| Multiple Linear Regression - Estimated Regression Equation |
| Werkl[t] = + 615.257401139034 + 6.80817051072085HICP[t] + 0.0432285362072156cons[t] -33.3276162244645Rente[t] -5.64521901200417M1[t] + 12.9632301608716M2[t] + 27.8067716518888M3[t] + 37.1454696521715M4[t] + 25.3435520808326M5[t] -30.8186628281114M6[t] -33.0060980257521M7[t] -22.0416154598599M8[t] -15.5437481467340M9[t] -5.62544687503914M10[t] + 0.369926092587064M11[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) | 615.257401139034 | 13.575416 | 45.3214 | 0 | 0 |
| HICP | 6.80817051072085 | 2.482549 | 2.7424 | 0.007067 | 0.003533 |
| cons | 0.0432285362072156 | 0.369761 | 0.1169 | 0.907134 | 0.453567 |
| Rente | -33.3276162244645 | 3.167876 | -10.5205 | 0 | 0 |
| M1 | -5.64521901200417 | 13.302233 | -0.4244 | 0.672074 | 0.336037 |
| M2 | 12.9632301608716 | 13.302795 | 0.9745 | 0.331849 | 0.165924 |
| M3 | 27.8067716518888 | 13.334452 | 2.0853 | 0.039232 | 0.019616 |
| M4 | 37.1454696521715 | 13.350454 | 2.7823 | 0.006302 | 0.003151 |
| M5 | 25.3435520808326 | 13.315991 | 1.9032 | 0.059487 | 0.029744 |
| M6 | -30.8186628281114 | 13.358727 | -2.307 | 0.022829 | 0.011414 |
| M7 | -33.0060980257521 | 13.321871 | -2.4776 | 0.014668 | 0.007334 |
| M8 | -22.0416154598599 | 13.343882 | -1.6518 | 0.101277 | 0.050638 |
| M9 | -15.5437481467340 | 13.333038 | -1.1658 | 0.246084 | 0.123042 |
| M10 | -5.62544687503914 | 13.351494 | -0.4213 | 0.67429 | 0.337145 |
| M11 | 0.369926092587064 | 13.351827 | 0.0277 | 0.977944 | 0.488972 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.816721146478923 |
| R-squared | 0.667033431105846 |
| Adjusted R-squared | 0.626847810722069 |
| F-TEST (value) | 16.5988088459405 |
| F-TEST (DF numerator) | 14 |
| F-TEST (DF denominator) | 116 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 30.4129915979267 |
| Sum Squared Residuals | 107294.206720525 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 549 | 596.70907743473 | -47.7090774347295 |
| 2 | 564 | 615.911886586261 | -51.9118865862613 |
| 3 | 586 | 629.30733690272 | -43.3073369027198 |
| 4 | 604 | 635.241949647642 | -31.2419496476421 |
| 5 | 601 | 623.310346467682 | -22.3103464676816 |
| 6 | 545 | 569.104125639539 | -24.1041256395393 |
| 7 | 537 | 565.382142194926 | -28.3821421949258 |
| 8 | 552 | 573.839499237566 | -21.8394992375656 |
| 9 | 563 | 578.759589767511 | -15.7595897675112 |
| 10 | 575 | 581.102446404999 | -6.10244640499874 |
| 11 | 580 | 587.097819372625 | -7.09781937262497 |
| 12 | 575 | 583.323808024677 | -8.32380802467739 |
| 13 | 558 | 575.852280540493 | -17.8522805404931 |
| 14 | 564 | 588.246919181306 | -24.2469191813057 |
| 15 | 581 | 602.452872157458 | -21.4528721574579 |
| 16 | 597 | 613.834021310957 | -16.8340213109569 |
| 17 | 587 | 594.964562011654 | -7.96456201165395 |
| 18 | 536 | 543.524837924007 | -7.52483792400724 |
| 19 | 524 | 543.741225138534 | -19.7412251385342 |
| 20 | 537 | 553.371299986071 | -16.3712999860713 |
| 21 | 536 | 547.437227497148 | -11.4372274971481 |
| 22 | 533 | 554.874760916462 | -21.8747609164622 |
| 23 | 528 | 552.073121101477 | -24.0731211014774 |
| 24 | 516 | 540.907803495522 | -24.9078034955224 |
| 25 | 502 | 516.466852477109 | -14.4668524771090 |
| 26 | 506 | 527.854328224719 | -21.8543282247187 |
| 27 | 518 | 538.477684820048 | -20.4776848200482 |
| 28 | 534 | 547.049108696844 | -13.0491086968443 |
| 29 | 528 | 540.897752444164 | -12.8977524441641 |
| 30 | 478 | 490.140148476966 | -12.1401484769659 |
| 31 | 469 | 483.273450994235 | -14.2734509942351 |
| 32 | 490 | 487.516220121821 | 2.48377987817916 |
| 33 | 493 | 496.229452732992 | -3.22945273299185 |
| 34 | 508 | 500.70121759611 | 7.29878240388992 |
| 35 | 517 | 505.886087904043 | 11.1139120959575 |
| 36 | 514 | 502.879350679582 | 11.1206493204184 |
| 37 | 510 | 495.699583420604 | 14.3004165793956 |
| 38 | 527 | 509.844912989426 | 17.1550870105739 |
| 39 | 542 | 519.198689535659 | 22.8013104643407 |
| 40 | 565 | 527.175753433798 | 37.8242465662021 |
| 41 | 555 | 516.097881449738 | 38.9021185502617 |
| 42 | 499 | 463.354885235655 | 35.6451147643449 |
| 43 | 511 | 466.209821007891 | 44.7901789921087 |
| 44 | 526 | 480.578388829144 | 45.4216111708560 |
| 45 | 532 | 490.279332156095 | 41.7206678439053 |
| 46 | 549 | 505.283232933874 | 43.7167670661263 |
| 47 | 561 | 510.511331778013 | 50.4886682219867 |
| 48 | 557 | 516.228111920955 | 40.7718880790448 |
| 49 | 566 | 514.956998955169 | 51.043001044831 |
| 50 | 588 | 534.232434808993 | 53.7675651910071 |
| 51 | 620 | 555.930391015484 | 64.0696089845157 |
| 52 | 626 | 570.325290355768 | 55.6747096442322 |
| 53 | 620 | 565.203160755905 | 54.7968392440953 |
| 54 | 573 | 513.387800682724 | 59.6121993172762 |
| 55 | 573 | 517.735768764896 | 55.2642312351044 |
| 56 | 574 | 527.425074301058 | 46.5749256989420 |
| 57 | 580 | 532.822825684912 | 47.1771743150884 |
| 58 | 590 | 553.621238116554 | 36.3787618834464 |
| 59 | 593 | 559.659839620387 | 33.3401603796130 |
| 60 | 597 | 560.45010403195 | 36.5498959680504 |
| 61 | 595 | 558.226685026894 | 36.7733149731063 |
| 62 | 612 | 576.197545684905 | 35.8024543150954 |
| 63 | 628 | 596.228252367255 | 31.7717476327448 |
| 64 | 629 | 605.059047461295 | 23.9409525387053 |
| 65 | 621 | 591.852267251604 | 29.1477327483955 |
| 66 | 569 | 535.69005234266 | 33.3099476573396 |
| 67 | 567 | 530.779348940731 | 36.2206510592686 |
| 68 | 573 | 542.684019774939 | 30.3159802250611 |
| 69 | 584 | 552.034840900975 | 31.9651590990252 |
| 70 | 589 | 558.505828381102 | 30.4941716188979 |
| 71 | 591 | 562.32906458689 | 28.6709354131097 |
| 72 | 595 | 561.278321443231 | 33.7216785567688 |
| 73 | 594 | 558.313142099308 | 35.6868579006918 |
| 74 | 611 | 579.68808801268 | 31.3119119873205 |
| 75 | 613 | 588.577190188877 | 24.4228098111233 |
| 76 | 611 | 599.277522291304 | 11.7224777086964 |
| 77 | 594 | 588.069964698622 | 5.93003530137755 |
| 78 | 543 | 531.399846883435 | 11.6001531165649 |
| 79 | 537 | 531.676308672840 | 5.32369132716047 |
| 80 | 544 | 537.961528953642 | 6.03847104635847 |
| 81 | 555 | 539.73690544547 | 15.2630945545300 |
| 82 | 561 | 551.103297891724 | 9.89670210827646 |
| 83 | 562 | 558.37384788908 | 3.62615211092053 |
| 84 | 555 | 559.916687341087 | -4.91668734108702 |
| 85 | 547 | 554.952285380155 | -7.95228538015494 |
| 86 | 565 | 570.448409522877 | -5.44840952287743 |
| 87 | 578 | 587.766687529183 | -9.76668752918301 |
| 88 | 580 | 596.16519726115 | -16.1651972611503 |
| 89 | 569 | 582.915188515253 | -13.9151885152529 |
| 90 | 507 | 524.230714643556 | -17.2307146435561 |
| 91 | 501 | 504.670559185904 | -3.67055918590432 |
| 92 | 509 | 519.633486985815 | -10.6334869858146 |
| 93 | 510 | 525.524007836411 | -15.5240078364109 |
| 94 | 517 | 528.312111493177 | -11.3121114931769 |
| 95 | 519 | 531.757130401344 | -12.7571304013436 |
| 96 | 512 | 528.778488273589 | -16.7784882735894 |
| 97 | 509 | 508.613502814484 | 0.386497185515915 |
| 98 | 519 | 528.626814625711 | -9.62681462571126 |
| 99 | 523 | 542.789539065656 | -19.7895390656563 |
| 100 | 525 | 552.809054117011 | -27.8090541170111 |
| 101 | 517 | 539.731959515943 | -22.7319595159426 |
| 102 | 456 | 481.570521989989 | -25.5705219899894 |
| 103 | 455 | 483.511217634988 | -28.5112176349885 |
| 104 | 461 | 495.794105766818 | -34.7941057668176 |
| 105 | 470 | 508.505783612007 | -38.5057836120067 |
| 106 | 475 | 518.380856347494 | -43.3808563474944 |
| 107 | 476 | 524.970589293778 | -48.9705892937783 |
| 108 | 471 | 520.213161141308 | -49.2131611413081 |
| 109 | 471 | 508.108156393663 | -37.1081563936626 |
| 110 | 503 | 515.572394921632 | -12.5723949216321 |
| 111 | 513 | 521.516489231871 | -8.51648923187136 |
| 112 | 510 | 519.782300220162 | -9.78230022016174 |
| 113 | 484 | 509.862471784623 | -25.8624717846234 |
| 114 | 431 | 455.061890977824 | -24.0618909778235 |
| 115 | 436 | 450.845834997091 | -14.8458349970905 |
| 116 | 443 | 454.782988702680 | -11.7829887026795 |
| 117 | 448 | 456.68805080313 | -8.68805080312973 |
| 118 | 460 | 468.692031764248 | -8.69203176424809 |
| 119 | 467 | 476.265181515055 | -9.26518151505454 |
| 120 | 460 | 478.024163648098 | -18.0241636480982 |
| 121 | 464 | 477.101435457391 | -13.1014354573914 |
| 122 | 485 | 497.37626544149 | -12.3762654414904 |
| 123 | 501 | 520.754867185788 | -19.7548671857878 |
| 124 | 521 | 535.28075520407 | -14.2807552040695 |
| 125 | 488 | 511.094445104812 | -23.0944451048115 |
| 126 | 439 | 468.535175203644 | -29.5351752036440 |
| 127 | 442 | 474.174322467964 | -32.1743224679637 |
| 128 | 457 | 492.413387340448 | -35.413387340448 |
| 129 | 462 | 504.98198356335 | -42.9819835633503 |
| 130 | 481 | 517.422978154257 | -36.4229781542568 |
| 131 | 493 | 518.075986537309 | -25.0759865373086 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 18 | 0.00994705101950592 | 0.0198941020390118 | 0.990052948980494 |
| 19 | 0.00160287655145939 | 0.00320575310291878 | 0.99839712344854 |
| 20 | 0.000258673688611695 | 0.000517347377223389 | 0.999741326311388 |
| 21 | 0.000111628063948844 | 0.000223256127897687 | 0.999888371936051 |
| 22 | 1.75423850796910e-05 | 3.50847701593819e-05 | 0.99998245761492 |
| 23 | 3.34397760895665e-06 | 6.6879552179133e-06 | 0.99999665602239 |
| 24 | 1.00969441555952e-06 | 2.01938883111904e-06 | 0.999998990305584 |
| 25 | 6.56872933293935e-05 | 0.000131374586658787 | 0.99993431270667 |
| 26 | 5.38985167249932e-05 | 0.000107797033449986 | 0.999946101483275 |
| 27 | 1.54299893932485e-05 | 3.0859978786497e-05 | 0.999984570010607 |
| 28 | 4.17410085653644e-06 | 8.34820171307288e-06 | 0.999995825899143 |
| 29 | 1.11001765800863e-06 | 2.22003531601727e-06 | 0.999998889982342 |
| 30 | 3.15879542261611e-07 | 6.31759084523222e-07 | 0.999999684120458 |
| 31 | 9.95566828827405e-08 | 1.99113365765481e-07 | 0.999999900443317 |
| 32 | 2.35291501384831e-08 | 4.70583002769662e-08 | 0.99999997647085 |
| 33 | 8.237999721536e-09 | 1.64759994430720e-08 | 0.999999991762 |
| 34 | 1.86433916495203e-09 | 3.72867832990407e-09 | 0.99999999813566 |
| 35 | 6.0393950744425e-10 | 1.2078790148885e-09 | 0.99999999939606 |
| 36 | 1.57469082189825e-10 | 3.1493816437965e-10 | 0.99999999984253 |
| 37 | 3.14637962169766e-10 | 6.29275924339533e-10 | 0.999999999685362 |
| 38 | 3.40514633626478e-10 | 6.81029267252956e-10 | 0.999999999659485 |
| 39 | 1.80250517668283e-10 | 3.60501035336567e-10 | 0.99999999981975 |
| 40 | 2.0182888379494e-10 | 4.0365776758988e-10 | 0.999999999798171 |
| 41 | 1.02675895381747e-10 | 2.05351790763494e-10 | 0.999999999897324 |
| 42 | 4.58078035905893e-11 | 9.16156071811786e-11 | 0.999999999954192 |
| 43 | 7.73790184908663e-11 | 1.54758036981733e-10 | 0.999999999922621 |
| 44 | 1.10076505366340e-10 | 2.20153010732680e-10 | 0.999999999889923 |
| 45 | 1.30987970525167e-10 | 2.61975941050333e-10 | 0.999999999869012 |
| 46 | 2.16133166667766e-10 | 4.32266333335531e-10 | 0.999999999783867 |
| 47 | 1.66979807146322e-09 | 3.33959614292645e-09 | 0.999999998330202 |
| 48 | 2.09403358222569e-08 | 4.18806716445138e-08 | 0.999999979059664 |
| 49 | 9.34117366891892e-07 | 1.86823473378378e-06 | 0.999999065882633 |
| 50 | 4.9721112399898e-05 | 9.9442224799796e-05 | 0.9999502788876 |
| 51 | 0.00872978572404898 | 0.0174595714480980 | 0.99127021427595 |
| 52 | 0.0584448948272125 | 0.116889789654425 | 0.941555105172788 |
| 53 | 0.157686769524034 | 0.315373539048069 | 0.842313230475966 |
| 54 | 0.378163314940699 | 0.756326629881398 | 0.621836685059301 |
| 55 | 0.63535668207793 | 0.729286635844141 | 0.364643317922070 |
| 56 | 0.739336560651229 | 0.521326878697543 | 0.260663439348772 |
| 57 | 0.837769735761115 | 0.32446052847777 | 0.162230264238885 |
| 58 | 0.845886387182725 | 0.30822722563455 | 0.154113612817275 |
| 59 | 0.8343518168016 | 0.3312963663968 | 0.1656481831984 |
| 60 | 0.849149000893598 | 0.301701998212804 | 0.150850999106402 |
| 61 | 0.903005271644587 | 0.193989456710827 | 0.0969947283554134 |
| 62 | 0.941603407725083 | 0.116793184549834 | 0.0583965922749172 |
| 63 | 0.971017129115022 | 0.0579657417699556 | 0.0289828708849778 |
| 64 | 0.972413837571662 | 0.0551723248566765 | 0.0275861624283383 |
| 65 | 0.973827197748539 | 0.0523456045029226 | 0.0261728022514613 |
| 66 | 0.978749398835006 | 0.0425012023299885 | 0.0212506011649943 |
| 67 | 0.984714797501686 | 0.0305704049966286 | 0.0152852024983143 |
| 68 | 0.985098297093865 | 0.0298034058122705 | 0.0149017029061352 |
| 69 | 0.985300758848147 | 0.0293984823037052 | 0.0146992411518526 |
| 70 | 0.986890025804757 | 0.0262199483904850 | 0.0131099741952425 |
| 71 | 0.98913934253471 | 0.0217213149305780 | 0.0108606574652890 |
| 72 | 0.994329852805148 | 0.0113402943897039 | 0.00567014719485194 |
| 73 | 0.997077413325703 | 0.00584517334859402 | 0.00292258667429701 |
| 74 | 0.998031610399332 | 0.00393677920133596 | 0.00196838960066798 |
| 75 | 0.998286415291403 | 0.00342716941719467 | 0.00171358470859734 |
| 76 | 0.997903835061326 | 0.00419232987734797 | 0.00209616493867399 |
| 77 | 0.997516329050476 | 0.00496734189904703 | 0.00248367094952352 |
| 78 | 0.998089157419685 | 0.00382168516063037 | 0.00191084258031518 |
| 79 | 0.997912093649382 | 0.00417581270123549 | 0.00208790635061774 |
| 80 | 0.998145325005612 | 0.00370934998877578 | 0.00185467499438789 |
| 81 | 0.999235614615836 | 0.00152877076832877 | 0.000764385384164384 |
| 82 | 0.999673262976378 | 0.00065347404724291 | 0.000326737023621455 |
| 83 | 0.999826625863105 | 0.00034674827378903 | 0.000173374136894515 |
| 84 | 0.99989834702378 | 0.000203305952438836 | 0.000101652976219418 |
| 85 | 0.999877927822521 | 0.000244144354956962 | 0.000122072177478481 |
| 86 | 0.99979885431535 | 0.000402291369301511 | 0.000201145684650756 |
| 87 | 0.999755988493745 | 0.00048802301251006 | 0.00024401150625503 |
| 88 | 0.99960151311478 | 0.00079697377044133 | 0.000398486885220665 |
| 89 | 0.99962213936288 | 0.000755721274240968 | 0.000377860637120484 |
| 90 | 0.999687435739414 | 0.00062512852117231 | 0.000312564260586155 |
| 91 | 0.999811580821916 | 0.000376838356168829 | 0.000188419178084414 |
| 92 | 0.999911218641545 | 0.000177562716909429 | 8.87813584547144e-05 |
| 93 | 0.999952694092514 | 9.46118149728983e-05 | 4.73059074864492e-05 |
| 94 | 0.999988695687683 | 2.26086246346682e-05 | 1.13043123173341e-05 |
| 95 | 0.999998662548807 | 2.67490238673583e-06 | 1.33745119336792e-06 |
| 96 | 0.99999996209988 | 7.58002404585737e-08 | 3.79001202292868e-08 |
| 97 | 0.999999999431247 | 1.13750560888758e-09 | 5.68752804443788e-10 |
| 98 | 0.999999999174059 | 1.65188264349067e-09 | 8.25941321745335e-10 |
| 99 | 0.99999999695109 | 6.09781974361808e-09 | 3.04890987180904e-09 |
| 100 | 0.999999994561247 | 1.0877506602907e-08 | 5.4387533014535e-09 |
| 101 | 0.9999999997103 | 5.79400290739179e-10 | 2.89700145369589e-10 |
| 102 | 0.99999999911327 | 1.77346043610738e-09 | 8.8673021805369e-10 |
| 103 | 0.999999996896843 | 6.20631419256396e-09 | 3.10315709628198e-09 |
| 104 | 0.999999985112366 | 2.97752683400988e-08 | 1.48876341700494e-08 |
| 105 | 0.999999987235415 | 2.55291691892619e-08 | 1.27645845946309e-08 |
| 106 | 0.999999928535057 | 1.42929885703324e-07 | 7.14649428516622e-08 |
| 107 | 0.999999707704672 | 5.84590656394576e-07 | 2.92295328197288e-07 |
| 108 | 0.999998451737078 | 3.09652584485626e-06 | 1.54826292242813e-06 |
| 109 | 0.999997969611205 | 4.06077758956211e-06 | 2.03038879478105e-06 |
| 110 | 0.999986275202395 | 2.74495952100095e-05 | 1.37247976050048e-05 |
| 111 | 0.999935199494775 | 0.000129601010450058 | 6.4800505225029e-05 |
| 112 | 0.999913798088038 | 0.000172403823923008 | 8.62019119615042e-05 |
| 113 | 0.998915079862835 | 0.00216984027432896 | 0.00108492013716448 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 73 | 0.760416666666667 | NOK |
| 5% type I error level | 82 | 0.854166666666667 | NOK |
| 10% type I error level | 85 | 0.885416666666667 | NOK |
