| Multiple Linear Regression - Estimated Regression Equation |
| Rente[t] = + 3.46027777777778 + 1.33583333333333dummy[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) | 3.46027777777778 | 0.093 | 37.2074 | 0 | 0 |
| dummy | 1.33583333333333 | 0.131521 | 10.1568 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.771848119056216 |
| R-squared | 0.595749518890619 |
| Adjusted R-squared | 0.589974512017628 |
| F-TEST (value) | 103.159967077589 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 70 |
| p-value | 2.10942374678780e-15 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.557998371448953 |
| Sum Squared Residuals | 21.7953527777778 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 4.24 | 3.46027777777775 | 0.779722222222249 |
| 2 | 4.15 | 3.46027777777778 | 0.689722222222225 |
| 3 | 3.93 | 3.46027777777778 | 0.469722222222222 |
| 4 | 3.7 | 3.46027777777778 | 0.239722222222222 |
| 5 | 3.7 | 3.46027777777778 | 0.239722222222222 |
| 6 | 3.65 | 3.46027777777778 | 0.189722222222221 |
| 7 | 3.55 | 3.46027777777778 | 0.0897222222222212 |
| 8 | 3.43 | 3.46027777777778 | -0.0302777777777785 |
| 9 | 3.47 | 3.46027777777778 | 0.00972222222222156 |
| 10 | 3.58 | 3.46027777777778 | 0.119722222222221 |
| 11 | 3.67 | 3.46027777777778 | 0.209722222222221 |
| 12 | 3.72 | 3.46027777777778 | 0.259722222222222 |
| 13 | 3.8 | 3.46027777777778 | 0.339722222222221 |
| 14 | 3.76 | 3.46027777777778 | 0.299722222222221 |
| 15 | 3.63 | 3.46027777777778 | 0.169722222222221 |
| 16 | 3.48 | 3.46027777777778 | 0.0197222222222213 |
| 17 | 3.41 | 3.46027777777778 | -0.0502777777777785 |
| 18 | 3.43 | 3.46027777777778 | -0.0302777777777785 |
| 19 | 3.5 | 3.46027777777778 | 0.0397222222222214 |
| 20 | 3.62 | 3.46027777777778 | 0.159722222222221 |
| 21 | 3.58 | 3.46027777777778 | 0.119722222222221 |
| 22 | 3.52 | 3.46027777777778 | 0.0597222222222214 |
| 23 | 3.45 | 3.46027777777778 | -0.0102777777777785 |
| 24 | 3.36 | 3.46027777777778 | -0.100277777777779 |
| 25 | 3.27 | 3.46027777777778 | -0.190277777777779 |
| 26 | 3.21 | 3.46027777777778 | -0.250277777777779 |
| 27 | 3.19 | 3.46027777777778 | -0.270277777777779 |
| 28 | 3.16 | 3.46027777777778 | -0.300277777777778 |
| 29 | 3.12 | 3.46027777777778 | -0.340277777777779 |
| 30 | 3.06 | 3.46027777777778 | -0.400277777777779 |
| 31 | 3.01 | 3.46027777777778 | -0.450277777777779 |
| 32 | 2.98 | 3.46027777777778 | -0.480277777777779 |
| 33 | 2.97 | 3.46027777777778 | -0.490277777777778 |
| 34 | 3.02 | 3.46027777777778 | -0.440277777777779 |
| 35 | 3.07 | 3.46027777777778 | -0.390277777777779 |
| 36 | 3.18 | 3.46027777777778 | -0.280277777777778 |
| 37 | 3.29 | 4.79611111111111 | -1.50611111111111 |
| 38 | 3.43 | 4.79611111111111 | -1.36611111111111 |
| 39 | 3.61 | 4.79611111111111 | -1.18611111111111 |
| 40 | 3.74 | 4.79611111111111 | -1.05611111111111 |
| 41 | 3.87 | 4.79611111111111 | -0.926111111111111 |
| 42 | 3.88 | 4.79611111111111 | -0.916111111111111 |
| 43 | 4.09 | 4.79611111111111 | -0.706111111111111 |
| 44 | 4.19 | 4.79611111111111 | -0.60611111111111 |
| 45 | 4.2 | 4.79611111111111 | -0.596111111111111 |
| 46 | 4.29 | 4.79611111111111 | -0.506111111111111 |
| 47 | 4.37 | 4.79611111111111 | -0.426111111111111 |
| 48 | 4.47 | 4.79611111111111 | -0.326111111111111 |
| 49 | 4.61 | 4.79611111111111 | -0.186111111111111 |
| 50 | 4.65 | 4.79611111111111 | -0.146111111111111 |
| 51 | 4.69 | 4.79611111111111 | -0.106111111111111 |
| 52 | 4.82 | 4.79611111111111 | 0.0238888888888892 |
| 53 | 4.86 | 4.79611111111111 | 0.0638888888888893 |
| 54 | 4.87 | 4.79611111111111 | 0.073888888888889 |
| 55 | 5.01 | 4.79611111111111 | 0.213888888888889 |
| 56 | 5.03 | 4.79611111111111 | 0.233888888888889 |
| 57 | 5.13 | 4.79611111111111 | 0.333888888888889 |
| 58 | 5.18 | 4.79611111111111 | 0.383888888888889 |
| 59 | 5.21 | 4.79611111111111 | 0.413888888888889 |
| 60 | 5.26 | 4.79611111111111 | 0.463888888888889 |
| 61 | 5.25 | 4.79611111111111 | 0.453888888888889 |
| 62 | 5.2 | 4.79611111111111 | 0.403888888888889 |
| 63 | 5.16 | 4.79611111111111 | 0.363888888888889 |
| 64 | 5.19 | 4.79611111111111 | 0.393888888888889 |
| 65 | 5.39 | 4.79611111111111 | 0.593888888888889 |
| 66 | 5.58 | 4.79611111111111 | 0.783888888888889 |
| 67 | 5.76 | 4.79611111111111 | 0.963888888888889 |
| 68 | 5.89 | 4.79611111111111 | 1.09388888888889 |
| 69 | 5.98 | 4.79611111111111 | 1.18388888888889 |
| 70 | 6.02 | 4.79611111111111 | 1.22388888888889 |
| 71 | 5.62 | 4.79611111111111 | 0.823888888888889 |
| 72 | 4.87 | 4.79611111111111 | 0.073888888888889 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.151476406393511 | 0.302952812787022 | 0.84852359360649 |
| 6 | 0.0948099252613786 | 0.189619850522757 | 0.905190074738621 |
| 7 | 0.0698073607478735 | 0.139614721495747 | 0.930192639252126 |
| 8 | 0.063285000171339 | 0.126570000342678 | 0.93671499982866 |
| 9 | 0.0445798339583122 | 0.0891596679166243 | 0.955420166041688 |
| 10 | 0.0240205620161544 | 0.0480411240323087 | 0.975979437983846 |
| 11 | 0.0113111316810147 | 0.0226222633620294 | 0.988688868318985 |
| 12 | 0.0050217303278652 | 0.0100434606557304 | 0.994978269672135 |
| 13 | 0.00223512891716673 | 0.00447025783433346 | 0.997764871082833 |
| 14 | 0.000935469434208496 | 0.00187093886841699 | 0.999064530565791 |
| 15 | 0.000400442073226219 | 0.000800884146452437 | 0.999599557926774 |
| 16 | 0.000238845222529865 | 0.000477690445059731 | 0.99976115477747 |
| 17 | 0.000173710525245029 | 0.000347421050490059 | 0.999826289474755 |
| 18 | 0.000108181903620846 | 0.000216363807241693 | 0.99989181809638 |
| 19 | 5.2381688033346e-05 | 0.000104763376066692 | 0.999947618311967 |
| 20 | 2.08767563803064e-05 | 4.17535127606127e-05 | 0.99997912324362 |
| 21 | 8.43437871486584e-06 | 1.68687574297317e-05 | 0.999991565621285 |
| 22 | 3.68149888313095e-06 | 7.3629977662619e-06 | 0.999996318501117 |
| 23 | 1.88849858977337e-06 | 3.77699717954674e-06 | 0.99999811150141 |
| 24 | 1.31152628326649e-06 | 2.62305256653298e-06 | 0.999998688473717 |
| 25 | 1.29868468940956e-06 | 2.59736937881912e-06 | 0.99999870131531 |
| 26 | 1.54079466668992e-06 | 3.08158933337984e-06 | 0.999998459205333 |
| 27 | 1.72853343001125e-06 | 3.4570668600225e-06 | 0.99999827146657 |
| 28 | 1.94627858076838e-06 | 3.89255716153675e-06 | 0.99999805372142 |
| 29 | 2.29968432243382e-06 | 4.59936864486764e-06 | 0.999997700315678 |
| 30 | 3.09295221401991e-06 | 6.18590442803981e-06 | 0.999996907047786 |
| 31 | 4.41709637518244e-06 | 8.83419275036488e-06 | 0.999995582903625 |
| 32 | 6.06867414200189e-06 | 1.21373482840038e-05 | 0.999993931325858 |
| 33 | 7.48789816416574e-06 | 1.49757963283315e-05 | 0.999992512101836 |
| 34 | 6.93318973752320e-06 | 1.38663794750464e-05 | 0.999993066810262 |
| 35 | 5.18983623420795e-06 | 1.03796724684159e-05 | 0.999994810163766 |
| 36 | 2.89174394687952e-06 | 5.78348789375903e-06 | 0.999997108256053 |
| 37 | 6.2297774238386e-06 | 1.24595548476772e-05 | 0.999993770222576 |
| 38 | 1.42037461013191e-05 | 2.84074922026383e-05 | 0.999985796253899 |
| 39 | 3.23383583514384e-05 | 6.46767167028768e-05 | 0.999967661641649 |
| 40 | 7.66629215368358e-05 | 0.000153325843073672 | 0.999923337078463 |
| 41 | 0.000186487108984287 | 0.000372974217968575 | 0.999813512891016 |
| 42 | 0.000515177270202374 | 0.00103035454040475 | 0.999484822729798 |
| 43 | 0.00134760472286791 | 0.00269520944573583 | 0.998652395277132 |
| 44 | 0.00337363325708251 | 0.00674726651416503 | 0.996626366742917 |
| 45 | 0.00847773547950086 | 0.0169554709590017 | 0.9915222645205 |
| 46 | 0.0203268806626711 | 0.0406537613253423 | 0.97967311933733 |
| 47 | 0.0454885943345327 | 0.0909771886690654 | 0.954511405665467 |
| 48 | 0.090960000802519 | 0.181920001605038 | 0.909039999197481 |
| 49 | 0.155311474519630 | 0.310622949039259 | 0.84468852548037 |
| 50 | 0.240060113813244 | 0.480120227626488 | 0.759939886186756 |
| 51 | 0.342579737729159 | 0.685159475458318 | 0.657420262270841 |
| 52 | 0.434562949468246 | 0.869125898936492 | 0.565437050531754 |
| 53 | 0.519166601025711 | 0.961666797948577 | 0.480833398974289 |
| 54 | 0.601573199720843 | 0.796853600558314 | 0.398426800279157 |
| 55 | 0.649904015947377 | 0.700191968105247 | 0.350095984052623 |
| 56 | 0.687253717687832 | 0.625492564624337 | 0.312746282312169 |
| 57 | 0.70169194190572 | 0.59661611618856 | 0.29830805809428 |
| 58 | 0.701736254393592 | 0.596527491212816 | 0.298263745606408 |
| 59 | 0.690507644913285 | 0.61898471017343 | 0.309492355086715 |
| 60 | 0.665745833944626 | 0.668508332110749 | 0.334254166055374 |
| 61 | 0.634577317778608 | 0.730845364442784 | 0.365422682221392 |
| 62 | 0.610129946983112 | 0.779740106033776 | 0.389870053016888 |
| 63 | 0.603959127362142 | 0.792081745275715 | 0.396040872637858 |
| 64 | 0.601877547246621 | 0.796244905506758 | 0.398122452753379 |
| 65 | 0.537915968360336 | 0.924168063279327 | 0.462084031639664 |
| 66 | 0.431276191397175 | 0.86255238279435 | 0.568723808602825 |
| 67 | 0.316085219220906 | 0.632170438441812 | 0.683914780779094 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 32 | 0.507936507936508 | NOK |
| 5% type I error level | 37 | 0.587301587301587 | NOK |
| 10% type I error level | 39 | 0.619047619047619 | NOK |
