| Multiple Linear Regression - Estimated Regression Equation |
| Werkl[t] = + 595.887010189059 + 4.88997446557133HICP[t] + 0.545185974417899Consvertr[t] -29.9079834813728Rente[t] -0.275973378579395M1[t] -6.15285583451863M2[t] -15.916572621096M3[t] -22.7610629200787M4[t] -33.4316347249648M5[t] -32.0713375490233M6[t] + 23.8141590604126M7[t] + 35.1335939091082M8[t] + 25.8334153518013M9[t] + 11.4828238869186M10[t] -6.8250747522263M11[t] + 0.261359976004442t + 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) | 595.887010189059 | 14.906564 | 39.9748 | 0 | 0 |
| HICP | 4.88997446557133 | 2.508727 | 1.9492 | 0.053708 | 0.026854 |
| Consvertr | 0.545185974417899 | 0.401827 | 1.3568 | 0.177513 | 0.088756 |
| Rente | -29.9079834813728 | 3.313528 | -9.026 | 0 | 0 |
| M1 | -0.275973378579395 | 12.979051 | -0.0213 | 0.983073 | 0.491536 |
| M2 | -6.15285583451863 | 12.978039 | -0.4741 | 0.636329 | 0.318165 |
| M3 | -15.916572621096 | 12.959416 | -1.2282 | 0.221885 | 0.110942 |
| M4 | -22.7610629200787 | 12.971826 | -1.7547 | 0.081982 | 0.040991 |
| M5 | -33.4316347249648 | 12.948771 | -2.5818 | 0.011084 | 0.005542 |
| M6 | -32.0713375490233 | 12.991442 | -2.4687 | 0.015033 | 0.007516 |
| M7 | 23.8141590604126 | 12.953742 | 1.8384 | 0.068584 | 0.034292 |
| M8 | 35.1335939091082 | 12.99564 | 2.7035 | 0.007903 | 0.003951 |
| M9 | 25.8334153518013 | 12.979353 | 1.9903 | 0.048925 | 0.024462 |
| M10 | 11.4828238869186 | 12.940197 | 0.8874 | 0.376728 | 0.188364 |
| M11 | -6.8250747522263 | 12.935689 | -0.5276 | 0.598782 | 0.299391 |
| t | 0.261359976004442 | 0.093594 | 2.7925 | 0.006127 | 0.003064 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.829564855855492 |
| R-squared | 0.688177850070544 |
| Adjusted R-squared | 0.647505395731919 |
| F-TEST (value) | 16.9199980984922 |
| F-TEST (DF numerator) | 15 |
| F-TEST (DF denominator) | 115 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 29.5591799724786 |
| Sum Squared Residuals | 100480.688874219 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 493 | 512.522112451796 | -19.5221124517957 |
| 2 | 481 | 510.51823942764 | -29.5182394276395 |
| 3 | 462 | 499.276966995112 | -37.2769669951116 |
| 4 | 457 | 486.983538117209 | -29.9835381172086 |
| 5 | 442 | 470.430593673773 | -28.4305936737727 |
| 6 | 439 | 465.309733400603 | -26.3097334006030 |
| 7 | 488 | 509.822133544573 | -21.8221335445727 |
| 8 | 521 | 531.840440330555 | -10.8404403305548 |
| 9 | 501 | 514.498497265187 | -13.4984972651874 |
| 10 | 485 | 495.141420638035 | -10.1414206380349 |
| 11 | 464 | 475.599482800826 | -11.5994828008257 |
| 12 | 460 | 479.808121377574 | -19.8081213775744 |
| 13 | 467 | 477.236143686492 | -10.2361436864923 |
| 14 | 460 | 467.916696441354 | -7.91669644135374 |
| 15 | 448 | 456.402161316692 | -8.40216131669155 |
| 16 | 443 | 451.061269221942 | -8.06126922194154 |
| 17 | 436 | 446.714409478007 | -10.7144094780075 |
| 18 | 431 | 450.784893836324 | -19.7848938363241 |
| 19 | 484 | 505.95375552865 | -21.9537555286502 |
| 20 | 510 | 514.185893950821 | -4.18589395082097 |
| 21 | 513 | 513.790019193936 | -0.790019193935528 |
| 22 | 503 | 502.623163335663 | 0.376836664337294 |
| 23 | 471 | 492.673757381588 | -21.6737573815876 |
| 24 | 471 | 510.377164434504 | -39.3771644345039 |
| 25 | 476 | 517.112837532197 | -41.112837532197 |
| 26 | 475 | 512.098689554541 | -37.0986895545408 |
| 27 | 470 | 503.141518718386 | -33.1415187183858 |
| 28 | 461 | 491.067039427558 | -30.0670394275575 |
| 29 | 455 | 480.22501867998 | -25.2250186799795 |
| 30 | 456 | 478.367505178165 | -22.3675051781648 |
| 31 | 517 | 535.436168128859 | -18.4361681288587 |
| 32 | 525 | 546.904585897837 | -21.9045858978372 |
| 33 | 523 | 537.376769869978 | -14.3767698699775 |
| 34 | 519 | 523.776535827657 | -4.77653582765648 |
| 35 | 509 | 504.206816296984 | 4.79318370301618 |
| 36 | 512 | 522.053695413206 | -10.0536954132063 |
| 37 | 519 | 523.995696937794 | -4.99569693779358 |
| 38 | 517 | 518.155420346416 | -1.15542034641575 |
| 39 | 510 | 512.397727806585 | -2.39772780658504 |
| 40 | 509 | 510.148303585486 | -1.14830358548638 |
| 41 | 501 | 497.895479026098 | 3.10452097390229 |
| 42 | 507 | 513.869128275518 | -6.86912827551767 |
| 43 | 569 | 570.882227839284 | -1.88222783928450 |
| 44 | 580 | 584.531389505935 | -4.53138950593459 |
| 45 | 578 | 579.252684217697 | -1.25268421769661 |
| 46 | 565 | 558.244600644968 | 6.75539935503198 |
| 47 | 547 | 547.060725537817 | -0.0607255378171452 |
| 48 | 555 | 553.658162819491 | 1.34183718050922 |
| 49 | 562 | 553.812115000498 | 8.1878849995019 |
| 50 | 561 | 548.308969576285 | 12.6910304237151 |
| 51 | 555 | 536.738245923762 | 18.2617540762381 |
| 52 | 544 | 533.032911752266 | 10.9670882477344 |
| 53 | 537 | 524.956310100448 | 12.0436898995520 |
| 54 | 543 | 527.893093312673 | 15.1069066873271 |
| 55 | 594 | 582.348203446999 | 11.6517965530012 |
| 56 | 611 | 594.530372773978 | 16.4696272260225 |
| 57 | 613 | 584.513559299561 | 28.4864407004393 |
| 58 | 611 | 572.644560932025 | 38.3554390679749 |
| 59 | 594 | 552.096846508238 | 41.9031534917618 |
| 60 | 595 | 557.772477424658 | 37.2275225753417 |
| 61 | 591 | 558.24686146864 | 32.7531385313595 |
| 62 | 589 | 555.733889251631 | 33.2661107483692 |
| 63 | 584 | 549.221705648261 | 34.7782943517385 |
| 64 | 573 | 539.047027615801 | 33.9529723841991 |
| 65 | 567 | 524.877702493855 | 42.1222975061453 |
| 66 | 569 | 528.455349432029 | 40.5446505679708 |
| 67 | 621 | 584.60220601747 | 36.3977939825304 |
| 68 | 629 | 597.706181709702 | 31.2938182902982 |
| 69 | 628 | 586.975616677285 | 41.0243833227152 |
| 70 | 612 | 572.245521462457 | 39.754478537543 |
| 71 | 595 | 554.142794271456 | 40.8572057285443 |
| 72 | 597 | 559.574283599055 | 37.4257164009445 |
| 73 | 593 | 560.544094754897 | 32.4559052451028 |
| 74 | 590 | 554.383386300544 | 35.6166136994555 |
| 75 | 580 | 534.3298901911 | 45.6701098088995 |
| 76 | 574 | 528.7525364547 | 45.2474635453 |
| 77 | 573 | 518.230947570097 | 54.7690524299032 |
| 78 | 573 | 516.379238592651 | 56.6207614073492 |
| 79 | 620 | 568.747219548583 | 51.252780451417 |
| 80 | 626 | 574.455579900079 | 51.5444200999211 |
| 81 | 620 | 561.367212688852 | 58.6327873111482 |
| 82 | 588 | 543.396373012697 | 44.6036269873025 |
| 83 | 566 | 523.879002036301 | 42.1209979636993 |
| 84 | 557 | 522.360642753935 | 34.6393572460647 |
| 85 | 561 | 520.916463203106 | 40.0835367968939 |
| 86 | 549 | 516.880310118564 | 32.1196898814357 |
| 87 | 532 | 501.80138383695 | 30.1986161630504 |
| 88 | 526 | 493.863013089088 | 32.1369869109123 |
| 89 | 511 | 481.00881402742 | 29.9911859725796 |
| 90 | 499 | 477.599087682743 | 21.4009123172574 |
| 91 | 555 | 529.66477397121 | 25.3352260287901 |
| 92 | 565 | 540.211385374935 | 24.7886146250651 |
| 93 | 542 | 532.150561686747 | 9.84943831325336 |
| 94 | 527 | 522.518495744743 | 4.4815042552566 |
| 95 | 510 | 504.078637386578 | 5.92136261342247 |
| 96 | 514 | 514.323810905594 | -0.323810905594131 |
| 97 | 517 | 515.174815340412 | 1.82518465958813 |
| 98 | 508 | 511.683848230288 | -3.68384823028793 |
| 99 | 493 | 506.093470992172 | -13.0934709921721 |
| 100 | 490 | 495.862604431851 | -5.86260443185077 |
| 101 | 469 | 489.252995119705 | -20.2529951197046 |
| 102 | 478 | 493.207262448715 | -15.2072624487147 |
| 103 | 528 | 543.36930750523 | -15.3693075052293 |
| 104 | 534 | 551.501928202283 | -17.5019282022834 |
| 105 | 518 | 544.042479016374 | -26.0424790163739 |
| 106 | 506 | 530.543012981037 | -24.5430129810369 |
| 107 | 502 | 518.395976215648 | -16.3959762156478 |
| 108 | 516 | 541.440214720359 | -25.4402147203590 |
| 109 | 528 | 554.377059242335 | -26.3770592423347 |
| 110 | 533 | 554.87427285084 | -21.8742728508396 |
| 111 | 536 | 549.183663618691 | -13.1836636186907 |
| 112 | 537 | 554.647696909586 | -17.6476969095858 |
| 113 | 524 | 548.052822350846 | -24.0528223508456 |
| 114 | 536 | 548.999404418076 | -12.999404418076 |
| 115 | 587 | 602.268464852034 | -15.2684648520343 |
| 116 | 597 | 622.010349988813 | -25.0103499888131 |
| 117 | 581 | 611.504539067839 | -30.5045390678392 |
| 118 | 564 | 597.3591190511 | -33.3591190511002 |
| 119 | 558 | 584.80392935581 | -26.8039293558097 |
| 120 | 575 | 590.631426551622 | -15.6314265516224 |
| 121 | 580 | 593.061800381833 | -13.0618003818330 |
| 122 | 575 | 587.446277901898 | -12.4462779018983 |
| 123 | 563 | 584.41326495229 | -21.4132649522896 |
| 124 | 552 | 581.534059394515 | -29.5340593945151 |
| 125 | 537 | 570.354907479772 | -33.3549074797724 |
| 126 | 545 | 575.135303422504 | -30.1353034225042 |
| 127 | 601 | 630.905539617109 | -29.905539617109 |
| 128 | 604 | 644.121892365063 | -40.1218923650628 |
| 129 | 586 | 637.528061016546 | -51.5280610165459 |
| 130 | 564 | 625.507196369618 | -61.5071963696178 |
| 131 | 549 | 608.062032208756 | -59.062032208756 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 19 | 0.000530287046332387 | 0.00106057409266477 | 0.999469712953668 |
| 20 | 0.000305766629476007 | 0.000611533258952014 | 0.999694233370524 |
| 21 | 0.000113385798053096 | 0.000226771596106191 | 0.999886614201947 |
| 22 | 1.801453055158e-05 | 3.602906110316e-05 | 0.999981985469448 |
| 23 | 1.0486137755578e-05 | 2.0972275511156e-05 | 0.999989513862244 |
| 24 | 2.09223779202055e-06 | 4.18447558404111e-06 | 0.999997907762208 |
| 25 | 4.25883013823545e-07 | 8.5176602764709e-07 | 0.999999574116986 |
| 26 | 8.25146851985284e-08 | 1.65029370397057e-07 | 0.999999917485315 |
| 27 | 6.86884632922941e-08 | 1.37376926584588e-07 | 0.999999931311537 |
| 28 | 1.54960593929586e-08 | 3.09921187859171e-08 | 0.99999998450394 |
| 29 | 3.47298940621513e-09 | 6.94597881243025e-09 | 0.99999999652701 |
| 30 | 8.1835033535871e-10 | 1.63670067071742e-09 | 0.99999999918165 |
| 31 | 5.74469530078701e-09 | 1.14893906015740e-08 | 0.999999994255305 |
| 32 | 6.45654608025006e-09 | 1.29130921605001e-08 | 0.999999993543454 |
| 33 | 2.14491891376320e-09 | 4.28983782752640e-09 | 0.999999997855081 |
| 34 | 9.06396386003585e-10 | 1.81279277200717e-09 | 0.999999999093604 |
| 35 | 2.00928819846672e-08 | 4.01857639693344e-08 | 0.999999979907118 |
| 36 | 9.05372379080407e-07 | 1.81074475816081e-06 | 0.99999909462762 |
| 37 | 6.14612329942468e-06 | 1.22922465988494e-05 | 0.9999938538767 |
| 38 | 3.14471343012234e-05 | 6.28942686024468e-05 | 0.9999685528657 |
| 39 | 0.000102197579351027 | 0.000204395158702054 | 0.999897802420649 |
| 40 | 0.000214493786849827 | 0.000428987573699654 | 0.99978550621315 |
| 41 | 0.000365550327857872 | 0.000731100655715743 | 0.999634449672142 |
| 42 | 0.000609696312114454 | 0.00121939262422891 | 0.999390303687886 |
| 43 | 0.0009843799246138 | 0.0019687598492276 | 0.999015620075386 |
| 44 | 0.000898656987565231 | 0.00179731397513046 | 0.999101343012435 |
| 45 | 0.000899980800404318 | 0.00179996160080864 | 0.999100019199596 |
| 46 | 0.000710168732260339 | 0.00142033746452068 | 0.99928983126774 |
| 47 | 0.000828714363277008 | 0.00165742872655402 | 0.999171285636723 |
| 48 | 0.00180798781975837 | 0.00361597563951673 | 0.998192012180242 |
| 49 | 0.00303591115294214 | 0.00607182230588428 | 0.996964088847058 |
| 50 | 0.00540947616151303 | 0.0108189523230261 | 0.994590523838487 |
| 51 | 0.0109187651447275 | 0.0218375302894551 | 0.989081234855272 |
| 52 | 0.0186915609307571 | 0.0373831218615143 | 0.981308439069243 |
| 53 | 0.0303004841196293 | 0.0606009682392585 | 0.96969951588037 |
| 54 | 0.0670249052379778 | 0.134049810475956 | 0.932975094762022 |
| 55 | 0.145795007441761 | 0.291590014883522 | 0.85420499255824 |
| 56 | 0.251709811586857 | 0.503419623173715 | 0.748290188413143 |
| 57 | 0.323114171397759 | 0.646228342795518 | 0.676885828602241 |
| 58 | 0.318035000098711 | 0.636070000197422 | 0.681964999901289 |
| 59 | 0.369133498784404 | 0.738266997568808 | 0.630866501215596 |
| 60 | 0.489495394768331 | 0.978990789536663 | 0.510504605231669 |
| 61 | 0.547238573746218 | 0.905522852507564 | 0.452761426253782 |
| 62 | 0.605946332448517 | 0.788107335102966 | 0.394053667551483 |
| 63 | 0.658005829624913 | 0.683988340750174 | 0.341994170375087 |
| 64 | 0.723982409004242 | 0.552035181991515 | 0.276017590995758 |
| 65 | 0.740671889687244 | 0.518656220625512 | 0.259328110312756 |
| 66 | 0.766906335421046 | 0.466187329157908 | 0.233093664578954 |
| 67 | 0.794673870003406 | 0.410652259993189 | 0.205326129996594 |
| 68 | 0.834338094104596 | 0.331323811790808 | 0.165661905895404 |
| 69 | 0.80093955092109 | 0.398120898157819 | 0.199060449078910 |
| 70 | 0.778965702941571 | 0.442068594116858 | 0.221034297058429 |
| 71 | 0.760608062433543 | 0.478783875132914 | 0.239391937566457 |
| 72 | 0.775759324558936 | 0.448481350882128 | 0.224240675441064 |
| 73 | 0.902949039804006 | 0.194101920391988 | 0.0970509601959942 |
| 74 | 0.964853334374727 | 0.070293331250547 | 0.0351466656252735 |
| 75 | 0.971492600540145 | 0.0570147989197102 | 0.0285073994598551 |
| 76 | 0.979265809743956 | 0.041468380512087 | 0.0207341902560435 |
| 77 | 0.971150041299921 | 0.0576999174001572 | 0.0288499587000786 |
| 78 | 0.962128271201896 | 0.0757434575962079 | 0.0378717287981039 |
| 79 | 0.959634986552484 | 0.0807300268950312 | 0.0403650134475156 |
| 80 | 0.947560988625748 | 0.104878022748504 | 0.0524390113742522 |
| 81 | 0.957805767136182 | 0.084388465727636 | 0.042194232863818 |
| 82 | 0.96758502506321 | 0.0648299498735795 | 0.0324149749367897 |
| 83 | 0.96932236983056 | 0.0613552603388791 | 0.0306776301694396 |
| 84 | 0.965363834044356 | 0.0692723319112873 | 0.0346361659556437 |
| 85 | 0.965505036678056 | 0.068989926643888 | 0.034494963321944 |
| 86 | 0.963190785308696 | 0.0736184293826081 | 0.0368092146913040 |
| 87 | 0.964193892184671 | 0.0716122156306583 | 0.0358061078153292 |
| 88 | 0.969489327150092 | 0.0610213456998151 | 0.0305106728499076 |
| 89 | 0.979017676824546 | 0.0419646463509087 | 0.0209823231754544 |
| 90 | 0.97514753258166 | 0.0497049348366827 | 0.0248524674183413 |
| 91 | 0.969854167256808 | 0.0602916654863848 | 0.0301458327431924 |
| 92 | 0.97641628561655 | 0.0471674287668995 | 0.0235837143834497 |
| 93 | 0.98584083328949 | 0.0283183334210199 | 0.0141591667105099 |
| 94 | 0.99725616470094 | 0.00548767059811985 | 0.00274383529905993 |
| 95 | 0.999867965023785 | 0.000264069952430354 | 0.000132034976215177 |
| 96 | 0.999908630432595 | 0.000182739134809101 | 9.13695674045507e-05 |
| 97 | 0.999938475738538 | 0.000123048522924766 | 6.15242614623828e-05 |
| 98 | 0.999916183990593 | 0.000167632018814771 | 8.38160094073855e-05 |
| 99 | 0.999908561698749 | 0.000182876602502695 | 9.14383012513473e-05 |
| 100 | 0.99984118391276 | 0.000317632174480634 | 0.000158816087240317 |
| 101 | 0.99977765760451 | 0.00044468479098087 | 0.000222342395490435 |
| 102 | 0.999539278256993 | 0.00092144348601336 | 0.00046072174300668 |
| 103 | 0.999241841776163 | 0.00151631644767289 | 0.000758158223836446 |
| 104 | 0.998312826227871 | 0.00337434754425783 | 0.00168717377212892 |
| 105 | 0.997181730115745 | 0.00563653976850946 | 0.00281826988425473 |
| 106 | 0.998871582265993 | 0.00225683546801302 | 0.00112841773400651 |
| 107 | 0.999788929011325 | 0.000422141977349631 | 0.000211070988674816 |
| 108 | 0.999478886698605 | 0.00104222660279042 | 0.000521113301395212 |
| 109 | 0.998549586400919 | 0.00290082719816248 | 0.00145041359908124 |
| 110 | 0.994828032427047 | 0.0103439351459053 | 0.00517196757295264 |
| 111 | 0.9934316351715 | 0.0131367296570007 | 0.00656836482850034 |
| 112 | 0.97371708310323 | 0.0525658337935401 | 0.0262829168967701 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 47 | 0.5 | NOK |
| 5% type I error level | 57 | 0.606382978723404 | NOK |
| 10% type I error level | 73 | 0.776595744680851 | NOK |
