Multiple Linear Regression - Estimated Regression Equation
Tprod[t] = + 102.226427377846 -0.601785698427419Rente[t] + 0.0235445632537601t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)102.2264273778460.828026123.45800
Rente-0.6017856984274190.173837-3.46180.0010240.000512
t0.02354456325376010.0099382.36920.0212360.010618


Multiple Linear Regression - Regression Statistics
Multiple R0.821645845867635
R-squared0.675101896031541
Adjusted R-squared0.663701962558964
F-TEST (value)59.2198101555151
F-TEST (DF numerator)2
F-TEST (DF denominator)57
p-value1.22124532708767e-14
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.689015006741784
Sum Squared Residuals27.0602757323767


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1101.2100.4446148458180.755385154181666
2101.1100.3417844124020.758215587598025
3100.7100.2690432639070.430956736092665
4100.1100.208337829381-0.108337829381265
599.9100.087453825012-0.187453825012433
699.799.8943555368323-0.194355536832326
799.599.8336501023063-0.33365010230625
899.299.85719466556-0.657194665560007
99999.730292804207-0.730292804206915
109999.6334802277752-0.633480227775192
1199.399.6269355061076-0.326935506107584
1299.599.6504800693613-0.150480069361341
1399.799.67402463261510.0259753673849017
1410099.69756919586890.302430804131139
15100.499.72111375912260.678886240877384
16100.699.74465832237640.855341677623613
17100.799.87050645436280.8294935456372
18100.799.94219387349080.757806126509247
19100.699.96573843674450.634261563255478
20100.599.99530085698260.50469914301745
21100.6100.2956668415130.304333158487071
22100.5100.4877114003260.0122885996736398
23100.4100.727898815014-0.327898815013985
24100.3100.835693376048-0.535693376047592
25100.4100.859237939301-0.459237939301344
26100.4100.882782502555-0.482782502555104
27100.4100.906327065809-0.506327065808864
28100.4100.929871629063-0.529871629062624
29100.4100.953416192316-0.553416192316384
30100.5100.97696075557-0.47696075557015
31100.6101.000505318824-0.400505318823916
32100.6101.024049882078-0.424049882077676
33100.5101.047594445331-0.54759444533143
34100.5101.071139008585-0.57113900858519
35100.7101.094683571839-0.394683571838948
36101.1101.358942414464-0.258942414463683
37101.5101.4426655475600.0573344524398202
38101.9101.4662101108140.433789889186066
39102.1101.6101118137530.489888186246811
40102.1101.6637456619280.43625433807168
41102.1101.6872902251820.41270977481792
42102.4101.9515490678070.448450932193204
43102.8102.0352722009030.764727799096693
44103.1102.0588167641571.04118323584293
45103.1102.0823613274111.01763867258917
46102.9102.1059058906650.794094109335421
47102.4102.1294504539180.270549546081661
48101.9102.152995017172-0.252995017172099
49101.3102.176539580426-0.876539580425867
50100.7102.200084143680-1.50008414367962
51100.6102.223628706933-1.62362870693339
52101102.247173270187-1.24717327018714
53101.5102.270717833441-0.770717833440905
54101.9102.294262396695-0.394262396694659
55102.1102.317806959948-0.217806959948431
56102.3102.341351523202-0.0413515232021879
57102.5102.3648960864560.135103913544055
58102.9102.3884406497100.5115593502903
59103.6102.4119852129631.18801478703653
60104.3102.4355297762171.86447022378277


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
60.008082503838656160.01616500767731230.991917496161344
70.002267216356271790.004534432712543590.997732783643728
80.001315693837721380.002631387675442760.998684306162279
90.0004346517571356150.000869303514271230.999565348242864
100.000610292367189690.001220584734379380.99938970763281
110.003965728167055420.007931456334110840.996034271832945
120.003087457999232730.006174915998465470.996912542000767
130.001246676848493810.002493353696987610.998753323151506
140.0004510435334849070.0009020870669698140.999548956466515
150.0001722732250889860.0003445464501779730.99982772677491
165.94591794488002e-050.0001189183588976000.999940540820551
170.0001122621752330240.0002245243504660490.999887737824767
180.0003225030116590710.0006450060233181420.99967749698834
190.0006958128275019560.001391625655003910.999304187172498
200.001498936552886990.002997873105773970.998501063447113
210.01080224817184770.02160449634369550.989197751828152
220.03295225996273370.06590451992546740.967047740037266
230.06187255453972590.1237451090794520.938127445460274
240.07484717650747190.1496943530149440.925152823492528
250.06282096629613350.1256419325922670.937179033703866
260.04809018404276650.0961803680855330.951909815957233
270.03474499025253050.06948998050506090.96525500974747
280.02405191155554370.04810382311108740.975948088444456
290.01609853121680220.03219706243360440.983901468783198
300.009963048713080320.01992609742616060.99003695128692
310.005824796039992580.01164959207998520.994175203960007
320.003315834883268720.006631669766537450.996684165116731
330.001947305653837470.003894611307674940.998052694346163
340.001180640456593340.002361280913186680.998819359543407
350.0007109704260360250.001421940852072050.999289029573964
360.0004693413950189910.0009386827900379820.99953065860498
370.0003695089546050030.0007390179092100050.999630491045395
380.0004232390548018830.0008464781096037670.999576760945198
390.0004321528898639480.0008643057797278950.999567847110136
400.0003403625850497520.0006807251700995040.99965963741495
410.0002495634193347720.0004991268386695440.999750436580665
420.0001604998895555680.0003209997791111360.999839500110444
430.0002199695111722040.0004399390223444080.999780030488828
440.0007964569427734820.001592913885546960.999203543057227
450.004755241903054820.009510483806109650.995244758096945
460.04012572565103280.08025145130206560.959874274348967
470.2408743372268970.4817486744537930.759125662773103
480.77075945911310.45848108177380.2292405408869
490.98582371819480.02835256361039840.0141762818051992
500.9910856831260210.01782863374795750.00891431687397873
510.983495069157110.03300986168578130.0165049308428907
520.962126585744480.07574682851103970.0378734142555198
530.9218431347451180.1563137305097650.0781568652548823
540.8910412740788580.2179174518422830.108958725921142


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level280.571428571428571NOK
5% type I error level370.755102040816326NOK
10% type I error level420.857142857142857NOK