| Multiple Linear Regression - Estimated Regression Equation |
| PS[t] = + 3.59129827359983 -0.493271805642969D[t] -0.00280253109547181tg[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) | 3.59129827359983 | 0.386516 | 9.2915 | 0 | 0 |
| D | -0.493271805642969 | 0.131738 | -3.7443 | 0.000583 | 0.000292 |
| tg | -0.00280253109547181 | 0.00143 | -1.9595 | 0.057228 | 0.028614 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.622442364712445 |
| R-squared | 0.38743449738882 |
| Adjusted R-squared | 0.356020881870298 |
| F-TEST (value) | 12.3333303408002 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 39 |
| p-value | 7.07089582455689e-05 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.11449287014425 |
| Sum Squared Residuals | 48.4416799464921 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 2 | 1.99377655066111 | 0.00622344933889473 |
| 2 | 1.8 | -0.130568352546453 | 1.93056835254645 |
| 3 | 0.7 | 1.11375545384303 | -0.413755453843030 |
| 4 | 3.9 | 2.99993787961535 | 0.900062120384652 |
| 5 | 1 | 0.519618861603006 | 0.480381138396994 |
| 6 | 3.6 | 2.92146700894214 | 0.678532991057862 |
| 7 | 1.4 | 2.45344431599835 | -1.05344431599835 |
| 8 | 1.5 | 1.30432756833511 | 0.195672431664888 |
| 9 | 0.7 | 0.337428007557408 | 0.362571992442592 |
| 10 | 2.1 | 2.98032016194705 | -0.880320161947046 |
| 11 | 0 | 2.52628379164068 | -2.52628379164068 |
| 12 | 4.1 | 2.48704835630408 | 1.61295164369592 |
| 13 | 1.2 | 2.26845093085728 | -1.06845093085728 |
| 14 | 0.5 | 0.710164643255158 | -0.210164643255158 |
| 15 | 3.4 | 2.55991416478634 | 0.840085835213656 |
| 16 | 1.5 | 2.2292418283606 | -0.729241828360601 |
| 17 | 3.4 | 2.03301198599771 | 1.36698801400229 |
| 18 | 0.8 | 1.42763893653587 | -0.627638936535872 |
| 19 | 0.8 | 0.183288797306458 | 0.616711202693542 |
| 20 | 1.4 | 1.55795663247531 | -0.157956632475311 |
| 21 | 2 | 2.95789991318327 | -0.957899913183271 |
| 22 | 1.9 | 2.34975066546589 | -0.449750665465889 |
| 23 | 1.3 | 2.05823476585696 | -0.758234765856959 |
| 24 | 2 | 2.02740692380677 | -0.0274069238067694 |
| 25 | 5.6 | 3.0643960948112 | 2.5356039051888 |
| 26 | 3.1 | 2.76172273650025 | 0.338277263499755 |
| 27 | 1.8 | 2.21240030894784 | -0.412400308947840 |
| 28 | 0.9 | 1.14178076479775 | -0.241780764797747 |
| 29 | 1.8 | 2.55711163369087 | -0.757111633690872 |
| 30 | 1.9 | 1.29591997504870 | 0.604080024951303 |
| 31 | 0.9 | 1.03806078142536 | -0.138060781425359 |
| 32 | 2.6 | 2.05262970366602 | 0.547370296333985 |
| 33 | 2.4 | 2.95229485099233 | -0.552294850992328 |
| 34 | 1.2 | 2.14513956265652 | -0.945139562656516 |
| 35 | 0.9 | 1.97418516583274 | -1.07418516583274 |
| 36 | 0.5 | 1.48091336018977 | -0.980913360189767 |
| 37 | 0.6 | 0.701757049968743 | -0.101757049968743 |
| 38 | 2.3 | 2.43660279658558 | -0.136602796585584 |
| 39 | 0.5 | 1.55097663757656 | -1.05097663757656 |
| 40 | 2.6 | 2.47583823192219 | 0.124161768077811 |
| 41 | 0.6 | 1.02967952097888 | -0.429679520978875 |
| 42 | 6.6 | 3.05879103262026 | 3.54120896737974 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.0278961421425383 | 0.0557922842850767 | 0.972103857857462 |
| 7 | 0.51883551444562 | 0.962328971108761 | 0.481164485554381 |
| 8 | 0.367765575381235 | 0.73553115076247 | 0.632234424618765 |
| 9 | 0.251779025000496 | 0.503558050000992 | 0.748220974999504 |
| 10 | 0.218921524572658 | 0.437843049145317 | 0.781078475427342 |
| 11 | 0.641176874281282 | 0.717646251437435 | 0.358823125718718 |
| 12 | 0.797532054826875 | 0.40493589034625 | 0.202467945173125 |
| 13 | 0.781745256611932 | 0.436509486776136 | 0.218254743388068 |
| 14 | 0.699641856913413 | 0.600716286173174 | 0.300358143086587 |
| 15 | 0.67986848425937 | 0.64026303148126 | 0.32013151574063 |
| 16 | 0.629297008006491 | 0.741405983987017 | 0.370702991993509 |
| 17 | 0.665698887096821 | 0.668602225806358 | 0.334301112903179 |
| 18 | 0.608745835487957 | 0.782508329024087 | 0.391254164512043 |
| 19 | 0.648725639811398 | 0.702548720377205 | 0.351274360188602 |
| 20 | 0.56197413192574 | 0.87605173614852 | 0.43802586807426 |
| 21 | 0.58469477849647 | 0.83061044300706 | 0.41530522150353 |
| 22 | 0.499418443419855 | 0.99883688683971 | 0.500581556580145 |
| 23 | 0.505329369863348 | 0.989341260273304 | 0.494670630136652 |
| 24 | 0.432125777540176 | 0.864251555080352 | 0.567874222459824 |
| 25 | 0.73180128812312 | 0.536397423753761 | 0.268198711876881 |
| 26 | 0.655582179550317 | 0.688835640899366 | 0.344417820449683 |
| 27 | 0.563715968554768 | 0.872568062890465 | 0.436284031445232 |
| 28 | 0.470731964931567 | 0.941463929863133 | 0.529268035068433 |
| 29 | 0.525647569953982 | 0.948704860092037 | 0.474352430046018 |
| 30 | 0.465957160364122 | 0.931914320728245 | 0.534042839635878 |
| 31 | 0.395380017981042 | 0.790760035962085 | 0.604619982018958 |
| 32 | 0.315835320631777 | 0.631670641263555 | 0.684164679368223 |
| 33 | 0.368671165635423 | 0.737342331270846 | 0.631328834364577 |
| 34 | 0.299736090633599 | 0.599472181267199 | 0.700263909366401 |
| 35 | 0.204015610200564 | 0.408031220401127 | 0.795984389799436 |
| 36 | 0.119011820024509 | 0.238023640049018 | 0.880988179975491 |
| 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 | 1 | 0.032258064516129 | OK |
