Multiple Linear Regression - Estimated Regression Equation |
Births[t] = + 9330.59 + 107.621M1[t] -635.532M2[t] -287.828M3[t] + 8.74534M4[t] -879.764M5[t] + 75.7257M6[t] -309.617M7[t] -141.294M8[t] -196.97M9[t] + 367.186M10[t] + 234.51M11[t] + 11.0098t + 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) | 9330.59 | 136.432 | 68.39 | 4.20864e-60 | 2.10432e-60 |
M1 | 107.621 | 162.985 | 0.6603 | 0.5115 | 0.25575 |
M2 | -635.532 | 162.917 | -3.901 | 0.000238413 | 0.000119206 |
M3 | -287.828 | 162.864 | -1.767 | 0.082101 | 0.0410505 |
M4 | 8.74534 | 169.407 | 0.05162 | 0.958995 | 0.479497 |
M5 | -879.764 | 169.298 | -5.197 | 2.40438e-06 | 1.20219e-06 |
M6 | 75.7257 | 169.203 | 0.4475 | 0.656043 | 0.328022 |
M7 | -309.617 | 169.123 | -1.831 | 0.0719491 | 0.0359745 |
M8 | -141.294 | 169.058 | -0.8358 | 0.406492 | 0.203246 |
M9 | -196.97 | 169.007 | -1.165 | 0.248298 | 0.124149 |
M10 | 367.186 | 168.97 | 2.173 | 0.0336038 | 0.0168019 |
M11 | 234.51 | 168.949 | 1.388 | 0.170088 | 0.0850442 |
t | 11.0098 | 1.56912 | 7.017 | 2.01289e-09 | 1.00644e-09 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.846484 |
R-squared | 0.716535 |
Adjusted R-squared | 0.66167 |
F-TEST (value) | 13.0601 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 62 |
p-value | 8.07798e-13 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 292.615 |
Sum Squared Residuals | 5308660 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 9700 | 9449.22 | 250.783 |
2 | 9081 | 8717.07 | 363.925 |
3 | 9084 | 9075.79 | 8.21118 |
4 | 9743 | 9383.37 | 359.628 |
5 | 8587 | 8505.87 | 81.1284 |
6 | 9731 | 9472.37 | 258.628 |
7 | 9563 | 9098.04 | 464.962 |
8 | 9998 | 9277.37 | 720.628 |
9 | 9437 | 9232.7 | 204.295 |
10 | 10038 | 9807.87 | 230.128 |
11 | 9918 | 9686.2 | 231.795 |
12 | 9252 | 9462.7 | -210.705 |
13 | 9737 | 9581.34 | 155.665 |
14 | 9035 | 8849.19 | 185.807 |
15 | 9133 | 9207.91 | -74.9068 |
16 | 9487 | 9515.49 | -28.4896 |
17 | 8700 | 8637.99 | 62.0104 |
18 | 9627 | 9604.49 | 22.5104 |
19 | 8947 | 9230.16 | -283.156 |
20 | 9283 | 9409.49 | -126.49 |
21 | 8829 | 9364.82 | -535.823 |
22 | 9947 | 9939.99 | 7.01035 |
23 | 9628 | 9818.32 | -190.323 |
24 | 9318 | 9594.82 | -276.823 |
25 | 9605 | 9713.45 | -108.453 |
26 | 8640 | 8981.31 | -341.311 |
27 | 9214 | 9340.02 | -126.025 |
28 | 9567 | 9647.61 | -80.6077 |
29 | 8547 | 8770.11 | -223.108 |
30 | 9185 | 9736.61 | -551.608 |
31 | 9470 | 9362.27 | 107.726 |
32 | 9123 | 9541.61 | -418.608 |
33 | 9278 | 9496.94 | -218.941 |
34 | 10170 | 10072.1 | 97.8923 |
35 | 9434 | 9950.44 | -516.441 |
36 | 9655 | 9726.94 | -71.941 |
37 | 9429 | 9845.57 | -416.571 |
38 | 8739 | 9113.43 | -374.429 |
39 | 9552 | 9472.14 | 79.8571 |
40 | 9687 | 9779.73 | -92.7257 |
41 | 9019 | 8902.23 | 116.774 |
42 | 9672 | 9868.73 | -196.726 |
43 | 9206 | 9494.39 | -288.392 |
44 | 9069 | 9673.73 | -604.726 |
45 | 9788 | 9629.06 | 158.941 |
46 | 10312 | 10204.2 | 107.774 |
47 | 10105 | 10082.6 | 22.441 |
48 | 9863 | 9859.06 | 3.94099 |
49 | 9656 | 9977.69 | -321.689 |
50 | 9295 | 9245.55 | 49.4534 |
51 | 9946 | 9604.26 | 341.739 |
52 | 9701 | 9911.84 | -210.844 |
53 | 9049 | 9034.34 | 14.6563 |
54 | 10190 | 10000.8 | 189.156 |
55 | 9706 | 9626.51 | 79.4896 |
56 | 9765 | 9805.84 | -40.8437 |
57 | 9893 | 9761.18 | 131.823 |
58 | 9994 | 10336.3 | -342.344 |
59 | 10433 | 10214.7 | 218.323 |
60 | 10073 | 9991.18 | 81.823 |
61 | 10112 | 10109.8 | 2.19255 |
62 | 9266 | 9377.66 | -111.665 |
63 | 9820 | 9736.38 | 83.6211 |
64 | 10097 | 10044 | 53.0383 |
65 | 9115 | 9166.46 | -51.4617 |
66 | 10411 | 10133 | 278.038 |
67 | 9678 | 9758.63 | -80.6284 |
68 | 10408 | 9937.96 | 470.038 |
69 | 10153 | 9893.3 | 259.705 |
70 | 10368 | 10468.5 | -100.462 |
71 | 10581 | 10346.8 | 234.205 |
72 | 10597 | 10123.3 | 473.705 |
73 | 10680 | 10241.9 | 438.075 |
74 | 9738 | 9509.78 | 228.217 |
75 | 9556 | 9868.5 | -312.497 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.085795 | 0.17159 | 0.914205 |
17 | 0.0524991 | 0.104998 | 0.947501 |
18 | 0.0231044 | 0.0462088 | 0.976896 |
19 | 0.231495 | 0.46299 | 0.768505 |
20 | 0.455793 | 0.911585 | 0.544207 |
21 | 0.504625 | 0.99075 | 0.495375 |
22 | 0.437678 | 0.875355 | 0.562322 |
23 | 0.340352 | 0.680704 | 0.659648 |
24 | 0.310856 | 0.621712 | 0.689144 |
25 | 0.267236 | 0.534473 | 0.732764 |
26 | 0.20685 | 0.4137 | 0.79315 |
27 | 0.239916 | 0.479833 | 0.760084 |
28 | 0.205631 | 0.411263 | 0.794369 |
29 | 0.153269 | 0.306538 | 0.846731 |
30 | 0.173008 | 0.346017 | 0.826992 |
31 | 0.268003 | 0.536006 | 0.731997 |
32 | 0.261416 | 0.522833 | 0.738584 |
33 | 0.268459 | 0.536918 | 0.731541 |
34 | 0.342995 | 0.68599 | 0.657005 |
35 | 0.358774 | 0.717547 | 0.641226 |
36 | 0.431906 | 0.863811 | 0.568094 |
37 | 0.380363 | 0.760726 | 0.619637 |
38 | 0.329101 | 0.658202 | 0.670899 |
39 | 0.450505 | 0.90101 | 0.549495 |
40 | 0.40319 | 0.80638 | 0.59681 |
41 | 0.485094 | 0.970188 | 0.514906 |
42 | 0.454317 | 0.908634 | 0.545683 |
43 | 0.380756 | 0.761513 | 0.619244 |
44 | 0.606127 | 0.787746 | 0.393873 |
45 | 0.674997 | 0.650006 | 0.325003 |
46 | 0.752291 | 0.495418 | 0.247709 |
47 | 0.728812 | 0.542376 | 0.271188 |
48 | 0.704139 | 0.591723 | 0.295861 |
49 | 0.747127 | 0.505746 | 0.252873 |
50 | 0.699422 | 0.601156 | 0.300578 |
51 | 0.916225 | 0.167551 | 0.0837754 |
52 | 0.872687 | 0.254626 | 0.127313 |
53 | 0.837587 | 0.324827 | 0.162413 |
54 | 0.791321 | 0.417359 | 0.208679 |
55 | 0.789484 | 0.421032 | 0.210516 |
56 | 0.775925 | 0.448149 | 0.224075 |
57 | 0.673059 | 0.653883 | 0.326941 |
58 | 0.539452 | 0.921095 | 0.460548 |
59 | 0.41611 | 0.832221 | 0.58389 |
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 | 0.0227273 | OK |
10% type I error level | 1 | 0.0227273 | OK |