| Multiple Linear Regression - Estimated Regression Equation |
| SWS[t] = + 11.6991087192254 -1.81485814963663LogWb[t] -0.806216918547266D[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) | 11.6991087192254 | 0.941095 | 12.4314 | 0 | 0 |
| LogWb | -1.81485814963663 | 0.37295 | -4.8662 | 2.3e-05 | 1.1e-05 |
| D | -0.806216918547266 | 0.336956 | -2.3927 | 0.022068 | 0.011034 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.757704458014056 |
| R-squared | 0.574116045694374 |
| Adjusted R-squared | 0.550455826010729 |
| F-TEST (value) | 24.2650344489915 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 36 |
| p-value | 2.12443281188968e-07 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.66067288414187 |
| Sum Squared Residuals | 254.850487070681 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6.3 | 9.28045796358363 | -2.98045796358362 |
| 2 | 2.1 | 2.29278166537912 | -0.192781665379117 |
| 3 | 9.1 | 6.61718297886961 | 2.48281702113039 |
| 4 | 15.8 | 13.8661233815770 | 1.93387661842304 |
| 5 | 5.2 | 4.47407593655641 | 0.725924063443591 |
| 6 | 10.9 | 9.95186255096894 | 0.948137449031058 |
| 7 | 8.3 | 7.77616769793789 | 0.523832302062113 |
| 8 | 11 | 9.14866242392104 | 1.85133757607896 |
| 9 | 3.2 | 2.8269754014093 | 0.373024598590702 |
| 10 | 6.3 | 12.9344960408091 | -6.63449604080911 |
| 11 | 6.6 | 10.2774715364539 | -3.67747153645395 |
| 12 | 9.5 | 11.3552062829824 | -1.85520628298240 |
| 13 | 3.3 | 5.05126694704473 | -1.75126694704473 |
| 14 | 11 | 11.7578302949066 | -0.757830294906597 |
| 15 | 4.7 | 7.39127013150445 | -2.69127013150445 |
| 16 | 10.4 | 11.0874734396582 | -0.687473439658151 |
| 17 | 7.4 | 8.44332794912181 | -1.04332794912181 |
| 18 | 2.1 | 2.73734904910687 | -0.637349049106866 |
| 19 | 17.9 | 14.5226080999514 | 3.37739190004859 |
| 20 | 6.1 | 7.63995513474066 | -1.53995513474066 |
| 21 | 11.9 | 12.2536895444824 | -0.353689544482425 |
| 22 | 13.8 | 10.4746597001412 | 3.32534029985882 |
| 23 | 14.3 | 9.90548548432731 | 4.39451451567269 |
| 24 | 15.2 | 10.6651768154849 | 4.53482318451505 |
| 25 | 10 | 6.65938289539971 | 3.34061710460029 |
| 26 | 11.9 | 9.70643485876118 | 2.19356514123882 |
| 27 | 6.5 | 4.33037319969549 | 2.16962680030451 |
| 28 | 7.5 | 6.9458194562741 | 0.554180543725904 |
| 29 | 10.6 | 10.2837877182993 | 0.316212281700716 |
| 30 | 7.4 | 9.75524178091213 | -2.35524178091213 |
| 31 | 8.4 | 8.57578930217227 | -0.175789302172266 |
| 32 | 5.7 | 10.3134209726252 | -4.61342097262521 |
| 33 | 4.9 | 8.27084783779538 | -3.37084783779538 |
| 34 | 3.2 | 4.50237979638211 | -1.30237979638211 |
| 35 | 11 | 10.1697182357643 | 0.830281764235706 |
| 36 | 4.9 | 8.7341312147985 | -3.83413121479849 |
| 37 | 13.2 | 11.8706199358530 | 1.32938006414702 |
| 38 | 9.7 | 7.34501086002117 | 2.35498913997883 |
| 39 | 12.8 | 9.90548548432731 | 2.89451451567269 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.487417598332571 | 0.974835196665143 | 0.512582401667429 |
| 7 | 0.314522283560041 | 0.629044567120081 | 0.68547771643996 |
| 8 | 0.211851613343604 | 0.423703226687208 | 0.788148386656396 |
| 9 | 0.118643493522965 | 0.237286987045929 | 0.881356506477035 |
| 10 | 0.686698347322505 | 0.626603305354991 | 0.313301652677495 |
| 11 | 0.715221572160254 | 0.569556855679492 | 0.284778427839746 |
| 12 | 0.641026047191264 | 0.717947905617473 | 0.358973952808736 |
| 13 | 0.585207279923913 | 0.829585440152174 | 0.414792720076087 |
| 14 | 0.493110107244538 | 0.986220214489075 | 0.506889892755462 |
| 15 | 0.465954652163489 | 0.931909304326977 | 0.534045347836511 |
| 16 | 0.372759378322792 | 0.745518756645583 | 0.627240621677208 |
| 17 | 0.291492389089865 | 0.582984778179729 | 0.708507610910135 |
| 18 | 0.216744707442691 | 0.433489414885382 | 0.783255292557309 |
| 19 | 0.307738422399866 | 0.615476844799732 | 0.692261577600134 |
| 20 | 0.263694886044487 | 0.527389772088975 | 0.736305113955513 |
| 21 | 0.188260257195567 | 0.376520514391134 | 0.811739742804433 |
| 22 | 0.227590098359181 | 0.455180196718363 | 0.772409901640819 |
| 23 | 0.339693209642465 | 0.67938641928493 | 0.660306790357535 |
| 24 | 0.503527566078248 | 0.992944867843504 | 0.496472433921752 |
| 25 | 0.539432557452668 | 0.921134885094663 | 0.460567442547332 |
| 26 | 0.512943954785764 | 0.974112090428472 | 0.487056045214236 |
| 27 | 0.490764542488715 | 0.98152908497743 | 0.509235457511285 |
| 28 | 0.390812134236503 | 0.781624268473006 | 0.609187865763497 |
| 29 | 0.288806827661187 | 0.577613655322374 | 0.711193172338813 |
| 30 | 0.247480364135016 | 0.494960728270031 | 0.752519635864984 |
| 31 | 0.155512041541007 | 0.311024083082015 | 0.844487958458993 |
| 32 | 0.293987459927887 | 0.587974919855774 | 0.706012540072113 |
| 33 | 0.333817054969614 | 0.667634109939228 | 0.666182945030386 |
| 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 |
