Multiple Linear Regression - Estimated Regression Equation

Rente[t] = + 3.17110895987953 -1.33998063891578Crisis[t] -0.056110895987954M1[t] -0.066110895987953M2[t] -0.0691108959879531M3[t] -0.0801108959879526M4[t] -0.0951108959879533M5[t] -0.0871108959879531M6[t] -0.0441108959879533M7[t] -0.0201108959879536M8[t] -0.0341108959879521M9[t] + 0.0808871679036255M10[t] + 0.0955555555555557M11[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)	3.17110895987953	0.332954	9.5242	0	0
Crisis	-1.33998063891578	0.293417	-4.5668	1.4e-05	7e-06
M1	-0.056110895987954	0.456752	-0.1228	0.902463	0.451231
M2	-0.066110895987953	0.456752	-0.1447	0.885193	0.442596
M3	-0.0691108959879531	0.456752	-0.1513	0.880022	0.440011
M4	-0.0801108959879526	0.456752	-0.1754	0.861109	0.430554
M5	-0.0951108959879533	0.456752	-0.2082	0.83545	0.417725
M6	-0.0871108959879531	0.456752	-0.1907	0.849115	0.424557
M7	-0.0441108959879533	0.456752	-0.0966	0.923248	0.461624
M8	-0.0201108959879536	0.456752	-0.044	0.964964	0.482482
M9	-0.0341108959879521	0.456752	-0.0747	0.94061	0.470305
M10	0.0808871679036255	0.457484	0.1768	0.859999	0.43
M11	0.0955555555555557	0.468605	0.2039	0.838815	0.419407

Multiple Linear Regression - Regression Statistics
Multiple R	0.408922480909892
R-squared	0.167217595393501
Adjusted R-squared	0.0720424634384724
F-TEST (value)	1.75694629425377
F-TEST (DF numerator)	12
F-TEST (DF denominator)	105
p-value	0.0651354955774184
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.994062319041879
Sum Squared Residuals	103.756788884586

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	3	3.11499806389159	-0.114998063891585
2	3.21	3.10499806389158	0.105001936108422
3	3.37	3.10199806389158	0.268001936108422
4	3.51	3.09099806389158	0.419001936108422
5	3.75	3.07599806389158	0.674001936108424
6	4.11	3.08399806389158	1.02600193610842
7	4.25	3.12699806389158	1.12300193610842
8	4.25	3.15099806389158	1.09900193610842
9	4.5	3.13699806389158	1.36300193610842
10	4.7	3.25199612778315	1.44800387221685
11	4.75	3.26666451543509	1.48333548456491
12	4.75	3.17110895987953	1.57889104012047
13	4.75	3.11499806389158	1.63500193610842
14	4.75	3.10499806389158	1.64500193610842
15	4.75	3.10199806389158	1.64800193610842
16	4.75	3.09099806389158	1.65900193610842
17	4.58	3.07599806389158	1.50400193610842
18	4.5	3.08399806389158	1.41600193610842
19	4.5	3.12699806389158	1.37300193610842
20	4.49	3.15099806389158	1.33900193610842
21	4.03	3.13699806389158	0.893001936108422
22	3.75	3.25199612778316	0.498003872216843
23	3.39	3.26666451543509	0.123335484564914
24	3.25	3.17110895987953	0.0788910401204689
25	3.25	3.11499806389158	0.135001936108423
26	3.25	3.10499806389158	0.145001936108422
27	3.25	3.10199806389158	0.148001936108421
28	3.25	3.09099806389158	0.159001936108422
29	3.25	3.07599806389158	0.174001936108422
30	3.25	3.08399806389158	0.166001936108422
31	3.25	3.12699806389158	0.123001936108422
32	3.25	3.15099806389158	0.0990019361084223
33	3.25	3.13699806389158	0.113001936108422
34	3.25	3.25199612778316	-0.00199612778315666
35	3.25	3.26666451543509	-0.0166645154350859
36	2.85	3.17110895987953	-0.321108959879531
37	2.75	3.11499806389158	-0.364998063891577
38	2.75	3.10499806389158	-0.354998063891578
39	2.55	3.10199806389158	-0.551998063891579
40	2.5	3.09099806389158	-0.590998063891578
41	2.5	3.07599806389158	-0.575998063891578
42	2.1	3.08399806389158	-0.983998063891578
43	2	3.12699806389158	-1.12699806389158
44	2	3.15099806389158	-1.15099806389158
45	2	3.13699806389158	-1.13699806389158
46	2	3.25199612778316	-1.25199612778316
47	2	3.26666451543509	-1.26666451543509
48	2	3.17110895987953	-1.17110895987953
49	2	3.11499806389158	-1.11499806389158
50	2	3.10499806389158	-1.10499806389158
51	2	3.10199806389158	-1.10199806389158
52	2	3.09099806389158	-1.09099806389158
53	2	3.07599806389158	-1.07599806389158
54	2	3.08399806389158	-1.08399806389158
55	2	3.12699806389158	-1.12699806389158
56	2	3.15099806389158	-1.15099806389158
57	2	3.13699806389158	-1.13699806389158
58	2	3.25199612778316	-1.25199612778316
59	2	3.26666451543509	-1.26666451543509
60	2	3.17110895987953	-1.17110895987953
61	2	3.11499806389158	-1.11499806389158
62	2	3.10499806389158	-1.10499806389158
63	2	3.10199806389158	-1.10199806389158
64	2	3.09099806389158	-1.09099806389158
65	2	3.07599806389158	-1.07599806389158
66	2	3.08399806389158	-1.08399806389158
67	2	3.12699806389158	-1.12699806389158
68	2	3.15099806389158	-1.15099806389158
69	2	3.13699806389158	-1.13699806389158
70	2	3.25199612778316	-1.25199612778316
71	2	3.26666451543509	-1.26666451543509
72	2.21	3.17110895987953	-0.961108959879532
73	2.25	3.11499806389158	-0.864998063891577
74	2.25	3.10499806389158	-0.854998063891578
75	2.45	3.10199806389158	-0.651998063891578
76	2.5	3.09099806389158	-0.590998063891578
77	2.5	3.07599806389158	-0.575998063891578
78	2.64	3.08399806389158	-0.443998063891578
79	2.75	3.12699806389158	-0.376998063891578
80	2.93	3.15099806389158	-0.220998063891578
81	3	3.13699806389158	-0.136998063891578
82	3.17	3.25199612778316	-0.0819961277831567
83	3.25	3.26666451543509	-0.0166645154350859
84	3.39	3.17110895987953	0.218891040120469
85	3.5	3.11499806389158	0.385001936108423
86	3.5	3.10499806389158	0.395001936108422
87	3.65	3.10199806389158	0.548001936108421
88	3.75	3.09099806389158	0.659001936108422
89	3.75	3.07599806389158	0.674001936108422
90	3.9	3.08399806389158	0.816001936108422
91	4	3.12699806389158	0.873001936108422
92	4	3.15099806389158	0.849001936108422
93	4	3.13699806389158	0.863001936108422
94	4	3.25199612778316	0.748003872216843
95	4	3.26666451543509	0.733335484564914
96	4	3.17110895987953	0.828891040120469
97	4	3.11499806389158	0.885001936108423
98	4	3.10499806389158	0.895001936108422
99	4	3.10199806389158	0.898001936108421
100	4	3.09099806389158	0.909001936108422
101	4	3.07599806389158	0.924001936108423
102	4	3.08399806389158	0.916001936108422
103	4.18	3.12699806389158	1.05300193610842
104	4.25	3.15099806389158	1.09900193610842
105	4.25	3.13699806389158	1.11300193610842
106	3.97	1.91201548886738	2.05798451113262
107	3.42	1.92668387651931	1.49331612348069
108	2.75	1.83112832096375	0.918871679036248
109	2.31	1.77501742497580	0.534982575024202
110	2	1.7650174249758	0.234982575024201
111	1.66	1.7620174249758	-0.102017424975799
112	1.31	1.7510174249758	-0.441017424975799
113	1.09	1.7360174249758	-0.646017424975798
114	1	1.74401742497580	-0.744017424975798
115	1	1.7870174249758	-0.787017424975799
116	1	1.8110174249758	-0.811017424975798
117	1	1.7970174249758	-0.797017424975799
118	1	1.91201548886738	-0.912015488867377

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
16	0.831857011723139	0.336285976553722	0.168142988276861
17	0.769373624909146	0.461252750181709	0.230626375090854
18	0.680862638833505	0.638274722332991	0.319137361166495
19	0.586741291514286	0.826517416971428	0.413258708485714
20	0.496120864107779	0.992241728215557	0.503879135892221
21	0.412469574459928	0.824939148919857	0.587530425540072
22	0.375199969035215	0.75039993807043	0.624800030964785
23	0.393727858180274	0.787455716360547	0.606272141819726
24	0.429345941005516	0.858691882011032	0.570654058994484
25	0.369202779635206	0.738405559270411	0.630797220364794
26	0.324012280379637	0.648024560759273	0.675987719620363
27	0.290586332061442	0.581172664122885	0.709413667938558
28	0.266893896350434	0.533787792700868	0.733106103649566
29	0.248369431120156	0.496738862240312	0.751630568879844
30	0.24461845061761	0.48923690123522	0.75538154938239
31	0.246733453457935	0.49346690691587	0.753266546542065
32	0.246529024155455	0.493058048310911	0.753470975844545
33	0.235488976361938	0.470977952723876	0.764511023638062
34	0.219996953402726	0.439993906805452	0.780003046597274
35	0.194315403432211	0.388630806864421	0.80568459656779
36	0.191439831408272	0.382879662816543	0.808560168591728
37	0.175566055572531	0.351132111145062	0.824433944427469
38	0.164623536251873	0.329247072503746	0.835376463748127
39	0.171791522468637	0.343583044937274	0.828208477531363
40	0.185141180077416	0.370282360154832	0.814858819922584
41	0.198248905978428	0.396497811956856	0.801751094021572
42	0.264813027974436	0.529626055948871	0.735186972025564
43	0.353416888660856	0.706833777321713	0.646583111339144
44	0.43872383045428	0.87744766090856	0.56127616954572
45	0.508394253826803	0.983211492346394	0.491605746173197
46	0.573076706548635	0.85384658690273	0.426923293451365
47	0.624227233883391	0.751545532233217	0.375772766116609
48	0.652918397405071	0.694163205189858	0.347081602594929
49	0.667639244128376	0.664721511743248	0.332360755871624
50	0.682334872964554	0.635330254070891	0.317665127035446
51	0.694936217670452	0.610127564659095	0.305063782329548
52	0.706175624001041	0.587648751997918	0.293824375998959
53	0.715596495856097	0.568807008287806	0.284403504143903
54	0.723364524858235	0.553270950283531	0.276635475141766
55	0.733417781000334	0.533164437999331	0.266582218999666
56	0.74428061591493	0.511438768170141	0.255719384085070
57	0.752398337213451	0.495203325573097	0.247601662786549
58	0.769449709453101	0.461100581093797	0.230550290546899
59	0.78943827899846	0.421123442003079	0.210561721001539
60	0.801074077850139	0.397851844299723	0.198925922149861
61	0.808726818378847	0.382546363242307	0.191273181621154
62	0.814674413462317	0.370651173075366	0.185325586537683
63	0.821000634242001	0.357998731515998	0.178999365757999
64	0.82606031017591	0.347879379648181	0.173939689824091
65	0.829483431714553	0.341033136570894	0.170516568285447
66	0.834892800388447	0.330214399223107	0.165107199611553
67	0.845605113841858	0.308789772316283	0.154394886158142
68	0.859831334154564	0.280337331690872	0.140168665845436
69	0.874429753340293	0.251140493319415	0.125570246659707
70	0.908708943154927	0.182582113690145	0.0912910568450727
71	0.94661763748509	0.106764725029820	0.0533823625149102
72	0.96161070779197	0.0767785844160602	0.0383892922080301
73	0.9711586508897	0.0576826982206001	0.0288413491103001
74	0.978028812311085	0.04394237537783	0.021971187688915
75	0.979946966936728	0.0401060661265442	0.0200530330632721
76	0.980287668549204	0.0394246629015922	0.0197123314507961
77	0.979999669564515	0.0400006608709702	0.0200003304354851
78	0.978101553106465	0.0437968937870695	0.0218984468935347
79	0.97595158531528	0.0480968293694405	0.0240484146847203
80	0.971186244986707	0.0576275100265869	0.0288137550132935
81	0.96452128665911	0.07095742668178	0.03547871334089
82	0.968012633716355	0.0639747325672896	0.0319873662836448
83	0.97838605554719	0.0432278889056193	0.0216139444528096
84	0.978908942300671	0.042182115398657	0.0210910576993285
85	0.974540092465858	0.0509198150682834	0.0254599075341417
86	0.966809399251646	0.0663812014967075	0.0331906007483537
87	0.952418944671836	0.095162110656328	0.047581055328164
88	0.930858109120772	0.138283781758456	0.0691418908792278
89	0.901550653111476	0.196898693777048	0.0984493468885239
90	0.866420037450704	0.267159925098593	0.133579962549297
91	0.82341785680661	0.353164286386781	0.176582143193391
92	0.769660302926944	0.460679394146113	0.230339697073057
93	0.705985387329169	0.588029225341662	0.294014612670831
94	0.667891561757922	0.664216876484155	0.332108438242078
95	0.749281301302393	0.501437397395213	0.250718698697607
96	0.761466201791239	0.477067596417523	0.238533798208761
97	0.737336519508989	0.525326960982021	0.262663480491011
98	0.68695436803381	0.626091263932381	0.313045631966190
99	0.602806058140762	0.794387883718475	0.397193941859238
100	0.485537979266452	0.971075958532904	0.514462020733548
101	0.352613440127939	0.705226880255878	0.647386559872061
102	0.222877104202921	0.445754208405842	0.777122895797079

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	8	0.0919540229885057	NOK
10% type I error level	16	0.183908045977011	NOK