| Multiple Linear Regression - Estimated Regression Equation |
| SWS[t] = + 12.4998648633371 -2.55895065046518e-06Wb[t] -1.31325389785003D[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) | 12.4998648633371 | 1.129397 | 11.0677 | 0 | 0 |
| Wb | -2.55895065046518e-06 | 1e-06 | -1.9426 | 0.059914 | 0.029957 |
| D | -1.31325389785003 | 0.38641 | -3.3986 | 0.001668 | 0.000834 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.600804173557528 |
| R-squared | 0.360965654964144 |
| Adjusted R-squared | 0.325463746906597 |
| F-TEST (value) | 10.167500134895 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 36 |
| p-value | 0.000315817070417612 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 3.25917698387057 |
| Sum Squared Residuals | 382.4004460389 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6.3 | 8.5575442191366 | -2.25754421913660 |
| 2 | 2.1 | 0.72920196520221 | 1.37079803479779 |
| 3 | 9.1 | 7.21985234257461 | 1.88014765742539 |
| 4 | 15.8 | 11.1866109066312 | 4.61338909336877 |
| 5 | 5.2 | 6.83741716786258 | -1.63741716786258 |
| 6 | 10.9 | 11.1781664283406 | -0.27816642834056 |
| 7 | 8.3 | 11.0531360995588 | -2.75313609955883 |
| 8 | 11 | 7.24684818438299 | 3.75315181561701 |
| 9 | 3.2 | 4.74368332162068 | -1.54368332162068 |
| 10 | 6.3 | 11.1866107735658 | -4.8866107735658 |
| 11 | 6.6 | 9.8733550588608 | -3.27335505886081 |
| 12 | 9.5 | 9.87335655584694 | -0.373356555846938 |
| 13 | 3.3 | 5.86281479909512 | -2.56281479909512 |
| 14 | 11 | 9.873356760563 | 1.12664323943701 |
| 15 | 4.7 | 10.9691001601976 | -6.26910016019755 |
| 16 | 10.4 | 8.56010291133303 | 1.83989708866698 |
| 17 | 7.4 | 7.24418796326053 | 0.155812036739471 |
| 18 | 2.1 | 4.60038208519463 | -2.50038208519463 |
| 19 | 17.9 | 11.1866109398976 | 6.71338906010241 |
| 20 | 6.1 | 11.0279560251583 | -4.92795602515825 |
| 21 | 11.9 | 8.56010311093118 | 3.33989688906883 |
| 22 | 13.8 | 11.1822607493813 | 2.61773925061870 |
| 23 | 14.3 | 11.1776546382105 | 3.12234536178953 |
| 24 | 15.2 | 9.87335583934076 | 5.32664416065924 |
| 25 | 10 | 7.22125976543236 | 2.77874023456764 |
| 26 | 11.9 | 9.86921156758331 | 2.03078843241669 |
| 27 | 6.5 | 6.7555307470477 | -0.255530747047699 |
| 28 | 7.5 | 5.92719799746082 | 1.57280200253918 |
| 29 | 10.6 | 8.56010245328086 | 2.03989754671914 |
| 30 | 7.4 | 11.1757738094824 | -3.77577380948238 |
| 31 | 8.4 | 9.8559562032139 | -1.45595620321390 |
| 32 | 5.7 | 9.87335514842408 | -4.17335514842408 |
| 33 | 4.9 | 8.55089094744537 | -3.65089094744537 |
| 34 | 3.2 | 5.79157361298617 | -2.59157361298617 |
| 35 | 11 | 9.87335476458148 | 1.12664523541852 |
| 36 | 4.9 | 8.5549852684861 | -3.65498526848611 |
| 37 | 13.2 | 9.8733568015062 | 3.3266431984938 |
| 38 | 9.7 | 7.23612726871156 | 2.46387273128843 |
| 39 | 12.8 | 11.1776546382105 | 1.62234536178953 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.500212468960053 | 0.999575062079893 | 0.499787531039947 |
| 7 | 0.532671113557906 | 0.934657772884188 | 0.467328886442094 |
| 8 | 0.544730527890655 | 0.910538944218689 | 0.455269472109345 |
| 9 | 0.455333648920568 | 0.910667297841136 | 0.544666351079432 |
| 10 | 0.576727838830968 | 0.846544322338063 | 0.423272161169031 |
| 11 | 0.543143928169457 | 0.913712143661087 | 0.456856071830543 |
| 12 | 0.429962989526786 | 0.859925979053571 | 0.570037010473214 |
| 13 | 0.392866297137539 | 0.785732594275078 | 0.607133702862461 |
| 14 | 0.31701071442951 | 0.63402142885902 | 0.68298928557049 |
| 15 | 0.503710578328234 | 0.992578843343532 | 0.496289421671766 |
| 16 | 0.445373639309338 | 0.890747278618676 | 0.554626360690662 |
| 17 | 0.347841655968241 | 0.695683311936482 | 0.652158344031759 |
| 18 | 0.30943693651413 | 0.61887387302826 | 0.69056306348587 |
| 19 | 0.629454617883456 | 0.741090764233088 | 0.370545382116544 |
| 20 | 0.701753208941531 | 0.596493582116937 | 0.298246791058469 |
| 21 | 0.693816904183848 | 0.612366191632305 | 0.306183095816152 |
| 22 | 0.650857498468544 | 0.698285003062912 | 0.349142501531456 |
| 23 | 0.631729801338861 | 0.736540397322278 | 0.368270198661139 |
| 24 | 0.771774127124763 | 0.456451745750475 | 0.228225872875237 |
| 25 | 0.742260250031154 | 0.515479499937691 | 0.257739749968846 |
| 26 | 0.698621248202771 | 0.602757503594458 | 0.301378751797229 |
| 27 | 0.671917391591456 | 0.656165216817088 | 0.328082608408544 |
| 28 | 0.565203581966035 | 0.86959283606793 | 0.434796418033965 |
| 29 | 0.495744178970895 | 0.99148835794179 | 0.504255821029105 |
| 30 | 0.483163165208266 | 0.966326330416531 | 0.516836834791734 |
| 31 | 0.363019744543557 | 0.726039489087114 | 0.636980255456443 |
| 32 | 0.440363535441307 | 0.880727070882613 | 0.559636464558693 |
| 33 | 0.480430249952868 | 0.960860499905737 | 0.519569750047132 |
| 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 |
