Multiple Linear Regression - Estimated Regression Equation
tprod[t] = + 12.9908192957064 + 0.00822602769769642rente[t] + 1.71770940750858y1[t] -0.849061836576314y2[t] + 0.00908552672304065t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)12.99081929570643.6412483.56770.0007740.000387
rente0.008226027697696420.0594480.13840.8904710.445235
y11.717709407508580.08011821.439700
y2-0.8490618365763140.085439-9.937700
t0.009085526723040650.0031842.85350.0061560.003078


Multiple Linear Regression - Regression Statistics
Multiple R0.992463563783446
R-squared0.984983925437739
Adjusted R-squared0.98385063679153
F-TEST (value)869.137733562538
F-TEST (DF numerator)4
F-TEST (DF denominator)53
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.153589057440373
Sum Squared Residuals1.25024872396738


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1100.7100.762989773365-0.062989773365053
2100.1100.17104936462-0.071049364619917
399.999.49110822811570.408891771884256
499.799.6690503452540.0309496547459434
599.599.5055580016683-0.00555800166831006
699.299.3409140142049-0.140914014204893
79999.006555592915-0.00655559291505667
89998.92846299464880.0715370053511918
999.399.1077721900720.192227809927998
1099.599.6321705390476-0.132170539047608
1199.799.7300793962995-0.0300793962994748
1210099.9128944372090.0871055627910264
13100.4100.2674804188690.132519581130688
14100.6100.708931157623-0.108931157622913
15100.7100.720535406509-0.0205354065085027
16100.7100.730921424451-0.0309214244513468
17100.6100.655100767517-0.0551007675167573
18100.5100.4923330932120.00766690678805705
19100.6100.4107698901010.189230109899161
20100.5100.674229253477-0.174229253476994
21100.4100.423676285820-0.0236762858203833
22100.3100.344745411573-0.0447454115725334
23100.4100.2669661812020.133033818797680
24100.4100.532728832334-0.132728832333871
25100.4100.456908175399-0.0569081753992734
26100.4100.465993702122-0.065993702122314
27100.4100.475079228845-0.0750792288453547
28100.5100.4841647555680.0158352444315989
29100.6100.665021223042-0.0650212230422954
30100.6100.760971506859-0.160971506858558
31100.5100.685150849924-0.185150849923966
32100.5100.522465435896-0.0224654358961586
33100.7100.6164571462770.083542853723177
34101.1100.9657941434230.134205856577486
35101.5101.4913284630640.00867153693606944
36101.9101.8478730181600.0521269818401117
37102.1102.202772367716-0.102772367716312
38102.1102.215363739926-0.115363739925633
39102.1102.0546368993330.0453631006665791
40102.4102.0604320149770.339567985022629
41102.8102.5840077611830.215992238816756
42103.1103.0254584999370.0745415000631995
43103.1103.210232114282-0.110232114281891
44102.9102.964599090032-0.064599090032029
45102.4102.630142735253-0.230142735253373
46101.9101.950185925537-0.0501859255373783
47101.3101.524947666794-0.224947666794295
48100.7100.927938467300-0.227938467300325
49100.6100.4158354514640.184164548535967
50101100.7625871393820.237412860618021
51101.5101.543662612766-0.043662612766099
52101.9102.071978108613-0.171978108612893
53102.1102.343616480051-0.243616480051229
54102.3102.356619153645-0.0566191536454327
55102.5102.539434194555-0.039434194554938
56102.9102.7222492354640.177750764535572
57103.6103.2486061578760.351393842124344
58104.3104.1204635352240.179536464775851


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
80.5595117749845230.8809764500309550.440488225015477
90.8365218555029640.3269562889940720.163478144497036
100.7454834151635980.5090331696728040.254516584836402
110.6351493747535720.7297012504928570.364850625246428
120.5237460825291870.9525078349416260.476253917470813
130.4264932732656420.8529865465312840.573506726734358
140.4457410225945970.8914820451891950.554258977405403
150.4046466200983830.8092932401967650.595353379901617
160.3422427824907810.6844855649815620.657757217509219
170.2823012468580760.5646024937161510.717698753141924
180.2061132409207120.4122264818414230.793886759079288
190.2375834200660540.4751668401321080.762416579933946
200.2400333865963180.4800667731926360.759966613403682
210.1768825945889190.3537651891778390.823117405411081
220.1245445269838140.2490890539676280.875455473016186
230.1349182838843760.2698365677687520.865081716115624
240.1020220749093730.2040441498187460.897977925090627
250.06884167070110730.1376833414022150.931158329298893
260.04514492153363970.09028984306727940.95485507846636
270.02890874780707240.05781749561414490.971091252192928
280.01889927057852600.03779854115705190.981100729421474
290.01108208788501130.02216417577002260.988917912114989
300.00857566422306140.01715132844612280.991424335776939
310.00953821502880860.01907643005761720.990461784971191
320.005466667940505880.01093333588101180.994533332059494
330.004166976048827720.008333952097655440.995833023951172
340.008557585503099360.01711517100619870.9914424144969
350.006978279417981270.01395655883596250.993021720582019
360.006025492835271640.01205098567054330.993974507164728
370.003614722284354840.007229444568709680.996385277715645
380.002715310475434150.005430620950868310.997284689524566
390.006666816260342480.01333363252068500.993333183739658
400.01491875953990620.02983751907981240.985081240460094
410.03978307533373330.07956615066746650.960216924666267
420.05378169194340820.1075633838868160.946218308056592
430.04907627899236090.09815255798472170.95092372100764
440.0701055989728490.1402111979456980.929894401027151
450.07485039705221650.1497007941044330.925149602947783
460.1358118898524850.2716237797049710.864188110147515
470.1658046022856270.3316092045712530.834195397714373
480.1108975076524590.2217950153049180.88910249234754
490.1162966443352820.2325932886705630.883703355664718
500.8083704131236540.3832591737526910.191629586876346


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level30.0697674418604651NOK
5% type I error level130.302325581395349NOK
10% type I error level170.395348837209302NOK