Multiple Linear Regression - Estimated Regression Equation

EurosPerUSdollar[t] = + 0.888233960265631 -0.00453309625968281Periodes[t] -1.14993498709251e-05BEL20[t] + 9.51187598678788e-06GoudkoersTeBrussel[t] -2.5170791808416e-06Uitvoer[t] -4.89924278373133e-06Invoer[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)	0.888233960265631	0.066232	13.4109	0	0
Periodes	-0.00453309625968281	0.000988	-4.5885	2.6e-05	1.3e-05
BEL20	-1.14993498709251e-05	8e-06	-1.429	0.158662	0.079331
GoudkoersTeBrussel	9.51187598678788e-06	4e-06	2.1748	0.03396	0.01698
Uitvoer	-2.5170791808416e-06	7e-06	-0.3383	0.736417	0.368208
Invoer	-4.89924278373133e-06	7e-06	-0.6878	0.494479	0.24724

Multiple Linear Regression - Regression Statistics
Multiple R	0.804662818730539
R-squared	0.647482251847376
Adjusted R-squared	0.615435183833501
F-TEST (value)	20.204102651982
F-TEST (DF numerator)	5
F-TEST (DF denominator)	55
p-value	2.19270157586493e-11
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.0363050137703873
Sum Squared Residuals	0.0724929713677405

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	0.762253	0.843671991277531	-0.0814189912775307
2	0.768403	0.833637882114508	-0.0652348821145076
3	0.757518	0.813978981160321	-0.0564609811603208
4	0.772917	0.820391348974099	-0.0474743489740995
5	0.787774	0.819624111594465	-0.0318501115944648
6	0.82203	0.808738017767945	0.0132919822320551
7	0.830772	0.822388772215476	0.00838322778452437
8	0.813537	0.817765988720103	-0.00422898872010327
9	0.815927	0.800040756196952	0.0158862438030484
10	0.832293	0.810427241723214	0.0218657582767856
11	0.848464	0.794421583796393	0.054042416203607
12	0.843455	0.796386727307579	0.0470682726924213
13	0.826241	0.802286797491929	0.0239542025080711
14	0.837661	0.799989782107667	0.0376712178923329
15	0.831947	0.771731513956254	0.0602154860437457
16	0.81493	0.805190819556277	0.00973918044372308
17	0.783085	0.799330068149147	-0.0162450681491467
18	0.790514	0.777597123302242	0.0129168766977577
19	0.788395	0.796997071813795	-0.00860207181379474
20	0.780579	0.790001168246668	-0.00942216824666842
21	0.785731	0.761931815651537	0.0237991843484626
22	0.792959	0.750528588518188	0.042430411481812
23	0.776337	0.750945553211717	0.0253914467882832
24	0.75683	0.756323561866315	0.000506438133684644
25	0.76929	0.742778328457145	0.0265116715428555
26	0.764877	0.748342801754839	0.0165341982451609
27	0.755173	0.723781344497106	0.031391655502894
28	0.739864	0.736650549036647	0.00321345096335257
29	0.740138	0.719487714160682	0.0206502858393178
30	0.745212	0.70940469391601	0.03580730608399
31	0.729076	0.711470930948566	0.0176050690514341
32	0.734107	0.72335481710131	0.0107521828986897
33	0.719632	0.711930567292278	0.00770143270772173
34	0.702889	0.695159790138731	0.00772920986126908
35	0.681013	0.708559330666324	-0.027546330666324
36	0.686342	0.718331258725316	-0.0319892587253156
37	0.67944	0.71697402717042	-0.0375340271704196
38	0.678058	0.725730063673557	-0.0476720636735568
39	0.644039	0.715386038603408	-0.0713470386034082
40	0.63488	0.685182748293287	-0.050302748293287
41	0.642797	0.691259722044628	-0.0484627220446282
42	0.642963	0.680359076529332	-0.0373960765293322
43	0.634115	0.692669994942908	-0.0585549949429079
44	0.66778	0.696361049169219	-0.0285810491692194
45	0.695894	0.671481954610629	0.0244120453893708
46	0.750638	0.691709099110155	0.0589289008898453
47	0.785423	0.710735685203506	0.0746873147964934
48	0.74355	0.721698034074849	0.0218519659251508
49	0.755344	0.734611015486383	0.020732984513617
50	0.782167	0.758749628710053	0.0234173712899473
51	0.766284	0.740256376245183	0.0260276237548164
52	0.75815	0.732720139656158	0.0254298603438421
53	0.732601	0.730705517169146	0.00189548283085429
54	0.71347	0.712848405337433	0.000621594662566759
55	0.709824	0.711650157619726	-0.00182615761972592
56	0.700869	0.714071922439452	-0.0132029224394515
57	0.686719	0.690945371271886	-0.00422637127188598
58	0.674946	0.689515923349406	-0.0145699233494056
59	0.670511	0.704752847062894	-0.0342418470628936
60	0.684275	0.70311300024723	-0.0188380002472303
61	0.700673	0.706507808563876	-0.00583480856387616

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
9	0.13442694391123	0.268853887822461	0.86557305608877
10	0.101222222000066	0.202444444000133	0.898777777999934
11	0.0437135796079797	0.0874271592159595	0.95628642039202
12	0.0185818505882146	0.0371637011764292	0.981418149411785
13	0.00717323841428313	0.0143464768285663	0.992826761585717
14	0.00636683514372418	0.0127336702874484	0.993633164856276
15	0.00467227669071041	0.00934455338142083	0.99532772330929
16	0.0144273810772333	0.0288547621544665	0.985572618922767
17	0.0703309588276418	0.140661917655284	0.929669041172358
18	0.398901118459863	0.797802236919726	0.601098881540137
19	0.45957943659693	0.919158873193861	0.54042056340307
20	0.723559318030954	0.552881363938093	0.276440681969046
21	0.728074577340299	0.543850845319402	0.271925422659701
22	0.663096670124274	0.673806659751453	0.336903329875726
23	0.615817902712645	0.768364194574709	0.384182097287355
24	0.612587723329006	0.774824553341988	0.387412276670994
25	0.537920292258707	0.924159415482586	0.462079707741293
26	0.45651110926941	0.913022218538821	0.54348889073059
27	0.456550397144421	0.913100794288841	0.543449602855579
28	0.387115732891645	0.774231465783289	0.612884267108355
29	0.360000643656372	0.720001287312744	0.639999356343628
30	0.387438793130712	0.774877586261424	0.612561206869288
31	0.400875473900795	0.80175094780159	0.599124526099205
32	0.395650637790072	0.791301275580143	0.604349362209928
33	0.498325869381454	0.996651738762908	0.501674130618546
34	0.869891167194364	0.260217665611272	0.130108832805636
35	0.941519454861018	0.116961090277964	0.0584805451389818
36	0.967351126758032	0.0652977464839359	0.0326488732419679
37	0.96531799192963	0.0693640161407395	0.0346820080703698
38	0.969846203213826	0.0603075935723486	0.0301537967861743
39	0.960931824679254	0.0781363506414911	0.0390681753207456
40	0.941477359393982	0.117045281212036	0.058522640606018
41	0.955660076020589	0.0886798479588211	0.0443399239794105
42	0.955173101242125	0.0896537975157499	0.0448268987578749
43	0.981701567714706	0.0365968645705884	0.0182984322852942
44	0.991816076230437	0.0163678475391267	0.00818392376956335
45	0.994440034985859	0.0111199300282815	0.00555996501414074
46	0.996369707401733	0.00726058519653459	0.00363029259826729
47	0.999840292131579	0.000319415736842494	0.000159707868421247
48	0.999405888888487	0.00118822222302598	0.000594111111512988
49	0.9977381995483	0.00452360090340015	0.00226180045170008
50	0.99223030079197	0.0155393984160591	0.00776969920802957
51	0.977160746342692	0.0456785073146167	0.0228392536573084
52	0.950034406800517	0.0999311863989661	0.049965593199483

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	5	0.113636363636364	NOK
5% type I error level	14	0.318181818181818	NOK
10% type I error level	22	0.5	NOK