Multiple Linear Regression - Estimated Regression Equation

Werkl[t] = + 613.15504174966 + 6.44234545678935HICP[t] + 0.00395499908705652cons[t] -32.6323833598103Rente[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)	613.15504174966	11.172997	54.8783	0	0
HICP	6.44234545678935	2.983358	2.1594	0.032696	0.016348
cons	0.00395499908705652	0.441388	0.009	0.992865	0.496432
Rente	-32.6323833598103	3.806714	-8.5723	0	0

Multiple Linear Regression - Regression Statistics
Multiple R	0.685303976560405
R-squared	0.469641540289505
Adjusted R-squared	0.457113387697918
F-TEST (value)	37.4868949636597
F-TEST (DF numerator)	3
F-TEST (DF denominator)	127
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	36.6834954089455
Sum Squared Residuals	170901.212098102

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	549	599.849694760218	-50.8496947602178
2	564	600.486019307723	-36.4860193077227
3	586	599.189640218191	-13.1896402181907
4	604	595.968467489796	8.03153251020397
5	601	595.956602492535	5.04339750746514
6	545	597.881396131398	-52.8813961313976
7	537	596.577107043692	-59.5771070436915
8	552	594.019943856411	-42.019943856411
9	563	592.711699769618	-29.7116997696179
10	575	585.617209768975	-10.6172097689755
11	580	585.617209768975	-5.61720976897546
12	575	582.396037040581	-7.3960370405808
13	558	580.483108398979	-22.4831083989793
14	564	574.677087489695	-10.6770874896947
15	581	574.036807943103	6.96319205689713
16	597	575.96951158014	21.0304884198603
17	587	569.503436128828	17.496563871172
18	536	574.009122949494	-38.0091229494935
19	524	576.222129813455	-52.222129813455
20	537	574.829251388146	-37.8292513881459
21	536	562.755772668359	-26.7557726683593
22	533	560.03581141985	-27.0358114198499
23	528	551.224061666015	-23.2240616660148
24	516	540.711445266337	-24.7114452663366
25	502	522.08078614092	-20.0807861409195
26	506	514.460503019322	-8.4605030193221
27	518	509.864717491024	8.1352825089758
28	534	509.212572947171	24.7874270528288
29	528	514.710102512578	13.2898974874216
30	478	519.94760696984	-41.9476069698395
31	469	515.445875148261	-46.445875148261
32	490	509.011439689646	-19.0114396896458
33	493	510.959963323031	-17.9599633230309
34	508	505.806086957599	2.19391304240063
35	517	505.149987414659	11.8500125853407
36	514	502.580959230118	11.4190407698824
37	510	501.276670142412	8.72332985758846
38	527	496.794713316268	30.2052866837316
39	542	491.63688195175	50.3631180482501
40	565	490.348412860392	74.651587139608
41	555	490.996602405158	64.003397594842
42	499	494.267750739313	4.73224926068687
43	511	499.166563242372	11.8334367576283
44	526	502.387735970766	23.6122640292336
45	532	505.639109309486	26.3608906905137
46	549	510.541876811632	38.4581231883681
47	561	509.889732267779	51.1102677322211
48	557	516.028547626464	40.9714523735356
49	566	519.988441742942	46.0115582570576
50	588	520.670283773777	67.3297162262226
51	620	527.490438039955	92.5095619600452
52	626	532.351643057857	93.6483569421427
53	620	538.869706608302	81.1302933916979
54	573	543.10350332356	29.8964966764398
55	573	549.588920634622	23.4110793653778
56	574	548.308361541438	25.6916384585616
57	580	547.359087527626	32.6409124723738
58	590	557.762836470923	32.237163529077
59	593	557.76679147001	35.2332085299899
60	597	559.056266808054	37.9437331919458
61	595	562.672074588872	32.3279254111285
62	612	562.03179504228	49.9682049577204
63	628	567.161941413189	60.8380585868112
64	629	566.533526863858	62.466473136142
65	621	565.241102773413	55.7588972265869
66	569	565.241102773413	3.75889722658687
67	567	562.664164590697	4.33583540930261
68	573	563.332129130899	9.66787086910132
69	584	565.920932310876	18.0790676891244
70	589	562.695804583394	26.3041954166062
71	591	560.751235949096	30.2487640509041
72	595	560.107001403417	34.8929985965831
73	594	562.679984587046	31.3200154129544
74	611	565.260877768848	45.7391222311516
75	613	559.478586854086	53.5214131459138
76	611	560.767055945444	50.2329440545559
77	594	561.403380492949	32.5966195070511
78	543	560.774965943618	-17.7749659436182
79	537	563.328174131812	-26.3281741318116
80	544	558.826442310233	-14.8264423102332
81	555	554.320755489568	0.679244510432304
82	561	555.6171345791	5.38286542090032
83	562	556.897693672283	5.10230632771657
84	555	558.818532312059	-3.81853231205907
85	547	559.462766857738	-12.462766857738
86	565	556.850233683239	8.14976631676124
87	578	558.822487311146	19.1775126888539
88	580	558.154522770945	21.8454772290551
89	569	556.858143681413	12.1418563185871
90	507	554.251004888372	-47.2510048883719
91	501	537.336599269461	-36.3365992694613
92	509	541.194096545361	-32.1940965453608
93	510	540.823261475119	-30.8232614751187
94	517	533.672325252913	-16.672325252913
95	519	531.111207066545	-12.1112070665455
96	512	528.49615827533	-16.4961582753305
97	509	514.170555836397	-5.17055583639668
98	519	515.462979926842	3.53702007315839
99	523	514.818745381163	8.18125461883733
100	525	515.462979926842	9.53702007315839
101	517	514.182420833658	2.81757916634215
102	456	512.253672195708	-56.2536721957081
103	455	516.123034468869	-61.1230344688688
104	461	517.40754856114	-56.4075485611396
105	470	523.213569470424	-53.2135694704241
106	475	523.209614471337	-48.209614471337
107	476	523.845939018842	-47.8459390188419
108	471	519.952846751159	-48.9528467511589
109	471	514.056293998557	-43.056293998557
110	503	502.968690531052	0.0313094689475517
111	513	493.871173181176	19.1288268188239
112	510	482.741504106085	27.2584958939148
113	484	484.363703905872	-0.363703905872129
114	431	485.65217299723	-54.65217299723
115	436	483.681861875037	-47.681861875037
116	443	476.845887612511	-33.8458876125114
117	448	472.352065789107	-24.3520657891071
118	460	474.288724425231	-14.2887244252310
119	467	475.596968512024	-8.59696851202412
120	460	477.537582147235	-17.5375821472350
121	464	482.043268967901	-18.0432689679005
122	485	483.674888135891	1.32511186410897
123	501	492.118248448542	8.88175155145832
124	521	497.078901554622	23.9210984453781
125	488	485.47081473514	2.52918526486007
126	439	498.422307497514	-59.4223074975136
127	442	506.296648234798	-64.2966482347976
128	457	513.480230696386	-56.4802306963861
129	462	519.341188457204	-57.3411884572045
130	481	521.977521613884	-40.9775216138843
131	493	517.22619029905	-24.2261902990495

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
7	0.258293834547687	0.516587669095374	0.741706165452313
8	0.367364325684935	0.73472865136987	0.632635674315065
9	0.238432336114653	0.476864672229306	0.761567663885347
10	0.157879697547242	0.315759395094484	0.842120302452758
11	0.0905434924524079	0.181086984904816	0.909456507547592
12	0.0576419323426271	0.115283864685254	0.942358067657373
13	0.0716798767161229	0.143359753432246	0.928320123283877
14	0.0469317750286399	0.0938635500572798	0.95306822497136
15	0.0263677681548295	0.0527355363096591	0.97363223184517
16	0.0185473810972727	0.0370947621945455	0.981452618902727
17	0.0102942663400657	0.0205885326801314	0.989705733659934
18	0.0155387161106168	0.0310774322212337	0.984461283889383
19	0.0097707276084287	0.0195414552168574	0.990229272391571
20	0.0119743228687836	0.0239486457375672	0.988025677131216
21	0.00795819846707642	0.0159163969341528	0.992041801532924
22	0.00496028447842582	0.00992056895685163	0.995039715521574
23	0.00294830215293281	0.00589660430586563	0.997051697847067
24	0.00168459831014671	0.00336919662029341	0.998315401689853
25	0.00099102562817883	0.00198205125635766	0.999008974371821
26	0.000510347914261027	0.00102069582852205	0.999489652085739
27	0.000253629103925660	0.000507258207851319	0.999746370896074
28	0.000174948879481861	0.000349897758963721	0.999825051120518
29	0.000105666909597772	0.000211333819195544	0.999894333090402
30	0.000297026785002641	0.000594053570005281	0.999702973214997
31	0.00137711772536439	0.00275423545072878	0.998622882274636
32	0.00145582043577444	0.00291164087154888	0.998544179564226
33	0.00129501959496632	0.00259003918993265	0.998704980405034
34	0.000764889523300497	0.00152977904660099	0.9992351104767
35	0.000439084751144376	0.000878169502288753	0.999560915248856
36	0.000241390022472445	0.000482780044944889	0.999758609977528
37	0.000130174903514226	0.000260349807028452	0.999869825096486
38	7.7372510511105e-05	0.00015474502102221	0.999922627489489
39	7.09690162596663e-05	0.000141938032519333	0.99992903098374
40	0.000192359153250203	0.000384718306500406	0.99980764084675
41	0.00026407960067555	0.0005281592013511	0.999735920399324
42	0.000496812199935545	0.00099362439987109	0.999503187800064
43	0.00051665494213358	0.00103330988426716	0.999483345057866
44	0.00037009124056125	0.0007401824811225	0.999629908759439
45	0.000254597076858876	0.000509194153717753	0.999745402923141
46	0.000217975317180831	0.000435950634361663	0.99978202468282
47	0.000315488571453742	0.000630977142907484	0.999684511428546
48	0.000390978125881096	0.000781956251762191	0.999609021874119
49	0.000453083286830422	0.000906166573660843	0.99954691671317
50	0.00146777959501371	0.00293555919002742	0.998532220404986
51	0.0264584117890762	0.0529168235781524	0.973541588210924
52	0.180126248057107	0.360252496114214	0.819873751942893
53	0.403718107240426	0.807436214480853	0.596281892759574
54	0.373981141350461	0.747962282700922	0.626018858649539
55	0.34478440395934	0.68956880791868	0.65521559604066
56	0.312614751637628	0.625229503275256	0.687385248362372
57	0.299825073188773	0.599650146377547	0.700174926811227
58	0.280006386091900	0.560012772183801	0.7199936139081
59	0.262807730000212	0.525615460000424	0.737192269999788
60	0.267332968855644	0.534665937711288	0.732667031144356
61	0.271497659087159	0.542995318174318	0.728502340912841
62	0.335614806055733	0.671229612111465	0.664385193944267
63	0.520976017249818	0.958047965500365	0.479023982750182
64	0.657593181893669	0.684813636212662	0.342406818106331
65	0.74576227800692	0.508475443986158	0.254237721993079
66	0.707023990961317	0.585952018077365	0.292976009038683
67	0.663141138298093	0.673717723403814	0.336858861701907
68	0.615074371093215	0.76985125781357	0.384925628906785
69	0.566547988920087	0.866904022159825	0.433452011079913
70	0.530443404109798	0.939113191780405	0.469556595890202
71	0.510838954906808	0.978322090186385	0.489161045093192
72	0.508741293898137	0.982517412203726	0.491258706101863
73	0.497645592469383	0.995291184938766	0.502354407530617
74	0.545924184581509	0.908151630836982	0.454075815418491
75	0.64524708202113	0.709505835957739	0.354752917978869
76	0.743238296939091	0.513523406121818	0.256761703060909
77	0.779838470471203	0.440323059057595	0.220161529528797
78	0.777566159172922	0.444867681654156	0.222433840827078
79	0.763319266050023	0.473361467899954	0.236680733949977
80	0.741682513123516	0.516634973752968	0.258317486876484
81	0.72176016720506	0.556479665589881	0.278239832794941
82	0.712282896520618	0.575434206958764	0.287717103479382
83	0.700770743869518	0.598458512260963	0.299229256130482
84	0.672934419144761	0.654131161710477	0.327065580855239
85	0.641084516635335	0.717830966729331	0.358915483364665
86	0.626062074676037	0.747875850647925	0.373937925323963
87	0.693685465227742	0.612629069544515	0.306314534772258
88	0.792024110238909	0.415951779522182	0.207975889761091
89	0.861775545992933	0.276448908014133	0.138224454007067
90	0.860280819661734	0.279438360676533	0.139719180338266
91	0.855928982319869	0.288142035360262	0.144071017680131
92	0.838197915678374	0.323604168643252	0.161802084321626
93	0.805254782894235	0.38949043421153	0.194745217105765
94	0.777321525602784	0.445356948794432	0.222678474397216
95	0.759144138643707	0.481711722712585	0.240855861356293
96	0.7390727562271	0.521854487545801	0.260927243772900
97	0.721956331467399	0.556087337065203	0.278043668532601
98	0.731957639382389	0.536084721235223	0.268042360617611
99	0.763724651780916	0.472550696438168	0.236275348219084
100	0.819163782104818	0.361672435790365	0.180836217895182
101	0.865595139896245	0.268809720207510	0.134404860103755
102	0.893742953824637	0.212514092350727	0.106257046175363
103	0.917811849920082	0.164376300159837	0.0821881500799185
104	0.924885155256408	0.150229689487184	0.075114844743592
105	0.922030388987777	0.155939222024446	0.077969611012223
106	0.911429006000318	0.177141987999364	0.088570993999682
107	0.895634644361922	0.208730711276156	0.104365355638078
108	0.877373138971278	0.245253722057445	0.122626861028722
109	0.864605987765427	0.270788024469147	0.135394012234573
110	0.821263321976926	0.357473356046148	0.178736678023074
111	0.846578354787422	0.306843290425155	0.153421645212578
112	0.929234283044318	0.141531433911365	0.0707657169556825
113	0.939813323637528	0.120373352724945	0.0601866763624724
114	0.932456892369296	0.135086215261409	0.0675431076307044
115	0.91637791342467	0.167244173150661	0.0836220865753306
116	0.891636587338251	0.216726825323497	0.108363412661749
117	0.868204510007217	0.263590979985566	0.131795489992783
118	0.84589594668983	0.308208106620341	0.154104053310171
119	0.785266169279369	0.429467661441262	0.214733830720631
120	0.72009257224494	0.55981485551012	0.27990742775506
121	0.65757537605203	0.684849247895939	0.342424623947969
122	0.528720612620818	0.942558774758364	0.471279387379182
123	0.40290265287389	0.80580530574778	0.59709734712611
124	0.881724515801621	0.236550968396758	0.118275484198379

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	29	0.245762711864407	NOK
5% type I error level	35	0.296610169491525	NOK
10% type I error level	38	0.322033898305085	NOK