| Multiple Linear Regression - Estimated Regression Equation |
| Ps[t] = + 0.835834783520968 -0.141292771986980D[t] -1.65428892255176e-10Tg[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) | 0.835834783520968 | 0.085083 | 9.8238 | 0 | 0 |
| D | -0.141292771986980 | 0.020716 | -6.8205 | 0 | 0 |
| Tg | -1.65428892255176e-10 | 0 | -4.4418 | 8.2e-05 | 4.1e-05 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.810328521823468 |
| R-squared | 0.656632313280607 |
| Adjusted R-squared | 0.637556330685086 |
| F-TEST (value) | 34.4219392103427 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 36 |
| p-value | 4.40219838360179e-09 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.181236178233053 |
| Sum Squared Residuals | 1.18247588281883 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 0.301029996 | 0.385103234370157 | -0.0840732383701566 |
| 2 | 0.255272505 | 0.224423266535802 | 0.0308492384641977 |
| 3 | -0.15490196 | -0.102423536662660 | -0.0524784233373403 |
| 4 | 0.591064607 | 0.439108545448451 | 0.151956061551549 |
| 5 | 0 | -0.158340745791546 | 0.158340745791546 |
| 6 | 0.556302501 | 0.396879097723097 | 0.159423403276903 |
| 7 | 0.146128036 | 0.303843991816293 | -0.157715955816293 |
| 8 | 0.176091259 | -0.0683361719611857 | 0.244427430961186 |
| 9 | -0.15490196 | 0.0888622461884808 | -0.243764206188481 |
| 10 | 0.322219295 | 0.667688778344117 | -0.345469483344117 |
| 11 | 0.612783857 | 0.526396006357137 | 0.0863878506428631 |
| 12 | 0.079181246 | 0.209292589223490 | -0.130111343223490 |
| 13 | -0.301029996 | -0.229653067830203 | -0.0713769281697972 |
| 14 | 0.531478917 | 0.354053004616996 | 0.177425912383004 |
| 15 | 0.176091259 | 0.282398806288589 | -0.106307547288589 |
| 16 | 0.531478917 | 0.172554717573515 | 0.358924199426485 |
| 17 | -0.096910013 | -0.0324862239522806 | -0.0644237890477194 |
| 18 | -0.096910013 | -0.288558584468787 | 0.191648571468787 |
| 19 | 0.301029996 | 0.413483285797495 | -0.112453289797495 |
| 20 | 0.278753601 | 0.293126941582047 | -0.0143733405820471 |
| 21 | 0.113943352 | 0.200413675879279 | -0.0864703238792792 |
| 22 | 0.748188027 | 0.516014253465647 | 0.232173773534353 |
| 23 | 0.491361694 | 0.350585361210471 | 0.140776332789529 |
| 24 | 0.255272505 | 0.198217655913751 | 0.0570548490862495 |
| 25 | -0.045757491 | -0.0983169986597365 | 0.0525595076597365 |
| 26 | 0.255272505 | 0.349697437569400 | -0.0944249325694004 |
| 27 | 0.278753601 | 0.236573799478663 | 0.0421798015213373 |
| 28 | -0.045757491 | -0.117343389404157 | 0.0715858984041571 |
| 29 | 0.414973348 | 0.193223194269757 | 0.221750153730243 |
| 30 | 0.380211242 | 0.41066547922989 | -0.0304542372298897 |
| 31 | 0.079181246 | 0.186850075254176 | -0.107668829254176 |
| 32 | -0.045757491 | 0.164130291212276 | -0.209887782212276 |
| 33 | -0.301029996 | 0.0228375192252960 | -0.323867515225296 |
| 34 | -0.22184875 | -0.231094819005710 | 0.00924606900570972 |
| 35 | 0.361727836 | 0.523833480392041 | -0.162105644392041 |
| 36 | -0.301029996 | 0.0312996242758145 | -0.332329620275815 |
| 37 | 0.414973348 | 0.278181053310629 | 0.136792294689371 |
| 38 | -0.22184875 | -0.113498469972400 | -0.108350280027600 |
| 39 | 0.819543936 | 0.504939320155907 | 0.314604615844093 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.15864019403834 | 0.31728038807668 | 0.84135980596166 |
| 7 | 0.390041127047868 | 0.780082254095737 | 0.609958872952132 |
| 8 | 0.404079653329534 | 0.808159306659068 | 0.595920346670466 |
| 9 | 0.473006173283832 | 0.946012346567664 | 0.526993826716168 |
| 10 | 0.629079675764899 | 0.741840648470202 | 0.370920324235101 |
| 11 | 0.635701217616523 | 0.728597564766955 | 0.364298782383477 |
| 12 | 0.608044118517821 | 0.783911762964359 | 0.391955881482179 |
| 13 | 0.537760155057391 | 0.924479689885217 | 0.462239844942609 |
| 14 | 0.533482943933909 | 0.933034112132181 | 0.466517056066091 |
| 15 | 0.477842462723718 | 0.955684925447437 | 0.522157537276282 |
| 16 | 0.721027720456186 | 0.557944559087627 | 0.278972279543814 |
| 17 | 0.647044878534556 | 0.705910242930889 | 0.352955121465444 |
| 18 | 0.672840896394358 | 0.654318207211283 | 0.327159103605642 |
| 19 | 0.620491062489521 | 0.759017875020957 | 0.379508937510479 |
| 20 | 0.524063365960737 | 0.951873268078527 | 0.475936634039263 |
| 21 | 0.450491510754647 | 0.900983021509294 | 0.549508489245353 |
| 22 | 0.490020925059164 | 0.980041850118327 | 0.509979074940836 |
| 23 | 0.462297964532319 | 0.924595929064639 | 0.537702035467681 |
| 24 | 0.393229022880944 | 0.786458045761888 | 0.606770977119056 |
| 25 | 0.332941796590037 | 0.665883593180075 | 0.667058203409963 |
| 26 | 0.266446390769689 | 0.532892781539378 | 0.733553609230311 |
| 27 | 0.203532735358225 | 0.407065470716451 | 0.796467264641775 |
| 28 | 0.142410939462578 | 0.284821878925155 | 0.857589060537422 |
| 29 | 0.179134200475936 | 0.358268400951873 | 0.820865799524064 |
| 30 | 0.111263425361721 | 0.222526850723443 | 0.888736574638279 |
| 31 | 0.0684929570850051 | 0.136985914170010 | 0.931507042914995 |
| 32 | 0.0545138618700277 | 0.109027723740055 | 0.945486138129972 |
| 33 | 0.0920618545425755 | 0.184123709085151 | 0.907938145457424 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 0 | 0 | OK |
| 5% type I error level | 0 | 0 | OK |
| 10% type I error level | 0 | 0 | OK |
