| Multiple Linear Regression - Estimated Regression Equation |
| Olie[t] = + 386.45427318052 + 0.56701815519588Maand[t] + 445.307733549336Dollar[t] + 0.254778211717494Yen[t] + 150.818766016759Pond[t] -108.357416744584Noorse_kroon[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) | 386.45427318052 | 121.550312 | 3.1794 | 0.002487 | 0.001244 |
| Maand | 0.56701815519588 | 1.313911 | 0.4315 | 0.667853 | 0.333926 |
| Dollar | 445.307733549336 | 118.192058 | 3.7677 | 0.000422 | 0.000211 |
| Yen | 0.254778211717494 | 0.858014 | 0.2969 | 0.767696 | 0.383848 |
| Pond | 150.818766016759 | 178.96263 | 0.8427 | 0.403234 | 0.201617 |
| Noorse_kroon | -108.357416744584 | 15.845472 | -6.8384 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.907506707840720 |
| R-squared | 0.823568424775901 |
| Adjusted R-squared | 0.806603850235122 |
| F-TEST (value) | 48.5463648260816 |
| F-TEST (DF numerator) | 5 |
| F-TEST (DF denominator) | 52 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 30.9175680466866 |
| Sum Squared Residuals | 49706.5927239179 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 288.6 | 293.353403013746 | -4.75340301374643 |
| 2 | 269.1 | 271.961126744932 | -2.86112674493149 |
| 3 | 268.7 | 258.142316483115 | 10.5576835168855 |
| 4 | 264.3 | 245.885593532205 | 18.4144064677949 |
| 5 | 264.3 | 229.546935126452 | 34.7530648735479 |
| 6 | 267.6 | 254.138964538376 | 13.4610354616239 |
| 7 | 298.1 | 289.748617947162 | 8.35138205283805 |
| 8 | 279.8 | 290.239685466972 | -10.4396854669716 |
| 9 | 263.2 | 283.851222380255 | -20.6512223802547 |
| 10 | 272.5 | 303.659318116762 | -31.1593181167624 |
| 11 | 263.7 | 301.611415364613 | -37.9114153646128 |
| 12 | 273.7 | 313.897031746773 | -40.1970317467729 |
| 13 | 261.4 | 317.562251863507 | -56.1622518635067 |
| 14 | 241.1 | 278.584049391579 | -37.4840493915788 |
| 15 | 253.4 | 253.968966176344 | -0.568966176344293 |
| 16 | 228.6 | 212.321747018785 | 16.278252981215 |
| 17 | 244.9 | 208.402791215268 | 36.4972087847318 |
| 18 | 206.1 | 213.409952722369 | -7.30995272236906 |
| 19 | 177 | 192.984226829638 | -15.9842268296384 |
| 20 | 165.1 | 184.989381305061 | -19.8893813050612 |
| 21 | 148.1 | 169.693757259429 | -21.5937572594292 |
| 22 | 152.9 | 145.148590181580 | 7.75140981841964 |
| 23 | 146.5 | 136.569040077785 | 9.9309599222154 |
| 24 | 188 | 160.347592419647 | 27.6524075803531 |
| 25 | 252 | 205.957239804139 | 46.0427601958606 |
| 26 | 351.6 | 308.538847305168 | 43.0611526948323 |
| 27 | 403 | 356.352661714665 | 46.6473382853351 |
| 28 | 468.8 | 384.405032214413 | 84.394967785587 |
| 29 | 464 | 380.330629316732 | 83.6693706832675 |
| 30 | 435.4 | 392.576613186401 | 42.8233868135986 |
| 31 | 382.2 | 390.517096005607 | -8.31709600560731 |
| 32 | 360.6 | 371.354677544008 | -10.7546775440078 |
| 33 | 329.5 | 334.463055029480 | -4.96305502947965 |
| 34 | 320.2 | 332.602108062940 | -12.4021080629395 |
| 35 | 315 | 325.629645610391 | -10.6296456103911 |
| 36 | 322.7 | 334.077827006487 | -11.3778270064866 |
| 37 | 289.7 | 337.520858928261 | -47.8208589282614 |
| 38 | 270.3 | 306.649300356356 | -36.3493003563565 |
| 39 | 247.8 | 275.353425939469 | -27.5534259394694 |
| 40 | 259.6 | 284.552811498686 | -24.9528114986862 |
| 41 | 241 | 257.13323658224 | -16.1332365822401 |
| 42 | 230 | 252.843253277586 | -22.8432532775859 |
| 43 | 230.3 | 253.479527390884 | -23.1795273908840 |
| 44 | 214 | 236.721002362409 | -22.7210023624091 |
| 45 | 202.9 | 235.500814384592 | -32.6008143845918 |
| 46 | 188.5 | 208.879895340196 | -20.3798953401960 |
| 47 | 215.6 | 238.069782624831 | -22.4697826248305 |
| 48 | 205.6 | 213.926274941848 | -8.32627494184792 |
| 49 | 203.7 | 182.996507546909 | 20.7034924530907 |
| 50 | 218.2 | 202.146551343265 | 16.0534486567349 |
| 51 | 253 | 234.893109492463 | 18.1068905075371 |
| 52 | 255.4 | 236.867144231277 | 18.5328557687226 |
| 53 | 240.7 | 244.690286441609 | -3.99028644160937 |
| 54 | 242.2 | 253.636754823326 | -11.4367548233264 |
| 55 | 240.2 | 228.130164443437 | 12.0698355565631 |
| 56 | 215.2 | 197.991309841044 | 17.2086901589555 |
| 57 | 211.1 | 183.093929697915 | 28.0060703020853 |
| 58 | 219.3 | 194.100648788609 | 25.1993512113909 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 9 | 0.00532914549351078 | 0.0106582909870216 | 0.99467085450649 |
| 10 | 0.00111757808067938 | 0.00223515616135877 | 0.99888242191932 |
| 11 | 0.00616843788604421 | 0.0123368757720884 | 0.993831562113956 |
| 12 | 0.00182257711730863 | 0.00364515423461726 | 0.998177422882691 |
| 13 | 0.00217607159019916 | 0.00435214318039831 | 0.9978239284098 |
| 14 | 0.000927708759081538 | 0.00185541751816308 | 0.999072291240918 |
| 15 | 0.00139434256328510 | 0.00278868512657021 | 0.998605657436715 |
| 16 | 0.000573104561948539 | 0.00114620912389708 | 0.999426895438051 |
| 17 | 0.000534038433410241 | 0.00106807686682048 | 0.99946596156659 |
| 18 | 0.00105402803443618 | 0.00210805606887236 | 0.998945971965564 |
| 19 | 0.00152489180677325 | 0.00304978361354650 | 0.998475108193227 |
| 20 | 0.00113141906909953 | 0.00226283813819905 | 0.9988685809309 |
| 21 | 0.00221934716343472 | 0.00443869432686945 | 0.997780652836565 |
| 22 | 0.00718974152662925 | 0.0143794830532585 | 0.99281025847337 |
| 23 | 0.0136281608910780 | 0.0272563217821559 | 0.986371839108922 |
| 24 | 0.0456134949679162 | 0.0912269899358323 | 0.954386505032084 |
| 25 | 0.0535143544890701 | 0.107028708978140 | 0.94648564551093 |
| 26 | 0.150833356006400 | 0.301666712012799 | 0.8491666439936 |
| 27 | 0.242940988503796 | 0.485881977007592 | 0.757059011496204 |
| 28 | 0.622743325011191 | 0.754513349977618 | 0.377256674988809 |
| 29 | 0.943236129951261 | 0.113527740097478 | 0.0567638700487391 |
| 30 | 0.99275871811484 | 0.0144825637703188 | 0.00724128188515939 |
| 31 | 0.99882233126465 | 0.00235533747070065 | 0.00117766873535032 |
| 32 | 0.999538177321642 | 0.000923645356715401 | 0.000461822678357701 |
| 33 | 0.999835236702289 | 0.000329526595421595 | 0.000164763297710798 |
| 34 | 0.999898358686889 | 0.000203282626222107 | 0.000101641313111053 |
| 35 | 0.999965967932403 | 6.80641351938378e-05 | 3.40320675969189e-05 |
| 36 | 0.999994440115787 | 1.11197684258296e-05 | 5.5598842129148e-06 |
| 37 | 0.999996428317466 | 7.14336506756025e-06 | 3.57168253378012e-06 |
| 38 | 0.999992726709848 | 1.4546580303717e-05 | 7.2732901518585e-06 |
| 39 | 0.999979723660035 | 4.05526799298561e-05 | 2.02763399649281e-05 |
| 40 | 0.999952224001057 | 9.55519978855357e-05 | 4.77759989427678e-05 |
| 41 | 0.99988904204907 | 0.000221915901860696 | 0.000110957950930348 |
| 42 | 0.99966929937631 | 0.000661401247379936 | 0.000330700623689968 |
| 43 | 0.999277511854484 | 0.00144497629103201 | 0.000722488145516006 |
| 44 | 0.997773128333933 | 0.00445374333213501 | 0.00222687166606751 |
| 45 | 0.993914411402538 | 0.0121711771949245 | 0.00608558859746225 |
| 46 | 0.983654613723856 | 0.0326907725522873 | 0.0163453862761437 |
| 47 | 0.992734958609408 | 0.0145300827811845 | 0.00726504139059227 |
| 48 | 0.996111763375728 | 0.00777647324854409 | 0.00388823662427204 |
| 49 | 0.981006930143564 | 0.0379861397128729 | 0.0189930698564365 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 26 | 0.634146341463415 | NOK |
| 5% type I error level | 35 | 0.853658536585366 | NOK |
| 10% type I error level | 36 | 0.878048780487805 | NOK |
