| Multiple Linear Regression - Estimated Regression Equation |
| wng[t] = + 736.698080235686 + 5.16139244290088totWL[t] + 195.970674997014M1[t] + 611.72911395432M2[t] + 951.907384311828M3[t] + 938.709072302566M4[t] + 1001.07035961969M5[t] + 1002.61308103147M6[t] -599.144832296955M7[t] + 632.996201124087M8[t] + 1028.81645462161M9[t] + 993.701898242288M10[t] + 804.587341862962M11[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) | 736.698080235686 | 1089.648673 | 0.6761 | 0.50187 | 0.250935 |
| totWL | 5.16139244290088 | 1.909489 | 2.703 | 0.009167 | 0.004583 |
| M1 | 195.970674997014 | 334.430424 | 0.586 | 0.560328 | 0.280164 |
| M2 | 611.72911395432 | 334.389113 | 1.8294 | 0.072864 | 0.036432 |
| M3 | 951.907384311828 | 334.840109 | 2.8429 | 0.006299 | 0.003149 |
| M4 | 938.709072302566 | 335.631909 | 2.7968 | 0.007135 | 0.003568 |
| M5 | 1001.07035961969 | 337.948978 | 2.9622 | 0.004534 | 0.002267 |
| M6 | 1002.61308103147 | 337.207887 | 2.9733 | 0.004396 | 0.002198 |
| M7 | -599.144832296955 | 338.744274 | -1.7687 | 0.082588 | 0.041294 |
| M8 | 632.996201124087 | 356.404709 | 1.7761 | 0.081357 | 0.040679 |
| M9 | 1028.81645462161 | 353.439483 | 2.9109 | 0.005227 | 0.002614 |
| M10 | 993.701898242288 | 350.135446 | 2.838 | 0.006382 | 0.003191 |
| M11 | 804.587341862962 | 349.284459 | 2.3035 | 0.025126 | 0.012563 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.707918320713642 |
| R-squared | 0.501148348802023 |
| Adjusted R-squared | 0.390292426313583 |
| F-TEST (value) | 4.52071786109835 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 54 |
| p-value | 5.36987071211303e-05 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 552.219682679157 |
| Sum Squared Residuals | 16467115.2086665 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 3397 | 3833.37130814302 | -436.37130814302 |
| 2 | 3971 | 4243.96835465741 | -272.968354657405 |
| 3 | 4625 | 4553.17827035751 | 71.821729642493 |
| 4 | 4486 | 4483.20464147634 | 2.79535852366338 |
| 5 | 4132 | 4509.43618169316 | -377.436181693156 |
| 6 | 4685 | 4541.94725776234 | 143.052742237658 |
| 7 | 3172 | 3203.42035902186 | -31.4203590218569 |
| 8 | 4280 | 4523.30506397222 | -243.305063972216 |
| 9 | 4207 | 4929.44810235555 | -722.448102355546 |
| 10 | 4158 | 4884.01076109042 | -726.010761090418 |
| 11 | 3933 | 4607.15253318178 | -674.152533181776 |
| 12 | 3151 | 3807.72658376172 | -656.726583761715 |
| 13 | 3616 | 3983.05168898713 | -367.051688987125 |
| 14 | 4221 | 4388.48734305863 | -167.48734305863 |
| 15 | 4436 | 4702.85865120163 | -266.858651201633 |
| 16 | 4807 | 4632.88502232046 | 174.114977679538 |
| 17 | 4849 | 4664.27795498018 | 184.722045019817 |
| 18 | 5024 | 4676.14346127776 | 347.856538722235 |
| 19 | 3521 | 3342.77795498018 | 178.222045019817 |
| 20 | 4650 | 4616.21012794443 | 33.7898720555683 |
| 21 | 5393 | 5006.86898899906 | 386.131011000941 |
| 22 | 5147 | 4889.17215353332 | 257.827846466682 |
| 23 | 4845 | 4612.31392562468 | 232.686074375323 |
| 24 | 3995 | 3818.04936864752 | 176.950631352483 |
| 25 | 4493 | 3993.37447387293 | 499.625526127073 |
| 26 | 4680 | 4393.64873550153 | 286.351264498469 |
| 27 | 5463 | 4682.21308143003 | 780.78691856997 |
| 28 | 4761 | 4638.04641476336 | 122.953585236637 |
| 29 | 5307 | 4695.24630963759 | 611.753690362412 |
| 30 | 5069 | 4696.78903104937 | 372.210968950631 |
| 31 | 3501 | 3337.61656253728 | 163.383437462718 |
| 32 | 4952 | 4600.72595061573 | 351.274049384271 |
| 33 | 5152 | 4965.57784945585 | 186.422150544149 |
| 34 | 5317 | 4765.2987349037 | 551.701265096303 |
| 35 | 5189 | 4462.63354478055 | 726.366455219449 |
| 36 | 4030 | 3611.59367093148 | 418.406329068519 |
| 37 | 4420 | 3828.2099157001 | 591.790084299901 |
| 38 | 4571 | 4182.03164534259 | 388.968354657405 |
| 39 | 4551 | 4434.46624417079 | 116.533755829213 |
| 40 | 4819 | 4390.29957750412 | 428.70042249588 |
| 41 | 5133 | 4375.23997817773 | 757.760021822267 |
| 42 | 4532 | 4314.8459902747 | 217.154009725297 |
| 43 | 3339 | 3002.12605374872 | 336.873946251275 |
| 44 | 4380 | 4285.88101159878 | 94.1189884012246 |
| 45 | 4632 | 4562.98923890958 | 69.0107610904175 |
| 46 | 4719 | 4450.45379588674 | 268.546204113257 |
| 47 | 4212 | 4173.5955679781 | 38.4044320218986 |
| 48 | 3615 | 3389.65379588674 | 225.346204113257 |
| 49 | 3420 | 3601.10864821246 | -181.108648212460 |
| 50 | 4571 | 3970.41455518366 | 600.585444816342 |
| 51 | 4407 | 4233.17193889765 | 173.828061102347 |
| 52 | 4386 | 4204.48944955969 | 181.510550440312 |
| 53 | 4386 | 4158.4614955759 | 227.538504424104 |
| 54 | 4744 | 4206.45674897378 | 537.543251026215 |
| 55 | 3185 | 2862.7684577904 | 322.231542209599 |
| 56 | 3890 | 4125.87784586885 | -235.877845868848 |
| 57 | 4520 | 4439.11582027996 | 80.8841797200387 |
| 58 | 3990 | 4342.06455458582 | -352.064554585824 |
| 59 | 3809 | 4132.30442843489 | -323.304428434895 |
| 60 | 3236 | 3399.97658077255 | -163.976580772545 |
| 61 | 3551 | 3657.88396508437 | -106.883965084370 |
| 62 | 3264 | 4099.44936625618 | -835.44936625618 |
| 63 | 3579 | 4455.11181394239 | -876.11181394239 |
| 64 | 3537 | 4447.07489437603 | -910.07489437603 |
| 65 | 3038 | 4442.33807993545 | -1404.33807993545 |
| 66 | 2888 | 4505.81751066204 | -1617.81751066204 |
| 67 | 2198 | 3167.29061192155 | -969.290611921553 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.0298166347754024 | 0.0596332695508049 | 0.970183365224598 |
| 17 | 0.0381059153949387 | 0.0762118307898774 | 0.961894084605061 |
| 18 | 0.0129220981454203 | 0.0258441962908407 | 0.98707790185458 |
| 19 | 0.00396367605017963 | 0.00792735210035925 | 0.99603632394982 |
| 20 | 0.00138381136773344 | 0.00276762273546689 | 0.998616188632267 |
| 21 | 0.0208965016823982 | 0.0417930033647965 | 0.979103498317602 |
| 22 | 0.0481606278241969 | 0.0963212556483939 | 0.951839372175803 |
| 23 | 0.0648411216446742 | 0.129682243289348 | 0.935158878355326 |
| 24 | 0.0688027577633309 | 0.137605515526662 | 0.93119724223667 |
| 25 | 0.0734021499738658 | 0.146804299947732 | 0.926597850026134 |
| 26 | 0.0488679081216265 | 0.097735816243253 | 0.951132091878373 |
| 27 | 0.0597387199206228 | 0.119477439841246 | 0.940261280079377 |
| 28 | 0.036795669881755 | 0.07359133976351 | 0.963204330118245 |
| 29 | 0.0292835886717609 | 0.0585671773435219 | 0.97071641132824 |
| 30 | 0.0196443842268674 | 0.0392887684537349 | 0.980355615773133 |
| 31 | 0.0113588430143201 | 0.0227176860286402 | 0.98864115698568 |
| 32 | 0.00806318573972838 | 0.0161263714794568 | 0.991936814260272 |
| 33 | 0.005294716825304 | 0.010589433650608 | 0.994705283174696 |
| 34 | 0.0148047588514267 | 0.0296095177028534 | 0.985195241148573 |
| 35 | 0.0547563157763535 | 0.109512631552707 | 0.945243684223646 |
| 36 | 0.0710065518436408 | 0.142013103687282 | 0.92899344815636 |
| 37 | 0.124163637283985 | 0.248327274567971 | 0.875836362716015 |
| 38 | 0.143521244890784 | 0.287042489781569 | 0.856478755109215 |
| 39 | 0.133488070519016 | 0.266976141038032 | 0.866511929480984 |
| 40 | 0.16190410193069 | 0.32380820386138 | 0.83809589806931 |
| 41 | 0.481587884180515 | 0.96317576836103 | 0.518412115819485 |
| 42 | 0.454580511197527 | 0.909161022395054 | 0.545419488802473 |
| 43 | 0.434095589690401 | 0.868191179380803 | 0.565904410309598 |
| 44 | 0.561033033994982 | 0.877933932010036 | 0.438966966005018 |
| 45 | 0.53916892208731 | 0.92166215582538 | 0.46083107791269 |
| 46 | 0.808642323730585 | 0.382715352538831 | 0.191357676269415 |
| 47 | 0.822034839479632 | 0.355930321040736 | 0.177965160520368 |
| 48 | 0.761287939261534 | 0.477424121476931 | 0.238712060738466 |
| 49 | 0.709764808190449 | 0.580470383619103 | 0.290235191809551 |
| 50 | 0.837039902733413 | 0.325920194533174 | 0.162960097266587 |
| 51 | 0.708989568789716 | 0.582020862420567 | 0.291010431210284 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 2 | 0.0555555555555556 | NOK |
| 5% type I error level | 9 | 0.25 | NOK |
| 10% type I error level | 15 | 0.416666666666667 | NOK |
