Multiple Linear Regression - Estimated Regression Equation |
SWS[t] = + 12.4251114781805 -0.989392470494664D[t] -0.576434196011274Wb[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) | 12.4251114781805 | 0.913503 | 13.6016 | 0 | 0 |
D | -0.989392470494664 | 0.325235 | -3.0421 | 0.003912 | 0.001956 |
Wb | -0.576434196011274 | 0.169892 | -3.3929 | 0.001451 | 0.000726 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.624604784762453 |
R-squared | 0.390131137148151 |
Adjusted R-squared | 0.363025854354735 |
F-TEST (value) | 14.3931771574404 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 45 |
p-value | 1.47170365422111e-05 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.92621928443409 |
Sum Squared Residuals | 385.324168526728 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 6.3 | 7.72763147866273 | -1.42763147866273 |
2 | 2.1 | 4.77259839976962 | -2.67259839976962 |
3 | 9.1 | 6.15027612823656 | 2.94972387176344 |
4 | 15.8 | 12.3810710891444 | 3.41892891085563 |
5 | 5.2 | 5.47008377694326 | -0.270083776943262 |
6 | 10.9 | 9.4066706377262 | 1.49332936227380 |
7 | 8.3 | 8.71494960251267 | -0.414949602512666 |
8 | 11 | 8.68082224872606 | 2.31917775127394 |
9 | 3.2 | 4.2097672343233 | -1.0097672343233 |
10 | 7.6 | 10.5961994281541 | -2.99619942815415 |
11 | 6.3 | 12.0813253072185 | -5.7813253072185 |
12 | 8.6 | 8.44033553507198 | 0.159664464928018 |
13 | 6.6 | 10.5097342987525 | -3.90973429875246 |
14 | 9.5 | 10.8498304743991 | -1.34983047439911 |
15 | 4.8 | 9.61995129025037 | -4.81995129025037 |
16 | 12 | 8.68036355075199 | 3.31963644924801 |
17 | 3.3 | 4.91878129541717 | -1.61878129541717 |
18 | 11 | 10.9766459975216 | 0.0233540024784132 |
19 | 4.7 | 8.5938984213503 | -3.8938984213503 |
20 | 10.4 | 10.0333682627078 | 0.366631737292176 |
21 | 7.4 | 6.72671032424784 | 0.673289675752161 |
22 | 2.1 | 4.18094552452274 | -2.08094552452274 |
23 | 7.7 | 9.79334024702782 | -2.09334024702782 |
24 | 17.9 | 12.5885873997084 | 5.31141260029157 |
25 | 6.1 | 8.67459920879188 | -2.57459920879188 |
26 | 8.2 | 11.9602741260561 | -3.76027412605614 |
27 | 8.4 | 7.65269503318126 | 0.747304966818737 |
28 | 11.9 | 10.4022861481550 | 1.49771385184496 |
29 | 10.8 | 10.2178272054314 | 0.582172794568569 |
30 | 13.8 | 9.57383655456946 | 4.22616344543054 |
31 | 14.3 | 9.39514195380597 | 4.90485804619403 |
32 | 15.2 | 10.6307854799148 | 4.56921452008518 |
33 | 10 | 6.16180481215679 | 3.83819518784321 |
34 | 11.9 | 8.59597276799503 | 3.30402723200497 |
35 | 6.5 | 5.42396904126236 | 1.07603095873764 |
36 | 7.5 | 5.51827285926889 | 1.98172714073111 |
37 | 10.6 | 9.77397287450275 | 0.826027125497248 |
38 | 7.4 | 9.34326287616495 | -1.94326287616495 |
39 | 8.4 | 8.23858356646804 | 0.161416433531964 |
40 | 5.7 | 10.5154986407126 | -4.81549864071257 |
41 | 4.9 | 7.40482832889642 | -2.50482832889642 |
42 | 3.2 | 4.74585103661378 | -1.54585103661378 |
43 | 8.1 | 11.1495762563250 | -3.04957625632497 |
44 | 11 | 10.4751482469918 | 0.524851753008222 |
45 | 4.9 | 7.55470121985935 | -2.65470121985935 |
46 | 13.2 | 11.0112320492823 | 2.18876795071774 |
47 | 9.7 | 6.38084980664108 | 3.31915019335892 |
48 | 12.8 | 9.39514195380597 | 3.40485804619403 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.369208034024808 | 0.738416068049616 | 0.630791965975192 |
7 | 0.210652793676821 | 0.421305587353641 | 0.78934720632318 |
8 | 0.115871101146862 | 0.231742202293724 | 0.884128898853138 |
9 | 0.0567827121812113 | 0.113565424362423 | 0.943217287818789 |
10 | 0.240661001377137 | 0.481322002754275 | 0.759338998622863 |
11 | 0.604850177347396 | 0.790299645305207 | 0.395149822652604 |
12 | 0.499686952352211 | 0.999373904704422 | 0.500313047647789 |
13 | 0.533475118233221 | 0.933049763533558 | 0.466524881766779 |
14 | 0.439369231201865 | 0.87873846240373 | 0.560630768798135 |
15 | 0.524405878963467 | 0.951188242073066 | 0.475594121036533 |
16 | 0.599650572386072 | 0.800698855227856 | 0.400349427613928 |
17 | 0.527459790029167 | 0.945080419941665 | 0.472540209970833 |
18 | 0.443705268711139 | 0.887410537422277 | 0.556294731288861 |
19 | 0.496362092425017 | 0.992724184850035 | 0.503637907574983 |
20 | 0.412315433080451 | 0.824630866160902 | 0.587684566919549 |
21 | 0.333831826619701 | 0.667663653239402 | 0.666168173380299 |
22 | 0.293889266513838 | 0.587778533027677 | 0.706110733486162 |
23 | 0.25168871625924 | 0.50337743251848 | 0.74831128374076 |
24 | 0.458117189459733 | 0.916234378919466 | 0.541882810540267 |
25 | 0.460635950713879 | 0.921271901427758 | 0.539364049286121 |
26 | 0.524263122830434 | 0.951473754339133 | 0.475736877169566 |
27 | 0.446627905851747 | 0.893255811703493 | 0.553372094148253 |
28 | 0.386692359926114 | 0.773384719852229 | 0.613307640073886 |
29 | 0.309377699653878 | 0.618755399307756 | 0.690622300346122 |
30 | 0.364443887383748 | 0.728887774767496 | 0.635556112616252 |
31 | 0.47331261196961 | 0.94662522393922 | 0.52668738803039 |
32 | 0.61281260257468 | 0.774374794850641 | 0.387187397425321 |
33 | 0.645582066696269 | 0.708835866607462 | 0.354417933303731 |
34 | 0.667537436891693 | 0.664925126216613 | 0.332462563108307 |
35 | 0.57480325657699 | 0.85039348684602 | 0.42519674342301 |
36 | 0.518509202827556 | 0.962981594344888 | 0.481490797172444 |
37 | 0.444625690218949 | 0.889251380437898 | 0.555374309781051 |
38 | 0.406350281363143 | 0.812700562726286 | 0.593649718636857 |
39 | 0.296550920457327 | 0.593101840914654 | 0.703449079542673 |
40 | 0.407896818919778 | 0.815793637839556 | 0.592103181080222 |
41 | 0.389017903054894 | 0.778035806109788 | 0.610982096945106 |
42 | 0.271702243703283 | 0.543404487406567 | 0.728297756296717 |
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 |