| Multiple Linear Regression - Estimated Regression Equation |
| log(PS)[t] = + 1.07450734071795 -0.110510499899245D[t] -0.303538868542365`log(tg)`[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) | 1.07450734071795 | 0.128751 | 8.3456 | 0 | 0 |
| D | -0.110510499899245 | 0.022191 | -4.98 | 1.6e-05 | 8e-06 |
| `log(tg)` | -0.303538868542365 | 0.068904 | -4.4053 | 9.1e-05 | 4.5e-05 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.809091683127883 |
| R-squared | 0.654629351706711 |
| Adjusted R-squared | 0.635442093468194 |
| F-TEST (value) | 34.1179205266869 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 36 |
| p-value | 4.88807283538506e-09 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.181764010742274 |
| Sum Squared Residuals | 1.18937360164024 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 0.301029996 | 0.250256588171421 | 0.0507734078285789 |
| 2 | 0.491361694 | 0.33288451791336 | 0.15847717608664 |
| 3 | -0.15490196 | -0.0520975233014341 | -0.102804436698566 |
| 4 | 0.591064607 | 0.495312173790523 | 0.0957524332094768 |
| 5 | 0.556302501 | 0.417827046452848 | 0.138475454547152 |
| 6 | 0.146128036 | 0.247120645674257 | -0.100992609674257 |
| 7 | 0.176091259 | 0.0104480210229294 | 0.165643237977071 |
| 8 | -0.15490196 | -0.221322704543612 | 0.0664207445436118 |
| 9 | 0.255272505 | -0.215981826694683 | 0.471254331694683 |
| 10 | 0.380211242 | 0.443123127366031 | -0.062911885366031 |
| 11 | 0.079181246 | 0.222374018014116 | -0.143192772014116 |
| 12 | -0.301029996 | -0.136803944190186 | -0.164226051809814 |
| 13 | -0.045757491 | 0.139507520800610 | -0.185265011800610 |
| 14 | -0.096910013 | 0.0762276590751524 | -0.173137672075152 |
| 15 | 0.531478917 | 0.487989123690389 | 0.0434897933096106 |
| 16 | 0.612783857 | 0.360767088070664 | 0.252016768929336 |
| 17 | -0.096910013 | -0.24488732447299 | 0.14797731147299 |
| 18 | 0.301029996 | 0.448293408117128 | -0.147263412117128 |
| 19 | 0.819543936 | 0.616102433566583 | 0.203441502433417 |
| 20 | 0.278753601 | 0.227456358149458 | 0.0512972428505419 |
| 21 | 0.322219295 | 0.471277587969908 | -0.149058292969908 |
| 22 | 0.113943352 | 0.354824419828202 | -0.240881067828202 |
| 23 | 0.748188027 | 0.636423386455726 | 0.111764640544274 |
| 24 | 0.255272505 | 0.202053065124973 | 0.0532194398750271 |
| 25 | -0.045757491 | -0.0445626007009074 | -0.00119489029909257 |
| 26 | 0.255272505 | 0.479997267639947 | -0.224724762639947 |
| 27 | 0.278753601 | 0.006963450359676 | 0.271790150640324 |
| 28 | -0.045757491 | 0.069268600037542 | -0.115026091037542 |
| 29 | 0.414973348 | 0.341630892251033 | 0.073342455748967 |
| 30 | 0.079181246 | 0.181195145299523 | -0.102013899299523 |
| 31 | -0.301029996 | 0.0289970209013648 | -0.330027016901365 |
| 32 | 0.176091259 | 0.207771731092156 | -0.0316804720921556 |
| 33 | -0.22184875 | -0.139449355850550 | -0.0823993941494497 |
| 34 | 0.531478917 | 0.303707129688480 | 0.227771787311520 |
| 35 | 0 | -0.154697777462889 | 0.154697777462889 |
| 36 | 0.361727836 | 0.313748322397269 | 0.047979513602731 |
| 37 | -0.301029996 | 0.0445237995523333 | -0.345553795552333 |
| 38 | 0.414973348 | 0.348774709934225 | 0.0661986380657748 |
| 39 | -0.22184875 | -0.0724184761905772 | -0.149430273809423 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.126096480669478 | 0.252192961338956 | 0.873903519330522 |
| 7 | 0.182771085058114 | 0.365542170116229 | 0.817228914941886 |
| 8 | 0.113489655727878 | 0.226979311455756 | 0.886510344272122 |
| 9 | 0.648848140323063 | 0.702303719353874 | 0.351151859676937 |
| 10 | 0.55687186873049 | 0.88625626253902 | 0.44312813126951 |
| 11 | 0.574493569315841 | 0.851012861368318 | 0.425506430684159 |
| 12 | 0.603519368330944 | 0.792961263338112 | 0.396480631669056 |
| 13 | 0.651736587196217 | 0.696526825607566 | 0.348263412803783 |
| 14 | 0.620198499457093 | 0.759603001085814 | 0.379801500542907 |
| 15 | 0.541219796619486 | 0.917560406761029 | 0.458780203380514 |
| 16 | 0.616878020238731 | 0.766243959522538 | 0.383121979761269 |
| 17 | 0.578073241176885 | 0.84385351764623 | 0.421926758823115 |
| 18 | 0.542186670692755 | 0.91562665861449 | 0.457813329307245 |
| 19 | 0.555604921878049 | 0.888790156243901 | 0.444395078121951 |
| 20 | 0.471906443971977 | 0.943812887943954 | 0.528093556028023 |
| 21 | 0.431450067998016 | 0.862900135996032 | 0.568549932001984 |
| 22 | 0.49772889976037 | 0.99545779952074 | 0.50227110023963 |
| 23 | 0.429614053768974 | 0.859228107537949 | 0.570385946231026 |
| 24 | 0.350236480332838 | 0.700472960665677 | 0.649763519667162 |
| 25 | 0.262277134141312 | 0.524554268282624 | 0.737722865858688 |
| 26 | 0.329941271898327 | 0.659882543796655 | 0.670058728101673 |
| 27 | 0.515685641519604 | 0.968628716960792 | 0.484314358480396 |
| 28 | 0.467521475643354 | 0.935042951286708 | 0.532478524356646 |
| 29 | 0.367173833193835 | 0.734347666387669 | 0.632826166806165 |
| 30 | 0.271752891984158 | 0.543505783968317 | 0.728247108015841 |
| 31 | 0.390288603848266 | 0.780577207696532 | 0.609711396151734 |
| 32 | 0.282118920220092 | 0.564237840440185 | 0.717881079779908 |
| 33 | 0.210964426758091 | 0.421928853516182 | 0.78903557324191 |
| 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 |
