| Multiple Linear Regression - Estimated Regression Equation |
| PS[t] = + 5.35704271447744 -1.24808412877396Tg[t] -0.394449669083795D[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) | 5.35704271447744 | 0.616325 | 8.6919 | 0 | 0 |
| Tg | -1.24808412877396 | 0.339201 | -3.6795 | 0.000646 | 0.000323 |
| D | -0.394449669083795 | 0.111582 | -3.5351 | 0.00099 | 0.000495 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.707576022213133 |
| R-squared | 0.50066382721096 |
| Adjusted R-squared | 0.477438888941702 |
| F-TEST (value) | 21.5571650355548 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 43 |
| p-value | 3.27680130030039e-07 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.984607454270796 |
| Sum Squared Residuals | 41.6864290772415 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 2 | 2.14774203133347 | -0.147742031333468 |
| 2 | 1.8 | 0.290618514369727 | 1.50938148563027 |
| 3 | 0.7 | 0.964474218591482 | -0.264474218591482 |
| 4 | 3.9 | 3.0354662259302 | 0.864533774069797 |
| 5 | 1 | 0.542604856548931 | 0.457395143451069 |
| 6 | 3.6 | 2.71686466392733 | 0.883135336072668 |
| 7 | 1.4 | 2.01495801679839 | -0.614958016798389 |
| 8 | 1.5 | 1.22164754723842 | 0.278352452761578 |
| 9 | 0.7 | 0.328602875037991 | 0.371397124962009 |
| 10 | 2.1 | 2.93664136950106 | -0.836641369501056 |
| 11 | 0 | 2.76196840599099 | -2.76196840599099 |
| 12 | 4.1 | 2.54219170041726 | 1.55780829958274 |
| 13 | 1.2 | 1.9731502623328 | -0.773150262332796 |
| 14 | 0.3 | 0.137204592173668 | 0.162795407826332 |
| 15 | 0.5 | 0.676125167281224 | -0.176125167281224 |
| 16 | 3.4 | 3.06530033638799 | 0.334699663612011 |
| 17 | 1.5 | 1.85316405607685 | -0.353164056076852 |
| 18 | 3.4 | 2.36751873690719 | 1.03248126309281 |
| 19 | 0.8 | 1.49211874799015 | -0.692118747990151 |
| 20 | 0.8 | 0.2317104135365 | 0.5682895864635 |
| 21 | 1.4 | 2.12900312129408 | -0.729003121294076 |
| 22 | 2 | 2.84213554813822 | -0.842135548138225 |
| 23 | 1.9 | 1.93410285224827 | -0.0341028522482712 |
| 24 | 2.4 | 3.11902145075348 | -0.719021450753482 |
| 25 | 2.8 | 2.11034540701217 | 0.689654592987832 |
| 26 | 1.3 | 2.57770163320542 | -1.27770163320542 |
| 27 | 2 | 2.33012211258589 | -0.330122112585892 |
| 28 | 5.6 | 3.61568406019055 | 1.98431593980945 |
| 29 | 3.1 | 2.36759993141659 | 0.732400068583409 |
| 30 | 1 | 0.085543038977828 | 0.914456961022172 |
| 31 | 1.8 | 1.88959503626143 | -0.0895950362614333 |
| 32 | 0.9 | 0.99545613980117 | -0.0954561398011701 |
| 33 | 1.8 | 3.03243960674271 | -1.23243960674272 |
| 34 | 1.9 | 1.20731976983949 | 0.692680230160508 |
| 35 | 0.9 | 1.52344950851563 | -0.623449508515629 |
| 36 | 2.6 | 2.52345279037787 | 0.0765472096221297 |
| 37 | 2.4 | 2.82087650682421 | -0.420876506824214 |
| 38 | 1.2 | 1.80383192190842 | -0.603831921908418 |
| 39 | 0.9 | 1.63242170761449 | -0.732421707614494 |
| 40 | 0.5 | 1.2379720385307 | -0.7379720385307 |
| 41 | 0.6 | 0.66524782454344 | -0.0652478245434406 |
| 42 | 2.3 | 2.34886102262528 | -0.0488610226252837 |
| 43 | 0.5 | 1.30181468938566 | -0.80181468938566 |
| 44 | 2.6 | 2.49288171619606 | 0.107118283803938 |
| 45 | 0.6 | 0.88091899252012 | -0.28091899252012 |
| 46 | 6.6 | 3.53212883411918 | 3.06787116588082 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.0947793175212119 | 0.189558635042424 | 0.905220682478788 |
| 7 | 0.483962569256554 | 0.967925138513108 | 0.516037430743446 |
| 8 | 0.334910792120413 | 0.669821584240826 | 0.665089207879587 |
| 9 | 0.217490650317955 | 0.434981300635909 | 0.782509349682045 |
| 10 | 0.223591228825749 | 0.447182457651498 | 0.776408771174251 |
| 11 | 0.763982631193699 | 0.472034737612603 | 0.236017368806301 |
| 12 | 0.895628065067812 | 0.208743869864375 | 0.104371934932188 |
| 13 | 0.877477698754524 | 0.245044602490952 | 0.122522301245476 |
| 14 | 0.827605908158263 | 0.344788183683473 | 0.172394091841737 |
| 15 | 0.759872899312163 | 0.480254201375674 | 0.240127100687837 |
| 16 | 0.714844000520162 | 0.570311998959676 | 0.285155999479838 |
| 17 | 0.645704205529185 | 0.708591588941631 | 0.354295794470815 |
| 18 | 0.650156362628256 | 0.699687274743487 | 0.349843637371744 |
| 19 | 0.606405888966453 | 0.787188222067095 | 0.393594111033547 |
| 20 | 0.551309422039563 | 0.897381155920874 | 0.448690577960437 |
| 21 | 0.50059730857393 | 0.998805382852139 | 0.499402691426069 |
| 22 | 0.471713051794295 | 0.94342610358859 | 0.528286948205705 |
| 23 | 0.382468087382149 | 0.764936174764297 | 0.617531912617851 |
| 24 | 0.351349420736167 | 0.702698841472334 | 0.648650579263833 |
| 25 | 0.31236314979725 | 0.6247262995945 | 0.68763685020275 |
| 26 | 0.379927137053255 | 0.75985427410651 | 0.620072862946745 |
| 27 | 0.316888940168234 | 0.633777880336468 | 0.683111059831766 |
| 28 | 0.527719739022638 | 0.944560521954723 | 0.472280260977361 |
| 29 | 0.484328684920352 | 0.968657369840703 | 0.515671315079648 |
| 30 | 0.555305912537488 | 0.889388174925024 | 0.444694087462512 |
| 31 | 0.459686265284634 | 0.919372530569269 | 0.540313734715366 |
| 32 | 0.37520499289972 | 0.750409985799439 | 0.62479500710028 |
| 33 | 0.624761945975392 | 0.750476108049216 | 0.375238054024608 |
| 34 | 0.65831571212587 | 0.683368575748258 | 0.341684287874129 |
| 35 | 0.683056061884226 | 0.633887876231548 | 0.316943938115774 |
| 36 | 0.844405182300374 | 0.311189635399252 | 0.155594817699626 |
| 37 | 0.873098990684105 | 0.253802018631791 | 0.126901009315895 |
| 38 | 0.783832512517115 | 0.43233497496577 | 0.216167487482885 |
| 39 | 0.695148016291847 | 0.609703967416307 | 0.304851983708153 |
| 40 | 0.571791904790324 | 0.856416190419352 | 0.428208095209676 |
| 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 |
