Multiple Linear Regression - Estimated Regression Equation |
total[t] = + 0.0146943980476695 + 0.877540204963669white[t] + 0.122512183017244black[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) | 0.0146943980476695 | 0.048034 | 0.3059 | 0.76035 | 0.380175 |
white | 0.877540204963669 | 8.5e-05 | 10368.2955 | 0 | 0 |
black | 0.122512183017244 | 0.000107 | 1148.7417 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.999999985247163 |
R-squared | 0.999999970494326 |
Adjusted R-squared | 0.999999969859795 |
F-TEST (value) | 1575968016.29655 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 93 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.404686307384505 |
Sum Squared Residuals | 15.2307036867591 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 6129 | 6128.37197828936 | 0.628021710640947 |
2 | 3624 | 3623.63841554165 | 0.361584458345409 |
3 | 502 | 501.525424228635 | 0.474575771364582 |
4 | 165 | 165.063248262584 | -0.0632482625843454 |
5 | 337 | 337.354410569062 | -0.354410569062421 |
6 | 784 | 784.098459062729 | -0.0984590627291709 |
7 | 217 | 217.043234873789 | -0.0432348737892768 |
8 | 149 | 148.840123252658 | 0.159876747342295 |
9 | 117 | 116.795754349623 | 0.204245650377104 |
10 | 138 | 138.14721876239 | -0.147218762390428 |
11 | 117 | 117.083471203303 | -0.0834712033029298 |
12 | 46 | 46.139616428187 | -0.139616428187024 |
13 | 380 | 380.516302642985 | -0.516302642985317 |
14 | 141 | 140.631806990502 | 0.368193009497663 |
15 | 240 | 239.899190050531 | 0.100809949469235 |
16 | 679 | 679.104565328698 | -0.10456532869785 |
17 | 232 | 232.044020693503 | -0.0440206935031714 |
18 | 210 | 210.430359630818 | -0.430359630817783 |
19 | 113 | 112.633122766996 | 0.366877233003712 |
20 | 124 | 124.041145431524 | -0.0411454315239648 |
21 | 1278 | 1277.57490166583 | 0.425098334170778 |
22 | 132 | 131.591425650988 | 0.408574349011849 |
23 | 103 | 102.427484368839 | 0.572515631161427 |
24 | 667 | 666.243568751847 | 0.756431248153389 |
25 | 333 | 333.15186913875 | -0.151869138749676 |
26 | 43 | 43.2192789596159 | -0.219278959615943 |
27 | 2505 | 2503.87071694079 | 1.1292830592073 |
28 | 412 | 411.879897939526 | 0.120102060473676 |
29 | 16557 | 16557.2334229883 | -0.233422988271812 |
30 | 9812 | 9812.0526657593 | -0.0526657592991228 |
31 | 6277 | 6276.86612093919 | 0.13387906081021 |
32 | 3351 | 3351.34296732533 | -0.342967325333536 |
33 | 1814 | 1813.72366405491 | 0.276335945090346 |
34 | 1112 | 1111.95139053806 | 0.0486094619407296 |
35 | 2900 | 2899.92525468008 | 0.0747453199247579 |
36 | 635 | 635.290678936129 | -0.290678936129205 |
37 | 3660 | 3659.7019960322 | 0.298003967801846 |
38 | 440 | 439.818240947377 | 0.181759052623011 |
39 | 1413 | 1413.05437404731 | -0.0543740473114998 |
40 | 140 | 140.281442725334 | -0.281442725333974 |
41 | 1178 | 1178.07919007952 | -0.079190079523274 |
42 | 489 | 489.405066029807 | -0.405066029806537 |
43 | 1007 | 1007.68048645404 | -0.680486454040284 |
44 | 340 | 340.271965397674 | -0.271965397673804 |
45 | 667 | 667.423215454414 | -0.423215454414237 |
46 | 612 | 611.383154519757 | 0.61684548024341 |
47 | 150 | 150.002597671342 | -0.00259767134181882 |
48 | 329 | 328.718692986326 | 0.281307013673597 |
49 | 132 | 132.691252658184 | -0.691252658183936 |
50 | 1467 | 1466.47389781517 | 0.526102184830891 |
51 | 102 | 102.609861323385 | -0.609861323384732 |
52 | 355 | 355.623115482556 | -0.623115482555777 |
53 | 36 | 36.2216948837091 | -0.221694883709063 |
54 | 209 | 209.002905922256 | -0.00290592225611338 |
55 | 107 | 106.527468539977 | 0.472531460023146 |
56 | 657 | 656.684835836542 | 0.315164163457857 |
57 | 1700 | 1699.37193995158 | 0.628060048416828 |
58 | 382 | 382.049096250681 | -0.0490962506805765 |
59 | 304 | 303.819940545978 | 0.180059454022104 |
60 | 78 | 78.1213379197332 | -0.121337919733221 |
61 | 663 | 662.471211282074 | 0.528788717925928 |
62 | 562 | 561.690989538193 | 0.309010461806691 |
63 | 101 | 100.672403958911 | 0.327596041088982 |
64 | 91 | 90.5493678960847 | 0.450632103915299 |
65 | 303 | 303.725731206682 | -0.72573120668196 |
66 | 261 | 261.635363296233 | -0.635363296233399 |
67 | 7677 | 7677.71905944992 | -0.719059449923848 |
68 | 2588 | 2587.98371651441 | 0.0162834855907223 |
69 | 1219 | 1219.49808519161 | -0.498085191609913 |
70 | 1318 | 1317.60299383295 | 0.397006167045772 |
71 | 2132 | 2132.26654648438 | -0.266546484382474 |
72 | 2464 | 2463.89088254123 | 0.109117458767861 |
73 | 243 | 243.044596961293 | -0.0445969612929841 |
74 | 787 | 787.207215209892 | -0.20721520989171 |
75 | 1010 | 1010.12468839034 | -0.124688390339737 |
76 | 423 | 423.680977356868 | -0.680977356867768 |
77 | 493 | 492.74445689908 | 0.255543100920394 |
78 | 3157 | 3156.59820740306 | 0.401792596940649 |
79 | 1831 | 1830.90367252105 | 0.0963274789547164 |
80 | 722 | 722.551868060468 | -0.551868060467694 |
81 | 485 | 485.271213735028 | -0.271213735027704 |
82 | 119 | 118.670564302608 | 0.329435697392003 |
83 | 2504 | 2504.29581206554 | -0.295812065540403 |
84 | 581 | 581.14260023834 | -0.142600238340174 |
85 | 954 | 954.261439130309 | -0.261439130309278 |
86 | 606 | 605.346189428271 | 0.653810571728796 |
87 | 364 | 363.71217864578 | 0.287821354220077 |
88 | 582 | 582.082311410666 | -0.0823114106658106 |
89 | 100 | 99.8120360378309 | 0.187963962169103 |
90 | 1074 | 1074.6218254814 | -0.62182548139966 |
91 | 362 | 361.780286561225 | 0.219713438774681 |
92 | 849 | 849.162205497144 | -0.162205497143965 |
93 | 1633 | 1633.3257898572 | -0.325789857197464 |
94 | 5373 | 5372.14816626954 | 0.851833730464708 |
95 | 318 | 318.208165450605 | -0.208165450605286 |
96 | 5054 | 5054.83223542194 | -0.832235421941429 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.455176560728315 | 0.91035312145663 | 0.544823439271685 |
7 | 0.287298928032772 | 0.574597856065545 | 0.712701071967228 |
8 | 0.196674320478217 | 0.393348640956433 | 0.803325679521783 |
9 | 0.134361387612283 | 0.268722775224567 | 0.865638612387717 |
10 | 0.0843796870828273 | 0.168759374165655 | 0.915620312917173 |
11 | 0.0465980571353523 | 0.0931961142707047 | 0.953401942864648 |
12 | 0.0265643510243943 | 0.0531287020487886 | 0.973435648975606 |
13 | 0.0618108844052323 | 0.123621768810465 | 0.938189115594768 |
14 | 0.0816865165306706 | 0.163373033061341 | 0.918313483469329 |
15 | 0.0529284740098633 | 0.105856948019727 | 0.947071525990137 |
16 | 0.0341005515656577 | 0.0682011031313155 | 0.965899448434342 |
17 | 0.0196454161077833 | 0.0392908322155667 | 0.980354583892217 |
18 | 0.0244508525566686 | 0.0489017051133372 | 0.975549147443331 |
19 | 0.0308047416184887 | 0.0616094832369774 | 0.969195258381511 |
20 | 0.0185551837240336 | 0.0371103674480671 | 0.981444816275966 |
21 | 0.0185538663119265 | 0.0371077326238529 | 0.981446133688074 |
22 | 0.0232878841388709 | 0.0465757682777418 | 0.976712115861129 |
23 | 0.045216796399529 | 0.090433592799058 | 0.954783203600471 |
24 | 0.105563521948289 | 0.211127043896579 | 0.894436478051711 |
25 | 0.0843593188678579 | 0.168718637735716 | 0.915640681132142 |
26 | 0.0706103961409405 | 0.141220792281881 | 0.92938960385906 |
27 | 0.151959586431254 | 0.303919172862507 | 0.848040413568746 |
28 | 0.121274984176526 | 0.242549968353052 | 0.878725015823474 |
29 | 0.104725995311051 | 0.209451990622101 | 0.895274004688949 |
30 | 0.0967509997241538 | 0.193501999448308 | 0.903249000275846 |
31 | 0.274027154040268 | 0.548054308080536 | 0.725972845959732 |
32 | 0.299639004466229 | 0.599278008932459 | 0.700360995533771 |
33 | 0.259180796824017 | 0.518361593648034 | 0.740819203175983 |
34 | 0.213929786258815 | 0.42785957251763 | 0.786070213741185 |
35 | 0.178259560850933 | 0.356519121701865 | 0.821740439149067 |
36 | 0.171847002924125 | 0.343694005848251 | 0.828152997075875 |
37 | 0.158717481658869 | 0.317434963317739 | 0.841282518341131 |
38 | 0.129414394223298 | 0.258828788446596 | 0.870585605776702 |
39 | 0.102264284079642 | 0.204528568159284 | 0.897735715920358 |
40 | 0.0955323739145568 | 0.191064747829114 | 0.904467626085443 |
41 | 0.0741603658657729 | 0.148320731731546 | 0.925839634134227 |
42 | 0.0790179452978708 | 0.158035890595742 | 0.920982054702129 |
43 | 0.139563253139328 | 0.279126506278656 | 0.860436746860672 |
44 | 0.124115435800222 | 0.248230871600444 | 0.875884564199778 |
45 | 0.130082066973213 | 0.260164133946426 | 0.869917933026787 |
46 | 0.174355509115078 | 0.348711018230156 | 0.825644490884922 |
47 | 0.138548590679963 | 0.277097181359926 | 0.861451409320037 |
48 | 0.120775294522268 | 0.241550589044535 | 0.879224705477732 |
49 | 0.192685002976723 | 0.385370005953446 | 0.807314997023277 |
50 | 0.223611803148403 | 0.447223606296806 | 0.776388196851597 |
51 | 0.286294632038964 | 0.572589264077928 | 0.713705367961036 |
52 | 0.355639628691126 | 0.711279257382251 | 0.644360371308874 |
53 | 0.318161711576545 | 0.636323423153091 | 0.681838288423455 |
54 | 0.266350476685904 | 0.532700953371809 | 0.733649523314096 |
55 | 0.278423512946105 | 0.556847025892209 | 0.721576487053895 |
56 | 0.25572445629508 | 0.511448912590161 | 0.74427554370492 |
57 | 0.355381729298337 | 0.710763458596675 | 0.644618270701663 |
58 | 0.300948096057591 | 0.601896192115182 | 0.699051903942409 |
59 | 0.259707066186818 | 0.519414132373637 | 0.740292933813182 |
60 | 0.215806056389655 | 0.43161211277931 | 0.784193943610345 |
61 | 0.261416367274279 | 0.522832734548557 | 0.738583632725721 |
62 | 0.250649135484936 | 0.501298270969872 | 0.749350864515064 |
63 | 0.241475518366654 | 0.482951036733308 | 0.758524481633346 |
64 | 0.269329533511182 | 0.538659067022364 | 0.730670466488818 |
65 | 0.35647237503076 | 0.71294475006152 | 0.64352762496924 |
66 | 0.4295645947933 | 0.8591291895866 | 0.5704354052067 |
67 | 0.482764998612962 | 0.965529997225923 | 0.517235001387038 |
68 | 0.41720596614649 | 0.83441193229298 | 0.58279403385351 |
69 | 0.43513438738583 | 0.870268774771659 | 0.56486561261417 |
70 | 0.4401920103188 | 0.8803840206376 | 0.5598079896812 |
71 | 0.389176211089052 | 0.778352422178105 | 0.610823788910948 |
72 | 0.33783160956486 | 0.67566321912972 | 0.66216839043514 |
73 | 0.276470207610212 | 0.552940415220423 | 0.723529792389788 |
74 | 0.226216369060046 | 0.452432738120092 | 0.773783630939954 |
75 | 0.176513414176105 | 0.35302682835221 | 0.823486585823895 |
76 | 0.240919060763741 | 0.481838121527482 | 0.759080939236259 |
77 | 0.209712564923756 | 0.419425129847511 | 0.790287435076244 |
78 | 0.206185192583656 | 0.412370385167313 | 0.793814807416344 |
79 | 0.159973502625863 | 0.319947005251726 | 0.840026497374137 |
80 | 0.185373273905712 | 0.370746547811423 | 0.814626726094288 |
81 | 0.151157062879925 | 0.30231412575985 | 0.848842937120075 |
82 | 0.131236102099616 | 0.262472204199231 | 0.868763897900384 |
83 | 0.109655581116981 | 0.219311162233962 | 0.890344418883019 |
84 | 0.0787192970412065 | 0.157438594082413 | 0.921280702958793 |
85 | 0.0515578080967239 | 0.103115616193448 | 0.948442191903276 |
86 | 0.0782504275039797 | 0.156500855007959 | 0.92174957249602 |
87 | 0.0674265335282544 | 0.134853067056509 | 0.932573466471746 |
88 | 0.0372268057168618 | 0.0744536114337236 | 0.962773194283138 |
89 | 0.0268558925904492 | 0.0537117851808983 | 0.973144107409551 |
90 | 0.0248141880730833 | 0.0496283761461666 | 0.975185811926917 |
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 | 6 | 0.0705882352941176 | NOK |
10% type I error level | 13 | 0.152941176470588 | NOK |