Multiple Linear Regression - Estimated Regression Equation

Rente[t] = + 3.13723809523809 -1.32877655677656Crisis[t] + 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)	3.13723809523809	0.092478	33.9241	0	0
Crisis	-1.32877655677656	0.278618	-4.7692	5e-06	3e-06

Multiple Linear Regression - Regression Statistics
Multiple R	0.404887890970327
R-squared	0.163934204254399
Adjusted R-squared	0.156726740497972
F-TEST (value)	22.7450612024519
F-TEST (DF numerator)	1
F-TEST (DF denominator)	116
p-value	5.42355474930645e-06
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.94761892292712
Sum Squared Residuals	104.165868278388

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	3	3.1372380952381	-0.137238095238100
2	3.21	3.13723809523809	0.0727619047619051
3	3.37	3.13723809523810	0.232761904761905
4	3.51	3.13723809523810	0.372761904761905
5	3.75	3.13723809523810	0.612761904761905
6	4.11	3.13723809523810	0.972761904761905
7	4.25	3.13723809523809	1.11276190476191
8	4.25	3.13723809523809	1.11276190476191
9	4.5	3.13723809523809	1.36276190476191
10	4.7	3.13723809523809	1.56276190476191
11	4.75	3.13723809523809	1.61276190476191
12	4.75	3.13723809523809	1.61276190476191
13	4.75	3.13723809523809	1.61276190476191
14	4.75	3.13723809523809	1.61276190476191
15	4.75	3.13723809523809	1.61276190476191
16	4.75	3.13723809523809	1.61276190476191
17	4.58	3.13723809523809	1.44276190476191
18	4.5	3.13723809523809	1.36276190476191
19	4.5	3.13723809523809	1.36276190476191
20	4.49	3.13723809523809	1.35276190476191
21	4.03	3.13723809523810	0.892761904761905
22	3.75	3.13723809523810	0.612761904761905
23	3.39	3.13723809523810	0.252761904761905
24	3.25	3.13723809523810	0.112761904761905
25	3.25	3.13723809523810	0.112761904761905
26	3.25	3.13723809523810	0.112761904761905
27	3.25	3.13723809523810	0.112761904761905
28	3.25	3.13723809523810	0.112761904761905
29	3.25	3.13723809523810	0.112761904761905
30	3.25	3.13723809523810	0.112761904761905
31	3.25	3.13723809523810	0.112761904761905
32	3.25	3.13723809523810	0.112761904761905
33	3.25	3.13723809523810	0.112761904761905
34	3.25	3.13723809523810	0.112761904761905
35	3.25	3.13723809523810	0.112761904761905
36	2.85	3.13723809523810	-0.287238095238095
37	2.75	3.13723809523810	-0.387238095238095
38	2.75	3.13723809523810	-0.387238095238095
39	2.55	3.13723809523810	-0.587238095238095
40	2.5	3.13723809523810	-0.637238095238095
41	2.5	3.13723809523810	-0.637238095238095
42	2.1	3.13723809523809	-1.03723809523809
43	2	3.13723809523809	-1.13723809523809
44	2	3.13723809523809	-1.13723809523809
45	2	3.13723809523809	-1.13723809523809
46	2	3.13723809523809	-1.13723809523809
47	2	3.13723809523809	-1.13723809523809
48	2	3.13723809523809	-1.13723809523809
49	2	3.13723809523809	-1.13723809523809
50	2	3.13723809523809	-1.13723809523809
51	2	3.13723809523809	-1.13723809523809
52	2	3.13723809523809	-1.13723809523809
53	2	3.13723809523809	-1.13723809523809
54	2	3.13723809523809	-1.13723809523809
55	2	3.13723809523809	-1.13723809523809
56	2	3.13723809523809	-1.13723809523809
57	2	3.13723809523809	-1.13723809523809
58	2	3.13723809523809	-1.13723809523809
59	2	3.13723809523809	-1.13723809523809
60	2	3.13723809523809	-1.13723809523809
61	2	3.13723809523809	-1.13723809523809
62	2	3.13723809523809	-1.13723809523809
63	2	3.13723809523809	-1.13723809523809
64	2	3.13723809523809	-1.13723809523809
65	2	3.13723809523809	-1.13723809523809
66	2	3.13723809523809	-1.13723809523809
67	2	3.13723809523809	-1.13723809523809
68	2	3.13723809523809	-1.13723809523809
69	2	3.13723809523809	-1.13723809523809
70	2	3.13723809523809	-1.13723809523809
71	2	3.13723809523809	-1.13723809523809
72	2.21	3.13723809523810	-0.927238095238095
73	2.25	3.13723809523810	-0.887238095238095
74	2.25	3.13723809523810	-0.887238095238095
75	2.45	3.13723809523810	-0.687238095238095
76	2.5	3.13723809523810	-0.637238095238095
77	2.5	3.13723809523810	-0.637238095238095
78	2.64	3.13723809523810	-0.497238095238095
79	2.75	3.13723809523810	-0.387238095238095
80	2.93	3.13723809523810	-0.207238095238095
81	3	3.13723809523810	-0.137238095238095
82	3.17	3.13723809523810	0.0327619047619048
83	3.25	3.13723809523810	0.112761904761905
84	3.39	3.13723809523810	0.252761904761905
85	3.5	3.13723809523810	0.362761904761905
86	3.5	3.13723809523810	0.362761904761905
87	3.65	3.13723809523810	0.512761904761905
88	3.75	3.13723809523810	0.612761904761905
89	3.75	3.13723809523810	0.612761904761905
90	3.9	3.13723809523810	0.762761904761905
91	4	3.13723809523810	0.862761904761905
92	4	3.13723809523810	0.862761904761905
93	4	3.13723809523810	0.862761904761905
94	4	3.13723809523810	0.862761904761905
95	4	3.13723809523810	0.862761904761905
96	4	3.13723809523810	0.862761904761905
97	4	3.13723809523810	0.862761904761905
98	4	3.13723809523810	0.862761904761905
99	4	3.13723809523810	0.862761904761905
100	4	3.13723809523810	0.862761904761905
101	4	3.13723809523810	0.862761904761905
102	4	3.13723809523810	0.862761904761905
103	4.18	3.13723809523809	1.04276190476190
104	4.25	3.13723809523809	1.11276190476191
105	4.25	3.13723809523809	1.11276190476191
106	3.97	1.80846153846154	2.16153846153846
107	3.42	1.80846153846154	1.61153846153846
108	2.75	1.80846153846154	0.941538461538462
109	2.31	1.80846153846154	0.501538461538462
110	2	1.80846153846154	0.191538461538462
111	1.66	1.80846153846154	-0.148461538461538
112	1.31	1.80846153846154	-0.498461538461538
113	1.09	1.80846153846154	-0.718461538461538
114	1	1.80846153846154	-0.808461538461538
115	1	1.80846153846154	-0.808461538461538
116	1	1.80846153846154	-0.808461538461538
117	1	1.80846153846154	-0.808461538461538
118	1	1.80846153846154	-0.808461538461538

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
5	0.0498227387083205	0.099645477416641	0.95017726129168
6	0.0678863209461671	0.135772641892334	0.932113679053833
7	0.0741282099744185	0.148256419948837	0.925871790025582
8	0.0627302655828177	0.125460531165635	0.937269734417182
9	0.0713644829767428	0.142728965953486	0.928635517023257
10	0.0930469752846355	0.186093950569271	0.906953024715365
11	0.108858488252405	0.21771697650481	0.891141511747595
12	0.115260336583937	0.230520673167873	0.884739663416063
13	0.115902670920094	0.231805341840188	0.884097329079906
14	0.113339945657443	0.226679891314886	0.886660054342557
15	0.109283637116423	0.218567274232846	0.890716362883577
16	0.104871686971025	0.209743373942051	0.895128313028975
17	0.0889775977297101	0.177955195459420	0.91102240227029
18	0.0724745542400886	0.144949108480177	0.927525445759911
19	0.0595057868118444	0.119011573623689	0.940494213188156
20	0.049138163903462	0.098276327806924	0.950861836096538
21	0.0372089291679845	0.074417858335969	0.962791070832016
22	0.0314498500021996	0.0628997000043992	0.9685501499978
23	0.0359645840771554	0.0719291681543107	0.964035415922845
24	0.044896218138647	0.089792436277294	0.955103781861353
25	0.0517128314754725	0.103425662950945	0.948287168524528
26	0.0562230308933806	0.112446061786761	0.94377696910662
27	0.0585304834456979	0.117060966891396	0.941469516554302
28	0.058897449077318	0.117794898154636	0.941102550922682
29	0.057656029695117	0.115312059390234	0.942343970304883
30	0.055154278231573	0.110308556463146	0.944845721768427
31	0.0517250992529974	0.103450198505995	0.948274900747003
32	0.047669355232356	0.095338710464712	0.952330644767644
33	0.0432476733794171	0.0864953467588342	0.956752326620583
34	0.0386775813399532	0.0773551626799063	0.961322418660047
35	0.0341339353557548	0.0682678707115097	0.965866064644245
36	0.0390523796550146	0.0781047593100292	0.960947620344985
37	0.0464456120579773	0.0928912241159545	0.953554387942023
38	0.0525237535522682	0.105047507104536	0.947476246447732
39	0.0668850607238114	0.133770121447623	0.933114939276189
40	0.0832537017761566	0.166507403552313	0.916746298223843
41	0.0980827127768197	0.196165425553639	0.90191728722318
42	0.148399879907573	0.296799759815146	0.851600120092427
43	0.215909934978293	0.431819869956586	0.784090065021707
44	0.284729478969436	0.569458957938872	0.715270521030564
45	0.350658930570354	0.701317861140708	0.649341069429646
46	0.411326006926686	0.822652013853372	0.588673993073314
47	0.465735598054044	0.931471196108087	0.534264401945956
48	0.513776076845007	0.972447846309987	0.486223923154993
49	0.555833106240837	0.888333787518326	0.444166893759163
50	0.592531090623861	0.814937818752278	0.407468909376139
51	0.62457692824764	0.75084614350472	0.37542307175236
52	0.652673796696794	0.694652406606412	0.347326203303206
53	0.677478667346656	0.645042665306688	0.322521332653344
54	0.699585284519912	0.600829430960176	0.300414715480088
55	0.71952095937747	0.560958081245059	0.280479040622530
56	0.737750137818848	0.524499724362304	0.262249862181152
57	0.754680646525168	0.490638706949663	0.245319353474832
58	0.770670295060849	0.458659409878302	0.229329704939151
59	0.786032524304977	0.427934951390046	0.213967475695023
60	0.801040330160757	0.397919339678485	0.198959669839243
61	0.815927944521877	0.368144110956247	0.184072055478123
62	0.830889844394247	0.338220311211505	0.169110155605753
63	0.846076670442047	0.307846659115906	0.153923329557953
64	0.861587644772963	0.276824710454074	0.138412355227037
65	0.87745917963466	0.24508164073068	0.12254082036534
66	0.893649708554634	0.212700582890732	0.106350291445366
67	0.910021578763771	0.179956842472457	0.0899784212362285
68	0.926322459644483	0.147355080711033	0.0736775403555167
69	0.942171572210155	0.115656855579690	0.0578284277898449
70	0.957060436719773	0.0858791265604539	0.0429395632802269
71	0.970383319843599	0.0592333603128028	0.0296166801564014
72	0.976634165757198	0.0467316684856051	0.0233658342428025
73	0.981996756727088	0.0360064865458232	0.0180032432729116
74	0.987168318729845	0.0256633625403098	0.0128316812701549
75	0.989439102621858	0.0211217947562838	0.0105608973781419
76	0.991410827163957	0.0171783456720868	0.0085891728360434
77	0.99354627071607	0.0129074585678598	0.00645372928392991
78	0.994711185599892	0.0105776288002169	0.00528881440010846
79	0.995407180235584	0.00918563952883117	0.00459281976441559
80	0.995411862594143	0.00917627481171316	0.00458813740585658
81	0.99530212315016	0.0093957536996815	0.00469787684984075
82	0.994600140110552	0.0107997197788962	0.00539985988944808
83	0.993587205893494	0.0128255882130118	0.00641279410650589
84	0.991860696322893	0.0162786073542135	0.00813930367710677
85	0.989298565462294	0.0214028690754117	0.0107014345377059
86	0.986168827713868	0.0276623445722634	0.0138311722861317
87	0.981461383306281	0.0370772333874371	0.0185386166937186
88	0.9749780985943	0.0500438028113983	0.0250219014056991
89	0.96663217751229	0.0667356449754192	0.0333678224877096
90	0.955521559695908	0.0889568806081847	0.0444784403040923
91	0.941564286936958	0.116871426126084	0.058435713063042
92	0.923863052788478	0.152273894423043	0.0761369472115216
93	0.901719718090734	0.196560563818531	0.0982802819092656
94	0.87443405840097	0.251131883198060	0.125565941599030
95	0.841361709628626	0.317276580742748	0.158638290371374
96	0.801989929584416	0.396020140831168	0.198010070415584
97	0.756028333226941	0.487943333546118	0.243971666773059
98	0.703508267821482	0.592983464357037	0.296491732178518
99	0.644881494440788	0.710237011118424	0.355118505559212
100	0.581109106504155	0.83778178699169	0.418890893495845
101	0.513743421357376	0.972513157285249	0.486256578642624
102	0.445063335494829	0.890126670989657	0.554936664505171
103	0.376818431274523	0.753636862549046	0.623181568725477
104	0.311031216633611	0.622062433267222	0.688968783366389
105	0.248363160549950	0.496726321099901	0.75163683945005
106	0.587878507177664	0.824242985644671	0.412121492822336
107	0.8715171157433	0.256965768513399	0.128482884256700
108	0.963031228198125	0.0739375436037492	0.0369687718018746
109	0.989809091986742	0.0203818160265160	0.0101909080132580
110	0.998238866211752	0.00352226757649528	0.00176113378824764
111	0.999860468057083	0.000279063885834137	0.000139531942917069
112	0.999992584307243	1.4831385513298e-05	7.415692756649e-06
113	1	5.58034438050468e-47	2.79017219025234e-47

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	7	0.0642201834862385	NOK
5% type I error level	21	0.192660550458716	NOK
10% type I error level	39	0.357798165137615	NOK