| Multiple Linear Regression - Estimated Regression Equation |
| PSS[t] = + 14.7010144744564 -0.213486826461162G[t] + 0.0485974878790153T[t] -0.0288204218007257`T-G`[t] + 0.696344101971695HPP[t] -0.142272713875854`HPP-G`[t] -0.655973025889067TGYW[t] + 1.06170320950822`TGYW-G`[t] -0.789069557634572POP[t] -0.157775203711889`POP-G`[t] -0.294494920037662IDT[t] -0.584187019346881`IDT-G `[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) | 14.7010144744564 | 0.619659 | 23.7244 | 0 | 0 |
| G | -0.213486826461162 | 0.01374 | -15.5372 | 0 | 0 |
| T | 0.0485974878790153 | 0.017017 | 2.8558 | 0.006081 | 0.00304 |
| `T-G` | -0.0288204218007257 | 0.01082 | -2.6636 | 0.010168 | 0.005084 |
| HPP | 0.696344101971695 | 0.156934 | 4.4372 | 4.5e-05 | 2.3e-05 |
| `HPP-G` | -0.142272713875854 | 0.100438 | -1.4165 | 0.162365 | 0.081182 |
| TGYW | -0.655973025889067 | 0.145994 | -4.4932 | 3.7e-05 | 1.9e-05 |
| `TGYW-G` | 1.06170320950822 | 0.101758 | 10.4336 | 0 | 0 |
| POP | -0.789069557634572 | 0.110111 | -7.1661 | 0 | 0 |
| `POP-G` | -0.157775203711889 | 0.110529 | -1.4275 | 0.159206 | 0.079603 |
| IDT | -0.294494920037662 | 0.134578 | -2.1883 | 0.032995 | 0.016497 |
| `IDT-G ` | -0.584187019346881 | 0.094525 | -6.1802 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.99123303097312 |
| R-squared | 0.98254292169216 |
| Adjusted R-squared | 0.978986850185008 |
| F-TEST (value) | 276.300102434920 |
| F-TEST (DF numerator) | 11 |
| F-TEST (DF denominator) | 54 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.801797935945067 |
| Sum Squared Residuals | 34.7155162246316 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 14 | 14.7677158202741 | -0.767715820274149 |
| 2 | 18 | 18.1543231711774 | -0.154323171177378 |
| 3 | 11 | 10.3564577982390 | 0.643542201760957 |
| 4 | 12 | 12.5105751029876 | -0.51057510298765 |
| 5 | 16 | 16.2525254710587 | -0.252525471058658 |
| 6 | 18 | 18.1181497482876 | -0.118149748287631 |
| 7 | 14 | 13.666949835824 | 0.333050164175989 |
| 8 | 14 | 14.0161554737746 | -0.0161554737746486 |
| 9 | 15 | 15.1071676487146 | -0.107167648714623 |
| 10 | 15 | 15.0981242929922 | -0.0981242929921869 |
| 11 | 17 | 15.2989584438735 | 1.70104155612650 |
| 12 | 19 | 19.5267585726844 | -0.526758572684439 |
| 13 | 10 | 11.1194897262880 | -1.11948972628803 |
| 14 | 16 | 16.5248198288339 | -0.524819828833866 |
| 15 | 18 | 18.3995729748547 | -0.39957297485472 |
| 16 | 14 | 13.1665868899148 | 0.833413110085201 |
| 17 | 14 | 13.6593157117585 | 0.340684288241517 |
| 18 | 17 | 17.5978308053984 | -0.597830805398411 |
| 19 | 14 | 14.3081472436043 | -0.308147243604294 |
| 20 | 16 | 15.4194894099878 | 0.580510590012188 |
| 21 | 18 | 16.9165256217683 | 1.08347437823174 |
| 22 | 11 | 10.5428830331858 | 0.457116966814171 |
| 23 | 14 | 14.5778908631724 | -0.57789086317241 |
| 24 | 12 | 11.9922297148683 | 0.0077702851316808 |
| 25 | 17 | 15.7241785734463 | 1.27582142655375 |
| 26 | 9 | 8.99485540541368 | 0.00514459458631516 |
| 27 | 16 | 15.209661317507 | 0.790338682493012 |
| 28 | 14 | 13.4770393656529 | 0.522960634347149 |
| 29 | 15 | 14.9308649686618 | 0.0691350313381611 |
| 30 | 11 | 12.1460968816386 | -1.14609688163863 |
| 31 | 16 | 16.3756472159484 | -0.375647215948391 |
| 32 | 13 | 12.9289485590716 | 0.0710514409284098 |
| 33 | 17 | 17.8204294632349 | -0.820429463234943 |
| 34 | 15 | 14.8810837556537 | 0.118916244346281 |
| 35 | 14 | 13.5423511454023 | 0.4576488545977 |
| 36 | 16 | 15.3876549122116 | 0.612345087788406 |
| 37 | 9 | 10.2425056170170 | -1.24250561701704 |
| 38 | 15 | 15.0214788607490 | -0.0214788607490249 |
| 39 | 17 | 16.7150990443889 | 0.284900955611112 |
| 40 | 13 | 13.019002265736 | -0.0190022657359885 |
| 41 | 15 | 14.5396954812566 | 0.46030451874342 |
| 42 | 16 | 16.2761703030016 | -0.276170303001593 |
| 43 | 16 | 15.133321001509 | 0.866678998491 |
| 44 | 12 | 12.2194285906646 | -0.219428590664604 |
| 45 | 12 | 11.8195085731143 | 0.180491426885667 |
| 46 | 3 | 3.14523108604716 | -0.145231086047158 |
| 47 | 4 | 4.34565707400495 | -0.345657074004954 |
| 48 | 4 | 6.20001989471674 | -2.20001989471674 |
| 49 | 5 | 6.31841452002216 | -1.31841452002216 |
| 50 | 4 | 4.04033402058695 | -0.0403340205869518 |
| 51 | 3 | 4.07603987631705 | -1.07603987631705 |
| 52 | 3 | 4.47411808649622 | -1.47411808649622 |
| 53 | 4 | 4.67418624008053 | -0.674186240080527 |
| 54 | 3 | 3.74735705978176 | -0.74735705978176 |
| 55 | 4 | 3.7166330890825 | 0.283366910917499 |
| 56 | 4 | 3.29903041767677 | 0.700969582323229 |
| 57 | 4 | 3.67035405093384 | 0.329645949066157 |
| 58 | 3 | 2.77438143743493 | 0.225618562565073 |
| 59 | 3 | 2.61371006879986 | 0.386289931200144 |
| 60 | 3 | 2.5889476795104 | 0.411052320489598 |
| 61 | 3 | 3.14973924232481 | -0.149739242324807 |
| 62 | 4 | 2.78656573322439 | 1.21343426677561 |
| 63 | 4 | 3.78484745566502 | 0.215152544334983 |
| 64 | 4 | 3.62140566148015 | 0.378594338519852 |
| 65 | 4 | 2.60626164266918 | 1.39373835733082 |
| 66 | 3 | 1.86310115834165 | 1.13689884165835 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 15 | 1.00489494034282e-45 | 2.00978988068565e-45 | 1 |
| 16 | 1.83697553139090e-60 | 3.67395106278181e-60 | 1 |
| 17 | 3.49914216649658e-74 | 6.99828433299317e-74 | 1 |
| 18 | 2.87745481376475e-88 | 5.7549096275295e-88 | 1 |
| 19 | 7.88047576183506e-102 | 1.57609515236701e-101 | 1 |
| 20 | 4.41833035673249e-120 | 8.83666071346498e-120 | 1 |
| 21 | 4.89965276183681e-138 | 9.79930552367363e-138 | 1 |
| 22 | 1.34370497216944e-146 | 2.68740994433888e-146 | 1 |
| 23 | 4.70916751899335e-162 | 9.4183350379867e-162 | 1 |
| 24 | 5.54879927060798e-178 | 1.10975985412160e-177 | 1 |
| 25 | 1.59002359740615e-196 | 3.1800471948123e-196 | 1 |
| 26 | 1.14650321024298e-203 | 2.29300642048595e-203 | 1 |
| 27 | 8.15242740362624e-223 | 1.63048548072525e-222 | 1 |
| 28 | 1.99638093890283e-235 | 3.99276187780566e-235 | 1 |
| 29 | 1.09407494592744e-249 | 2.18814989185488e-249 | 1 |
| 30 | 6.03313659772278e-258 | 1.20662731954456e-257 | 1 |
| 31 | 3.5188664351616e-288 | 7.0377328703232e-288 | 1 |
| 32 | 7.22277340874178e-290 | 1.44455468174836e-289 | 1 |
| 33 | 2.32677969909686e-308 | 4.65355939819372e-308 | 1 |
| 34 | 5.61209167111072e-320 | 1.12241833422214e-319 | 1 |
| 35 | 0 | 0 | 1 |
| 36 | 0 | 0 | 1 |
| 37 | 0 | 0 | 1 |
| 38 | 0 | 0 | 1 |
| 39 | 0 | 0 | 1 |
| 40 | 0 | 0 | 1 |
| 41 | 0 | 0 | 1 |
| 42 | 0 | 0 | 1 |
| 43 | 0 | 0 | 1 |
| 44 | 0 | 0 | 1 |
| 45 | 1 | 4.02811470584559e-128 | 2.01405735292280e-128 |
| 46 | 1 | 4.784238973527e-118 | 2.3921194867635e-118 |
| 47 | 1 | 9.31144006844364e-100 | 4.65572003422182e-100 |
| 48 | 1 | 2.25907481145191e-88 | 1.12953740572596e-88 |
| 49 | 1 | 1.42351471209035e-75 | 7.11757356045177e-76 |
| 50 | 1 | 1.12677186633582e-60 | 5.63385933167909e-61 |
| 51 | 1 | 1.03964351399275e-44 | 5.19821756996373e-45 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 37 | 1 | NOK |
| 5% type I error level | 37 | 1 | NOK |
| 10% type I error level | 37 | 1 | NOK |
