Multiple Linear Regression - Estimated Regression Equation |
Tprod[t] = + 102.226427377846 -0.601785698427419Rente[t] + 0.0235445632537601t + 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) | 102.226427377846 | 0.828026 | 123.458 | 0 | 0 |
Rente | -0.601785698427419 | 0.173837 | -3.4618 | 0.001024 | 0.000512 |
t | 0.0235445632537601 | 0.009938 | 2.3692 | 0.021236 | 0.010618 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.821645845867635 |
R-squared | 0.675101896031541 |
Adjusted R-squared | 0.663701962558964 |
F-TEST (value) | 59.2198101555151 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 57 |
p-value | 1.22124532708767e-14 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.689015006741784 |
Sum Squared Residuals | 27.0602757323767 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 101.2 | 100.444614845818 | 0.755385154181666 |
2 | 101.1 | 100.341784412402 | 0.758215587598025 |
3 | 100.7 | 100.269043263907 | 0.430956736092665 |
4 | 100.1 | 100.208337829381 | -0.108337829381265 |
5 | 99.9 | 100.087453825012 | -0.187453825012433 |
6 | 99.7 | 99.8943555368323 | -0.194355536832326 |
7 | 99.5 | 99.8336501023063 | -0.33365010230625 |
8 | 99.2 | 99.85719466556 | -0.657194665560007 |
9 | 99 | 99.730292804207 | -0.730292804206915 |
10 | 99 | 99.6334802277752 | -0.633480227775192 |
11 | 99.3 | 99.6269355061076 | -0.326935506107584 |
12 | 99.5 | 99.6504800693613 | -0.150480069361341 |
13 | 99.7 | 99.6740246326151 | 0.0259753673849017 |
14 | 100 | 99.6975691958689 | 0.302430804131139 |
15 | 100.4 | 99.7211137591226 | 0.678886240877384 |
16 | 100.6 | 99.7446583223764 | 0.855341677623613 |
17 | 100.7 | 99.8705064543628 | 0.8294935456372 |
18 | 100.7 | 99.9421938734908 | 0.757806126509247 |
19 | 100.6 | 99.9657384367445 | 0.634261563255478 |
20 | 100.5 | 99.9953008569826 | 0.50469914301745 |
21 | 100.6 | 100.295666841513 | 0.304333158487071 |
22 | 100.5 | 100.487711400326 | 0.0122885996736398 |
23 | 100.4 | 100.727898815014 | -0.327898815013985 |
24 | 100.3 | 100.835693376048 | -0.535693376047592 |
25 | 100.4 | 100.859237939301 | -0.459237939301344 |
26 | 100.4 | 100.882782502555 | -0.482782502555104 |
27 | 100.4 | 100.906327065809 | -0.506327065808864 |
28 | 100.4 | 100.929871629063 | -0.529871629062624 |
29 | 100.4 | 100.953416192316 | -0.553416192316384 |
30 | 100.5 | 100.97696075557 | -0.47696075557015 |
31 | 100.6 | 101.000505318824 | -0.400505318823916 |
32 | 100.6 | 101.024049882078 | -0.424049882077676 |
33 | 100.5 | 101.047594445331 | -0.54759444533143 |
34 | 100.5 | 101.071139008585 | -0.57113900858519 |
35 | 100.7 | 101.094683571839 | -0.394683571838948 |
36 | 101.1 | 101.358942414464 | -0.258942414463683 |
37 | 101.5 | 101.442665547560 | 0.0573344524398202 |
38 | 101.9 | 101.466210110814 | 0.433789889186066 |
39 | 102.1 | 101.610111813753 | 0.489888186246811 |
40 | 102.1 | 101.663745661928 | 0.43625433807168 |
41 | 102.1 | 101.687290225182 | 0.41270977481792 |
42 | 102.4 | 101.951549067807 | 0.448450932193204 |
43 | 102.8 | 102.035272200903 | 0.764727799096693 |
44 | 103.1 | 102.058816764157 | 1.04118323584293 |
45 | 103.1 | 102.082361327411 | 1.01763867258917 |
46 | 102.9 | 102.105905890665 | 0.794094109335421 |
47 | 102.4 | 102.129450453918 | 0.270549546081661 |
48 | 101.9 | 102.152995017172 | -0.252995017172099 |
49 | 101.3 | 102.176539580426 | -0.876539580425867 |
50 | 100.7 | 102.200084143680 | -1.50008414367962 |
51 | 100.6 | 102.223628706933 | -1.62362870693339 |
52 | 101 | 102.247173270187 | -1.24717327018714 |
53 | 101.5 | 102.270717833441 | -0.770717833440905 |
54 | 101.9 | 102.294262396695 | -0.394262396694659 |
55 | 102.1 | 102.317806959948 | -0.217806959948431 |
56 | 102.3 | 102.341351523202 | -0.0413515232021879 |
57 | 102.5 | 102.364896086456 | 0.135103913544055 |
58 | 102.9 | 102.388440649710 | 0.5115593502903 |
59 | 103.6 | 102.411985212963 | 1.18801478703653 |
60 | 104.3 | 102.435529776217 | 1.86447022378277 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.00808250383865616 | 0.0161650076773123 | 0.991917496161344 |
7 | 0.00226721635627179 | 0.00453443271254359 | 0.997732783643728 |
8 | 0.00131569383772138 | 0.00263138767544276 | 0.998684306162279 |
9 | 0.000434651757135615 | 0.00086930351427123 | 0.999565348242864 |
10 | 0.00061029236718969 | 0.00122058473437938 | 0.99938970763281 |
11 | 0.00396572816705542 | 0.00793145633411084 | 0.996034271832945 |
12 | 0.00308745799923273 | 0.00617491599846547 | 0.996912542000767 |
13 | 0.00124667684849381 | 0.00249335369698761 | 0.998753323151506 |
14 | 0.000451043533484907 | 0.000902087066969814 | 0.999548956466515 |
15 | 0.000172273225088986 | 0.000344546450177973 | 0.99982772677491 |
16 | 5.94591794488002e-05 | 0.000118918358897600 | 0.999940540820551 |
17 | 0.000112262175233024 | 0.000224524350466049 | 0.999887737824767 |
18 | 0.000322503011659071 | 0.000645006023318142 | 0.99967749698834 |
19 | 0.000695812827501956 | 0.00139162565500391 | 0.999304187172498 |
20 | 0.00149893655288699 | 0.00299787310577397 | 0.998501063447113 |
21 | 0.0108022481718477 | 0.0216044963436955 | 0.989197751828152 |
22 | 0.0329522599627337 | 0.0659045199254674 | 0.967047740037266 |
23 | 0.0618725545397259 | 0.123745109079452 | 0.938127445460274 |
24 | 0.0748471765074719 | 0.149694353014944 | 0.925152823492528 |
25 | 0.0628209662961335 | 0.125641932592267 | 0.937179033703866 |
26 | 0.0480901840427665 | 0.096180368085533 | 0.951909815957233 |
27 | 0.0347449902525305 | 0.0694899805050609 | 0.96525500974747 |
28 | 0.0240519115555437 | 0.0481038231110874 | 0.975948088444456 |
29 | 0.0160985312168022 | 0.0321970624336044 | 0.983901468783198 |
30 | 0.00996304871308032 | 0.0199260974261606 | 0.99003695128692 |
31 | 0.00582479603999258 | 0.0116495920799852 | 0.994175203960007 |
32 | 0.00331583488326872 | 0.00663166976653745 | 0.996684165116731 |
33 | 0.00194730565383747 | 0.00389461130767494 | 0.998052694346163 |
34 | 0.00118064045659334 | 0.00236128091318668 | 0.998819359543407 |
35 | 0.000710970426036025 | 0.00142194085207205 | 0.999289029573964 |
36 | 0.000469341395018991 | 0.000938682790037982 | 0.99953065860498 |
37 | 0.000369508954605003 | 0.000739017909210005 | 0.999630491045395 |
38 | 0.000423239054801883 | 0.000846478109603767 | 0.999576760945198 |
39 | 0.000432152889863948 | 0.000864305779727895 | 0.999567847110136 |
40 | 0.000340362585049752 | 0.000680725170099504 | 0.99965963741495 |
41 | 0.000249563419334772 | 0.000499126838669544 | 0.999750436580665 |
42 | 0.000160499889555568 | 0.000320999779111136 | 0.999839500110444 |
43 | 0.000219969511172204 | 0.000439939022344408 | 0.999780030488828 |
44 | 0.000796456942773482 | 0.00159291388554696 | 0.999203543057227 |
45 | 0.00475524190305482 | 0.00951048380610965 | 0.995244758096945 |
46 | 0.0401257256510328 | 0.0802514513020656 | 0.959874274348967 |
47 | 0.240874337226897 | 0.481748674453793 | 0.759125662773103 |
48 | 0.7707594591131 | 0.4584810817738 | 0.2292405408869 |
49 | 0.9858237181948 | 0.0283525636103984 | 0.0141762818051992 |
50 | 0.991085683126021 | 0.0178286337479575 | 0.00891431687397873 |
51 | 0.98349506915711 | 0.0330098616857813 | 0.0165049308428907 |
52 | 0.96212658574448 | 0.0757468285110397 | 0.0378734142555198 |
53 | 0.921843134745118 | 0.156313730509765 | 0.0781568652548823 |
54 | 0.891041274078858 | 0.217917451842283 | 0.108958725921142 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 28 | 0.571428571428571 | NOK |
5% type I error level | 37 | 0.755102040816326 | NOK |
10% type I error level | 42 | 0.857142857142857 | NOK |