| Multiple Linear Regression - Estimated Regression Equation |
| indcvtr[t] = + 13.4250498085512 + 0.578408538017413handel[t] -0.0691616293850647ntdzcg[t] -0.0423978091817987`dzcg `[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) | 13.4250498085512 | 17.043953 | 0.7877 | 0.434152 | 0.217076 |
| handel | 0.578408538017413 | 0.059885 | 9.6587 | 0 | 0 |
| ntdzcg | -0.0691616293850647 | 0.11903 | -0.581 | 0.563501 | 0.28175 |
| `dzcg ` | -0.0423978091817987 | 0.118185 | -0.3587 | 0.721115 | 0.360557 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.884289513225906 |
| R-squared | 0.78196794320131 |
| Adjusted R-squared | 0.770492571790852 |
| F-TEST (value) | 68.1431489431977 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 57 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 3.44092278375916 |
| Sum Squared Residuals | 674.877127416195 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 19 | 19.0782246144281 | -0.0782246144281225 |
| 2 | 18 | 18.5621578475258 | -0.562157847525757 |
| 3 | 19 | 19.2214763340955 | -0.221476334095520 |
| 4 | 19 | 20.3875318439822 | -1.38753184398224 |
| 5 | 22 | 19.3428926944568 | 2.65710730554316 |
| 6 | 23 | 17.9275191744495 | 5.07248082555048 |
| 7 | 20 | 18.366884845183 | 1.633115154817 |
| 8 | 14 | 17.9640126832440 | -3.96401268324405 |
| 9 | 14 | 18.5200423819521 | -4.52004238195215 |
| 10 | 14 | 19.0337673357063 | -5.03376733570634 |
| 11 | 15 | 15.3451665303293 | -0.345166530329350 |
| 12 | 11 | 17.8850952526358 | -6.88509525263577 |
| 13 | 17 | 20.4834572935706 | -3.48345729357057 |
| 14 | 16 | 17.3752118892883 | -1.37521188928828 |
| 15 | 20 | 18.2450964069422 | 1.75490359305784 |
| 16 | 24 | 19.4878709797704 | 4.5121290202296 |
| 17 | 23 | 21.4743713774498 | 1.52562862255025 |
| 18 | 20 | 21.4954151716356 | -1.49541517163565 |
| 19 | 21 | 16.6390567383794 | 4.36094326162059 |
| 20 | 19 | 18.9568865919627 | 0.0431134080372923 |
| 21 | 23 | 23.3834621781227 | -0.383462178122674 |
| 22 | 23 | 22.4317897525571 | 0.568210247442923 |
| 23 | 23 | 22.5379964270833 | 0.462003572916713 |
| 24 | 23 | 23.097360259256 | -0.0973602592560044 |
| 25 | 27 | 21.0288075768293 | 5.97119242317068 |
| 26 | 26 | 21.0393009533389 | 4.96069904666109 |
| 27 | 17 | 20.2924402743487 | -3.29244027434873 |
| 28 | 24 | 23.3248429100706 | 0.675157089929441 |
| 29 | 26 | 22.9861810444280 | 3.01381895557197 |
| 30 | 24 | 23.1907333195867 | 0.809266680413343 |
| 31 | 27 | 25.752690010536 | 1.24730998946400 |
| 32 | 27 | 25.0883989836645 | 1.91160101633553 |
| 33 | 26 | 23.9848973964645 | 2.01510260353554 |
| 34 | 24 | 23.7441797005023 | 0.255820299497676 |
| 35 | 23 | 23.5400076490826 | -0.540007649082596 |
| 36 | 23 | 22.6681077412932 | 0.331892258706777 |
| 37 | 24 | 22.9676144424529 | 1.03238555754707 |
| 38 | 17 | 22.9739823094854 | -5.97398230948536 |
| 39 | 21 | 22.4245194785116 | -1.42451947851163 |
| 40 | 19 | 20.6495283578934 | -1.64952835789339 |
| 41 | 22 | 18.19813563427 | 3.80186436573 |
| 42 | 22 | 20.8612562674073 | 1.13874373259269 |
| 43 | 18 | 19.3140742206164 | -1.31407422061635 |
| 44 | 16 | 18.6462468191377 | -2.64624681913772 |
| 45 | 14 | 16.3722719585364 | -2.37227195853641 |
| 46 | 12 | 18.9823252774718 | -6.98232527747179 |
| 47 | 14 | 11.1135571552503 | 2.88644284474973 |
| 48 | 16 | 9.83778794930274 | 6.16221205069726 |
| 49 | 8 | 9.4633360706928 | -1.46333607069279 |
| 50 | 3 | 8.80328482473944 | -5.80328482473944 |
| 51 | 0 | 8.0631494538452 | -8.0631494538452 |
| 52 | 5 | 3.36363680192966 | 1.63636319807034 |
| 53 | 1 | 3.52036831182935 | -2.52036831182935 |
| 54 | 1 | 3.91726922178509 | -2.91726922178509 |
| 55 | 3 | 2.63354106181306 | 0.366458938186937 |
| 56 | 6 | 5.7104776491743 | 0.289522350825702 |
| 57 | 7 | 6.44239301916499 | 0.557606980835009 |
| 58 | 8 | 8.78428419829928 | -0.784284198299278 |
| 59 | 14 | 8.94536976055816 | 5.05463023944184 |
| 60 | 14 | 7.06324668620928 | 6.93675331379072 |
| 61 | 13 | 9.06500890547162 | 3.93499109452838 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.178841008371931 | 0.357682016743862 | 0.82115899162807 |
| 8 | 0.378796248757972 | 0.757592497515943 | 0.621203751242028 |
| 9 | 0.524259154958133 | 0.951481690083733 | 0.475740845041867 |
| 10 | 0.657024058325499 | 0.685951883349002 | 0.342975941674501 |
| 11 | 0.557739304784042 | 0.884521390431915 | 0.442260695215958 |
| 12 | 0.74672571776533 | 0.50654856446934 | 0.25327428223467 |
| 13 | 0.704610952642155 | 0.59077809471569 | 0.295389047357845 |
| 14 | 0.63139807923657 | 0.73720384152686 | 0.36860192076343 |
| 15 | 0.558045635341793 | 0.883908729316413 | 0.441954364658207 |
| 16 | 0.689714524744369 | 0.620570950511263 | 0.310285475255631 |
| 17 | 0.673302173552315 | 0.65339565289537 | 0.326697826447685 |
| 18 | 0.619749988482496 | 0.760500023035009 | 0.380250011517504 |
| 19 | 0.656326621147578 | 0.687346757704845 | 0.343673378852422 |
| 20 | 0.575917030023166 | 0.848165939953669 | 0.424082969976834 |
| 21 | 0.50300559093309 | 0.99398881813382 | 0.49699440906691 |
| 22 | 0.425806848639789 | 0.851613697279577 | 0.574193151360211 |
| 23 | 0.3532186724294 | 0.7064373448588 | 0.6467813275706 |
| 24 | 0.289372590097419 | 0.578745180194838 | 0.710627409902581 |
| 25 | 0.375511272325938 | 0.751022544651876 | 0.624488727674062 |
| 26 | 0.388467294380137 | 0.776934588760273 | 0.611532705619863 |
| 27 | 0.447445110438214 | 0.894890220876428 | 0.552554889561786 |
| 28 | 0.374955138117742 | 0.749910276235484 | 0.625044861882258 |
| 29 | 0.328214187302567 | 0.656428374605134 | 0.671785812697433 |
| 30 | 0.261957877527423 | 0.523915755054846 | 0.738042122472577 |
| 31 | 0.206247386670742 | 0.412494773341483 | 0.793752613329258 |
| 32 | 0.176479024423948 | 0.352958048847897 | 0.823520975576052 |
| 33 | 0.148872545814422 | 0.297745091628843 | 0.851127454185578 |
| 34 | 0.127675044691701 | 0.255350089383401 | 0.872324955308299 |
| 35 | 0.100710323222128 | 0.201420646444256 | 0.899289676777872 |
| 36 | 0.0817701710174676 | 0.163540342034935 | 0.918229828982532 |
| 37 | 0.0660141086923885 | 0.132028217384777 | 0.933985891307612 |
| 38 | 0.129162521300127 | 0.258325042600253 | 0.870837478699873 |
| 39 | 0.0973358725814678 | 0.194671745162936 | 0.902664127418532 |
| 40 | 0.0729426735928428 | 0.145885347185686 | 0.927057326407157 |
| 41 | 0.0878783459938531 | 0.175756691987706 | 0.912121654006147 |
| 42 | 0.0879620001871705 | 0.175924000374341 | 0.91203799981283 |
| 43 | 0.110211156780190 | 0.220422313560379 | 0.88978884321981 |
| 44 | 0.0897337604346815 | 0.179467520869363 | 0.910266239565318 |
| 45 | 0.0700795675053548 | 0.140159135010710 | 0.929920432494645 |
| 46 | 0.200084026072857 | 0.400168052145715 | 0.799915973927143 |
| 47 | 0.240212070148947 | 0.480424140297895 | 0.759787929851053 |
| 48 | 0.560899883406796 | 0.878200233186407 | 0.439100116593204 |
| 49 | 0.466988038826194 | 0.933976077652388 | 0.533011961173806 |
| 50 | 0.428321220573537 | 0.856642441147073 | 0.571678779426463 |
| 51 | 0.658192432174016 | 0.683615135651969 | 0.341807567825984 |
| 52 | 0.580146977210436 | 0.839706045579128 | 0.419853022789564 |
| 53 | 0.443960587780066 | 0.887921175560132 | 0.556039412219934 |
| 54 | 0.446745111895736 | 0.893490223791471 | 0.553254888104264 |
| 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 | 0 | 0 | OK |
| 10% type I error level | 0 | 0 | OK |
