Multiple Linear Regression - Estimated Regression Equation
Tprod[t] = + 9.03287437636819 + 0.0100535761591053Rente[t] + 2.06088898976321y1[t] -1.65997795678992y2[t] + 0.66397755103948y3[t] -0.156268465277844y4[t] + 0.00673278043645512t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)9.032874376368194.6917741.92530.0600120.030006
Rente0.01005357615910530.0710910.14140.888120.44406
y12.060888989763210.1416214.552300
y2-1.659977956789920.316673-5.24193e-062e-06
y30.663977551039480.3229992.05570.0451640.022582
y4-0.1562684652778440.152604-1.0240.3108580.155429
t0.006732780436455120.0039761.69350.0967150.048358


Multiple Linear Regression - Regression Statistics
Multiple R0.993522928795038
R-squared0.98708781004147
Adjusted R-squared0.985506725556751
F-TEST (value)624.310604260666
F-TEST (DF numerator)6
F-TEST (DF denominator)49
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.147201856015383
Sum Squared Residuals1.06175093430430


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
199.999.52627741792680.373722582073162
299.799.870474288014-0.170474288013908
399.599.46255321800540.0374467819945941
499.299.350069360806-0.150069360806019
59998.9715026125590.0284973874410457
69998.96451988015920.0354801198407734
799.399.13581135850540.164188641494644
899.599.6748958652462-0.174895865246220
999.799.6270667496540.0729332503460831
1010099.91317500199690.0868249980031247
11100.4100.2920938586290.107906141371163
12100.6100.726730665086-0.126730665085955
13100.7100.6478805250680.052119474931733
14100.7100.746612807863-0.0466128078628094
15100.6100.657635916717-0.0576359167170165
16100.5100.4933233244640.00667667553607671
17100.6100.4397135100420.160286489957892
18100.5100.749320228705-0.249320228705347
19100.4100.3295761184930.0704238815069325
20100.3100.376834896602-0.0768348966016582
21100.4100.2614519721090.138548027890979
22100.4100.589500538625-0.189500538624661
23100.4100.3794646148060.0205353851940609
24100.4100.468221996874-0.0682219968741338
25100.4100.459327930783-0.0593279307828032
26100.5100.4660607112190.0339392887807360
27100.6100.678882390632-0.078882390632034
28100.6100.725706274366-0.125706274365815
29100.5100.632839014227-0.132839014227226
30100.5100.4842538042640.0157461957364671
31100.7100.6413575338510.0586424661488154
32101.1100.9898489266730.110151073327290
33101.5101.503563200568-0.00356320056830893
34101.9101.8034559044020.0965440955980037
35102.1102.202879710156-0.102879710156175
36102.1102.160380061326-0.0603800613259744
37102.1102.0382008847090.0617991152908789
38102.4102.1112003587790.288799641221327
39102.8102.7039407854730.0960592145273543
40103.1103.0370357747770.0629642252226264
41103.1103.197237334739-0.0972373347386817
42102.9102.924687208971-0.0246872089705846
43102.4102.655928070655-0.255928070655128
44101.9101.917331407985-0.0173314079845912
45101.3101.590813161727-0.290813161726524
46100.7100.890266444236-0.190266444235819
47100.6100.4025980620080.197401937992481
48101100.8789764195570.121023580443197
49101.5101.571437140121-0.0714371401205832
50101.9101.971986556785-0.0719865567854098
51102.1102.254303821676-0.154303821675791
52102.3102.2787046067570.0212953932425151
53102.5102.553076381565-0.0530763815654929
54102.9102.7102794926930.189720507306649
55103.6103.3109140948290.289085905170546
56104.3104.1978198025360.102180197463521


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.2711815336436450.5423630672872900.728818466356355
110.6174843237978220.7650313524043570.382515676202178
120.7486823178582860.5026353642834270.251317682141714
130.7144464079983960.5711071840032080.285553592001604
140.631286780583390.737426438833220.36871321941661
150.5189636285516460.9620727428967090.481036371448354
160.4291131477009080.8582262954018160.570886852299092
170.4333093024559320.8666186049118640.566690697544068
180.522746499305620.954507001388760.47725350069438
190.4562137938487020.9124275876974030.543786206151298
200.3829045945044870.7658091890089730.617095405495513
210.4216549318825040.8433098637650080.578345068117496
220.4030516160338670.8061032320677330.596948383966133
230.3400626731223510.6801253462447030.659937326877649
240.2723737713394630.5447475426789250.727626228660537
250.2044730000461420.4089460000922840.795526999953858
260.1597905122330350.319581024466070.840209487766965
270.1181189369853780.2362378739707560.881881063014622
280.09192104141024720.1838420828204940.908078958589753
290.08865291711931030.1773058342386210.91134708288069
300.05803414334750050.1160682866950010.9419658566525
310.05334902583226420.1066980516645280.946650974167736
320.0905494389204890.1810988778409780.909450561079511
330.08101785216353310.1620357043270660.918982147836467
340.07274190758842240.1454838151768450.927258092411578
350.06133666798569530.1226733359713910.938663332014305
360.04482285840338160.0896457168067630.955177141596618
370.07870222074669550.1574044414933910.921297779253305
380.1071117285954880.2142234571909750.892888271404512
390.1019662130591020.2039324261182050.898033786940898
400.1034201047049990.2068402094099980.896579895295001
410.08975361642164210.1795072328432840.910246383578358
420.1858234576384710.3716469152769420.814176542361529
430.1881334624616840.3762669249233680.811866537538316
440.6530248176805850.6939503646388300.346975182319415
450.6738938618646320.6522122762707360.326106138135368
460.6202913294030540.7594173411938920.379708670596946


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level00OK
10% type I error level10.0270270270270270OK