| Multiple Linear Regression - Estimated Regression Equation |
| USDOLLAR[t] = + 0.778012058274589 + 0.0734527913500218AMERIKAANSE_INFLATIE[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) | 0.778012058274589 | 0.010219 | 76.1341 | 0 | 0 |
| AMERIKAANSE_INFLATIE | 0.0734527913500218 | 0.02055 | 3.5744 | 0.000723 | 0.000362 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.42790305973798 |
| R-squared | 0.183101028533125 |
| Adjusted R-squared | 0.168769467630197 |
| F-TEST (value) | 12.7760702252412 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 57 |
| p-value | 0.000723181931649775 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.0707069736074677 |
| Sum Squared Residuals | 0.284970138653447 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 0.7461 | 0.816721679316048 | -0.0706216793160478 |
| 2 | 0.7775 | 0.812681775791799 | -0.0351817757917988 |
| 3 | 0.779 | 0.778012058274589 | 0.000987941725411454 |
| 4 | 0.7744 | 0.78183160342479 | -0.00743160342478972 |
| 5 | 0.7905 | 0.801002781967145 | -0.0105027819671454 |
| 6 | 0.7719 | 0.804748874325997 | -0.0328488743259965 |
| 7 | 0.7811 | 0.804675421534646 | -0.0235754215346464 |
| 8 | 0.7557 | 0.766626875615335 | -0.0109268756153352 |
| 9 | 0.7637 | 0.78183160342479 | -0.0181316034247897 |
| 10 | 0.7595 | 0.8197332437614 | -0.060233243761401 |
| 11 | 0.7471 | 0.827078522896403 | -0.079978522896403 |
| 12 | 0.7615 | 0.879230004754919 | -0.117730004754919 |
| 13 | 0.7487 | 0.796522161694794 | -0.047822161694794 |
| 14 | 0.7389 | 0.74848403615188 | -0.00958403615187983 |
| 15 | 0.7337 | 0.774339418707087 | -0.0406394187070875 |
| 16 | 0.751 | 0.81877835747385 | -0.0677783574738506 |
| 17 | 0.7382 | 0.78168469784209 | -0.0434846978420897 |
| 18 | 0.7159 | 0.789029976977092 | -0.0731299769770919 |
| 19 | 0.7542 | 0.811065814382098 | -0.0568658143820984 |
| 20 | 0.7636 | 0.799974442888245 | -0.0363744428882451 |
| 21 | 0.7433 | 0.792629163753243 | -0.049329163753243 |
| 22 | 0.7658 | 0.8144446427842 | -0.0486446427841993 |
| 23 | 0.7627 | 0.810625097633998 | -0.0479250976339982 |
| 24 | 0.748 | 0.74914511127403 | -0.00114511127403003 |
| 25 | 0.7692 | 0.745399018915179 | 0.0238009810848211 |
| 26 | 0.785 | 0.792555710961893 | -0.00755571096189284 |
| 27 | 0.7913 | 0.8142977372015 | -0.0229977372014993 |
| 28 | 0.772 | 0.787781279524141 | -0.0157812795241414 |
| 29 | 0.788 | 0.806511741318397 | -0.0185117413183970 |
| 30 | 0.807 | 0.813563209287999 | -0.00656320928799903 |
| 31 | 0.8268 | 0.798431934269895 | 0.0283680657301054 |
| 32 | 0.8244 | 0.805116138282747 | 0.0192838617172534 |
| 33 | 0.8487 | 0.790131768847342 | 0.0585682311526579 |
| 34 | 0.8572 | 0.789397240933842 | 0.067802759066158 |
| 35 | 0.8214 | 0.78440245112204 | 0.0369975488779596 |
| 36 | 0.8827 | 0.808421513893498 | 0.0742784861065025 |
| 37 | 0.9216 | 0.804455063160596 | 0.117144936839404 |
| 38 | 0.8865 | 0.84962852984086 | 0.0368714701591402 |
| 39 | 0.8816 | 0.797844311939094 | 0.0837556880609056 |
| 40 | 0.8884 | 0.804381610369246 | 0.0840183896307536 |
| 41 | 0.9466 | 0.790425580012742 | 0.156174419987258 |
| 42 | 0.918 | 0.805997571778947 | 0.112002428221053 |
| 43 | 0.9337 | 0.789323788142492 | 0.144376211857508 |
| 44 | 0.9559 | 0.813710114870699 | 0.142189885129301 |
| 45 | 0.9626 | 0.845955890273359 | 0.116644109726641 |
| 46 | 0.9434 | 0.831485690377404 | 0.111914309622596 |
| 47 | 0.8639 | 0.776983719195688 | 0.0869162808043117 |
| 48 | 0.7996 | 0.78139088667669 | 0.0182091133233104 |
| 49 | 0.668 | 0.717854222158921 | -0.0498542221589208 |
| 50 | 0.6572 | 0.655052085554652 | 0.00214791444534780 |
| 51 | 0.6928 | 0.720131258690771 | -0.0273312586907715 |
| 52 | 0.6438 | 0.798505387061245 | -0.154705387061245 |
| 53 | 0.6454 | 0.807099363649197 | -0.161699363649197 |
| 54 | 0.6873 | 0.767655214694235 | -0.0803552146942355 |
| 55 | 0.7265 | 0.776616455238938 | -0.0501164552389381 |
| 56 | 0.7912 | 0.78528388461824 | 0.00591611538175929 |
| 57 | 0.8114 | 0.832514029456305 | -0.0211140294563047 |
| 58 | 0.8281 | 0.778379322231339 | 0.0497206777686613 |
| 59 | 0.8393 | 0.810918908799398 | 0.0283810912006017 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0165688956336528 | 0.0331377912673057 | 0.983431104366347 |
| 6 | 0.00309874464390805 | 0.0061974892878161 | 0.996901255356092 |
| 7 | 0.00065635086985981 | 0.00131270173971962 | 0.99934364913014 |
| 8 | 0.000356162630945574 | 0.000712325261891147 | 0.999643837369054 |
| 9 | 7.34169727859286e-05 | 0.000146833945571857 | 0.999926583027214 |
| 10 | 1.83338498926448e-05 | 3.66676997852896e-05 | 0.999981666150107 |
| 11 | 7.95925270696285e-06 | 1.59185054139257e-05 | 0.999992040747293 |
| 12 | 2.28330208265459e-06 | 4.56660416530917e-06 | 0.999997716697917 |
| 13 | 1.05026197637992e-06 | 2.10052395275984e-06 | 0.999998949738024 |
| 14 | 9.88925907002844e-07 | 1.97785181400569e-06 | 0.999999011074093 |
| 15 | 8.11687246403366e-07 | 1.62337449280673e-06 | 0.999999188312754 |
| 16 | 2.80108237438389e-07 | 5.60216474876778e-07 | 0.999999719891763 |
| 17 | 1.34242029875230e-07 | 2.68484059750461e-07 | 0.99999986575797 |
| 18 | 4.29209975251621e-07 | 8.58419950503242e-07 | 0.999999570790025 |
| 19 | 1.40600440065859e-07 | 2.81200880131718e-07 | 0.99999985939956 |
| 20 | 4.13046127298554e-08 | 8.26092254597109e-08 | 0.999999958695387 |
| 21 | 1.539094945175e-08 | 3.07818989035e-08 | 0.99999998460905 |
| 22 | 5.26633064813193e-09 | 1.05326612962639e-08 | 0.99999999473367 |
| 23 | 1.75817056812536e-09 | 3.51634113625073e-09 | 0.99999999824183 |
| 24 | 3.97810634667618e-10 | 7.95621269335237e-10 | 0.99999999960219 |
| 25 | 1.46526596062830e-10 | 2.93053192125661e-10 | 0.999999999853473 |
| 26 | 1.05172266509937e-10 | 2.10344533019874e-10 | 0.999999999894828 |
| 27 | 1.08782194500936e-10 | 2.17564389001871e-10 | 0.999999999891218 |
| 28 | 3.51792781369143e-11 | 7.03585562738287e-11 | 0.99999999996482 |
| 29 | 2.50627801030645e-11 | 5.0125560206129e-11 | 0.999999999974937 |
| 30 | 6.49205728836221e-11 | 1.29841145767244e-10 | 0.99999999993508 |
| 31 | 7.2603958370207e-10 | 1.45207916740414e-09 | 0.99999999927396 |
| 32 | 2.47479208671765e-09 | 4.94958417343531e-09 | 0.999999997525208 |
| 33 | 3.69445973507212e-08 | 7.38891947014423e-08 | 0.999999963055403 |
| 34 | 3.38940500137604e-07 | 6.77881000275208e-07 | 0.9999996610595 |
| 35 | 2.92558262821573e-07 | 5.85116525643146e-07 | 0.999999707441737 |
| 36 | 3.08296909186209e-06 | 6.16593818372419e-06 | 0.999996917030908 |
| 37 | 9.16470963533985e-05 | 0.000183294192706797 | 0.999908352903647 |
| 38 | 0.000136095482420294 | 0.000272190964840589 | 0.99986390451758 |
| 39 | 0.000237591574200279 | 0.000475183148400558 | 0.9997624084258 |
| 40 | 0.000372531738470647 | 0.000745063476941294 | 0.99962746826153 |
| 41 | 0.00404919306103503 | 0.00809838612207007 | 0.995950806938965 |
| 42 | 0.0080113831225582 | 0.0160227662451164 | 0.991988616877442 |
| 43 | 0.0291697467072898 | 0.0583394934145795 | 0.97083025329271 |
| 44 | 0.0868632361288316 | 0.173726472257663 | 0.913136763871168 |
| 45 | 0.156968160175232 | 0.313936320350464 | 0.843031839824768 |
| 46 | 0.304727794252157 | 0.609455588504315 | 0.695272205747843 |
| 47 | 0.436708429297389 | 0.873416858594777 | 0.563291570702611 |
| 48 | 0.39679566544004 | 0.79359133088008 | 0.60320433455996 |
| 49 | 0.323012699969495 | 0.646025399938991 | 0.676987300030504 |
| 50 | 0.231056235585689 | 0.462112471171379 | 0.76894376441431 |
| 51 | 0.154476397092660 | 0.308952794185321 | 0.84552360290734 |
| 52 | 0.287830419624042 | 0.575660839248084 | 0.712169580375958 |
| 53 | 0.723377556881684 | 0.553244886236632 | 0.276622443118316 |
| 54 | 0.764141590218419 | 0.471716819563162 | 0.235858409781581 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 36 | 0.72 | NOK |
| 5% type I error level | 38 | 0.76 | NOK |
| 10% type I error level | 39 | 0.78 | NOK |
