Multiple Linear Regression - Estimated Regression Equation

Werkl[t] = + 613.15504174966 + 6.44234545678934HICP[t] + 0.00395499908705652Consvertr[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	6.44234545678934	2.983358	2.1594	0.032696	0.016348
Consvertr	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	493	517.226190299049	-24.2261902990493
2	481	521.977521613884	-40.9775216138843
3	462	519.341188457204	-57.3411884572045
4	457	513.480230696386	-56.4802306963861
5	442	506.296648234798	-64.2966482347976
6	439	498.422307497514	-59.4223074975136
7	488	485.47081473514	2.52918526486005
8	521	497.078901554622	23.9210984453781
9	501	492.118248448542	8.88175155145832
10	485	483.674888135891	1.32511186410896
11	464	482.0432689679	-18.0432689679005
12	460	477.537582147235	-17.537582147235
13	467	475.596968512024	-8.59696851202413
14	460	474.288724425231	-14.288724425231
15	448	472.352065789107	-24.3520657891071
16	443	476.845887612511	-33.8458876125114
17	436	483.681861875037	-47.681861875037
18	431	485.65217299723	-54.65217299723
19	484	484.363703905872	-0.363703905872138
20	510	482.741504106085	27.2584958939148
21	513	493.871173181176	19.1288268188239
22	503	502.968690531052	0.0313094689475637
23	471	514.056293998557	-43.056293998557
24	471	519.952846751159	-48.9528467511589
25	476	523.845939018842	-47.8459390188419
26	475	523.209614471337	-48.209614471337
27	470	523.213569470424	-53.2135694704241
28	461	517.40754856114	-56.4075485611396
29	455	516.123034468869	-61.1230344688688
30	456	512.253672195708	-56.2536721957081
31	517	514.182420833658	2.81757916634214
32	525	515.462979926842	9.53702007315839
33	523	514.818745381163	8.18125461883732
34	519	515.462979926842	3.53702007315838
35	509	514.170555836397	-5.17055583639669
36	512	528.49615827533	-16.4961582753304
37	519	531.111207066545	-12.1112070665455
38	517	533.672325252913	-16.672325252913
39	510	540.823261475119	-30.8232614751187
40	509	541.194096545361	-32.1940965453608
41	501	537.336599269461	-36.3365992694613
42	507	554.251004888372	-47.2510048883719
43	569	556.858143681413	12.1418563185871
44	580	558.154522770945	21.8454772290551
45	578	558.822487311146	19.1775126888539
46	565	556.850233683239	8.14976631676124
47	547	559.462766857738	-12.462766857738
48	555	558.818532312059	-3.81853231205907
49	562	556.897693672283	5.10230632771657
50	561	555.6171345791	5.38286542090032
51	555	554.320755489568	0.679244510432302
52	544	558.826442310233	-14.8264423102332
53	537	563.328174131812	-26.3281741318116
54	543	560.774965943618	-17.7749659436182
55	594	561.403380492949	32.5966195070511
56	611	560.767055945444	50.2329440545559
57	613	559.478586854086	53.5214131459138
58	611	565.260877768848	45.7391222311516
59	594	562.679984587046	31.3200154129544
60	595	560.107001403417	34.8929985965831
61	591	560.751235949096	30.2487640509041
62	589	562.695804583394	26.3041954166062
63	584	565.920932310876	18.0790676891244
64	573	563.332129130899	9.66787086910134
65	567	562.664164590697	4.33583540930261
66	569	565.241102773413	3.75889722658688
67	621	565.241102773413	55.7588972265869
68	629	566.533526863858	62.466473136142
69	628	567.161941413189	60.8380585868112
70	612	562.03179504228	49.9682049577204
71	595	562.672074588872	32.3279254111285
72	597	559.056266808054	37.9437331919458
73	593	557.76679147001	35.23320852999
74	590	557.762836470923	32.237163529077
75	580	547.359087527626	32.6409124723738
76	574	548.308361541438	25.6916384585616
77	573	549.588920634622	23.4110793653778
78	573	543.10350332356	29.8964966764398
79	620	538.869706608302	81.1302933916979
80	626	532.351643057857	93.6483569421427
81	620	527.490438039955	92.5095619600451
82	588	520.670283773777	67.3297162262225
83	566	519.988441742942	46.0115582570576
84	557	516.028547626464	40.9714523735356
85	561	509.889732267779	51.1102677322211
86	549	510.541876811632	38.4581231883681
87	532	505.639109309486	26.3608906905137
88	526	502.387735970766	23.6122640292336
89	511	499.166563242372	11.8334367576283
90	499	494.267750739313	4.73224926068685
91	555	490.996602405158	64.003397594842
92	565	490.348412860392	74.651587139608
93	542	491.63688195175	50.3631180482501
94	527	496.794713316268	30.2052866837316
95	510	501.276670142412	8.72332985758845
96	514	502.580959230118	11.4190407698824
97	517	505.149987414659	11.8500125853407
98	508	505.8060869576	2.19391304240064
99	493	510.959963323031	-17.9599633230308
100	490	509.011439689646	-19.0114396896458
101	469	515.445875148261	-46.445875148261
102	478	519.94760696984	-41.9476069698395
103	528	514.710102512578	13.2898974874216
104	534	509.212572947171	24.7874270528288
105	518	509.864717491024	8.13528250897581
106	506	514.460503019322	-8.46050301932209
107	502	522.08078614092	-20.0807861409195
108	516	540.711445266337	-24.7114452663366
109	528	551.224061666015	-23.2240616660148
110	533	560.03581141985	-27.0358114198499
111	536	562.755772668359	-26.7557726683593
112	537	574.829251388146	-37.8292513881459
113	524	576.222129813455	-52.222129813455
114	536	574.009122949494	-38.0091229494935
115	587	569.503436128828	17.496563871172
116	597	575.96951158014	21.0304884198603
117	581	574.036807943103	6.96319205689711
118	564	574.677087489695	-10.6770874896948
119	558	580.483108398979	-22.4831083989793
120	575	582.396037040581	-7.3960370405808
121	580	585.617209768975	-5.61720976897548
122	575	585.617209768975	-10.6172097689755
123	563	592.711699769618	-29.7116997696179
124	552	594.019943856411	-42.019943856411
125	537	596.577107043691	-59.5771070436914
126	545	597.881396131398	-52.8813961313976
127	601	595.956602492535	5.04339750746513
128	604	595.968467489796	8.03153251020396
129	586	599.189640218191	-13.1896402181907
130	564	600.486019307723	-36.4860193077227
131	549	599.849694760218	-50.8496947602179

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
7	0.11827548419838	0.236550968396761	0.88172451580162
8	0.597097347126111	0.805805305747778	0.402902652873889
9	0.471279387379182	0.942558774758363	0.528720612620818
10	0.342424623947969	0.684849247895939	0.657575376052031
11	0.27990742775506	0.55981485551012	0.72009257224494
12	0.214733830720633	0.429467661441266	0.785266169279367
13	0.15410405331017	0.30820810662034	0.84589594668983
14	0.131795489992784	0.263590979985567	0.868204510007216
15	0.108363412661748	0.216726825323495	0.891636587338252
16	0.0836220865753302	0.16724417315066	0.91637791342467
17	0.0675431076307039	0.135086215261408	0.932456892369296
18	0.0601866763624734	0.120373352724947	0.939813323637527
19	0.0707657169556825	0.141531433911365	0.929234283044318
20	0.153421645212578	0.306843290425156	0.846578354787422
21	0.178736678023073	0.357473356046146	0.821263321976927
22	0.135394012234573	0.270788024469146	0.864605987765427
23	0.122626861028723	0.245253722057446	0.877373138971277
24	0.104365355638079	0.208730711276157	0.895634644361921
25	0.0885709939996823	0.177141987999365	0.911429006000318
26	0.0779696110122236	0.155939222024447	0.922030388987776
27	0.075114844743592	0.150229689487184	0.924885155256408
28	0.0821881500799184	0.164376300159837	0.917811849920082
29	0.106257046175364	0.212514092350727	0.893742953824637
30	0.134404860103754	0.268809720207508	0.865595139896246
31	0.180836217895183	0.361672435790365	0.819163782104817
32	0.236275348219085	0.47255069643817	0.763724651780915
33	0.26804236061761	0.53608472123522	0.73195763938239
34	0.278043668532601	0.556087337065203	0.721956331467399
35	0.2609272437729	0.5218544875458	0.7390727562271
36	0.240855861356294	0.481711722712588	0.759144138643706
37	0.222678474397216	0.445356948794432	0.777321525602784
38	0.194745217105764	0.389490434211528	0.805254782894236
39	0.161802084321626	0.323604168643252	0.838197915678374
40	0.144071017680131	0.288142035360261	0.85592898231987
41	0.139719180338267	0.279438360676533	0.860280819661733
42	0.138224454007067	0.276448908014134	0.861775545992933
43	0.207975889761094	0.415951779522188	0.792024110238906
44	0.306314534772259	0.612629069544519	0.693685465227741
45	0.373937925323961	0.747875850647922	0.626062074676039
46	0.358915483364669	0.717830966729337	0.641084516635331
47	0.327065580855237	0.654131161710474	0.672934419144763
48	0.299229256130481	0.598458512260962	0.700770743869519
49	0.287717103479384	0.575434206958768	0.712282896520616
50	0.278239832794941	0.556479665589882	0.721760167205059
51	0.258317486876486	0.516634973752972	0.741682513123514
52	0.236680733949975	0.473361467899951	0.763319266050025
53	0.222433840827079	0.444867681654158	0.777566159172921
54	0.220161529528795	0.440323059057591	0.779838470471205
55	0.256761703060909	0.513523406121817	0.743238296939091
56	0.354752917978875	0.70950583595775	0.645247082021125
57	0.454075815418488	0.908151630836976	0.545924184581512
58	0.502354407530619	0.995291184938763	0.497645592469382
59	0.491258706101855	0.98251741220371	0.508741293898145
60	0.489161045093197	0.978322090186395	0.510838954906803
61	0.469556595890204	0.939113191780408	0.530443404109796
62	0.43345201107991	0.86690402215982	0.56654798892009
63	0.384925628906787	0.769851257813575	0.615074371093213
64	0.336858861701909	0.673717723403818	0.663141138298091
65	0.292976009038686	0.585952018077372	0.707023990961314
66	0.254237721993077	0.508475443986153	0.745762278006923
67	0.342406818106331	0.684813636212661	0.657593181893669
68	0.47902398275019	0.95804796550038	0.52097601724981
69	0.664385193944269	0.671229612111462	0.335614806055731
70	0.728502340912842	0.542995318174316	0.271497659087158
71	0.732667031144359	0.534665937711282	0.267332968855641
72	0.737192269999781	0.525615460000439	0.262807730000219
73	0.719993613908104	0.560012772183792	0.280006386091896
74	0.700174926811227	0.599650146377547	0.299825073188773
75	0.687385248362369	0.625229503275263	0.312614751637631
76	0.655215596040658	0.689568807918684	0.344784403959342
77	0.626018858649538	0.747962282700925	0.373981141350462
78	0.596281892759566	0.807436214480868	0.403718107240434
79	0.819873751942891	0.360252496114217	0.180126248057109
80	0.973541588210925	0.0529168235781498	0.0264584117890749
81	0.998532220404986	0.00293555919002742	0.00146777959501371
82	0.99954691671317	0.000906166573660823	0.000453083286830412
83	0.999609021874119	0.000781956251762229	0.000390978125881114
84	0.999684511428546	0.000630977142907498	0.000315488571453749
85	0.99978202468282	0.000435950634361655	0.000217975317180827
86	0.999745402923141	0.000509194153717759	0.000254597076858879
87	0.999629908759439	0.0007401824811225	0.00037009124056125
88	0.999483345057866	0.00103330988426715	0.000516654942133576
89	0.999503187800064	0.000993624399871088	0.000496812199935544
90	0.999735920399324	0.000528159201351106	0.000264079600675553
91	0.99980764084675	0.000384718306500412	0.000192359153250206
92	0.99992903098374	0.000141938032519331	7.09690162596655e-05
93	0.999922627489489	0.000154745021022214	7.73725105111071e-05
94	0.999869825096486	0.000260349807028452	0.000130174903514226
95	0.999758609977528	0.000482780044944881	0.000241390022472441
96	0.999560915248856	0.00087816950228874	0.00043908475114437
97	0.9992351104767	0.00152977904660097	0.000764889523300483
98	0.998704980405034	0.00259003918993267	0.00129501959496634
99	0.998544179564226	0.00291164087154889	0.00145582043577444
100	0.998622882274636	0.00275423545072878	0.00137711772536439
101	0.999702973214997	0.000594053570005291	0.000297026785002646
102	0.999894333090402	0.000211333819195543	0.000105666909597772
103	0.999825051120518	0.000349897758963706	0.000174948879481853
104	0.999746370896074	0.000507258207851318	0.000253629103925659
105	0.99948965208574	0.00102069582852207	0.000510347914261033
106	0.999008974371821	0.0019820512563577	0.000991025628178851
107	0.998315401689853	0.00336919662029354	0.00168459831014677
108	0.997051697847067	0.00589660430586576	0.00294830215293288
109	0.995039715521574	0.00992056895685127	0.00496028447842563
110	0.992041801532923	0.0159163969341532	0.0079581984670766
111	0.988025677131217	0.0239486457375668	0.0119743228687834
112	0.990229272391572	0.0195414552168566	0.00977072760842829
113	0.984461283889383	0.0310774322212337	0.0155387161106168
114	0.989705733659934	0.0205885326801311	0.0102942663400655
115	0.981452618902727	0.0370947621945459	0.0185473810972729
116	0.97363223184517	0.0527355363096584	0.0263677681548292
117	0.95306822497136	0.0938635500572801	0.0469317750286401
118	0.928320123283877	0.143359753432246	0.071679876716123
119	0.942358067657372	0.115283864685256	0.0576419323426282
120	0.909456507547592	0.181086984904815	0.0905434924524075
121	0.842120302452757	0.315759395094485	0.157879697547243
122	0.761567663885348	0.476864672229305	0.238432336114652
123	0.632635674315066	0.734728651369868	0.367364325684934
124	0.741706165452315	0.516587669095369	0.258293834547685

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