Multiple Linear Regression - Estimated Regression Equation |
SWS[t] = -206.108738872165 -0.000232932176205793bowgth[t] + 0.000184784917571019brwght[t] + 0.782621969799936TS[t] + 0.205789801600120LIFESPAN[t] -0.200024940166107DRAAGTIJD[t] -10.4093369423387PRED[t] -93.0029961022486Exposure[t] + 115.585648380122OverallD[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) | -206.108738872165 | 110.076253 | -1.8724 | 0.06667 | 0.033335 |
bowgth | -0.000232932176205793 | 0.000151 | -1.5475 | 0.127696 | 0.063848 |
brwght | 0.000184784917571019 | 0.000151 | 1.2222 | 0.227042 | 0.113521 |
TS | 0.782621969799936 | 0.196093 | 3.9911 | 0.000203 | 0.000102 |
LIFESPAN | 0.205789801600120 | 0.19829 | 1.0378 | 0.304065 | 0.152033 |
DRAAGTIJD | -0.200024940166107 | 0.177845 | -1.1247 | 0.265778 | 0.132889 |
PRED | -10.4093369423387 | 90.933213 | -0.1145 | 0.909296 | 0.454648 |
Exposure | -93.0029961022486 | 58.258125 | -1.5964 | 0.116347 | 0.058173 |
OverallD | 115.585648380122 | 116.190226 | 0.9948 | 0.324355 | 0.162178 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.599733851324451 |
R-squared | 0.359680692424459 |
Adjusted R-squared | 0.263028721469661 |
F-TEST (value) | 3.72140049366062 |
F-TEST (DF numerator) | 8 |
F-TEST (DF denominator) | 53 |
p-value | 0.00161974327570036 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 364.6541894185 |
Sum Squared Residuals | 7047551.92660455 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | -999 | -968.52398394278 | -30.4760160572204 |
2 | 6.3 | 16.424616588263 | -10.1246165882630 |
3 | -999 | -185.838634686241 | -813.16136531376 |
4 | -999 | -294.022783716410 | -704.97721628359 |
5 | 2.1 | -90.2862545777134 | 92.3862545777134 |
6 | 9.1 | -149.482488567655 | 158.582488567655 |
7 | 15.8 | -181.608587328947 | 197.408587328947 |
8 | 5.2 | -323.760481119409 | 328.960481119409 |
9 | 10.9 | -278.468040154102 | 289.368040154101 |
10 | 8.3 | -152.904615167415 | 161.204615167415 |
11 | 11 | -177.821780060988 | 188.821780060988 |
12 | 3.2 | -222.372692454096 | 225.572692454096 |
13 | 7.6 | -86.013846693013 | 93.6138466930129 |
14 | -999 | -173.750274890582 | -825.249725109418 |
15 | 6.3 | -194.820457740514 | 201.120457740514 |
16 | 8.6 | -166.421941094802 | 175.021941094802 |
17 | 6.6 | -179.907797441871 | 186.507797441871 |
18 | 9.5 | -194.326954006107 | 203.826954006107 |
19 | 4.8 | -72.4373554537112 | 77.2373554537112 |
20 | 12 | 22.4871257047958 | -10.4871257047958 |
21 | -999 | -998.896748910838 | -0.103251089161781 |
22 | 3.3 | -152.948732295017 | 156.248732295017 |
23 | 11 | -90.1117545267733 | 101.111754526773 |
24 | -999 | -479.065977865516 | -519.934022134484 |
25 | 4.7 | -388.403645881167 | 393.103645881167 |
26 | -999 | -179.409742685593 | -819.590257314407 |
27 | 10.4 | 3.38923467138311 | 7.0107653286169 |
28 | 7.4 | -79.6679440735037 | 87.0679440735037 |
29 | 2.1 | -201.038150298478 | 203.138150298478 |
30 | -999 | -195.157894285487 | -803.842105714513 |
31 | -999 | -1022.89960456270 | 23.8996045626970 |
32 | 7.7 | 21.5375796331292 | -13.8375796331292 |
33 | 17.9 | -183.423494240606 | 201.323494240606 |
34 | 6.1 | 8.97216962641719 | -2.87216962641719 |
35 | 8.2 | -407.079401267605 | 415.279401267605 |
36 | 8.4 | -188.220269310851 | 196.620269310851 |
37 | 11.9 | 13.1965944564489 | -1.29659445644886 |
38 | 10.8 | 10.4363048065329 | 0.363695193467061 |
39 | 13.8 | -189.765084257695 | 203.565084257695 |
40 | 14.3 | -212.212082820935 | 226.512082820935 |
41 | -999 | -977.9242788216 | -21.0757211783997 |
42 | 15.2 | -191.127494303643 | 206.327494303643 |
43 | 10 | -159.811240136512 | 169.811240136512 |
44 | 11.9 | -77.033149739753 | 88.9331497397531 |
45 | 6.5 | -179.749689128334 | 186.249689128334 |
46 | 7.5 | -139.511127302423 | 147.011127302423 |
47 | -999 | -175.516828929926 | -823.483171070074 |
48 | 10.6 | 23.8655237867042 | -13.2655237867042 |
49 | 7.4 | -186.323592986199 | 193.723592986199 |
50 | 8.4 | -262.595557887089 | 270.995557887089 |
51 | 5.7 | -217.889206339597 | 223.589206339597 |
52 | 4.9 | -113.088583419515 | 117.988583419515 |
53 | -999 | -155.021164738382 | -843.978835261618 |
54 | 3.2 | -148.946543846824 | 152.146543846824 |
55 | -999 | -186.558274244974 | -812.441725755026 |
56 | 8.1 | 109.622507720936 | -101.522507720936 |
57 | 11 | -88.9454510565469 | 99.9454510565469 |
58 | 4.9 | -16.0112164116517 | 20.9112164116517 |
59 | 13.2 | -188.071910655574 | 201.271910655574 |
60 | 9.7 | -83.6762179345 | 93.3762179345 |
61 | 12.8 | -191.439475460568 | 204.239475460568 |
62 | -999 | -999.32115727188 | 0.321157271880114 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
12 | 0.801420455755839 | 0.397159088488322 | 0.198579544244161 |
13 | 0.781865730369561 | 0.436268539260877 | 0.218134269630439 |
14 | 0.959237618447872 | 0.0815247631042558 | 0.0407623815521279 |
15 | 0.9418610282082 | 0.116277943583602 | 0.058138971791801 |
16 | 0.905081036642236 | 0.189837926715528 | 0.0949189633577642 |
17 | 0.857868336867465 | 0.284263326265071 | 0.142131663132535 |
18 | 0.808668157137202 | 0.382663685725596 | 0.191331842862798 |
19 | 0.785405008972123 | 0.429189982055754 | 0.214594991027877 |
20 | 0.746476068906394 | 0.507047862187212 | 0.253523931093606 |
21 | 0.677312206939257 | 0.645375586121485 | 0.322687793060743 |
22 | 0.594147402450552 | 0.811705195098896 | 0.405852597549448 |
23 | 0.540745425010099 | 0.918509149979803 | 0.459254574989901 |
24 | 0.606598737374378 | 0.786802525251244 | 0.393401262625622 |
25 | 0.627927618883682 | 0.744144762232637 | 0.372072381116319 |
26 | 0.851383029076298 | 0.297233941847404 | 0.148616970923702 |
27 | 0.802852097280269 | 0.394295805439462 | 0.197147902719731 |
28 | 0.738279209454652 | 0.523441581090695 | 0.261720790545348 |
29 | 0.677653591845234 | 0.644692816309532 | 0.322346408154766 |
30 | 0.880427647460493 | 0.239144705079014 | 0.119572352539507 |
31 | 0.857307372495056 | 0.285385255009889 | 0.142692627504944 |
32 | 0.80315923980395 | 0.393681520392101 | 0.196840760196050 |
33 | 0.764005931623344 | 0.471988136753313 | 0.235994068376657 |
34 | 0.708342714546049 | 0.583314570907901 | 0.291657285453951 |
35 | 0.72598909257581 | 0.548021814848381 | 0.274010907424191 |
36 | 0.659879461759995 | 0.68024107648001 | 0.340120538240005 |
37 | 0.586540777572208 | 0.826918444855585 | 0.413459222427792 |
38 | 0.528175505564938 | 0.943648988870125 | 0.471824494435062 |
39 | 0.452592770177771 | 0.905185540355541 | 0.54740722982223 |
40 | 0.379294593686504 | 0.758589187373008 | 0.620705406313496 |
41 | 0.29227784570502 | 0.58455569141004 | 0.70772215429498 |
42 | 0.256177708072970 | 0.512355416145941 | 0.74382229192703 |
43 | 0.196460649587587 | 0.392921299175175 | 0.803539350412413 |
44 | 0.138363261329671 | 0.276726522659342 | 0.861636738670329 |
45 | 0.089698224355194 | 0.179396448710388 | 0.910301775644806 |
46 | 0.314003389603204 | 0.628006779206407 | 0.685996610396796 |
47 | 0.506391097171837 | 0.987217805656327 | 0.493608902828163 |
48 | 0.386105754017224 | 0.772211508034448 | 0.613894245982776 |
49 | 0.260571762622588 | 0.521143525245176 | 0.739428237377412 |
50 | 0.165803452502905 | 0.33160690500581 | 0.834196547497095 |
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 | 0.0256410256410256 | OK |