| Multiple Linear Regression - Estimated Regression Equation |
| SWS[t] = + 11.6991082572146 -1.81485800690488`log(wB)`[t] -0.80621684494493D[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) | 11.6991082572146 | 0.941095 | 12.4314 | 0 | 0 |
| `log(wB)` | -1.81485800690488 | 0.37295 | -4.8662 | 2.3e-05 | 1.1e-05 |
| D | -0.80621684494493 | 0.336956 | -2.3927 | 0.022068 | 0.011034 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.757704432788026 |
| R-squared | 0.574116007466625 |
| Adjusted R-squared | 0.550455785659215 |
| F-TEST (value) | 24.2650306552421 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 36 |
| p-value | 2.12443624469927e-07 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.66067300355413 |
| Sum Squared Residuals | 254.850509946304 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6.3 | 9.28045772237976 | -2.98045772237976 |
| 2 | 14.3 | 9.9054852461689 | 4.3945147538311 |
| 3 | 9.1 | 6.6171837921534 | 2.48281620784660 |
| 4 | 15.8 | 13.8661188392417 | 1.93388116075833 |
| 5 | 10.9 | 9.95186212767735 | 0.948137872322653 |
| 6 | 8.3 | 7.77616679240762 | 0.523833207592384 |
| 7 | 11 | 9.14866026138075 | 1.85133973861925 |
| 8 | 3.2 | 2.82697559739747 | 0.373024402602528 |
| 9 | 2.1 | 2.29278187503463 | -0.192781875034626 |
| 10 | 7.4 | 9.75524222606728 | -2.35524222606728 |
| 11 | 9.5 | 11.355205868411 | -1.85520586841099 |
| 12 | 3.3 | 5.05126738551809 | -1.75126738551809 |
| 13 | 5.7 | 10.3134229267074 | -4.61342292670739 |
| 14 | 7.4 | 8.44332840100322 | -1.04332840100322 |
| 15 | 11 | 11.7578321172428 | -0.757832117242839 |
| 16 | 6.6 | 10.2774705895906 | -3.6774705895906 |
| 17 | 2.1 | 2.73734883472647 | -0.637348834726474 |
| 18 | 17.9 | 14.5226074260794 | 3.37739257392063 |
| 19 | 12.8 | 9.9054852461689 | 2.8945147538311 |
| 20 | 6.1 | 7.63995443955738 | -1.53995443955738 |
| 21 | 6.3 | 12.9344977785572 | -6.63449777855719 |
| 22 | 11.9 | 12.2536851493518 | -0.353685149351812 |
| 23 | 13.8 | 10.4746591994364 | 3.3253408005636 |
| 24 | 15.2 | 10.6651787056057 | 4.53482129439431 |
| 25 | 10 | 6.65938287052996 | 3.34061712947004 |
| 26 | 11.9 | 9.70643459200802 | 2.19356540799198 |
| 27 | 6.5 | 4.33037377541092 | 2.16962622458908 |
| 28 | 7.5 | 6.94581943722218 | 0.554180562777824 |
| 29 | 10.6 | 10.2837838229171 | 0.316216177082946 |
| 30 | 8.4 | 8.57578894285432 | -0.175788942854321 |
| 31 | 4.9 | 8.27084676856456 | -3.37084676856456 |
| 32 | 4.7 | 7.39126989144522 | -2.69126989144522 |
| 33 | 3.2 | 4.50237991505178 | -1.30237991505178 |
| 34 | 10.4 | 11.0874755426948 | -0.687475542694808 |
| 35 | 5.2 | 4.47407604725566 | 0.725923952744342 |
| 36 | 11 | 10.1697224697207 | 0.83027753027934 |
| 37 | 4.9 | 8.73413101656119 | -3.83413101656119 |
| 38 | 13.2 | 11.8706255423720 | 1.32937445762802 |
| 39 | 9.7 | 7.34501081752652 | 2.35498918247348 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.712187297047807 | 0.575625405904386 | 0.287812702952193 |
| 7 | 0.596031223525094 | 0.807937552949812 | 0.403968776474906 |
| 8 | 0.443469128931932 | 0.886938257863865 | 0.556530871068068 |
| 9 | 0.314913526582911 | 0.629827053165823 | 0.685086473417089 |
| 10 | 0.383692952446822 | 0.767385904893644 | 0.616307047553178 |
| 11 | 0.363932053014753 | 0.727864106029507 | 0.636067946985247 |
| 12 | 0.302725784819767 | 0.605451569639534 | 0.697274215180233 |
| 13 | 0.50641653095497 | 0.98716693809006 | 0.49358346904503 |
| 14 | 0.407596150242852 | 0.815192300485703 | 0.592403849757148 |
| 15 | 0.312033548730936 | 0.624067097461871 | 0.687966451269064 |
| 16 | 0.372820763043955 | 0.74564152608791 | 0.627179236956045 |
| 17 | 0.283998429583053 | 0.567996859166107 | 0.716001570416946 |
| 18 | 0.346617731441024 | 0.693235462882047 | 0.653382268558976 |
| 19 | 0.355475947953017 | 0.710951895906034 | 0.644524052046983 |
| 20 | 0.295696172264001 | 0.591392344528002 | 0.704303827735999 |
| 21 | 0.73928215316679 | 0.52143569366642 | 0.26071784683321 |
| 22 | 0.665948840429005 | 0.668102319141989 | 0.334051159570995 |
| 23 | 0.697428441221424 | 0.605143117557151 | 0.302571558778576 |
| 24 | 0.841280720470354 | 0.317438559059292 | 0.158719279529646 |
| 25 | 0.871135156406998 | 0.257729687186004 | 0.128864843593002 |
| 26 | 0.874577454800607 | 0.250845090398786 | 0.125422545199393 |
| 27 | 0.88112605464357 | 0.23774789071286 | 0.11887394535643 |
| 28 | 0.80943485156326 | 0.38113029687348 | 0.19056514843674 |
| 29 | 0.712547966647726 | 0.574904066704548 | 0.287452033352274 |
| 30 | 0.606569922585567 | 0.786860154828867 | 0.393430077414433 |
| 31 | 0.632457806636151 | 0.735084386727698 | 0.367542193363849 |
| 32 | 0.542014255236293 | 0.915971489527415 | 0.457985744763707 |
| 33 | 0.401089754188767 | 0.802179508377534 | 0.598910245811233 |
| 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 |
