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Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R ServerBig Analytics Cloud Computing Center


Multiple Linear Regression - Estimated Regression Equation
wn[t] = -0.418850835801262 -0.00225081430349449ta[t] + 0.000353090163285353omzet[t] + 0.0160241336628865mw[t] -0.107337318460468winst[t] + 0.0363906856461817cf[t] + 3.96985998339167dienst[t] -2.35771541331381product[t] + 0.000855437130039946ta_d[t] + 0.00974096942632608omzet_d[t] -0.0117758455576938mw_d[t] + 0.267164326757752winst_d[t] -0.115761102660767cf_d[t] -0.000880137267368762ta_p[t] + 0.0153333181085418omzet_p[t] -0.0216815834484814mw_p[t] + 0.135040412581389winst_p[t] -0.0209937936157655cf_p[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-0.4188508358012624.828696-0.08670.9311610.46558
ta-0.002250814303494490.002955-0.76160.4492150.224608
omzet0.0003530901632853530.0035090.10060.9201780.460089
mw0.01602413366288650.0049043.26790.0017820.000891
winst-0.1073373184604680.075926-1.41370.1625310.081265
cf0.03639068564618170.0627610.57980.5641630.282082
dienst3.969859983391675.6992320.69660.4887240.244362
product-2.357715413313816.846833-0.34440.7317660.365883
ta_d0.0008554371300399460.0029710.28790.7743820.387191
omzet_d0.009740969426326080.0035972.70830.0087640.004382
mw_d-0.01177584555769380.005908-1.99310.0507250.025363
winst_d0.2671643267577520.0828183.22590.002020.00101
cf_d-0.1157611026607670.066855-1.73150.0884110.044205
ta_p-0.0008801372673687620.003656-0.24070.810570.405285
omzet_p0.01533331810854180.0040523.78370.0003550.000177
mw_p-0.02168158344848140.005493-3.94740.0002070.000104
winst_p0.1350404125813890.0914181.47720.1447750.072387
cf_p-0.02099379361576550.084011-0.24990.803510.401755


Multiple Linear Regression - Regression Statistics
Multiple R0.983604735621981
R-squared0.967478275937988
Adjusted R-squared0.958414844642017
F-TEST (value)106.745254015231
F-TEST (DF numerator)17
F-TEST (DF denominator)61
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation13.1539797625996
Sum Squared Residuals10554.6581992877


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
118.221.6568545438034-3.45685454380337
2143.8137.1342028390136.66579716098693
323.424.5499156286502-1.14991562865025
41.12.89603040001267-1.79603040001267
549.567.9700692903104-18.4700692903105
64.817.6214065223235-12.8214065223235
720.819.41334283754681.38665716245315
819.45.949309782870713.4506902171293
92.15.149796964027-3.049796964027
1079.482.9717620430496-3.57176204304957
112.815.5320953176455-12.7320953176455
123.82.022021029210241.77797897078976
134.14.27884690996469-0.178846909964689
1413.214.1486635047642-0.948663504764195
152.84.00380378585846-1.20380378585846
1648.559.0564749163736-10.5564749163736
176.20.878944022419925.32105597758008
1810.829.9263017662835-19.1263017662835
193.812.0082101754515-8.20821017545149
2021.922.7617239661268-0.861723966126769
2112.69.787170617896462.81282938210354
22128114.18075961372713.8192403862728
2387.363.537364308826723.7626356911733
241625.3678286439467-9.36782864394667
250.713.7354295863332-13.0354295863332
2622.510.716053401716211.7839465982838
2715.46.193174229919849.20682577008017
2835.34568489161742-2.34568489161742
292.14.8980146467431-2.7980146467431
304.14.59699492966705-0.496994929667053
316.49.79262484176465-3.39262484176464
3226.633.5546153109107-6.95461531091066
33304290.04541278951713.9545872104827
3418.630.4141210432008-11.8141210432008
356569.9319369626831-4.93193696268313
3666.247.234219706338618.9657802936614
378354.252802875825428.7471971241746
386253.56822760983998.43177239016011
391.64.14348689606348-2.54348689606348
40400.2409.849502963537-9.6495029635366
4123.33.6332046256382419.6667953743618
424.62.846455385430631.75354461456937
43164.6177.365482455016-12.7654824550164
441.911.7544329818287-9.85443298182871
4557.573.2607010365384-15.7607010365384
462.44.33938797503703-1.93938797503703
4777.370.3124897393746.987510260626
4815.88.119356077597227.68064392240278
490.6-7.138641620034287.73864162003428
503.50.5796147775875722.92038522241243
5199.12255633276978-0.122556332769782
526247.766632139656514.2333678603435
537.49.51450669372582-2.11450669372582
5415.67.136065745144728.46393425485528
5525.242.9237590165683-17.7237590165683
5625.427.0974797046171-1.69747970461714
573.52.980668519240660.519331480759344
5827.325.956027470581.34397252942004
5937.551.9255723456576-14.4255723456576
603.42.927174091828580.472825908171422
6114.320.2890446520356-5.98904465203565
626.114.4975226508702-8.39752265087021
634.97.83841282420109-2.93841282420109
643.311.9548980636366-8.65489806363662
6574.403166725991532.59683327400847
668.29.46268943677436-1.26268943677436
6743.538.69067265249444.80932734750561
6848.557.1892260418941-8.68922604189411
695.44.7919555901590.608044409840998
7049.554.892181804548-5.392181804548
7129.15.8120550392053423.2879449607947
722.628.5491842210118-25.9491842210118
730.81.57170196560244-0.771701965602439
74184.8188.616629624554-3.81662962455438
752.31.434867316429420.86513268357058
76819.1831782691537-11.1831782691537
7710.315.0205683813587-4.72056838135872
785028.758120264214121.2418797357859
79118.173.745796866281944.3542031337181


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
210.4039645410181290.8079290820362570.596035458981871
220.593096616816650.81380676636670.40690338318335
230.4863456445671290.9726912891342590.513654355432871
240.3700677878243060.7401355756486130.629932212175694
250.3468733444117530.6937466888235060.653126655588247
260.2547697748695360.5095395497390720.745230225130464
270.18855811436750.3771162287350.8114418856325
280.1216574328142650.243314865628530.878342567185735
290.07914967476780640.1582993495356130.920850325232194
300.04708059031939130.09416118063878260.952919409680609
310.02791616003734870.05583232007469730.972083839962651
320.01533401391590360.03066802783180730.984665986084096
330.02608667070665260.05217334141330520.973913329293347
340.01702650274172740.03405300548345490.982973497258273
350.01286694779380740.02573389558761470.987133052206193
360.01793020548110530.03586041096221050.982069794518895
370.04927411221799930.09854822443599860.950725887782001
380.03639979871327380.07279959742654760.963600201286726
390.0241646425663330.0483292851326660.975835357433667
400.06904152493091050.1380830498618210.93095847506909
410.1882216637509180.3764433275018370.811778336249082
420.1357019133535230.2714038267070460.864298086646477
430.316854610090850.6337092201817010.68314538990915
440.3177054110072960.6354108220145920.682294588992704
450.6643446883834880.6713106232330240.335655311616512
460.5862907999740380.8274184000519240.413709200025962
470.6005832067690290.7988335864619420.399416793230971
480.5856668349295990.8286663301408030.414333165070401
490.5147943408487760.9704113183024480.485205659151224
500.4174770679832160.8349541359664320.582522932016784
510.3215762960824770.6431525921649540.678423703917523
520.2429243910622460.4858487821244920.757075608937754
530.1760061723617740.3520123447235480.823993827638226
540.131758968761150.2635179375223010.86824103123885
550.09461809354985840.1892361870997170.905381906450142
560.1072804698394590.2145609396789180.892719530160541
570.05723045899444390.1144609179888880.942769541005556
580.0259487687010480.0518975374020960.974051231298952


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level50.131578947368421NOK
10% type I error level110.289473684210526NOK












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