| Multiple Linear Regression - Estimated Regression Equation |
| SWS[t] = + 15.0954977616851 -1.03456535198758D[t] -0.98387149057833Wb[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) | 15.0954977616851 | 1.114348 | 13.5465 | 0 | 0 |
| D | -1.03456535198758 | 0.300534 | -3.4424 | 0.001257 | 0.000628 |
| Wb | -0.98387149057833 | 0.227929 | -4.3166 | 8.6e-05 | 4.3e-05 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.677036296046545 |
| R-squared | 0.458378146164426 |
| Adjusted R-squared | 0.434306063771733 |
| F-TEST (value) | 19.0418983570603 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 45 |
| p-value | 1.01897618698388e-06 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.75763464965191 |
| Sum Squared Residuals | 342.204698743237 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6.3 | 8.05631574340903 | -1.75631574340903 |
| 2 | 2.1 | 4.07013591968648 | -1.97013591968648 |
| 3 | 9.1 | 6.03787890084313 | 3.06212109915687 |
| 4 | 15.8 | 15.0448039002759 | 0.755196099724141 |
| 5 | 5.2 | 6.03787890084314 | -0.837878900843137 |
| 6 | 10.9 | 10.1254464473842 | 0.774553552615798 |
| 7 | 8.3 | 8.15770346622754 | 0.142296533772461 |
| 8 | 11 | 7.02175039142147 | 3.97824960857853 |
| 9 | 3.2 | 4.01944205827723 | -0.819442058277227 |
| 10 | 7.6 | 10.0747525859750 | -2.47475258597496 |
| 11 | 6.3 | 11.1093179379625 | -4.80931793796253 |
| 12 | 8.6 | 9.09088109539663 | -0.490881095396625 |
| 13 | 6.6 | 9.09088109539663 | -2.49088109539662 |
| 14 | 9.5 | 9.09088109539663 | 0.409118904603376 |
| 15 | 4.8 | 10.1254464473842 | -5.3254464473842 |
| 16 | 12 | 9.14157495680587 | 2.85842504319413 |
| 17 | 3.3 | 5.00331354885556 | -1.70331354885556 |
| 18 | 11 | 10.0747525859750 | 0.925247414025044 |
| 19 | 4.7 | 8.15770346622754 | -3.45770346622754 |
| 20 | 10.4 | 8.05631574340905 | 2.34368425659095 |
| 21 | 7.4 | 7.02175039142147 | 0.378249608578532 |
| 22 | 2.1 | 4.01944205827723 | -1.91944205827723 |
| 23 | 7.7 | 11.9411078443131 | -4.24110784431312 |
| 24 | 17.9 | 15.0448039002759 | 2.85519609972414 |
| 25 | 6.1 | 8.15770346622754 | -2.05770346622754 |
| 26 | 8.2 | 11.1093179379625 | -2.90931793796253 |
| 27 | 8.4 | 8.05631574340905 | 0.343684256590954 |
| 28 | 11.9 | 11.9918017057224 | -0.091801705722372 |
| 29 | 10.8 | 11.9918017057224 | -1.19180170572237 |
| 30 | 13.8 | 10.1254464473842 | 3.6745535526158 |
| 31 | 14.3 | 10.1254464473842 | 4.1745535526158 |
| 32 | 15.2 | 9.09088109539663 | 6.10911890460337 |
| 33 | 10 | 6.03787890084314 | 3.96212109915686 |
| 34 | 11.9 | 9.09088109539663 | 2.80911890460338 |
| 35 | 6.5 | 6.03787890084314 | 0.462121099156863 |
| 36 | 7.5 | 5.98718503943389 | 1.51281496056611 |
| 37 | 10.6 | 9.04018723398738 | 1.55981276601262 |
| 38 | 7.4 | 9.14157495680587 | -1.74157495680587 |
| 39 | 8.4 | 8.1070096048183 | 0.292990395181707 |
| 40 | 5.7 | 9.09088109539663 | -3.39088109539662 |
| 41 | 4.9 | 8.05631574340905 | -3.15631574340905 |
| 42 | 3.2 | 5.00331354885556 | -1.80331354885556 |
| 43 | 8.1 | 10.0747525859750 | -1.97475258597496 |
| 44 | 11 | 10.0747525859750 | 0.925247414025044 |
| 45 | 4.9 | 8.05631574340905 | -3.15631574340905 |
| 46 | 13.2 | 10.0747525859750 | 3.12524741402504 |
| 47 | 9.7 | 6.03787890084314 | 3.66212109915686 |
| 48 | 12.8 | 10.1254464473842 | 2.6745535526158 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.423861295191279 | 0.847722590382558 | 0.576138704808721 |
| 7 | 0.260228189970984 | 0.520456379941969 | 0.739771810029016 |
| 8 | 0.366297150183025 | 0.73259430036605 | 0.633702849816975 |
| 9 | 0.267984127224859 | 0.535968254449718 | 0.732015872775141 |
| 10 | 0.281153846450956 | 0.562307692901912 | 0.718846153549044 |
| 11 | 0.440126842677651 | 0.880253685355301 | 0.55987315732235 |
| 12 | 0.332447685998356 | 0.664895371996711 | 0.667552314001644 |
| 13 | 0.282416625614242 | 0.564833251228483 | 0.717583374385758 |
| 14 | 0.213026387610186 | 0.426052775220372 | 0.786973612389814 |
| 15 | 0.338387463506205 | 0.67677492701241 | 0.661612536493795 |
| 16 | 0.467577126351105 | 0.93515425270221 | 0.532422873648895 |
| 17 | 0.41809236024404 | 0.83618472048808 | 0.58190763975596 |
| 18 | 0.347705563759944 | 0.695411127519889 | 0.652294436240056 |
| 19 | 0.366568478452729 | 0.733136956905458 | 0.633431521547271 |
| 20 | 0.347174110120574 | 0.694348220241148 | 0.652825889879426 |
| 21 | 0.268154361923832 | 0.536308723847665 | 0.731845638076168 |
| 22 | 0.235096396893202 | 0.470192793786404 | 0.764903603106798 |
| 23 | 0.337157462959194 | 0.674314925918389 | 0.662842537040806 |
| 24 | 0.363194945884475 | 0.72638989176895 | 0.636805054115525 |
| 25 | 0.346426255897513 | 0.692852511795026 | 0.653573744102487 |
| 26 | 0.370380888881959 | 0.740761777763918 | 0.629619111118041 |
| 27 | 0.295363708050509 | 0.590727416101019 | 0.704636291949491 |
| 28 | 0.223841681000484 | 0.447683362000969 | 0.776158318999516 |
| 29 | 0.168889636641274 | 0.337779273282547 | 0.831110363358726 |
| 30 | 0.201946529481057 | 0.403893058962113 | 0.798053470518943 |
| 31 | 0.260394494696064 | 0.520788989392128 | 0.739605505303936 |
| 32 | 0.547106705652693 | 0.905786588694615 | 0.452893294347307 |
| 33 | 0.626362372952135 | 0.74727525409573 | 0.373637627047865 |
| 34 | 0.627273582248895 | 0.745452835502211 | 0.372726417751105 |
| 35 | 0.530875674886723 | 0.938248650226554 | 0.469124325113277 |
| 36 | 0.454220880854544 | 0.908441761709087 | 0.545779119145456 |
| 37 | 0.380276209400378 | 0.760552418800757 | 0.619723790599622 |
| 38 | 0.326312831447448 | 0.652625662894897 | 0.673687168552552 |
| 39 | 0.227480368437817 | 0.454960736875633 | 0.772519631562183 |
| 40 | 0.30860098053579 | 0.61720196107158 | 0.69139901946421 |
| 41 | 0.326799091966036 | 0.653598183932072 | 0.673200908033964 |
| 42 | 0.227165983525365 | 0.45433196705073 | 0.772834016474635 |
| 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 |
