| Multiple Linear Regression - Estimated Regression Equation |
| logPS[t] = + 1.27730811122389 + 0.0691075715100523logL[t] + 0.140548574376517logWb[t] -0.115124094370321logWbr[t] -0.397489390641219logtg[t] + 0.0939752128433267P[t] + 0.0524917856710099S[t] -0.26413778311735D[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) | 1.27730811122389 | 0.185965 | 6.8685 | 0 | 0 |
| logL | 0.0691075715100523 | 0.116427 | 0.5936 | 0.557105 | 0.278553 |
| logWb | 0.140548574376517 | 0.071461 | 1.9668 | 0.058213 | 0.029107 |
| logWbr | -0.115124094370321 | 0.10471 | -1.0995 | 0.280033 | 0.140016 |
| logtg | -0.397489390641219 | 0.102745 | -3.8687 | 0.000525 | 0.000263 |
| P | 0.0939752128433267 | 0.062892 | 1.4942 | 0.145224 | 0.072612 |
| S | 0.0524917856710099 | 0.039908 | 1.3153 | 0.198047 | 0.099024 |
| D | -0.26413778311735 | 0.074179 | -3.5608 | 0.001217 | 0.000608 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.870351758890984 |
| R-squared | 0.75751218420463 |
| Adjusted R-squared | 0.702756870960514 |
| F-TEST (value) | 13.8344964045299 |
| F-TEST (DF numerator) | 7 |
| F-TEST (DF denominator) | 31 |
| p-value | 5.64794074842112e-08 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.16412719537478 |
| Sum Squared Residuals | 0.835069824109329 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 0.30102999566398 | 0.124880491904822 | 0.176149503759158 |
| 2 | 0.25527250510331 | -0.161828040985007 | 0.417100546088317 |
| 3 | -0.15490195998574 | -0.106584301648372 | -0.0483176583373676 |
| 4 | 0.5910646070265 | 0.455666346483086 | 0.135398260543414 |
| 5 | 0 | -0.0159066657471142 | 0.0159066657471142 |
| 6 | 0.55630250076729 | 0.507673955252446 | 0.0486285455148436 |
| 7 | 0.14612803567824 | 0.275331512873706 | -0.129203477195466 |
| 8 | 0.17609125905568 | 0.000134210329583578 | 0.175957048726096 |
| 9 | -0.15490195998574 | -0.109748678567146 | -0.045153281418594 |
| 10 | 0.32221929473392 | 0.38872736881314 | -0.0665080740792197 |
| 11 | 0.61278385671974 | 0.373494606644771 | 0.239289250074969 |
| 12 | 0.079181246047625 | 0.107091233334863 | -0.0279099872872381 |
| 13 | -0.30102999566398 | -0.118376499988386 | -0.182653495675594 |
| 14 | 0.53147891704226 | 0.51625232749534 | 0.0152265895469199 |
| 15 | 0.17609125905568 | 0.36778541441 | -0.19169415535432 |
| 16 | 0.53147891704226 | 0.288117844543975 | 0.243361072498285 |
| 17 | -0.096910013008056 | 0.0977368646652329 | -0.194646877673289 |
| 18 | -0.096910013008056 | -0.142699276324767 | 0.0457892633167114 |
| 19 | 0.30102999566398 | 0.367912284470406 | -0.0668822888064265 |
| 20 | 0.27875360095283 | 0.22600483591471 | 0.0527487650381198 |
| 21 | 0.11394335230684 | 0.246930768637389 | -0.132987416330549 |
| 22 | 0.7481880270062 | 0.813319473656341 | -0.0651314466501409 |
| 23 | 0.49136169383427 | 0.440834534911799 | 0.0505271589224711 |
| 24 | 0.25527250510331 | 0.0816460636026025 | 0.173626441500708 |
| 25 | -0.045757490560675 | -0.086432544958468 | 0.040675054397793 |
| 26 | 0.25527250510331 | 0.485138107009484 | -0.229865601906174 |
| 27 | 0.27875360095283 | 0.147716045500649 | 0.131037555452181 |
| 28 | -0.045757490560675 | 0.114177787463132 | -0.159935278023807 |
| 29 | 0.41497334797082 | 0.230398688681509 | 0.184574659289311 |
| 30 | 0.38021124171161 | 0.438230033149673 | -0.0580187914380631 |
| 31 | 0.079181246047625 | 0.172794446274514 | -0.0936132002268894 |
| 32 | -0.045757490560675 | 0.0223673192313971 | -0.0681248097920721 |
| 33 | -0.30102999566398 | -0.0834192563359215 | -0.217610739328058 |
| 34 | -0.22184874961636 | -0.100324839250258 | -0.121523910366102 |
| 35 | 0.36172783601759 | 0.273615848932619 | 0.0881119870849714 |
| 36 | -0.30102999566398 | -0.118014468084197 | -0.183015527579783 |
| 37 | 0.41497334797082 | 0.313650232368327 | 0.101323115602493 |
| 38 | -0.22184874961636 | -0.189103055033892 | -0.0327456945824676 |
| 39 | 0.81954393554187 | 0.839433706594124 | -0.019889771052254 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 11 | 0.93522972153988 | 0.129540556920239 | 0.0647702784601193 |
| 12 | 0.878526556000146 | 0.242946887999708 | 0.121473443999854 |
| 13 | 0.932282890855869 | 0.135434218288263 | 0.0677171091441314 |
| 14 | 0.878376172631133 | 0.243247654737734 | 0.121623827368867 |
| 15 | 0.854845466370732 | 0.290309067258535 | 0.145154533629268 |
| 16 | 0.916732180330829 | 0.166535639338343 | 0.0832678196691713 |
| 17 | 0.922065190442048 | 0.155869619115903 | 0.0779348095579517 |
| 18 | 0.872223419477322 | 0.255553161045356 | 0.127776580522678 |
| 19 | 0.822459678353686 | 0.355080643292628 | 0.177540321646314 |
| 20 | 0.754550659785474 | 0.490898680429052 | 0.245449340214526 |
| 21 | 0.720140511432392 | 0.559718977135216 | 0.279859488567608 |
| 22 | 0.624702496813307 | 0.750595006373387 | 0.375297503186693 |
| 23 | 0.518376248785758 | 0.963247502428484 | 0.481623751214242 |
| 24 | 0.513957841370509 | 0.972084317258982 | 0.486042158629491 |
| 25 | 0.422925351999638 | 0.845850703999277 | 0.577074648000362 |
| 26 | 0.509536045169595 | 0.98092790966081 | 0.490463954830405 |
| 27 | 0.700969818705596 | 0.598060362588807 | 0.299030181294404 |
| 28 | 0.97888862654947 | 0.0422227469010617 | 0.0211113734505309 |
| 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 | 1 | 0.0555555555555556 | NOK |
| 10% type I error level | 1 | 0.0555555555555556 | OK |
