| Multiple Linear Regression - Estimated Regression Equation |
| TW[t] = + 0.198077214550677 + 0.533258589434412WM[t] + 0.42373357822937WV[t] + 0.0067473415919117WJ[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) | 0.198077214550677 | 0.048873 | 4.0529 | 0.000155 | 7.7e-05 |
| WM | 0.533258589434412 | 0.008401 | 63.4794 | 0 | 0 |
| WV | 0.42373357822937 | 0.006563 | 64.5665 | 0 | 0 |
| WJ | 0.0067473415919117 | 0.002578 | 2.6176 | 0.011321 | 0.005661 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.99889653819086 |
| R-squared | 0.997794294009685 |
| Adjusted R-squared | 0.99767820422072 |
| F-TEST (value) | 8595.02203350076 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 57 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.0328062112908612 |
| Sum Squared Residuals | 0.0613461074578558 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 9.3 | 9.3088997364225 | -0.00889973642249405 |
| 2 | 8.7 | 8.70141613121766 | -0.00141613121766539 |
| 3 | 8.2 | 8.24430707004103 | -0.0443070700410328 |
| 4 | 8.3 | 8.29290978987014 | 0.00709021012986453 |
| 5 | 8.5 | 8.52263317627068 | -0.0226331762706832 |
| 6 | 8.6 | 8.56298233161605 | 0.0370176683839531 |
| 7 | 8.5 | 8.51993423963392 | -0.0199342396339185 |
| 8 | 8.2 | 8.19113796567104 | 0.00886203432896158 |
| 9 | 8.1 | 8.10234284507002 | -0.00234284507001730 |
| 10 | 7.9 | 7.92938856464161 | -0.0293885646416147 |
| 11 | 8.6 | 8.63308936619857 | -0.0330893661985699 |
| 12 | 8.7 | 8.72053501848121 | -0.0205350184812094 |
| 13 | 8.7 | 8.73148751960171 | -0.0314875196017129 |
| 14 | 8.5 | 8.52652482665238 | -0.0265248266523847 |
| 15 | 8.4 | 8.35028405376872 | 0.0497159462312756 |
| 16 | 8.5 | 8.49661019284178 | 0.00338980715821969 |
| 17 | 8.7 | 8.63888792695969 | 0.0611120730403116 |
| 18 | 8.7 | 8.69018958342556 | 0.00981041657444402 |
| 19 | 8.6 | 8.60004499450615 | -4.49945061518061e-05 |
| 20 | 8.5 | 8.5139488105419 | -0.0139488105418954 |
| 21 | 8.3 | 8.3512722970748 | -0.0512722970748066 |
| 22 | 8 | 8.03131714341416 | -0.0313171434141595 |
| 23 | 8.2 | 8.18264046827316 | 0.0173595317268437 |
| 24 | 8.1 | 8.11213274620304 | -0.0121327462030437 |
| 25 | 8.1 | 8.07868768702304 | 0.0213123129769619 |
| 26 | 8 | 7.96267686924818 | 0.0373231307518236 |
| 27 | 7.9 | 7.87876164233494 | 0.0212383576650617 |
| 28 | 7.9 | 7.92466542552728 | -0.0246654255272765 |
| 29 | 8 | 8.01901517397527 | -0.0190151739752730 |
| 30 | 8 | 7.96433984671345 | 0.0356601532865509 |
| 31 | 7.9 | 7.85903759714495 | 0.0409624028550512 |
| 32 | 8 | 7.96350835798081 | 0.0364916420191876 |
| 33 | 7.7 | 7.68264006968784 | 0.0173599303121561 |
| 34 | 7.2 | 7.25207197152587 | -0.0520719715258647 |
| 35 | 7.5 | 7.47264072847729 | 0.0273592715227130 |
| 36 | 7.3 | 7.28814639110989 | 0.0118536088901127 |
| 37 | 7 | 7.00255496370258 | -0.00255496370258068 |
| 38 | 7 | 7.0272284788131 | -0.0272284788131016 |
| 39 | 7 | 6.96648054411856 | 0.0335194558814424 |
| 40 | 7.2 | 7.16950621293101 | 0.0304937870689908 |
| 41 | 7.3 | 7.28913463441597 | 0.0108653655840302 |
| 42 | 7.1 | 7.15796615599201 | -0.0579661559920117 |
| 43 | 6.8 | 6.72267491871569 | 0.077325081284306 |
| 44 | 6.4 | 6.42882992682465 | -0.0288299268246466 |
| 45 | 6.1 | 6.13565966909279 | -0.035659669092792 |
| 46 | 6.5 | 6.4779506262395 | 0.0220493737605041 |
| 47 | 7.7 | 7.66127064914053 | 0.0387293508594697 |
| 48 | 7.9 | 7.93725904374572 | -0.0372590437457151 |
| 49 | 7.5 | 7.54434116429234 | -0.0443411642923356 |
| 50 | 6.9 | 6.9300230391549 | -0.0300230391548949 |
| 51 | 6.6 | 6.58098474041628 | 0.0190152595837203 |
| 52 | 6.9 | 6.9261313887732 | -0.0261313887731935 |
| 53 | 7.7 | 7.63479926235863 | 0.0652007376413705 |
| 54 | 8 | 8.00657405207089 | -0.0065740520708908 |
| 55 | 8 | 8.03050325678947 | -0.0305032567894724 |
| 56 | 7.7 | 7.70591214235518 | -0.00591214235518432 |
| 57 | 7.3 | 7.32394676402231 | -0.0239467640223084 |
| 58 | 7.4 | 7.42301965158464 | -0.0230196515846415 |
| 59 | 8.1 | 8.0549504410938 | 0.0450495589061997 |
| 60 | 8.3 | 8.28114340212495 | 0.0188565978750555 |
| 61 | 8.2 | 8.18004631208504 | 0.0199536879149614 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.498730092702326 | 0.997460185404653 | 0.501269907297674 |
| 8 | 0.326459897047336 | 0.652919794094672 | 0.673540102952664 |
| 9 | 0.196539379185171 | 0.393078758370343 | 0.803460620814829 |
| 10 | 0.232745964840186 | 0.465491929680373 | 0.767254035159814 |
| 11 | 0.161076253593726 | 0.322152507187451 | 0.838923746406274 |
| 12 | 0.101409031032728 | 0.202818062065456 | 0.898590968967272 |
| 13 | 0.0689116774248963 | 0.137823354849793 | 0.931088322575104 |
| 14 | 0.0458970686612504 | 0.0917941373225009 | 0.95410293133875 |
| 15 | 0.145909869359920 | 0.291819738719839 | 0.85409013064008 |
| 16 | 0.101004090751638 | 0.202008181503277 | 0.898995909248361 |
| 17 | 0.119296535650744 | 0.238593071301488 | 0.880703464349256 |
| 18 | 0.113947295131692 | 0.227894590263384 | 0.886052704868308 |
| 19 | 0.113457320290465 | 0.226914640580930 | 0.886542679709535 |
| 20 | 0.130834655947332 | 0.261669311894664 | 0.869165344052668 |
| 21 | 0.248003483752508 | 0.496006967505016 | 0.751996516247492 |
| 22 | 0.219391240093874 | 0.438782480187748 | 0.780608759906126 |
| 23 | 0.265375751734047 | 0.530751503468095 | 0.734624248265953 |
| 24 | 0.224598585655924 | 0.449197171311849 | 0.775401414344076 |
| 25 | 0.216067515172772 | 0.432135030345545 | 0.783932484827228 |
| 26 | 0.23228146240509 | 0.46456292481018 | 0.76771853759491 |
| 27 | 0.193139575468280 | 0.386279150936559 | 0.80686042453172 |
| 28 | 0.180886958761925 | 0.361773917523849 | 0.819113041238075 |
| 29 | 0.172982246097573 | 0.345964492195146 | 0.827017753902427 |
| 30 | 0.183392883884443 | 0.366785767768886 | 0.816607116115557 |
| 31 | 0.180719420009153 | 0.361438840018305 | 0.819280579990847 |
| 32 | 0.161025847961048 | 0.322051695922096 | 0.838974152038952 |
| 33 | 0.118707525513881 | 0.237415051027761 | 0.881292474486119 |
| 34 | 0.227312294916693 | 0.454624589833385 | 0.772687705083307 |
| 35 | 0.201856976938399 | 0.403713953876797 | 0.798143023061601 |
| 36 | 0.156424971906000 | 0.312849943811999 | 0.843575028094 |
| 37 | 0.116334665974012 | 0.232669331948025 | 0.883665334025988 |
| 38 | 0.106548985472596 | 0.213097970945191 | 0.893451014527404 |
| 39 | 0.0944315208645749 | 0.188863041729150 | 0.905568479135425 |
| 40 | 0.0766661377188412 | 0.153332275437682 | 0.923333862281159 |
| 41 | 0.0514942415075011 | 0.102988483015002 | 0.948505758492499 |
| 42 | 0.135089646094665 | 0.270179292189330 | 0.864910353905335 |
| 43 | 0.373637796539132 | 0.747275593078264 | 0.626362203460868 |
| 44 | 0.340104917552508 | 0.680209835105017 | 0.659895082447492 |
| 45 | 0.321863815198244 | 0.643727630396488 | 0.678136184801756 |
| 46 | 0.294512460133649 | 0.589024920267298 | 0.705487539866351 |
| 47 | 0.350024834595000 | 0.700049669189999 | 0.649975165405 |
| 48 | 0.358350903706078 | 0.716701807412156 | 0.641649096293922 |
| 49 | 0.455362108841121 | 0.910724217682243 | 0.544637891158879 |
| 50 | 0.630440624591269 | 0.739118750817462 | 0.369559375408731 |
| 51 | 0.514265959541928 | 0.971468080916143 | 0.485734040458072 |
| 52 | 0.990266816482488 | 0.0194663670350236 | 0.0097331835175118 |
| 53 | 0.979082883247285 | 0.0418342335054293 | 0.0209171167527146 |
| 54 | 0.960492553885537 | 0.0790148922289258 | 0.0395074461144629 |
| 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 | 2 | 0.0416666666666667 | OK |
| 10% type I error level | 4 | 0.0833333333333333 | OK |
