| Multiple Linear Regression - Estimated Regression Equation |
| PS[t] = + 3.7791885546538 + 1.90547089316906e-06Wb[t] -0.00579207803438209Tg[t] + 0.798598377850773P[t] -1.32821473057373`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) | 3.7791885546538 | 0.360856 | 10.4728 | 0 | 0 |
| Wb | 1.90547089316906e-06 | 0 | 3.8792 | 0.000457 | 0.000229 |
| Tg | -0.00579207803438209 | 0.001741 | -3.3265 | 0.002119 | 0.00106 |
| P | 0.798598377850773 | 0.313457 | 2.5477 | 0.015534 | 0.007767 |
| `D ` | -1.32821473057373 | 0.33622 | -3.9504 | 0.000373 | 0.000187 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.808413774271965 |
| R-squared | 0.653532830432643 |
| Adjusted R-squared | 0.61277198695413 |
| F-TEST (value) | 16.0333490345252 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 34 |
| p-value | 1.80884655032187e-07 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.874656246105222 |
| Sum Squared Residuals | 26.0108006609299 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 2 | 1.94897768993404 | 0.0510223100659579 |
| 2 | 1.8 | 2.10110243735835 | -0.301102437358345 |
| 3 | 0.7 | 0.638251815496113 | 0.0617481845038873 |
| 4 | 3.9 | 3.0468495145533 | 0.853150485446703 |
| 5 | 1 | -0.304896102808774 | 1.30489610280877 |
| 6 | 3.6 | 2.89095933971223 | 0.709040660287774 |
| 7 | 1.4 | 2.01678361581066 | -0.616783615810657 |
| 8 | 1.5 | 1.81060959158707 | -0.310609591587066 |
| 9 | 0.7 | 0.38957682870124 | 0.31042317129876 |
| 10 | 2.1 | 3.00630506739711 | -0.906305067397108 |
| 11 | 4.1 | 2.47669006755848 | 1.62330993244152 |
| 12 | 1.2 | 2.02490686617621 | -0.824906866176207 |
| 13 | 0.5 | 0.326584566855503 | 0.173415433144497 |
| 14 | 3.4 | 3.42588120716505 | -0.0258812071650459 |
| 15 | 1.5 | 1.61599303719176 | -0.115993037191761 |
| 16 | 3.4 | 3.62535825967633 | -0.225358259676327 |
| 17 | 0.8 | 2.06744190500364 | -1.26744190500364 |
| 18 | 0.8 | 0.177718906827692 | 0.622281093172308 |
| 19 | 2 | 2.95996831926644 | -0.959968319266444 |
| 20 | 1.9 | 1.8212265621273 | 0.0787734378726974 |
| 21 | 1.3 | 2.87888843550826 | -1.57888843550826 |
| 22 | 5.6 | 3.98190494388742 | 1.61809505611258 |
| 23 | 3.1 | 3.35979036378185 | -0.259790363781854 |
| 24 | 1.8 | 1.90906583902041 | -0.109065839020415 |
| 25 | 0.9 | 0.695124586848692 | 0.204875413151308 |
| 26 | 1.8 | 2.62457738547032 | -0.824577385470317 |
| 27 | 1.9 | 1.36048458129648 | 0.539515418703524 |
| 28 | 0.9 | 0.956316049206074 | -0.0563160492060738 |
| 29 | 2.6 | 2.06870639129474 | 0.531293608705256 |
| 30 | 2.4 | 2.95645381337554 | -0.556453813375542 |
| 31 | 1.2 | 1.78301225364277 | -0.583012253642766 |
| 32 | 0.9 | 1.41673972057508 | -0.516739720575078 |
| 33 | 0.5 | 0.893981633964356 | -0.393981633964356 |
| 34 | 0.6 | 0.362256642418183 | 0.237743357581817 |
| 35 | 2.3 | 2.37243288206876 | -0.0724328820687575 |
| 36 | 0.5 | 1.03573483139484 | -0.535734831394838 |
| 37 | 2.6 | 3.25211883564605 | -0.652118835646049 |
| 38 | 0.6 | 0.452370679584096 | 0.147629320415904 |
| 39 | 6.6 | 3.97375063542636 | 2.62624936457364 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.586840715909917 | 0.826318568180165 | 0.413159284090083 |
| 9 | 0.412293834211476 | 0.824587668422952 | 0.587706165788524 |
| 10 | 0.45425694402563 | 0.90851388805126 | 0.54574305597437 |
| 11 | 0.657867005129615 | 0.68426598974077 | 0.342132994870385 |
| 12 | 0.680291483240805 | 0.639417033518389 | 0.319708516759195 |
| 13 | 0.595874286601288 | 0.808251426797424 | 0.404125713398712 |
| 14 | 0.488132956515164 | 0.976265913030327 | 0.511867043484836 |
| 15 | 0.376855442148438 | 0.753710884296875 | 0.623144557851562 |
| 16 | 0.280404167918775 | 0.56080833583755 | 0.719595832081225 |
| 17 | 0.374908648507673 | 0.749817297015346 | 0.625091351492327 |
| 18 | 0.304474533131021 | 0.608949066262041 | 0.69552546686898 |
| 19 | 0.310921518013934 | 0.621843036027868 | 0.689078481986066 |
| 20 | 0.222577130315356 | 0.445154260630711 | 0.777422869684644 |
| 21 | 0.541226277646141 | 0.917547444707718 | 0.458773722353859 |
| 22 | 0.722816936817387 | 0.554366126365225 | 0.277183063182613 |
| 23 | 0.687299426998904 | 0.625401146002192 | 0.312700573001096 |
| 24 | 0.588167412435265 | 0.82366517512947 | 0.411832587564735 |
| 25 | 0.488458143955143 | 0.976916287910285 | 0.511541856044857 |
| 26 | 0.457229551144933 | 0.914459102289866 | 0.542770448855067 |
| 27 | 0.3595745255284 | 0.7191490510568 | 0.6404254744716 |
| 28 | 0.253062670633113 | 0.506125341266225 | 0.746937329366887 |
| 29 | 0.185543134904849 | 0.371086269809698 | 0.81445686509515 |
| 30 | 0.131119586633957 | 0.262239173267914 | 0.868880413366043 |
| 31 | 0.0870261008037946 | 0.174052201607589 | 0.912973899196205 |
| 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 |
