| Multiple Linear Regression - Estimated Regression Equation |
| PS[t] = + 1.07450648731235 -0.30353842338954`log(tg)`[t] -0.110510549532776D[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) | 1.07450648731235 | 0.128751 | 8.3456 | 0 | 0 |
| `log(tg)` | -0.30353842338954 | 0.068904 | -4.4052 | 9.1e-05 | 4.5e-05 |
| D | -0.110510549532776 | 0.022191 | -4.98 | 1.6e-05 | 8e-06 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.809090998321991 |
| R-squared | 0.654628243565676 |
| Adjusted R-squared | 0.63544092376377 |
| F-TEST (value) | 34.1177533039616 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 36 |
| p-value | 4.88835505407792e-09 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.181764412120409 |
| Sum Squared Residuals | 1.1893788544852 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 0.30103 | 0.250256092946953 | 0.0507739070530467 |
| 2 | 0.491362 | 0.332884918636511 | 0.158477081363489 |
| 3 | -0.1549 | -0.0520968109364791 | -0.102803189063521 |
| 4 | 0.591065 | 0.495311364376488 | 0.0957536356235119 |
| 5 | 0.556303 | 0.41782711103784 | 0.13847588896216 |
| 6 | 0.146128 | 0.247120137107797 | -0.100992137107797 |
| 7 | 0.176091 | 0.0104472812029353 | 0.165643718797065 |
| 8 | -0.1549 | -0.221323833089728 | 0.0664238330897276 |
| 9 | 0.255273 | -0.215980241108726 | 0.471253241108726 |
| 10 | 0.380211 | 0.443124003243124 | -0.0629130032431244 |
| 11 | 0.079181 | 0.222374369103736 | -0.143193369103736 |
| 12 | -0.30103 | -0.13680355909691 | -0.16422644090309 |
| 13 | -0.04576 | 0.139508379518391 | -0.185268379518391 |
| 14 | -0.09691 | 0.0762270929356825 | -0.173137092935682 |
| 15 | 0.531479 | 0.487988701874987 | 0.0434902981250134 |
| 16 | 0.612784 | 0.360766642479729 | 0.252017357520271 |
| 17 | -0.09691 | -0.244887520897458 | 0.147977520897458 |
| 18 | 0.30103 | 0.448293262593448 | -0.147263262593448 |
| 19 | 0.819544 | 0.616101444580122 | 0.203442555419878 |
| 20 | 0.278754 | 0.227456918040622 | 0.0512970819593776 |
| 21 | 0.322219 | 0.471277192012504 | -0.149058192012504 |
| 22 | 0.113943 | 0.35482507980465 | -0.24088207980465 |
| 23 | 0.748188 | 0.636423342026051 | 0.111764657973949 |
| 24 | 0.255273 | 0.202052471657806 | 0.0532205283421939 |
| 25 | -0.04576 | -0.044562987267951 | -0.00119701273204905 |
| 26 | 0.255273 | 0.47999653518714 | -0.22472353518714 |
| 27 | 0.278754 | 0.00696266010242336 | 0.271791339897577 |
| 28 | -0.04576 | 0.0692686765422486 | -0.115028676542249 |
| 29 | 0.414973 | 0.341630264539906 | 0.0733427354600936 |
| 30 | 0.079181 | 0.181196346586711 | -0.102015346586711 |
| 31 | -0.30103 | 0.0289978299856157 | -0.330027829985616 |
| 32 | 0.176091 | 0.207772451283811 | -0.0316814512838109 |
| 33 | -0.22185 | -0.139450414148867 | -0.082399585851133 |
| 34 | 0.531479 | 0.303706173921617 | 0.227772826078383 |
| 35 | 0 | -0.154698868810612 | 0.154698868810612 |
| 36 | 0.361728 | 0.313748540696689 | 0.0479794593033109 |
| 37 | -0.30103 | 0.0445238203419908 | -0.345553820341991 |
| 38 | 0.414973 | 0.348773839371608 | 0.066199160628392 |
| 39 | -0.22185 | -0.0724187083824092 | -0.149431291617591 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.126093163986034 | 0.252186327972069 | 0.873906836013966 |
| 7 | 0.182768172892472 | 0.365536345784944 | 0.817231827107528 |
| 8 | 0.113488776768757 | 0.226977553537514 | 0.886511223231243 |
| 9 | 0.648840530269541 | 0.702318939460919 | 0.351159469730459 |
| 10 | 0.556864484453938 | 0.886271031092124 | 0.443135515546062 |
| 11 | 0.574487204558017 | 0.851025590883965 | 0.425512795441983 |
| 12 | 0.603514503715096 | 0.792970992569809 | 0.396485496284904 |
| 13 | 0.651735261857199 | 0.696529476285602 | 0.348264738142801 |
| 14 | 0.620196784430336 | 0.759606431139328 | 0.379803215569664 |
| 15 | 0.541217796021757 | 0.917564407956485 | 0.458782203978243 |
| 16 | 0.616875819452815 | 0.76624836109437 | 0.383124180547185 |
| 17 | 0.578070852677363 | 0.843858294645274 | 0.421929147322637 |
| 18 | 0.542183895040078 | 0.915632209919844 | 0.457816104959922 |
| 19 | 0.555602566624057 | 0.888794866751885 | 0.444397433375943 |
| 20 | 0.471903745227357 | 0.943807490454714 | 0.528096254772643 |
| 21 | 0.431447192612803 | 0.862894385225606 | 0.568552807387197 |
| 22 | 0.49772660973334 | 0.99545321946668 | 0.50227339026666 |
| 23 | 0.429611641866445 | 0.85922328373289 | 0.570388358133555 |
| 24 | 0.350234525407368 | 0.700469050814737 | 0.649765474592631 |
| 25 | 0.262275326483493 | 0.524550652966985 | 0.737724673516507 |
| 26 | 0.329935865028444 | 0.659871730056887 | 0.670064134971556 |
| 27 | 0.515680071625035 | 0.968639856749931 | 0.484319928374965 |
| 28 | 0.467518223532937 | 0.935036447065873 | 0.532481776467063 |
| 29 | 0.367170643632647 | 0.734341287265295 | 0.632829356367353 |
| 30 | 0.271750570114724 | 0.543501140229448 | 0.728249429885276 |
| 31 | 0.390286934394304 | 0.780573868788609 | 0.609713065605695 |
| 32 | 0.282116606863679 | 0.564233213727359 | 0.71788339313632 |
| 33 | 0.210961971016463 | 0.421923942032927 | 0.789038028983537 |
| 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 |
