Multiple Linear Regression - Estimated Regression Equation |
monthlyUSsoldierskilled[t] = + 99.3511904761905 -13.6846655328798M1[t] -24.890589569161M2[t] -31.953656462585M3[t] -22.4452947845805M4[t] -25.936933106576M5[t] -20.7142857142857M6[t] -10.4916383219955M7[t] -24.6975623582767M8[t] -15.1203231292517M9[t] -30.46910430839M10[t] -32.8178854875284M11[t] -0.651218820861678t + 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) | 99.3511904761905 | 13.204773 | 7.5239 | 0 | 0 |
M1 | -13.6846655328798 | 16.110628 | -0.8494 | 0.398673 | 0.199337 |
M2 | -24.890589569161 | 16.105105 | -1.5455 | 0.126934 | 0.063467 |
M3 | -31.953656462585 | 16.100808 | -1.9846 | 0.051286 | 0.025643 |
M4 | -22.4452947845805 | 16.097738 | -1.3943 | 0.16783 | 0.083915 |
M5 | -25.936933106576 | 16.095896 | -1.6114 | 0.111794 | 0.055897 |
M6 | -20.7142857142857 | 16.095281 | -1.287 | 0.20253 | 0.101265 |
M7 | -10.4916383219955 | 16.095896 | -0.6518 | 0.516747 | 0.258373 |
M8 | -24.6975623582767 | 16.097738 | -1.5342 | 0.129683 | 0.064842 |
M9 | -15.1203231292517 | 16.708188 | -0.905 | 0.368727 | 0.184363 |
M10 | -30.46910430839 | 16.70523 | -1.8239 | 0.072623 | 0.036312 |
M11 | -32.8178854875284 | 16.703455 | -1.9647 | 0.053594 | 0.026797 |
t | -0.651218820861678 | 0.140604 | -4.6316 | 1.7e-05 | 9e-06 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.55071598803982 |
R-squared | 0.303288099482675 |
Adjusted R-squared | 0.178503878494497 |
F-TEST (value) | 2.43050040366409 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 67 |
p-value | 0.0109600910241202 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 28.930207162859 |
Sum Squared Residuals | 56076.1113945578 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 37 | 85.0153061224491 | -48.0153061224491 |
2 | 30 | 73.1581632653061 | -43.1581632653061 |
3 | 47 | 65.4438775510204 | -18.4438775510204 |
4 | 35 | 74.3010204081633 | -39.3010204081633 |
5 | 30 | 70.1581632653061 | -40.1581632653061 |
6 | 43 | 74.7295918367347 | -31.7295918367347 |
7 | 82 | 84.3010204081633 | -2.30102040816325 |
8 | 40 | 69.4438775510204 | -29.4438775510204 |
9 | 47 | 78.3698979591837 | -31.3698979591837 |
10 | 19 | 62.3698979591837 | -43.3698979591837 |
11 | 52 | 59.3698979591837 | -7.36989795918366 |
12 | 136 | 91.5365646258503 | 44.4634353741497 |
13 | 80 | 77.2006802721088 | 2.79931972789117 |
14 | 42 | 65.343537414966 | -23.343537414966 |
15 | 54 | 57.6292517006803 | -3.62925170068026 |
16 | 66 | 66.4863945578231 | -0.486394557823124 |
17 | 81 | 62.343537414966 | 18.656462585034 |
18 | 63 | 66.9149659863945 | -3.91496598639455 |
19 | 137 | 76.4863945578231 | 60.5136054421769 |
20 | 72 | 61.6292517006803 | 10.3707482993197 |
21 | 107 | 70.5552721088435 | 36.4447278911565 |
22 | 58 | 54.5552721088435 | 3.44472789115647 |
23 | 36 | 51.5552721088435 | -15.5552721088435 |
24 | 52 | 83.7219387755102 | -31.7219387755102 |
25 | 79 | 69.3860544217687 | 9.61394557823133 |
26 | 77 | 57.5289115646258 | 19.4710884353742 |
27 | 54 | 49.8146258503401 | 4.18537414965987 |
28 | 84 | 58.671768707483 | 25.328231292517 |
29 | 48 | 54.5289115646259 | -6.52891156462585 |
30 | 96 | 59.1003401360544 | 36.8996598639456 |
31 | 83 | 68.671768707483 | 14.328231292517 |
32 | 66 | 53.8146258503401 | 12.1853741496599 |
33 | 61 | 62.7406462585034 | -1.7406462585034 |
34 | 53 | 46.7406462585034 | 6.25935374149659 |
35 | 30 | 43.7406462585034 | -13.7406462585034 |
36 | 74 | 75.9073129251701 | -1.90731292517006 |
37 | 69 | 61.5714285714285 | 7.42857142857146 |
38 | 59 | 49.7142857142857 | 9.2857142857143 |
39 | 42 | 42 | 6.98659879949659e-15 |
40 | 65 | 50.8571428571429 | 14.1428571428571 |
41 | 70 | 46.7142857142857 | 23.2857142857143 |
42 | 100 | 51.2857142857143 | 48.7142857142857 |
43 | 63 | 60.8571428571429 | 2.14285714285714 |
44 | 105 | 46 | 59 |
45 | 82 | 54.9260204081633 | 27.0739795918367 |
46 | 81 | 38.9260204081633 | 42.0739795918367 |
47 | 75 | 35.9260204081633 | 39.0739795918367 |
48 | 102 | 68.0926870748299 | 33.9073129251701 |
49 | 121 | 53.7568027210884 | 67.2431972789116 |
50 | 98 | 41.8996598639456 | 56.1003401360544 |
51 | 76 | 34.1853741496599 | 41.8146258503401 |
52 | 77 | 43.0425170068027 | 33.9574829931973 |
53 | 63 | 38.8996598639456 | 24.1003401360544 |
54 | 37 | 43.4710884353741 | -6.47108843537415 |
55 | 35 | 53.0425170068027 | -18.0425170068027 |
56 | 23 | 38.1853741496599 | -15.1853741496599 |
57 | 40 | 47.1113945578231 | -7.11139455782313 |
58 | 29 | 31.1113945578231 | -2.11139455782313 |
59 | 37 | 28.1113945578231 | 8.88860544217688 |
60 | 51 | 60.2780612244898 | -9.27806122448979 |
61 | 20 | 45.9421768707483 | -25.9421768707483 |
62 | 28 | 34.0850340136054 | -6.08503401360544 |
63 | 13 | 26.3707482993197 | -13.3707482993197 |
64 | 22 | 35.2278911564626 | -13.2278911564626 |
65 | 25 | 31.0850340136055 | -6.08503401360546 |
66 | 13 | 35.656462585034 | -22.656462585034 |
67 | 16 | 45.2278911564626 | -29.2278911564626 |
68 | 13 | 30.3707482993197 | -17.3707482993197 |
69 | 16 | 39.296768707483 | -23.296768707483 |
70 | 17 | 23.296768707483 | -6.29676870748299 |
71 | 9 | 20.296768707483 | -11.296768707483 |
72 | 17 | 52.4634353741497 | -35.4634353741497 |
73 | 25 | 38.1275510204082 | -13.1275510204082 |
74 | 14 | 26.2704081632653 | -12.2704081632653 |
75 | 8 | 18.5561224489796 | -10.5561224489796 |
76 | 7 | 27.4132653061225 | -20.4132653061225 |
77 | 10 | 23.2704081632653 | -13.2704081632653 |
78 | 7 | 27.8418367346939 | -20.8418367346939 |
79 | 10 | 37.4132653061225 | -27.4132653061225 |
80 | 3 | 22.5561224489796 | -19.5561224489796 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.136169946149591 | 0.272339892299183 | 0.863830053850409 |
17 | 0.132753383851535 | 0.265506767703069 | 0.867246616148465 |
18 | 0.0708729517833832 | 0.141745903566766 | 0.929127048216617 |
19 | 0.0848473096731656 | 0.169694619346331 | 0.915152690326834 |
20 | 0.0427249405702314 | 0.0854498811404628 | 0.957275059429769 |
21 | 0.0488266766892761 | 0.0976533533785521 | 0.951173323310724 |
22 | 0.0267617358900125 | 0.053523471780025 | 0.973238264109987 |
23 | 0.115291540005817 | 0.230583080011634 | 0.884708459994183 |
24 | 0.859703579746627 | 0.280592840506747 | 0.140296420253373 |
25 | 0.819519034528943 | 0.360961930942114 | 0.180480965471057 |
26 | 0.769473990915924 | 0.461052018168152 | 0.230526009084076 |
27 | 0.757310809676689 | 0.485378380646622 | 0.242689190323311 |
28 | 0.687910463315895 | 0.62417907336821 | 0.312089536684105 |
29 | 0.742359235115735 | 0.515281529768531 | 0.257640764884265 |
30 | 0.690187308785498 | 0.619625382429005 | 0.309812691214502 |
31 | 0.746022773572954 | 0.507954452854092 | 0.253977226427046 |
32 | 0.699686453593892 | 0.600627092812216 | 0.300313546406108 |
33 | 0.714183990512345 | 0.571632018975309 | 0.285816009487655 |
34 | 0.688094359068353 | 0.623811281863294 | 0.311905640931647 |
35 | 0.791710675331737 | 0.416578649336526 | 0.208289324668263 |
36 | 0.816076572778665 | 0.367846854442671 | 0.183923427221336 |
37 | 0.825970527313896 | 0.348058945372207 | 0.174029472686104 |
38 | 0.849069022629648 | 0.301861954740703 | 0.150930977370352 |
39 | 0.908851830453418 | 0.182296339093165 | 0.0911481695465823 |
40 | 0.910545765741532 | 0.178908468516937 | 0.0894542342584683 |
41 | 0.901804430438164 | 0.196391139123671 | 0.0981955695618357 |
42 | 0.888523661261746 | 0.222952677476507 | 0.111476338738254 |
43 | 0.92019974418923 | 0.159600511621541 | 0.0798002558107703 |
44 | 0.938904969083032 | 0.122190061833935 | 0.0610950309169676 |
45 | 0.913253652435199 | 0.173492695129602 | 0.0867463475648012 |
46 | 0.895878608596294 | 0.208242782807411 | 0.104121391403706 |
47 | 0.866770416036557 | 0.266459167926886 | 0.133229583963443 |
48 | 0.855117845129705 | 0.289764309740589 | 0.144882154870295 |
49 | 0.977103221980445 | 0.0457935560391096 | 0.0228967780195548 |
50 | 0.994899089061437 | 0.0102018218771264 | 0.00510091093856321 |
51 | 0.998686940581436 | 0.00262611883712696 | 0.00131305941856348 |
52 | 0.999924955270842 | 0.000150089458315603 | 7.50447291578014e-05 |
53 | 0.999983792078789 | 3.24158424226431e-05 | 1.62079212113215e-05 |
54 | 0.999980109908287 | 3.97801834259794e-05 | 1.98900917129897e-05 |
55 | 0.99997350745401 | 5.29850919806909e-05 | 2.64925459903454e-05 |
56 | 0.999950232967128 | 9.95340657445804e-05 | 4.97670328722902e-05 |
57 | 0.999908307764731 | 0.000183384470538571 | 9.16922352692853e-05 |
58 | 0.999699428778753 | 0.00060114244249477 | 0.000300571221247385 |
59 | 0.999590603348614 | 0.000818793302772113 | 0.000409396651386056 |
60 | 0.999959232244692 | 8.15355106162252e-05 | 4.07677553081126e-05 |
61 | 0.999989193630754 | 2.16127384916888e-05 | 1.08063692458444e-05 |
62 | 0.999935992459607 | 0.00012801508078538 | 6.40075403926899e-05 |
63 | 0.999674078954071 | 0.000651842091857795 | 0.000325921045928898 |
64 | 0.998355187116025 | 0.0032896257679506 | 0.0016448128839753 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 14 | 0.285714285714286 | NOK |
5% type I error level | 16 | 0.326530612244898 | NOK |
10% type I error level | 19 | 0.387755102040816 | NOK |