Multiple Linear Regression - Estimated Regression Equation |
WGM[t] = + 3.36968734844189 + 0.437044298126638WGV[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) | 3.36968734844189 | 0.535835 | 6.2887 | 0 | 0 |
WGV | 0.437044298126638 | 0.060395 | 7.2364 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.651518181907633 |
R-squared | 0.424475941356227 |
Adjusted R-squared | 0.416369968699273 |
F-TEST (value) | 52.3658244753696 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 71 |
p-value | 4.31893965036068e-10 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.493095981202252 |
Sum Squared Residuals | 17.2631989141246 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 7.3 | 6.8223373036423 | 0.4776626963577 |
2 | 7.6 | 7.3467904613943 | 0.253209538605704 |
3 | 7.5 | 7.47790375083229 | 0.0220962491677145 |
4 | 7.6 | 7.47790375083229 | 0.122096249167714 |
5 | 7.9 | 7.3467904613943 | 0.553209538605707 |
6 | 7.9 | 7.30308603158163 | 0.59691396841837 |
7 | 8.1 | 7.43419932101962 | 0.665800678980378 |
8 | 8.2 | 7.6964258998956 | 0.503574100104395 |
9 | 8 | 7.65272147008294 | 0.347278529917059 |
10 | 7.5 | 7.43419932101962 | 0.0658006789803782 |
11 | 6.8 | 6.99715502289298 | -0.197155022892983 |
12 | 6.5 | 6.86604173345499 | -0.366041733454991 |
13 | 6.6 | 7.08456388251831 | -0.484563882518311 |
14 | 7.6 | 7.91494804895892 | -0.314948048958924 |
15 | 8 | 8.22087905764757 | -0.220879057647571 |
16 | 8.1 | 8.13347019802224 | -0.0334701980222437 |
17 | 7.7 | 7.74013032970827 | -0.0401303297082684 |
18 | 7.5 | 7.39049489120696 | 0.109505108793043 |
19 | 7.6 | 7.39049489120696 | 0.209505108793042 |
20 | 7.8 | 7.52160818064495 | 0.278391819355051 |
21 | 7.8 | 7.56531261045761 | 0.234687389542387 |
22 | 7.8 | 7.52160818064495 | 0.278391819355051 |
23 | 7.5 | 7.3467904613943 | 0.153209538605706 |
24 | 7.5 | 7.25938160176897 | 0.240618398231034 |
25 | 7.1 | 7.30308603158163 | -0.203086031581630 |
26 | 7.5 | 7.78383475952093 | -0.283834759520932 |
27 | 7.5 | 7.87124361914626 | -0.37124361914626 |
28 | 7.6 | 7.8275391893336 | -0.227539189333596 |
29 | 7.7 | 7.56531261045761 | 0.134687389542387 |
30 | 7.7 | 7.39049489120696 | 0.309505108793043 |
31 | 7.9 | 7.43419932101962 | 0.465800678980378 |
32 | 8.1 | 7.47790375083229 | 0.622096249167714 |
33 | 8.2 | 7.47790375083229 | 0.722096249167714 |
34 | 8.2 | 7.39049489120696 | 0.809505108793042 |
35 | 8.2 | 7.30308603158163 | 0.89691396841837 |
36 | 7.9 | 7.30308603158163 | 0.59691396841837 |
37 | 7.3 | 7.30308603158163 | -0.00308603158163013 |
38 | 6.9 | 7.65272147008294 | -0.75272147008294 |
39 | 6.6 | 7.74013032970827 | -1.14013032970827 |
40 | 6.7 | 7.65272147008294 | -0.95272147008294 |
41 | 6.9 | 7.43419932101962 | -0.534199321019621 |
42 | 7 | 7.30308603158163 | -0.30308603158163 |
43 | 7.1 | 7.30308603158163 | -0.203086031581630 |
44 | 7.2 | 7.3467904613943 | -0.146790461394293 |
45 | 7.1 | 7.3467904613943 | -0.246790461394294 |
46 | 6.9 | 7.3467904613943 | -0.446790461394293 |
47 | 7 | 7.39049489120696 | -0.390494891206957 |
48 | 6.8 | 7.2156771719563 | -0.415677171956303 |
49 | 6.4 | 6.99715502289298 | -0.597155022892983 |
50 | 6.7 | 7.04085945270565 | -0.340859452705647 |
51 | 6.6 | 6.90974616326765 | -0.309746163267655 |
52 | 6.4 | 6.734928444017 | -0.334928444017000 |
53 | 6.3 | 6.82233730364233 | -0.522337303642328 |
54 | 6.2 | 6.82233730364233 | -0.622337303642328 |
55 | 6.5 | 6.86604173345499 | -0.366041733454991 |
56 | 6.8 | 6.82233730364233 | -0.0223373036423278 |
57 | 6.8 | 6.69122401420434 | 0.108775985795664 |
58 | 6.4 | 6.47270186514102 | -0.0727018651410161 |
59 | 6.1 | 6.34158857570302 | -0.241588575703025 |
60 | 5.8 | 6.21047528626503 | -0.410475286265034 |
61 | 6.1 | 6.38529300551569 | -0.285293005515689 |
62 | 7.2 | 6.95345059308032 | 0.246549406919681 |
63 | 7.3 | 7.17197274214364 | 0.128027257856362 |
64 | 6.9 | 6.99715502289298 | -0.0971550228929829 |
65 | 6.1 | 6.82233730364233 | -0.722337303642328 |
66 | 5.8 | 6.64751958439167 | -0.847519584391672 |
67 | 6.2 | 6.77863287382966 | -0.578632873829663 |
68 | 7.1 | 6.99715502289298 | 0.102844977107016 |
69 | 7.7 | 7.04085945270565 | 0.659140547294353 |
70 | 7.9 | 6.95345059308032 | 0.946549406919682 |
71 | 7.7 | 6.734928444017 | 0.965071555983 |
72 | 7.4 | 6.51640629495368 | 0.88359370504632 |
73 | 7.5 | 6.56011072476634 | 0.939889275233656 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.0787070369835165 | 0.157414073967033 | 0.921292963016484 |
6 | 0.0658207654406015 | 0.131641530881203 | 0.934179234559398 |
7 | 0.073912051551343 | 0.147824103102686 | 0.926087948448657 |
8 | 0.0455554815541079 | 0.0911109631082159 | 0.954444518445892 |
9 | 0.0205581783204671 | 0.0411163566409342 | 0.979441821679533 |
10 | 0.017384393214777 | 0.034768786429554 | 0.982615606785223 |
11 | 0.0390512711271619 | 0.0781025422543239 | 0.960948728872838 |
12 | 0.0546145793104445 | 0.109229158620889 | 0.945385420689555 |
13 | 0.0897142756089452 | 0.179428551217890 | 0.910285724391055 |
14 | 0.167438713415036 | 0.334877426830072 | 0.832561286584964 |
15 | 0.158295943684141 | 0.316591887368282 | 0.84170405631586 |
16 | 0.112157315885757 | 0.224314631771514 | 0.887842684114243 |
17 | 0.0774244905339165 | 0.154848981067833 | 0.922575509466084 |
18 | 0.0503187796805782 | 0.100637559361156 | 0.949681220319422 |
19 | 0.0326718122346828 | 0.0653436244693656 | 0.967328187765317 |
20 | 0.0219962366072546 | 0.0439924732145092 | 0.978003763392745 |
21 | 0.0139993752553923 | 0.0279987505107846 | 0.986000624744608 |
22 | 0.00908684443798559 | 0.0181736888759712 | 0.990913155562014 |
23 | 0.00526182367372777 | 0.0105236473474555 | 0.994738176326272 |
24 | 0.00310517674326068 | 0.00621035348652136 | 0.99689482325674 |
25 | 0.00247638196585891 | 0.00495276393171782 | 0.997523618034141 |
26 | 0.00210958368523794 | 0.00421916737047588 | 0.997890416314762 |
27 | 0.00200727111798453 | 0.00401454223596905 | 0.997992728882015 |
28 | 0.00132513036648096 | 0.00265026073296191 | 0.99867486963352 |
29 | 0.000729730840771316 | 0.00145946168154263 | 0.999270269159229 |
30 | 0.000473611263804757 | 0.000947222527609515 | 0.999526388736195 |
31 | 0.000454374796508908 | 0.000908749593017817 | 0.999545625203491 |
32 | 0.00077601609668745 | 0.0015520321933749 | 0.999223983903313 |
33 | 0.00195187912042198 | 0.00390375824084397 | 0.998048120879578 |
34 | 0.0061979704692192 | 0.0123959409384384 | 0.99380202953078 |
35 | 0.0233427979982893 | 0.0466855959965786 | 0.976657202001711 |
36 | 0.0346713830529367 | 0.0693427661058735 | 0.965328616947063 |
37 | 0.0278451660220432 | 0.0556903320440864 | 0.972154833977957 |
38 | 0.0522469638770029 | 0.104493927754006 | 0.947753036122997 |
39 | 0.166863181935858 | 0.333726363871716 | 0.833136818064142 |
40 | 0.271213147166153 | 0.542426294332307 | 0.728786852833847 |
41 | 0.277048417930283 | 0.554096835860566 | 0.722951582069717 |
42 | 0.247037375994743 | 0.494074751989485 | 0.752962624005257 |
43 | 0.207459655224115 | 0.414919310448231 | 0.792540344775885 |
44 | 0.167248449116426 | 0.334496898232851 | 0.832751550883574 |
45 | 0.136572402579732 | 0.273144805159464 | 0.863427597420268 |
46 | 0.126646183812787 | 0.253292367625573 | 0.873353816187213 |
47 | 0.111096629917350 | 0.222193259834700 | 0.88890337008265 |
48 | 0.104373157362922 | 0.208746314725845 | 0.895626842637078 |
49 | 0.127610604796285 | 0.255221209592571 | 0.872389395203715 |
50 | 0.113748921824915 | 0.227497843649829 | 0.886251078175085 |
51 | 0.0970657854557446 | 0.194131570911489 | 0.902934214544255 |
52 | 0.0814070613196417 | 0.162814122639283 | 0.918592938680358 |
53 | 0.0852419525863986 | 0.170483905172797 | 0.914758047413601 |
54 | 0.105289574409093 | 0.210579148818186 | 0.894710425590907 |
55 | 0.0960557768436908 | 0.192111553687382 | 0.90394422315631 |
56 | 0.0682568784347498 | 0.136513756869500 | 0.93174312156525 |
57 | 0.0462891920228297 | 0.0925783840456594 | 0.95371080797717 |
58 | 0.0296596366294137 | 0.0593192732588275 | 0.970340363370586 |
59 | 0.0190165788045483 | 0.0380331576090965 | 0.980983421195452 |
60 | 0.0142378378500935 | 0.0284756757001870 | 0.985762162149906 |
61 | 0.0115653100534281 | 0.0231306201068563 | 0.988434689946572 |
62 | 0.00671380334875118 | 0.0134276066975024 | 0.993286196651249 |
63 | 0.00348133992102653 | 0.00696267984205306 | 0.996518660078973 |
64 | 0.00186019557763051 | 0.00372039115526103 | 0.99813980442237 |
65 | 0.00615203109569612 | 0.0123040621913922 | 0.993847968904304 |
66 | 0.090040469447654 | 0.180080938895308 | 0.909959530552346 |
67 | 0.735254198462193 | 0.529491603075614 | 0.264745801537807 |
68 | 0.971403288339588 | 0.057193423320824 | 0.028596711660412 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 12 | 0.1875 | NOK |
5% type I error level | 25 | 0.390625 | NOK |
10% type I error level | 33 | 0.515625 | NOK |