Multiple Linear Regression - Estimated Regression Equation |
wng[t] = + 2850.76591223988 + 2.49252485896077totWL[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) | 2850.76591223988 | 1194.301291 | 2.387 | 0.019907 | 0.009953 |
totWL | 2.49252485896077 | 2.13589 | 1.167 | 0.247485 | 0.123742 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.143252252118493 |
R-squared | 0.0205212077370203 |
Adjusted R-squared | 0.00545230324066681 |
F-TEST (value) | 1.36182479237201 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 65 |
p-value | 0.247484906516652 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 705.283778420669 |
Sum Squared Residuals | 32332638.5267168 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 3397 | 4251.56488297585 | -854.564882975851 |
2 | 3971 | 4249.07235811687 | -278.072358116870 |
3 | 4625 | 4234.11720896311 | 390.882791036894 |
4 | 4486 | 4206.69943551454 | 279.300564485463 |
5 | 4132 | 4189.25176150181 | -57.2517615018118 |
6 | 4685 | 4204.20691065558 | 480.793089344424 |
7 | 3172 | 4331.32567846258 | -1159.32567846258 |
8 | 4280 | 4373.69860106491 | -93.6986010649086 |
9 | 4207 | 4378.68365078283 | -171.683650782830 |
10 | 4158 | 4373.69860106491 | -215.698601064909 |
11 | 3933 | 4331.32567846258 | -398.325678462576 |
12 | 3151 | 4333.81820332154 | -1182.81820332154 |
13 | 3616 | 4323.8481038857 | -707.848103885693 |
14 | 4221 | 4318.86305416777 | -97.8630541677717 |
15 | 4436 | 4306.40042987297 | 129.599570127032 |
16 | 4807 | 4278.9826564244 | 528.0173435756 |
17 | 4849 | 4264.02750727064 | 584.972492729365 |
18 | 5024 | 4269.01255698856 | 754.987443011444 |
19 | 3521 | 4398.62384965452 | -877.623849654516 |
20 | 4650 | 4418.5640485262 | 231.435951473798 |
21 | 5393 | 4416.07152366724 | 976.928476332758 |
22 | 5147 | 4376.19112592387 | 770.80887407613 |
23 | 4845 | 4333.81820332154 | 511.181796678464 |
24 | 3995 | 4338.80325303946 | -343.803253039458 |
25 | 4493 | 4328.83315360361 | 164.166846396385 |
26 | 4680 | 4321.35557902673 | 358.644420973268 |
27 | 5463 | 4296.43033043712 | 1166.56966956288 |
28 | 4761 | 4281.47518128336 | 479.52481871664 |
29 | 5307 | 4278.9826564244 | 1028.0173435756 |
30 | 5069 | 4278.9826564244 | 790.0173435756 |
31 | 3501 | 4396.13132479556 | -895.131324795556 |
32 | 4952 | 4411.08647394932 | 540.91352605068 |
33 | 5152 | 4396.13132479556 | 755.868675204444 |
34 | 5317 | 4316.37052930881 | 1000.62947069119 |
35 | 5189 | 4261.53498241167 | 927.465017588326 |
36 | 4030 | 4239.10225868103 | -209.102258681027 |
37 | 4420 | 4249.07235811687 | 170.92764188313 |
38 | 4571 | 4219.16205980934 | 351.837940190659 |
39 | 4551 | 4176.78913720701 | 374.210862792992 |
40 | 4819 | 4161.83398805324 | 657.166011946757 |
41 | 5133 | 4124.44611516883 | 1008.55388483117 |
42 | 4532 | 4094.5358168613 | 437.464183138697 |
43 | 3339 | 4234.11720896311 | -895.117208963106 |
44 | 4380 | 4259.04245755271 | 120.957542447287 |
45 | 4632 | 4201.71438579662 | 430.285614203384 |
46 | 4719 | 4164.3265129122 | 554.673487087796 |
47 | 4212 | 4121.95359030987 | 90.046409690129 |
48 | 3615 | 4131.92368974571 | -516.923689745714 |
49 | 3420 | 4139.40126432260 | -719.401264322596 |
50 | 4571 | 4116.96854059195 | 454.031459408050 |
51 | 4407 | 4079.58066770754 | 327.419332292462 |
52 | 4386 | 4072.10309313066 | 313.896906869344 |
53 | 4386 | 4019.76007109248 | 366.239928907520 |
54 | 4744 | 4042.19279482313 | 701.807205176874 |
55 | 3185 | 4166.81903777117 | -981.819037771165 |
56 | 3890 | 4181.77418692493 | -291.774186924929 |
57 | 4520 | 4141.89378918156 | 378.106210818443 |
58 | 3990 | 4111.98349087403 | -121.983490874028 |
59 | 3809 | 4102.01339143818 | -293.013391438185 |
60 | 3236 | 4136.90873946364 | -900.908739463636 |
61 | 3551 | 4166.81903777117 | -615.819037771165 |
62 | 3264 | 4179.28166206597 | -915.281662065969 |
63 | 3579 | 4186.75923664285 | -607.759236642851 |
64 | 3537 | 4189.25176150181 | -652.251761501812 |
65 | 3038 | 4156.84893833532 | -1118.84893833532 |
66 | 2888 | 4186.75923664285 | -1298.75923664285 |
67 | 2198 | 4313.87800444985 | -2115.87800444985 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.28820444697216 | 0.57640889394432 | 0.71179555302784 |
6 | 0.185373323967342 | 0.370746647934684 | 0.814626676032658 |
7 | 0.102516541217132 | 0.205033082434265 | 0.897483458782868 |
8 | 0.248046787762369 | 0.496093575524739 | 0.75195321223763 |
9 | 0.194694698089121 | 0.389389396178243 | 0.805305301910879 |
10 | 0.130457815395840 | 0.260915630791681 | 0.86954218460416 |
11 | 0.0800119982694652 | 0.160023996538930 | 0.919988001730535 |
12 | 0.127993831752225 | 0.255987663504451 | 0.872006168247775 |
13 | 0.0970354303043047 | 0.194070860608609 | 0.902964569695695 |
14 | 0.0674344991695543 | 0.134868998339109 | 0.932565500830446 |
15 | 0.0529978761434145 | 0.105995752286829 | 0.947002123856586 |
16 | 0.0611170615804078 | 0.122234123160816 | 0.938882938419592 |
17 | 0.0642681401087376 | 0.128536280217475 | 0.935731859891262 |
18 | 0.0821371778262549 | 0.164274355652510 | 0.917862822173745 |
19 | 0.0704742057274205 | 0.140948411454841 | 0.92952579427258 |
20 | 0.0853278349024822 | 0.170655669804964 | 0.914672165097518 |
21 | 0.201169760950346 | 0.402339521900692 | 0.798830239049654 |
22 | 0.234299668904537 | 0.468599337809073 | 0.765700331095463 |
23 | 0.210246816067232 | 0.420493632134464 | 0.789753183932768 |
24 | 0.169371402317126 | 0.338742804634252 | 0.830628597682874 |
25 | 0.127974968802757 | 0.255949937605514 | 0.872025031197243 |
26 | 0.101211729902151 | 0.202423459804301 | 0.89878827009785 |
27 | 0.170054683405588 | 0.340109366811176 | 0.829945316594412 |
28 | 0.142908908235546 | 0.285817816471092 | 0.857091091764454 |
29 | 0.18703772149688 | 0.37407544299376 | 0.81296227850312 |
30 | 0.194691064623594 | 0.389382129247188 | 0.805308935376406 |
31 | 0.207209228784252 | 0.414418457568503 | 0.792790771215748 |
32 | 0.204496631067689 | 0.408993262135377 | 0.795503368932311 |
33 | 0.255810235054643 | 0.511620470109286 | 0.744189764945357 |
34 | 0.407007719723548 | 0.814015439447096 | 0.592992280276452 |
35 | 0.568574367583299 | 0.862851264833403 | 0.431425632416701 |
36 | 0.528051110441611 | 0.943897779116778 | 0.471948889558389 |
37 | 0.531520880823507 | 0.936958238352986 | 0.468479119176493 |
38 | 0.556441382537915 | 0.88711723492417 | 0.443558617462085 |
39 | 0.547712632276952 | 0.904574735446095 | 0.452287367723048 |
40 | 0.591618971633443 | 0.816762056733114 | 0.408381028366557 |
41 | 0.689635099574991 | 0.620729800850019 | 0.310364900425009 |
42 | 0.640610936798074 | 0.718778126403852 | 0.359389063201926 |
43 | 0.656983675938655 | 0.686032648122689 | 0.343016324061345 |
44 | 0.799180702148824 | 0.401638595702352 | 0.200819297851176 |
45 | 0.927764534708888 | 0.144470930582225 | 0.0722354652911124 |
46 | 0.983825689181224 | 0.0323486216375529 | 0.0161743108187765 |
47 | 0.978744201607347 | 0.0425115967853068 | 0.0212557983926534 |
48 | 0.973545212198063 | 0.0529095756038743 | 0.0264547878019372 |
49 | 0.972124109078888 | 0.0557517818422234 | 0.0278758909211117 |
50 | 0.979365086866953 | 0.0412698262660937 | 0.0206349131330469 |
51 | 0.967351078364922 | 0.0652978432701564 | 0.0326489216350782 |
52 | 0.94753433554424 | 0.104931328911518 | 0.0524656644557591 |
53 | 0.927745067439578 | 0.144509865120845 | 0.0722549325604225 |
54 | 0.895942377724367 | 0.208115244551267 | 0.104057622275633 |
55 | 0.886800965335589 | 0.226398069328822 | 0.113199034664411 |
56 | 0.891209897364687 | 0.217580205270626 | 0.108790102635313 |
57 | 0.980100655696227 | 0.0397986886075457 | 0.0198993443037728 |
58 | 0.968059109107007 | 0.063881781785987 | 0.0319408908929935 |
59 | 0.935180738547248 | 0.129638522905503 | 0.0648192614527516 |
60 | 0.914918264642208 | 0.170163470715584 | 0.0850817353577921 |
61 | 0.850862542493234 | 0.298274915013531 | 0.149137457506766 |
62 | 0.72654625037415 | 0.546907499251701 | 0.273453749625851 |
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 | 4 | 0.0689655172413793 | NOK |
10% type I error level | 8 | 0.137931034482759 | NOK |