| Multiple Linear Regression - Estimated Regression Equation |
| PS[t] = -88.2745862297676 + 0.85459151446654SWS[t] + 0.0141510400094479L[t] -0.0210073835664919Wb[t] + 0.00242742421534035Wbr[t] + 0.0344938766541348Tg[t] -9.18488699988642P[t] -1.64139874995665S[t] + 44.1134440268902D[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) | -88.2745862297676 | 51.817459 | -1.7036 | 0.094319 | 0.04716 |
| SWS | 0.85459151446654 | 0.055676 | 15.3493 | 0 | 0 |
| L | 0.0141510400094479 | 0.093199 | 0.1518 | 0.879892 | 0.439946 |
| Wb | -0.0210073835664919 | 0.035368 | -0.594 | 0.555067 | 0.277533 |
| Wbr | 0.00242742421534035 | 0.023306 | 0.1042 | 0.917441 | 0.458721 |
| Tg | 0.0344938766541348 | 0.082084 | 0.4202 | 0.676018 | 0.338009 |
| P | -9.18488699988642 | 42.276019 | -0.2173 | 0.82884 | 0.41442 |
| S | -1.64139874995665 | 28.36796 | -0.0579 | 0.954077 | 0.477038 |
| D | 44.1134440268902 | 56.064845 | 0.7868 | 0.434886 | 0.217443 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.917484263475886 |
| R-squared | 0.84177737372589 |
| Adjusted R-squared | 0.817894713156213 |
| F-TEST (value) | 35.2463818371503 |
| F-TEST (DF numerator) | 8 |
| F-TEST (DF denominator) | 53 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 170.137619942577 |
| Sum Squared Residuals | 1534180.91514542 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | -999 | -948.555734397745 | -50.4442656022554 |
| 2 | 2 | 37.766027579621 | -35.766027579621 |
| 3 | -999 | -906.419798398121 | -92.5802016018793 |
| 4 | -999 | -872.158442128454 | -126.841557871546 |
| 5 | 1.8 | 34.3804058209194 | -32.5804058209194 |
| 6 | 0.7 | 59.4559002880928 | -58.7559002880928 |
| 7 | 3.9 | -40.0084185014815 | 43.9084185014815 |
| 8 | 1 | 58.6773685901521 | -57.6773685901521 |
| 9 | 3.6 | -44.7516181513736 | 48.3516181513736 |
| 10 | 1.4 | -39.2808532238033 | 40.6808532238033 |
| 11 | 1.5 | 49.0585403430402 | -47.5585403430402 |
| 12 | 0.7 | 82.2715756265265 | -81.5715756265265 |
| 13 | 2.7 | -62.1659754055349 | 64.8659754055349 |
| 14 | -999 | -765.33280193653 | -233.667198063469 |
| 15 | 2.1 | -48.1039976337015 | 50.2039976337015 |
| 16 | 0 | -12.6797386497890 | 12.6797386497890 |
| 17 | 4.1 | -6.04692769999016 | 10.1469276999902 |
| 18 | 1.2 | -9.28727862928346 | 10.4872786292835 |
| 19 | 1.3 | -86.4921753374576 | 87.7921753374576 |
| 20 | 6.1 | -80.1564769290836 | 86.2564769290836 |
| 21 | 0.3 | -770.844195454929 | 771.144195454929 |
| 22 | 0.5 | 86.0675612535235 | -85.5675612535235 |
| 23 | 3.4 | -19.2362536457809 | 22.6362536457809 |
| 24 | -999 | -907.762948532286 | -91.2370514677144 |
| 25 | 1.5 | -43.9770656646382 | 45.4770656646382 |
| 26 | -999 | -906.795110878667 | -92.2048891213328 |
| 27 | 3.4 | 6.48846071687167 | -3.08846071687167 |
| 28 | 0.8 | 46.0991705063716 | -45.2991705063716 |
| 29 | 0.8 | 82.8418537549773 | -82.0418537549773 |
| 30 | -999 | -906.677612698009 | -92.3223873019911 |
| 31 | -999 | -800.54975061075 | -198.450249389250 |
| 32 | 1.4 | 46.3308528574831 | -44.9308528574831 |
| 33 | 2 | -37.6255242686179 | 39.6255242686179 |
| 34 | 1.9 | -37.2477084637491 | 39.1477084637491 |
| 35 | 2.4 | -70.2619758171777 | 72.6619758171777 |
| 36 | 2.8 | 9.4548924711331 | -6.6548924711331 |
| 37 | 1.3 | 16.5556559300260 | -15.2556559300260 |
| 38 | 2 | 15.9772565180949 | -13.9772565180949 |
| 39 | 5.6 | -51.9146901125783 | 57.5146901125783 |
| 40 | 3.1 | -47.767718998135 | 50.867718998135 |
| 41 | 1 | -764.126855550669 | 765.126855550669 |
| 42 | 1.8 | -3.68398191286392 | 5.48398191286392 |
| 43 | 0.9 | 59.6388520115793 | -58.7388520115793 |
| 44 | 1.8 | -9.1252318056447 | 10.9252318056447 |
| 45 | 1.9 | 51.1812843319288 | -49.2812843319288 |
| 46 | 0.9 | 85.8715237845047 | -84.9715237845047 |
| 47 | -999 | -873.065175796665 | -125.934824203335 |
| 48 | 2.6 | 24.7179674910241 | -22.1179674910241 |
| 49 | 2.4 | -46.6978180934293 | 49.0978180934293 |
| 50 | 1.2 | -9.80406504626527 | 11.0040650462653 |
| 51 | 0.9 | -8.95481673579382 | 9.85481673579382 |
| 52 | 0.5 | 25.2371635871362 | -24.7371635871362 |
| 53 | -999 | -770.234235058669 | -228.765764941331 |
| 54 | 0.6 | 85.6463836264685 | -85.0463836264685 |
| 55 | -999 | -872.152093055055 | -126.847906944945 |
| 56 | 2.2 | -56.7302538146704 | 58.9302538146704 |
| 57 | 2.3 | -8.53764732954419 | 10.8376473295442 |
| 58 | 0.5 | 26.0499352037866 | -25.5499352037866 |
| 59 | 2.6 | -17.9813151443079 | 20.5813151443079 |
| 60 | 0.6 | 62.4410920436442 | -61.8410920436442 |
| 61 | 6.6 | -52.7722350622920 | 59.372235062292 |
| 62 | -999 | -925.64320776337 | -73.3567922366303 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 12 | 5.36097740204358e-06 | 1.07219548040872e-05 | 0.999994639022598 |
| 13 | 9.9420744223825e-08 | 1.9884148844765e-07 | 0.999999900579256 |
| 14 | 3.20571633008408e-09 | 6.41143266016816e-09 | 0.999999996794284 |
| 15 | 1.43235542769210e-10 | 2.86471085538421e-10 | 0.999999999856764 |
| 16 | 2.33405127437992e-12 | 4.66810254875984e-12 | 0.999999999997666 |
| 17 | 4.98649667663027e-14 | 9.97299335326055e-14 | 0.99999999999995 |
| 18 | 7.72314644137551e-16 | 1.5446292882751e-15 | 1 |
| 19 | 2.31599083003553e-17 | 4.63198166007106e-17 | 1 |
| 20 | 3.89231698142273e-19 | 7.78463396284546e-19 | 1 |
| 21 | 0.975254145233265 | 0.0494917095334701 | 0.0247458547667350 |
| 22 | 0.9632157901293 | 0.0735684197413995 | 0.0367842098706998 |
| 23 | 0.942926572736458 | 0.114146854527083 | 0.0570734272635417 |
| 24 | 0.921344673653232 | 0.157310652693536 | 0.0786553263467682 |
| 25 | 0.895768791875893 | 0.208462416248214 | 0.104231208124107 |
| 26 | 0.875297008283259 | 0.249405983433483 | 0.124702991716741 |
| 27 | 0.827237559106788 | 0.345524881786424 | 0.172762440893212 |
| 28 | 0.769990128516175 | 0.460019742967650 | 0.230009871483825 |
| 29 | 0.960558703152776 | 0.0788825936944473 | 0.0394412968472236 |
| 30 | 0.97448802326309 | 0.0510239534738175 | 0.0255119767369087 |
| 31 | 0.97350113396139 | 0.0529977320772216 | 0.0264988660386108 |
| 32 | 0.957749537030227 | 0.0845009259395454 | 0.0422504629697727 |
| 33 | 0.935412755235149 | 0.129174489529702 | 0.0645872447648512 |
| 34 | 0.995091412374848 | 0.0098171752503045 | 0.00490858762515224 |
| 35 | 0.991643360694292 | 0.0167132786114149 | 0.00835663930570746 |
| 36 | 0.998437299864542 | 0.0031254002709167 | 0.00156270013545835 |
| 37 | 0.996823707418168 | 0.00635258516366445 | 0.00317629258183222 |
| 38 | 0.994500249805242 | 0.0109995003895171 | 0.00549975019475853 |
| 39 | 0.989195408167737 | 0.0216091836645258 | 0.0108045918322629 |
| 40 | 0.9795822485883 | 0.0408355028233974 | 0.0204177514116987 |
| 41 | 1 | 7.67736743576481e-21 | 3.83868371788240e-21 |
| 42 | 1 | 8.10011098887752e-20 | 4.05005549443876e-20 |
| 43 | 1 | 3.68639715456012e-18 | 1.84319857728006e-18 |
| 44 | 1 | 1.87616458510490e-16 | 9.38082292552452e-17 |
| 45 | 0.999999999999997 | 6.39865620817963e-15 | 3.19932810408982e-15 |
| 46 | 0.999999999999805 | 3.88939445767356e-13 | 1.94469722883678e-13 |
| 47 | 0.999999999984824 | 3.03514858741092e-11 | 1.51757429370546e-11 |
| 48 | 0.999999999155808 | 1.68838441101755e-09 | 8.44192205508777e-10 |
| 49 | 0.999999926592543 | 1.46814914756517e-07 | 7.34074573782586e-08 |
| 50 | 0.999994784992048 | 1.04300159049695e-05 | 5.21500795248477e-06 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 22 | 0.564102564102564 | NOK |
| 5% type I error level | 27 | 0.692307692307692 | NOK |
| 10% type I error level | 32 | 0.82051282051282 | NOK |
