Multiple Linear Regression - Estimated Regression Equation |
dollarkoers[t] = + 0.97001875 + 0.0481026785714286dummy[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) | 0.97001875 | 0.017542 | 55.2966 | 0 | 0 |
dummy | 0.0481026785714286 | 0.025679 | 1.8732 | 0.066079 | 0.033039 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.238847838312137 |
R-squared | 0.0570482898663805 |
Adjusted R-squared | 0.0407905017606286 |
F-TEST (value) | 3.50898224871049 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 58 |
p-value | 0.0660788714776899 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.0992332132848794 |
Sum Squared Residuals | 0.571139375892857 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1.2286 | 1.01812142857143 | 0.210478571428570 |
2 | 1.1702 | 1.01812142857143 | 0.152078571428571 |
3 | 1.1692 | 1.01812142857143 | 0.151078571428571 |
4 | 1.1222 | 1.01812142857143 | 0.104078571428572 |
5 | 1.1139 | 1.01812142857143 | 0.0957785714285714 |
6 | 1.1372 | 1.01812142857143 | 0.119078571428571 |
7 | 1.1663 | 1.01812142857143 | 0.148178571428571 |
8 | 1.1582 | 1.01812142857143 | 0.140078571428571 |
9 | 1.0848 | 1.01812142857143 | 0.0666785714285714 |
10 | 1.0807 | 1.01812142857143 | 0.0625785714285714 |
11 | 1.0773 | 1.01812142857143 | 0.0591785714285714 |
12 | 1.0622 | 1.01812142857143 | 0.0440785714285715 |
13 | 1.0183 | 1.01812142857143 | 0.000178571428571434 |
14 | 1.0014 | 1.01812142857143 | -0.0167214285714285 |
15 | 0.9811 | 1.01812142857143 | -0.0370214285714286 |
16 | 0.9808 | 1.01812142857143 | -0.0373214285714285 |
17 | 0.9778 | 1.01812142857143 | -0.0403214285714285 |
18 | 0.9922 | 1.01812142857143 | -0.0259214285714286 |
19 | 0.9554 | 1.01812142857143 | -0.0627214285714285 |
20 | 0.917 | 1.01812142857143 | -0.101121428571429 |
21 | 0.8858 | 1.01812142857143 | -0.132321428571429 |
22 | 0.8758 | 1.01812142857143 | -0.142321428571429 |
23 | 0.87 | 1.01812142857143 | -0.148121428571429 |
24 | 0.8833 | 1.01812142857143 | -0.134821428571429 |
25 | 0.8924 | 1.01812142857143 | -0.125721428571429 |
26 | 0.8883 | 1.01812142857143 | -0.129821428571429 |
27 | 0.9059 | 1.01812142857143 | -0.112221428571429 |
28 | 0.9111 | 1.01812142857143 | -0.107021428571429 |
29 | 0.9005 | 0.97001875 | -0.06951875 |
30 | 0.8607 | 0.97001875 | -0.10931875 |
31 | 0.8532 | 0.97001875 | -0.11681875 |
32 | 0.8742 | 0.97001875 | -0.09581875 |
33 | 0.892 | 0.97001875 | -0.07801875 |
34 | 0.9095 | 0.97001875 | -0.06051875 |
35 | 0.9217 | 0.97001875 | -0.04831875 |
36 | 0.9383 | 0.97001875 | -0.03171875 |
37 | 0.8973 | 0.97001875 | -0.07271875 |
38 | 0.8564 | 0.97001875 | -0.11361875 |
39 | 0.8552 | 0.97001875 | -0.11481875 |
40 | 0.8721 | 0.97001875 | -0.09791875 |
41 | 0.9041 | 0.97001875 | -0.06591875 |
42 | 0.9397 | 0.97001875 | -0.03031875 |
43 | 0.9492 | 0.97001875 | -0.0208187500000000 |
44 | 0.906 | 0.97001875 | -0.06401875 |
45 | 0.947 | 0.97001875 | -0.0230187500000000 |
46 | 0.9643 | 0.97001875 | -0.00571874999999996 |
47 | 0.9834 | 0.97001875 | 0.0133812500000000 |
48 | 1.0137 | 0.97001875 | 0.0436812500000000 |
49 | 1.011 | 0.97001875 | 0.0409812499999999 |
50 | 1.0338 | 0.97001875 | 0.06378125 |
51 | 1.0706 | 0.97001875 | 0.10058125 |
52 | 1.0501 | 0.97001875 | 0.08008125 |
53 | 1.0604 | 0.97001875 | 0.09038125 |
54 | 1.0353 | 0.97001875 | 0.0652812500000001 |
55 | 1.0378 | 0.97001875 | 0.06778125 |
56 | 1.0628 | 0.97001875 | 0.09278125 |
57 | 1.0704 | 0.97001875 | 0.10038125 |
58 | 1.0883 | 0.97001875 | 0.11828125 |
59 | 1.1208 | 0.97001875 | 0.15078125 |
60 | 1.1608 | 0.97001875 | 0.19078125 |