| Multiple Linear Regression - Estimated Regression Equation |
| PS[t] = + 3.76393207604853 -0.00531741970536981SWS[t] + 0.00174503962468929L[t] + 0.00204744955906192Wb[t] -0.000115671074078297Wbr[t] -0.00689485090469952tg[t] + 0.967271429026893P[t] + 0.353700230106999S[t] -1.74310818493962D[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) | 3.76393207604853 | 0.838266 | 4.4901 | 9.8e-05 | 4.9e-05 |
| SWS | -0.00531741970536981 | 0.054998 | -0.0967 | 0.92362 | 0.46181 |
| L | 0.00174503962468929 | 0.010629 | 0.1642 | 0.870694 | 0.435347 |
| Wb | 0.00204744955906192 | 0.000553 | 3.7017 | 0.000861 | 0.00043 |
| Wbr | -0.000115671074078297 | 0.00015 | -0.7714 | 0.446496 | 0.223248 |
| tg | -0.00689485090469952 | 0.002357 | -2.9257 | 0.006492 | 0.003246 |
| P | 0.967271429026893 | 0.348161 | 2.7782 | 0.009336 | 0.004668 |
| S | 0.353700230106999 | 0.200057 | 1.768 | 0.087232 | 0.043616 |
| D | -1.74310818493962 | 0.436761 | -3.991 | 0.000391 | 0.000196 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.82293927732987 |
| R-squared | 0.67722905417221 |
| Adjusted R-squared | 0.591156801951466 |
| F-TEST (value) | 7.86814608307638 |
| F-TEST (DF numerator) | 8 |
| F-TEST (DF denominator) | 30 |
| p-value | 1.19270193654764e-05 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.898736554903028 |
| Sum Squared Residuals | 24.2318218535689 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 2 | 1.47617525505740 | 0.523824744942604 |
| 2 | 1.8 | 1.95108903504383 | -0.151089035043833 |
| 3 | 0.7 | 0.833877995578501 | -0.133877995578501 |
| 4 | 3.9 | 3.04962868012021 | 0.850371319879793 |
| 5 | 1 | 0.0597467883437154 | 0.940253211656285 |
| 6 | 3.6 | 3.255816812105 | 0.344183187894998 |
| 7 | 1.4 | 1.85499693624803 | -0.454996936248027 |
| 8 | 1.5 | 1.48473305310143 | 0.0152669468985724 |
| 9 | 0.7 | -0.202590671355916 | 0.902590671355916 |
| 10 | 2.1 | 3.02483446021604 | -0.924834460216041 |
| 11 | 4.1 | 2.60665295327698 | 1.49334704672302 |
| 12 | 1.2 | 2.05974097531031 | -0.859740975310309 |
| 13 | 0.5 | 0.693495101875079 | -0.193495101875079 |
| 14 | 3.4 | 3.37135666953201 | 0.0286433304679942 |
| 15 | 1.5 | 2.09478709544179 | -0.594787095441791 |
| 16 | 3.4 | 3.49175737093506 | -0.091757370935059 |
| 17 | 0.8 | 2.19551386218784 | -1.39551386218784 |
| 18 | 0.8 | 0.396641451145263 | 0.403358548854737 |
| 19 | 2 | 2.94374370000132 | -0.94374370000132 |
| 20 | 1.9 | 1.61719411583269 | 0.282805884167307 |
| 21 | 1.3 | 2.56869895547028 | -1.26869895547028 |
| 22 | 5.6 | 4.16442551108636 | 1.43557448891364 |
| 23 | 3.1 | 3.42290535233612 | -0.322905352336116 |
| 24 | 1.8 | 1.89368546789393 | -0.0936854678939286 |
| 25 | 0.9 | 0.892509244463343 | 0.00749075553665705 |
| 26 | 1.8 | 2.41015276761843 | -0.610152767618431 |
| 27 | 1.9 | 1.66732048257268 | 0.232679517427322 |
| 28 | 0.9 | 1.43475813832965 | -0.534758138329648 |
| 29 | 2.6 | 1.59752071761357 | 1.00247928238643 |
| 30 | 2.4 | 2.96385691244973 | -0.563856912449728 |
| 31 | 1.2 | 2.14176106450584 | -0.941761064505843 |
| 32 | 0.9 | 1.35033638889003 | -0.450336388890034 |
| 33 | 0.5 | 0.581837422015759 | -0.0818374220157593 |
| 34 | 0.6 | 0.621132916935961 | -0.0211329169359606 |
| 35 | 2.3 | 2.10317076141069 | 0.196829238589309 |
| 36 | 0.5 | 0.400856443013264 | 0.0991435569867363 |
| 37 | 2.6 | 3.50351471994264 | -0.90351471994264 |
| 38 | 0.6 | 0.265938923938107 | 0.334061076061893 |
| 39 | 6.6 | 4.15642616951705 | 2.44357383048295 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 12 | 0.718995987845077 | 0.562008024309846 | 0.281004012154923 |
| 13 | 0.765656825487195 | 0.468686349025611 | 0.234343174512805 |
| 14 | 0.673228807300865 | 0.65354238539827 | 0.326771192699135 |
| 15 | 0.538124451453313 | 0.923751097093375 | 0.461875548546687 |
| 16 | 0.407912412278524 | 0.815824824557049 | 0.592087587721476 |
| 17 | 0.507101936317242 | 0.985796127365516 | 0.492898063682758 |
| 18 | 0.400332156327258 | 0.800664312654517 | 0.599667843672742 |
| 19 | 0.372187333115874 | 0.744374666231748 | 0.627812666884126 |
| 20 | 0.264532359826374 | 0.529064719652747 | 0.735467640173626 |
| 21 | 0.451078822797717 | 0.902157645595434 | 0.548921177202283 |
| 22 | 0.540883349222293 | 0.918233301555414 | 0.459116650777707 |
| 23 | 0.466164029854748 | 0.932328059709496 | 0.533835970145252 |
| 24 | 0.34115954439447 | 0.68231908878894 | 0.65884045560553 |
| 25 | 0.235789676715257 | 0.471579353430515 | 0.764210323284743 |
| 26 | 0.180643714943359 | 0.361287429886719 | 0.81935628505664 |
| 27 | 0.1790268147802 | 0.3580536295604 | 0.8209731852198 |
| 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 |
