Multiple Linear Regression - Estimated Regression Equation
britse_pond[t] = + 0.136039597495012 -0.0837778395373193Zwitserse_frank[t] + 1.12933820928760`Britse_pond_-1`[t] -0.155747217813694`Britse_pond_-2`[t] + 0.00722085111187932M1[t] + 0.000961566541320923M2[t] + 0.0125782436648632M3[t] -0.000865431373813849M4[t] + 0.00785537504436781M5[t] + 0.0073783304629954M6[t] + 0.00229776282336032M7[t] + 0.00716246700968827M8[t] + 0.0033528548036246M9[t] + 0.00607844505430859M10[t] + 0.00488969511372625M11[t] + 0.000143463291902331t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.1360395974950120.0634362.14450.0378230.018911
Zwitserse_frank-0.08377783953731930.054173-1.54650.1294870.064744
`Britse_pond_-1`1.129338209287600.1495497.551600
`Britse_pond_-2`-0.1557472178136940.169166-0.92070.3624770.181238
M10.007220851111879320.0057271.26080.2143250.107162
M20.0009615665413209230.0057050.16850.8669670.433483
M30.01257824366486320.0057292.19550.0337080.016854
M4-0.0008654313738138490.005805-0.14910.8822070.441104
M50.007855375044367810.0057381.36910.1782520.089126
M60.00737833046299540.0057251.28880.2045270.102264
M70.002297762823360320.0057030.40290.6890550.344527
M80.007162467009688270.00571.25660.2158250.107913
M90.00335285480362460.0056980.58840.5593830.279691
M100.006078445054308590.0056951.06730.2919460.145973
M110.004889695113726250.0059870.81680.4186650.209332
t0.0001434632919023310.0001121.27520.2092320.104616


Multiple Linear Regression - Regression Statistics
Multiple R0.973851080073204
R-squared0.948385926159746
Adjusted R-squared0.929952328359655
F-TEST (value)51.4487696023764
F-TEST (DF numerator)15
F-TEST (DF denominator)42
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.00845799712280262
Sum Squared Residuals0.00300458404383217


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
10.629150.631895130109449-0.00274513010944870
20.621680.6209963055988520.000683694401148332
30.613280.624681907751489-0.0114019077514888
40.60890.6039718652147230.00492813478527658
50.608570.609951910753599-0.00138191075359847
60.626720.6098524206135040.0168675793864960
70.622910.627399469439532-0.00448946943953186
80.623930.626283380411506-0.00235338041150552
90.618380.625451665284673-0.00707166528467286
100.620120.621173540183522-0.00105354018352215
110.616590.622991210213683-0.0064012102136835
120.61160.613736080835466-0.00213608083546645
130.615730.616827430297297-0.00109743029729740
140.614070.616320510118964-0.00225051011896407
150.628230.6262832025174420.00194679748255837
160.644050.6279846703866440.016065329613356
170.63870.653322335006928-0.014622335006928
180.636330.644382339904512-0.00805233990451194
190.630590.637493040424672-0.00690304042467217
200.629940.636379549703856-0.00643954970385632
210.637090.6326806309529730.00440936904702711
220.642170.643675421679822-0.00150542167982209
230.657110.6477394919962720.00937050800372833
240.669770.6586303546051630.0111396453948369
250.682550.6777892938413610.00476070615863913
260.689020.6818810312163250.00713896878367483
270.713220.6973573836670390.0158626163329613
280.702240.708234759393614-0.00599475939361406
290.700450.7003852569376366.47430623638514e-05
300.699190.700376976285619-0.00118697628561933
310.696930.6936757373014940.00325426269850557
320.697630.6962356862976890.00139431370231089
330.692780.692832395527146-5.23955271461109e-05
340.701960.690500513764090.0114594862359105
350.692150.699631236296295-0.00748123629629452
360.67690.681731347817392-0.00483134781739225
370.671240.673937312909329-0.00269731290932901
380.665320.6648350498640730.000484950135927078
390.671570.672022571574559-0.000452571574559055
400.664280.668445326227665-0.00416532622766519
410.665760.667449833132316-0.00168983313231583
420.669420.6689428688878670.000477131112133344
430.68130.6675400140097980.0137599859902020
440.691440.6854365735169360.00600342648306443
450.698620.6931309717276080.0054890282723924
460.6950.701289484799096-0.00628948479909576
470.698670.694158061493750.00451193850624968
480.689680.693852216741978-0.00417221674197820
490.692330.6905508328425640.00177916715743597
500.682930.688987103201786-0.00605710320178615
510.683990.689944934489472-0.0059549344894718
520.668950.679783378777353-0.0108333787773533
530.687560.6699306641695220.0176293358304785
540.685270.693375394308498-0.0081053943084981
550.67760.683221738824503-0.0056217388245035
560.681370.6799748100700130.00139518992998652
570.679330.6821043365076-0.00277433650760055
580.679220.68183103957347-0.00261103957347046


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
190.7363962684035150.5272074631929710.263603731596485
200.6894963667670470.6210072664659070.310503633232953
210.5902864245554730.8194271508890530.409713575444527
220.5692521411893960.8614957176212080.430747858810604
230.6981870111063440.6036259777873120.301812988893656
240.6780578636115380.6438842727769250.321942136388462
250.6179433063707040.7641133872585930.382056693629296
260.506349264345760.987301471308480.49365073565424
270.6295368472263880.7409263055472230.370463152773612
280.8731241882904540.2537516234190910.126875811709546
290.8208529484797330.3582941030405350.179147051520267
300.7741823631112950.4516352737774110.225817636888705
310.677866611403910.644266777192180.32213338859609
320.5849395121867650.830120975626470.415060487813235
330.5115271657410980.9769456685178040.488472834258902
340.5574294854489180.8851410291021640.442570514551082
350.6043494662575980.7913010674848040.395650533742402
360.5312362887082110.9375274225835770.468763711291789
370.5736117459890050.852776508021990.426388254010995
380.5441851242558410.9116297514883180.455814875744159
390.4514434296021180.9028868592042370.548556570397882


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level00OK
10% type I error level00OK