.901435812096204 |
54 | 0.0838271824407233 | 0.167654364881447 | 0.916172817559277 |
55 | 0.0726473764894791 | 0.145294752978958 | 0.927352623510521 |
56 | 0.0621281480566778 | 0.124256296113356 | 0.937871851943322 |
57 | 0.0479239699089912 | 0.0958479398179825 | 0.952076030091009 |
58 | 0.0394083398944083 | 0.0788166797888167 | 0.960591660105592 |
59 | 0.0305037528367184 | 0.0610075056734368 | 0.969496247163282 |
60 | 0.0678493749434257 | 0.135698749886851 | 0.932150625056574 |
61 | 0.0836852506627576 | 0.167370501325515 | 0.916314749337242 |
62 | 0.0659694252193659 | 0.131938850438732 | 0.934030574780634 |
63 | 0.05688481631164 | 0.11376963262328 | 0.94311518368836 |
64 | 0.0474296809454622 | 0.0948593618909244 | 0.952570319054538 |
65 | 0.0405136639324953 | 0.0810273278649905 | 0.959486336067505 |
66 | 0.0333978153617892 | 0.0667956307235783 | 0.966602184638211 |
67 | 0.0522780508658336 | 0.104556101731667 | 0.947721949134166 |
68 | 0.0413147270656858 | 0.0826294541313717 | 0.958685272934314 |
69 | 0.0319611657186059 | 0.0639223314372117 | 0.968038834281394 |
70 | 0.0275362806408504 | 0.0550725612817007 | 0.97246371935915 |
71 | 0.0214390560800261 | 0.0428781121600521 | 0.978560943919974 |
72 | 0.0245982264822173 | 0.0491964529644346 | 0.975401773517783 |
73 | 0.0199455689248116 | 0.0398911378496232 | 0.980054431075188 |
74 | 0.0166292996885432 | 0.0332585993770865 | 0.983370700311457 |
75 | 0.0393092873764638 | 0.0786185747529275 | 0.960690712623536 |
76 | 0.0311097265440792 | 0.0622194530881583 | 0.968890273455921 |
77 | 0.0302780792433636 | 0.0605561584867272 | 0.969721920756636 |
78 | 0.0230784154262234 | 0.0461568308524468 | 0.976921584573777 |
79 | 0.10140896599902 | 0.202817931998039 | 0.89859103400098 |
80 | 0.0826420150798824 | 0.165284030159765 | 0.917357984920118 |
81 | 0.088644659965049 | 0.177289319930098 | 0.911355340034951 |
82 | 0.0859160467904531 | 0.171832093580906 | 0.914083953209547 |
83 | 0.104767642795678 | 0.209535285591356 | 0.895232357204322 |
84 | 0.0993280209538343 | 0.198656041907669 | 0.900671979046166 |
85 | 0.0796932409336386 | 0.159386481867277 | 0.920306759066361 |
86 | 0.063988989545193 | 0.127977979090386 | 0.936011010454807 |
87 | 0.0530901916989211 | 0.106180383397842 | 0.946909808301079 |
88 | 0.0488446618439895 | 0.097689323687979 | 0.95115533815601 |
89 | 0.037920773953066 | 0.0758415479061321 | 0.962079226046934 |
90 | 0.0303514061951074 | 0.0607028123902148 | 0.969648593804893 |
91 | 0.0255836084226796 | 0.0511672168453591 | 0.97441639157732 |
92 | 0.0215696158299796 | 0.0431392316599592 | 0.97843038417002 |
93 | 0.0161754039540009 | 0.0323508079080018 | 0.983824596045999 |
94 | 0.0141636245474459 | 0.0283272490948919 | 0.985836375452554 |
95 | 0.0107283694271685 | 0.0214567388543371 | 0.989271630572832 |
96 | 0.0243047382242906 | 0.0486094764485811 | 0.975695261775709 |
97 | 0.0204361030430739 | 0.0408722060861478 | 0.979563896956926 |
98 | 0.0153744687478012 | 0.0307489374956024 | 0.984625531252199 |
99 | 0.0136650013678192 | 0.0273300027356384 | 0.986334998632181 |
100 | 0.0133879219878267 | 0.0267758439756534 | 0.986612078012173 |
101 | 0.0126741465454089 | 0.0253482930908177 | 0.987325853454591 |
102 | 0.0234323538829629 | 0.0468647077659258 | 0.976567646117037 |
103 | 0.0208594608520158 | 0.0417189217040316 | 0.979140539147984 |
104 | 0.0282939732639104 | 0.0565879465278208 | 0.97170602673609 |
105 | 0.0288204176899631 | 0.0576408353799262 | 0.971179582310037 |
106 | 0.0238034881985617 | 0.0476069763971233 | 0.976196511801438 |
107 | 0.0302013414997747 | 0.0604026829995493 | 0.969798658500225 |
108 | 0.0327423624388187 | 0.0654847248776373 | 0.967257637561181 |
109 | 0.120594236800615 | 0.24118847360123 | 0.879405763199385 |
110 | 0.145554738384211 | 0.291109476768421 | 0.854445261615789 |
111 | 0.154684477066465 | 0.30936895413293 | 0.845315522933535 |
112 | 0.201477084027907 | 0.402954168055815 | 0.798522915972093 |
113 | 0.226578846418576 | 0.453157692837152 | 0.773421153581424 |
114 | 0.227225886743781 | 0.454451773487562 | 0.772774113256219 |
115 | 0.512923824693912 | 0.974152350612176 | 0.487076175306088 |
116 | 0.45978551733638 | 0.91957103467276 | 0.54021448266362 |
117 | 0.478251713423694 | 0.956503426847389 | 0.521748286576306 |
118 | 0.585193846553704 | 0.829612306892592 | 0.414806153446296 |
119 | 0.53873242859638 | 0.922535142807239 | 0.46126757140362 |
120 | 0.704543177581983 | 0.590913644836034 | 0.295456822418017 |
121 | 0.657715177302039 | 0.684569645395923 | 0.342284822697961 |
122 | 0.593683226382043 | 0.812633547235915 | 0.406316773617957 |
123 | 0.615608213096292 | 0.768783573807415 | 0.384391786903708 |
124 | 0.599106365613884 | 0.801787268772233 | 0.400893634386116 |
125 | 0.591741678248183 | 0.816516643503633 | 0.408258321751817 |
126 | 0.602850933645362 | 0.794298132709275 | 0.397149066354638 |
127 | 0.851728542447172 | 0.296542915105657 | 0.148271457552828 |
128 | 0.950619306616732 | 0.0987613867665355 | 0.0493806933832678 |
129 | 0.926540218049954 | 0.146919563900092 | 0.0734597819500462 |
130 | 0.987345486598346 | 0.0253090268033072 | 0.0126545134016536 |
131 | 0.987327957557039 | 0.0253440848859222 | 0.0126720424429611 |
132 | 0.995527817252791 | 0.00894436549441716 | 0.00447218274720858 |
133 | 0.999540503312663 | 0.000918993374674976 | 0.000459496687337488 |
134 | 0.999845006534388 | 0.000309986931223364 | 0.000154993465611682 |
135 | 0.999923087974806 | 0.000153824050387577 | 7.69120251937885e-05 |
136 | 0.999874970940023 | 0.000250058119954349 | 0.000125029059977175 |
137 | 0.999529729570457 | 0.000940540859085824 | 0.000470270429542912 |
138 | 0.997759389230984 | 0.00448122153803269 | 0.00224061076901635 |
139 | 0.991715319185039 | 0.0165693616299224 | 0.00828468081496121 |
140 | 0.976373099579018 | 0.0472538008419633 | 0.0236269004209816 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 7 | 0.0538461538461538 | NOK |
5% type I error level | 29 | 0.223076923076923 | NOK |
10% type I error level | 53 | 0.407692307692308 | NOK |