| Multiple Linear Regression - Estimated Regression Equation |
| SWS[t] = + 12.7177739524984 + 0.00514634062966138L[t] -0.00117721241195062Wb[t] -0.00424443948448947Wbr[t] -0.0118487258269817Tg[t] + 1.4523013345083P[t] + 0.415361006128268S[t] -2.72570280105643D[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) | 12.7177739524984 | 1.324207 | 9.6041 | 0 | 0 |
| L | 0.00514634062966138 | 0.035095 | 0.1466 | 0.884364 | 0.442182 |
| Wb | -0.00117721241195062 | 0.007755 | -0.1518 | 0.880326 | 0.440163 |
| Wbr | -0.00424443948448947 | 0.006052 | -0.7013 | 0.488319 | 0.24416 |
| Tg | -0.0118487258269817 | 0.00612 | -1.9361 | 0.062025 | 0.031012 |
| P | 1.4523013345083 | 1.071834 | 1.355 | 0.18522 | 0.09261 |
| S | 0.415361006128268 | 0.658389 | 0.6309 | 0.532747 | 0.266373 |
| D | -2.72570280105643 | 1.305401 | -2.088 | 0.045105 | 0.022552 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.747120893191497 |
| R-squared | 0.55818962904326 |
| Adjusted R-squared | 0.458425996891738 |
| F-TEST (value) | 5.59512135840721 |
| F-TEST (DF numerator) | 7 |
| F-TEST (DF denominator) | 31 |
| p-value | 0.000309105644410668 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.92034527325916 |
| Sum Squared Residuals | 264.38091196646 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6.3 | 8.80755431827914 | -2.50755431827914 |
| 2 | 2.1 | 1.18762885488863 | 0.912371145111369 |
| 3 | 9.1 | 6.51484421522353 | 2.58515578477647 |
| 4 | 15.8 | 11.5415081523669 | 4.25849184763309 |
| 5 | 5.2 | 4.30705708912127 | 0.892942910878727 |
| 6 | 10.9 | 11.5588352449049 | -0.658835244904887 |
| 7 | 8.3 | 7.46307516475901 | 0.836924835240992 |
| 8 | 11 | 9.4209135849309 | 1.5790864150691 |
| 9 | 3.2 | 2.90966823841099 | 0.290331761589015 |
| 10 | 6.3 | 11.3757664691337 | -5.07576646913372 |
| 11 | 6.6 | 10.5170227210221 | -3.91702272102206 |
| 12 | 9.5 | 9.6119102350645 | -0.111910235064501 |
| 13 | 3.3 | 6.25581455234811 | -2.95581455234811 |
| 14 | 11 | 11.8647387702887 | -0.86473877028874 |
| 15 | 4.7 | 7.74884457631198 | -3.04884457631198 |
| 16 | 10.4 | 11.9149893141188 | -1.51498931411876 |
| 17 | 7.4 | 9.52930742243075 | -2.12930742243075 |
| 18 | 2.1 | 1.28969591253078 | 0.810304087469216 |
| 19 | 17.9 | 11.3897364938461 | 6.51026350615393 |
| 20 | 6.1 | 9.13216792958009 | -3.03216792958009 |
| 21 | 11.9 | 10.5548495411136 | 1.34515045888644 |
| 22 | 13.8 | 13.1677607580805 | 0.632239241919491 |
| 23 | 14.3 | 11.8722412574646 | 2.42775874253537 |
| 24 | 15.2 | 9.3361514097276 | 5.8638485902724 |
| 25 | 10 | 6.87540213611542 | 3.12459786388458 |
| 26 | 11.9 | 10.402762855504 | 1.49723714449598 |
| 27 | 6.5 | 7.07193594741428 | -0.571935947414281 |
| 28 | 7.5 | 8.09843037004682 | -0.598430370046825 |
| 29 | 10.6 | 9.07947661913073 | 1.52052338086927 |
| 30 | 7.4 | 11.0771030633739 | -3.67710306337388 |
| 31 | 8.4 | 8.85511172581485 | -0.455111725814847 |
| 32 | 5.7 | 8.31993792187258 | -2.61993792187258 |
| 33 | 4.9 | 6.99936421899554 | -2.09936421899554 |
| 34 | 3.2 | 5.93264005826318 | -2.73264005826318 |
| 35 | 11 | 9.88477419912075 | 1.11522580087925 |
| 36 | 4.9 | 6.92849524967061 | -2.02849524967061 |
| 37 | 13.2 | 11.9079338130297 | 1.29206618697029 |
| 38 | 9.7 | 6.2546445163882 | 3.4453554836118 |
| 39 | 12.8 | 13.1399050793123 | -0.339905079312301 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 11 | 0.72698473276005 | 0.5460305344799 | 0.27301526723995 |
| 12 | 0.638400811653607 | 0.723198376692785 | 0.361599188346393 |
| 13 | 0.591896702223451 | 0.816206595553097 | 0.408103297776549 |
| 14 | 0.522365456908764 | 0.955269086182471 | 0.477634543091236 |
| 15 | 0.457205389002582 | 0.914410778005164 | 0.542794610997418 |
| 16 | 0.456460071008518 | 0.912920142017036 | 0.543539928991482 |
| 17 | 0.373096971522446 | 0.746193943044893 | 0.626903028477554 |
| 18 | 0.297208908311664 | 0.594417816623328 | 0.702791091688336 |
| 19 | 0.558091270447004 | 0.883817459105993 | 0.441908729552996 |
| 20 | 0.842128977499972 | 0.315742045000056 | 0.157871022500028 |
| 21 | 0.771209005510848 | 0.457581988978303 | 0.228790994489152 |
| 22 | 0.675538646415358 | 0.648922707169284 | 0.324461353584642 |
| 23 | 0.579050060657957 | 0.841899878684086 | 0.420949939342043 |
| 24 | 0.883794038642399 | 0.232411922715203 | 0.116205961357601 |
| 25 | 0.93815462407885 | 0.123690751842302 | 0.0618453759211508 |
| 26 | 0.872709052466849 | 0.254581895066301 | 0.12729094753315 |
| 27 | 0.77927213117306 | 0.441455737653879 | 0.220727868826939 |
| 28 | 0.919050526855127 | 0.161898946289745 | 0.0809494731448726 |
| 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 |
