| Multiple Linear Regression - Estimated Regression Equation |
| PS[t] = -147.448186217 + 0.827854459100156SWS[t] + 0.0153005707500431L[t] -0.00014671687001WB[t] + 0.0270059287704021WBR[t] -0.0209700304582951TG[t] + 3.15985232691066P[t] -9.0210345095733S[t] + 50.7708110913449D[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) | -147.448186217 | 66.192415 | -2.2276 | 0.030178 | 0.015089 |
| SWS | 0.827854459100156 | 0.072478 | 11.4221 | 0 | 0 |
| L | 0.0153005707500431 | 0.11626 | 0.1316 | 0.895794 | 0.447897 |
| WB | -0.00014671687001 | 0.294549 | -5e-04 | 0.999604 | 0.499802 |
| WBR | 0.0270059287704021 | 0.160936 | 0.1678 | 0.867375 | 0.433688 |
| TG | -0.0209700304582951 | 0.102843 | -0.2039 | 0.83921 | 0.419605 |
| P | 3.15985232691066 | 50.314252 | 0.0628 | 0.95016 | 0.47508 |
| S | -9.0210345095733 | 33.416919 | -0.27 | 0.788244 | 0.394122 |
| D | 50.7708110913449 | 65.737628 | 0.7723 | 0.443352 | 0.221676 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.86874491034203 |
| R-squared | 0.754717719245183 |
| Adjusted R-squared | 0.71769397875389 |
| F-TEST (value) | 20.3846966630147 |
| F-TEST (DF numerator) | 8 |
| F-TEST (DF denominator) | 53 |
| p-value | 1.15019105351166e-13 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 211.835697265371 |
| Sum Squared Residuals | 2378341.21970301 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | -999 | -870.56975915472 | -128.43024084528 |
| 2 | 2 | 9.90445632266583 | -7.90445632266583 |
| 3 | -999 | -929.407888592692 | -69.5921114073078 |
| 4 | -999 | -840.060887094893 | -158.939112905107 |
| 5 | 1.8 | 133.652979583378 | -131.852979583378 |
| 6 | 0.7 | 28.9235798928041 | -28.2235798928041 |
| 7 | 3.9 | -89.8935986721814 | 93.7935986721814 |
| 8 | 1 | 24.259550769623 | -23.259550769623 |
| 9 | 3.6 | -102.737806540719 | 106.337806540719 |
| 10 | 1.4 | -87.8504878586547 | 89.2504878586547 |
| 11 | 1.5 | 42.3878169681239 | -40.887816968124 |
| 12 | 0.7 | 85.670815684578 | -84.970815684578 |
| 13 | 2.7 | -36.5876762175864 | 39.2876762175864 |
| 14 | -999 | -745.6806511735 | -253.3193488265 |
| 15 | 2.1 | -98.1178673868505 | 100.21786738685 |
| 16 | 0 | -49.6568042980538 | 49.6568042980538 |
| 17 | 4.1 | -52.8596212463688 | 56.9596212463688 |
| 18 | 1.2 | -51.9865884569006 | 53.1865884569006 |
| 19 | 1.3 | -85.6442136981764 | 86.9442136981764 |
| 20 | 6.1 | -69.3694621578265 | 75.4694621578265 |
| 21 | 0.3 | -739.599824177322 | 739.899824177322 |
| 22 | 0.5 | 80.1359485685872 | -79.6359485685872 |
| 23 | 3.4 | -36.590502451711 | 39.990502451711 |
| 24 | -999 | -950.377364034415 | -48.6226359655847 |
| 25 | 1.5 | -113.798640494583 | 115.298640494583 |
| 26 | -999 | -927.416526357919 | -71.5834736420807 |
| 27 | 3.4 | 19.9107137372526 | -16.5107137372526 |
| 28 | 0.8 | 49.3360415407832 | -48.5360415407832 |
| 29 | 0.8 | 90.1087925663751 | -89.3087925663751 |
| 30 | -999 | -98.3290740752835 | -900.670925924716 |
| 31 | -999 | -805.952576841016 | -193.047423158984 |
| 32 | 1.4 | 59.3594360243982 | -57.9594360243982 |
| 33 | 2 | -88.3945003003144 | 90.3945003003144 |
| 34 | 1.9 | -65.9188566341767 | 67.8188566341768 |
| 35 | 2.4 | -108.423669622974 | 110.823669622974 |
| 36 | 2.8 | -3.73362461001544 | 6.53362461001544 |
| 37 | 1.3 | 17.9953897927169 | -16.6953897927169 |
| 38 | 2 | 16.8338551552218 | -14.8338551552218 |
| 39 | 5.6 | -87.9595630249994 | 93.5595630249994 |
| 40 | 3.1 | -89.6661856397194 | 92.7661856397194 |
| 41 | 1 | -745.596140366598 | 746.596140366598 |
| 42 | 1.8 | -47.3792165646299 | 49.1792165646299 |
| 43 | 0.9 | 40.3172549998679 | -39.4172549998679 |
| 44 | 1.8 | -38.6063790181572 | 40.4063790181572 |
| 45 | 1.9 | 40.4058428490582 | -38.5058428490582 |
| 46 | 0.9 | 83.2606110449034 | -82.3606110449034 |
| 47 | -999 | -884.709023854427 | -114.290976145574 |
| 48 | 2.6 | 13.7808390214966 | -11.1808390214966 |
| 49 | 2.4 | -95.9924528373734 | 98.3924528373734 |
| 50 | 1.2 | -57.8582903209903 | 59.0582903209903 |
| 51 | 0.9 | -57.1892479544069 | 58.0892479544069 |
| 52 | 0.5 | -2.12888295258632 | 2.62888295258632 |
| 53 | -999 | -750.183204817024 | -248.816795182976 |
| 54 | 0.6 | 81.6274941903236 | -81.0274941903237 |
| 55 | -999 | -886.0111498274 | -112.9888501726 |
| 56 | 2.2 | -17.7128108932198 | 19.9128108932198 |
| 57 | 2.3 | -40.6207607294626 | 42.9207607294626 |
| 58 | 0.5 | 5.63188405688682 | -5.13188405688682 |
| 59 | 2.6 | -44.4033277375873 | 47.0033277375873 |
| 60 | 0.6 | 46.7707886073313 | -46.1707886073313 |
| 61 | 6.6 | -41.314078241497 | 47.914078241497 |
| 62 | -999 | -923.384904447443 | -75.615095552557 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 12 | 9.4680451993664e-07 | 1.89360903987328e-06 | 0.99999905319548 |
| 13 | 7.98199378693805e-08 | 1.59639875738761e-07 | 0.999999920180062 |
| 14 | 2.65934814392258e-09 | 5.31869628784516e-09 | 0.999999997340652 |
| 15 | 5.38217896052732e-11 | 1.07643579210546e-10 | 0.999999999946178 |
| 16 | 8.44315293097563e-13 | 1.68863058619513e-12 | 0.999999999999156 |
| 17 | 2.20933975009406e-14 | 4.41867950018813e-14 | 0.999999999999978 |
| 18 | 4.17294302218109e-16 | 8.34588604436219e-16 | 1 |
| 19 | 1.40035374310466e-17 | 2.80070748620932e-17 | 1 |
| 20 | 2.05281127880055e-19 | 4.10562255760111e-19 | 1 |
| 21 | 0.538827153600218 | 0.922345692799564 | 0.461172846399782 |
| 22 | 0.446730314617958 | 0.893460629235916 | 0.553269685382042 |
| 23 | 0.356018735440757 | 0.712037470881514 | 0.643981264559243 |
| 24 | 0.27516816615124 | 0.55033633230248 | 0.72483183384876 |
| 25 | 0.254180723705874 | 0.508361447411747 | 0.745819276294126 |
| 26 | 0.208346242738714 | 0.416692485477427 | 0.791653757261287 |
| 27 | 0.151331510044566 | 0.302663020089133 | 0.848668489955434 |
| 28 | 0.10660475292595 | 0.213209505851899 | 0.89339524707405 |
| 29 | 0.100271256837565 | 0.200542513675131 | 0.899728743162435 |
| 30 | 0.999775816598942 | 0.000448366802116226 | 0.000224183401058113 |
| 31 | 0.99966234246299 | 0.000675315074018899 | 0.000337657537009449 |
| 32 | 0.999248968733381 | 0.00150206253323723 | 0.000751031266618614 |
| 33 | 0.998527947483167 | 0.00294410503366528 | 0.00147205251683264 |
| 34 | 0.999957973609397 | 8.40527812056543e-05 | 4.20263906028271e-05 |
| 35 | 0.999912509274482 | 0.000174981451036571 | 8.74907255182857e-05 |
| 36 | 0.99998594446268 | 2.8111074641854e-05 | 1.4055537320927e-05 |
| 37 | 0.999960444196716 | 7.91116065675299e-05 | 3.95558032837649e-05 |
| 38 | 0.99990903391786 | 0.000181932164278221 | 9.09660821391103e-05 |
| 39 | 0.999752138385124 | 0.000495723229752421 | 0.000247861614876211 |
| 40 | 0.99935069728785 | 0.00129860542430224 | 0.00064930271215112 |
| 41 | 1 | 3.77052106115239e-22 | 1.88526053057619e-22 |
| 42 | 1 | 5.46264601692668e-21 | 2.73132300846334e-21 |
| 43 | 1 | 3.21724030048011e-19 | 1.60862015024006e-19 |
| 44 | 1 | 2.09716872798963e-17 | 1.04858436399481e-17 |
| 45 | 1 | 1.04698409116616e-15 | 5.23492045583078e-16 |
| 46 | 0.999999999999958 | 8.41309592565981e-14 | 4.20654796282991e-14 |
| 47 | 0.999999999995544 | 8.91270535751423e-12 | 4.45635267875711e-12 |
| 48 | 0.999999999657233 | 6.85534503086419e-10 | 3.4276725154321e-10 |
| 49 | 0.999999966549504 | 6.69009930125974e-08 | 3.34504965062987e-08 |
| 50 | 0.999996832623228 | 6.33475354315792e-06 | 3.16737677157896e-06 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 30 | 0.769230769230769 | NOK |
| 5% type I error level | 30 | 0.769230769230769 | NOK |
| 10% type I error level | 30 | 0.769230769230769 | NOK |
