Multiple Linear Regression - Estimated Regression Equation |
SWS[t] = -193.772904906513 -129.452856414406logWb[t] + 19.1756436818691D[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) | -193.772904906513 | 105.217683 | -1.8416 | 0.070556 | 0.035278 |
logWb | -129.452856414406 | 39.532938 | -3.2746 | 0.001773 | 0.000887 |
D | 19.1756436818691 | 37.204302 | 0.5154 | 0.608189 | 0.304095 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.397167878821118 |
R-squared | 0.157742323967267 |
Adjusted R-squared | 0.129191216305140 |
F-TEST (value) | 5.52491083127097 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 59 |
p-value | 0.00631868697878335 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 396.38510498693 |
Sum Squared Residuals | 9270147.93587446 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | -999 | -631.15496224133 | -367.845037758669 |
2 | 6.3 | -136.245973860906 | 142.545973860906 |
3 | -999 | -243.150144083516 | -755.849855916484 |
4 | -999 | -131.558204629083 | -867.441795370917 |
5 | 2.1 | -557.990506139431 | 560.090506139431 |
6 | 9.1 | -249.533283959104 | 258.633283959104 |
7 | 15.8 | 37.4817499893659 | -21.6817499893659 |
8 | 5.2 | -402.399957858458 | 407.599957858458 |
9 | 10.9 | -241.720371848331 | 252.620371848331 |
10 | 8.3 | -396.911516771805 | 405.211516771805 |
11 | 11 | -68.9642156923227 | 79.9642156923227 |
12 | 3.2 | -443.204090614059 | 446.404090614059 |
13 | 7.6 | -121.810826002069 | 129.410826002069 |
14 | -999 | -392.021128338066 | -606.978871661934 |
15 | 6.3 | -28.9707284287799 | 35.2707284287799 |
16 | 8.6 | -217.186326858551 | 225.786326858551 |
17 | 6.6 | -141.812194345598 | 148.412194345598 |
18 | 9.5 | -64.9379539769861 | 74.437953976986 |
19 | 4.8 | -193.914101634118 | 198.714101634118 |
20 | 12 | -404.784019673990 | 416.784019673990 |
21 | -999 | -450.453802555582 | -548.546197444418 |
22 | 3.3 | -284.546569207694 | 287.846569207694 |
23 | 11 | -36.2189995975207 | 47.2189995975207 |
24 | -999 | -474.40623775595 | -524.59376224405 |
25 | 4.7 | -424.366052415358 | 429.066052415358 |
26 | -999 | -376.578073760303 | -622.421926239697 |
27 | 10.4 | -7.35253165443473 | 17.7525316544347 |
28 | 7.4 | -119.275344566861 | 126.675344566861 |
29 | 2.1 | -449.597090153927 | 451.697090153927 |
30 | -999 | -433.502974053455 | -565.497025946545 |
31 | -999 | -316.954348973041 | -682.04565102696 |
32 | 7.7 | 180.804575498392 | -173.104575498392 |
33 | 17.9 | 84.3084516041676 | -66.4084516041676 |
34 | 6.1 | -406.627485179135 | 412.727485179135 |
35 | 8.2 | -56.3239316126533 | 64.5239316126533 |
36 | 8.4 | -153.118052415758 | 161.518052415758 |
37 | 11.9 | 75.8330373531041 | -63.9330373531041 |
38 | 10.8 | 34.4711149309727 | -23.6711149309727 |
39 | 13.8 | -204.429532305711 | 218.229532305711 |
40 | 14.3 | -245.028423604242 | 259.328423604242 |
41 | -999 | -408.314870172603 | -590.685129827397 |
42 | 15.2 | -114.157385165302 | 129.357385165302 |
43 | 10 | -246.523186593442 | 256.523186593442 |
44 | 11.9 | -182.543934696232 | 194.443934696232 |
45 | 6.5 | -412.650196327609 | 419.150196327609 |
46 | 7.5 | -149.409157343792 | 156.909157343792 |
47 | -999 | -237.268804407078 | -761.731195592922 |
48 | 10.6 | -64.6790018280911 | 75.2790018280911 |
49 | 7.4 | -255.745226349519 | 263.145226349519 |
50 | 8.4 | -263.192274321076 | 271.592274321076 |
51 | 5.7 | -139.247941161316 | 144.947941161316 |
52 | 4.9 | -208.260921645833 | 213.160921645833 |
53 | -999 | -249.502253758572 | -749.497746241428 |
54 | 3.2 | -323.698395570122 | 326.898395570122 |
55 | -999 | -174.338309205202 | -824.661690794798 |
56 | 8.1 | 2.75019325109646 | 5.34980674890354 |
57 | 11 | -149.498179630468 | 160.498179630468 |
58 | 4.9 | -175.215166709523 | 180.115166709523 |
59 | 13.2 | -28.1737755161938 | 41.3737755161938 |
60 | 9.7 | -197.617712757485 | 207.317712757485 |
61 | 12.8 | -245.028423604242 | 257.828423604242 |
62 | -999 | -253.234049095272 | -745.765950904728 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.842180597548884 | 0.315638804902231 | 0.157819402451116 |
7 | 0.916399046178063 | 0.167201907643874 | 0.0836009538219372 |
8 | 0.878415280394344 | 0.243169439211313 | 0.121584719605656 |
9 | 0.922370717364406 | 0.155258565271187 | 0.0776292826355936 |
10 | 0.933357462085711 | 0.133285075828577 | 0.0666425379142885 |
11 | 0.893126991010116 | 0.213746017979768 | 0.106873008989884 |
12 | 0.866099238553136 | 0.267801522893728 | 0.133900761446864 |
13 | 0.819353864363042 | 0.361292271273917 | 0.180646135636958 |
14 | 0.909159135437013 | 0.181681729125974 | 0.090840864562987 |
15 | 0.869802364464655 | 0.26039527107069 | 0.130197635535345 |
16 | 0.833349310147752 | 0.333301379704496 | 0.166650689852248 |
17 | 0.781921645200674 | 0.436156709598653 | 0.218078354799326 |
18 | 0.716646138612042 | 0.566707722775916 | 0.283353861387958 |
19 | 0.656319050937958 | 0.687361898124084 | 0.343680949062042 |
20 | 0.63828167451151 | 0.72343665097698 | 0.36171832548849 |
21 | 0.69634988540068 | 0.607300229198639 | 0.303650114599320 |
22 | 0.668737105712832 | 0.662525788574337 | 0.331262894287168 |
23 | 0.594275073783752 | 0.811449852432495 | 0.405724926216248 |
24 | 0.656792833572915 | 0.686414332854171 | 0.343207166427085 |
25 | 0.660468972164636 | 0.679062055670728 | 0.339531027835364 |
26 | 0.746297746603459 | 0.507404506793082 | 0.253702253396541 |
27 | 0.680707039670494 | 0.638585920659012 | 0.319292960329506 |
28 | 0.615468927696285 | 0.769062144607431 | 0.384531072303715 |
29 | 0.635456460023267 | 0.729087079953465 | 0.364543539976733 |
30 | 0.697732824072753 | 0.604534351854493 | 0.302267175927247 |
31 | 0.808116041783644 | 0.383767916432711 | 0.191883958216356 |
32 | 0.7598789385911 | 0.480242122817799 | 0.240121061408900 |
33 | 0.698181357915564 | 0.603637284168872 | 0.301818642084436 |
34 | 0.695113834282298 | 0.609772331435404 | 0.304886165717702 |
35 | 0.625654780345876 | 0.748690439308249 | 0.374345219654124 |
36 | 0.561708664521901 | 0.876582670956198 | 0.438291335478099 |
37 | 0.487119481854069 | 0.974238963708138 | 0.512880518145931 |
38 | 0.410956046088235 | 0.82191209217647 | 0.589043953911765 |
39 | 0.356209916776718 | 0.712419833553436 | 0.643790083223282 |
40 | 0.317339206637268 | 0.634678413274537 | 0.682660793362732 |
41 | 0.398523990759491 | 0.797047981518983 | 0.601476009240509 |
42 | 0.331311603510072 | 0.662623207020144 | 0.668688396489928 |
43 | 0.280149543882652 | 0.560299087765303 | 0.719850456117348 |
44 | 0.230917435719027 | 0.461834871438054 | 0.769082564280973 |
45 | 0.235562099797721 | 0.471124199595441 | 0.76443790020228 |
46 | 0.179389009680566 | 0.358778019361132 | 0.820610990319434 |
47 | 0.312765170590895 | 0.62553034118179 | 0.687234829409105 |
48 | 0.237545337558102 | 0.475090675116203 | 0.762454662441898 |
49 | 0.201290427532035 | 0.40258085506407 | 0.798709572467965 |
50 | 0.181274813294906 | 0.362549626589811 | 0.818725186705094 |
51 | 0.132903148163837 | 0.265806296327673 | 0.867096851836163 |
52 | 0.102908588840534 | 0.205817177681068 | 0.897091411159466 |
53 | 0.324493539517942 | 0.648987079035884 | 0.675506460482058 |
54 | 0.227609550055118 | 0.455219100110236 | 0.772390449944882 |
55 | 0.515950388493818 | 0.968099223012363 | 0.484049611506182 |
56 | 0.358248913480572 | 0.716497826961144 | 0.641751086519428 |
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 |