| Multiple Linear Regression - Estimated Regression Equation |
| SWS[t] = + 12.3197087181946 + 0.142634167491983PS[t] + 0.0110188228044140LS[t] + 0.00358575159323686BW[t] -0.00147763369106797BRW[t] -0.0142418480170465GT[t] + 1.51015954701529PI[t] + 0.137314401734720SEI[t] -2.67140908301206ODI[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) | 12.3197087181946 | 2.239418 | 5.5013 | 5e-06 | 2e-06 |
| PS | 0.142634167491983 | 0.49663 | 0.2872 | 0.775808 | 0.387904 |
| LS | 0.0110188228044140 | 0.042204 | 0.2611 | 0.795699 | 0.39785 |
| BW | 0.00358575159323686 | 0.005347 | 0.6706 | 0.507257 | 0.253628 |
| BRW | -0.00147763369106797 | 0.003185 | -0.4639 | 0.645861 | 0.32293 |
| GT | -0.0142418480170465 | 0.006737 | -2.1141 | 0.042394 | 0.021197 |
| PI | 1.51015954701529 | 1.078434 | 1.4003 | 0.171038 | 0.085519 |
| SEI | 0.137314401734720 | 0.638624 | 0.215 | 0.831119 | 0.41556 |
| ODI | -2.67140908301206 | 1.489998 | -1.7929 | 0.082448 | 0.041224 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.760338768848172 |
| R-squared | 0.578115043413554 |
| Adjusted R-squared | 0.472643804266942 |
| F-TEST (value) | 5.48125771623805 |
| F-TEST (DF numerator) | 8 |
| F-TEST (DF denominator) | 32 |
| p-value | 0.000214898271983843 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.71971430821945 |
| Sum Squared Residuals | 236.699069386675 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6.3 | 8.70380330205908 | -2.40380330205908 |
| 2 | 2.1 | 1.31261157620734 | 0.787388423792664 |
| 3 | 9.1 | 5.83038210280354 | 3.26961789719646 |
| 4 | 15.8 | 11.5625789720178 | 4.23742102798217 |
| 5 | 5.2 | 3.58008470207246 | 1.61991529792754 |
| 6 | 10.9 | 11.3318671598544 | -0.431867159854397 |
| 7 | 8.3 | 8.30765149375464 | -0.00765149375463509 |
| 8 | 11 | 8.42219084992565 | 2.57780915007436 |
| 9 | 3.2 | 4.67081779500448 | -1.47081779500448 |
| 10 | 6.3 | 11.0342093697054 | -4.73420936970541 |
| 11 | 8.6 | 10.3978242579169 | -1.7978242579169 |
| 12 | 6.6 | 10.3222369535801 | -3.72223695358011 |
| 13 | 9.5 | 8.8419024276445 | 0.6580975723555 |
| 14 | 3.3 | 5.31318709479185 | -2.01318709479185 |
| 15 | 11 | 11.9436962615884 | -0.943696261588399 |
| 16 | 4.7 | 7.64571042416454 | -2.94571042416454 |
| 17 | 10.4 | 12.1733990623514 | -1.77339906235140 |
| 18 | 7.4 | 8.82182024493103 | -1.42182024493103 |
| 19 | 2.1 | 3.93607180858023 | -1.83607180858023 |
| 20 | 7.7 | 9.38144702614722 | -1.68144702614722 |
| 21 | 17.9 | 11.1330677144633 | 6.76693228553672 |
| 22 | 6.1 | 7.13792748862824 | -1.03792748862825 |
| 23 | 11.9 | 10.4330150161543 | 1.46698498384567 |
| 24 | 10.8 | 10.3631690959941 | 0.43683090400588 |
| 25 | 13.8 | 13.4856630921752 | 0.314336907824777 |
| 26 | 14.3 | 11.6072913230689 | 2.69270867693112 |
| 27 | 10 | 6.01973463109999 | 3.98026536890001 |
| 28 | 11.9 | 10.2813627230918 | 1.6186372769082 |
| 29 | 6.5 | 7.57715903464924 | -1.07715903464924 |
| 30 | 7.5 | 7.07633033089932 | 0.42366966910068 |
| 31 | 10.6 | 9.095029512674 | 1.50497048732599 |
| 32 | 7.4 | 10.9462168724777 | -3.54621687247767 |
| 33 | 8.4 | 8.32408331906081 | 0.0759166809391907 |
| 34 | 5.7 | 7.2574395755035 | -1.55743957550350 |
| 35 | 4.9 | 6.02548152863396 | -1.12548152863396 |
| 36 | 3.2 | 5.29589427038155 | -2.09589427038155 |
| 37 | 11 | 9.65704178360154 | 1.34295821639846 |
| 38 | 4.9 | 6.26785977209513 | -1.36785977209513 |
| 39 | 13.2 | 11.5197439497690 | 1.68025605023102 |
| 40 | 9.7 | 5.37521948872675 | 4.32478051127325 |
| 41 | 12.8 | 13.5877765917507 | -0.787776591750676 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 12 | 0.938246797034884 | 0.123506405930233 | 0.0617532029651163 |
| 13 | 0.926200872666933 | 0.147598254666134 | 0.073799127333067 |
| 14 | 0.896848168459703 | 0.206303663080595 | 0.103151831540297 |
| 15 | 0.845601803851158 | 0.308796392297684 | 0.154398196148842 |
| 16 | 0.89591461264315 | 0.208170774713701 | 0.104085387356850 |
| 17 | 0.929918303588323 | 0.140163392823355 | 0.0700816964116775 |
| 18 | 0.904654847333977 | 0.190690305332047 | 0.0953451526660234 |
| 19 | 0.902742669696241 | 0.194514660607519 | 0.0972573303037594 |
| 20 | 0.889560178716122 | 0.220879642567756 | 0.110439821283878 |
| 21 | 0.971668670283401 | 0.0566626594331978 | 0.0283313297165989 |
| 22 | 0.946262751586848 | 0.107474496826304 | 0.0537372484131521 |
| 23 | 0.910475834290852 | 0.179048331418296 | 0.0895241657091479 |
| 24 | 0.887708149214981 | 0.224583701570038 | 0.112291850785019 |
| 25 | 0.813391378192087 | 0.373217243615827 | 0.186608621807913 |
| 26 | 0.730130563078931 | 0.539738873842138 | 0.269869436921069 |
| 27 | 0.849447750928149 | 0.301104498143703 | 0.150552249071851 |
| 28 | 0.731914639227026 | 0.536170721545948 | 0.268085360772974 |
| 29 | 0.5723244808622 | 0.8553510382756 | 0.4276755191378 |
| 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 | 0.0555555555555556 | OK |
