| Multiple Linear Regression - Estimated Regression Equation |
| WLH[t] = + 238.252733996356 + 0.216708479297129Faill[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) | 238.252733996356 | 60.643639 | 3.9287 | 0.00023 | 0.000115 |
| Faill | 0.216708479297129 | 0.085236 | 2.5425 | 0.013699 | 0.00685 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.316661441317002 |
| R-squared | 0.100274468416961 |
| Adjusted R-squared | 0.0847619592517364 |
| F-TEST (value) | 6.46410373389184 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 58 |
| p-value | 0.0136994828546096 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 126.218132664543 |
| Sum Squared Residuals | 923998.986772809 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 493 | 410.969391996168 | 82.0306080038316 |
| 2 | 514 | 420.287856605944 | 93.7121433940557 |
| 3 | 522 | 452.360711541919 | 69.6392884580807 |
| 4 | 490 | 415.736978540705 | 74.2630214592955 |
| 5 | 484 | 418.33748029227 | 65.6625197077299 |
| 6 | 506 | 434.157199280960 | 71.8428007190395 |
| 7 | 501 | 414.653436144219 | 86.3465638557811 |
| 8 | 462 | 411.186100475465 | 50.8138995245352 |
| 9 | 465 | 417.687354854379 | 47.3126451456213 |
| 10 | 454 | 409.235724161791 | 44.7642758382094 |
| 11 | 464 | 439.791619742686 | 24.2083802573142 |
| 12 | 427 | 399.48384259342 | 27.5161574065802 |
| 13 | 460 | 418.554188771567 | 41.4458112284328 |
| 14 | 473 | 417.253937895784 | 55.7460621042156 |
| 15 | 465 | 434.807324718852 | 30.1926752811481 |
| 16 | 422 | 406.418513930928 | 15.5814860690720 |
| 17 | 415 | 419.204314209459 | -4.20431420945858 |
| 18 | 413 | 393.199296693803 | 19.8007033061969 |
| 19 | 420 | 396.233215403963 | 23.7667845960371 |
| 20 | 363 | 397.100049321151 | -34.1000493211514 |
| 21 | 376 | 397.750174759043 | -21.7501747590428 |
| 22 | 380 | 392.549171255912 | -12.5491712559117 |
| 23 | 384 | 392.332462776615 | -8.33246277661458 |
| 24 | 346 | 382.797289687541 | -36.7972896875409 |
| 25 | 389 | 411.402808954762 | -22.4028089547619 |
| 26 | 407 | 381.497038811758 | 25.5029611882419 |
| 27 | 393 | 388.215001669969 | 4.78499833003087 |
| 28 | 346 | 378.896537060193 | -32.8965370601926 |
| 29 | 348 | 396.233215403963 | -48.2332154039629 |
| 30 | 353 | 373.04540811917 | -20.0454081191701 |
| 31 | 364 | 383.664123604729 | -19.6641236047294 |
| 32 | 305 | 375.862618350033 | -70.8626183500328 |
| 33 | 307 | 378.679828580895 | -71.6798285808955 |
| 34 | 312 | 399.700551072717 | -87.700551072717 |
| 35 | 312 | 373.478825077764 | -61.4788250777644 |
| 36 | 286 | 341.622678621086 | -55.6226786210864 |
| 37 | 324 | 392.115754297317 | -68.1157542973175 |
| 38 | 336 | 349.857600834377 | -13.8576008343773 |
| 39 | 327 | 338.155342952332 | -11.1553429523323 |
| 40 | 302 | 366.110736781662 | -64.110736781662 |
| 41 | 299 | 328.186752904664 | -29.1867529046644 |
| 42 | 311 | 358.309231526965 | -47.3092315269653 |
| 43 | 315 | 365.027194385176 | -50.0271943851763 |
| 44 | 264 | 349.424183875783 | -85.424183875783 |
| 45 | 278 | 366.327445260959 | -88.3274452609591 |
| 46 | 278 | 359.826190882045 | -81.8261908820452 |
| 47 | 287 | 386.481333835592 | -99.4813338355921 |
| 48 | 279 | 383.013998166838 | -104.013998166838 |
| 49 | 324 | 410.535975037573 | -86.5359750375734 |
| 50 | 354 | 406.418513930928 | -52.418513930928 |
| 51 | 354 | 238.469442475653 | 115.530557524347 |
| 52 | 43 | 316.267786543322 | -273.267786543322 |
| 53 | 964 | 316.917911981214 | 647.082088018786 |
| 54 | 762 | 321.685498525751 | 440.314501474249 |
| 55 | 1 | 244.753988375270 | -243.753988375270 |
| 56 | 412 | 441.74199605636 | -29.74199605636 |
| 57 | 370 | 407.068639368819 | -37.0686393688193 |
| 58 | 389 | 437.19111799112 | -48.1911179911203 |
| 59 | 395 | 420.071148126647 | -25.0711481266471 |
| 60 | 417 | 427.655944902047 | -10.6559449020466 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0011277187527187 | 0.0022554375054374 | 0.998872281247281 |
| 6 | 8.81814211320073e-05 | 0.000176362842264015 | 0.999911818578868 |
| 7 | 7.81653814919834e-06 | 1.56330762983967e-05 | 0.99999218346185 |
| 8 | 8.14725325849e-06 | 1.629450651698e-05 | 0.999991852746742 |
| 9 | 3.46965149368275e-06 | 6.9393029873655e-06 | 0.999996530348506 |
| 10 | 1.11093389761539e-06 | 2.22186779523078e-06 | 0.999998889066102 |
| 11 | 1.42874121514483e-06 | 2.85748243028966e-06 | 0.999998571258785 |
| 12 | 8.10401047048716e-07 | 1.62080209409743e-06 | 0.999999189598953 |
| 13 | 1.86262954734251e-07 | 3.72525909468502e-07 | 0.999999813737045 |
| 14 | 3.10543974762305e-08 | 6.21087949524611e-08 | 0.999999968945603 |
| 15 | 1.14127892855033e-08 | 2.28255785710066e-08 | 0.99999998858721 |
| 16 | 7.3077962604366e-09 | 1.46155925208732e-08 | 0.999999992692204 |
| 17 | 1.31805677265179e-08 | 2.63611354530358e-08 | 0.999999986819432 |
| 18 | 3.47676554661281e-09 | 6.95353109322562e-09 | 0.999999996523234 |
| 19 | 7.63215965606024e-10 | 1.52643193121205e-09 | 0.999999999236784 |
| 20 | 1.95816192594289e-09 | 3.91632385188578e-09 | 0.999999998041838 |
| 21 | 1.20706745816785e-09 | 2.41413491633570e-09 | 0.999999998792933 |
| 22 | 3.61139313402538e-10 | 7.22278626805076e-10 | 0.99999999963886 |
| 23 | 8.8828207892772e-11 | 1.77656415785544e-10 | 0.999999999911172 |
| 24 | 2.92388479345311e-11 | 5.84776958690621e-11 | 0.999999999970761 |
| 25 | 2.1894089654191e-11 | 4.3788179308382e-11 | 0.999999999978106 |
| 26 | 7.42032769866762e-12 | 1.48406553973352e-11 | 0.99999999999258 |
| 27 | 1.47534690156053e-12 | 2.95069380312107e-12 | 0.999999999998525 |
| 28 | 3.52445018511716e-13 | 7.04890037023432e-13 | 0.999999999999648 |
| 29 | 2.93423532089552e-13 | 5.86847064179105e-13 | 0.999999999999707 |
| 30 | 5.52353921970559e-14 | 1.10470784394112e-13 | 0.999999999999945 |
| 31 | 1.04884204868252e-14 | 2.09768409736505e-14 | 0.99999999999999 |
| 32 | 5.22185070394647e-15 | 1.04437014078929e-14 | 0.999999999999995 |
| 33 | 2.54186069252230e-15 | 5.08372138504461e-15 | 0.999999999999997 |
| 34 | 1.43645484572826e-14 | 2.87290969145651e-14 | 0.999999999999986 |
| 35 | 3.28640866936711e-15 | 6.57281733873422e-15 | 0.999999999999997 |
| 36 | 9.85039092685998e-16 | 1.97007818537200e-15 | 0.999999999999999 |
| 37 | 6.51629956158993e-16 | 1.30325991231799e-15 | 1 |
| 38 | 3.49314705933293e-16 | 6.98629411866586e-16 | 1 |
| 39 | 2.42532771602973e-16 | 4.85065543205947e-16 | 1 |
| 40 | 5.8135822242872e-17 | 1.16271644485744e-16 | 1 |
| 41 | 2.38280133980836e-17 | 4.76560267961672e-17 | 1 |
| 42 | 4.26737446507367e-18 | 8.53474893014733e-18 | 1 |
| 43 | 7.8763835726494e-19 | 1.57527671452988e-18 | 1 |
| 44 | 2.07143090489578e-19 | 4.14286180979155e-19 | 1 |
| 45 | 9.17795290887289e-20 | 1.83559058177458e-19 | 1 |
| 46 | 2.54265175016614e-20 | 5.08530350033227e-20 | 1 |
| 47 | 4.36690132325945e-20 | 8.7338026465189e-20 | 1 |
| 48 | 6.29670328253349e-20 | 1.25934065650670e-19 | 1 |
| 49 | 1.44194349826495e-19 | 2.8838869965299e-19 | 1 |
| 50 | 5.37556069305754e-20 | 1.07511213861151e-19 | 1 |
| 51 | 2.65973607893268e-16 | 5.31947215786536e-16 | 1 |
| 52 | 5.32400859033375e-13 | 1.06480171806675e-12 | 0.999999999999468 |
| 53 | 0.00413011958480449 | 0.00826023916960897 | 0.995869880415196 |
| 54 | 0.998213854110998 | 0.00357229177800346 | 0.00178614588900173 |
| 55 | 0.997485974289856 | 0.00502805142028888 | 0.00251402571014444 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 51 | 1 | NOK |
| 5% type I error level | 51 | 1 | NOK |
| 10% type I error level | 51 | 1 | NOK |
