| Multiple Linear Regression - Estimated Regression Equation |
| SWS[t] = + 7.1951928995231 + 3.36679479806534logPS[t] + 3.43730613389774LogL[t] -1.65097896957639LogWb[t] -0.880440616713212LogWbr[t] -0.315657161277412LogTg[t] + 1.33733450509432P[t] + 0.31497942209904S[t] -1.88373963984934D[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) | 7.1951928995231 | 4.516729 | 1.593 | 0.121641 | 0.060821 |
| logPS | 3.36679479806534 | 2.745137 | 1.2265 | 0.229566 | 0.114783 |
| LogL | 3.43730613389774 | 1.782017 | 1.9289 | 0.063254 | 0.031627 |
| LogWb | -1.65097896957639 | 1.157343 | -1.4265 | 0.164042 | 0.082021 |
| LogWbr | -0.880440616713212 | 1.620254 | -0.5434 | 0.590872 | 0.295436 |
| LogTg | -0.315657161277412 | 1.911325 | -0.1652 | 0.869933 | 0.434967 |
| P | 1.33733450509432 | 0.993734 | 1.3458 | 0.188461 | 0.09423 |
| S | 0.31497942209904 | 0.626066 | 0.5031 | 0.618562 | 0.309281 |
| D | -1.88373963984934 | 1.344971 | -1.4006 | 0.171599 | 0.085799 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.827535230476664 |
| R-squared | 0.684814557680065 |
| Adjusted R-squared | 0.600765106394749 |
| F-TEST (value) | 8.14775762610727 |
| F-TEST (DF numerator) | 8 |
| F-TEST (DF denominator) | 30 |
| p-value | 8.60521084933286e-06 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.50737645171981 |
| Sum Squared Residuals | 188.608100119170 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6.3 | 7.8958044878963 | -1.5958044878963 |
| 2 | 2.1 | 2.69658014772338 | -0.596580147723377 |
| 3 | 9.1 | 6.28217126293777 | 2.81782873706223 |
| 4 | 15.8 | 16.0269484715526 | -0.226948471552595 |
| 5 | 5.2 | 5.26249293057238 | -0.0624929305723761 |
| 6 | 10.9 | 11.4621261371318 | -0.56212613713175 |
| 7 | 8.3 | 7.38744267234001 | 0.912557327659991 |
| 8 | 11 | 10.3614264972147 | 0.638573502785344 |
| 9 | 3.2 | 3.10466201262141 | 0.0953379873785867 |
| 10 | 6.3 | 11.1938873777178 | -4.89388737771781 |
| 11 | 6.6 | 10.6523611679286 | -4.05236116792863 |
| 12 | 9.5 | 10.3770581741205 | -0.877058174120512 |
| 13 | 3.3 | 4.61674814027528 | -1.31674814027528 |
| 14 | 11 | 12.7159103261441 | -1.71591032614409 |
| 15 | 4.7 | 7.54681065354392 | -2.84681065354392 |
| 16 | 10.4 | 14.2719906375552 | -3.87199063755515 |
| 17 | 7.4 | 8.73478334003063 | -1.33478334003063 |
| 18 | 2.1 | 3.66476365493473 | -1.56476365493473 |
| 19 | 17.9 | 16.0172259470066 | 1.88277405299342 |
| 20 | 6.1 | 8.30425894808346 | -2.20425894808346 |
| 21 | 11.9 | 11.9797381243703 | -0.0797381243703365 |
| 22 | 13.8 | 11.7977816305844 | 2.00221836941558 |
| 23 | 14.3 | 10.2852261566821 | 4.01477384331789 |
| 24 | 15.2 | 10.1020749114234 | 5.09792508857664 |
| 25 | 10 | 6.43296801944043 | 3.56703198055957 |
| 26 | 11.9 | 9.44092967419295 | 2.45907032580705 |
| 27 | 6.5 | 5.72224178948455 | 0.777758210515445 |
| 28 | 7.5 | 8.11768635117774 | -0.617686351177743 |
| 29 | 10.6 | 9.8282296170369 | 0.771770382963105 |
| 30 | 7.4 | 8.5755283622153 | -1.17552836221530 |
| 31 | 8.4 | 8.28352819665816 | 0.116471803341846 |
| 32 | 5.7 | 7.98733731949211 | -2.28733731949211 |
| 33 | 4.9 | 5.02211161370968 | -0.122111613709682 |
| 34 | 3.2 | 4.22072100883204 | -1.02072100883204 |
| 35 | 11 | 9.02941591510143 | 1.97058408489857 |
| 36 | 4.9 | 5.68237659159673 | -0.782376591596732 |
| 37 | 13.2 | 11.4578087377807 | 1.74219126221931 |
| 38 | 9.7 | 6.63891893308388 | 3.06108106691612 |
| 39 | 12.8 | 10.9199240598061 | 1.88007594019387 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 12 | 0.0297158310186875 | 0.059431662037375 | 0.970284168981313 |
| 13 | 0.0605689380476924 | 0.121137876095385 | 0.939431061952308 |
| 14 | 0.0247739793110753 | 0.0495479586221505 | 0.975226020688925 |
| 15 | 0.0151794943195481 | 0.0303589886390962 | 0.984820505680452 |
| 16 | 0.45037671954694 | 0.90075343909388 | 0.54962328045306 |
| 17 | 0.342066135194997 | 0.684132270389995 | 0.657933864805003 |
| 18 | 0.329419613870677 | 0.658839227741353 | 0.670580386129323 |
| 19 | 0.229275168606590 | 0.458550337213179 | 0.77072483139341 |
| 20 | 0.4636319285755 | 0.927263857151 | 0.5363680714245 |
| 21 | 0.489587482592915 | 0.97917496518583 | 0.510412517407085 |
| 22 | 0.622229270510906 | 0.755541458978187 | 0.377770729489094 |
| 23 | 0.727030464689739 | 0.545939070620521 | 0.272969535310261 |
| 24 | 0.844470162644519 | 0.311059674710962 | 0.155529837355481 |
| 25 | 0.916201265648876 | 0.167597468702248 | 0.083798734351124 |
| 26 | 0.884110697720785 | 0.231778604558431 | 0.115889302279215 |
| 27 | 0.80626565432164 | 0.387468691356719 | 0.193734345678359 |
| 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 | 2 | 0.125 | NOK |
| 10% type I error level | 3 | 0.1875 | NOK |
