| Multiple Linear Regression - Estimated Regression Equation |
| PSS[t] = + 10.2762770653839 -0.115368910871645G[t] -0.034037448000849T[t] + 0.0258113556187272`T-G`[t] + 1.21566788645044HPP[t] -0.233157283641214`HPP-G`[t] + 1.08065169306244TGYW[t] + 0.0279738297900176`TGYW-G`[t] -0.706210467475046POP[t] + 0.0201781082769364`POP-G`[t] -0.779717192161222IDT[t] + 0.112898678160323`IDT-G `[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) | 10.2762770653839 | 0.569076 | 18.0578 | 0 | 0 |
| G | -0.115368910871645 | 0.014626 | -7.8882 | 0 | 0 |
| T | -0.034037448000849 | 0.012952 | -2.6279 | 0.011161 | 0.00558 |
| `T-G` | 0.0258113556187272 | 0.023488 | 1.0989 | 0.276682 | 0.138341 |
| HPP | 1.21566788645044 | 0.196742 | 6.179 | 0 | 0 |
| `HPP-G` | -0.233157283641214 | 0.217404 | -1.0725 | 0.288283 | 0.144141 |
| TGYW | 1.08065169306244 | 0.183667 | 5.8837 | 0 | 0 |
| `TGYW-G` | 0.0279738297900176 | 0.193194 | 0.1448 | 0.885411 | 0.442705 |
| POP | -0.706210467475046 | 0.198308 | -3.5612 | 0.00078 | 0.00039 |
| `POP-G` | 0.0201781082769364 | 0.193512 | 0.1043 | 0.917339 | 0.458669 |
| IDT | -0.779717192161222 | 0.165482 | -4.7118 | 1.8e-05 | 9e-06 |
| `IDT-G ` | 0.112898678160323 | 0.243858 | 0.463 | 0.645247 | 0.322623 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.986956099413074 |
| R-squared | 0.974082342168669 |
| Adjusted R-squared | 0.968802819277101 |
| F-TEST (value) | 184.501963941569 |
| F-TEST (DF numerator) | 11 |
| F-TEST (DF denominator) | 54 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.976960556198783 |
| Sum Squared Residuals | 51.5404041318847 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 14 | 14.1593430366491 | -0.159343036649138 |
| 2 | 18 | 18.3435035220866 | -0.343503522086643 |
| 3 | 11 | 11.4511820632625 | -0.451182063262535 |
| 4 | 12 | 11.9202663787174 | 0.07973362128259 |
| 5 | 16 | 16.2460060994724 | -0.246006099472436 |
| 6 | 18 | 18.2073537300832 | -0.207353730083249 |
| 7 | 14 | 14.6920035438345 | -0.69200354383447 |
| 8 | 14 | 14.7314728205198 | -0.731472820519797 |
| 9 | 15 | 15.1027113390928 | -0.102711339092772 |
| 10 | 15 | 15.0686738910919 | -0.0686738910919228 |
| 11 | 17 | 16.8378894174101 | 0.162110582589931 |
| 12 | 19 | 18.7828462342394 | 0.217153765760621 |
| 13 | 10 | 10.1584747400738 | -0.158474740073768 |
| 14 | 16 | 15.7122412912498 | 0.287758708750251 |
| 15 | 18 | 18.275457923663 | -0.275457923663007 |
| 16 | 14 | 14.335282559448 | -0.335282559447990 |
| 17 | 14 | 13.8852494582143 | 0.114750541785695 |
| 18 | 17 | 16.5832364676226 | 0.41676353237738 |
| 19 | 14 | 13.4654179549929 | 0.534582045007081 |
| 20 | 16 | 15.9439672975339 | 0.0560327024661264 |
| 21 | 18 | 16.9998538439354 | 1.00014615606460 |
| 22 | 11 | 10.8779772759326 | 0.122022724067418 |
| 23 | 14 | 14.0123881824329 | -0.0123881824328886 |
| 24 | 12 | 11.8905540729933 | 0.109445927006671 |
| 25 | 17 | 16.5966092040171 | 0.40339079598287 |
| 26 | 9 | 9.12088363090492 | -0.120883630904922 |
| 27 | 16 | 15.5976464164437 | 0.402353583556341 |
| 28 | 14 | 13.9772171358166 | 0.0227828641833592 |
| 29 | 15 | 14.722896879977 | 0.277103120022986 |
| 30 | 11 | 11.0395694627813 | -0.0395694627813440 |
| 31 | 16 | 15.4345391761365 | 0.565460823863461 |
| 32 | 13 | 13.2211544785248 | -0.221154478524814 |
| 33 | 17 | 16.1461814722961 | 0.853818527703937 |
| 34 | 15 | 14.2517751390715 | 0.748224860928453 |
| 35 | 14 | 14.1789868041877 | -0.178986804187676 |
| 36 | 16 | 15.5236115850046 | 0.476388414995437 |
| 37 | 9 | 9.7360370177535 | -0.736037017753507 |
| 38 | 15 | 14.3985338773879 | 0.601466122612143 |
| 39 | 17 | 16.3779074785802 | 0.622092521419813 |
| 40 | 13 | 13.1361318942706 | -0.136131894270630 |
| 41 | 15 | 14.7964487638958 | 0.203551236104156 |
| 42 | 16 | 15.0601272481272 | 0.9398727518728 |
| 43 | 16 | 15.7625071819408 | 0.237492818059173 |
| 44 | 12 | 12.4364090107412 | -0.436409010741242 |
| 45 | 12 | 13.7035673272813 | -1.70356732728132 |
| 46 | 3 | 4.71839414864835 | -1.71839414864835 |
| 47 | 4 | 4.43275716005653 | -0.432757160056531 |
| 48 | 4 | 4.52257170303608 | -0.522571703036082 |
| 49 | 5 | 4.33077117640792 | 0.66922882359208 |
| 50 | 4 | 6.15203190796087 | -2.15203190796087 |
| 51 | 3 | 4.05404389076897 | -1.05404389076897 |
| 52 | 3 | 6.29533950531307 | -3.29533950531307 |
| 53 | 4 | 4.12645907299968 | -0.126459072999681 |
| 54 | 3 | 3.92177050869039 | -0.921770508690391 |
| 55 | 4 | 4.95151233823011 | -0.95151233823011 |
| 56 | 4 | 3.39443696221173 | 0.605563037788271 |
| 57 | 4 | 3.27690557716879 | 0.723094422831207 |
| 58 | 3 | 3.24862398883875 | -0.248623988838746 |
| 59 | 3 | 3.64719788223852 | -0.647197882238522 |
| 60 | 3 | 3.21396560043436 | -0.213965600434361 |
| 61 | 3 | 0.313229205304118 | 2.68677079469588 |
| 62 | 4 | 4.44045804769021 | -0.440458047690209 |
| 63 | 4 | 2.98248422595853 | 1.01751577404147 |
| 64 | 4 | 2.67103588174798 | 1.32896411825202 |
| 65 | 4 | 2.46121972101417 | 1.53878027898583 |
| 66 | 3 | 0.942697165588096 | 2.05730283441190 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 15 | 3.27546150420365e-46 | 6.55092300840731e-46 | 1 |
| 16 | 8.96407902070025e-63 | 1.79281580414005e-62 | 1 |
| 17 | 1.26195156110071e-74 | 2.52390312220143e-74 | 1 |
| 18 | 5.28098335318425e-89 | 1.05619667063685e-88 | 1 |
| 19 | 1.44388085084654e-102 | 2.88776170169308e-102 | 1 |
| 20 | 3.53228177085652e-121 | 7.06456354171305e-121 | 1 |
| 21 | 3.53852669562443e-138 | 7.07705339124886e-138 | 1 |
| 22 | 9.99809141128964e-148 | 1.99961828225793e-147 | 1 |
| 23 | 1.18439747930645e-163 | 2.36879495861291e-163 | 1 |
| 24 | 3.04689969793533e-180 | 6.09379939587067e-180 | 1 |
| 25 | 1.26134831717725e-199 | 2.5226966343545e-199 | 1 |
| 26 | 3.41948288701283e-206 | 6.83896577402565e-206 | 1 |
| 27 | 2.85018361786788e-224 | 5.70036723573576e-224 | 1 |
| 28 | 8.97161354570427e-238 | 1.79432270914085e-237 | 1 |
| 29 | 3.42299848787061e-253 | 6.84599697574122e-253 | 1 |
| 30 | 3.19620151350113e-261 | 6.39240302700226e-261 | 1 |
| 31 | 4.50685558632148e-290 | 9.01371117264295e-290 | 1 |
| 32 | 9.852684624043e-293 | 1.9705369248086e-292 | 1 |
| 33 | 1.08199317552590e-309 | 2.16398635105179e-309 | 1 |
| 34 | 1.48219693752374e-323 | 2.96439387504748e-323 | 1 |
| 35 | 0 | 0 | 1 |
| 36 | 0 | 0 | 1 |
| 37 | 0 | 0 | 1 |
| 38 | 0 | 0 | 1 |
| 39 | 0 | 0 | 1 |
| 40 | 0 | 0 | 1 |
| 41 | 0 | 0 | 1 |
| 42 | 0 | 0 | 1 |
| 43 | 0 | 0 | 1 |
| 44 | 0 | 0 | 1 |
| 45 | 1 | 4.79493237056467e-129 | 2.39746618528234e-129 |
| 46 | 1 | 6.50526225231077e-118 | 3.25263112615539e-118 |
| 47 | 1 | 4.95022766509705e-98 | 2.47511383254853e-98 |
| 48 | 1 | 2.48072570741738e-87 | 1.24036285370869e-87 |
| 49 | 1 | 1.2838600417397e-74 | 6.4193002086985e-75 |
| 50 | 1 | 2.67871065317829e-58 | 1.33935532658914e-58 |
| 51 | 1 | 4.92610463050927e-44 | 2.46305231525464e-44 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 37 | 1 | NOK |
| 5% type I error level | 37 | 1 | NOK |
| 10% type I error level | 37 | 1 | NOK |
