Multiple Linear Regression - Estimated Regression Equation |
SWS[t] = -59.3847183091035 + 0.669867333323824L[t] -0.15337634089585wb[t] + 0.112721445746871wbr[t] -0.677139476203819tg[t] + 1.9389991901035P[t] -2.07827048307807S[t] -0.0452853646947986`D `[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) | -59.3847183091035 | 76.261547 | -0.7787 | 0.439557 | 0.219778 |
L | 0.669867333323824 | 0.200577 | 3.3397 | 0.001526 | 0.000763 |
wb | -0.15337634089585 | 0.092404 | -1.6598 | 0.102744 | 0.051372 |
wbr | 0.112721445746871 | 0.097336 | 1.1581 | 0.251931 | 0.125966 |
tg | -0.677139476203819 | 0.26466 | -2.5585 | 0.013349 | 0.006674 |
P | 1.9389991901035 | 34.87417 | 0.0556 | 0.955866 | 0.477933 |
S | -2.07827048307807 | 39.641694 | -0.0524 | 0.958382 | 0.479191 |
`D ` | -0.0452853646947986 | 0.092015 | -0.4922 | 0.624607 | 0.312304 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.535795288345291 |
R-squared | 0.287076591013013 |
Adjusted R-squared | 0.194660593551737 |
F-TEST (value) | 3.10635170207737 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 54 |
p-value | 0.00792978853301995 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 271.762779444885 |
Sum Squared Residuals | 3988170.44774689 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | -999 | -851.69428654829 | -147.305713451711 |
2 | 6.3 | -80.616717115525 | 86.916717115525 |
3 | -999 | -86.3225754506653 | -912.677424549335 |
4 | -999 | -739.606666307289 | -259.393333692711 |
5 | 2.1 | -312.247127253683 | 314.347127253683 |
6 | 9.1 | -145.306253541613 | 154.406253541613 |
7 | 15.8 | -70.5113885228704 | 86.3113885228704 |
8 | 5.2 | -312.766213373827 | 317.966213373827 |
9 | 10.9 | -83.1715200314608 | 94.0715200314608 |
10 | 8.3 | -140.220661639964 | 148.520661639964 |
11 | 11 | -128.678263443339 | 139.678263443339 |
12 | 3.2 | -254.126501376652 | 257.326501376652 |
13 | 7.6 | -50.2245159219495 | 57.8245159219495 |
14 | -999 | -262.135144692566 | -736.864855307434 |
15 | 6.3 | -55.9900940523643 | 62.2900940523643 |
16 | 50 | -59.9850292959584 | 109.985029295958 |
17 | 6 | -56.7244214271685 | 62.7244214271685 |
18 | 10.4 | -48.3412443461853 | 58.7412443461853 |
19 | 34 | -173.153851591331 | 207.153851591331 |
20 | 7 | -99.8012176624372 | 106.801217662437 |
21 | 28 | 231.536271959385 | -203.536271959385 |
22 | 20 | -46.391885959387 | 66.391885959387 |
23 | 3.9 | -16.6630483126109 | 20.5630483126109 |
24 | 39.3 | 50.200575200491 | -10.900575200491 |
25 | 41 | 30.9520093549327 | 10.0479906450673 |
26 | 16.2 | -47.5628383064545 | 63.7628383064545 |
27 | 9 | -64.79098793 | 73.79098793 |
28 | 7.6 | -57.8434488554666 | 65.4434488554666 |
29 | 46 | 268.187090320988 | -222.187090320987 |
30 | 22.4 | 39.2177426382429 | -16.8177426382429 |
31 | 16.3 | -41.8068307418467 | 58.1068307418467 |
32 | 2.6 | -65.6107195377658 | 68.2107195377658 |
33 | 24 | -54.8729429274673 | 78.8729429274673 |
34 | 100 | -191.40083837081 | 291.40083837081 |
35 | -999 | -58.2554274535379 | -940.744572546462 |
36 | -999 | -61.516407239374 | -937.483592760626 |
37 | 3.2 | -64.7824065302547 | 67.9824065302547 |
38 | 2 | -63.6508436939277 | 65.6508436939277 |
39 | 5 | -60.0006884016522 | 65.0006884016522 |
40 | 6.5 | -1.42354454979917 | 7.92354454979917 |
41 | 23.6 | 77.7547527222564 | -54.1547527222564 |
42 | 12 | -47.7451880537365 | 59.7451880537365 |
43 | 20.2 | -54.9662173185016 | 75.1662173185016 |
44 | 13 | -61.9979345366113 | 74.9979345366113 |
45 | 27 | 50.9797512767833 | -23.9797512767833 |
46 | 18 | -14.9135133982689 | 32.9135133982689 |
47 | 13.7 | -57.536075068997 | 71.236075068997 |
48 | 4.7 | -63.7837625292743 | 68.4837625292743 |
49 | 9.8 | -59.6132903874054 | 69.4132903874054 |
50 | 29 | -63.7496172873854 | 92.7496172873854 |
51 | 7 | -37.2612413344448 | 44.2612413344448 |
52 | 6 | 6.02007405756056 | -0.0200740575605638 |
53 | 17 | -51.8308925827682 | 68.8308925827682 |
54 | 20 | 9.13102282558435 | 10.8689771744157 |
55 | 12.7 | -52.2188111788145 | 64.9188111788145 |
56 | 3.5 | -174.775455644353 | 178.275455644353 |
57 | 4.5 | -13.2289426554167 | 17.7289426554167 |
58 | 7.5 | -45.0330897900245 | 52.5330897900245 |
59 | 2.3 | -57.2625355064215 | 59.5625355064215 |
60 | 13 | -47.6803747091688 | 60.6803747091688 |
61 | 3 | -57.7756986638945 | 60.7756986638945 |
62 | 24 | -10.7100973052437 | 34.7100973052437 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
11 | 0.988582482713334 | 0.0228350345733326 | 0.0114175172866663 |
12 | 0.977278081249274 | 0.0454438375014513 | 0.0227219187507256 |
13 | 0.990332149094973 | 0.0193357018100535 | 0.00966785090502674 |
14 | 0.999781392257102 | 0.000437215485795718 | 0.000218607742897859 |
15 | 0.999482006960507 | 0.00103598607898637 | 0.000517993039493184 |
16 | 0.998831722731426 | 0.00233655453714864 | 0.00116827726857432 |
17 | 0.997494692421333 | 0.00501061515733394 | 0.00250530757866697 |
18 | 0.994973873191816 | 0.0100522536163682 | 0.0050261268081841 |
19 | 0.991540892526383 | 0.016918214947234 | 0.00845910747361701 |
20 | 0.98966950391883 | 0.0206609921623403 | 0.0103304960811702 |
21 | 0.986444562152017 | 0.0271108756959652 | 0.0135554378479826 |
22 | 0.976660002161105 | 0.0466799956777896 | 0.0233399978388948 |
23 | 0.963481542562596 | 0.0730369148748081 | 0.036518457437404 |
24 | 0.943601189448303 | 0.112797621103394 | 0.0563988105516969 |
25 | 0.915005193324981 | 0.169989613350037 | 0.0849948066750187 |
26 | 0.879668573470983 | 0.240662853058033 | 0.120331426529017 |
27 | 0.835691702956024 | 0.328616594087952 | 0.164308297043976 |
28 | 0.779120820253572 | 0.441758359492856 | 0.220879179746428 |
29 | 0.732707909345737 | 0.534584181308526 | 0.267292090654263 |
30 | 0.659389581843036 | 0.681220836313927 | 0.340610418156964 |
31 | 0.583476968238078 | 0.833046063523844 | 0.416523031761922 |
32 | 0.509582393813886 | 0.980835212372227 | 0.490417606186114 |
33 | 0.432047209445807 | 0.864094418891615 | 0.567952790554193 |
34 | 0.386818762117626 | 0.773637524235251 | 0.613181237882374 |
35 | 0.982106069768338 | 0.0357878604633236 | 0.0178939302316618 |
36 | 1 | 1.32472315484048e-28 | 6.62361577420241e-29 |
37 | 1 | 7.84989336333282e-27 | 3.92494668166641e-27 |
38 | 1 | 4.54644866238322e-25 | 2.27322433119161e-25 |
39 | 1 | 2.43642976764696e-23 | 1.21821488382348e-23 |
40 | 1 | 1.17318784059787e-21 | 5.86593920298936e-22 |
41 | 1 | 8.7270408417218e-21 | 4.3635204208609e-21 |
42 | 1 | 4.68262465519563e-19 | 2.34131232759782e-19 |
43 | 1 | 2.48924425126588e-17 | 1.24462212563294e-17 |
44 | 1 | 8.73444492251409e-16 | 4.36722246125704e-16 |
45 | 0.999999999999994 | 1.219172961133e-14 | 6.09586480566502e-15 |
46 | 0.99999999999975 | 4.99725967885789e-13 | 2.49862983942895e-13 |
47 | 0.99999999999048 | 1.90392492282198e-11 | 9.51962461410988e-12 |
48 | 0.999999999497508 | 1.00498452117843e-09 | 5.02492260589217e-10 |
49 | 0.999999975570896 | 4.88582070777214e-08 | 2.44291035388607e-08 |
50 | 0.999999188354167 | 1.62329166666965e-06 | 8.11645833334826e-07 |
51 | 0.999965274773158 | 6.94504536832837e-05 | 3.47252268416419e-05 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 20 | 0.48780487804878 | NOK |
5% type I error level | 29 | 0.707317073170732 | NOK |
10% type I error level | 30 | 0.73170731707317 | NOK |