| Multiple Linear Regression - Estimated Regression Equation |
| eonia[t] = + 4.15592941176471 -0.226790196078433M1[t] -0.159913725490198M2[t] -0.163582352941180M3[t] -0.24865098039216M4[t] -0.260719607843140M5[t] -0.36098823529412M6[t] -0.311856862745100M7[t] -0.22492549019608M8[t] -0.245194117647061M9[t] -0.179862745098042M10[t] -0.0943313725490219M11[t] -0.0495313725490196t + 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) | 4.15592941176471 | 0.704125 | 5.9023 | 0 | 0 |
| M1 | -0.226790196078433 | 0.821175 | -0.2762 | 0.783597 | 0.391799 |
| M2 | -0.159913725490198 | 0.861911 | -0.1855 | 0.853592 | 0.426796 |
| M3 | -0.163582352941180 | 0.86081 | -0.19 | 0.850085 | 0.425042 |
| M4 | -0.24865098039216 | 0.859824 | -0.2892 | 0.773683 | 0.386841 |
| M5 | -0.260719607843140 | 0.858953 | -0.3035 | 0.762796 | 0.381398 |
| M6 | -0.36098823529412 | 0.858197 | -0.4206 | 0.675899 | 0.337949 |
| M7 | -0.311856862745100 | 0.857558 | -0.3637 | 0.717711 | 0.358855 |
| M8 | -0.22492549019608 | 0.857034 | -0.2624 | 0.7941 | 0.39705 |
| M9 | -0.245194117647061 | 0.856626 | -0.2862 | 0.775932 | 0.387966 |
| M10 | -0.179862745098042 | 0.856335 | -0.21 | 0.834527 | 0.417264 |
| M11 | -0.0943313725490219 | 0.85616 | -0.1102 | 0.912726 | 0.456363 |
| t | -0.0495313725490196 | 0.00999 | -4.9582 | 9e-06 | 5e-06 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.586785378864402 |
| R-squared | 0.344317080849039 |
| Adjusted R-squared | 0.180396351061299 |
| F-TEST (value) | 2.10050968718168 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 48 |
| p-value | 0.0348169075442155 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.35361562785521 |
| Sum Squared Residuals | 87.9492128627451 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 2.08 | 3.87960784313725 | -1.79960784313725 |
| 2 | 2.09 | 3.89695294117647 | -1.80695294117647 |
| 3 | 2.07 | 3.84375294117647 | -1.77375294117647 |
| 4 | 2.04 | 3.70915294117647 | -1.66915294117647 |
| 5 | 2.35 | 3.64755294117647 | -1.29755294117647 |
| 6 | 2.33 | 3.49775294117647 | -1.16775294117647 |
| 7 | 2.37 | 3.49735294117647 | -1.12735294117647 |
| 8 | 2.59 | 3.53475294117647 | -0.94475294117647 |
| 9 | 2.62 | 3.46495294117647 | -0.84495294117647 |
| 10 | 2.6 | 3.48075294117647 | -0.880752941176471 |
| 11 | 2.83 | 3.51675294117647 | -0.686752941176471 |
| 12 | 2.78 | 3.56155294117647 | -0.781552941176473 |
| 13 | 3.01 | 3.28523137254902 | -0.275231372549022 |
| 14 | 3.06 | 3.30257647058824 | -0.242576470588235 |
| 15 | 3.33 | 3.24937647058823 | 0.080623529411766 |
| 16 | 3.32 | 3.11477647058823 | 0.205223529411765 |
| 17 | 3.6 | 3.05317647058824 | 0.546823529411764 |
| 18 | 3.57 | 2.90337647058824 | 0.666623529411765 |
| 19 | 3.57 | 2.90297647058824 | 0.667023529411764 |
| 20 | 3.83 | 2.94037647058824 | 0.889623529411764 |
| 21 | 3.84 | 2.87057647058824 | 0.969423529411764 |
| 22 | 3.8 | 2.88637647058824 | 0.913623529411764 |
| 23 | 4.07 | 2.92237647058824 | 1.14762352941176 |
| 24 | 4.05 | 2.96717647058824 | 1.08282352941176 |
| 25 | 4.272 | 2.69085490196078 | 1.58114509803922 |
| 26 | 3.858 | 2.7082 | 1.1498 |
| 27 | 4.067 | 2.655 | 1.412 |
| 28 | 3.964 | 2.5204 | 1.4436 |
| 29 | 3.782 | 2.4588 | 1.3232 |
| 30 | 4.114 | 2.309 | 1.805 |
| 31 | 4.009 | 2.3086 | 1.7004 |
| 32 | 4.025 | 2.346 | 1.679 |
| 33 | 4.082 | 2.2762 | 1.8058 |
| 34 | 4.044 | 2.292 | 1.752 |
| 35 | 3.916 | 2.328 | 1.588 |
| 36 | 4.289 | 2.3728 | 1.91620000000000 |
| 37 | 4.296 | 2.09647843137255 | 2.19952156862745 |
| 38 | 4.193 | 2.11382352941176 | 2.07917647058824 |
| 39 | 3.48 | 2.06062352941176 | 1.41937647058824 |
| 40 | 2.934 | 1.92602352941176 | 1.00797647058824 |
| 41 | 2.221 | 1.86442352941176 | 0.356576470588236 |
| 42 | 1.211 | 1.71462352941176 | -0.503623529411764 |
| 43 | 1.28 | 1.71422352941176 | -0.434223529411764 |
| 44 | 0.96 | 1.75162352941177 | -0.791623529411765 |
| 45 | 0.5 | 1.68182352941176 | -1.18182352941176 |
| 46 | 0.687 | 1.69762352941176 | -1.01062352941176 |
| 47 | 0.344 | 1.73362352941176 | -1.38962352941176 |
| 48 | 0.346 | 1.77842352941177 | -1.43242352941177 |
| 49 | 0.334 | 1.50210196078431 | -1.16810196078431 |
| 50 | 0.34 | 1.51944705882353 | -1.17944705882353 |
| 51 | 0.328 | 1.46624705882353 | -1.13824705882353 |
| 52 | 0.344 | 1.33164705882353 | -0.987647058823528 |
| 53 | 0.341 | 1.27004705882353 | -0.929047058823529 |
| 54 | 0.32 | 1.12024705882353 | -0.800247058823529 |
| 55 | 0.314 | 1.11984705882353 | -0.80584705882353 |
| 56 | 0.325 | 1.15724705882353 | -0.83224705882353 |
| 57 | 0.339 | 1.08744705882353 | -0.74844705882353 |
| 58 | 0.329 | 1.10324705882353 | -0.774247058823529 |
| 59 | 0.48 | 1.13924705882353 | -0.65924705882353 |
| 60 | 0.399 | 1.18404705882353 | -0.785047058823532 |
| 61 | 0.37 | 0.90772549019608 | -0.537725490196079 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.00406742703168054 | 0.00813485406336109 | 0.99593257296832 |
| 17 | 0.000681033441420467 | 0.00136206688284093 | 0.99931896655858 |
| 18 | 0.000101963455902953 | 0.000203926911805907 | 0.999898036544097 |
| 19 | 1.34893749211852e-05 | 2.69787498423704e-05 | 0.999986510625079 |
| 20 | 1.80372337198144e-06 | 3.60744674396288e-06 | 0.999998196276628 |
| 21 | 2.15393752279348e-07 | 4.30787504558695e-07 | 0.999999784606248 |
| 22 | 2.55613153994926e-08 | 5.11226307989852e-08 | 0.999999974438685 |
| 23 | 2.99712232682948e-09 | 5.99424465365895e-09 | 0.999999997002878 |
| 24 | 4.34921728333755e-10 | 8.6984345666751e-10 | 0.999999999565078 |
| 25 | 5.52344309651239e-11 | 1.10468861930248e-10 | 0.999999999944766 |
| 26 | 4.43818377017946e-09 | 8.87636754035892e-09 | 0.999999995561816 |
| 27 | 3.7694772406998e-09 | 7.5389544813996e-09 | 0.999999996230523 |
| 28 | 3.60926102177713e-09 | 7.21852204355426e-09 | 0.99999999639074 |
| 29 | 1.43929129983413e-07 | 2.87858259966825e-07 | 0.99999985607087 |
| 30 | 6.7606411873192e-08 | 1.35212823746384e-07 | 0.999999932393588 |
| 31 | 4.48853660572322e-08 | 8.97707321144643e-08 | 0.999999955114634 |
| 32 | 7.5108672807777e-08 | 1.50217345615554e-07 | 0.999999924891327 |
| 33 | 7.85290861301129e-08 | 1.57058172260226e-07 | 0.999999921470914 |
| 34 | 6.65591828729338e-08 | 1.33118365745868e-07 | 0.999999933440817 |
| 35 | 2.59067683543586e-07 | 5.18135367087172e-07 | 0.999999740932316 |
| 36 | 3.14176047373146e-07 | 6.28352094746292e-07 | 0.999999685823953 |
| 37 | 1.25017550757980e-06 | 2.50035101515959e-06 | 0.999998749824492 |
| 38 | 3.97279677059104e-05 | 7.94559354118208e-05 | 0.999960272032294 |
| 39 | 0.00963550284288465 | 0.0192710056857693 | 0.990364497157115 |
| 40 | 0.369866977418164 | 0.739733954836327 | 0.630133022581836 |
| 41 | 0.946401698724054 | 0.107196602551891 | 0.0535983012759456 |
| 42 | 0.987696179462225 | 0.0246076410755509 | 0.0123038205377754 |
| 43 | 0.99749046102575 | 0.00501907794850191 | 0.00250953897425096 |
| 44 | 0.999092651266529 | 0.00181469746694204 | 0.000907348733471018 |
| 45 | 0.995943575441432 | 0.00811284911713694 | 0.00405642455856847 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 26 | 0.866666666666667 | NOK |
| 5% type I error level | 28 | 0.933333333333333 | NOK |
| 10% type I error level | 28 | 0.933333333333333 | NOK |
