| Multiple Linear Regression - Estimated Regression Equation |
| SWS[t] = + 11.3409265669514 -0.884140713721668D[t] -1.34854202512744Wb[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) | 11.3409265669514 | 0.883237 | 12.8402 | 0 | 0 |
| D | -0.884140713721668 | 0.316571 | -2.7929 | 0.007645 | 0.003822 |
| Wb | -1.34854202512744 | 0.33315 | -4.0478 | 0.000201 | 1e-04 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.662227823893283 |
| R-squared | 0.438545690738434 |
| Adjusted R-squared | 0.413592165882364 |
| F-TEST (value) | 17.5744987238451 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 45 |
| p-value | 2.28862394813234e-06 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.80766861544295 |
| Sum Squared Residuals | 354.735137436449 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6.3 | 8.68850442578636 | -2.38850442578635 |
| 2 | 2.1 | 3.21122957448064 | -1.11122957448064 |
| 3 | 9.1 | 6.42480522035932 | 2.67519477964067 |
| 4 | 15.8 | 12.6656976903884 | 3.13430230961156 |
| 5 | 5.2 | 4.83217708868382 | 0.367822911316181 |
| 6 | 10.9 | 9.75689254218856 | 1.14310745781144 |
| 7 | 8.3 | 8.14133919608589 | 0.158660803914115 |
| 8 | 11 | 8.3060213454121 | 2.6939786545879 |
| 9 | 3.2 | 3.32366141732815 | -0.123661417328148 |
| 10 | 7.6 | 9.92326606604116 | -2.32326606604116 |
| 11 | 6.3 | 11.9738956314981 | -5.67389563149806 |
| 12 | 8.6 | 8.92939059352224 | -0.32939059352224 |
| 13 | 6.6 | 9.7142420521464 | -3.11424205214641 |
| 14 | 9.5 | 10.5152760150721 | -1.01527601507211 |
| 15 | 4.8 | 10.2558530914857 | -5.45585309148571 |
| 16 | 12 | 8.05907813255311 | 3.94092186744689 |
| 17 | 3.3 | 4.97562539810926 | -1.67562539810926 |
| 18 | 11 | 10.8146523446504 | 0.185347655349603 |
| 19 | 4.7 | 7.85544828675887 | -3.15544828675887 |
| 20 | 10.4 | 10.0316522828133 | 0.368347717186713 |
| 21 | 7.4 | 7.78143849763753 | -0.381438497637525 |
| 22 | 2.1 | 3.25623431607178 | -1.15623431607178 |
| 23 | 7.7 | 10.9073589118829 | -3.20735891188293 |
| 24 | 17.9 | 13.1538699034846 | 4.74613009651543 |
| 25 | 6.1 | 8.04019854420133 | -1.94019854420133 |
| 26 | 8.2 | 11.6893532641962 | -3.48935326419617 |
| 27 | 8.4 | 8.51319396251979 | -0.113193962519793 |
| 28 | 11.9 | 10.8974162629451 | 1.00258373705490 |
| 29 | 10.8 | 10.4672313569294 | 0.332768643070551 |
| 30 | 13.8 | 10.1466211874504 | 3.65337881254962 |
| 31 | 14.3 | 9.72317899156037 | 4.57682100843963 |
| 32 | 15.2 | 10.0028300455237 | 5.19716995447632 |
| 33 | 10 | 6.45582168693725 | 3.54417831306275 |
| 34 | 11.9 | 9.28945131423126 | 2.61054868576873 |
| 35 | 6.5 | 4.72564226869875 | 1.77435773130125 |
| 36 | 7.5 | 6.3835032723423 | 1.11649672765770 |
| 37 | 10.6 | 9.43424816568183 | 1.16575183431817 |
| 38 | 7.4 | 9.6112500034748 | -2.21125000347479 |
| 39 | 8.4 | 8.44930963257687 | -0.0493096325768718 |
| 40 | 5.7 | 9.74121289264896 | -4.04121289264896 |
| 41 | 4.9 | 7.9387150598155 | -3.03871505981550 |
| 42 | 3.2 | 4.56836570652077 | -1.36836570652077 |
| 43 | 8.1 | 11.2205634942138 | -3.12056349421376 |
| 44 | 11 | 9.6346780726639 | 1.36532192733611 |
| 45 | 4.9 | 8.282593276223 | -3.382593276223 |
| 46 | 13.2 | 10.8982619502083 | 2.3017380497917 |
| 47 | 9.7 | 6.96557057243543 | 2.73442942756457 |
| 48 | 12.8 | 9.72317899156037 | 3.07682100843963 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.457732367473346 | 0.915464734946693 | 0.542267632526654 |
| 7 | 0.287851903241406 | 0.575703806482812 | 0.712148096758594 |
| 8 | 0.193401244496806 | 0.386802488993613 | 0.806598755503194 |
| 9 | 0.106461421639365 | 0.212922843278731 | 0.893538578360635 |
| 10 | 0.175616853831131 | 0.351233707662261 | 0.82438314616887 |
| 11 | 0.54144043673801 | 0.91711912652398 | 0.45855956326199 |
| 12 | 0.429386031337651 | 0.858772062675303 | 0.570613968662349 |
| 13 | 0.423606126050554 | 0.847212252101107 | 0.576393873949447 |
| 14 | 0.330090038337786 | 0.660180076675572 | 0.669909961662214 |
| 15 | 0.488823017495928 | 0.977646034991856 | 0.511176982504072 |
| 16 | 0.649524109493816 | 0.700951781012369 | 0.350475890506184 |
| 17 | 0.589164169432 | 0.821671661136 | 0.410835830568 |
| 18 | 0.507330229815112 | 0.985339540369776 | 0.492669770184888 |
| 19 | 0.52086702466867 | 0.95826595066266 | 0.47913297533133 |
| 20 | 0.435367911440454 | 0.870735822880907 | 0.564632088559546 |
| 21 | 0.349357810518176 | 0.698715621036352 | 0.650642189481824 |
| 22 | 0.284784855484792 | 0.569569710969584 | 0.715215144515208 |
| 23 | 0.291053402989467 | 0.582106805978933 | 0.708946597010533 |
| 24 | 0.463753086658361 | 0.927506173316721 | 0.536246913341639 |
| 25 | 0.435537757917253 | 0.871075515834505 | 0.564462242082747 |
| 26 | 0.488088494140352 | 0.976176988280704 | 0.511911505859648 |
| 27 | 0.404317206211997 | 0.808634412423994 | 0.595682793788003 |
| 28 | 0.335144923218206 | 0.670289846436412 | 0.664855076781794 |
| 29 | 0.259903558094271 | 0.519807116188542 | 0.740096441905729 |
| 30 | 0.285732571258809 | 0.571465142517618 | 0.714267428741191 |
| 31 | 0.37703429686812 | 0.75406859373624 | 0.62296570313188 |
| 32 | 0.579680720724250 | 0.840638558551501 | 0.420319279275750 |
| 33 | 0.609678187866232 | 0.780643624267536 | 0.390321812133768 |
| 34 | 0.603366005641348 | 0.793267988717303 | 0.396633994358652 |
| 35 | 0.538185961341859 | 0.923628077316282 | 0.461814038658141 |
| 36 | 0.455811507659991 | 0.911623015319981 | 0.544188492340009 |
| 37 | 0.387450631491673 | 0.774901262983347 | 0.612549368508327 |
| 38 | 0.352442246609312 | 0.704884493218624 | 0.647557753390688 |
| 39 | 0.248748730543591 | 0.497497461087182 | 0.751251269456409 |
| 40 | 0.327574151253674 | 0.655148302507348 | 0.672425848746326 |
| 41 | 0.335389460973905 | 0.67077892194781 | 0.664610539026095 |
| 42 | 0.233835387688491 | 0.467670775376983 | 0.766164612311508 |
| 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 |
