Multiple Linear Regression - Estimated Regression Equation |
biti[t] = + 110.794104706504 + 0.00497884717080904`Bosnië`[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) | 110.794104706504 | 0.14278 | 775.9753 | 0 | 0 |
`Bosnië` | 0.00497884717080904 | 0.001166 | 4.2707 | 7.2e-05 | 3.6e-05 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.485936988710422 |
R-squared | 0.236134756996953 |
Adjusted R-squared | 0.223187888471478 |
F-TEST (value) | 18.2387545322110 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 59 |
p-value | 7.18542786055654e-05 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.160316037791106 |
Sum Squared Residuals | 1.51637268640932 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 111.4 | 111.248175568482 | 0.151824431517746 |
2 | 111.5 | 111.253154415653 | 0.246845584346904 |
3 | 111.6 | 111.258133262824 | 0.341866737176090 |
4 | 111.7 | 111.263112109995 | 0.436887890005289 |
5 | 111.8 | 111.268090957166 | 0.531909042834474 |
6 | 111.9 | 111.273069804336 | 0.626930195663674 |
7 | 111.1 | 111.278048651507 | -0.178048651507147 |
8 | 111.11 | 111.283027498678 | -0.173027498677951 |
9 | 111.12 | 111.288006345849 | -0.168006345848754 |
10 | 111.13 | 111.292985193020 | -0.162985193019573 |
11 | 111.14 | 111.297964040190 | -0.157964040190376 |
12 | 111.15 | 111.302942887361 | -0.152942887361180 |
13 | 111.16 | 111.307921734532 | -0.147921734531999 |
14 | 111.17 | 111.312900581703 | -0.142900581702802 |
15 | 111.18 | 111.317879428874 | -0.137879428873606 |
16 | 111.19 | 111.322858276044 | -0.132858276044425 |
17 | 111.2 | 111.327837123215 | -0.127837123215228 |
18 | 111.21 | 111.332815970386 | -0.122815970386047 |
19 | 111.22 | 111.337794817557 | -0.117794817556851 |
20 | 111.23 | 111.342773664728 | -0.112773664727654 |
21 | 111.24 | 111.347752511898 | -0.107752511898473 |
22 | 111.25 | 111.352731359069 | -0.102731359069276 |
23 | 111.26 | 111.35771020624 | -0.0977102062400804 |
24 | 111.27 | 111.362689053411 | -0.0926890534108986 |
25 | 111.28 | 111.367667900582 | -0.0876679005817025 |
26 | 111.29 | 111.372646747753 | -0.0826467477525064 |
27 | 111.3 | 111.377625594923 | -0.0776255949233245 |
28 | 111.31 | 111.382604442094 | -0.0726044420941285 |
29 | 111.32 | 111.387583289265 | -0.0675832892649466 |
30 | 111.33 | 111.392562136436 | -0.0625621364357505 |
31 | 111.34 | 111.397540983607 | -0.0575409836065544 |
32 | 111.35 | 111.402519830777 | -0.0525198307773726 |
33 | 111.36 | 111.407498677948 | -0.0474986779481765 |
34 | 111.37 | 111.412477525119 | -0.0424775251189804 |
35 | 111.38 | 111.417456372290 | -0.0374563722897986 |
36 | 111.39 | 111.422435219461 | -0.0324352194606025 |
37 | 111.4 | 111.427414066631 | -0.0274140666314064 |
38 | 111.41 | 111.432392913802 | -0.0223929138022245 |
39 | 111.42 | 111.437371760973 | -0.0173717609730284 |
40 | 111.43 | 111.442350608144 | -0.0123506081438323 |
41 | 111.44 | 111.447329455315 | -0.00732945531465045 |
42 | 111.45 | 111.452308302485 | -0.00230830248545437 |
43 | 111.46 | 111.457287149656 | 0.00271285034372749 |
44 | 111.47 | 111.462265996827 | 0.00773400317292357 |
45 | 111.48 | 111.467244843998 | 0.0127551560021196 |
46 | 111.49 | 111.472223691169 | 0.0177763088313015 |
47 | 111.5 | 111.477202538339 | 0.0227974616604976 |
48 | 111.51 | 111.482181385510 | 0.0278186144896937 |
49 | 111.52 | 111.487160232681 | 0.0328397673188755 |
50 | 111.53 | 111.492139079852 | 0.0378609201480716 |
51 | 111.54 | 111.497117927023 | 0.0428820729772677 |
52 | 111.55 | 111.502096774194 | 0.0479032258064496 |
53 | 111.56 | 111.507075621364 | 0.0529243786356456 |
54 | 111.57 | 111.512054468535 | 0.0579455314648275 |
55 | 111.58 | 111.517033315706 | 0.0629666842940236 |
56 | 111.59 | 111.522012162877 | 0.0679878371232197 |
57 | 111.6 | 111.526991010048 | 0.0730089899524015 |
58 | 111.61 | 111.531969857218 | 0.0780301427815976 |
59 | 111.62 | 111.536948704389 | 0.0830512956107937 |
60 | 111.63 | 111.54192755156 | 0.0880724484399755 |
61 | 111.64 | 111.546906398731 | 0.0930936012691716 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 5.74174410334181e-41 | 1.14834882066836e-40 | 1 |
6 | 0.66891206270431 | 0.66217587459138 | 0.33108793729569 |
7 | 1 | 0 | 0 |
8 | 1 | 0 | 0 |
9 | 1 | 0 | 0 |
10 | 1 | 0 | 0 |
11 | 1 | 0 | 0 |
12 | 1 | 0 | 0 |
13 | 1 | 0 | 0 |
14 | 1 | 0 | 0 |
15 | 1 | 0 | 0 |
16 | 1 | 0 | 0 |
17 | 1 | 0 | 0 |
18 | 1 | 0 | 0 |
19 | 1 | 0 | 0 |
20 | 1 | 0 | 0 |
21 | 1 | 0 | 0 |
22 | 1 | 0 | 0 |
23 | 1 | 0 | 0 |
24 | 1 | 0 | 0 |
25 | 1 | 0 | 0 |
26 | 1 | 0 | 0 |
27 | 1 | 0 | 0 |
28 | 1 | 0 | 0 |
29 | 1 | 0 | 0 |
30 | 1 | 0 | 0 |
31 | 1 | 0 | 0 |
32 | 1 | 0 | 0 |
33 | 1 | 6.91691904177745e-322 | 3.45845952088873e-322 |
34 | 1 | 2.71821852281784e-315 | 1.35910926140892e-315 |
35 | 1 | 3.75371227743421e-313 | 1.87685613871710e-313 |
36 | 1 | 3.05674766522315e-309 | 1.52837383261157e-309 |
37 | 1 | 1.98484004503375e-276 | 9.92420022516877e-277 |
38 | 1 | 7.03931875902687e-275 | 3.51965937951344e-275 |
39 | 1 | 1.58155063731923e-252 | 7.90775318659615e-253 |
40 | 1 | 5.7884942588019e-244 | 2.89424712940095e-244 |
41 | 1 | 2.83615019628197e-225 | 1.41807509814098e-225 |
42 | 1 | 5.28442217127445e-215 | 2.64221108563722e-215 |
43 | 1 | 7.88947414431829e-205 | 3.94473707215914e-205 |
44 | 1 | 1.23957622093428e-200 | 6.19788110467141e-201 |
45 | 1 | 3.61618661672094e-180 | 1.80809330836047e-180 |
46 | 1 | 2.62996980084302e-173 | 1.31498490042151e-173 |
47 | 1 | 6.30056044728085e-153 | 3.15028022364042e-153 |
48 | 1 | 9.86266938694187e-146 | 4.93133469347094e-146 |
49 | 1 | 5.92107724989251e-126 | 2.96053862494625e-126 |
50 | 1 | 1.88498303179141e-117 | 9.42491515895704e-118 |
51 | 1 | 3.40285618524393e-103 | 1.70142809262197e-103 |
52 | 1 | 7.07212172074543e-90 | 3.53606086037271e-90 |
53 | 1 | 9.84622237139753e-79 | 4.92311118569876e-79 |
54 | 1 | 4.33427280348829e-65 | 2.16713640174415e-65 |
55 | 1 | 2.13440006054049e-51 | 1.06720003027024e-51 |
56 | 1 | 8.26119226757836e-41 | 4.13059613378918e-41 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 51 | 0.98076923076923 | NOK |
5% type I error level | 51 | 0.98076923076923 | NOK |
10% type I error level | 51 | 0.98076923076923 | NOK |