Multiple Linear Regression - Estimated Regression Equation
PS[t] = + 1.01286297246682 -0.111002079465273D[t] -0.276532324735665Tg[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)1.012862972466820.1250698.098400
D-0.1110020794652730.022068-5.031.1e-056e-06
Tg-0.2765323247356650.066448-4.16170.0001688.4e-05


Multiple Linear Regression - Regression Statistics
Multiple R0.78228935349227
R-squared0.611976632587354
Adjusted R-squared0.592077998361065
F-TEST (value)30.7547053545427
F-TEST (DF numerator)2
F-TEST (DF denominator)39
p-value9.61011681344104e-09
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.186453483961759
Sum Squared Residuals1.35583116557764


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
10.3010299960.2309758342817870.0700541617182133
20.255272505-0.2041042381322740.459376743132274
3-0.15490196-0.0548010941143446-0.100100865885655
40.5910646070.4748761672441790.116188439755821
50-0.1482727702063870.148272770206387
60.5563025010.4042850679954330.152017433004567
70.1461280360.248766804119539-0.102638768119539
80.1760912590.00217963081531880.173911628184681
9-0.15490196-0.2192938761240560.0643919161240558
100.3222192950.452979993212333-0.130760698212333
1100.39067283896396-0.39067283896396
120.6127838570.341977913747060.27080594325294
130.0791812460.215897990033101-0.136716744033101
14-0.301029996-0.142294942193302-0.158735053806698
150.5314789170.4578807153766180.0735982016233817
160.1760912590.212918852002346-0.036827593002346
170.5314789170.2796707594986870.251808157501313
18-0.0969100130.0621067047950157-0.159016717795016
19-0.096910013-0.240761898199370.14385188519937
200.1461280360.200392349694723-0.0542643136947228
210.3010299960.432040768139269-0.131010772139268
220.2787536010.2308520929999510.0479015080000494
230.1139433520.326240028022372-0.212296676022372
240.3010299960.2713849595093920.0296450364906081
250.7481880270.6034323942340390.144755632765961
260.4913616940.3269000694983740.164461624501626
270.2552725050.1973850385608110.0578874664391892
28-0.045757491-0.04793657072255340.0021790797225534
290.2552725050.450599912943657-0.195327407943657
300.278753601-0.0009949096672312590.279748510667231
31-0.0457574910.0454428588769199-0.0912003498769199
320.4149733480.3142203586143030.100752989385697
330.3802112420.427330499031055-0.0471192570310555
340.0791812460.178382895322352-0.0992016493223519
35-0.0457574910.140404313631148-0.186161804631148
36-0.3010299960.0294022341658747-0.330432230165875
37-0.22184875-0.144704985558873-0.0771437644411274
380.3617278360.2991425146421490.0625853213578509
39-0.3010299960.043547559990627-0.344577555990627
400.4149733480.3310525247808830.0839208232191166
41-0.22184875-0.0733140455866349-0.148534704413365
420.8195439360.5849194427617490.234624493238251


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
60.560550329116840.878899341766320.43944967088316
70.7730191633247860.4539616733504280.226980836675214
80.6781804535889240.6436390928221520.321819546411076
90.5986194175067050.8027611649865910.401380582493295
100.551617086902930.8967658261941390.448382913097069
110.8113760183006750.377247963398650.188623981699325
120.8974652930413350.2050694139173290.102534706958665
130.8842603516617380.2314792966765250.115739648338262
140.8804388742140970.2391222515718050.119561125785903
150.8497500816870150.3004998366259690.150249918312985
160.7981048570862460.4037902858275080.201895142913754
170.8419064869466540.3161870261066930.158093513053346
180.8283663915401430.3432672169197140.171633608459857
190.8347144937267690.3305710125464620.165285506273231
200.7720353020772290.4559293958455420.227964697922771
210.7413705292283010.5172589415433970.258629470771699
220.6706109261463190.6587781477073630.329389073853681
230.719253304782670.5614933904346590.280746695217329
240.6350856683128830.7298286633742330.364914331687117
250.5889749924235620.8220500151528760.411025007576438
260.6000718409290750.799856318141850.399928159070925
270.5525412830541970.8949174338916050.447458716945803
280.4839896006454060.9679792012908110.516010399354594
290.6531282481764990.6937435036470020.346871751823501
300.969366504476330.06126699104734120.0306334955236706
310.9765522035282330.04689559294353390.023447796471767
320.9694031193742360.06119376125152850.0305968806257642
330.94416482372510.1116703525498020.055835176274901
340.9256936549722760.1486126900554480.074306345027724
350.9434211331889920.1131577336220150.0565788668110077
360.8875994959349660.2248010081300680.112400504065034


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level10.032258064516129OK
10% type I error level30.0967741935483871OK