| Multiple Linear Regression - Estimated Regression Equation |
| SWS[t] = + 9.12852223548964 -0.00376078338961756Wb[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) | 9.12852223548964 | 0.611883 | 14.9187 | 0 | 0 |
| Wb | -0.00376078338961756 | 0.001439 | -2.6142 | 0.01286 | 0.00643 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.394849290535060 |
| R-squared | 0.15590596223604 |
| Adjusted R-squared | 0.133092609864041 |
| F-TEST (value) | 6.83397861453272 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 37 |
| p-value | 0.0128604114657495 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 3.69480607792745 |
| Sum Squared Residuals | 505.108902279115 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6.3 | 9.12476145210002 | -2.82476145210002 |
| 2 | 2.1 | -0.45019305786628 | 2.55019305786628 |
| 3 | 9.1 | 9.08884597072917 | 0.0111540292708257 |
| 4 | 15.8 | 9.12843573747168 | 6.67156426252832 |
| 5 | 5.2 | 8.52679689315083 | -3.32679689315083 |
| 6 | 10.9 | 9.1161116503039 | 1.7838883496961 |
| 7 | 8.3 | 8.93235977388719 | -0.632359773887187 |
| 8 | 11 | 9.12692390254905 | 1.87307609745095 |
| 9 | 3.2 | 7.37975795931747 | -4.17975795931747 |
| 10 | 6.3 | 9.12824017673542 | -2.82824017673542 |
| 11 | 6.6 | 9.12557002052879 | -2.52557002052879 |
| 12 | 9.5 | 9.12777007881172 | 0.372229921188284 |
| 13 | 3.3 | 9.02449896693282 | -5.72449896693282 |
| 14 | 11 | 9.12807094148289 | 1.87192905851711 |
| 15 | 4.7 | 8.80885564737215 | -4.10885564737215 |
| 16 | 10.4 | 9.12814239636729 | 1.27185760363271 |
| 17 | 7.4 | 9.12461102076444 | -1.72461102076444 |
| 18 | 2.1 | 7.16915408949889 | -5.06915408949889 |
| 19 | 17.9 | 9.12848462765574 | 8.77151537234426 |
| 20 | 6.1 | 8.89535366533335 | -2.79535366533335 |
| 21 | 11.9 | 9.12843573747168 | 2.77156426252832 |
| 22 | 13.8 | 9.12212890372729 | 4.67787109627271 |
| 23 | 14.3 | 9.11535949362598 | 5.18464050637402 |
| 24 | 15.2 | 9.12671705946262 | 6.07328294053738 |
| 25 | 10 | 9.09091440159346 | 0.909085598406536 |
| 26 | 11.9 | 9.12242976639846 | 2.77757023360154 |
| 27 | 6.5 | 8.40645182468307 | -1.90645182468307 |
| 28 | 7.5 | 9.1191202770156 | -1.61912027701560 |
| 29 | 10.6 | 9.12746921614055 | 1.47253078385945 |
| 30 | 7.4 | 9.1125953178346 | -1.71259531783461 |
| 31 | 8.4 | 9.10294890844024 | -0.70294890844024 |
| 32 | 5.7 | 9.12570164794743 | -3.42570164794743 |
| 33 | 4.9 | 9.11498341528702 | -4.21498341528702 |
| 34 | 3.2 | 8.91979875736586 | -5.71979875736586 |
| 35 | 11 | 9.12513753043898 | 1.87486246956102 |
| 36 | 4.9 | 9.1210006687104 | -4.2210006687104 |
| 37 | 13.2 | 9.12813111401712 | 4.07186888598288 |
| 38 | 9.7 | 9.11276455308714 | 0.587235446912858 |
| 39 | 12.8 | 9.11535949362598 | 3.68464050637402 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.849482100679746 | 0.301035798640508 | 0.150517899320254 |
| 6 | 0.752076038482611 | 0.495847923034778 | 0.247923961517389 |
| 7 | 0.631487607553247 | 0.737024784893505 | 0.368512392446753 |
| 8 | 0.518370516632895 | 0.96325896673421 | 0.481629483367105 |
| 9 | 0.5690350626273 | 0.8619298747454 | 0.4309649373727 |
| 10 | 0.518426982485054 | 0.963146035029892 | 0.481573017514946 |
| 11 | 0.451203388438038 | 0.902406776876077 | 0.548796611561962 |
| 12 | 0.348072169374804 | 0.696144338749608 | 0.651927830625196 |
| 13 | 0.481706429908126 | 0.963412859816252 | 0.518293570091874 |
| 14 | 0.421231301386257 | 0.842462602772515 | 0.578768698613743 |
| 15 | 0.418517842346266 | 0.837035684692532 | 0.581482157653734 |
| 16 | 0.34528047332102 | 0.69056094664204 | 0.65471952667898 |
| 17 | 0.278930441847695 | 0.557860883695391 | 0.721069558152304 |
| 18 | 0.307126574579163 | 0.614253149158326 | 0.692873425420837 |
| 19 | 0.736205032974947 | 0.527589934050105 | 0.263794967025053 |
| 20 | 0.681620208754396 | 0.636759582491208 | 0.318379791245604 |
| 21 | 0.634603235762535 | 0.73079352847493 | 0.365396764237465 |
| 22 | 0.67057998963886 | 0.658840020722281 | 0.329420010361140 |
| 23 | 0.738300635474893 | 0.523398729050213 | 0.261699364525107 |
| 24 | 0.85958572347269 | 0.280828553054620 | 0.140414276527310 |
| 25 | 0.800725470539213 | 0.398549058921574 | 0.199274529460787 |
| 26 | 0.780223258814739 | 0.439553482370523 | 0.219776741185261 |
| 27 | 0.826289608766475 | 0.34742078246705 | 0.173710391233525 |
| 28 | 0.758611961358016 | 0.482776077283968 | 0.241388038641984 |
| 29 | 0.675676655883782 | 0.648646688232436 | 0.324323344116218 |
| 30 | 0.575460295814634 | 0.849079408370732 | 0.424539704185366 |
| 31 | 0.447869670141774 | 0.895739340283548 | 0.552130329858226 |
| 32 | 0.43628671471849 | 0.87257342943698 | 0.56371328528151 |
| 33 | 0.529551124809641 | 0.940897750380719 | 0.470448875190359 |
| 34 | 0.394945390193223 | 0.789890780386447 | 0.605054609806777 |
| 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 |
