| Multiple Linear Regression - Estimated Regression Equation |
| logPS[t] = + 1.08242826465477 -0.067663247039822ODI[t] -0.366621890450556`logtg `[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) | 1.08242826465477 | 0.154719 | 6.9961 | 0 | 0 |
| ODI | -0.067663247039822 | 0.025712 | -2.6316 | 0.012434 | 0.006217 |
| `logtg ` | -0.366621890450556 | 0.079836 | -4.5922 | 5.2e-05 | 2.6e-05 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.714711558087418 |
| R-squared | 0.510812611263745 |
| Adjusted R-squared | 0.483635534111731 |
| F-TEST (value) | 18.7957155365358 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 36 |
| p-value | 2.57367997202884e-06 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.216323056413219 |
| Sum Squared Residuals | 1.68464393049444 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 0.301029996 | 0.284319800162984 | 0.016710195837016 |
| 2 | 0.255272505 | -0.213000582048580 | 0.46827308704858 |
| 3 | -0.15490196 | -0.0150569927687789 | -0.139844967231221 |
| 4 | 0.591064607 | 0.448675872339376 | 0.142388734660624 |
| 5 | 0 | -0.138980163867145 | 0.138980163867145 |
| 6 | 0.556302501 | 0.355087383976227 | 0.201215117023773 |
| 7 | 0.146128036 | 0.148903893650928 | -0.00277585765092773 |
| 8 | 0.176091259 | 0.0604870909578717 | 0.115604168042128 |
| 9 | -0.15490196 | -0.153637310740964 | -0.00126464925903649 |
| 10 | 0.322219295 | 0.419646294242626 | -0.0974269992426257 |
| 11 | 0.612783857 | 0.351983047202804 | 0.260800809797196 |
| 12 | 0.079181246 | 0.184828411577264 | -0.105647165577264 |
| 13 | -0.301029996 | -0.0515534232701053 | -0.249476572729895 |
| 14 | 0.531478917 | 0.505645026078375 | 0.0258338909216248 |
| 15 | 0.176091259 | 0.101377283564569 | 0.0747139754354312 |
| 16 | 0.531478917 | 0.34887871042938 | 0.182600206570620 |
| 17 | -0.096910013 | 0.139937394543929 | -0.236847407543929 |
| 18 | -0.096910013 | -0.182099252197570 | 0.0851892391975703 |
| 19 | 0.301029996 | 0.39188542292968 | -0.0908554269296798 |
| 20 | 0.278753601 | 0.125152871907566 | 0.153600729092434 |
| 21 | 0.113943352 | 0.410619460916229 | -0.296676108916229 |
| 22 | 0.748188027 | 0.619113549067642 | 0.129074477932358 |
| 23 | 0.491361694 | 0.252491658617086 | 0.238870035382914 |
| 24 | 0.255272505 | 0.160284252867868 | 0.0949882521321324 |
| 25 | -0.045757491 | -0.0059561234749402 | -0.0398013675250598 |
| 26 | 0.255272505 | 0.360665766975616 | -0.105393261975616 |
| 27 | 0.278753601 | -0.0113849082925168 | 0.290138509292517 |
| 28 | -0.045757491 | 0.332672679935481 | -0.378430170935481 |
| 29 | 0.414973348 | 0.530010480091847 | -0.115037132091847 |
| 30 | 0.380211242 | 0.317977380578371 | 0.0622338614216292 |
| 31 | 0.079181246 | 0.135091531968583 | -0.0559102859685826 |
| 32 | -0.045757491 | 0.0170769221013955 | -0.0628344131013955 |
| 33 | -0.301029996 | -0.118249571978249 | -0.182780424021752 |
| 34 | -0.22184875 | 0.148241123017805 | -0.370089873017805 |
| 35 | 0.361727836 | 0.227529350753285 | 0.134198485246715 |
| 36 | -0.301029996 | 0.103493803458171 | -0.404523799458171 |
| 37 | 0.414973348 | 0.202171856766175 | 0.212801491233825 |
| 38 | -0.22184875 | 0.163388589641291 | -0.385237339641291 |
| 39 | 0.819543936 | 0.526906143318424 | 0.292637792681576 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.412375295210113 | 0.824750590420225 | 0.587624704789887 |
| 7 | 0.601736087155858 | 0.796527825688285 | 0.398263912844142 |
| 8 | 0.462860636564996 | 0.925721273129993 | 0.537139363435004 |
| 9 | 0.358005201334426 | 0.716010402668852 | 0.641994798665574 |
| 10 | 0.294699292851524 | 0.589398585703049 | 0.705300707148476 |
| 11 | 0.329410988074954 | 0.658821976149909 | 0.670589011925046 |
| 12 | 0.308780957480319 | 0.617561914960639 | 0.691219042519681 |
| 13 | 0.359158008242083 | 0.718316016484165 | 0.640841991757917 |
| 14 | 0.267871499308788 | 0.535742998617576 | 0.732128500691212 |
| 15 | 0.208937546481194 | 0.417875092962389 | 0.791062453518806 |
| 16 | 0.188934590727132 | 0.377869181454264 | 0.811065409272868 |
| 17 | 0.207297210064046 | 0.414594420128092 | 0.792702789935954 |
| 18 | 0.151793380885240 | 0.303586761770481 | 0.84820661911476 |
| 19 | 0.116905957786890 | 0.233811915573780 | 0.88309404221311 |
| 20 | 0.0998517664271603 | 0.199703532854321 | 0.90014823357284 |
| 21 | 0.144210579408840 | 0.288421158817681 | 0.85578942059116 |
| 22 | 0.113335358697139 | 0.226670717394278 | 0.886664641302861 |
| 23 | 0.172308509646984 | 0.344617019293968 | 0.827691490353016 |
| 24 | 0.170411069807843 | 0.340822139615686 | 0.829588930192157 |
| 25 | 0.115336997676334 | 0.230673995352668 | 0.884663002323666 |
| 26 | 0.141974826294192 | 0.283949652588383 | 0.858025173705808 |
| 27 | 0.200169478472682 | 0.400338956945365 | 0.799830521527318 |
| 28 | 0.754214850110365 | 0.491570299779271 | 0.245785149889635 |
| 29 | 0.821846916209859 | 0.356306167580283 | 0.178153083790141 |
| 30 | 0.723647871718158 | 0.552704256563683 | 0.276352128281842 |
| 31 | 0.780196819444658 | 0.439606361110683 | 0.219803180555342 |
| 32 | 0.927170129226335 | 0.145659741547329 | 0.0728298707736647 |
| 33 | 0.853196293998258 | 0.293607412003484 | 0.146803706001742 |
| 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 |
