| Multiple Linear Regression - Estimated Regression Equation |
| PS[t] = + 1.07450734352761 -0.110510500050775D[t] -0.303538869156499Tg[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) | 1.07450734352761 | 0.128751 | 8.3456 | 0 | 0 |
| D | -0.110510500050775 | 0.022191 | -4.98 | 1.6e-05 | 8e-06 |
| Tg | -0.303538869156499 | 0.068904 | -4.4053 | 9.1e-05 | 4.5e-05 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.809091682302199 |
| R-squared | 0.654629350370602 |
| Adjusted R-squared | 0.635442092057858 |
| F-TEST (value) | 34.1179203250624 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 36 |
| p-value | 4.88807316845197e-09 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.181764011717535 |
| Sum Squared Residuals | 1.18937361440348 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 0.30103 | 0.250256589529593 | 0.0507734104704075 |
| 2 | 0.25527251 | -0.215981826207766 | 0.471254336207766 |
| 3 | -0.15490196 | -0.0520975240006324 | -0.102804435999368 |
| 4 | 0.59106461 | 0.49531217671454 | 0.09575243328546 |
| 5 | 0 | -0.154697777762595 | 0.154697777762595 |
| 6 | 0.5563025 | 0.417827047702399 | 0.138475452297601 |
| 7 | 0.14612804 | 0.247120645667811 | -0.100992605667811 |
| 8 | 0.17609126 | 0.0104480228785866 | 0.165643237121413 |
| 9 | -0.15490196 | -0.221322703995441 | 0.0664207439954406 |
| 10 | 0.32221929 | 0.471277589631142 | -0.149058299631142 |
| 11 | 0.61278386 | 0.360767089580367 | 0.252016770419633 |
| 12 | 0.07918125 | 0.222374018029661 | -0.143192768029661 |
| 13 | -0.30103 | -0.136803944988707 | -0.164226055011293 |
| 14 | 0.53147892 | 0.487989126368111 | 0.0434897936318892 |
| 15 | 0.17609126 | 0.207771733434407 | -0.0316804734344075 |
| 16 | 0.53147892 | 0.303707131458335 | 0.227771788541665 |
| 17 | -0.09691001 | 0.076227661063898 | -0.173137671063898 |
| 18 | -0.09691001 | -0.244887324883112 | 0.147977314883112 |
| 19 | 0.30103 | 0.448293410946015 | -0.147263410946015 |
| 20 | 0.2787536 | 0.22745635962092 | 0.0512972403790797 |
| 21 | 0.11394335 | 0.35482442170148 | -0.24088107170148 |
| 22 | 0.74818803 | 0.636423387236935 | 0.111764642763065 |
| 23 | 0.49136169 | 0.332884518080436 | 0.158477171919564 |
| 24 | 0.25527251 | 0.202053065099403 | 0.0532194449005968 |
| 25 | -0.04575749 | -0.0445625995636279 | -0.00119489043637205 |
| 26 | 0.25527251 | 0.479997269694421 | -0.224724759694421 |
| 27 | 0.2787536 | 0.00696345129766651 | 0.271790148702333 |
| 28 | -0.04575749 | 0.0692686023878065 | -0.115026092387806 |
| 29 | 0.41497335 | 0.341630895311773 | 0.0733424546882272 |
| 30 | 0.38021124 | 0.443123130184457 | -0.0629118901844566 |
| 31 | 0.07918125 | 0.18119514583883 | -0.10201389583883 |
| 32 | -0.04575749 | 0.139507521255573 | -0.185265011255573 |
| 33 | -0.30103 | 0.0289970212047976 | -0.330027021204798 |
| 34 | -0.22184875 | -0.139449356047346 | -0.0823993939526542 |
| 35 | 0.36172784 | 0.313748323811842 | 0.0479795161881583 |
| 36 | -0.30103 | 0.0445237992801028 | -0.345553799280103 |
| 37 | 0.41497335 | 0.348774712026743 | 0.0661986379732574 |
| 38 | -0.22184875 | -0.0724184738955014 | -0.149430276104499 |
| 39 | 0.81954394 | 0.616102434306677 | 0.203441505693323 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.597928981016679 | 0.804142037966642 | 0.402071018983321 |
| 7 | 0.805814973873233 | 0.388370052253534 | 0.194185026126767 |
| 8 | 0.720981813205427 | 0.558036373589145 | 0.279018186794573 |
| 9 | 0.649764787422949 | 0.700470425154102 | 0.350235212577051 |
| 10 | 0.613004806151435 | 0.773990387697131 | 0.386995193848565 |
| 11 | 0.690107189955409 | 0.619785620089182 | 0.309892810044591 |
| 12 | 0.691199652998273 | 0.617600694003454 | 0.308800347001727 |
| 13 | 0.737898424198313 | 0.524203151603374 | 0.262101575801687 |
| 14 | 0.651773096749856 | 0.696453806500287 | 0.348226903250144 |
| 15 | 0.566642975646568 | 0.866714048706865 | 0.433357024353432 |
| 16 | 0.594689073224267 | 0.810621853551466 | 0.405310926775733 |
| 17 | 0.610880144681629 | 0.778239710636743 | 0.389119855318371 |
| 18 | 0.613441085779013 | 0.773117828441975 | 0.386558914220987 |
| 19 | 0.589205364854263 | 0.821589270291473 | 0.410794635145737 |
| 20 | 0.503427822662626 | 0.993144354674748 | 0.496572177337374 |
| 21 | 0.591400034470368 | 0.817199931059263 | 0.408599965529631 |
| 22 | 0.526280892401539 | 0.947438215196921 | 0.473719107598461 |
| 23 | 0.53435161329926 | 0.931296773401481 | 0.46564838670074 |
| 24 | 0.48291374196318 | 0.965827483926361 | 0.51708625803682 |
| 25 | 0.414301130867143 | 0.828602261734286 | 0.585698869132857 |
| 26 | 0.60285483468183 | 0.794290330636341 | 0.397145165318171 |
| 27 | 0.960558239675468 | 0.0788835206490647 | 0.0394417603245324 |
| 28 | 0.970552679388193 | 0.0588946412236136 | 0.0294473206118068 |
| 29 | 0.961721810882647 | 0.0765563782347065 | 0.0382781891173532 |
| 30 | 0.932745481247153 | 0.134509037505693 | 0.0672545187528466 |
| 31 | 0.913605271576 | 0.172789456848001 | 0.0863947284240004 |
| 32 | 0.936353644853314 | 0.127292710293372 | 0.0636463551466858 |
| 33 | 0.880356998499906 | 0.239286003000187 | 0.119643001500094 |
| 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 | 3 | 0.107142857142857 | NOK |
