| Multiple Linear Regression - Estimated Regression Equation |
| SWS[t] = + 12.1294957855346 -1.40078222283833logWb[t] -1.07574881597511D[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) | 12.1294957855346 | 0.900433 | 13.4707 | 0 | 0 |
| logWb | -1.40078222283833 | 0.293819 | -4.7675 | 2.9e-05 | 1.4e-05 |
| D | -1.07574881597511 | 0.302672 | -3.5542 | 0.001057 | 0.000528 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.747449362307258 |
| R-squared | 0.558680549213526 |
| Adjusted R-squared | 0.534825443765609 |
| F-TEST (value) | 23.4197476273280 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 37 |
| p-value | 2.67874749049213e-07 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.58688333392323 |
| Sum Squared Residuals | 247.602719183202 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6.3 | 8.90224933760931 | -2.60224933760931 |
| 2 | 2.1 | 3.0553957250054 | -0.955395725005397 |
| 3 | 9.1 | 6.3931466661906 | 2.70685333380940 |
| 4 | 15.8 | 13.3486094930616 | 2.45139050693840 |
| 5 | 5.2 | 4.73900843244507 | 0.460991567554931 |
| 6 | 10.9 | 10.3274218601137 | 0.572578139886343 |
| 7 | 8.3 | 8.64813101268097 | -0.348131012680969 |
| 8 | 11 | 8.34704670230013 | 2.65295329769987 |
| 9 | 3.2 | 3.01423102883907 | 0.185768971160927 |
| 10 | 6.3 | 12.6295411541313 | -6.32954115413133 |
| 11 | 6.6 | 10.1252628691397 | -3.52526286913971 |
| 12 | 9.5 | 10.9571029094849 | -1.45710290948485 |
| 13 | 3.3 | 4.73103080955752 | -1.43103080955752 |
| 14 | 11 | 11.2678646946438 | -0.267864694643756 |
| 15 | 4.7 | 8.35105123761089 | -3.65105123761089 |
| 16 | 10.4 | 10.2969782565702 | 0.103021743429799 |
| 17 | 7.4 | 7.80264052316742 | -0.402640523167418 |
| 18 | 2.1 | 2.94505372094411 | -0.845053720944115 |
| 19 | 7.7 | 11.0497424342488 | -3.34974243424876 |
| 20 | 17.9 | 13.8553114152362 | 4.04468858476381 |
| 21 | 6.1 | 8.54299655524515 | -2.44299655524515 |
| 22 | 11.9 | 11.1971118611114 | 0.70288813888861 |
| 23 | 10.8 | 10.7495431690320 | 0.0504568309680258 |
| 24 | 13.8 | 10.7309382177504 | 3.06906178224956 |
| 25 | 14.3 | 10.2916261255099 | 4.00837387449010 |
| 26 | 10 | 6.42571829879586 | 3.57428170120414 |
| 27 | 11.9 | 9.6845132451547 | 2.21548675484530 |
| 28 | 6.5 | 4.62809275066608 | 1.87190724933392 |
| 29 | 7.5 | 6.19332441529576 | 1.30667558470424 |
| 30 | 10.6 | 9.67666053982344 | 0.923339460176554 |
| 31 | 7.4 | 5.97331518098702 | 1.42668481901298 |
| 32 | 8.4 | 8.81183446789955 | -0.411834467899548 |
| 33 | 5.7 | 10.1530101153179 | -4.45301011531789 |
| 34 | 4.9 | 8.122990683688 | -3.222990683688 |
| 35 | 3.2 | 4.30737710365104 | -1.10737710365104 |
| 36 | 11 | 10.0420944335389 | 0.957905566461103 |
| 37 | 4.9 | 8.48057187067141 | -3.58057187067141 |
| 38 | 13.2 | 11.3549203779560 | 1.84507962204403 |
| 39 | 9.7 | 6.95491417941508 | 2.74508582058492 |
| 40 | 12.8 | 10.2916261255099 | 2.50837387449010 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.518231520249064 | 0.963536959501872 | 0.481768479750936 |
| 7 | 0.343515370468431 | 0.687030740936863 | 0.656484629531569 |
| 8 | 0.245252783344894 | 0.490505566689787 | 0.754747216655106 |
| 9 | 0.142753573534804 | 0.285507147069607 | 0.857246426465196 |
| 10 | 0.732646315878957 | 0.534707368242087 | 0.267353684121043 |
| 11 | 0.759735674717854 | 0.480528650564292 | 0.240264325282146 |
| 12 | 0.683113020875509 | 0.633773958248981 | 0.316886979124491 |
| 13 | 0.628498782270511 | 0.743002435458978 | 0.371501217729489 |
| 14 | 0.530545397400216 | 0.938909205199568 | 0.469454602599784 |
| 15 | 0.56782105093596 | 0.86435789812808 | 0.43217894906404 |
| 16 | 0.465668403240825 | 0.93133680648165 | 0.534331596759175 |
| 17 | 0.371310576320342 | 0.742621152640683 | 0.628689423679658 |
| 18 | 0.289822611697528 | 0.579645223395055 | 0.710177388302472 |
| 19 | 0.372122083315519 | 0.744244166631038 | 0.627877916684481 |
| 20 | 0.538650359467701 | 0.922699281064597 | 0.461349640532299 |
| 21 | 0.548386596070229 | 0.903226807859541 | 0.451613403929771 |
| 22 | 0.456369411102228 | 0.912738822204457 | 0.543630588897772 |
| 23 | 0.359614061420882 | 0.719228122841764 | 0.640385938579118 |
| 24 | 0.389857412789052 | 0.779714825578103 | 0.610142587210948 |
| 25 | 0.494239571525635 | 0.98847914305127 | 0.505760428474365 |
| 26 | 0.554902677436877 | 0.890194645126247 | 0.445097322563123 |
| 27 | 0.517205212950219 | 0.965589574099563 | 0.482794787049781 |
| 28 | 0.448821863833583 | 0.897643727667166 | 0.551178136166417 |
| 29 | 0.388407567302532 | 0.776815134605064 | 0.611592432697468 |
| 30 | 0.308907378701051 | 0.617814757402101 | 0.691092621298949 |
| 31 | 0.217827137301557 | 0.435654274603113 | 0.782172862698443 |
| 32 | 0.134514123064370 | 0.269028246128739 | 0.86548587693563 |
| 33 | 0.265150425953051 | 0.530300851906103 | 0.734849574046949 |
| 34 | 0.306076167351369 | 0.612152334702737 | 0.693923832648631 |
| 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 |
