| Multiple Linear Regression - Estimated Regression Equation |
| SWS[t] = + 11.6990942694840 -1.81486955289802Wb[t] -0.806211768968583`D `[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) | 11.6990942694840 | 0.941091 | 12.4314 | 0 | 0 |
| Wb | -1.81486955289802 | 0.372947 | -4.8663 | 2.3e-05 | 1.1e-05 |
| `D ` | -0.806211768968583 | 0.336954 | -2.3926 | 0.022069 | 0.011034 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.757707161337636 |
| R-squared | 0.574120142342339 |
| Adjusted R-squared | 0.550460150250247 |
| F-TEST (value) | 24.2654410072362 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 36 |
| p-value | 2.12406500832429e-07 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.66066008738555 |
| Sum Squared Residuals | 254.848035621833 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6.3 | 9.28045896257823 | -2.98045896257823 |
| 2 | 2.1 | 2.29280149643898 | -0.192801496438978 |
| 3 | 9.1 | 6.61709118012909 | 2.48290881987091 |
| 4 | 15.8 | 13.8661832890282 | 1.93381671097179 |
| 5 | 5.2 | 4.47409321206711 | 0.725906787932891 |
| 6 | 10.9 | 9.95187263733776 | 0.94812736266224 |
| 7 | 8.3 | 7.77620701732361 | 0.523792982676387 |
| 8 | 11 | 9.14865271946654 | 1.85134728053346 |
| 9 | 3.2 | 2.82687089228558 | 0.373129107714418 |
| 10 | 6.3 | 12.9344292605704 | -6.63442926057037 |
| 11 | 6.6 | 10.2774135215564 | -3.67741352155638 |
| 12 | 9.5 | 11.3552645490225 | -1.85526454902252 |
| 13 | 3.3 | 5.0511750163174 | -1.75117501631740 |
| 14 | 11 | 11.7578026158553 | -0.757802615855297 |
| 15 | 4.7 | 7.39127318515394 | -2.69127318515394 |
| 16 | 10.4 | 11.0875245763988 | -0.687524576398776 |
| 17 | 7.4 | 8.44339441121037 | -1.04339441121037 |
| 18 | 2.1 | 2.73739782332771 | -0.637397823327711 |
| 19 | 17.9 | 14.5226216063114 | 3.37737839368858 |
| 20 | 6.1 | 7.63991031390097 | -1.53991031390097 |
| 21 | 11.9 | 12.2537597510910 | -0.353759751091042 |
| 22 | 13.8 | 10.4747365555277 | 3.32526344447232 |
| 23 | 14.3 | 9.90541197678357 | 4.39458802321643 |
| 24 | 15.2 | 10.6652511450107 | 4.53474885498931 |
| 25 | 10 | 6.65937764071161 | 3.34062235928839 |
| 26 | 11.9 | 9.70645556021466 | 2.19354443978534 |
| 27 | 6.5 | 4.33035554347759 | 2.16964445652241 |
| 28 | 7.5 | 6.94589882954293 | 0.554101170457071 |
| 29 | 10.6 | 10.2837188514202 | 0.316281148579757 |
| 30 | 7.4 | 9.75514077780361 | -2.35514077780361 |
| 31 | 8.4 | 8.5757918287592 | -0.175791828759199 |
| 32 | 5.7 | 10.3133479387038 | -4.61334793870376 |
| 33 | 4.9 | 8.27084703030105 | -3.37084703030105 |
| 34 | 3.2 | 4.50235846352104 | -1.30235846352104 |
| 35 | 11 | 10.1697917570695 | 0.83020824293047 |
| 36 | 4.9 | 8.73418322715591 | -3.83418322715591 |
| 37 | 13.2 | 11.8706875020456 | 1.32931249795445 |
| 38 | 9.7 | 7.34503535779649 | 2.35496464220351 |
| 39 | 12.8 | 9.90541197678357 | 2.89458802321643 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.487429057202369 | 0.974858114404737 | 0.512570942797631 |
| 7 | 0.31453297416004 | 0.62906594832008 | 0.68546702583996 |
| 8 | 0.2118603191587 | 0.4237206383174 | 0.7881396808413 |
| 9 | 0.118649807188259 | 0.237299614376518 | 0.88135019281174 |
| 10 | 0.68669657086043 | 0.626606858279139 | 0.313303429139569 |
| 11 | 0.715217547413542 | 0.569564905172915 | 0.284782452586457 |
| 12 | 0.64102399576821 | 0.71795200846358 | 0.35897600423179 |
| 13 | 0.585203496349865 | 0.82959300730027 | 0.414796503650135 |
| 14 | 0.493105559069993 | 0.986211118139987 | 0.506894440930007 |
| 15 | 0.465950104431764 | 0.931900208863527 | 0.534049895568236 |
| 16 | 0.372755101170773 | 0.745510202341545 | 0.627244898829227 |
| 17 | 0.291490276760178 | 0.582980553520356 | 0.708509723239822 |
| 18 | 0.216743881106785 | 0.43348776221357 | 0.783256118893215 |
| 19 | 0.307738297825622 | 0.615476595651244 | 0.692261702174378 |
| 20 | 0.26369394659942 | 0.52738789319884 | 0.73630605340058 |
| 21 | 0.188259669693342 | 0.376519339386684 | 0.811740330306658 |
| 22 | 0.227586268616312 | 0.455172537232623 | 0.772413731383689 |
| 23 | 0.339697907697356 | 0.679395815394711 | 0.660302092302644 |
| 24 | 0.503525822870161 | 0.992948354259678 | 0.496474177129839 |
| 25 | 0.539433082575116 | 0.921133834849767 | 0.460566917424884 |
| 26 | 0.512943297419201 | 0.974113405161599 | 0.487056702580799 |
| 27 | 0.490766750298985 | 0.98153350059797 | 0.509233249701015 |
| 28 | 0.390812934431877 | 0.781625868863753 | 0.609187065568123 |
| 29 | 0.288809026094184 | 0.577618052188368 | 0.711190973905816 |
| 30 | 0.247478410156629 | 0.494956820313258 | 0.752521589843371 |
| 31 | 0.155510585227722 | 0.311021170455443 | 0.844489414772278 |
| 32 | 0.293977923831091 | 0.587955847662182 | 0.706022076168909 |
| 33 | 0.333806871678779 | 0.667613743357558 | 0.666193128321221 |
| 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 |
