| Multiple Linear Regression - Estimated Regression Equation |
| WGM[t] = + 3.77933636549804 + 0.421915736108744WGV[t] -0.133196764232351M1[t] -0.315249607827085M2[t] -0.423011503247149M3[t] -0.36018079288132M4[t] -0.296300268627076M5[t] -0.234246055715227M6[t] -0.0690858529874588M7[t] + 0.130184180527623M8[t] + 0.215663672606848M9[t] + 0.175891574176302M10[t] + 0.109041573893588M11[t] -0.00474896754226758t + 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) | 3.77933636549804 | 0.891344 | 4.24 | 8e-05 | 4e-05 |
| WGV | 0.421915736108744 | 0.093426 | 4.516 | 3.1e-05 | 1.5e-05 |
| M1 | -0.133196764232351 | 0.267267 | -0.4984 | 0.620079 | 0.31004 |
| M2 | -0.315249607827085 | 0.293183 | -1.0753 | 0.286633 | 0.143317 |
| M3 | -0.423011503247149 | 0.302757 | -1.3972 | 0.167586 | 0.083793 |
| M4 | -0.36018079288132 | 0.295994 | -1.2169 | 0.228506 | 0.114253 |
| M5 | -0.296300268627076 | 0.285283 | -1.0386 | 0.30322 | 0.15161 |
| M6 | -0.234246055715227 | 0.279891 | -0.8369 | 0.406015 | 0.203007 |
| M7 | -0.0690858529874588 | 0.282155 | -0.2449 | 0.807422 | 0.403711 |
| M8 | 0.130184180527623 | 0.287996 | 0.452 | 0.652902 | 0.326451 |
| M9 | 0.215663672606848 | 0.287764 | 0.7494 | 0.456566 | 0.228283 |
| M10 | 0.175891574176302 | 0.282786 | 0.622 | 0.536341 | 0.26817 |
| M11 | 0.109041573893588 | 0.277947 | 0.3923 | 0.696242 | 0.348121 |
| t | -0.00474896754226758 | 0.003732 | -1.2726 | 0.208137 | 0.104068 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.739960868005558 |
| R-squared | 0.547542086179539 |
| Adjusted R-squared | 0.447847969575031 |
| F-TEST (value) | 5.49222065281612 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 59 |
| p-value | 2.18836094234565e-06 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.47961414642234 |
| Sum Squared Residuals | 13.5717540374574 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 7.3 | 6.97452494898247 | 0.325475051017533 |
| 2 | 7.6 | 7.29402202117599 | 0.305977978824011 |
| 3 | 7.5 | 7.30808587904628 | 0.191914120953721 |
| 4 | 7.6 | 7.36616762186984 | 0.233832378130160 |
| 5 | 7.9 | 7.2987244577492 | 0.601275542250807 |
| 6 | 7.9 | 7.3138381295079 | 0.5861618704921 |
| 7 | 8.1 | 7.60082408552602 | 0.499175914473975 |
| 8 | 8.2 | 8.04849459316408 | 0.151505406835915 |
| 9 | 8 | 8.08703354409017 | -0.0870335440901684 |
| 10 | 7.5 | 7.83155461006298 | -0.331554610062982 |
| 11 | 6.8 | 7.33803990612926 | -0.538039906129257 |
| 12 | 6.5 | 7.09767464386078 | -0.597674643860778 |
| 13 | 6.6 | 7.17068678014053 | -0.570686780140531 |
| 14 | 7.6 | 7.78552486761014 | -0.185524867610144 |
| 15 | 8 | 7.96835501992393 | 0.0316449800760681 |
| 16 | 8.1 | 7.94205361552574 | 0.157946384474255 |
| 17 | 7.7 | 7.62146100973985 | 0.0785389902601484 |
| 18 | 7.5 | 7.34123366622244 | 0.158766333777562 |
| 19 | 7.6 | 7.50164490140794 | 0.0983550985920613 |
| 20 | 7.8 | 7.82274068821338 | -0.0227406882133760 |
| 21 | 7.8 | 7.9456627863612 | -0.145662786361208 |
| 22 | 7.8 | 7.85895014677752 | -0.0589501467775205 |
| 23 | 7.5 | 7.61858488450904 | -0.118584884509041 |
| 24 | 7.5 | 7.42041119585144 | 0.0795888041485634 |
| 25 | 7.1 | 7.3246570376877 | -0.224657037687692 |
| 26 | 7.5 | 7.60196253627031 | -0.101962536270309 |
| 27 | 7.5 | 7.57383482052973 | -0.0738348205297264 |
| 28 | 7.6 | 7.58972498974241 | 0.010275010257587 |
| 29 | 7.7 | 7.39570710478914 | 0.304292895210857 |
| 30 | 7.7 | 7.28424605571523 | 0.415753944284773 |
| 31 | 7.9 | 7.4868488645116 | 0.413151135488398 |
| 32 | 8.1 | 7.72356150409529 | 0.376438495904709 |
| 33 | 8.2 | 7.80429202863225 | 0.395707971367751 |
| 34 | 8.2 | 7.67538781543769 | 0.524612184562313 |
| 35 | 8.2 | 7.51940570039096 | 0.680594299609044 |
| 36 | 7.9 | 7.4056151589551 | 0.4943848410449 |
| 37 | 7.3 | 7.26766942718048 | 0.0323305728195192 |
| 38 | 6.9 | 7.41840020493047 | -0.518400204930474 |
| 39 | 6.6 | 7.39027248918989 | -0.790272489189893 |
| 40 | 6.7 | 7.3639710847917 | -0.663971084791704 |
| 41 | 6.9 | 7.21214477344931 | -0.312144773449309 |
| 42 | 7 | 7.14287529798627 | -0.142875297986267 |
| 43 | 7.1 | 7.30328653317177 | -0.203286533171769 |
| 44 | 7.2 | 7.53999917275546 | -0.339999172755456 |
| 45 | 7.1 | 7.62072969729241 | -0.520729697292415 |
| 46 | 6.9 | 7.5762086313196 | -0.6762086313196 |
| 47 | 7 | 7.54680123710549 | -0.546801237105493 |
| 48 | 6.8 | 7.26424440122614 | -0.464244401226141 |
| 49 | 6.4 | 6.91534080139715 | -0.515340801397149 |
| 50 | 6.7 | 6.77073056387102 | -0.0707305638710222 |
| 51 | 6.6 | 6.53164498007607 | 0.0683550199239323 |
| 52 | 6.4 | 6.42096042845613 | -0.0209604284561309 |
| 53 | 6.3 | 6.56447513238986 | -0.264475132389857 |
| 54 | 6.2 | 6.62178037775944 | -0.421780377759438 |
| 55 | 6.5 | 6.82438318655581 | -0.324383186555813 |
| 56 | 6.8 | 6.97671267891775 | -0.176712678917753 |
| 57 | 6.8 | 6.93086848262209 | -0.130868482622087 |
| 58 | 6.4 | 6.6753895485949 | -0.275389548594902 |
| 59 | 6.1 | 6.4772158599373 | -0.377215859937297 |
| 60 | 5.8 | 6.23685059766882 | -0.436850597668818 |
| 61 | 6.1 | 6.2676711603377 | -0.167671160337697 |
| 62 | 7.2 | 6.62935980614206 | 0.570640193857938 |
| 63 | 7.3 | 6.7278068112341 | 0.572193188765897 |
| 64 | 6.9 | 6.61712225961417 | 0.282877740385833 |
| 65 | 6.1 | 6.50748752188265 | -0.407487521882646 |
| 66 | 5.8 | 6.39602647280873 | -0.59602647280873 |
| 67 | 6.2 | 6.68301242882685 | -0.483012428826853 |
| 68 | 7.1 | 7.08849136285404 | 0.0115086371459601 |
| 69 | 7.7 | 7.21141346100187 | 0.488586538998128 |
| 70 | 7.9 | 7.08250924780731 | 0.817490752192691 |
| 71 | 7.7 | 6.79995241192796 | 0.900047588072044 |
| 72 | 7.4 | 6.47520400243773 | 0.924795997562272 |
| 73 | 7.5 | 6.37944984427398 | 1.12055015572602 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.0108565084167496 | 0.0217130168334991 | 0.98914349158325 |
| 18 | 0.0269382514862981 | 0.0538765029725962 | 0.973061748513702 |
| 19 | 0.0156433548323487 | 0.0312867096646975 | 0.984356645167651 |
| 20 | 0.0123195385030918 | 0.0246390770061836 | 0.987680461496908 |
| 21 | 0.00799308904667122 | 0.0159861780933424 | 0.992006910953329 |
| 22 | 0.0131684553923789 | 0.0263369107847579 | 0.986831544607621 |
| 23 | 0.0231243998115581 | 0.0462487996231161 | 0.976875600188442 |
| 24 | 0.0499987874198401 | 0.0999975748396801 | 0.95000121258016 |
| 25 | 0.0279890172490723 | 0.0559780344981446 | 0.972010982750928 |
| 26 | 0.0144559241305373 | 0.0289118482610747 | 0.985544075869463 |
| 27 | 0.00708106707902634 | 0.0141621341580527 | 0.992918932920974 |
| 28 | 0.0033507122859542 | 0.0067014245719084 | 0.996649287714046 |
| 29 | 0.00205506939335989 | 0.00411013878671978 | 0.99794493060664 |
| 30 | 0.00168004337804248 | 0.00336008675608495 | 0.998319956621958 |
| 31 | 0.00161369904296645 | 0.0032273980859329 | 0.998386300957034 |
| 32 | 0.00193215697277083 | 0.00386431394554165 | 0.99806784302723 |
| 33 | 0.00326891369825959 | 0.00653782739651918 | 0.99673108630174 |
| 34 | 0.0106190710572643 | 0.0212381421145286 | 0.989380928942736 |
| 35 | 0.090066673523805 | 0.18013334704761 | 0.909933326476195 |
| 36 | 0.227486550166677 | 0.454973100333355 | 0.772513449833323 |
| 37 | 0.219400352198726 | 0.438800704397452 | 0.780599647801274 |
| 38 | 0.260183802940998 | 0.520367605881996 | 0.739816197059002 |
| 39 | 0.421429995308535 | 0.84285999061707 | 0.578570004691465 |
| 40 | 0.480168876232437 | 0.960337752464874 | 0.519831123767563 |
| 41 | 0.478762680792592 | 0.957525361585185 | 0.521237319207408 |
| 42 | 0.591469486444178 | 0.817061027111645 | 0.408530513555822 |
| 43 | 0.71096294858278 | 0.578074102834439 | 0.289037051417220 |
| 44 | 0.705404767956064 | 0.589190464087873 | 0.294595232043936 |
| 45 | 0.632537259181718 | 0.734925481636564 | 0.367462740818282 |
| 46 | 0.585242499347217 | 0.829515001305566 | 0.414757500652783 |
| 47 | 0.529137055280010 | 0.94172588943998 | 0.47086294471999 |
| 48 | 0.476244669339331 | 0.952489338678662 | 0.523755330660669 |
| 49 | 0.741394605140251 | 0.517210789719498 | 0.258605394859749 |
| 50 | 0.812475667540899 | 0.375048664918203 | 0.187524332459101 |
| 51 | 0.767253432522072 | 0.465493134955857 | 0.232746567477928 |
| 52 | 0.753463937192558 | 0.493072125614884 | 0.246536062807442 |
| 53 | 0.692967895906969 | 0.614064208186062 | 0.307032104093031 |
| 54 | 0.573465736403466 | 0.85306852719307 | 0.426534263596534 |
| 55 | 0.484324858167296 | 0.968649716334593 | 0.515675141832704 |
| 56 | 0.744724298601338 | 0.510551402797325 | 0.255275701398662 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 6 | 0.15 | NOK |
| 5% type I error level | 15 | 0.375 | NOK |
| 10% type I error level | 18 | 0.45 | NOK |
