| Multiple Linear Regression - Estimated Regression Equation |
| wgb[t] = -1.18542050343351 + 0.0208973933596284nwwz[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) | -1.18542050343351 | 0.972694 | -1.2187 | 0.226993 | 0.113496 |
| nwwz | 0.0208973933596284 | 0.002226 | 9.3863 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.744142345521879 |
| R-squared | 0.553747830398803 |
| Adjusted R-squared | 0.547462588573434 |
| F-TEST (value) | 88.1028679220781 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 71 |
| p-value | 4.55191440096314e-14 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.467505192541123 |
| Sum Squared Residuals | 15.5178384587568 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 8.4 | 7.5914847076104 | 0.808515292389594 |
| 2 | 8.4 | 7.54968992089115 | 0.850310079108852 |
| 3 | 8.4 | 7.38251077401412 | 1.01748922598588 |
| 4 | 8.6 | 7.54968992089115 | 1.05031007910885 |
| 5 | 8.9 | 7.71686906776818 | 1.18313093223182 |
| 6 | 8.8 | 7.75866385448743 | 1.04133614551257 |
| 7 | 8.3 | 7.80045864120669 | 0.499541358793311 |
| 8 | 7.5 | 7.67507428104892 | -0.175074281048919 |
| 9 | 7.2 | 7.65417688768929 | -0.454176887689291 |
| 10 | 7.4 | 7.7377664611278 | -0.337766461127804 |
| 11 | 8.8 | 8.0303299681626 | 0.769670031837399 |
| 12 | 9.3 | 8.19750911503963 | 1.10249088496037 |
| 13 | 9.3 | 8.26020129511851 | 1.03979870488149 |
| 14 | 8.7 | 8.4691752287148 | 0.230824771285202 |
| 15 | 8.2 | 8.3228934751974 | -0.122893475197400 |
| 16 | 8.3 | 8.44827783535517 | -0.148277835355169 |
| 17 | 8.5 | 8.44827783535517 | 0.0517221646448307 |
| 18 | 8.6 | 8.49007262207443 | 0.109927377925574 |
| 19 | 8.5 | 8.4691752287148 | 0.0308247712852023 |
| 20 | 8.2 | 8.34379086855703 | -0.143790868557028 |
| 21 | 8.1 | 8.3228934751974 | -0.222893475197399 |
| 22 | 7.9 | 8.34379086855703 | -0.443790868557027 |
| 23 | 8.6 | 8.67814916231108 | -0.0781491623110818 |
| 24 | 8.7 | 8.67814916231108 | 0.0218508376889179 |
| 25 | 8.7 | 8.65725176895145 | 0.0427482310485462 |
| 26 | 8.5 | 8.53186740879368 | -0.0318674087936828 |
| 27 | 8.4 | 8.40648304863591 | -0.00648304863591216 |
| 28 | 8.5 | 8.53186740879368 | -0.0318674087936828 |
| 29 | 8.7 | 8.59455958887257 | 0.105440411127431 |
| 30 | 8.7 | 8.57366219551294 | 0.126337804487060 |
| 31 | 8.6 | 8.49007262207443 | 0.109927377925574 |
| 32 | 8.5 | 8.42738044199554 | 0.0726195580044591 |
| 33 | 8.3 | 8.4691752287148 | -0.169175228714797 |
| 34 | 8 | 8.44827783535517 | -0.448277835355169 |
| 35 | 8.2 | 8.7617387357496 | -0.561738735749596 |
| 36 | 8.1 | 8.7617387357496 | -0.661738735749595 |
| 37 | 8.1 | 8.65725176895145 | -0.557251768951453 |
| 38 | 8 | 8.28109868847814 | -0.281098688478142 |
| 39 | 7.9 | 8.07212475488186 | -0.172124754881858 |
| 40 | 7.9 | 8.05122736152223 | -0.151227361522230 |
| 41 | 8 | 8.09302214824149 | -0.0930221482414869 |
| 42 | 8 | 7.96763778808372 | 0.0323622119162833 |
| 43 | 7.9 | 7.7377664611278 | 0.162233538872196 |
| 44 | 8 | 7.67507428104892 | 0.324925718951081 |
| 45 | 7.7 | 7.50789513417189 | 0.192104865828108 |
| 46 | 7.2 | 7.29892120057561 | -0.0989212005756086 |
| 47 | 7.5 | 7.82135603456632 | -0.321356034566318 |
| 48 | 7.3 | 7.8840482146452 | -0.584048214645203 |
| 49 | 7 | 7.54968992089115 | -0.549689920891149 |
| 50 | 7 | 7.42430556073338 | -0.424305560733379 |
| 51 | 7 | 7.25712641385635 | -0.257126413856352 |
| 52 | 7.2 | 7.36161338065449 | -0.161613380654494 |
| 53 | 7.3 | 7.42430556073338 | -0.124305560733379 |
| 54 | 7.1 | 7.29892120057561 | -0.198921200575609 |
| 55 | 6.8 | 7.13174205369858 | -0.331742053698582 |
| 56 | 6.4 | 7.11084466033895 | -0.710844660338953 |
| 57 | 6.1 | 6.86007594002341 | -0.760075940023413 |
| 58 | 6.5 | 6.96456290682155 | -0.464562906821555 |
| 59 | 7.7 | 7.44520295409301 | 0.254797045906993 |
| 60 | 7.9 | 7.44520295409301 | 0.454797045906993 |
| 61 | 7.5 | 7.19443423377747 | 0.305565766222533 |
| 62 | 6.9 | 7.11084466033895 | -0.210844660338953 |
| 63 | 6.6 | 7.11084466033895 | -0.510844660338954 |
| 64 | 6.9 | 7.36161338065449 | -0.461613380654494 |
| 65 | 7.7 | 7.57058731425078 | 0.129412685749223 |
| 66 | 8 | 7.67507428104892 | 0.324925718951081 |
| 67 | 8 | 7.75866385448743 | 0.241336145512567 |
| 68 | 7.7 | 7.80045864120669 | -0.100458641206690 |
| 69 | 7.3 | 7.67507428104892 | -0.375074281048920 |
| 70 | 7.4 | 7.86315082128557 | -0.463150821285574 |
| 71 | 8.1 | 8.34379086855703 | -0.243790868557028 |
| 72 | 8.3 | 8.40648304863591 | -0.106483048635912 |
| 73 | 8.2 | 8.13481693496074 | 0.0651830650392556 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0968184860347128 | 0.193636972069426 | 0.903181513965287 |
| 6 | 0.0427718970120103 | 0.0855437940240205 | 0.95722810298799 |
| 7 | 0.171309887803864 | 0.342619775607729 | 0.828690112196136 |
| 8 | 0.834986540128599 | 0.330026919742803 | 0.165013459871402 |
| 9 | 0.985507843693706 | 0.0289843126125881 | 0.0144921563062940 |
| 10 | 0.993095196246727 | 0.0138096075065466 | 0.0069048037532733 |
| 11 | 0.996598052692674 | 0.00680389461465278 | 0.00340194730732639 |
| 12 | 0.999431699439248 | 0.00113660112150379 | 0.000568300560751897 |
| 13 | 0.999909689156265 | 0.000180621687469325 | 9.03108437346625e-05 |
| 14 | 0.999927112490073 | 0.000145775019854041 | 7.28875099270207e-05 |
| 15 | 0.999947783452897 | 0.000104433094205361 | 5.22165471026804e-05 |
| 16 | 0.999939177465678 | 0.000121645068643236 | 6.08225343216179e-05 |
| 17 | 0.999891192978769 | 0.000217614042462660 | 0.000108807021231330 |
| 18 | 0.999806499805139 | 0.000387000389722928 | 0.000193500194861464 |
| 19 | 0.99965826165532 | 0.000683476689359848 | 0.000341738344679924 |
| 20 | 0.999507975981552 | 0.000984048036895151 | 0.000492024018447575 |
| 21 | 0.999364176053686 | 0.00127164789262784 | 0.00063582394631392 |
| 22 | 0.999507804195266 | 0.000984391609468522 | 0.000492195804734261 |
| 23 | 0.99908390013399 | 0.00183219973201906 | 0.000916099866009532 |
| 24 | 0.998433180419851 | 0.00313363916029738 | 0.00156681958014869 |
| 25 | 0.997436717258778 | 0.00512656548244331 | 0.00256328274122165 |
| 26 | 0.995747788227375 | 0.00850442354525082 | 0.00425221177262541 |
| 27 | 0.993333468805535 | 0.0133330623889307 | 0.00666653119446535 |
| 28 | 0.989554520968785 | 0.0208909580624298 | 0.0104454790312149 |
| 29 | 0.98574704544522 | 0.0285059091095583 | 0.0142529545547792 |
| 30 | 0.981624880357753 | 0.0367502392844948 | 0.0183751196422474 |
| 31 | 0.976419545872063 | 0.0471609082558749 | 0.0235804541279375 |
| 32 | 0.96957417334001 | 0.0608516533199805 | 0.0304258266599903 |
| 33 | 0.958480205212431 | 0.0830395895751371 | 0.0415197947875686 |
| 34 | 0.957591484621636 | 0.0848170307567284 | 0.0424085153783642 |
| 35 | 0.956957850646827 | 0.0860842987063463 | 0.0430421493531731 |
| 36 | 0.968822567755763 | 0.0623548644884739 | 0.0311774322442369 |
| 37 | 0.977141167799987 | 0.0457176644000256 | 0.0228588322000128 |
| 38 | 0.974483968363997 | 0.0510320632720057 | 0.0255160316360029 |
| 39 | 0.96934268702246 | 0.0613146259550811 | 0.0306573129775405 |
| 40 | 0.962307695350653 | 0.0753846092986934 | 0.0376923046493467 |
| 41 | 0.950183258981895 | 0.0996334820362092 | 0.0498167410181046 |
| 42 | 0.933993999273074 | 0.132012001453851 | 0.0660060007269256 |
| 43 | 0.924011149949278 | 0.151977700101444 | 0.0759888500507219 |
| 44 | 0.929120999513979 | 0.141758000972042 | 0.0708790004860211 |
| 45 | 0.932138475357271 | 0.135723049285458 | 0.0678615246427292 |
| 46 | 0.936248549515459 | 0.127502900969083 | 0.0637514504845413 |
| 47 | 0.9323374339531 | 0.135325132093798 | 0.0676625660468992 |
| 48 | 0.959089587616418 | 0.0818208247671647 | 0.0409104123835823 |
| 49 | 0.972765691898009 | 0.0544686162039823 | 0.0272343081019912 |
| 50 | 0.973360011751966 | 0.0532799764960676 | 0.0266399882480338 |
| 51 | 0.965458846400301 | 0.0690823071993977 | 0.0345411535996988 |
| 52 | 0.951301855852258 | 0.097396288295484 | 0.048698144147742 |
| 53 | 0.93077706058034 | 0.13844587883932 | 0.06922293941966 |
| 54 | 0.905101606805026 | 0.189796786389947 | 0.0948983931949737 |
| 55 | 0.877962368422158 | 0.244075263155684 | 0.122037631577842 |
| 56 | 0.906809097179763 | 0.186381805640474 | 0.0931909028202371 |
| 57 | 0.942737331821574 | 0.114525336356851 | 0.0572626681784256 |
| 58 | 0.94155904005111 | 0.116881919897782 | 0.0584409599488909 |
| 59 | 0.927073787605636 | 0.145852424788729 | 0.0729262123943645 |
| 60 | 0.951510159391525 | 0.0969796812169507 | 0.0484898406084754 |
| 61 | 0.964924745065402 | 0.0701505098691968 | 0.0350752549345984 |
| 62 | 0.937728184279702 | 0.124543631440595 | 0.0622718157202977 |
| 63 | 0.926013732336915 | 0.147972535326170 | 0.0739862676630851 |
| 64 | 0.939466616061288 | 0.121066767877423 | 0.0605333839387117 |
| 65 | 0.892320143008665 | 0.215359713982669 | 0.107679856991335 |
| 66 | 0.907254289539447 | 0.185491420921106 | 0.0927457104605532 |
| 67 | 0.955698676105848 | 0.0886026477883049 | 0.0443013238941524 |
| 68 | 0.921971536094029 | 0.156056927811943 | 0.0780284639059714 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 16 | 0.25 | NOK |
| 5% type I error level | 24 | 0.375 | NOK |
| 10% type I error level | 42 | 0.65625 | NOK |
