Multiple Linear Regression - Estimated Regression Equation |
Y1_Total_overal_crime[t] = + 21.9997344462883 + 0.361070730885295X1_violent_crime[t] + 2.82752476218118X2_police_fund[t] + 3.21033298687592`X3_%_25+_4yrs_HS`[t] + 8.55396454927103`X4_%_16-19_unschooled`[t] + 3.51837086356277`X5_%_18-24_in_college`[t] -4.70541968477886`X6_%_25+_with_4_yrs_or_more_college`[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) | 21.9997344462883 | 295.930737 | 0.0743 | 0.940982 | 0.470491 |
X1_violent_crime | 0.361070730885295 | 0.052042 | 6.9381 | 0 | 0 |
X2_police_fund | 2.82752476218118 | 2.414756 | 1.1709 | 0.246178 | 0.123089 |
`X3_%_25+_4yrs_HS` | 3.21033298687592 | 4.194605 | 0.7653 | 0.447015 | 0.223508 |
`X4_%_16-19_unschooled` | 8.55396454927103 | 6.162415 | 1.3881 | 0.17016 | 0.08508 |
`X5_%_18-24_in_college` | 3.51837086356277 | 2.820075 | 1.2476 | 0.21694 | 0.10847 |
`X6_%_25+_with_4_yrs_or_more_college` | -4.70541968477886 | 9.097746 | -0.5172 | 0.606882 | 0.303441 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.770871447637883 |
R-squared | 0.594242788783325 |
Adjusted R-squared | 0.554332243417751 |
F-TEST (value) | 14.8893677934028 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 61 |
p-value | 2.12824979861637e-10 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 190.703709667883 |
Sum Squared Residuals | 2218442.19774663 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 478 | 548.157093562098 | -70.1570935620978 |
2 | 494 | 581.218570418881 | -87.2185704188811 |
3 | 643 | 668.162079336548 | -25.1620793365485 |
4 | 341 | 634.241514712539 | -293.241514712539 |
5 | 773 | 626.746361119052 | 146.253638880948 |
6 | 603 | 515.307175395051 | 87.692824604949 |
7 | 484 | 574.998806735587 | -90.9988067355866 |
8 | 546 | 509.134218122588 | 36.8657818774122 |
9 | 424 | 450.396276969511 | -26.3962769695106 |
10 | 548 | 613.606860146189 | -65.6068601461892 |
11 | 506 | 505.788320578802 | 0.211679421197993 |
12 | 819 | 635.832854984725 | 183.167145015275 |
13 | 541 | 548.349877460484 | -7.34987746048354 |
14 | 491 | 768.665675280318 | -277.665675280318 |
15 | 514 | 499.999110937714 | 14.0008890622861 |
16 | 371 | 528.599117043586 | -157.599117043586 |
17 | 457 | 481.544775832348 | -24.5447758323481 |
18 | 437 | 594.089199546594 | -157.089199546594 |
19 | 570 | 598.061746443062 | -28.0617464430617 |
20 | 432 | 535.843099013787 | -103.843099013787 |
21 | 619 | 717.499136704057 | -98.4991367040572 |
22 | 357 | 526.615562850788 | -169.615562850788 |
23 | 623 | 591.239455796572 | 31.7605442034282 |
24 | 547 | 790.632504165673 | -243.632504165673 |
25 | 792 | 714.575390402056 | 77.4246095979437 |
26 | 799 | 757.564476309252 | 41.4355236907476 |
27 | 439 | 622.56048401863 | -183.56048401863 |
28 | 867 | 846.771841243115 | 20.2281587568852 |
29 | 912 | 828.531866855254 | 83.468133144746 |
30 | 462 | 537.07675646229 | -75.0767564622904 |
31 | 859 | 719.417549251763 | 139.582450748237 |
32 | 805 | 843.403545665624 | -38.4035456656241 |
33 | 652 | 690.493984252656 | -38.4939842526557 |
34 | 776 | 612.932088865499 | 163.067911134501 |
35 | 919 | 733.9218132038 | 185.0781867962 |
36 | 732 | 1005.85659941624 | -273.856599416238 |
37 | 657 | 717.254326403212 | -60.2543264032121 |
38 | 1419 | 693.299412556867 | 725.700587443133 |
39 | 989 | 915.644135303676 | 73.3558646963236 |
40 | 821 | 841.175537320746 | -20.1755373207462 |
41 | 1740 | 1925.13985052496 | -185.139850524957 |
42 | 815 | 743.501308183898 | 71.4986918161017 |
43 | 760 | 716.344571655638 | 43.6554283443615 |
44 | 936 | 700.8834809891 | 235.1165190109 |
45 | 863 | 681.971459507239 | 181.028540492761 |
46 | 783 | 907.988108204194 | -124.988108204194 |
47 | 715 | 671.783915930175 | 43.2160840698245 |
48 | 1504 | 1020.19204666627 | 483.807953333733 |
49 | 1324 | 1019.69109504593 | 304.308904954075 |
50 | 940 | 1083.32770696095 | -143.327706960955 |
51 | 548 | 613.606860146189 | -65.6068601461892 |
52 | 506 | 505.788320578802 | 0.211679421197993 |
53 | 514 | 499.999110937714 | 14.0008890622861 |
54 | 457 | 481.544775832348 | -24.5447758323481 |
55 | 619 | 717.499136704057 | -98.4991367040572 |
56 | 547 | 790.632504165673 | -243.632504165673 |
57 | 439 | 622.56048401863 | -183.56048401863 |
58 | 462 | 537.07675646229 | -75.0767564622904 |
59 | 652 | 690.493984252656 | -38.4939842526557 |
60 | 732 | 1005.85659941624 | -273.856599416238 |
61 | 989 | 915.644135303676 | 73.3558646963236 |
62 | 760 | 716.344571655638 | 43.6554283443615 |
63 | 783 | 907.988108204194 | -124.988108204194 |
64 | 1504 | 1020.19204666627 | 483.807953333733 |
65 | 940 | 1083.32770696095 | -143.327706960955 |
66 | 919 | 733.9218132038 | 185.0781867962 |
67 | 936 | 700.8834809891 | 235.1165190109 |
68 | 548 | 613.606860146189 | -65.6068601461892 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.19739600152861 | 0.39479200305722 | 0.80260399847139 |
11 | 0.103359516404496 | 0.206719032808992 | 0.896640483595504 |
12 | 0.0579652939744815 | 0.115930587948963 | 0.942034706025519 |
13 | 0.0240497483238779 | 0.0480994966477557 | 0.975950251676122 |
14 | 0.0118736949021667 | 0.0237473898043334 | 0.988126305097833 |
15 | 0.00451446396120585 | 0.0090289279224117 | 0.995485536038794 |
16 | 0.00372892988192945 | 0.0074578597638589 | 0.996271070118071 |
17 | 0.00148540926639572 | 0.00297081853279144 | 0.998514590733604 |
18 | 0.0120242973029526 | 0.0240485946059052 | 0.987975702697047 |
19 | 0.00955489554536169 | 0.0191097910907234 | 0.990445104454638 |
20 | 0.00493775958326351 | 0.00987551916652702 | 0.995062240416737 |
21 | 0.00468100921113257 | 0.00936201842226514 | 0.995318990788867 |
22 | 0.0042189826624686 | 0.0084379653249372 | 0.995781017337531 |
23 | 0.00252984335833532 | 0.00505968671667065 | 0.997470156641665 |
24 | 0.00155396721589887 | 0.00310793443179774 | 0.998446032784101 |
25 | 0.00500050554623431 | 0.0100010110924686 | 0.994999494453766 |
26 | 0.00350837227388386 | 0.00701674454776771 | 0.996491627726116 |
27 | 0.00237100676086905 | 0.00474201352173811 | 0.997628993239131 |
28 | 0.00175689831778339 | 0.00351379663556679 | 0.998243101682217 |
29 | 0.00214847581011119 | 0.00429695162022237 | 0.997851524189889 |
30 | 0.00120337595307938 | 0.00240675190615877 | 0.998796624046921 |
31 | 0.00123208330560518 | 0.00246416661121037 | 0.998767916694395 |
32 | 0.000667155534661216 | 0.00133431106932243 | 0.999332844465339 |
33 | 0.000334281955094433 | 0.000668563910188866 | 0.999665718044906 |
34 | 0.000458775163711427 | 0.000917550327422854 | 0.999541224836289 |
35 | 0.000428539445937511 | 0.000857078891875023 | 0.999571460554063 |
36 | 0.00136406506686871 | 0.00272813013373742 | 0.998635934933131 |
37 | 0.00135771049041044 | 0.00271542098082089 | 0.99864228950959 |
38 | 0.293527934688913 | 0.587055869377827 | 0.706472065311087 |
39 | 0.235581138843163 | 0.471162277686326 | 0.764418861156837 |
40 | 0.182057753086758 | 0.364115506173516 | 0.817942246913242 |
41 | 0.175644638968194 | 0.351289277936388 | 0.824355361031806 |
42 | 0.134076415331133 | 0.268152830662265 | 0.865923584668867 |
43 | 0.105999953042701 | 0.211999906085402 | 0.894000046957299 |
44 | 0.137708150847835 | 0.275416301695671 | 0.862291849152165 |
45 | 0.132708346266639 | 0.265416692533278 | 0.867291653733361 |
46 | 0.105993167504967 | 0.211986335009935 | 0.894006832495033 |
47 | 0.0806243246989912 | 0.161248649397982 | 0.919375675301009 |
48 | 0.236537711431541 | 0.473075422863083 | 0.763462288568459 |
49 | 0.412913578284563 | 0.825827156569127 | 0.587086421715437 |
50 | 0.342218316348282 | 0.684436632696565 | 0.657781683651718 |
51 | 0.281622853094485 | 0.56324570618897 | 0.718377146905515 |
52 | 0.218743620423575 | 0.437487240847151 | 0.781256379576425 |
53 | 0.15114741978481 | 0.302294839569621 | 0.84885258021519 |
54 | 0.110870809902492 | 0.221741619804985 | 0.889129190097508 |
55 | 0.0752583375157169 | 0.150516675031434 | 0.924741662484283 |
56 | 0.131217804595628 | 0.262435609191255 | 0.868782195404372 |
57 | 0.0775856782584208 | 0.155171356516842 | 0.922414321741579 |
58 | 0.0375284138873496 | 0.0750568277746991 | 0.96247158611265 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 20 | 0.408163265306122 | NOK |
5% type I error level | 25 | 0.510204081632653 | NOK |
10% type I error level | 26 | 0.530612244897959 | NOK |