| Multiple Linear Regression - Estimated Regression Equation |
| SWS[t] = + 13.9286320379088 -0.161618190644217Ps[t] + 0.0244347414936203L[t] + 5.89708142987003e-06Wb[t] -2.6005021978307e-06Wbr[t] -0.0173541876090533tg[t] + 1.58764127215853P[t] + 0.166670600876001S[t] -3.00158287861497`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) | 13.9286320379088 | 2.702188 | 5.1546 | 1.5e-05 | 8e-06 |
| Ps | -0.161618190644217 | 0.620446 | -0.2605 | 0.796268 | 0.398134 |
| L | 0.0244347414936203 | 0.054878 | 0.4453 | 0.659329 | 0.329665 |
| Wb | 5.89708142987003e-06 | 7e-06 | 0.8707 | 0.390806 | 0.195403 |
| Wbr | -2.6005021978307e-06 | 4e-06 | -0.6685 | 0.508904 | 0.254452 |
| tg | -0.0173541876090533 | 0.008633 | -2.0102 | 0.053478 | 0.026739 |
| P | 1.58764127215853 | 1.229689 | 1.2911 | 0.206533 | 0.103266 |
| S | 0.166670600876001 | 0.715188 | 0.233 | 0.81731 | 0.408655 |
| `D ` | -3.00158287861497 | 1.693098 | -1.7728 | 0.086411 | 0.043206 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.743238762125405 |
| R-squared | 0.552403857525705 |
| Adjusted R-squared | 0.433044886199226 |
| F-TEST (value) | 4.62808829019423 |
| F-TEST (DF numerator) | 8 |
| F-TEST (DF denominator) | 30 |
| p-value | 0.000930783025422044 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.987993409252 |
| Sum Squared Residuals | 267.843138412002 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6.3 | 8.90005566219232 | -2.60005566219232 |
| 2 | 2.1 | 1.13440348141979 | 0.965596518580208 |
| 3 | 9.1 | 5.9578235974088 | 3.1421764025912 |
| 4 | 15.8 | 11.9079129663601 | 3.89208703363992 |
| 5 | 5.2 | 3.38862318182185 | 1.81137681817815 |
| 6 | 10.9 | 11.8099526017903 | -0.909952601790327 |
| 7 | 8.3 | 8.84874029036177 | -0.548740290361765 |
| 8 | 11 | 8.49549547221414 | 2.50450452778586 |
| 9 | 3.2 | 5.0777902384275 | -1.8777902384275 |
| 10 | 6.3 | 11.6954883872667 | -5.39548838726668 |
| 11 | 6.6 | 10.1800908860047 | -3.58009088600466 |
| 12 | 9.5 | 9.39876566484928 | 0.101234335150719 |
| 13 | 3.3 | 5.39579849801672 | -2.09579849801672 |
| 14 | 11 | 12.1205875453723 | -1.12058754537235 |
| 15 | 4.7 | 8.05038989778996 | -3.35038989778996 |
| 16 | 10.4 | 12.2028525227452 | -1.80285252274521 |
| 17 | 7.4 | 9.2286736148891 | -1.82867361488911 |
| 18 | 2.1 | 4.22502401493907 | -2.12502401493907 |
| 19 | 17.9 | 12.0768484752794 | 5.82315152472056 |
| 20 | 6.1 | 7.1171486753646 | -1.01714867536461 |
| 21 | 11.9 | 10.9794761473761 | 0.920523852623883 |
| 22 | 13.8 | 13.2715057676232 | 0.52849423237679 |
| 23 | 14.3 | 11.83686358138 | 2.46313641862004 |
| 24 | 15.2 | 8.96650296277706 | 6.23349703722294 |
| 25 | 10 | 6.09737459018752 | 3.90262540981248 |
| 26 | 11.9 | 10.9790446796366 | 0.920955320363365 |
| 27 | 6.5 | 7.9606291375752 | -1.4606291375752 |
| 28 | 7.5 | 7.43194279641227 | 0.0680572035877307 |
| 29 | 10.6 | 9.17873656597736 | 1.42126343402264 |
| 30 | 7.4 | 11.5244289148338 | -4.12442891483381 |
| 31 | 8.4 | 8.84394979459256 | -0.443949794592565 |
| 32 | 5.7 | 7.52300287936427 | -1.82300287936427 |
| 33 | 4.9 | 6.14787450888722 | -1.24787450888722 |
| 34 | 3.2 | 5.33571873126288 | -2.13571873126287 |
| 35 | 11 | 9.95764666922727 | 1.04235333077273 |
| 36 | 4.9 | 6.46489974931132 | -1.56489974931132 |
| 37 | 13.2 | 11.8529306364523 | 1.34706936354772 |
| 38 | 9.7 | 5.49184054198721 | 4.20815945801279 |
| 39 | 12.8 | 13.0431656706222 | -0.243165670622206 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 12 | 0.89239405190762 | 0.215211896184761 | 0.10760594809238 |
| 13 | 0.84905274292028 | 0.301894514159441 | 0.15094725707972 |
| 14 | 0.76911260267192 | 0.461774794656159 | 0.23088739732808 |
| 15 | 0.821089050830871 | 0.357821898338257 | 0.178910949169129 |
| 16 | 0.826384308628836 | 0.347231382742328 | 0.173615691371164 |
| 17 | 0.772651372411876 | 0.454697255176247 | 0.227348627588124 |
| 18 | 0.753289088423946 | 0.493421823152107 | 0.246710911576053 |
| 19 | 0.85940292430345 | 0.281194151393101 | 0.140597075696551 |
| 20 | 0.8030886325142 | 0.3938227349716 | 0.1969113674858 |
| 21 | 0.711286285550542 | 0.577427428898916 | 0.288713714449458 |
| 22 | 0.604385407920696 | 0.791229184158608 | 0.395614592079304 |
| 23 | 0.509301672158659 | 0.981396655682681 | 0.490698327841341 |
| 24 | 0.83894757028651 | 0.322104859426979 | 0.161052429713489 |
| 25 | 0.90523403491922 | 0.189531930161559 | 0.0947659650807793 |
| 26 | 0.807181568563135 | 0.385636862873731 | 0.192818431436865 |
| 27 | 0.667952826180003 | 0.664094347639993 | 0.332047173819997 |
| 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 |
