| Multiple Linear Regression - Estimated Regression Equation |
| LogPS[t] = + 1.06457913416141 -0.112543016732812D[t] -0.29642686041216LogTg[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) | 1.06457913416141 | 0.121159 | 8.7866 | 0 | 0 |
| D | -0.112543016732812 | 0.021004 | -5.3583 | 4e-06 | 2e-06 |
| LogTg | -0.29642686041216 | 0.063821 | -4.6447 | 4e-05 | 2e-05 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.808863320664509 |
| R-squared | 0.654259871516416 |
| Adjusted R-squared | 0.636063022648859 |
| F-TEST (value) | 35.9545697322841 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 38 |
| p-value | 1.72284420063562e-09 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.17736770342495 |
| Sum Squared Residuals | 1.19545348429316 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 0.301029996 | 0.245775393262003 | 0.0552546027379969 |
| 2 | 0.255272505 | -0.214160725055991 | 0.469433230055991 |
| 3 | -0.15490196 | -0.0541162808008578 | -0.100785679199142 |
| 4 | 0.591064607 | 0.49433287488293 | 0.0967317321170696 |
| 5 | 0 | -0.154312579761249 | 0.154312579761249 |
| 6 | 0.556302501 | 0.418663247676233 | 0.137639253323767 |
| 7 | 0.146128036 | 0.251956549855111 | -0.105828513855111 |
| 8 | 0.176091259 | 0.00696380237225616 | 0.169127456627744 |
| 9 | -0.15490196 | -0.223998276011666 | 0.0690963160116662 |
| 10 | 0.322219295 | 0.470861426727627 | -0.148642131727627 |
| 11 | 0.612783857 | 0.358318409994816 | 0.254465447005184 |
| 12 | 0.079181246 | 0.223167931716161 | -0.143986685716160 |
| 13 | -0.301029996 | -0.141459815952812 | -0.159570180047188 |
| 14 | 0.531478917 | 0.48255959457555 | 0.0489193224244502 |
| 15 | 0.176091259 | 0.213529592325055 | -0.0374383333250548 |
| 16 | 0.531478917 | 0.297973572313398 | 0.233505344686602 |
| 17 | -0.096910013 | 0.0712022034722695 | -0.168112216472270 |
| 18 | -0.096910013 | -0.247010769719688 | 0.150100756719688 |
| 19 | 0.146128036 | 0.219436517839946 | -0.0733084818399461 |
| 20 | 0.301029996 | 0.44841577320844 | -0.147385777208440 |
| 21 | 0.278753601 | 0.232753002575614 | 0.046000598424386 |
| 22 | 0.113943352 | 0.347893168777798 | -0.233949816777798 |
| 23 | 0.301029996 | 0.289091667895252 | 0.0119383281047481 |
| 24 | 0.748188027 | 0.632137808861132 | 0.116050218138868 |
| 25 | 0.491361694 | 0.335710948448972 | 0.155650745551028 |
| 26 | 0.255272505 | 0.203323104941788 | 0.0519494000582116 |
| 27 | -0.045757491 | -0.0467579037315602 | 0.00100041273156023 |
| 28 | 0.255272505 | 0.474754990146223 | -0.219482485146223 |
| 29 | 0.278753601 | 0.00356087626084001 | 0.27519272473916 |
| 30 | -0.045757491 | 0.0597843858059672 | -0.105541876805967 |
| 31 | 0.414973348 | 0.335008769569742 | 0.0799645784302582 |
| 32 | 0.380211242 | 0.443366633709907 | -0.0631553917099075 |
| 33 | 0.079181246 | 0.182953892529956 | -0.103772646529956 |
| 34 | -0.045757491 | 0.142243021768674 | -0.188000512768674 |
| 35 | -0.301029996 | 0.0297000050358625 | -0.330730001035863 |
| 36 | -0.22184875 | -0.144043244812336 | -0.0778055051876641 |
| 37 | 0.361727836 | 0.312401308320326 | 0.0493265276796745 |
| 38 | -0.301029996 | 0.0448629865344865 | -0.345892982534487 |
| 39 | 0.414973348 | 0.346607016930294 | 0.0683663310697065 |
| 40 | -0.22184875 | -0.07396110757523 | -0.14788764242477 |
| 41 | 0.819543936 | 0.61229298208676 | 0.207250953913240 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.623097559582699 | 0.753804880834603 | 0.376902440417301 |
| 7 | 0.830147535435284 | 0.339704929129433 | 0.169852464564716 |
| 8 | 0.753918201863032 | 0.492163596273935 | 0.246081798136968 |
| 9 | 0.689661343855003 | 0.620677312289994 | 0.310338656144997 |
| 10 | 0.657840224068798 | 0.684319551862403 | 0.342159775931202 |
| 11 | 0.736678090321132 | 0.526643819357737 | 0.263321909678868 |
| 12 | 0.741629599494094 | 0.516740801011813 | 0.258370400505906 |
| 13 | 0.7879098364345 | 0.424180327131 | 0.2120901635655 |
| 14 | 0.71190463755595 | 0.576190724888101 | 0.288095362444050 |
| 15 | 0.634091992889589 | 0.731816014220822 | 0.365908007110411 |
| 16 | 0.667362359281786 | 0.665275281436429 | 0.332637640718214 |
| 17 | 0.686921291113067 | 0.626157417773866 | 0.313078708886933 |
| 18 | 0.694818911025145 | 0.61036217794971 | 0.305181088974855 |
| 19 | 0.624255379984067 | 0.751489240031865 | 0.375744620015933 |
| 20 | 0.604082880698408 | 0.791834238603184 | 0.395917119301592 |
| 21 | 0.52184566580102 | 0.95630866839796 | 0.47815433419898 |
| 22 | 0.607539294848828 | 0.784921410302344 | 0.392460705151172 |
| 23 | 0.511523824257396 | 0.976952351485209 | 0.488476175742604 |
| 24 | 0.451721563067105 | 0.90344312613421 | 0.548278436932895 |
| 25 | 0.463613497548938 | 0.927226995097875 | 0.536386502451062 |
| 26 | 0.416280547340336 | 0.832561094680672 | 0.583719452659664 |
| 27 | 0.352411582024406 | 0.704823164048813 | 0.647588417975594 |
| 28 | 0.545902377562176 | 0.908195244875648 | 0.454097622437824 |
| 29 | 0.951193093017764 | 0.097613813964472 | 0.048806906982236 |
| 30 | 0.963897290921792 | 0.072205418156416 | 0.036102709078208 |
| 31 | 0.954414727253653 | 0.0911705454926946 | 0.0455852727463473 |
| 32 | 0.922282697030448 | 0.155434605939104 | 0.0777173029695519 |
| 33 | 0.902579718662302 | 0.194840562675396 | 0.0974202813376978 |
| 34 | 0.929551776075127 | 0.140896447849747 | 0.0704482239248735 |
| 35 | 0.870955967155892 | 0.258088065688216 | 0.129044032844108 |
| 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 | 3 | 0.1 | NOK |
