| Multiple Linear Regression - Estimated Regression Equation |
| USDOLLAR[t] = + 0.728300505019516 + 0.0833205341372568Amerikaanse_inflatie[t] + 0.0115275508742551M1[t] + 0.0136250999361690M2[t] + 0.0130176820646555M3[t] -0.0222569327829172M4[t] -0.00672208989372865M5[t] -0.00846062129530073M6[t] + 0.0148610162525153M7[t] + 0.0293756901923157M8[t] + 0.0194232132331628M9[t] + 0.0251478794934456M10[t] + 0.00522539783728926M11[t] + 0.00131833173411334t + 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) | 0.728300505019516 | 0.042483 | 17.1433 | 0 | 0 |
| Amerikaanse_inflatie | 0.0833205341372568 | 0.023619 | 3.5278 | 0.000978 | 0.000489 |
| M1 | 0.0115275508742551 | 0.050252 | 0.2294 | 0.8196 | 0.4098 |
| M2 | 0.0136250999361690 | 0.050494 | 0.2698 | 0.788521 | 0.394261 |
| M3 | 0.0130176820646555 | 0.050098 | 0.2598 | 0.79617 | 0.398085 |
| M4 | -0.0222569327829172 | 0.049261 | -0.4518 | 0.65357 | 0.326785 |
| M5 | -0.00672208989372865 | 0.049258 | -0.1365 | 0.892061 | 0.44603 |
| M6 | -0.00846062129530073 | 0.049266 | -0.1717 | 0.864417 | 0.432209 |
| M7 | 0.0148610162525153 | 0.049265 | 0.3017 | 0.764303 | 0.382152 |
| M8 | 0.0293756901923157 | 0.049301 | 0.5958 | 0.554262 | 0.277131 |
| M9 | 0.0194232132331628 | 0.049254 | 0.3943 | 0.695186 | 0.347593 |
| M10 | 0.0251478794934456 | 0.049262 | 0.5105 | 0.612205 | 0.306102 |
| M11 | 0.00522539783728926 | 0.049275 | 0.106 | 0.916018 | 0.458009 |
| t | 0.00131833173411334 | 0.000589 | 2.2393 | 0.030122 | 0.015061 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.553438452854356 |
| R-squared | 0.306294121097823 |
| Adjusted R-squared | 0.105890200526083 |
| F-TEST (value) | 1.52838387704185 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 45 |
| p-value | 0.144426630482259 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.0733325746213827 |
| Sum Squared Residuals | 0.24199499252703 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 0.7461 | 0.785056309118216 | -0.0389563091182163 |
| 2 | 0.7775 | 0.783889560536696 | -0.00638956053669647 |
| 3 | 0.779 | 0.745273182286511 | 0.0337268177134889 |
| 4 | 0.7744 | 0.715649566948189 | 0.0587504330518109 |
| 5 | 0.7905 | 0.754249400981315 | 0.0362505990186848 |
| 6 | 0.7719 | 0.758078548554856 | 0.0138214514451435 |
| 7 | 0.7811 | 0.782635197302649 | -0.00153519730264859 |
| 8 | 0.7557 | 0.755308166293463 | 0.000391833706536697 |
| 9 | 0.7637 | 0.763921371634836 | -0.000221371634835889 |
| 10 | 0.7595 | 0.813957765244056 | -0.0544577652440566 |
| 11 | 0.7471 | 0.80368566873574 | -0.0565856687357393 |
| 12 | 0.7615 | 0.858936181870016 | -0.0974361818700156 |
| 13 | 0.7487 | 0.777963143039833 | -0.0292631430398330 |
| 14 | 0.7389 | 0.726887394510094 | 0.0120126054899058 |
| 15 | 0.7337 | 0.756927136389008 | -0.0232271363890084 |
| 16 | 0.751 | 0.77337977642859 | -0.0223797764285894 |
| 17 | 0.7382 | 0.748156081312577 | -0.00995608131257673 |
| 18 | 0.7159 | 0.756067935058844 | -0.0401679350588436 |
| 19 | 0.7542 | 0.80570406458195 | -0.0515040645819501 |
| 20 | 0.7636 | 0.808955669601138 | -0.0453556696011381 |
| 21 | 0.7433 | 0.791989470962373 | -0.0486894709623728 |
| 22 | 0.7658 | 0.823778667595534 | -0.0579786675955342 |
| 23 | 0.7627 | 0.800841849898354 | -0.0381418498983538 |
| 24 | 0.748 | 0.727195496722294 | 0.0208045032777060 |
| 25 | 0.7692 | 0.735792032089662 | 0.0334079679103376 |
| 26 | 0.785 | 0.792699695801808 | -0.00769969580180838 |
| 27 | 0.7913 | 0.818073487769036 | -0.0267734877690363 |
| 28 | 0.772 | 0.754038491832027 | 0.0179615081679728 |
| 29 | 0.788 | 0.79213840266033 | -0.00413840266032959 |
| 30 | 0.807 | 0.799716974270048 | 0.00728302572995251 |
| 31 | 0.8268 | 0.807192913519702 | 0.0196070864802979 |
| 32 | 0.8244 | 0.830608087800106 | -0.00620808780010616 |
| 33 | 0.8487 | 0.804976553611066 | 0.0437234463889338 |
| 34 | 0.8572 | 0.81118634626409 | 0.0460136537359102 |
| 35 | 0.8214 | 0.786916400020713 | 0.0344835999792867 |
| 36 | 0.8827 | 0.81025514858042 | 0.0724448514195797 |
| 37 | 0.9216 | 0.818601722345377 | 0.102998277654623 |
| 38 | 0.8865 | 0.873259731635817 | 0.0132402683641829 |
| 39 | 0.8816 | 0.815229668931651 | 0.0663703310683491 |
| 40 | 0.8884 | 0.788688913356407 | 0.0997110866435926 |
| 41 | 0.9466 | 0.78971118649363 | 0.156888813506369 |
| 42 | 0.918 | 0.80695494006327 | 0.111045059936730 |
| 43 | 0.9337 | 0.812681148096042 | 0.121018851903958 |
| 44 | 0.9559 | 0.856176571103525 | 0.0997234288964746 |
| 45 | 0.9626 | 0.884120140364742 | 0.0784798596352585 |
| 46 | 0.9434 | 0.874748993134098 | 0.068651006865902 |
| 47 | 0.8639 | 0.79432100688221 | 0.0695789931177895 |
| 48 | 0.7996 | 0.79541317282727 | 0.00418682717273 |
| 49 | 0.668 | 0.736186793406911 | -0.0681867934069113 |
| 50 | 0.6572 | 0.668363617515584 | -0.0111636175155839 |
| 51 | 0.6928 | 0.742896524623793 | -0.0500965246237933 |
| 52 | 0.6438 | 0.797843251434787 | -0.154043251434787 |
| 53 | 0.6454 | 0.824444928552148 | -0.179044928552148 |
| 54 | 0.6873 | 0.779281602052982 | -0.0919816020529823 |
| 55 | 0.7265 | 0.814086676499657 | -0.087586676499657 |
| 56 | 0.7912 | 0.839751505201767 | -0.048551505201767 |
| 57 | 0.8114 | 0.884692463426984 | -0.0732924634269837 |
| 58 | 0.8281 | 0.830328227762221 | -0.00222822776222153 |
| 59 | 0.8393 | 0.848635074462983 | -0.00933507446298322 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.0121420089510593 | 0.0242840179021186 | 0.98785799104894 |
| 18 | 0.00323914096999308 | 0.00647828193998616 | 0.996760859030007 |
| 19 | 0.000603548102345543 | 0.00120709620469109 | 0.999396451897654 |
| 20 | 0.000254145043654589 | 0.000508290087309177 | 0.999745854956345 |
| 21 | 4.76750949686066e-05 | 9.53501899372132e-05 | 0.999952324905031 |
| 22 | 3.25283980094326e-05 | 6.50567960188653e-05 | 0.99996747160199 |
| 23 | 3.58535201936147e-05 | 7.17070403872295e-05 | 0.999964146479806 |
| 24 | 1.14127261060168e-05 | 2.28254522120336e-05 | 0.999988587273894 |
| 25 | 1.55192060463475e-05 | 3.10384120926951e-05 | 0.999984480793954 |
| 26 | 1.41820830104169e-05 | 2.83641660208339e-05 | 0.99998581791699 |
| 27 | 1.2216401943403e-05 | 2.4432803886806e-05 | 0.999987783598057 |
| 28 | 3.44765160223052e-06 | 6.89530320446103e-06 | 0.999996552348398 |
| 29 | 1.32969380578783e-06 | 2.65938761157567e-06 | 0.999998670306194 |
| 30 | 2.54207828090322e-06 | 5.08415656180644e-06 | 0.99999745792172 |
| 31 | 3.60835167831222e-06 | 7.21670335662444e-06 | 0.999996391648322 |
| 32 | 7.27932903332751e-06 | 1.45586580666550e-05 | 0.999992720670967 |
| 33 | 2.56437931760776e-05 | 5.12875863521551e-05 | 0.999974356206824 |
| 34 | 0.000221865957431791 | 0.000443731914863582 | 0.999778134042568 |
| 35 | 0.0132290382284959 | 0.0264580764569917 | 0.986770961771504 |
| 36 | 0.0452769430373638 | 0.0905538860747277 | 0.954723056962636 |
| 37 | 0.0832293371364838 | 0.166458674272968 | 0.916770662863516 |
| 38 | 0.0504177632716821 | 0.100835526543364 | 0.949582236728318 |
| 39 | 0.0302525147176625 | 0.0605050294353249 | 0.969747485282338 |
| 40 | 0.0267786894012801 | 0.0535573788025603 | 0.97322131059872 |
| 41 | 0.327723850406819 | 0.655447700813637 | 0.672276149593181 |
| 42 | 0.318630719967677 | 0.637261439935354 | 0.681369280032323 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 17 | 0.653846153846154 | NOK |
| 5% type I error level | 19 | 0.730769230769231 | NOK |
| 10% type I error level | 22 | 0.846153846153846 | NOK |
