| Multiple Linear Regression - Estimated Regression Equation |
| Sws[t] = + 11.9708307194943 -1.78980453602629e-09Wb[t] -0.915912502702886danger[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) | 11.9708307194943 | 0.996198 | 12.0165 | 0 | 0 |
| Wb | -1.78980453602629e-09 | 0 | -4.0505 | 0.00026 | 0.00013 |
| danger | -0.915912502702886 | 0.356387 | -2.57 | 0.014455 | 0.007227 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.71764188379131 |
| R-squared | 0.515009873371539 |
| Adjusted R-squared | 0.488065977447736 |
| F-TEST (value) | 19.1141576120979 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 36 |
| p-value | 2.20390135940995e-06 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.83930660923416 |
| Sum Squared Residuals | 290.219832764669 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6.3 | 9.22309321138568 | -2.92309321138568 |
| 2 | 2.1 | 2.21105465308493 | -0.111054653084931 |
| 3 | 9.1 | 8.12403851924198 | 0.975961480758022 |
| 4 | 15.8 | 13.9871051671643 | 1.81289483283575 |
| 5 | 5.2 | 4.36223676516319 | 0.837763234836815 |
| 6 | 10.9 | 11.0549182158634 | -0.154918215863403 |
| 7 | 8.3 | 7.98121962084961 | 0.318780379150392 |
| 8 | 11 | 8.3071807093479 | 2.69281929065211 |
| 9 | 3.2 | 2.61704881106377 | 0.582951188936235 |
| 10 | 6.3 | 13.0683386710257 | -6.76833867102573 |
| 11 | 6.6 | 10.1390057142767 | -3.53900571427672 |
| 12 | 9.5 | 10.1390057153396 | -0.639005715339575 |
| 13 | 3.3 | 4.81063464109572 | -1.51063464109572 |
| 14 | 11 | 10.1390057157366 | 0.860994284263359 |
| 15 | 4.7 | 7.60163547114166 | -2.90163547114166 |
| 16 | 10.4 | 9.22309321316774 | 1.17690678683226 |
| 17 | 7.4 | 8.3071807086523 | -0.907180708652297 |
| 18 | 2.1 | 2.52865972570715 | -0.428659725707149 |
| 19 | 17.9 | 11.0549182203711 | 6.84508177962895 |
| 20 | 6.1 | 7.84688744148341 | -1.74688744148341 |
| 21 | 11.9 | 12.1552801617585 | -0.255280161758482 |
| 22 | 13.8 | 11.0549182163790 | 2.74508178362102 |
| 23 | 14.3 | 11.0549182158177 | 3.24508178418233 |
| 24 | 15.2 | 10.1390057146591 | 5.06099428534093 |
| 25 | 10 | 8.30718070689298 | 1.69281929310702 |
| 26 | 11.9 | 10.1390057137136 | 1.76099428628644 |
| 27 | 6.5 | 4.22051781190417 | 2.27948218809583 |
| 28 | 7.5 | 7.39126820526766 | 0.108731794732337 |
| 29 | 10.6 | 9.22309321237515 | 1.37690678762485 |
| 30 | 7.4 | 11.0549182156695 | -3.65491821566950 |
| 31 | 8.4 | 10.1390057125985 | -1.73900571259853 |
| 32 | 5.7 | 10.1390057143122 | -4.43900571431217 |
| 33 | 4.9 | 9.22309321039 | -4.32309321039 |
| 34 | 3.2 | 4.26932471284766 | -1.06932471284766 |
| 35 | 11 | 10.1390057141705 | 0.860994285829548 |
| 36 | 4.9 | 9.22309321084688 | -4.32309321084688 |
| 37 | 13.2 | 10.1390057158479 | 3.06099428415213 |
| 38 | 9.7 | 8.30718070756914 | 1.39281929243086 |
| 39 | 12.8 | 11.0549182158177 | 1.74508178418234 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.300884679115085 | 0.60176935823017 | 0.699115320884915 |
| 7 | 0.156572324315935 | 0.31314464863187 | 0.843427675684065 |
| 8 | 0.141782715309182 | 0.283565430618364 | 0.858217284690818 |
| 9 | 0.071850156914509 | 0.143700313829018 | 0.928149843085491 |
| 10 | 0.531494543139247 | 0.937010913721507 | 0.468505456860753 |
| 11 | 0.532641077837674 | 0.934717844324652 | 0.467358922162326 |
| 12 | 0.422723690416937 | 0.845447380833874 | 0.577276309583063 |
| 13 | 0.362493690120643 | 0.724987380241287 | 0.637506309879357 |
| 14 | 0.294989465772843 | 0.589978931545686 | 0.705010534227157 |
| 15 | 0.264178272574573 | 0.528356545149145 | 0.735821727425427 |
| 16 | 0.204562017117156 | 0.409124034234313 | 0.795437982882844 |
| 17 | 0.145706350722533 | 0.291412701445066 | 0.854293649277467 |
| 18 | 0.0972296240411805 | 0.194459248082361 | 0.90277037595882 |
| 19 | 0.500275281516951 | 0.999449436966098 | 0.499724718483049 |
| 20 | 0.448813854617321 | 0.897627709234643 | 0.551186145382679 |
| 21 | 0.353805168140623 | 0.707610336281246 | 0.646194831859377 |
| 22 | 0.333383887934279 | 0.666767775868558 | 0.66661611206572 |
| 23 | 0.342041573517382 | 0.684083147034764 | 0.657958426482618 |
| 24 | 0.545293857863320 | 0.909412284273361 | 0.454706142136681 |
| 25 | 0.486094124025326 | 0.972188248050652 | 0.513905875974674 |
| 26 | 0.441191990466880 | 0.882383980933761 | 0.55880800953312 |
| 27 | 0.39113246621139 | 0.78226493242278 | 0.60886753378861 |
| 28 | 0.290350163540914 | 0.580700327081828 | 0.709649836459086 |
| 29 | 0.244021585050019 | 0.488043170100038 | 0.755978414949981 |
| 30 | 0.263344207269883 | 0.526688414539765 | 0.736655792730117 |
| 31 | 0.18334053933046 | 0.36668107866092 | 0.81665946066954 |
| 32 | 0.276831260494924 | 0.553662520989847 | 0.723168739505076 |
| 33 | 0.354763323027520 | 0.709526646055041 | 0.64523667697248 |
| 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 |
