| Multiple Linear Regression - Estimated Regression Equation |
| Britse_pond[t] = -0.191028651774354 + 0.561232545674784Zwitserse_frank[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) | -0.191028651774354 | 0.134703 | -1.4182 | 0.161497 | 0.080749 |
| Zwitserse_frank | 0.561232545674784 | 0.088703 | 6.3271 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.63902661439162 |
| R-squared | 0.408355013900816 |
| Adjusted R-squared | 0.398154238278416 |
| F-TEST (value) | 40.0317612127567 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 58 |
| p-value | 3.91446610681356e-08 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.0246729447217217 |
| Sum Squared Residuals | 0.0353077436719859 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 0.6348 | 0.667152033816959 | -0.0323520338169584 |
| 2 | 0.634 | 0.670912291872979 | -0.0369122918729788 |
| 3 | 0.62915 | 0.670743922109276 | -0.0415939221092765 |
| 4 | 0.62168 | 0.666927540798688 | -0.0452475407986878 |
| 5 | 0.61328 | 0.669565333763359 | -0.0562853337633594 |
| 6 | 0.6089 | 0.663447899015504 | -0.0545478990155042 |
| 7 | 0.60857 | 0.658396806104431 | -0.0498268061044311 |
| 8 | 0.62672 | 0.658901915395538 | -0.0321819153955384 |
| 9 | 0.62291 | 0.645937443590451 | -0.0230274435904510 |
| 10 | 0.62393 | 0.639202653042354 | -0.0152726530423536 |
| 11 | 0.61838 | 0.631906629948581 | -0.0135266299485813 |
| 12 | 0.62012 | 0.636733229841385 | -0.0166132298413846 |
| 13 | 0.61659 | 0.636508736823115 | -0.0199187368231146 |
| 14 | 0.6116 | 0.638192434460139 | -0.0265924344601389 |
| 15 | 0.61573 | 0.632748478767094 | -0.0170184787670936 |
| 16 | 0.61407 | 0.631626013675744 | -0.0175560136757440 |
| 17 | 0.62823 | 0.626799413782941 | 0.00143058621705908 |
| 18 | 0.64405 | 0.635161778713495 | 0.0088882212865049 |
| 19 | 0.6387 | 0.62971782302045 | 0.00898217697955036 |
| 20 | 0.63633 | 0.63039130207526 | 0.00593869792474048 |
| 21 | 0.63059 | 0.631120904384637 | -0.000530904384636748 |
| 22 | 0.62994 | 0.631177027639204 | -0.00123702763920415 |
| 23 | 0.63709 | 0.632467862494256 | 0.00462213750574385 |
| 24 | 0.64217 | 0.632804602021661 | 0.009365397978339 |
| 25 | 0.65711 | 0.629549453256747 | 0.0275605467432527 |
| 26 | 0.66977 | 0.632523985748824 | 0.0372460142511763 |
| 27 | 0.68255 | 0.633702574094741 | 0.0488474259052593 |
| 28 | 0.68902 | 0.648799729573392 | 0.0402202704266076 |
| 29 | 0.71322 | 0.659519271195781 | 0.0537007288042192 |
| 30 | 0.70224 | 0.673886824365055 | 0.0283531756349448 |
| 31 | 0.70045 | 0.677534835911941 | 0.0229151640880587 |
| 32 | 0.69919 | 0.673269468564813 | 0.0259205314351870 |
| 33 | 0.69693 | 0.677422589402806 | 0.0195074105971937 |
| 34 | 0.69763 | 0.678039945203049 | 0.0195900547969514 |
| 35 | 0.69278 | 0.683932886932634 | 0.00884711306736617 |
| 36 | 0.70196 | 0.68135121722253 | 0.0206087827774702 |
| 37 | 0.69215 | 0.687693144988655 | 0.00445685501134513 |
| 38 | 0.6769 | 0.69201463559035 | -0.0151146355903507 |
| 39 | 0.67124 | 0.688422747298032 | -0.0171827472980321 |
| 40 | 0.66532 | 0.681519586986232 | -0.0161995869862322 |
| 41 | 0.67157 | 0.673269468564813 | -0.00169946856481294 |
| 42 | 0.66428 | 0.661595831614778 | 0.00268416838522250 |
| 43 | 0.66576 | 0.665973445471041 | -0.000213445471040670 |
| 44 | 0.66942 | 0.672539866255436 | -0.00311986625543566 |
| 45 | 0.6813 | 0.675009289456405 | 0.00629071054359531 |
| 46 | 0.69144 | 0.674728673183567 | 0.0167113268164327 |
| 47 | 0.69862 | 0.662942789724397 | 0.0356772102756031 |
| 48 | 0.695 | 0.671249031400384 | 0.0237509685996163 |
| 49 | 0.69867 | 0.677141973129969 | 0.0215280268700311 |
| 50 | 0.68968 | 0.678937917276128 | 0.0107420827238717 |
| 51 | 0.69233 | 0.678545054494156 | 0.0137849455058441 |
| 52 | 0.68293 | 0.677478712657374 | 0.00545128734262618 |
| 53 | 0.68399 | 0.675963384784052 | 0.00802661521594813 |
| 54 | 0.66895 | 0.672764359273706 | -0.00381435927370552 |
| 55 | 0.68756 | 0.683259407877824 | 0.00430059212217584 |
| 56 | 0.68527 | 0.68045324514945 | 0.00481675485054992 |
| 57 | 0.6776 | 0.678657301003291 | -0.00105730100329091 |
| 58 | 0.68137 | 0.678320561475886 | 0.00304943852411409 |
| 59 | 0.67933 | 0.67601950803862 | 0.00331049196138066 |
| 60 | 0.67922 | 0.677703205675644 | 0.00151679432435630 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.126043354969763 | 0.252086709939525 | 0.873956645030237 |
| 6 | 0.0861429766550455 | 0.172285953310091 | 0.913857023344955 |
| 7 | 0.0504129256064236 | 0.100825851212847 | 0.949587074393576 |
| 8 | 0.0703372455235365 | 0.140674491047073 | 0.929662754476464 |
| 9 | 0.0629751766872091 | 0.125950353374418 | 0.93702482331279 |
| 10 | 0.0396552290923163 | 0.0793104581846326 | 0.960344770907684 |
| 11 | 0.021127101955491 | 0.042254203910982 | 0.978872898044509 |
| 12 | 0.0115611430589839 | 0.0231222861179678 | 0.988438856941016 |
| 13 | 0.00701916988013395 | 0.0140383397602679 | 0.992980830119866 |
| 14 | 0.0067439511301425 | 0.013487902260285 | 0.993256048869858 |
| 15 | 0.00463429610455836 | 0.00926859220911671 | 0.995365703895442 |
| 16 | 0.00383443672920113 | 0.00766887345840226 | 0.996165563270799 |
| 17 | 0.00485282154807205 | 0.0097056430961441 | 0.995147178451928 |
| 18 | 0.027691664999013 | 0.055383329998026 | 0.972308335000987 |
| 19 | 0.0385425838647824 | 0.0770851677295647 | 0.961457416135218 |
| 20 | 0.0407561917156813 | 0.0815123834313626 | 0.959243808284319 |
| 21 | 0.0404317524695324 | 0.0808635049390648 | 0.959568247530468 |
| 22 | 0.0488706873247855 | 0.097741374649571 | 0.951129312675214 |
| 23 | 0.0765351252977267 | 0.153070250595453 | 0.923464874702273 |
| 24 | 0.155166966743271 | 0.310333933486542 | 0.844833033256729 |
| 25 | 0.38527597973667 | 0.77055195947334 | 0.61472402026333 |
| 26 | 0.73782771509952 | 0.524344569800961 | 0.262172284900481 |
| 27 | 0.941197298791298 | 0.117605402417404 | 0.0588027012087018 |
| 28 | 0.991542343810351 | 0.0169153123792974 | 0.0084576561896487 |
| 29 | 0.999927263362745 | 0.000145473274509459 | 7.27366372547294e-05 |
| 30 | 0.999990297292158 | 1.94054156843845e-05 | 9.70270784219224e-06 |
| 31 | 0.999996328852836 | 7.34229432767475e-06 | 3.67114716383737e-06 |
| 32 | 0.999998051530186 | 3.89693962802466e-06 | 1.94846981401233e-06 |
| 33 | 0.999998131318183 | 3.73736363461377e-06 | 1.86868181730689e-06 |
| 34 | 0.999998154550388 | 3.69089922397126e-06 | 1.84544961198563e-06 |
| 35 | 0.999996475053994 | 7.0498920114714e-06 | 3.5249460057357e-06 |
| 36 | 0.999997802584046 | 4.39483190830195e-06 | 2.19741595415098e-06 |
| 37 | 0.999995711635379 | 8.57672924248656e-06 | 4.28836462124328e-06 |
| 38 | 0.999989150712826 | 2.16985743481075e-05 | 1.08492871740538e-05 |
| 39 | 0.999983647584836 | 3.27048303285935e-05 | 1.63524151642967e-05 |
| 40 | 0.999989250469928 | 2.14990601447246e-05 | 1.07495300723623e-05 |
| 41 | 0.999979290399633 | 4.14192007349759e-05 | 2.07096003674879e-05 |
| 42 | 0.999972398413449 | 5.52031731026553e-05 | 2.76015865513276e-05 |
| 43 | 0.999984826000462 | 3.03479990752284e-05 | 1.51739995376142e-05 |
| 44 | 0.999991699023251 | 1.66019534971663e-05 | 8.30097674858314e-06 |
| 45 | 0.999976597493563 | 4.68050128736922e-05 | 2.34025064368461e-05 |
| 46 | 0.999936365777482 | 0.000127268445036850 | 6.36342225184251e-05 |
| 47 | 0.999917840512823 | 0.000164318974354568 | 8.21594871772838e-05 |
| 48 | 0.99996093013399 | 7.81397320197246e-05 | 3.90698660098623e-05 |
| 49 | 0.999995530430918 | 8.9391381636776e-06 | 4.4695690818388e-06 |
| 50 | 0.999987132998027 | 2.57340039459862e-05 | 1.28670019729931e-05 |
| 51 | 0.999994833533464 | 1.03329330728023e-05 | 5.16646653640115e-06 |
| 52 | 0.999970056933853 | 5.98861322940471e-05 | 2.99430661470236e-05 |
| 53 | 0.99998284440491 | 3.43111901788382e-05 | 1.71555950894191e-05 |
| 54 | 0.99989456924676 | 0.000210861506480853 | 0.000105430753240426 |
| 55 | 0.998685942905344 | 0.00262811418931198 | 0.00131405709465599 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 30 | 0.588235294117647 | NOK |
| 5% type I error level | 35 | 0.686274509803922 | NOK |
| 10% type I error level | 41 | 0.80392156862745 | NOK |
