| Multiple Linear Regression - Estimated Regression Equation |
| SWS[t] = + 11.6923070379151 -1.81283463842959LogWb[t] -0.805866957647262D[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) | 11.6923070379151 | 0.93927 | 12.4483 | 0 | 0 |
| LogWb | -1.81283463842959 | 0.370561 | -4.8921 | 2.1e-05 | 1e-05 |
| D | -0.805866957647262 | 0.336075 | -2.3979 | 0.0218 | 0.0109 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.758888821542386 |
| R-squared | 0.575912243461991 |
| Adjusted R-squared | 0.552351812543213 |
| F-TEST (value) | 24.4440454186674 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 36 |
| p-value | 1.96880734604221e-07 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.65505616114827 |
| Sum Squared Residuals | 253.77563587865 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6.3 | 9.27470616497329 | -2.97470616497329 |
| 2 | 2.1 | 2.29427195633625 | -0.194271956336251 |
| 3 | 9.1 | 6.61385170397974 | 2.48614829602026 |
| 4 | 15.8 | 13.9663917531719 | 1.83360824682814 |
| 5 | 5.2 | 4.4731341548888 | 0.726865845111202 |
| 6 | 10.9 | 9.94646004932721 | 0.953539950672788 |
| 7 | 8.3 | 7.77319102392847 | 0.526808976071532 |
| 8 | 11 | 9.1333002863663 | 1.86669971363370 |
| 9 | 3.2 | 2.82732114009908 | 0.372678859900921 |
| 10 | 6.3 | 12.8749565470745 | -6.57495654707446 |
| 11 | 6.6 | 10.2661582780926 | -3.66615827809255 |
| 12 | 9.5 | 11.3476901570950 | -1.84769015709502 |
| 13 | 3.3 | 5.04913268153089 | -1.74913268153089 |
| 14 | 11 | 11.7498652555873 | -0.749865255587322 |
| 15 | 4.7 | 7.3887226191734 | -2.6887226191734 |
| 16 | 10.4 | 11.0875408034029 | -0.687540803402874 |
| 17 | 7.4 | 8.43796058037871 | -1.03796058037871 |
| 18 | 2.1 | 2.7377947184322 | -0.637794718432201 |
| 19 | 17.9 | 14.5121093571270 | 3.38789064287302 |
| 20 | 6.1 | 7.6371303408153 | -1.53713034081530 |
| 21 | 11.9 | 12.3546578378773 | -0.45465783787734 |
| 22 | 13.8 | 10.4686742938903 | 3.33132570610971 |
| 23 | 14.3 | 9.90013468444198 | 4.39986531555802 |
| 24 | 15.2 | 10.6584300494899 | 4.54156995051008 |
| 25 | 10 | 6.65600456889644 | 3.34399543110356 |
| 26 | 11.9 | 9.70075704615746 | 2.19924295384254 |
| 27 | 6.5 | 4.32959164942598 | 2.17040835057402 |
| 28 | 7.5 | 6.94157281734658 | 0.558427182653416 |
| 29 | 10.6 | 10.2769172359541 | 0.323082764045896 |
| 30 | 7.4 | 9.74912952373015 | -2.34912952373015 |
| 31 | 8.4 | 8.57137212833279 | -0.171372128332788 |
| 32 | 5.7 | 10.3070663927358 | -4.60706639273579 |
| 33 | 4.9 | 8.26622172171548 | -3.36622172171548 |
| 34 | 3.2 | 4.5008575105267 | -1.30085751052670 |
| 35 | 11 | 10.1635238872730 | 0.83647611272702 |
| 36 | 4.9 | 8.72898856101817 | -3.82898856101817 |
| 37 | 13.2 | 11.8934077610501 | 1.30659223894986 |
| 38 | 9.7 | 7.340868073915 | 2.35913192608500 |
| 39 | 12.8 | 9.90013468444198 | 2.89986531555802 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.483278401292344 | 0.966556802584688 | 0.516721598707656 |
| 7 | 0.310376278482078 | 0.620752556964157 | 0.689623721517922 |
| 8 | 0.209838464294894 | 0.419676928589788 | 0.790161535705106 |
| 9 | 0.117238669442191 | 0.234477338884382 | 0.882761330557809 |
| 10 | 0.675519214940339 | 0.648961570119321 | 0.324480785059661 |
| 11 | 0.704608156619883 | 0.590783686760233 | 0.295391843380117 |
| 12 | 0.628985506193315 | 0.74202898761337 | 0.371014493806685 |
| 13 | 0.573723729101239 | 0.852552541797523 | 0.426276270898761 |
| 14 | 0.480818673137033 | 0.961637346274065 | 0.519181326862967 |
| 15 | 0.453244901917542 | 0.906489803835083 | 0.546755098082458 |
| 16 | 0.360271600407676 | 0.720543200815352 | 0.639728399592324 |
| 17 | 0.280054237420516 | 0.560108474841032 | 0.719945762579484 |
| 18 | 0.206973837425863 | 0.413947674851727 | 0.793026162574137 |
| 19 | 0.29862065305713 | 0.59724130611426 | 0.70137934694287 |
| 20 | 0.255831554210686 | 0.511663108421371 | 0.744168445789314 |
| 21 | 0.182056368147709 | 0.364112736295419 | 0.81794363185229 |
| 22 | 0.222125711833063 | 0.444251423666126 | 0.777874288166937 |
| 23 | 0.334729381334099 | 0.669458762668198 | 0.665270618665901 |
| 24 | 0.499751729411776 | 0.999503458823551 | 0.500248270588224 |
| 25 | 0.536381234662102 | 0.927237530675796 | 0.463618765337898 |
| 26 | 0.510388773572992 | 0.979222452854016 | 0.489611226427008 |
| 27 | 0.488430277452565 | 0.97686055490513 | 0.511569722547435 |
| 28 | 0.388692567148223 | 0.777385134296446 | 0.611307432851777 |
| 29 | 0.28707676567897 | 0.57415353135794 | 0.71292323432103 |
| 30 | 0.24579972684425 | 0.4915994536885 | 0.75420027315575 |
| 31 | 0.154256216404375 | 0.30851243280875 | 0.845743783595625 |
| 32 | 0.292404694559947 | 0.584809389119895 | 0.707595305440053 |
| 33 | 0.332344452503692 | 0.664688905007384 | 0.667655547496308 |
| 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 |
