| Multiple Linear Regression - Estimated Regression Equation |
| WLVrouw[t] = + 0.296585938911984 + 1.18461955539490WLMan[t] -0.163386951021142M1[t] -0.176002168805350M2[t] -0.175385866618471M3[t] -0.251077173323694M4[t] -0.230460871136815M5[t] + 0.106463039942166M6[t] + 0.577845653352611M7[t] + 0.814153262244713M8[t] + 0.625230435568408M9[t] + 0.422154346647389M10[t] + 0.160616302186879M11[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) | 0.296585938911984 | 0.891151 | 0.3328 | 0.740756 | 0.370378 |
| WLMan | 1.18461955539490 | 0.120968 | 9.7928 | 0 | 0 |
| M1 | -0.163386951021142 | 0.366244 | -0.4461 | 0.657563 | 0.328782 |
| M2 | -0.176002168805350 | 0.36538 | -0.4817 | 0.632257 | 0.316129 |
| M3 | -0.175385866618471 | 0.36175 | -0.4848 | 0.630051 | 0.315026 |
| M4 | -0.251077173323694 | 0.359998 | -0.6974 | 0.488963 | 0.244482 |
| M5 | -0.230460871136815 | 0.360445 | -0.6394 | 0.525681 | 0.26284 |
| M6 | 0.106463039942166 | 0.36255 | 0.2937 | 0.770318 | 0.385159 |
| M7 | 0.577845653352611 | 0.360217 | 1.6042 | 0.115379 | 0.057689 |
| M8 | 0.814153262244713 | 0.360323 | 2.2595 | 0.028529 | 0.014264 |
| M9 | 0.625230435568408 | 0.360055 | 1.7365 | 0.089029 | 0.044515 |
| M10 | 0.422154346647389 | 0.360217 | 1.1719 | 0.247126 | 0.123563 |
| M11 | 0.160616302186879 | 0.360907 | 0.445 | 0.658338 | 0.329169 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.857152142532385 |
| R-squared | 0.734709795447858 |
| Adjusted R-squared | 0.666976126200503 |
| F-TEST (value) | 10.8470396423496 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 47 |
| p-value | 7.15501657921891e-10 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.569091184718763 |
| Sum Squared Residuals | 15.2216444966564 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 9.9 | 9.84707934212903 | 0.0529206578709704 |
| 2 | 9.8 | 9.59754021326586 | 0.202459786734140 |
| 3 | 9.3 | 9.00584673775529 | 0.294153262244714 |
| 4 | 8.3 | 8.10092174227363 | 0.19907825772637 |
| 5 | 8 | 7.76615217784204 | 0.233847822157961 |
| 6 | 8.5 | 8.22153804446051 | 0.278461955539491 |
| 7 | 10.4 | 9.87754021326586 | 0.522459786734141 |
| 8 | 11.1 | 10.5876956443159 | 0.512304355684076 |
| 9 | 10.9 | 10.5172347731791 | 0.382765226820893 |
| 10 | 10 | 9.84031086210013 | 0.159689137899873 |
| 11 | 9.2 | 9.34184890656064 | -0.141848906560637 |
| 12 | 9.2 | 9.29969455991325 | -0.0996945599132482 |
| 13 | 9.5 | 9.37323151997109 | 0.126768480028914 |
| 14 | 9.6 | 9.36061630218688 | 0.239383697813121 |
| 15 | 9.5 | 9.36123260437376 | 0.138767395626243 |
| 16 | 9.1 | 8.93015543105006 | 0.169844568949936 |
| 17 | 8.9 | 8.95077173323694 | -0.0507717332369422 |
| 18 | 9 | 8.81384782215796 | 0.186152177842038 |
| 19 | 10.1 | 9.75907825772637 | 0.340921742273630 |
| 20 | 10.3 | 9.99538586661847 | 0.304614133381529 |
| 21 | 10.2 | 9.92492499548166 | 0.275075004518344 |
| 22 | 9.6 | 9.84031086210013 | -0.240310862100128 |
| 23 | 9.2 | 9.57877281763962 | -0.378772817639618 |
| 24 | 9.3 | 9.65508042653172 | -0.355080426531719 |
| 25 | 9.4 | 9.72861738658956 | -0.328617386589557 |
| 26 | 9.4 | 9.83446412434484 | -0.434464124344839 |
| 27 | 9.2 | 9.83508042653172 | -0.635080426531719 |
| 28 | 9 | 9.7593891198265 | -0.759389119826495 |
| 29 | 9 | 9.4246195553949 | -0.424619555394904 |
| 30 | 9 | 9.05077173323694 | -0.0507717332369427 |
| 31 | 9.8 | 9.04830652448943 | 0.751693475510573 |
| 32 | 10 | 8.92922826676306 | 1.07077173323694 |
| 33 | 9.8 | 8.85876739562624 | 0.941232604373758 |
| 34 | 9.3 | 8.8926152177842 | 0.407384782215796 |
| 35 | 9 | 8.74953912886318 | 0.250460871136816 |
| 36 | 9 | 8.7073847822158 | 0.292615217784204 |
| 37 | 9.1 | 8.66245978673414 | 0.437540213265855 |
| 38 | 9.1 | 8.53138261341045 | 0.568617386589554 |
| 39 | 9.1 | 8.29507500451834 | 0.804924995481655 |
| 40 | 9.2 | 8.33784565335261 | 0.862154346647388 |
| 41 | 8.8 | 8.12153804446051 | 0.678461955539491 |
| 42 | 8.3 | 7.98461413338153 | 0.315385866618471 |
| 43 | 8.4 | 8.81138261341045 | -0.411382613410446 |
| 44 | 8.1 | 8.92922826676306 | -0.829228266763058 |
| 45 | 7.7 | 8.50338152900777 | -0.803381529007772 |
| 46 | 7.9 | 8.18184348454726 | -0.281843484547261 |
| 47 | 7.9 | 7.80184348454726 | 0.098156515452739 |
| 48 | 8 | 7.99661304897885 | 0.0033869510211461 |
| 49 | 7.9 | 8.18861196457618 | -0.288611964576182 |
| 50 | 7.6 | 8.17599674679198 | -0.575996746791976 |
| 51 | 7.1 | 7.70276522682089 | -0.602765226820893 |
| 52 | 6.8 | 7.2716880534972 | -0.471688053497198 |
| 53 | 6.5 | 6.9369184890656 | -0.436918489065606 |
| 54 | 6.9 | 7.62922826676306 | -0.729228266763057 |
| 55 | 8.2 | 9.4036923911079 | -1.2036923911079 |
| 56 | 8.7 | 9.7584619555395 | -1.05846195553949 |
| 57 | 8.3 | 9.09569130670522 | -0.795691306705223 |
| 58 | 7.9 | 7.94491957346828 | -0.0449195734682802 |
| 59 | 7.5 | 7.3279956623893 | 0.172004337610700 |
| 60 | 7.8 | 7.64122718236038 | 0.158772817639617 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.000799521810440798 | 0.00159904362088160 | 0.99920047818956 |
| 17 | 0.000127273900555300 | 0.000254547801110599 | 0.999872726099445 |
| 18 | 9.71119706706775e-06 | 1.94223941341355e-05 | 0.999990288802933 |
| 19 | 1.01515311228863e-05 | 2.03030622457726e-05 | 0.999989848468877 |
| 20 | 1.71536414015028e-05 | 3.43072828030056e-05 | 0.999982846358598 |
| 21 | 4.87530487090242e-06 | 9.75060974180483e-06 | 0.99999512469513 |
| 22 | 1.04166642238664e-05 | 2.08333284477329e-05 | 0.999989583335776 |
| 23 | 3.45664558554298e-06 | 6.91329117108595e-06 | 0.999996543354414 |
| 24 | 1.13991183044283e-06 | 2.27982366088566e-06 | 0.99999886008817 |
| 25 | 2.02724219872099e-06 | 4.05448439744197e-06 | 0.999997972757801 |
| 26 | 1.08666994673026e-05 | 2.17333989346052e-05 | 0.999989133300533 |
| 27 | 4.40266258162927e-05 | 8.80532516325853e-05 | 0.999955973374184 |
| 28 | 4.7261875777638e-05 | 9.4523751555276e-05 | 0.999952738124222 |
| 29 | 2.27139628012158e-05 | 4.54279256024317e-05 | 0.999977286037199 |
| 30 | 7.12912774126124e-06 | 1.42582554825225e-05 | 0.999992870872259 |
| 31 | 7.92154843528608e-06 | 1.58430968705722e-05 | 0.999992078451565 |
| 32 | 9.28785398419062e-05 | 0.000185757079683812 | 0.999907121460158 |
| 33 | 0.000889464235785608 | 0.00177892847157122 | 0.999110535764214 |
| 34 | 0.000372510731767637 | 0.000745021463535275 | 0.999627489268232 |
| 35 | 0.000286692918926383 | 0.000573385837852766 | 0.999713307081074 |
| 36 | 0.000162563091325389 | 0.000325126182650778 | 0.999837436908675 |
| 37 | 7.17840773265791e-05 | 0.000143568154653158 | 0.999928215922673 |
| 38 | 8.7483194104565e-05 | 0.00017496638820913 | 0.999912516805895 |
| 39 | 0.000401949386708159 | 0.000803898773416317 | 0.999598050613292 |
| 40 | 0.00491142011540033 | 0.00982284023080065 | 0.9950885798846 |
| 41 | 0.0382343463567739 | 0.0764686927135479 | 0.961765653643226 |
| 42 | 0.600484500003588 | 0.799030999992825 | 0.399515499996412 |
| 43 | 0.988205171050625 | 0.0235896578987506 | 0.0117948289493753 |
| 44 | 0.982606210195598 | 0.0347875796088040 | 0.0173937898044020 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 25 | 0.862068965517241 | NOK |
| 5% type I error level | 27 | 0.93103448275862 | NOK |
| 10% type I error level | 28 | 0.96551724137931 | NOK |
