| Multiple Linear Regression - Estimated Regression Equation |
| Import_Uit_USA[t] = -490.773338089126 + 165.712720727400Dummy_Crisis[t] + 1402.66628529179`Wisselkoers_EUR/DOLLAR`[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) | -490.773338089126 | 198.758094 | -2.4692 | 0.015727 | 0.007864 |
| Dummy_Crisis | 165.712720727400 | 51.908844 | 3.1924 | 0.002035 | 0.001017 |
| `Wisselkoers_EUR/DOLLAR` | 1402.66628529179 | 153.967198 | 9.1102 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.764136460746423 |
| R-squared | 0.58390453064207 |
| Adjusted R-squared | 0.573235416043149 |
| F-TEST (value) | 54.7284899068481 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 78 |
| p-value | 1.33226762955019e-15 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 162.524460615078 |
| Sum Squared Residuals | 2060307.62326133 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1322.4 | 999.138790147819 | 323.261209852181 |
| 2 | 1089.2 | 1020.31905105572 | 68.8809489442824 |
| 3 | 1147.3 | 1025.08811642571 | 122.21188357429 |
| 4 | 1196.4 | 1030.83904819541 | 165.560951804594 |
| 5 | 1190.2 | 1133.79475353582 | 56.4052464641771 |
| 6 | 1146 | 1145.15635044669 | 0.843649553313565 |
| 7 | 1139.8 | 1104.33876154470 | 35.4612384553044 |
| 8 | 1045.6 | 1071.65663709740 | -26.0566370973968 |
| 9 | 1050.9 | 1083.29876726532 | -32.3987672653188 |
| 10 | 1117.3 | 1149.22408267403 | -31.9240826740328 |
| 11 | 1120 | 1150.62674895932 | -30.6267489593244 |
| 12 | 1052.1 | 1232.54246002036 | -180.442460020365 |
| 13 | 1065.8 | 1278.40964754941 | -212.609647549407 |
| 14 | 1092.5 | 1283.03844629087 | -190.538446290869 |
| 15 | 1422 | 1229.17606093566 | 192.823939064335 |
| 16 | 1367.5 | 1190.32220483308 | 177.177795166918 |
| 17 | 1136.3 | 1193.40807066072 | -57.1080706607243 |
| 18 | 1293.7 | 1211.78299899805 | 81.9170010019536 |
| 19 | 1154.8 | 1229.73712744978 | -74.9371274497813 |
| 20 | 1206.7 | 1217.11313088216 | -10.4131308821553 |
| 21 | 1199 | 1223.00432928038 | -24.0043292803808 |
| 22 | 1265 | 1261.15685224032 | 3.84314775968244 |
| 23 | 1247.1 | 1331.43043313344 | -84.330433133436 |
| 24 | 1116.5 | 1389.92161723010 | -273.421617230103 |
| 25 | 1153.9 | 1349.38456158517 | -195.484561585171 |
| 26 | 1077.4 | 1334.65656558961 | -257.256565589607 |
| 27 | 1132.5 | 1360.88642512456 | -228.386425124564 |
| 28 | 1058.8 | 1323.99630182139 | -265.196301821390 |
| 29 | 1195.1 | 1289.77124446027 | -94.671244460270 |
| 30 | 1263.4 | 1215.57019796833 | 47.8298020316659 |
| 31 | 1023.1 | 1197.6160695166 | -174.516069516599 |
| 32 | 1141 | 1233.38405979154 | -92.3840597915401 |
| 33 | 1116.3 | 1228.33446116449 | -112.034461164490 |
| 34 | 1135.6 | 1194.53020368896 | -58.9302036889576 |
| 35 | 1210.5 | 1162.40914575578 | 48.0908542442243 |
| 36 | 1230 | 1172.22780975282 | 57.7721902471819 |
| 37 | 1136.5 | 1206.87366699953 | -70.3736669995251 |
| 38 | 1068.7 | 1183.72967329221 | -115.029673292211 |
| 39 | 1372.5 | 1195.23153683160 | 177.268463168397 |
| 40 | 1049.9 | 1230.43846059243 | -180.538460592427 |
| 41 | 1302.2 | 1300.43150822849 | 1.76849177151272 |
| 42 | 1305.9 | 1283.59951280499 | 22.3004871950142 |
| 43 | 1173.5 | 1288.36857817498 | -114.868578174978 |
| 44 | 1277.4 | 1306.18243999818 | -28.7824399981835 |
| 45 | 1238.6 | 1294.40004320173 | -55.8000432017328 |
| 46 | 1508.6 | 1278.12911429235 | 230.470885707652 |
| 47 | 1423.4 | 1316.00110399523 | 107.398896004774 |
| 48 | 1375.1 | 1362.56962466691 | 12.5303753330864 |
| 49 | 1344.1 | 1332.55256616167 | 11.5474338383305 |
| 50 | 1287.5 | 1343.07256330136 | -55.5725633013576 |
| 51 | 1446.9 | 1366.63735689426 | 80.2626431057402 |
| 52 | 1451 | 1405.07041311125 | 45.9295868887454 |
| 53 | 1604.4 | 1404.36907996861 | 200.030920031391 |
| 54 | 1501.5 | 1391.46455014392 | 110.035449856075 |
| 55 | 1522.8 | 1433.12373881709 | 89.6762611829095 |
| 56 | 1328 | 1419.93867573535 | -91.9386757353478 |
| 57 | 1420.5 | 1458.37173195234 | -37.8717319523426 |
| 58 | 1648 | 1504.7999859955 | 143.200014004499 |
| 59 | 1631.1 | 1568.90183523334 | 62.1981647666645 |
| 60 | 1396.6 | 1552.91143958101 | -156.311439581009 |
| 61 | 1663.4 | 1573.67090060333 | 89.7290993966726 |
| 62 | 1283 | 1577.87889945920 | -294.878899459203 |
| 63 | 1582.4 | 1687.14660308343 | -104.746603083433 |
| 64 | 1785.2 | 1718.42606124544 | 66.77393875456 |
| 65 | 1853.6 | 1691.35460193931 | 162.245398060691 |
| 66 | 1994.1 | 1690.79353542519 | 303.306464574808 |
| 67 | 2042.8 | 1721.23139381602 | 321.568606183976 |
| 68 | 1586.1 | 1609.71942413533 | -23.6194241353267 |
| 69 | 1942.4 | 1524.71784724664 | 417.682152753356 |
| 70 | 1763.6 | 1543.57140790399 | 220.028592096005 |
| 71 | 1819.9 | 1460.81409707178 | 359.085902928221 |
| 72 | 1836 | 1561.3852697272 | 274.6147302728 |
| 73 | 1449.9 | 1531.92927773607 | -82.0292777360726 |
| 74 | 1513.3 | 1468.24822838383 | 45.0517716161746 |
| 75 | 1677.7 | 1505.41888494406 | 172.281115055942 |
| 76 | 1494.4 | 1525.05621293814 | -30.6562129381426 |
| 77 | 1375.3 | 1589.57886206156 | -214.278862061565 |
| 78 | 1577.7 | 1640.91644810324 | -63.2164481032443 |
| 79 | 1537.7 | 1651.01564535735 | -113.315645357345 |
| 80 | 1356.6 | 1676.26363849260 | -319.663638492598 |
| 81 | 1469.6 | 1717.50202728018 | -247.902027280176 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.226888410475168 | 0.453776820950337 | 0.773111589524832 |
| 7 | 0.111293083258899 | 0.222586166517797 | 0.888706916741101 |
| 8 | 0.106942875104555 | 0.213885750209110 | 0.893057124895445 |
| 9 | 0.0797472952759798 | 0.159494590551960 | 0.92025270472402 |
| 10 | 0.0391471668606039 | 0.0782943337212077 | 0.960852833139396 |
| 11 | 0.0180755066076529 | 0.0361510132153057 | 0.981924493392347 |
| 12 | 0.0084223645068664 | 0.0168447290137328 | 0.991577635493134 |
| 13 | 0.00390075838190680 | 0.00780151676381359 | 0.996099241618093 |
| 14 | 0.00187639880324374 | 0.00375279760648748 | 0.998123601196756 |
| 15 | 0.0716835567814406 | 0.143367113562881 | 0.928316443218559 |
| 16 | 0.129743719474307 | 0.259487438948613 | 0.870256280525693 |
| 17 | 0.0878139178860186 | 0.175627835772037 | 0.912186082113981 |
| 18 | 0.0816738411851229 | 0.163347682370246 | 0.918326158814877 |
| 19 | 0.0536876660873082 | 0.107375332174616 | 0.946312333912692 |
| 20 | 0.0349558106346497 | 0.0699116212692995 | 0.96504418936535 |
| 21 | 0.0217785882656016 | 0.0435571765312033 | 0.978221411734398 |
| 22 | 0.0154998346813430 | 0.0309996693626859 | 0.984500165318657 |
| 23 | 0.00978218379753586 | 0.0195643675950717 | 0.990217816202464 |
| 24 | 0.00911330629875317 | 0.0182266125975063 | 0.990886693701247 |
| 25 | 0.00629567771302493 | 0.0125913554260499 | 0.993704322286975 |
| 26 | 0.00634954613741874 | 0.0126990922748375 | 0.993650453862581 |
| 27 | 0.00496991156451186 | 0.00993982312902372 | 0.995030088435488 |
| 28 | 0.00571574735735957 | 0.0114314947147191 | 0.99428425264264 |
| 29 | 0.00364191015591969 | 0.00728382031183939 | 0.99635808984408 |
| 30 | 0.00276076520153223 | 0.00552153040306446 | 0.997239234798468 |
| 31 | 0.00339533549374770 | 0.00679067098749539 | 0.996604664506252 |
| 32 | 0.00211933069790273 | 0.00423866139580545 | 0.997880669302097 |
| 33 | 0.00142249813538362 | 0.00284499627076723 | 0.998577501864616 |
| 34 | 0.00084326281774518 | 0.00168652563549036 | 0.999156737182255 |
| 35 | 0.000490000856826863 | 0.000980001713653727 | 0.999509999143173 |
| 36 | 0.000300324223352914 | 0.000600648446705828 | 0.999699675776647 |
| 37 | 0.000172969055918705 | 0.000345938111837409 | 0.999827030944081 |
| 38 | 0.000147514551715005 | 0.000295029103430010 | 0.999852485448285 |
| 39 | 0.000350591499363237 | 0.000701182998726474 | 0.999649408500637 |
| 40 | 0.000422986014769809 | 0.000845972029539618 | 0.99957701398523 |
| 41 | 0.000406002894245015 | 0.00081200578849003 | 0.999593997105755 |
| 42 | 0.000368287852216776 | 0.000736575704433551 | 0.999631712147783 |
| 43 | 0.000276856260769325 | 0.00055371252153865 | 0.99972314373923 |
| 44 | 0.000223864367570100 | 0.000447728735140201 | 0.99977613563243 |
| 45 | 0.000169091707863288 | 0.000338183415726576 | 0.999830908292137 |
| 46 | 0.00116610087376914 | 0.00233220174753827 | 0.998833899126231 |
| 47 | 0.00168061692218567 | 0.00336123384437133 | 0.998319383077814 |
| 48 | 0.00156922863321551 | 0.00313845726643101 | 0.998430771366784 |
| 49 | 0.00127004502585350 | 0.00254009005170701 | 0.998729954974147 |
| 50 | 0.00104663352543740 | 0.00209326705087479 | 0.998953366474563 |
| 51 | 0.00120184367233174 | 0.00240368734466347 | 0.998798156327668 |
| 52 | 0.00121213962079585 | 0.00242427924159169 | 0.998787860379204 |
| 53 | 0.00274325055921559 | 0.00548650111843118 | 0.997256749440784 |
| 54 | 0.00260362443163169 | 0.00520724886326338 | 0.997396375568368 |
| 55 | 0.0022570758980927 | 0.0045141517961854 | 0.997742924101907 |
| 56 | 0.00237328616828697 | 0.00474657233657395 | 0.997626713831713 |
| 57 | 0.00241947273528128 | 0.00483894547056256 | 0.997580527264719 |
| 58 | 0.00257495532506465 | 0.0051499106501293 | 0.997425044674935 |
| 59 | 0.00196155861604862 | 0.00392311723209725 | 0.998038441383951 |
| 60 | 0.00406946911034285 | 0.0081389382206857 | 0.995930530889657 |
| 61 | 0.00344433905878981 | 0.00688867811757963 | 0.99655566094121 |
| 62 | 0.080689930680339 | 0.161379861360678 | 0.919310069319661 |
| 63 | 0.111799604586974 | 0.223599209173949 | 0.888200395413026 |
| 64 | 0.0935843376468763 | 0.187168675293753 | 0.906415662353124 |
| 65 | 0.0825537867415123 | 0.165107573483025 | 0.917446213258488 |
| 66 | 0.116499899347143 | 0.232999798694287 | 0.883500100652856 |
| 67 | 0.339591070881284 | 0.679182141762569 | 0.660408929118716 |
| 68 | 0.368236798802340 | 0.736473597604681 | 0.63176320119766 |
| 69 | 0.364922851264116 | 0.729845702528232 | 0.635077148735884 |
| 70 | 0.366710462969472 | 0.733420925938944 | 0.633289537030528 |
| 71 | 0.406325640919247 | 0.812651281838494 | 0.593674359080753 |
| 72 | 0.793143534987827 | 0.413712930024347 | 0.206856465012173 |
| 73 | 0.741684610790043 | 0.516630778419915 | 0.258315389209957 |
| 74 | 0.634025169236677 | 0.731949661526647 | 0.365974830763324 |
| 75 | 0.645310503912082 | 0.709378992175837 | 0.354689496087918 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 36 | 0.514285714285714 | NOK |
| 5% type I error level | 45 | 0.642857142857143 | NOK |
| 10% type I error level | 47 | 0.671428571428571 | NOK |
