| Multiple Linear Regression - Estimated Regression Equation |
| total[t] = -0.0372452799848391 + 0.87753017134208white[t] + 0.122533441363072black[t] + 0.0130005907426916M1[t] + 0.292542567990245M2[t] + 0.237974284920121M3[t] -0.10830558120021M4[t] -0.119233354462568M5[t] -0.190012153335088M6[t] + 0.0245086645433465M7[t] -0.0610894833299801M8[t] + 0.0488627128804819M9[t] + 0.355590413393966M10[t] + 0.0374019365786693M11[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) | -0.0372452799848391 | 0.142648 | -0.2611 | 0.794671 | 0.397335 |
| white | 0.87753017134208 | 8.9e-05 | 9810.6489 | 0 | 0 |
| black | 0.122533441363072 | 0.000113 | 1086.8029 | 0 | 0 |
| M1 | 0.0130005907426916 | 0.199804 | 0.0651 | 0.948279 | 0.47414 |
| M2 | 0.292542567990245 | 0.198058 | 1.4771 | 0.143492 | 0.071746 |
| M3 | 0.237974284920121 | 0.198407 | 1.1994 | 0.233817 | 0.116909 |
| M4 | -0.10830558120021 | 0.198648 | -0.5452 | 0.587086 | 0.293543 |
| M5 | -0.119233354462568 | 0.201788 | -0.5909 | 0.556223 | 0.278112 |
| M6 | -0.190012153335088 | 0.197748 | -0.9609 | 0.339438 | 0.169719 |
| M7 | 0.0245086645433465 | 0.198403 | 0.1235 | 0.90199 | 0.450995 |
| M8 | -0.0610894833299801 | 0.197081 | -0.31 | 0.757369 | 0.378685 |
| M9 | 0.0488627128804819 | 0.197198 | 0.2478 | 0.80492 | 0.40246 |
| M10 | 0.355590413393966 | 0.197085 | 1.8043 | 0.074864 | 0.037432 |
| M11 | 0.0374019365786693 | 0.201385 | 0.1857 | 0.85312 | 0.42656 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.999999987663327 |
| R-squared | 0.999999975326653 |
| Adjusted R-squared | 0.999999971415025 |
| F-TEST (value) | 255648017.624669 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 82 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.394107153553734 |
| Sum Squared Residuals | 12.7362767755425 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6129 | 6128.37164194195 | 0.628358058053587 |
| 2 | 3624 | 3623.90726344515 | 0.0927365548465218 |
| 3 | 502 | 501.71521883455 | 0.284781165450305 |
| 4 | 165 | 164.904537398766 | 0.0954626012337657 |
| 5 | 337 | 337.185453106558 | -0.185453106557786 |
| 6 | 784 | 783.86596404168 | 0.134035958319884 |
| 7 | 217 | 217.017106472817 | -0.0171064728173967 |
| 8 | 149 | 148.729221842988 | 0.270778157011909 |
| 9 | 117 | 116.793789318473 | 0.206210681527257 |
| 10 | 138 | 138.453414078643 | -0.453414078642765 |
| 11 | 117 | 117.070744539058 | -0.0707445390579793 |
| 12 | 46 | 46.0882143458153 | -0.0882143458153017 |
| 13 | 380 | 380.478791052489 | -0.478791052489146 |
| 14 | 141 | 140.873113322982 | 0.12688667701751 |
| 15 | 240 | 240.08594871169 | -0.0859487116895804 |
| 16 | 679 | 678.949516509896 | 0.0504834901041604 |
| 17 | 232 | 231.874318644389 | 0.125681355611042 |
| 18 | 210 | 210.189536771893 | -0.189536771892897 |
| 19 | 113 | 112.607055214351 | 0.392944785649017 |
| 20 | 124 | 123.929349293925 | 0.0706507060753233 |
| 21 | 1278 | 1277.58023900127 | 0.419760998729729 |
| 22 | 132 | 131.895996490439 | 0.104003509561357 |
| 23 | 103 | 102.41383764021 | 0.586162359790219 |
| 24 | 667 | 666.195567698533 | 0.804432301466974 |
| 25 | 333 | 333.115714832377 | -0.11571483237705 |
| 26 | 43 | 43.4597504028922 | -0.459750402892217 |
| 27 | 2505 | 2504.06711930764 | 0.932880692362096 |
| 28 | 412 | 411.719543297376 | 0.280456702624115 |
| 29 | 16557 | 16557.1924769774 | -0.192476977407792 |
| 30 | 9812 | 9811.88278903372 | 0.11721096627993 |
| 31 | 6277 | 6276.84917427198 | 0.150825728024849 |
| 32 | 3351 | 3351.24242149803 | -0.242421498025958 |
| 33 | 1814 | 1813.7201067578 | 0.279893242198133 |
| 34 | 1112 | 1112.25354387594 | -0.253543875941876 |
| 35 | 2900 | 2899.9730908084 | 0.0269091916044961 |
| 36 | 635 | 635.237956147837 | -0.237956147836565 |
| 37 | 3660 | 3659.70616186548 | 0.293838134518412 |
| 38 | 440 | 440.065529978466 | -0.0655299784659777 |
| 39 | 1413 | 1413.25853549483 | -0.258535494833507 |
| 40 | 140 | 140.120703980944 | -0.12070398094368 |
| 41 | 1178 | 1177.92221408278 | 0.0777859172184139 |
| 42 | 489 | 489.167692553029 | -0.167692553029038 |
| 43 | 1007 | 1007.65748601335 | -0.657486013345428 |
| 44 | 340 | 340.160846538044 | -0.16084653804388 |
| 45 | 667 | 667.422658760324 | -0.422658760323925 |
| 46 | 612 | 611.689988936307 | 0.310011063692718 |
| 47 | 150 | 149.989902480566 | 0.0100975194338455 |
| 48 | 329 | 328.667957320204 | 0.332042679796455 |
| 49 | 132 | 132.652450689495 | -0.652450689495477 |
| 50 | 1467 | 1466.72193344641 | 0.278066553587536 |
| 51 | 102 | 102.796331675316 | -0.796331675316071 |
| 52 | 355 | 355.466145823599 | -0.466145823599197 |
| 53 | 36 | 36.051286142063 | -0.051286142062978 |
| 54 | 209 | 208.762484589697 | 0.237515410303346 |
| 55 | 107 | 106.500179227998 | 0.49982077200222 |
| 56 | 657 | 656.573112838324 | 0.42688716167611 |
| 57 | 1700 | 1699.38181276192 | 0.61818723808105 |
| 58 | 382 | 382.354927367459 | -0.35492736745859 |
| 59 | 304 | 303.806506298716 | 0.193493701284051 |
| 60 | 78 | 78.0704538705795 | -0.0704538705795228 |
| 61 | 663 | 662.43734158994 | 0.562658410059612 |
| 62 | 562 | 561.935729484893 | 0.0642705151069005 |
| 63 | 101 | 100.859349645867 | 0.140650354133144 |
| 64 | 91 | 90.389900211332 | 0.610099788668008 |
| 65 | 303 | 303.558404499791 | -0.558404499790942 |
| 66 | 261 | 261.394498788421 | -0.394498788420986 |
| 67 | 7677 | 7677.73354391632 | -0.733543916320486 |
| 68 | 2588 | 2587.87714769519 | 0.122852304814365 |
| 69 | 1219 | 1219.49837646617 | -0.498376466171633 |
| 70 | 1318 | 1317.91031862079 | 0.0896813792070825 |
| 71 | 2132 | 2132.26784894447 | -0.267848944465754 |
| 72 | 2464 | 2463.85665611899 | 0.143343881011325 |
| 73 | 243 | 243.007252329351 | -0.00725232935065741 |
| 74 | 787 | 787.452458289686 | -0.452458289685903 |
| 75 | 1010 | 1010.32060913198 | -0.320609131981221 |
| 76 | 423 | 423.522345831832 | -0.522345831832025 |
| 77 | 493 | 492.575195580627 | 0.424804419373168 |
| 78 | 3157 | 3156.35945474293 | 0.640545257073889 |
| 79 | 1831 | 1830.88150143377 | 0.118498566225763 |
| 80 | 722 | 722.435993082703 | -0.435993082702744 |
| 81 | 485 | 485.268751724822 | -0.268751724822489 |
| 82 | 119 | 118.974353852474 | 0.025646147526148 |
| 83 | 2504 | 2504.28327600611 | -0.283276006111097 |
| 84 | 581 | 581.088434588035 | -0.0884345880350691 |
| 85 | 954 | 954.230645698919 | -0.230645698919281 |
| 86 | 606 | 605.584221629514 | 0.415778370485629 |
| 87 | 364 | 363.896887198125 | 0.103112801874834 |
| 88 | 582 | 581.927306946255 | 0.0726930537448529 |
| 89 | 100 | 99.6406509663831 | 0.359349033616874 |
| 90 | 1074 | 1074.37757947863 | -0.377579478634127 |
| 91 | 362 | 361.753953449419 | 0.246046550581461 |
| 92 | 849 | 849.051907210805 | -0.0519072108051262 |
| 93 | 1633 | 1633.33426520922 | -0.334265209218122 |
| 94 | 5373 | 5372.46745677794 | 0.532543222055926 |
| 95 | 318 | 318.194793282478 | -0.194793282477782 |
| 96 | 5054 | 5054.79475991001 | -0.794759910008295 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.199252834751747 | 0.398505669503494 | 0.800747165248253 |
| 18 | 0.217168968280799 | 0.434337936561598 | 0.782831031719201 |
| 19 | 0.19370427669898 | 0.387408553397961 | 0.80629572330102 |
| 20 | 0.121014108917387 | 0.242028217834774 | 0.878985891082613 |
| 21 | 0.0684441941702964 | 0.136888388340593 | 0.931555805829704 |
| 22 | 0.075263512248675 | 0.15052702449735 | 0.924736487751325 |
| 23 | 0.109772802322823 | 0.219545604645647 | 0.890227197677177 |
| 24 | 0.201371950556274 | 0.402743901112547 | 0.798628049443726 |
| 25 | 0.171190333722933 | 0.342380667445867 | 0.828809666277067 |
| 26 | 0.15716295375447 | 0.31432590750894 | 0.84283704624553 |
| 27 | 0.182179489058832 | 0.364358978117664 | 0.817820510941168 |
| 28 | 0.133807435113714 | 0.267614870227428 | 0.866192564886286 |
| 29 | 0.15310895162666 | 0.306217903253319 | 0.84689104837334 |
| 30 | 0.135030446828436 | 0.270060893656873 | 0.864969553171564 |
| 31 | 0.35801698935011 | 0.71603397870022 | 0.64198301064989 |
| 32 | 0.352982810785968 | 0.705965621571937 | 0.647017189214032 |
| 33 | 0.306154960441448 | 0.612309920882896 | 0.693845039558552 |
| 34 | 0.254984378095818 | 0.509968756191636 | 0.745015621904182 |
| 35 | 0.200732768115067 | 0.401465536230133 | 0.799267231884933 |
| 36 | 0.218636929755659 | 0.437273859511319 | 0.781363070244341 |
| 37 | 0.204067753396462 | 0.408135506792924 | 0.795932246603538 |
| 38 | 0.156472524120105 | 0.31294504824021 | 0.843527475879895 |
| 39 | 0.173968202936365 | 0.34793640587273 | 0.826031797063635 |
| 40 | 0.140919635220981 | 0.281839270441963 | 0.859080364779019 |
| 41 | 0.110727856121856 | 0.221455712243713 | 0.889272143878144 |
| 42 | 0.0839400397941659 | 0.167880079588332 | 0.916059960205834 |
| 43 | 0.155900322658959 | 0.311800645317918 | 0.844099677341041 |
| 44 | 0.12275794433369 | 0.24551588866738 | 0.87724205566631 |
| 45 | 0.151934674568319 | 0.303869349136638 | 0.848065325431681 |
| 46 | 0.145629662594916 | 0.291259325189833 | 0.854370337405084 |
| 47 | 0.114642870745083 | 0.229285741490165 | 0.885357129254917 |
| 48 | 0.0983533932313672 | 0.196706786462734 | 0.901646606768633 |
| 49 | 0.160006602702284 | 0.320013205404568 | 0.839993397297716 |
| 50 | 0.140673259766695 | 0.281346519533391 | 0.859326740233305 |
| 51 | 0.2813242686116 | 0.562648537223199 | 0.7186757313884 |
| 52 | 0.295099005470378 | 0.590198010940757 | 0.704900994529622 |
| 53 | 0.240864694105936 | 0.481729388211872 | 0.759135305894064 |
| 54 | 0.211264966186745 | 0.42252993237349 | 0.788735033813255 |
| 55 | 0.222413391318478 | 0.444826782636956 | 0.777586608681522 |
| 56 | 0.230208479260499 | 0.460416958520999 | 0.769791520739501 |
| 57 | 0.401925911027299 | 0.803851822054598 | 0.598074088972701 |
| 58 | 0.40607684049514 | 0.81215368099028 | 0.59392315950486 |
| 59 | 0.368140997698159 | 0.736281995396318 | 0.631859002301841 |
| 60 | 0.311954918353674 | 0.623909836707348 | 0.688045081646326 |
| 61 | 0.380571444817262 | 0.761142889634525 | 0.619428555182738 |
| 62 | 0.316993523587048 | 0.633987047174095 | 0.683006476412952 |
| 63 | 0.26159820147055 | 0.523196402941101 | 0.73840179852945 |
| 64 | 0.361162384402007 | 0.722324768804013 | 0.638837615597993 |
| 65 | 0.49848833672734 | 0.99697667345468 | 0.50151166327266 |
| 66 | 0.490618889787639 | 0.981237779575278 | 0.509381110212361 |
| 67 | 0.62828199854247 | 0.74343600291506 | 0.37171800145753 |
| 68 | 0.578497383068522 | 0.843005233862956 | 0.421502616931478 |
| 69 | 0.548189600724359 | 0.903620798551282 | 0.451810399275641 |
| 70 | 0.470545910892683 | 0.941091821785367 | 0.529454089107317 |
| 71 | 0.393875651584601 | 0.787751303169201 | 0.606124348415399 |
| 72 | 0.502489689314712 | 0.995020621370576 | 0.497510310685288 |
| 73 | 0.403736102547837 | 0.807472205095674 | 0.596263897452163 |
| 74 | 0.452248771988732 | 0.904497543977464 | 0.547751228011268 |
| 75 | 0.391965026958611 | 0.783930053917222 | 0.608034973041389 |
| 76 | 0.409693610100891 | 0.819387220201783 | 0.590306389899109 |
| 77 | 0.306791196839167 | 0.613582393678335 | 0.693208803160833 |
| 78 | 0.584164132934829 | 0.831671734130341 | 0.415835867065171 |
| 79 | 0.419595914942208 | 0.839191829884416 | 0.580404085057792 |
| 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 | 0 | 0 | OK |
| 10% type I error level | 0 | 0 | OK |
