| Multiple Linear Regression - Estimated Regression Equation |
| SWS[t] = + 13.3143410899961 + 0.0225553438783698L[t] + 5.32134858387981e-06Wb[t] -2.44086947906603e-06Wbr[t] -0.0161775638449608Tg[t] + 1.44151657806563P[t] + 0.124433212510732S[t] -2.73079172890772D[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) | 13.3143410899961 | 1.299306 | 10.2473 | 0 | 0 |
| L | 0.0225553438783698 | 0.053577 | 0.421 | 0.676668 | 0.338334 |
| Wb | 5.32134858387981e-06 | 6e-06 | 0.844 | 0.405115 | 0.202557 |
| Wbr | -2.44086947906603e-06 | 4e-06 | -0.6452 | 0.52354 | 0.26177 |
| Tg | -0.0161775638449608 | 0.007246 | -2.2327 | 0.032928 | 0.016464 |
| P | 1.44151657806563 | 1.077704 | 1.3376 | 0.190764 | 0.095382 |
| S | 0.124433212510732 | 0.686012 | 0.1814 | 0.857245 | 0.428623 |
| D | -2.73079172890772 | 1.316131 | -2.0749 | 0.046389 | 0.023194 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.742557398793866 |
| R-squared | 0.551391490503512 |
| Adjusted R-squared | 0.450092794810757 |
| F-TEST (value) | 5.443223989536 |
| F-TEST (DF numerator) | 7 |
| F-TEST (DF denominator) | 31 |
| p-value | 0.000381119421311249 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.94272718843515 |
| Sum Squared Residuals | 268.448942472219 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6.3 | 8.98220182596696 | -2.68220182596696 |
| 2 | 2.1 | 1.11756149046874 | 0.982438509531256 |
| 3 | 9.1 | 5.97001028536132 | 3.12998971463868 |
| 4 | 15.8 | 12.0118353409103 | 3.78816465908967 |
| 5 | 5.2 | 3.56239280731786 | 1.63760719268214 |
| 6 | 10.9 | 11.8413696622000 | -0.94136966220002 |
| 7 | 8.3 | 8.76000563258839 | -0.460005632588388 |
| 8 | 11 | 8.42687086815644 | 2.57312913184356 |
| 9 | 3.2 | 5.06283557611564 | -1.86283557611564 |
| 10 | 6.3 | 11.5460565294770 | -5.24605652947696 |
| 11 | 6.6 | 10.4319927291972 | -3.83199272919718 |
| 12 | 9.5 | 9.26572184514754 | 0.234278154852458 |
| 13 | 3.3 | 5.41344733859007 | -2.11344733859007 |
| 14 | 11 | 12.1284251675773 | -1.12842516757734 |
| 15 | 4.7 | 7.96712193269487 | -3.26712193269487 |
| 16 | 10.4 | 12.1942453728982 | -1.79424537289822 |
| 17 | 7.4 | 9.03551239463625 | -1.63551239463625 |
| 18 | 2.1 | 4.26566886825067 | -2.16566886825067 |
| 19 | 17.9 | 11.8819486554937 | 6.01805134450629 |
| 20 | 6.1 | 7.1935998927306 | -1.09359989273060 |
| 21 | 11.9 | 10.7772679614460 | 1.12273203855403 |
| 22 | 13.8 | 13.5033304978572 | 0.296669502142812 |
| 23 | 14.3 | 11.7885811332142 | 2.51141886678583 |
| 24 | 15.2 | 8.95263147890113 | 6.24736852109887 |
| 25 | 10 | 6.13291892511664 | 3.86708107488336 |
| 26 | 11.9 | 10.8592195585217 | 1.04078044147832 |
| 27 | 6.5 | 7.98589020108923 | -1.48589020108923 |
| 28 | 7.5 | 7.37839195971921 | 0.121608040280786 |
| 29 | 10.6 | 9.33259396343212 | 1.26740603656788 |
| 30 | 7.4 | 11.4288242912426 | -4.02882429124262 |
| 31 | 8.4 | 8.70934446136086 | -0.309344461360855 |
| 32 | 5.7 | 7.47257405178474 | -1.77257405178474 |
| 33 | 4.9 | 6.15866085648694 | -1.25866085648694 |
| 34 | 3.2 | 5.36660882288644 | -2.16660882288644 |
| 35 | 11 | 9.98472774614584 | 1.01527225385416 |
| 36 | 4.9 | 6.48522116265145 | -1.58522116265145 |
| 37 | 13.2 | 11.7277815251737 | 1.47221847482632 |
| 38 | 9.7 | 5.5553059905797 | 4.14469400942030 |
| 39 | 12.8 | 13.4413011966113 | -0.641301196611268 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 11 | 0.903248811459046 | 0.193502377081907 | 0.0967511885409536 |
| 12 | 0.844447290622124 | 0.311105418755751 | 0.155552709377876 |
| 13 | 0.814993762926026 | 0.370012474147947 | 0.185006237073974 |
| 14 | 0.728448790217936 | 0.543102419564129 | 0.271551209782064 |
| 15 | 0.80881300720877 | 0.382373985582459 | 0.191186992791229 |
| 16 | 0.814205047729148 | 0.371589904541703 | 0.185794952270852 |
| 17 | 0.779521531760558 | 0.440956936478883 | 0.220478468239442 |
| 18 | 0.7681188272726 | 0.463762345454799 | 0.231881172727400 |
| 19 | 0.86742217016153 | 0.26515565967694 | 0.13257782983847 |
| 20 | 0.823403458138341 | 0.353193083723317 | 0.176596541861659 |
| 21 | 0.750881766678809 | 0.498236466642382 | 0.249118233321191 |
| 22 | 0.647084603393715 | 0.70583079321257 | 0.352915396606285 |
| 23 | 0.55965392959151 | 0.88069214081698 | 0.44034607040849 |
| 24 | 0.889460727488998 | 0.221078545022004 | 0.110539272511002 |
| 25 | 0.944678346167058 | 0.110643307665885 | 0.0553216538329424 |
| 26 | 0.883074020337923 | 0.233851959324155 | 0.116925979662077 |
| 27 | 0.797180193515158 | 0.405639612969684 | 0.202819806484842 |
| 28 | 0.936161194709823 | 0.127677610580355 | 0.0638388052901774 |
| 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 |
