| Multiple Linear Regression - Estimated Regression Equation |
| SWS[t] = + 11.5008154131736 + 3.66140924697595LogL[t] -1.17640728797974LogWb[t] -1.26534145695381LogWbr[t] -1.65360291718712LogTg[t] + 1.65207205038963P[t] + 0.492421512940471S[t] -2.77256131954632D[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) | 11.5008154131736 | 2.864922 | 4.0144 | 0.000351 | 0.000176 |
| LogL | 3.66140924697595 | 1.786981 | 2.0489 | 0.049014 | 0.024507 |
| LogWb | -1.17640728797974 | 1.099575 | -1.0699 | 0.292936 | 0.146468 |
| LogWbr | -1.26534145695381 | 1.602445 | -0.7896 | 0.435741 | 0.217871 |
| LogTg | -1.65360291718712 | 1.582137 | -1.0452 | 0.304026 | 0.152013 |
| P | 1.65207205038963 | 0.967803 | 1.707 | 0.097815 | 0.048908 |
| S | 0.492421512940471 | 0.614054 | 0.8019 | 0.428704 | 0.214352 |
| D | -2.77256131954632 | 1.142203 | -2.4274 | 0.021211 | 0.010606 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.817931033361346 |
| R-squared | 0.66901117533556 |
| Adjusted R-squared | 0.594271763314557 |
| F-TEST (value) | 8.95125018039426 |
| F-TEST (DF numerator) | 7 |
| F-TEST (DF denominator) | 31 |
| p-value | 5.28420544410046e-06 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.52768478054786 |
| Sum Squared Residuals | 198.064900844213 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6.3 | 7.30223475865519 | -1.00223475865519 |
| 2 | 2.1 | 1.29767265473116 | 0.802327345268838 |
| 3 | 9.1 | 6.44410484675307 | 2.65589515324693 |
| 4 | 15.8 | 15.5904079653753 | 0.209592034624731 |
| 5 | 5.2 | 5.21012731774501 | -0.0101273177450104 |
| 6 | 10.9 | 11.2965241869668 | -0.39652418696679 |
| 7 | 8.3 | 7.82285336893292 | 0.477146631067078 |
| 8 | 11 | 9.76334635436635 | 1.23665364563365 |
| 9 | 3.2 | 3.25840568070516 | -0.0584056807051563 |
| 10 | 6.3 | 11.4037884623599 | -5.10378846235987 |
| 11 | 6.6 | 9.84484457351932 | -3.24484457351932 |
| 12 | 9.5 | 10.4681526798514 | -0.968152679851427 |
| 13 | 3.3 | 5.23163697348543 | -1.93163697348543 |
| 14 | 11 | 12.6605814436417 | -1.66058144364165 |
| 15 | 4.7 | 8.19475682160514 | -3.49475682160514 |
| 16 | 10.4 | 13.4462729612535 | -3.04627296125351 |
| 17 | 7.4 | 9.38612211954509 | -1.98612211954509 |
| 18 | 2.1 | 3.51133695938199 | -1.41133695938199 |
| 19 | 17.9 | 16.2314701465398 | 1.6685298534602 |
| 20 | 6.1 | 8.12590584263728 | -2.02590584263728 |
| 21 | 11.9 | 12.4496565943437 | -0.54965659434374 |
| 22 | 13.8 | 12.0169571403978 | 1.78304285960217 |
| 23 | 14.3 | 10.1154084867386 | 4.1845915132614 |
| 24 | 15.2 | 9.51597460188823 | 5.68402539811177 |
| 25 | 10 | 6.29579942904366 | 3.70420057095634 |
| 26 | 11.9 | 10.2123664390706 | 1.68763356092938 |
| 27 | 6.5 | 5.28199492403739 | 1.21800507596261 |
| 28 | 7.5 | 8.65219022092929 | -1.15219022092929 |
| 29 | 10.6 | 9.20381759926962 | 1.39618240073038 |
| 30 | 7.4 | 8.77285300332105 | -1.37285300332105 |
| 31 | 8.4 | 8.59906883785173 | -0.199068837851732 |
| 32 | 5.7 | 8.21723052662806 | -2.51723052662806 |
| 33 | 4.9 | 5.75624773890943 | -0.856247738909427 |
| 34 | 3.2 | 4.63070925544838 | -1.43070925544838 |
| 35 | 11 | 8.7323270793848 | 2.26767292061521 |
| 36 | 4.9 | 6.297500581414 | -1.397500581414 |
| 37 | 13.2 | 11.1244835617632 | 2.07551643823681 |
| 38 | 9.7 | 6.74629683008128 | 2.95370316991872 |
| 39 | 12.8 | 10.9885710314277 | 1.81142896857231 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 11 | 0.0567940919339009 | 0.113588183867802 | 0.9432059080661 |
| 12 | 0.0169867473883601 | 0.0339734947767203 | 0.98301325261164 |
| 13 | 0.111329539474057 | 0.222659078948115 | 0.888670460525943 |
| 14 | 0.0583578313942411 | 0.116715662788482 | 0.94164216860576 |
| 15 | 0.0660878508767289 | 0.132175701753458 | 0.933912149123271 |
| 16 | 0.215434619074514 | 0.430869238149028 | 0.784565380925486 |
| 17 | 0.166100200501297 | 0.332200401002594 | 0.833899799498703 |
| 18 | 0.142371038697051 | 0.284742077394102 | 0.857628961302949 |
| 19 | 0.0927265408026413 | 0.185453081605283 | 0.907273459197359 |
| 20 | 0.121651524197779 | 0.243303048395559 | 0.87834847580222 |
| 21 | 0.146350593770603 | 0.292701187541206 | 0.853649406229397 |
| 22 | 0.262536257001723 | 0.525072514003447 | 0.737463742998277 |
| 23 | 0.411556858869483 | 0.823113717738965 | 0.588443141130517 |
| 24 | 0.737100459307125 | 0.52579908138575 | 0.262899540692875 |
| 25 | 0.88159365043916 | 0.236812699121679 | 0.11840634956084 |
| 26 | 0.8042193557413 | 0.391561288517401 | 0.195780644258701 |
| 27 | 0.706485141178421 | 0.587029717643158 | 0.293514858821579 |
| 28 | 0.70559159215936 | 0.588816815681279 | 0.29440840784064 |
| 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 | 1 | 0.0555555555555556 | NOK |
| 10% type I error level | 1 | 0.0555555555555556 | OK |
