Multiple Linear Regression - Estimated Regression Equation

Rente[t] = + 3.4123673351131 -1.02250061050061Crisis[t] -0.00519111773349061t + 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)	3.4123673351131	0.184609	18.4843	0	0
Crisis	-1.02250061050061	0.32887	-3.1091	0.002365	0.001183
t	-0.00519111773349061	0.003023	-1.7172	0.088629	0.044315

Multiple Linear Regression - Regression Statistics
Multiple R	0.429926643221723
R-squared	0.184836918551899
Adjusted R-squared	0.170660169309323
F-TEST (value)	13.0380325834357
F-TEST (DF numerator)	2
F-TEST (DF denominator)	115
p-value	7.88059275047548e-06
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.939757546594498
Sum Squared Residuals	101.561588333851

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	3	3.40717621737961	-0.407176217379612
2	3.21	3.40198509964612	-0.191985099646117
3	3.37	3.39679398191263	-0.0267939819126257
4	3.51	3.39160286417914	0.118397135820865
5	3.75	3.38641174644564	0.363588253554355
6	4.11	3.38122062871215	0.728779371287846
7	4.25	3.37602951097866	0.873970489021337
8	4.25	3.37083839324517	0.879161606754827
9	4.5	3.36564727551168	1.13435272448832
10	4.7	3.36045615777819	1.33954384222181
11	4.75	3.3552650400447	1.3947349599553
12	4.75	3.35007392231121	1.39992607768879
13	4.75	3.34488280457772	1.40511719542228
14	4.75	3.33969168684423	1.41030831315577
15	4.75	3.33450056911074	1.41549943088926
16	4.75	3.32930945137725	1.42069054862275
17	4.58	3.32411833364376	1.25588166635624
18	4.5	3.31892721591027	1.18107278408973
19	4.5	3.31373609817678	1.18626390182322
20	4.49	3.30854498044329	1.18145501955671
21	4.03	3.30335386270979	0.726646137290206
22	3.75	3.29816274497630	0.451837255023696
23	3.39	3.29297162724281	0.0970283727571866
24	3.25	3.28778050950932	-0.0377805095093229
25	3.25	3.28258939177583	-0.0325893917758323
26	3.25	3.27739827404234	-0.0273982740423417
27	3.25	3.27220715630885	-0.0222071563088511
28	3.25	3.26701603857536	-0.0170160385753605
29	3.25	3.26182492084187	-0.0118249208418698
30	3.25	3.25663380310838	-0.00663380310837925
31	3.25	3.25144268537489	-0.00144268537488863
32	3.25	3.2462515676414	0.00374843235860198
33	3.25	3.24106044990791	0.0089395500920926
34	3.25	3.23586933217442	0.0141306678255832
35	3.25	3.23067821444093	0.0193217855590738
36	2.85	3.22548709670744	-0.375487096707435
37	2.75	3.22029597897395	-0.470295978973945
38	2.75	3.21510486124045	-0.465104861240454
39	2.55	3.20991374350696	-0.659913743506964
40	2.5	3.20472262577347	-0.704722625773473
41	2.5	3.19953150803998	-0.699531508039982
42	2.1	3.19434039030649	-1.09434039030649
43	2	3.189149272573	-1.18914927257300
44	2	3.18395815483951	-1.18395815483951
45	2	3.17876703710602	-1.17876703710602
46	2	3.17357591937253	-1.17357591937253
47	2	3.16838480163904	-1.16838480163904
48	2	3.16319368390555	-1.16319368390555
49	2	3.15800256617206	-1.15800256617206
50	2	3.15281144843857	-1.15281144843857
51	2	3.14762033070508	-1.14762033070508
52	2	3.14242921297159	-1.14242921297159
53	2	3.13723809523810	-1.13723809523810
54	2	3.13204697750460	-1.13204697750460
55	2	3.12685585977111	-1.12685585977111
56	2	3.12166474203762	-1.12166474203762
57	2	3.11647362430413	-1.11647362430413
58	2	3.11128250657064	-1.11128250657064
59	2	3.10609138883715	-1.10609138883715
60	2	3.10090027110366	-1.10090027110366
61	2	3.09570915337017	-1.09570915337017
62	2	3.09051803563668	-1.09051803563668
63	2	3.08532691790319	-1.08532691790319
64	2	3.0801358001697	-1.08013580016970
65	2	3.07494468243621	-1.07494468243621
66	2	3.06975356470272	-1.06975356470272
67	2	3.06456244696923	-1.06456244696923
68	2	3.05937132923574	-1.05937132923574
69	2	3.05418021150225	-1.05418021150225
70	2	3.04898909376875	-1.04898909376875
71	2	3.04379797603526	-1.04379797603526
72	2.21	3.03860685830177	-0.828606858301773
73	2.25	3.03341574056828	-0.783415740568283
74	2.25	3.02822462283479	-0.778224622834792
75	2.45	3.0230335051013	-0.573033505101301
76	2.5	3.01784238736781	-0.517842387367811
77	2.5	3.01265126963432	-0.51265126963432
78	2.64	3.00746015190083	-0.36746015190083
79	2.75	3.00226903416734	-0.252269034167339
80	2.93	2.99707791643385	-0.0670779164338484
81	3	2.99188679870036	0.00811320129964208
82	3.17	2.98669568096687	0.183304319033133
83	3.25	2.98150456323338	0.268495436766623
84	3.39	2.97631344549989	0.413686554500114
85	3.5	2.97112232776640	0.528877672233605
86	3.5	2.96593121003290	0.534068789967095
87	3.65	2.96074009229941	0.689259907700586
88	3.75	2.95554897456592	0.794451025434076
89	3.75	2.95035785683243	0.799642143167567
90	3.9	2.94516673909894	0.954833260901058
91	4	2.93997562136545	1.06002437863455
92	4	2.93478450363196	1.06521549636804
93	4	2.92959338589847	1.07040661410153
94	4	2.92440226816498	1.07559773183502
95	4	2.91921115043149	1.08078884956851
96	4	2.914020032698	1.085979967302
97	4	2.90882891496451	1.09117108503549
98	4	2.90363779723102	1.09636220276898
99	4	2.89844667949753	1.10155332050247
100	4	2.89325556176404	1.10674443823596
101	4	2.88806444403055	1.11193555596945
102	4	2.88287332629706	1.11712667370294
103	4.18	2.87768220856356	1.30231779143644
104	4.25	2.87249109083007	1.37750890916993
105	4.25	2.86729997309658	1.38270002690342
106	3.97	1.83960824486248	2.13039175513752
107	3.42	1.83441712712899	1.58558287287101
108	2.75	1.8292260093955	0.920773990604499
109	2.31	1.82403489166201	0.48596510833799
110	2	1.81884377392852	0.181156226071481
111	1.66	1.81365265619503	-0.153652656195029
112	1.31	1.80846153846154	-0.498461538461538
113	1.09	1.80327042072805	-0.713270420728048
114	1	1.79807930299456	-0.798079302994557
115	1	1.79288818526107	-0.792888185261066
116	1	1.78769706752758	-0.787697067527576
117	1	1.78250594979409	-0.782505949794085
118	1	1.77731483206059	-0.777314832060595

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
6	0.000971387872843095	0.00194277574568619	0.999028612127157
7	7.35515331372912e-05	0.000147103066274582	0.999926448466863
8	2.8241034445162e-05	5.6482068890324e-05	0.999971758965555
9	2.94006454644653e-06	5.88012909289306e-06	0.999997059935454
10	2.72979265341373e-07	5.45958530682745e-07	0.999999727020735
11	8.08531968728179e-08	1.61706393745636e-07	0.999999919146803
12	1.47357211653919e-07	2.94714423307839e-07	0.999999852642788
13	3.90427832884037e-07	7.80855665768074e-07	0.999999609572167
14	9.32911474175559e-07	1.86582294835112e-06	0.999999067088526
15	1.94273976002411e-06	3.88547952004821e-06	0.99999805726024
16	3.67953657731059e-06	7.35907315462119e-06	0.999996320463423
17	1.69941875235039e-05	3.39883750470078e-05	0.999983005812477
18	6.32385197705247e-05	0.000126477039541049	0.99993676148023
19	0.000149711926444567	0.000299423852889133	0.999850288073555
20	0.000302467821622505	0.00060493564324501	0.999697532178377
21	0.00205819676135868	0.00411639352271735	0.997941803238641
22	0.0114475629513499	0.0228951259026999	0.98855243704865
23	0.051276040525636	0.102552081051272	0.948723959474364
24	0.120952150184433	0.241904300368866	0.879047849815567
25	0.184630959996606	0.369261919993211	0.815369040003394
26	0.231865234778675	0.463730469557349	0.768134765221326
27	0.26368100546673	0.52736201093346	0.73631899453327
28	0.284249238181521	0.568498476363042	0.715750761818479
29	0.297890749104005	0.595781498208011	0.702109250895995
30	0.308383556975136	0.616767113950271	0.691616443024864
31	0.319001321340228	0.638002642680455	0.680998678659772
32	0.332762554427042	0.665525108854083	0.667237445572958
33	0.352754031977741	0.705508063955482	0.647245968022259
34	0.382499611738965	0.76499922347793	0.617500388261035
35	0.426330646962612	0.852661293925224	0.573669353037388
36	0.462787744399057	0.925575488798115	0.537212255600943
37	0.498491991345014	0.996983982690027	0.501508008654986
38	0.533633656019747	0.932732687960506	0.466366343980253
39	0.565682948923427	0.868634102153145	0.434317051076573
40	0.592623133768081	0.814753732463839	0.407376866231919
41	0.616323873568373	0.767352252863253	0.383676126431627
42	0.640295103902429	0.719409792195142	0.359704896097571
43	0.654412708569547	0.691174582860906	0.345587291430453
44	0.65403703182656	0.691925936346881	0.345962968173441
45	0.642825906270394	0.714348187459211	0.357174093729606
46	0.623153035604645	0.75369392879071	0.376846964395355
47	0.596716803040092	0.806566393919816	0.403283196959908
48	0.564887086547292	0.870225826905416	0.435112913452708
49	0.528888581653769	0.942222836692462	0.471111418346231
50	0.489883005713516	0.979766011427031	0.510116994286484
51	0.448989691105274	0.897979382210548	0.551010308894726
52	0.407271505955032	0.814543011910063	0.592728494044968
53	0.365705491155256	0.731410982310512	0.634294508844744
54	0.325151907605449	0.650303815210898	0.674848092394551
55	0.286330336639553	0.572660673279107	0.713669663360447
56	0.249806990283222	0.499613980566445	0.750193009716778
57	0.215993798934095	0.43198759786819	0.784006201065905
58	0.185157436675079	0.370314873350158	0.814842563324921
59	0.157435260588378	0.314870521176756	0.842564739411622
60	0.132854982231495	0.26570996446299	0.867145017768505
61	0.111355420987927	0.222710841975854	0.888644579012073
62	0.0928065532677882	0.185613106535576	0.907193446732212
63	0.0770279750866619	0.154055950173324	0.922972024913338
64	0.0638056508736227	0.127611301747245	0.936194349126377
65	0.0529073583990514	0.105814716798103	0.947092641600949
66	0.0440976065241863	0.0881952130483726	0.955902393475814
67	0.0371531773649022	0.0743063547298044	0.962846822635098
68	0.0318811958579326	0.0637623917158652	0.968118804142067
69	0.0281435163374486	0.0562870326748972	0.971856483662551
70	0.0258960067111868	0.0517920134223735	0.974103993288813
71	0.0252637292448896	0.0505274584897791	0.97473627075511
72	0.0266814411841226	0.0533628823682451	0.973318558815877
73	0.0296588006547448	0.0593176013094897	0.970341199345255
74	0.0348161548441608	0.0696323096883216	0.96518384515584
75	0.0440062775537368	0.0880125551074735	0.955993722446263
76	0.0575003023643035	0.115000604728607	0.942499697635697
77	0.0778421344002465	0.155684268800493	0.922157865599754
78	0.108929698509791	0.217859397019582	0.89107030149021
79	0.154274964096269	0.308549928192537	0.845725035903731
80	0.216111027845852	0.432222055691704	0.783888972154148
81	0.294391258777288	0.588782517554577	0.705608741222712
82	0.385499061804586	0.770998123609173	0.614500938195414
83	0.483478244513107	0.966956489026215	0.516521755486893
84	0.579649340967024	0.840701318065953	0.420350659032976
85	0.666840752866258	0.666318494267484	0.333159247133742
86	0.747151512850014	0.505696974299971	0.252848487149986
87	0.811343698134879	0.377312603730243	0.188656301865121
88	0.86073468250277	0.278530634994461	0.139265317497230
89	0.901853147	0.196293705999998	0.0981468529999992
90	0.929133340652967	0.141733318694065	0.0708666593470327
91	0.947042343669584	0.105915312660832	0.052957656330416
92	0.960671103137803	0.0786577937243933	0.0393288968621967
93	0.97130475734001	0.0573904853199779	0.0286952426599889
94	0.979627516973586	0.0407449660528286	0.0203724830264143
95	0.98600690769579	0.0279861846084201	0.0139930923042100
96	0.99069337665259	0.0186132466948197	0.00930662334740985
97	0.993942275974033	0.0121154480519348	0.00605772402596739
98	0.996051132655018	0.0078977346899634	0.0039488673449817
99	0.997329124933404	0.00534175013319196	0.00267087506659598
100	0.998044283615298	0.00391143276940339	0.00195571638470169
101	0.998391414617735	0.00321717076453035	0.00160858538226517
102	0.998499506064012	0.00300098787197552	0.00150049393598776
103	0.997650052727979	0.00469989454404261	0.00234994727202130
104	0.995471205749057	0.0090575885018869	0.00452879425094345
105	0.990818851901766	0.0183622961964677	0.00918114809823386
106	0.995790765279305	0.00841846944139019	0.00420923472069509
107	0.998648576729081	0.00270284654183707	0.00135142327091854
108	0.999012864258144	0.00197427148371133	0.000987135741855664
109	0.998996254391955	0.00200749121609082	0.00100374560804541
110	0.999317959146657	0.00136408170668574	0.00068204085334287
111	0.999765521606553	0.000468956786894535	0.000234478393447267
112	0.999921080926095	0.000157838147810196	7.89190739050981e-05

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	30	0.280373831775701	NOK
5% type I error level	36	0.336448598130841	NOK
10% type I error level	48	0.448598130841121	NOK