| Multiple Linear Regression - Estimated Regression Equation |
| SWS[t] = + 12.7269072909606 -0.00164020897800562wbr[t] -1.34748005323784D[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) | 12.7269072909606 | 1.051301 | 12.1059 | 0 | 0 |
| wbr | -0.00164020897800562 | 0.000667 | -2.4592 | 0.018463 | 0.009231 |
| D | -1.34748005323784 | 0.352172 | -3.8262 | 0.000459 | 0.000229 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.617823005873103 |
| R-squared | 0.381705266586077 |
| Adjusted R-squared | 0.349997844359722 |
| F-TEST (value) | 12.0383569456115 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 39 |
| p-value | 8.47838572498594e-05 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 3.09384581354817 |
| Sum Squared Residuals | 373.303394802371 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6.3 | 8.6736417519922 | -2.3736417519922 |
| 2 | 2.1 | -0.212894847750661 | 2.31289484775066 |
| 3 | 9.1 | 7.0425695664572 | 2.0574304335428 |
| 4 | 15.8 | 11.3789351750293 | 4.42106482497068 |
| 5 | 5.2 | 7.05979176072625 | -1.85979176072625 |
| 6 | 10.9 | 11.3374378878858 | -0.43743788788578 |
| 7 | 8.3 | 10.6577352874003 | -2.35773528740025 |
| 8 | 11 | 7.32648974054997 | 3.67351025945003 |
| 9 | 3.2 | 5.29569862707499 | -2.09569862707499 |
| 10 | 6.3 | 11.3774589869491 | -5.07745898694912 |
| 11 | 8.6 | 9.99094196003474 | -1.39094196003474 |
| 12 | 6.6 | 10.0262064530619 | -3.42620645306187 |
| 13 | 9.5 | 10.0237461395949 | -0.523746139594856 |
| 14 | 3.3 | 5.80088299230072 | -2.50088299230072 |
| 15 | 11 | 10.0303069755069 | 0.969693024493121 |
| 16 | 4.7 | 10.8463593198709 | -6.1463593198709 |
| 17 | 10.4 | 8.67790629533502 | 1.72209370466498 |
| 18 | 7.4 | 7.32796592863017 | 0.0720340713698267 |
| 19 | 2.1 | 4.91517014417768 | -2.81517014417768 |
| 20 | 7.7 | 7.33675744875228 | 0.363242551247717 |
| 21 | 17.9 | 11.3790171854782 | 6.52098281452178 |
| 22 | 6.1 | 9.21435138675531 | -3.11435138675531 |
| 23 | 11.9 | 8.68381104765584 | 3.21618895234416 |
| 24 | 10.8 | 8.6839258622843 | 2.1160741377157 |
| 25 | 13.8 | 11.3690939211613 | 2.43090607883871 |
| 26 | 14.3 | 11.3617129807603 | 2.93828701923974 |
| 27 | 15.2 | 10.0065239453258 | 5.1934760546742 |
| 28 | 10 | 7.14836304553856 | 2.85163695446144 |
| 29 | 11.9 | 10.0132488021356 | 1.88675119786438 |
| 30 | 6.5 | 7.0417494619682 | -0.541749461968193 |
| 31 | 7.5 | 5.9696604961375 | 1.5303395038625 |
| 32 | 10.6 | 8.68135073418883 | 1.91864926581117 |
| 33 | 7.4 | 11.2967607052312 | -3.89676070523124 |
| 34 | 8.4 | 9.73834977742188 | -1.33834977742188 |
| 35 | 5.7 | 10.0117726140554 | -4.31177261405541 |
| 36 | 4.9 | 8.65002274270893 | -3.75002274270893 |
| 37 | 3.2 | 5.70247045362038 | -2.50247045362038 |
| 38 | 11 | 10.0276826411421 | 0.97231735885793 |
| 39 | 4.9 | 8.66429256081758 | -3.76429256081757 |
| 40 | 13.2 | 10.0278466620399 | 3.17215333796013 |
| 41 | 9.7 | 7.24185495728488 | 2.45814504271512 |
| 42 | 12.8 | 11.3730304227085 | 1.4269695772915 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.602285867349331 | 0.795428265301339 | 0.397714132650669 |
| 7 | 0.6151621367124 | 0.7696757265752 | 0.3848378632876 |
| 8 | 0.643629283856376 | 0.712741432287248 | 0.356370716143624 |
| 9 | 0.581694615252381 | 0.836610769495237 | 0.418305384747619 |
| 10 | 0.743009600351536 | 0.513980799296928 | 0.256990399648464 |
| 11 | 0.65404746455941 | 0.69190507088118 | 0.34595253544059 |
| 12 | 0.652682098907438 | 0.694635802185123 | 0.347317901092562 |
| 13 | 0.555904840603841 | 0.888190318792318 | 0.444095159396159 |
| 14 | 0.506956860181385 | 0.98608627963723 | 0.493043139818615 |
| 15 | 0.432985970852912 | 0.865971941705825 | 0.567014029147088 |
| 16 | 0.66220558948598 | 0.675588821028041 | 0.337794410514021 |
| 17 | 0.614397308790055 | 0.771205382419889 | 0.385602691209945 |
| 18 | 0.520076516775291 | 0.959846966449417 | 0.479923483224709 |
| 19 | 0.47454843905864 | 0.94909687811728 | 0.52545156094136 |
| 20 | 0.386063722924774 | 0.772127445849548 | 0.613936277075226 |
| 21 | 0.700301129045822 | 0.599397741908357 | 0.299698870954178 |
| 22 | 0.686247832467341 | 0.627504335065318 | 0.313752167532659 |
| 23 | 0.669878174736786 | 0.660243650526429 | 0.330121825263214 |
| 24 | 0.606003424681763 | 0.787993150636474 | 0.393996575318237 |
| 25 | 0.557060444961496 | 0.885879110077008 | 0.442939555038504 |
| 26 | 0.53626627063174 | 0.92746745873652 | 0.46373372936826 |
| 27 | 0.695772889889382 | 0.608454220221235 | 0.304227110110618 |
| 28 | 0.700937837143635 | 0.598124325712729 | 0.299062162856365 |
| 29 | 0.650283114195422 | 0.699433771609156 | 0.349716885804578 |
| 30 | 0.555579928557333 | 0.888840142885333 | 0.444420071442667 |
| 31 | 0.455241000619938 | 0.910482001239876 | 0.544758999380062 |
| 32 | 0.393982491175256 | 0.787964982350512 | 0.606017508824744 |
| 33 | 0.400813761484389 | 0.801627522968778 | 0.599186238515611 |
| 34 | 0.287242961499756 | 0.574485922999512 | 0.712757038500244 |
| 35 | 0.377078652397763 | 0.754157304795526 | 0.622921347602237 |
| 36 | 0.394273232185568 | 0.788546464371135 | 0.605726767814432 |
| 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 |
