| Multiple Linear Regression - Estimated Regression Equation |
| SWS[t] = + 9.19706259476226 -0.00202914443821579Wbr[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) | 9.19706259476226 | 0.622021 | 14.7858 | 0 | 0 |
| Wbr | -0.00202914443821579 | 0.000792 | -2.5605 | 0.014666 | 0.007333 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.387976737044334 |
| R-squared | 0.150525948487568 |
| Adjusted R-squared | 0.127567190338584 |
| F-TEST (value) | 6.55636282723878 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 37 |
| p-value | 0.0146656233252722 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 3.70656219324690 |
| Sum Squared Residuals | 508.32832181907 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6.3 | 9.18367024147003 | -2.88367024147003 |
| 2 | 2.1 | -0.143089254345028 | 2.24308925434503 |
| 3 | 9.1 | 8.83283116810252 | 0.267168831897478 |
| 4 | 15.8 | 9.1964538514308 | 6.60354614856921 |
| 5 | 5.2 | 8.85413718470379 | -3.65413718470379 |
| 6 | 10.9 | 9.14511649714393 | 1.75488350285607 |
| 7 | 8.3 | 8.30423904194731 | -0.00423904194730707 |
| 8 | 11 | 9.18407607035767 | 1.81592392964233 |
| 9 | 3.2 | 8.33873449739698 | -5.13873449739698 |
| 10 | 6.3 | 9.1946276214364 | -2.8946276214364 |
| 11 | 6.6 | 9.1899605892285 | -2.5899605892285 |
| 12 | 9.5 | 9.18691687257118 | 0.313083127428823 |
| 13 | 3.3 | 8.96371098436744 | -5.66371098436744 |
| 14 | 11 | 9.19503345032404 | 1.80496654967596 |
| 15 | 4.7 | 8.53759065234212 | -3.83759065234212 |
| 16 | 10.4 | 9.1889460170094 | 1.21105398299061 |
| 17 | 7.4 | 9.18590230035207 | -1.78590230035207 |
| 18 | 2.1 | 7.86797298773091 | -5.76797298773091 |
| 19 | 17.9 | 9.1965553086527 | 8.7034446913473 |
| 20 | 6.1 | 6.51859193631741 | -0.418591936317412 |
| 21 | 11.9 | 9.19625093698697 | 2.70374906301303 |
| 22 | 13.8 | 9.1842789848015 | 4.61572101519850 |
| 23 | 14.3 | 9.17514783482952 | 5.12485216517048 |
| 24 | 15.2 | 9.1656108559699 | 6.03438914403009 |
| 25 | 10 | 8.96371098436744 | 1.03628901563256 |
| 26 | 11.9 | 9.1739303481666 | 2.72606965183340 |
| 27 | 6.5 | 8.83181659588341 | -2.33181659588341 |
| 28 | 7.5 | 9.17250994705984 | -1.67250994705984 |
| 29 | 10.6 | 9.19320722032965 | 1.40679277967035 |
| 30 | 7.4 | 9.09479371507618 | -1.69479371507618 |
| 31 | 8.4 | 8.83384574032163 | -0.433845740321629 |
| 32 | 5.7 | 9.1721041181722 | -3.4721041181722 |
| 33 | 4.9 | 9.15445056155972 | -4.25445056155972 |
| 34 | 3.2 | 8.8419623180745 | -5.64196231807449 |
| 35 | 11 | 9.1917868192229 | 1.80821318077711 |
| 36 | 4.9 | 9.1721041181722 | -4.2721041181722 |
| 37 | 13.2 | 9.19198973366672 | 4.00801026633328 |
| 38 | 9.7 | 9.07937221734574 | 0.620627782654259 |
| 39 | 12.8 | 9.18914893145321 | 3.61085106854679 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.826083600409975 | 0.347832799180050 | 0.173916399590025 |
| 6 | 0.719637538964712 | 0.560724922070577 | 0.280362461035288 |
| 7 | 0.587894662542418 | 0.824210674915165 | 0.412105337457582 |
| 8 | 0.468851692825814 | 0.937703385651629 | 0.531148307174186 |
| 9 | 0.587759210284182 | 0.824481579431635 | 0.412240789715818 |
| 10 | 0.531401541810667 | 0.937196916378667 | 0.468598458189333 |
| 11 | 0.460410764962625 | 0.92082152992525 | 0.539589235037375 |
| 12 | 0.357227882789985 | 0.71445576557997 | 0.642772117210015 |
| 13 | 0.466176902121798 | 0.932353804243596 | 0.533823097878202 |
| 14 | 0.404481312768558 | 0.808962625537116 | 0.595518687231442 |
| 15 | 0.382148818767391 | 0.764297637534781 | 0.61785118123261 |
| 16 | 0.310399550062062 | 0.620799100124125 | 0.689600449937938 |
| 17 | 0.246089523340587 | 0.492179046681174 | 0.753910476659413 |
| 18 | 0.317262814904072 | 0.634525629808145 | 0.682737185095928 |
| 19 | 0.733541301302824 | 0.532917397394353 | 0.266458698697176 |
| 20 | 0.786258879170816 | 0.427482241658367 | 0.213741120829183 |
| 21 | 0.737700500436921 | 0.524598999126158 | 0.262299499563079 |
| 22 | 0.75296377974696 | 0.494072440506081 | 0.247036220253040 |
| 23 | 0.796039394456619 | 0.407921211086762 | 0.203960605543381 |
| 24 | 0.890707744209349 | 0.218584511581303 | 0.109292255790652 |
| 25 | 0.861840545881654 | 0.276318908236692 | 0.138159454118346 |
| 26 | 0.83652989208201 | 0.32694021583598 | 0.16347010791799 |
| 27 | 0.772834219622296 | 0.454331560755407 | 0.227165780377704 |
| 28 | 0.698598884847317 | 0.602802230305366 | 0.301401115152683 |
| 29 | 0.603695288913543 | 0.792609422172914 | 0.396304711086457 |
| 30 | 0.493434565476473 | 0.986869130952946 | 0.506565434523527 |
| 31 | 0.475721518987062 | 0.951443037974124 | 0.524278481012938 |
| 32 | 0.464828260603619 | 0.929656521207238 | 0.535171739396381 |
| 33 | 0.559343834755084 | 0.881312330489833 | 0.440656165244916 |
| 34 | 0.417940517437034 | 0.835881034874068 | 0.582059482562966 |
| 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 |
