| Multiple Linear Regression - Estimated Regression Equation |
| SWS[t] = + 1.07450734071795 -0.303538868542365GT[t] -0.110510499899245D[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) | 1.07450734071795 | 0.128751 | 8.3456 | 0 | 0 |
| GT | -0.303538868542365 | 0.068904 | -4.4053 | 9.1e-05 | 4.5e-05 |
| D | -0.110510499899245 | 0.022191 | -4.98 | 1.6e-05 | 8e-06 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.809091683127883 |
| R-squared | 0.654629351706711 |
| Adjusted R-squared | 0.635442093468194 |
| F-TEST (value) | 34.1179205266869 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 36 |
| p-value | 4.88807283538506e-09 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.181764010742274 |
| Sum Squared Residuals | 1.18937360164024 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 0.301029996 | 0.250256588171421 | 0.0507734078285795 |
| 2 | -0.301029996 | 0.0445237995523333 | -0.345553795552333 |
| 3 | -0.045757491 | -0.0445626007009073 | -0.00119489029909274 |
| 4 | 0.278753601 | 0.227456358149458 | 0.051297242850542 |
| 5 | 0.176091259 | 0.207771731092156 | -0.0316804720921556 |
| 6 | 0 | -0.154697777462889 | 0.154697777462889 |
| 7 | 0.278753601 | 0.00696345035967588 | 0.271790150640324 |
| 8 | -0.15490196 | -0.221322704543612 | 0.0664207445436118 |
| 9 | -0.096910013 | -0.24488732447299 | 0.14797731147299 |
| 10 | 0.255272505 | -0.215981826694683 | 0.471254331694683 |
| 11 | 0.301029996 | 0.448293408117128 | -0.147263412117128 |
| 12 | 0.113943352 | 0.354824419828202 | -0.240881067828202 |
| 13 | 0.591064607 | 0.495312173790523 | 0.0957524332094769 |
| 14 | 0.322219295 | 0.471277587969908 | -0.149058292969908 |
| 15 | 0.531478917 | 0.303707129688480 | 0.227771787311520 |
| 16 | 0.414973348 | 0.348774709934225 | 0.0661986380657748 |
| 17 | 0.531478917 | 0.487989123690389 | 0.0434897933096106 |
| 18 | 0.079181246 | 0.222374018014116 | -0.143192772014116 |
| 19 | 0.414973348 | 0.341630892251033 | 0.073342455748967 |
| 20 | 0.176091259 | 0.0104480210229293 | 0.165643237977071 |
| 21 | 0.255272505 | 0.202053065124973 | 0.0532194398750272 |
| 22 | -0.045757491 | 0.139507520800610 | -0.185265011800610 |
| 23 | 0.612783857 | 0.360767088070664 | 0.252016768929336 |
| 24 | 0.361727836 | 0.313748322397269 | 0.0479795136027311 |
| 25 | -0.096910013 | 0.0762276590751523 | -0.173137672075152 |
| 26 | 0.255272505 | 0.479997267639947 | -0.224724762639947 |
| 27 | 0.748188027 | 0.636423386455726 | 0.111764640544274 |
| 28 | -0.15490196 | -0.052097523301434 | -0.102804436698566 |
| 29 | -0.045757491 | 0.0692686000375422 | -0.115026091037542 |
| 30 | -0.301029996 | -0.136803944190186 | -0.164226051809814 |
| 31 | 0.556302501 | 0.417827046452848 | 0.138475454547152 |
| 32 | 0.491361694 | 0.332884517913361 | 0.158477176086639 |
| 33 | 0.819543936 | 0.616102433566583 | 0.203441502433417 |
| 34 | -0.301029996 | 0.0289970209013647 | -0.330027016901365 |
| 35 | -0.22184875 | -0.0724184761905773 | -0.149430273809423 |
| 36 | 0.380211242 | 0.443123127366031 | -0.062911885366031 |
| 37 | 0.146128036 | 0.247120645674257 | -0.100992609674257 |
| 38 | -0.22184875 | -0.139449355850550 | -0.0823993941494498 |
| 39 | 0.079181246 | 0.181195145299523 | -0.102013899299523 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.740240384639993 | 0.519519230720015 | 0.259759615360007 |
| 7 | 0.783118995355252 | 0.433762009289495 | 0.216881004644748 |
| 8 | 0.666009647793266 | 0.667980704413467 | 0.333990352206734 |
| 9 | 0.567746538195435 | 0.86450692360913 | 0.432253461804565 |
| 10 | 0.920490465396022 | 0.159019069207957 | 0.0795095346039783 |
| 11 | 0.888188668566258 | 0.223622662867483 | 0.111811331433742 |
| 12 | 0.89704692652691 | 0.20590614694618 | 0.10295307347309 |
| 13 | 0.912114823220071 | 0.175770353559857 | 0.0878851767799286 |
| 14 | 0.899005651390867 | 0.201988697218266 | 0.100994348609133 |
| 15 | 0.942652882168113 | 0.114694235663773 | 0.0573471178318867 |
| 16 | 0.915437454724418 | 0.169125090551163 | 0.0845625452755816 |
| 17 | 0.878639480742623 | 0.242721038514754 | 0.121360519257377 |
| 18 | 0.857487866940381 | 0.285024266119237 | 0.142512133059619 |
| 19 | 0.800844183611975 | 0.398311632776050 | 0.199155816388025 |
| 20 | 0.85930490820491 | 0.28139018359018 | 0.14069509179509 |
| 21 | 0.817590714793137 | 0.364818570413725 | 0.182409285206863 |
| 22 | 0.807385041582302 | 0.385229916835396 | 0.192614958417698 |
| 23 | 0.90574531477565 | 0.188509370448699 | 0.0942546852243495 |
| 24 | 0.864032252944285 | 0.27193549411143 | 0.135967747055715 |
| 25 | 0.850574900300817 | 0.298850199398365 | 0.149425099699183 |
| 26 | 0.956382845067094 | 0.0872343098658126 | 0.0436171549329063 |
| 27 | 0.937327352756361 | 0.125345294487279 | 0.0626726472436394 |
| 28 | 0.907358403727505 | 0.185283192544990 | 0.0926415962724952 |
| 29 | 0.875427542175746 | 0.249144915648508 | 0.124572457824254 |
| 30 | 0.810169331783314 | 0.379661336433372 | 0.189830668216686 |
| 31 | 0.743516659845054 | 0.512966680309893 | 0.256483340154946 |
| 32 | 0.875754318071686 | 0.248491363856628 | 0.124245681928314 |
| 33 | 0.782630478548339 | 0.434739042903323 | 0.217369521451661 |
| 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 | 1 | 0.0357142857142857 | OK |
