| Multiple Linear Regression - Estimated Regression Equation |
| wgb[t] = -0.654242842014817 + 0.019802240862778nwwz[t] + 0.115514325372899M1[t] -0.0331641461955521M2[t] -0.0711162472541626M3[t] -0.0399296924308296M4[t] + 0.157593930497132M5[t] + 0.187462091072317M6[t] + 0.063535480327318M7[t] -0.180358170561477M8[t] -0.361215126822773M9[t] -0.43761811463981M10[t] -0.0704614379868511M11[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) | -0.654242842014817 | 1.06298 | -0.6155 | 0.540566 | 0.270283 |
| nwwz | 0.019802240862778 | 0.002321 | 8.5308 | 0 | 0 |
| M1 | 0.115514325372899 | 0.261117 | 0.4424 | 0.659801 | 0.3299 |
| M2 | -0.0331641461955521 | 0.272303 | -0.1218 | 0.903471 | 0.451736 |
| M3 | -0.0711162472541626 | 0.274768 | -0.2588 | 0.796658 | 0.398329 |
| M4 | -0.0399296924308296 | 0.272464 | -0.1466 | 0.883978 | 0.441989 |
| M5 | 0.157593930497132 | 0.271233 | 0.581 | 0.563397 | 0.281699 |
| M6 | 0.187462091072317 | 0.271398 | 0.6907 | 0.492401 | 0.2462 |
| M7 | 0.063535480327318 | 0.272251 | 0.2334 | 0.816267 | 0.408134 |
| M8 | -0.180358170561477 | 0.273216 | -0.6601 | 0.511697 | 0.255848 |
| M9 | -0.361215126822773 | 0.274991 | -1.3136 | 0.193997 | 0.096999 |
| M10 | -0.43761811463981 | 0.274407 | -1.5948 | 0.116016 | 0.058008 |
| M11 | -0.0704614379868511 | 0.269813 | -0.2611 | 0.794872 | 0.397436 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.789506840603015 |
| R-squared | 0.623321051358955 |
| Adjusted R-squared | 0.547985261630746 |
| F-TEST (value) | 8.2739034608614 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 60 |
| p-value | 6.42024722274925e-09 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.467235134244714 |
| Sum Squared Residuals | 13.0985202403605 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 8.4 | 7.77821264572484 | 0.621787354275162 |
| 2 | 8.4 | 7.58992969243083 | 0.810070307569171 |
| 3 | 8.4 | 7.39355966447 | 1.00644033553000 |
| 4 | 8.6 | 7.58316414619555 | 1.01683585380445 |
| 5 | 8.9 | 7.93910569602574 | 0.960894303974263 |
| 6 | 8.8 | 8.00857833832648 | 0.791421661673522 |
| 7 | 8.3 | 7.92425620930704 | 0.375743790692964 |
| 8 | 7.5 | 7.56154911324157 | -0.0615491132415728 |
| 9 | 7.2 | 7.3608899161175 | -0.160889916117498 |
| 10 | 7.4 | 7.36369589175157 | 0.0363041082484261 |
| 11 | 8.8 | 8.00808394048342 | 0.791916059516577 |
| 12 | 9.3 | 8.2369633053725 | 1.0630366946275 |
| 13 | 9.3 | 8.41188435333373 | 0.888115646666269 |
| 14 | 8.7 | 8.46122829039306 | 0.238771709606938 |
| 15 | 8.2 | 8.284660503295 | -0.0846605032950062 |
| 16 | 8.3 | 8.434660503295 | -0.134660503295005 |
| 17 | 8.5 | 8.63218412622297 | -0.132184126222968 |
| 18 | 8.6 | 8.70165676852371 | -0.101656768523709 |
| 19 | 8.5 | 8.55792791691593 | -0.0579279169159319 |
| 20 | 8.2 | 8.19522082085047 | 0.0047791791495312 |
| 21 | 8.1 | 7.9945616237264 | 0.105438376273605 |
| 22 | 7.9 | 7.93796087677214 | -0.0379608767721352 |
| 23 | 8.6 | 8.62195340722954 | -0.0219534072295426 |
| 24 | 8.7 | 8.6924148452164 | 0.0075851547836055 |
| 25 | 8.7 | 8.78812692972651 | -0.088126929726515 |
| 26 | 8.5 | 8.5206350129814 | -0.0206350129813956 |
| 27 | 8.4 | 8.36386946674612 | 0.0361305332538827 |
| 28 | 8.5 | 8.51386946674612 | -0.0138694667461181 |
| 29 | 8.7 | 8.77079981226241 | -0.0707998122624145 |
| 30 | 8.7 | 8.78086573197482 | -0.0808657319748216 |
| 31 | 8.6 | 8.57773015777871 | 0.0222698422212898 |
| 32 | 8.5 | 8.27442978430158 | 0.22557021569842 |
| 33 | 8.3 | 8.13317730976584 | 0.16682269023416 |
| 34 | 8 | 8.03697208108603 | -0.0369720810860255 |
| 35 | 8.2 | 8.70116237068065 | -0.501162370680655 |
| 36 | 8.1 | 8.7716238086675 | -0.671623808667506 |
| 37 | 8.1 | 8.78812692972651 | -0.688126929726515 |
| 38 | 8 | 8.28300812262806 | -0.283008122628060 |
| 39 | 7.9 | 8.04703361294167 | -0.147033612941669 |
| 40 | 7.9 | 8.05841792690222 | -0.158417926902224 |
| 41 | 8 | 8.29554603155574 | -0.295546031555742 |
| 42 | 8 | 8.20660074695426 | -0.206600746954259 |
| 43 | 7.9 | 7.8648494867187 | 0.0351505132812982 |
| 44 | 8 | 7.56154911324157 | 0.438450886758428 |
| 45 | 7.7 | 7.22227423007805 | 0.477725769921947 |
| 46 | 7.2 | 6.94784883363324 | 0.252151166366764 |
| 47 | 7.5 | 7.81006153185564 | -0.310061531855644 |
| 48 | 7.3 | 7.93992969243083 | -0.63992969243083 |
| 49 | 7 | 7.73860816399928 | -0.738608163999281 |
| 50 | 7 | 7.47111624725416 | -0.471116247254162 |
| 51 | 7 | 7.27474621929333 | -0.274746219293328 |
| 52 | 7.2 | 7.40494397843055 | -0.204943978430550 |
| 53 | 7.3 | 7.66187432394685 | -0.361874323946846 |
| 54 | 7.1 | 7.57292903934536 | -0.472929039345364 |
| 55 | 6.8 | 7.29058450169814 | -0.490584501698141 |
| 56 | 6.4 | 7.02688860994657 | -0.626888609946566 |
| 57 | 6.1 | 6.60840476333194 | -0.508404763331936 |
| 58 | 6.5 | 6.63101297982879 | -0.131012979828788 |
| 59 | 7.7 | 7.45362119632564 | 0.246378803674360 |
| 60 | 7.9 | 7.52408263431249 | 0.375917365687508 |
| 61 | 7.5 | 7.40197006933206 | 0.098029930667945 |
| 62 | 6.9 | 7.17408263431249 | -0.274082634312492 |
| 63 | 6.6 | 7.13613053325388 | -0.536130533253882 |
| 64 | 6.9 | 7.40494397843055 | -0.50494397843055 |
| 65 | 7.7 | 7.8004900099863 | -0.100490009986292 |
| 66 | 8 | 7.92936937487537 | 0.0706306251246328 |
| 67 | 8 | 7.88465172758148 | 0.11534827241852 |
| 68 | 7.7 | 7.68036255841824 | 0.0196374415817599 |
| 69 | 7.3 | 7.38069215698028 | -0.0806921569802773 |
| 70 | 7.4 | 7.48250933692824 | -0.0825093369282414 |
| 71 | 8.1 | 8.3051175534251 | -0.205117553425095 |
| 72 | 8.3 | 8.43498571400028 | -0.134985714000279 |
| 73 | 8.2 | 8.29307090815706 | -0.0930709081570652 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.863465141652694 | 0.273069716694611 | 0.136534858347306 |
| 17 | 0.841057600577712 | 0.317884798844575 | 0.158942399422288 |
| 18 | 0.759605710688824 | 0.480788578622352 | 0.240394289311176 |
| 19 | 0.665317603525141 | 0.669364792949717 | 0.334682396474859 |
| 20 | 0.734250763929938 | 0.531498472140124 | 0.265749236070062 |
| 21 | 0.82457734757269 | 0.350845304854619 | 0.175422652427310 |
| 22 | 0.781599832946927 | 0.436800334106146 | 0.218400167053073 |
| 23 | 0.734975623879527 | 0.530048752240946 | 0.265024376120473 |
| 24 | 0.777029695819125 | 0.445940608361749 | 0.222970304180875 |
| 25 | 0.726410448602794 | 0.547179102794413 | 0.273589551397206 |
| 26 | 0.65791087516154 | 0.684178249676921 | 0.342089124838460 |
| 27 | 0.586093342171736 | 0.827813315656527 | 0.413906657828264 |
| 28 | 0.506075992810186 | 0.987848014379628 | 0.493924007189814 |
| 29 | 0.422544948606026 | 0.845089897212053 | 0.577455051393974 |
| 30 | 0.340637464549535 | 0.68127492909907 | 0.659362535450465 |
| 31 | 0.274193675809119 | 0.548387351618238 | 0.725806324190881 |
| 32 | 0.320985356846449 | 0.641970713692899 | 0.679014643153551 |
| 33 | 0.345762718600344 | 0.691525437200687 | 0.654237281399656 |
| 34 | 0.289387089364079 | 0.578774178728158 | 0.710612910635921 |
| 35 | 0.331986111833099 | 0.663972223666197 | 0.668013888166901 |
| 36 | 0.54322988129537 | 0.91354023740926 | 0.45677011870463 |
| 37 | 0.668786322883308 | 0.662427354233384 | 0.331213677116692 |
| 38 | 0.648998125487406 | 0.702003749025189 | 0.351001874512595 |
| 39 | 0.60667937767992 | 0.78664124464016 | 0.39332062232008 |
| 40 | 0.581782999628601 | 0.836434000742799 | 0.418217000371399 |
| 41 | 0.583007827035757 | 0.833984345928486 | 0.416992172964243 |
| 42 | 0.568272295237384 | 0.863455409525233 | 0.431727704762617 |
| 43 | 0.523585793711755 | 0.95282841257649 | 0.476414206288245 |
| 44 | 0.5593329155924 | 0.881334168815199 | 0.440667084407599 |
| 45 | 0.624894914562858 | 0.750210170874285 | 0.375105085437142 |
| 46 | 0.597946368588682 | 0.804107262822636 | 0.402053631411318 |
| 47 | 0.627906160493576 | 0.744187679012847 | 0.372093839506424 |
| 48 | 0.822945360806356 | 0.354109278387288 | 0.177054639193644 |
| 49 | 0.940780476296832 | 0.118439047406336 | 0.059219523703168 |
| 50 | 0.931340377711374 | 0.137319244577252 | 0.068659622288626 |
| 51 | 0.908752439860178 | 0.182495120279643 | 0.0912475601398217 |
| 52 | 0.876533102619551 | 0.246933794760898 | 0.123466897380449 |
| 53 | 0.829000285735263 | 0.341999428529474 | 0.170999714264737 |
| 54 | 0.81955288081474 | 0.360894238370518 | 0.180447119185259 |
| 55 | 0.831953526911647 | 0.336092946176706 | 0.168046473088353 |
| 56 | 0.897965164806293 | 0.204069670387415 | 0.102034835193707 |
| 57 | 0.949248262969845 | 0.101503474060309 | 0.0507517370301546 |
| 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 |
