| Multiple Linear Regression - Estimated Regression Equation |
| PSS[t] = + 10.2762770653839 -0.115368910871645G[t] -0.0340374480008491T[t] + 0.0258113556187273`T-G`[t] + 1.21566788645044HPP[t] -0.233157283641215`HPP-G`[t] + 1.08065169306244TGYW[t] + 0.0279738297900182`TGYW-G`[t] -0.706210467475044POP[t] + 0.0201781082769354`POP-G`[t] -0.779717192161222IDT[t] + 0.112898678160323`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) | 10.2762770653839 | 0.569076 | 18.0578 | 0 | 0 |
| G | -0.115368910871645 | 0.014626 | -7.8882 | 0 | 0 |
| T | -0.0340374480008491 | 0.012952 | -2.6279 | 0.011161 | 0.00558 |
| `T-G` | 0.0258113556187273 | 0.023488 | 1.0989 | 0.276682 | 0.138341 |
| HPP | 1.21566788645044 | 0.196742 | 6.179 | 0 | 0 |
| `HPP-G` | -0.233157283641215 | 0.217404 | -1.0725 | 0.288283 | 0.144141 |
| TGYW | 1.08065169306244 | 0.183667 | 5.8837 | 0 | 0 |
| `TGYW-G` | 0.0279738297900182 | 0.193194 | 0.1448 | 0.885411 | 0.442705 |
| POP | -0.706210467475044 | 0.198308 | -3.5612 | 0.00078 | 0.00039 |
| `POP-G` | 0.0201781082769354 | 0.193512 | 0.1043 | 0.917339 | 0.458669 |
| IDT | -0.779717192161222 | 0.165482 | -4.7118 | 1.8e-05 | 9e-06 |
| `IDT-G ` | 0.112898678160323 | 0.243858 | 0.463 | 0.645247 | 0.322623 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.986956099413074 |
| R-squared | 0.974082342168669 |
| Adjusted R-squared | 0.968802819277101 |
| F-TEST (value) | 184.501963941569 |
| F-TEST (DF numerator) | 11 |
| F-TEST (DF denominator) | 54 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.976960556198783 |
| Sum Squared Residuals | 51.5404041318847 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 14 | 14.1593430366490 | -0.159343036649043 |
| 2 | 18 | 18.3435035220867 | -0.343503522086658 |
| 3 | 11 | 11.4511820632625 | -0.451182063262546 |
| 4 | 12 | 11.9202663787174 | 0.07973362128259 |
| 5 | 16 | 16.2460060994724 | -0.246006099472436 |
| 6 | 18 | 18.2073537300833 | -0.207353730083254 |
| 7 | 14 | 14.6920035438345 | -0.69200354383447 |
| 8 | 14 | 14.7314728205198 | -0.731472820519804 |
| 9 | 15 | 15.1027113390928 | -0.102711339092777 |
| 10 | 15 | 15.0686738910919 | -0.0686738910919283 |
| 11 | 17 | 16.8378894174101 | 0.162110582589929 |
| 12 | 19 | 18.7828462342394 | 0.217153765760619 |
| 13 | 10 | 10.1584747400738 | -0.158474740073772 |
| 14 | 16 | 15.7122412912498 | 0.287758708750245 |
| 15 | 18 | 18.275457923663 | -0.275457923663011 |
| 16 | 14 | 14.335282559448 | -0.33528255944799 |
| 17 | 14 | 13.8852494582143 | 0.114750541785694 |
| 18 | 17 | 16.5832364676226 | 0.416763532377376 |
| 19 | 14 | 13.4654179549929 | 0.534582045007084 |
| 20 | 16 | 15.9439672975339 | 0.0560327024661226 |
| 21 | 18 | 16.9998538439354 | 1.00014615606460 |
| 22 | 11 | 10.8779772759326 | 0.122022724067412 |
| 23 | 14 | 14.0123881824329 | -0.0123881824328909 |
| 24 | 12 | 11.8905540729933 | 0.109445927006666 |
| 25 | 17 | 16.5966092040171 | 0.403390795982874 |
| 26 | 9 | 9.12088363090493 | -0.120883630904928 |
| 27 | 16 | 15.5976464164437 | 0.402353583556342 |
| 28 | 14 | 13.9772171358166 | 0.0227828641833576 |
| 29 | 15 | 14.722896879977 | 0.277103120022984 |
| 30 | 11 | 11.0395694627813 | -0.0395694627813415 |
| 31 | 16 | 15.4345391761365 | 0.56546082386346 |
| 32 | 13 | 13.2211544785248 | -0.221154478524815 |
| 33 | 17 | 16.1461814722961 | 0.853818527703936 |
| 34 | 15 | 14.2517751390715 | 0.748224860928451 |
| 35 | 14 | 14.1789868041877 | -0.178986804187675 |
| 36 | 16 | 15.5236115850046 | 0.476388414995438 |
| 37 | 9 | 9.73603701775351 | -0.73603701775351 |
| 38 | 15 | 14.3985338773879 | 0.601466122612144 |
| 39 | 17 | 16.3779074785802 | 0.622092521419813 |
| 40 | 13 | 13.1361318942706 | -0.136131894270632 |
| 41 | 15 | 14.7964487638958 | 0.203551236104156 |
| 42 | 16 | 15.0601272481272 | 0.93987275187280 |
| 43 | 16 | 15.7625071819408 | 0.237492818059175 |
| 44 | 12 | 12.4364090107412 | -0.436409010741244 |
| 45 | 12 | 13.7035673272813 | -1.70356732728132 |
| 46 | 3 | 4.71839414864835 | -1.71839414864835 |
| 47 | 4 | 4.43275716005653 | -0.432757160056534 |
| 48 | 4 | 4.52257170303609 | -0.522571703036086 |
| 49 | 5 | 4.33077117640792 | 0.66922882359208 |
| 50 | 4 | 6.15203190796087 | -2.15203190796087 |
| 51 | 3 | 4.05404389076897 | -1.05404389076897 |
| 52 | 3 | 6.29533950531307 | -3.29533950531307 |
| 53 | 4 | 4.12645907299968 | -0.126459072999678 |
| 54 | 3 | 3.92177050869039 | -0.921770508690395 |
| 55 | 4 | 4.95151233823011 | -0.951512338230114 |
| 56 | 4 | 3.39443696221173 | 0.605563037788269 |
| 57 | 4 | 3.27690557716880 | 0.723094422831205 |
| 58 | 3 | 3.24862398883875 | -0.248623988838746 |
| 59 | 3 | 3.64719788223852 | -0.647197882238519 |
| 60 | 3 | 3.21396560043436 | -0.213965600434360 |
| 61 | 3 | 0.313229205304116 | 2.68677079469588 |
| 62 | 4 | 4.44045804769021 | -0.440458047690205 |
| 63 | 4 | 2.98248422595853 | 1.01751577404147 |
| 64 | 4 | 2.67103588174798 | 1.32896411825202 |
| 65 | 4 | 2.46121972101417 | 1.53878027898583 |
| 66 | 3 | 0.942697165588093 | 2.05730283441191 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 15 | 3.81580574671502e-44 | 7.63161149343004e-44 | 1 |
| 16 | 9.73436777170028e-61 | 1.94687355434006e-60 | 1 |
| 17 | 1.74621832128781e-75 | 3.49243664257563e-75 | 1 |
| 18 | 3.78698856062550e-87 | 7.57397712125101e-87 | 1 |
| 19 | 3.27486288708833e-101 | 6.54972577417665e-101 | 1 |
| 20 | 1.25475107269315e-120 | 2.50950214538631e-120 | 1 |
| 21 | 6.18543887774056e-128 | 1.23708777554811e-127 | 1 |
| 22 | 4.80928537814385e-145 | 9.6185707562877e-145 | 1 |
| 23 | 2.07391860526198e-158 | 4.14783721052397e-158 | 1 |
| 24 | 7.28223467152904e-173 | 1.45644693430581e-172 | 1 |
| 25 | 3.05294000980883e-191 | 6.10588001961766e-191 | 1 |
| 26 | 1.09440851092711e-203 | 2.18881702185421e-203 | 1 |
| 27 | 1.19607701610786e-221 | 2.39215403221571e-221 | 1 |
| 28 | 7.28791881962743e-227 | 1.45758376392549e-226 | 1 |
| 29 | 2.15995611956016e-247 | 4.31991223912032e-247 | 1 |
| 30 | 1.42878603150679e-253 | 2.85757206301359e-253 | 1 |
| 31 | 1.13781453135499e-274 | 2.27562906270999e-274 | 1 |
| 32 | 9.14324111245473e-294 | 1.82864822249095e-293 | 1 |
| 33 | 2.63688129818922e-304 | 5.27376259637844e-304 | 1 |
| 34 | 3.03244647710565e-318 | 6.0648929542113e-318 | 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 | 3.87760287613849e-125 | 1.93880143806924e-125 |
| 46 | 1 | 9.00013478176091e-118 | 4.50006739088046e-118 |
| 47 | 1 | 4.23144574578171e-96 | 2.11572287289085e-96 |
| 48 | 1 | 2.20110915578591e-87 | 1.10055457789295e-87 |
| 49 | 1 | 2.76733906589568e-71 | 1.38366953294784e-71 |
| 50 | 1 | 1.40597924373098e-58 | 7.02989621865492e-59 |
| 51 | 1 | 4.21748410459427e-45 | 2.10874205229713e-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 |
