| Multiple Linear Regression - Estimated Regression Equation |
| SP[t] = + 3.80087752167087 + 0.0116286267514754L[t] + 3.56230226124492e-06Wb[t] -9.87715046978052e-07Wbr[t] -0.00728026813938717Tg[t] + 0.904135193634048P[t] + 0.261340559481030S[t] -1.67549920357273D[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) | 3.80087752167087 | 0.381906 | 9.9524 | 0 | 0 |
| L | 0.0116286267514754 | 0.015748 | 0.7384 | 0.465813 | 0.232907 |
| Wb | 3.56230226124492e-06 | 2e-06 | 1.9223 | 0.063797 | 0.031898 |
| Wbr | -9.87715046978052e-07 | 1e-06 | -0.8883 | 0.38124 | 0.19062 |
| Tg | -0.00728026813938717 | 0.00213 | -3.4184 | 0.001782 | 0.000891 |
| P | 0.904135193634048 | 0.31677 | 2.8542 | 0.007624 | 0.003812 |
| S | 0.261340559481030 | 0.20164 | 1.2961 | 0.204516 | 0.102258 |
| D | -1.67549920357273 | 0.386851 | -4.3311 | 0.000144 | 7.2e-05 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.831306208882482 |
| R-squared | 0.691070012926565 |
| Adjusted R-squared | 0.621311628748692 |
| F-TEST (value) | 9.9066229969497 |
| F-TEST (DF numerator) | 7 |
| F-TEST (DF denominator) | 31 |
| p-value | 1.95327288599056e-06 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.864957965555126 |
| Sum Squared Residuals | 23.1927207474952 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 2 | 1.49172699281442 | 0.508273007185578 |
| 2 | 1.8 | 1.90420851071227 | -0.104208510712273 |
| 3 | 0.7 | 0.624595814963962 | 0.0754041850360376 |
| 4 | 3.9 | 3.25698838023114 | 0.643011619768864 |
| 5 | 1 | -0.0751860592137454 | 1.07518605921375 |
| 6 | 3.6 | 3.40560937921363 | 0.194390620786369 |
| 7 | 1.4 | 1.94903880200413 | -0.549038802004129 |
| 8 | 1.5 | 1.92460940680106 | -0.424609406801063 |
| 9 | 0.7 | 0.792530811366229 | -0.0925308113662289 |
| 10 | 2.1 | 3.02459801210541 | -0.924598012105413 |
| 11 | 4.1 | 2.541376913153 | 1.55862308684700 |
| 12 | 1.2 | 2.02319829947000 | -0.823198299470005 |
| 13 | 0.5 | 0.390799169926356 | 0.109200830073644 |
| 14 | 3.4 | 3.35150532143843 | 0.0484946785615689 |
| 15 | 1.5 | 2.01521406571369 | -0.515214065713694 |
| 16 | 3.4 | 3.45325607106899 | -0.053256071068995 |
| 17 | 0.8 | 1.99517004541947 | -1.19517004541947 |
| 18 | 0.8 | 0.548513127454348 | 0.251486872545652 |
| 19 | 2 | 3.20592749497353 | -1.20592749497353 |
| 20 | 1.9 | 1.42696403133054 | 0.473035968669461 |
| 21 | 1.3 | 2.55114744277319 | -1.25114744277319 |
| 22 | 5.6 | 4.16560248998015 | 1.43439751001985 |
| 23 | 3.1 | 3.39874389741239 | -0.298743897412388 |
| 24 | 1.8 | 1.88582872893599 | -0.0858287289359854 |
| 25 | 0.9 | 0.680072188734204 | 0.219927811265796 |
| 26 | 1.8 | 2.54140862880179 | -0.741408628801795 |
| 27 | 1.9 | 1.74369913180353 | 0.156300868196467 |
| 28 | 0.9 | 1.23134164217282 | -0.331341642172823 |
| 29 | 2.6 | 1.64801930499602 | 0.951980695003978 |
| 30 | 2.4 | 2.99154618183822 | -0.59154618183822 |
| 31 | 1.2 | 2.03286004313727 | -0.832860043137274 |
| 32 | 0.9 | 1.21202445330264 | -0.312024453302640 |
| 33 | 0.5 | 0.433260312117554 | 0.0667396878824456 |
| 34 | 0.6 | 0.408869957642571 | 0.191130042357429 |
| 35 | 2.3 | 2.13243794024283 | 0.167562059757169 |
| 36 | 0.5 | 0.374262833539135 | 0.125737166460865 |
| 37 | 2.6 | 3.37435040436818 | -0.774350404368182 |
| 38 | 0.6 | 0.20731246687321 | 0.39268753312679 |
| 39 | 6.6 | 4.13656736038141 | 2.46343263961859 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 11 | 0.789881474608341 | 0.420237050783318 | 0.210118525391659 |
| 12 | 0.794250437538776 | 0.411499124922448 | 0.205749562461224 |
| 13 | 0.697496588714072 | 0.605006822571856 | 0.302503411285928 |
| 14 | 0.591413912566438 | 0.817172174867125 | 0.408586087433562 |
| 15 | 0.466445267885862 | 0.932890535771724 | 0.533554732114138 |
| 16 | 0.353997678608608 | 0.707995357217216 | 0.646002321391392 |
| 17 | 0.407501657867289 | 0.815003315734579 | 0.592498342132711 |
| 18 | 0.301590479750671 | 0.603180959501342 | 0.698409520249329 |
| 19 | 0.308695347872648 | 0.617390695745296 | 0.691304652127352 |
| 20 | 0.241322321260427 | 0.482644642520855 | 0.758677678739573 |
| 21 | 0.439556564423203 | 0.879113128846405 | 0.560443435576797 |
| 22 | 0.549326315882239 | 0.901347368235523 | 0.450673684117761 |
| 23 | 0.486874012219995 | 0.97374802443999 | 0.513125987780005 |
| 24 | 0.372754005905214 | 0.745508011810429 | 0.627245994094786 |
| 25 | 0.267547818731657 | 0.535095637463313 | 0.732452181268343 |
| 26 | 0.232464187810400 | 0.464928375620799 | 0.7675358121896 |
| 27 | 0.247312415500485 | 0.494624831000969 | 0.752687584499515 |
| 28 | 0.153049111828672 | 0.306098223657343 | 0.846950888171328 |
| 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 |
