| Multiple Linear Regression - Estimated Regression Equation |
| BEL20[t] = + 217.853883931972 + 3217.76011165303`Depositorente `[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) | 217.853883931972 | 308.328354 | 0.7066 | 0.482666 | 0.241333 |
| `Depositorente ` | 3217.76011165303 | 307.584131 | 10.4614 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.808460902097025 |
| R-squared | 0.653609030219535 |
| Adjusted R-squared | 0.647636772119872 |
| F-TEST (value) | 109.440854583360 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 58 |
| p-value | 5.6621374255883e-15 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 504.128264402531 |
| Sum Squared Residuals | 14740427.8042315 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 2756.76 | 2985.12757995361 | -228.367579953613 |
| 2 | 2849.27 | 3049.48278218664 | -200.21278218664 |
| 3 | 2921.44 | 3049.48278218664 | -128.042782186639 |
| 4 | 2981.85 | 3049.48278218664 | -67.6327821866392 |
| 5 | 3080.58 | 3017.30518107011 | 63.2748189298911 |
| 6 | 3106.22 | 3049.48278218664 | 56.7372178133607 |
| 7 | 3119.31 | 3017.30518107011 | 102.004818929891 |
| 8 | 3061.26 | 2952.94997883705 | 108.310021162952 |
| 9 | 3097.31 | 2920.77237772052 | 176.537622279482 |
| 10 | 3161.69 | 2888.59477660399 | 273.095223396012 |
| 11 | 3257.16 | 2985.12757995358 | 272.032420046421 |
| 12 | 3277.01 | 3017.30518107011 | 259.704818929891 |
| 13 | 3295.32 | 2952.94997883705 | 342.370021162952 |
| 14 | 3363.99 | 3081.66038330317 | 282.329616696830 |
| 15 | 3494.17 | 3371.25879335194 | 122.911206648059 |
| 16 | 3667.03 | 3467.79159670153 | 199.238403298468 |
| 17 | 3813.06 | 3435.613995585 | 377.446004414998 |
| 18 | 3917.96 | 3467.79159670153 | 450.168403298468 |
| 19 | 3895.51 | 3596.50200116765 | 299.007998832347 |
| 20 | 3801.06 | 3435.613995585 | 365.446004414998 |
| 21 | 3570.12 | 3403.43639446847 | 166.683605531528 |
| 22 | 3701.61 | 3499.96919781806 | 201.640802181937 |
| 23 | 3862.27 | 3789.56760786684 | 72.7023921331647 |
| 24 | 3970.1 | 3918.27801233296 | 51.8219876670442 |
| 25 | 4138.52 | 4014.81081568255 | 123.709184317454 |
| 26 | 4199.75 | 4079.16601791561 | 120.583982084393 |
| 27 | 4290.89 | 4143.52122014867 | 147.368779851333 |
| 28 | 4443.91 | 4079.16601791561 | 364.743982084393 |
| 29 | 4502.64 | 4175.6988212652 | 326.941178734802 |
| 30 | 4356.98 | 4175.6988212652 | 181.281178734802 |
| 31 | 4591.27 | 4111.34361903214 | 479.926380967863 |
| 32 | 4696.96 | 4240.05402349826 | 456.905976501742 |
| 33 | 4621.4 | 4079.16601791561 | 542.233982084393 |
| 34 | 4562.84 | 4079.16601791561 | 483.673982084393 |
| 35 | 4202.52 | 4111.34361903214 | 91.176380967863 |
| 36 | 4296.49 | 4240.05402349826 | 56.4359765017413 |
| 37 | 4435.23 | 4175.6988212652 | 259.531178734802 |
| 38 | 4105.18 | 4079.16601791561 | 26.0139820843932 |
| 39 | 4116.68 | 4014.81081568255 | 101.869184317454 |
| 40 | 3844.49 | 3950.45561344949 | -105.965613449486 |
| 41 | 3720.98 | 3821.74520898337 | -100.765208983365 |
| 42 | 3674.4 | 3789.56760786684 | -115.167607866835 |
| 43 | 3857.62 | 3757.39000675031 | 100.229993249695 |
| 44 | 3801.06 | 3693.03480451724 | 108.025195482756 |
| 45 | 3504.37 | 3467.79159670153 | 36.5784032984675 |
| 46 | 3032.6 | 3467.79159670153 | -435.191596701533 |
| 47 | 3047.03 | 3403.43639446847 | -356.406394468472 |
| 48 | 2962.34 | 3660.85720340071 | -698.517203400714 |
| 49 | 2197.82 | 3853.9228100999 | -1656.10281009989 |
| 50 | 2014.45 | 3725.21240563377 | -1710.76240563377 |
| 51 | 1862.83 | 3274.72599000235 | -1411.89599000235 |
| 52 | 1905.41 | 2759.88437213787 | -854.474372137867 |
| 53 | 1810.99 | 2566.81876543869 | -755.828765438685 |
| 54 | 1670.07 | 2470.28596208909 | -800.215962089094 |
| 55 | 1864.44 | 2309.39795650644 | -444.957956506443 |
| 56 | 2052.02 | 2180.68755204032 | -128.667552040322 |
| 57 | 2029.6 | 1923.26674310808 | 106.333256891920 |
| 58 | 2070.83 | 1858.91154087502 | 211.91845912498 |
| 59 | 2293.41 | 1537.13552970972 | 756.274470290283 |
| 60 | 2443.27 | 1569.31313082625 | 873.956869173752 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0215406111855296 | 0.0430812223710592 | 0.97845938881447 |
| 6 | 0.00784797276341012 | 0.0156959455268202 | 0.99215202723659 |
| 7 | 0.00418923637557117 | 0.00837847275114234 | 0.99581076362443 |
| 8 | 0.00144367754060340 | 0.00288735508120681 | 0.998556322459397 |
| 9 | 0.000388673318353047 | 0.000777346636706095 | 0.999611326681647 |
| 10 | 0.000100338167156563 | 0.000200676334313126 | 0.999899661832844 |
| 11 | 8.19307435356172e-05 | 0.000163861487071234 | 0.999918069256464 |
| 12 | 7.67413700354303e-05 | 0.000153482740070861 | 0.999923258629965 |
| 13 | 4.09035299078307e-05 | 8.18070598156613e-05 | 0.999959096470092 |
| 14 | 7.08848603603402e-05 | 0.000141769720720680 | 0.99992911513964 |
| 15 | 4.8737334234757e-05 | 9.7474668469514e-05 | 0.999951262665765 |
| 16 | 2.00915820389891e-05 | 4.01831640779781e-05 | 0.99997990841796 |
| 17 | 1.28554557469427e-05 | 2.57109114938853e-05 | 0.999987144544253 |
| 18 | 7.997143236592e-06 | 1.5994286473184e-05 | 0.999992002856763 |
| 19 | 2.59974841886399e-06 | 5.19949683772799e-06 | 0.99999740025158 |
| 20 | 9.9169558632252e-07 | 1.98339117264504e-06 | 0.999999008304414 |
| 21 | 3.25875191564507e-07 | 6.51750383129015e-07 | 0.999999674124809 |
| 22 | 1.03405069918391e-07 | 2.06810139836782e-07 | 0.99999989659493 |
| 23 | 7.10877104598248e-08 | 1.42175420919650e-07 | 0.99999992891229 |
| 24 | 3.935311629854e-08 | 7.870623259708e-08 | 0.999999960646884 |
| 25 | 1.31886252679384e-08 | 2.63772505358768e-08 | 0.999999986811375 |
| 26 | 4.10756446128977e-09 | 8.21512892257953e-09 | 0.999999995892435 |
| 27 | 1.16580087724456e-09 | 2.33160175448912e-09 | 0.999999998834199 |
| 28 | 5.45172499191597e-10 | 1.09034499838319e-09 | 0.999999999454827 |
| 29 | 1.94410382653584e-10 | 3.88820765307168e-10 | 0.99999999980559 |
| 30 | 5.6644484066548e-11 | 1.13288968133096e-10 | 0.999999999943356 |
| 31 | 5.64217814987622e-11 | 1.12843562997524e-10 | 0.999999999943578 |
| 32 | 4.0610527753013e-11 | 8.1221055506026e-11 | 0.99999999995939 |
| 33 | 6.88593998951903e-11 | 1.37718799790381e-10 | 0.99999999993114 |
| 34 | 7.71948819115255e-11 | 1.54389763823051e-10 | 0.999999999922805 |
| 35 | 5.6058924593981e-11 | 1.12117849187962e-10 | 0.99999999994394 |
| 36 | 5.5014855234977e-11 | 1.10029710469954e-10 | 0.999999999944985 |
| 37 | 4.48856746474370e-11 | 8.97713492948739e-11 | 0.999999999955114 |
| 38 | 5.34049879731766e-11 | 1.06809975946353e-10 | 0.999999999946595 |
| 39 | 6.14793434596873e-11 | 1.22958686919375e-10 | 0.99999999993852 |
| 40 | 1.56930259873502e-10 | 3.13860519747003e-10 | 0.99999999984307 |
| 41 | 3.39373215722216e-10 | 6.78746431444433e-10 | 0.999999999660627 |
| 42 | 9.10237329605562e-10 | 1.82047465921112e-09 | 0.999999999089763 |
| 43 | 5.01985577535529e-09 | 1.00397115507106e-08 | 0.999999994980144 |
| 44 | 1.28255858960495e-07 | 2.5651171792099e-07 | 0.99999987174414 |
| 45 | 5.77539604271518e-06 | 1.15507920854304e-05 | 0.999994224603957 |
| 46 | 0.000239785221561518 | 0.000479570443123036 | 0.999760214778438 |
| 47 | 0.0103146625209057 | 0.0206293250418114 | 0.989685337479094 |
| 48 | 0.645433433260342 | 0.709133133479317 | 0.354566566739658 |
| 49 | 0.97517052843075 | 0.0496589431385007 | 0.0248294715692504 |
| 50 | 0.997702628180168 | 0.00459474363966458 | 0.00229737181983229 |
| 51 | 0.999309604248353 | 0.00138079150329469 | 0.000690395751647347 |
| 52 | 0.999665661874225 | 0.000668676251550858 | 0.000334338125775429 |
| 53 | 0.999131586895686 | 0.00173682620862758 | 0.000868413104313788 |
| 54 | 0.996722011780947 | 0.00655597643810526 | 0.00327798821905263 |
| 55 | 0.982848000419177 | 0.0343039991616463 | 0.0171519995808231 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 45 | 0.88235294117647 | NOK |
| 5% type I error level | 50 | 0.980392156862745 | NOK |
| 10% type I error level | 50 | 0.980392156862745 | NOK |
