| Multiple Linear Regression - Estimated Regression Equation |
| SWS_(non_dreaming)[t] = + 12.0943555944658 -1.40279680588300logWb[t] -1.06883599840897`D_(overall_danger)`[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) | 12.0943555944658 | 0.88004 | 13.743 | 0 | 0 |
| logWb | -1.40279680588300 | 0.290119 | -4.8352 | 2.2e-05 | 1.1e-05 |
| `D_(overall_danger)` | -1.06883599840897 | 0.297886 | -3.5881 | 0.000938 | 0.000469 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.746867644444895 |
| R-squared | 0.557811278318666 |
| Adjusted R-squared | 0.534538187703858 |
| F-TEST (value) | 23.9680791670947 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 38 |
| p-value | 1.84733460972808e-07 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.55513168655310 |
| Sum Squared Residuals | 248.090521553851 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6.3 | 8.88784759923885 | -2.58784759923885 |
| 2 | 2.1 | 3.04104507603886 | -0.941045076038856 |
| 3 | 9.1 | 6.38359631832996 | 2.71640368167004 |
| 4 | 15.8 | 13.3236825548830 | 2.47631744511698 |
| 5 | 5.2 | 4.7270791288946 | 0.472920871105404 |
| 6 | 10.9 | 10.298149897219 | 0.601850102781006 |
| 7 | 8.3 | 8.61644392000158 | -0.316443920001578 |
| 8 | 11 | 8.34030642285664 | 2.65969357714336 |
| 9 | 3.2 | 3.00828112010934 | 0.19171887989066 |
| 10 | 6.3 | 12.6035800631345 | -6.30358006313445 |
| 11 | 8.6 | 9.28737942511494 | -0.68737942511494 |
| 12 | 6.6 | 10.1041601070096 | -3.50416010700961 |
| 13 | 9.5 | 10.9371964866671 | -1.43719648666705 |
| 14 | 3.3 | 4.72754997537266 | -1.42754997537266 |
| 15 | 11 | 11.2484052045562 | -0.248405204556185 |
| 16 | 4.7 | 8.3189368894538 | -3.6189368894538 |
| 17 | 10.4 | 10.2845823954776 | 0.115417604522379 |
| 18 | 7.4 | 7.79511728728716 | -0.395117287287155 |
| 19 | 2.1 | 2.93900432249408 | -0.839004322494075 |
| 20 | 7.7 | 11.0468891294596 | -3.34688912945964 |
| 21 | 17.9 | 13.8311132078228 | 4.06888679217721 |
| 22 | 6.1 | 8.51115825983637 | -2.41115825983637 |
| 23 | 11.9 | 11.1860105580651 | 0.713989441934926 |
| 24 | 10.8 | 10.7377981797055 | 0.0622018202945396 |
| 25 | 13.8 | 10.7022465857588 | 3.09775341424118 |
| 26 | 14.3 | 10.2623026817506 | 4.03769731824941 |
| 27 | 10 | 6.41621479494688 | 3.58378520505312 |
| 28 | 11.9 | 9.6627766038213 | 2.2372233961787 |
| 29 | 6.5 | 4.61600392991996 | 1.88399607008004 |
| 30 | 7.5 | 6.19194662886265 | 1.30805337113735 |
| 31 | 10.6 | 9.66337254751012 | 0.936627452489882 |
| 32 | 7.4 | 5.93778121008897 | 1.46221878991103 |
| 33 | 8.4 | 8.7888427536223 | -0.388842753622302 |
| 34 | 5.7 | 10.1319472588425 | -4.43194725884248 |
| 35 | 4.9 | 8.10746822773133 | -3.20746822773133 |
| 36 | 3.2 | 4.30328697734438 | -1.10328697734438 |
| 37 | 11 | 10.0208720598678 | 0.979127940132154 |
| 38 | 4.9 | 8.46556368237508 | -3.56556368237508 |
| 39 | 13.2 | 11.3355860899881 | 1.8644139100119 |
| 40 | 9.7 | 6.94617175678987 | 2.75382824321013 |
| 41 | 12.8 | 10.2623026817506 | 2.53769731824941 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.531662420095265 | 0.936675159809471 | 0.468337579904735 |
| 7 | 0.356898416002547 | 0.713796832005093 | 0.643101583997453 |
| 8 | 0.257895171172600 | 0.515790342345199 | 0.7421048288274 |
| 9 | 0.152400651499200 | 0.304801302998401 | 0.8475993485008 |
| 10 | 0.752021067265612 | 0.495957865468777 | 0.247978932734388 |
| 11 | 0.652803302110685 | 0.694393395778631 | 0.347196697889315 |
| 12 | 0.691177054897215 | 0.61764589020557 | 0.308822945102785 |
| 13 | 0.610937156519155 | 0.778125686961689 | 0.389062843480845 |
| 14 | 0.557434100094707 | 0.885131799810586 | 0.442565899905293 |
| 15 | 0.460319931343861 | 0.920639862687722 | 0.539680068656139 |
| 16 | 0.504739063261569 | 0.990521873476862 | 0.495260936738431 |
| 17 | 0.405348178778537 | 0.810696357557074 | 0.594651821221463 |
| 18 | 0.317057791533451 | 0.634115583066902 | 0.682942208466549 |
| 19 | 0.243283057452576 | 0.486566114905152 | 0.756716942547424 |
| 20 | 0.323990111715768 | 0.647980223431536 | 0.676009888284232 |
| 21 | 0.49050714899913 | 0.98101429799826 | 0.50949285100087 |
| 22 | 0.503507208680903 | 0.992985582638194 | 0.496492791319097 |
| 23 | 0.413338882974892 | 0.826677765949784 | 0.586661117025108 |
| 24 | 0.320698220907134 | 0.641396441814267 | 0.679301779092866 |
| 25 | 0.352424522870603 | 0.704849045741207 | 0.647575477129397 |
| 26 | 0.459389683203248 | 0.918779366406495 | 0.540610316796752 |
| 27 | 0.523524686279259 | 0.952950627441483 | 0.476475313720741 |
| 28 | 0.48796494809475 | 0.9759298961895 | 0.51203505190525 |
| 29 | 0.421659462672484 | 0.843318925344968 | 0.578340537327516 |
| 30 | 0.363682953888603 | 0.727365907777205 | 0.636317046111397 |
| 31 | 0.287524052134035 | 0.57504810426807 | 0.712475947865965 |
| 32 | 0.201266300189756 | 0.402532600379511 | 0.798733699810244 |
| 33 | 0.122861963082360 | 0.245723926164720 | 0.87713803691764 |
| 34 | 0.250247953160310 | 0.500495906320619 | 0.74975204683969 |
| 35 | 0.292650604297570 | 0.585301208595139 | 0.70734939570243 |
| 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 |
