| Multiple Linear Regression - Estimated Regression Equation |
| SWS[t] = + 13.2021956867475 -1.10102945023146D[t] -0.678527842474352LogWb[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) | 13.2021956867475 | 0.966912 | 13.654 | 0 | 0 |
| D | -1.10102945023146 | 0.332015 | -3.3162 | 0.001981 | 0.000991 |
| LogWb | -0.678527842474352 | 0.174364 | -3.8914 | 0.000378 | 0.000189 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.696829701642378 |
| R-squared | 0.485571633091006 |
| Adjusted R-squared | 0.459190691198237 |
| F-TEST (value) | 18.4061522543326 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 39 |
| p-value | 2.34874419413611e-06 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.82204118071458 |
| Sum Squared Residuals | 310.592740600308 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6.3 | 7.86352380863009 | -1.56352380863009 |
| 2 | 2.1 | 4.45140888694258 | -2.35140888694258 |
| 3 | 9.1 | 6.06818907440826 | 3.03181092559174 |
| 4 | 15.8 | 13.2127795133408 | 2.58722048665922 |
| 5 | 5.2 | 5.26693758177904 | -0.0669375817790361 |
| 6 | 10.9 | 9.71375656409194 | 1.18624343590806 |
| 7 | 8.3 | 8.9003213440999 | -0.600321344099905 |
| 8 | 11 | 9.05022634338837 | 1.94977365661163 |
| 9 | 3.2 | 3.85152381106624 | -0.651523811066242 |
| 10 | 6.3 | 12.8644684906485 | -6.5644684906485 |
| 11 | 8.6 | 8.64081320310775 | -0.0408132031077482 |
| 12 | 6.6 | 11.071470651099 | -4.47147065109899 |
| 13 | 9.5 | 11.4744073950530 | -1.97440739505302 |
| 14 | 3.3 | 4.68312806201894 | -1.38312806201894 |
| 15 | 11 | 11.6249379487461 | -0.624937948746149 |
| 16 | 4.7 | 8.75641824800505 | -4.05641824800505 |
| 17 | 10.4 | 10.5747030059508 | -0.174703005950754 |
| 18 | 7.4 | 6.75093676363683 | 0.649063236363173 |
| 19 | 2.1 | 3.81801486962705 | -1.71801486962705 |
| 20 | 7.7 | 10.3593908044763 | -2.65939080447633 |
| 21 | 17.9 | 13.4582219214648 | 4.44177807853523 |
| 22 | 6.1 | 8.84939504348688 | -2.74939504348689 |
| 23 | 11.9 | 11.0107206128779 | 0.889279387122146 |
| 24 | 10.8 | 10.7939218742557 | 0.00607812574431826 |
| 25 | 13.8 | 9.90921669992634 | 3.89078330007366 |
| 26 | 14.3 | 9.69641739303845 | 4.60358260696155 |
| 27 | 15.2 | 11.2164234820128 | 3.98357651798721 |
| 28 | 10 | 6.08396651592428 | 3.91603348407572 |
| 29 | 11.9 | 8.82239148776762 | 3.07760851223238 |
| 30 | 6.5 | 5.21321090176623 | 1.28678909823377 |
| 31 | 7.5 | 5.39145153242618 | 2.10854846757382 |
| 32 | 10.6 | 10.274226004508 | 0.325773995492010 |
| 33 | 7.4 | 9.64024521386538 | -2.24024521386538 |
| 34 | 8.4 | 8.399672782283 | 0.000327217717005057 |
| 35 | 5.7 | 11.0849111979427 | -5.38491119794269 |
| 36 | 4.9 | 7.48605707286348 | -2.58605707286348 |
| 37 | 3.2 | 4.47791355376903 | -1.27791355376903 |
| 38 | 11 | 11.0311845179299 | -0.0311845179298777 |
| 39 | 4.9 | 7.65926657492415 | -2.75926657492415 |
| 40 | 13.2 | 11.6671070339972 | 1.53289296600284 |
| 41 | 9.7 | 6.34030481981515 | 3.35969518018484 |
| 42 | 12.8 | 9.69641739303845 | 3.10358260696155 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.386666270986696 | 0.773332541973393 | 0.613333729013304 |
| 7 | 0.224468765118556 | 0.448937530237112 | 0.775531234881444 |
| 8 | 0.124939133657037 | 0.249878267314075 | 0.875060866342963 |
| 9 | 0.0616556995593783 | 0.123311399118757 | 0.938344300440622 |
| 10 | 0.672008249654463 | 0.655983500691073 | 0.327991750345537 |
| 11 | 0.561998242620101 | 0.876003514759798 | 0.438001757379899 |
| 12 | 0.652137767621757 | 0.695724464756486 | 0.347862232378243 |
| 13 | 0.574554781844716 | 0.850890436310567 | 0.425445218155284 |
| 14 | 0.492222852148889 | 0.984445704297778 | 0.507777147851111 |
| 15 | 0.398471347726852 | 0.796942695453704 | 0.601528652273148 |
| 16 | 0.456061196504614 | 0.912122393009228 | 0.543938803495386 |
| 17 | 0.361637836759758 | 0.723275673519516 | 0.638362163240242 |
| 18 | 0.280122005428850 | 0.560244010857701 | 0.71987799457115 |
| 19 | 0.231543092108236 | 0.463086184216471 | 0.768456907891764 |
| 20 | 0.225384145099006 | 0.450768290198012 | 0.774615854900994 |
| 21 | 0.385745776994549 | 0.771491553989098 | 0.614254223005451 |
| 22 | 0.396365811152951 | 0.792731622305902 | 0.603634188847049 |
| 23 | 0.318191956461215 | 0.63638391292243 | 0.681808043538785 |
| 24 | 0.237407022117470 | 0.474814044234941 | 0.76259297788253 |
| 25 | 0.302377893939097 | 0.604755787878195 | 0.697622106060903 |
| 26 | 0.420400692964543 | 0.840801385929086 | 0.579599307035457 |
| 27 | 0.516769849588077 | 0.966460300823845 | 0.483230150411923 |
| 28 | 0.566859530723806 | 0.866280938552387 | 0.433140469276194 |
| 29 | 0.58580427142086 | 0.828391457158279 | 0.414195728579139 |
| 30 | 0.48991044826516 | 0.97982089653032 | 0.51008955173484 |
| 31 | 0.433151229633849 | 0.866302459267697 | 0.566848770366151 |
| 32 | 0.33501545912027 | 0.67003091824054 | 0.66498454087973 |
| 33 | 0.295133085257806 | 0.590266170515613 | 0.704866914742194 |
| 34 | 0.194336622807103 | 0.388673245614206 | 0.805663377192897 |
| 35 | 0.407719891411225 | 0.81543978282245 | 0.592280108588775 |
| 36 | 0.391899877263796 | 0.783799754527592 | 0.608100122736204 |
| 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 |
