Multiple Linear Regression - Estimated Regression Equation |
Monthyly[t] = + 9.40343409932416 -0.000985975897309706births[t] + 0.0179399820177391t + 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) | 9.40343409932416 | 0.136721 | 68.7781 | 0 | 0 |
births | -0.000985975897309706 | 0.000185 | -5.3276 | 1e-06 | 1e-06 |
t | 0.0179399820177391 | 0.002425 | 7.3976 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.721700373651017 |
R-squared | 0.520851429328018 |
Adjusted R-squared | 0.506963064960714 |
F-TEST (value) | 37.5027192225899 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 69 |
p-value | 9.4672047978861e-12 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.424796762935144 |
Sum Squared Residuals | 12.4512079962122 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 9 | 8.75485437476054 | 0.245145625239459 |
2 | 8 | 8.80631753728681 | -0.80631753728681 |
3 | 9 | 9.06089173465888 | -0.0608917346588774 |
4 | 9 | 8.8737487300362 | 0.126251269963802 |
5 | 9 | 9.2032570956038 | -0.203257095603804 |
6 | 9 | 9.06935678943585 | -0.0693567894358487 |
7 | 10 | 9.21448766220654 | 0.78551233779346 |
8 | 9 | 9.00663916374036 | -0.00663916374035642 |
9 | 9 | 8.77512724373874 | 0.22487275626126 |
10 | 9 | 8.99519228470497 | 0.00480771529503127 |
11 | 8 | 8.69071814830243 | -0.690718148302434 |
12 | 9 | 8.88317586414399 | 0.116824135856009 |
13 | 9 | 8.81927984668502 | 0.180720153314975 |
14 | 9 | 9.5313468604088 | -0.531346860408797 |
15 | 9 | 8.90150067789406 | 0.0984993221059409 |
16 | 9 | 9.25565844089441 | -0.255658440894408 |
17 | 9 | 9.54868569826155 | -0.548685698261555 |
18 | 9 | 8.82418582960509 | 0.175814170394914 |
19 | 10 | 9.3065204592557 | 0.693479540744304 |
20 | 10 | 9.55616477714122 | 0.443835222858784 |
21 | 9 | 8.80898746284662 | 0.191012537153376 |
22 | 9 | 8.96792199817965 | 0.0320780018203493 |
23 | 9 | 9.3930700257863 | -0.393070025786298 |
24 | 10 | 9.70384484930502 | 0.29615515069498 |
25 | 9 | 9.0148401129517 | -0.0148401129517002 |
26 | 9 | 9.70028577744811 | -0.70028577744811 |
27 | 10 | 9.57920315794518 | 0.420796842054819 |
28 | 9 | 9.09823933592421 | -0.0982393359242087 |
29 | 9 | 8.98208659590783 | 0.0179134040921721 |
30 | 10 | 9.89430671678547 | 0.10569328321453 |
31 | 10 | 9.87872351829468 | 0.121276481705321 |
32 | 10 | 9.44410056344726 | 0.555899436552736 |
33 | 10 | 9.79037051926914 | 0.209629480730865 |
34 | 10 | 9.78366110385413 | 0.216338896145869 |
35 | 9 | 9.59849005102607 | -0.598490051026071 |
36 | 9 | 9.09977866285352 | -0.0997786628535241 |
37 | 10 | 9.91142924220558 | 0.0885707577944234 |
38 | 9 | 9.86330883910357 | -0.863308839103566 |
39 | 10 | 9.63574082269119 | 0.364259177308812 |
40 | 9 | 9.37464962577028 | -0.37464962577028 |
41 | 10 | 9.65584517236971 | 0.344154827630289 |
42 | 10 | 9.87985411692518 | 0.120145883074822 |
43 | 10 | 9.73708002768143 | 0.262919972318565 |
44 | 10 | 9.56176873382647 | 0.438231266173528 |
45 | 10 | 9.52548004149218 | 0.474519958507822 |
46 | 10 | 9.45369621685473 | 0.546303783145267 |
47 | 9 | 9.42628130759623 | -0.426281307596226 |
48 | 9 | 9.52802924088529 | -0.52802924088529 |
49 | 10 | 9.87725712439909 | 0.122742875600909 |
50 | 9 | 9.79659951668586 | -0.796599516685859 |
51 | 10 | 9.92201087151036 | 0.0779891284896438 |
52 | 9 | 9.64514406023249 | -0.645144060232493 |
53 | 10 | 9.82182616171709 | 0.178173838282905 |
54 | 10 | 10.2617638277834 | -0.261763827783388 |
55 | 10 | 9.48796516426143 | 0.512034835738567 |
56 | 11 | 10.2276395031099 | 0.772360496890122 |
57 | 10 | 10.0473983297684 | -0.0473983297683657 |
58 | 10 | 9.62164915799674 | 0.378350842003263 |
59 | 9 | 9.58831839335437 | -0.588318393354372 |
60 | 10 | 10.2668622265696 | -0.266862226569614 |
61 | 10 | 9.5679977312432 | 0.432002268756803 |
62 | 9 | 9.66087188145647 | -0.660871881456473 |
63 | 10 | 10.3334998592879 | -0.333499859287857 |
64 | 10 | 9.72633112241124 | 0.273668877588757 |
65 | 10 | 10.0045687413187 | -0.00456874131874433 |
66 | 10 | 9.94954650693557 | 0.0504534930644347 |
67 | 11 | 10.1104529940632 | 0.889547005936788 |
68 | 10 | 9.97655268789526 | 0.0234473121047438 |
69 | 10 | 9.78743773147796 | 0.212562268522043 |
70 | 10 | 9.8359429663123 | 0.164057033687703 |
71 | 9 | 9.74542559962597 | -0.745425599625968 |
72 | 10 | 10.3687547825919 | -0.368754782591867 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.68717975583295 | 0.625640488334101 | 0.312820244167051 |
7 | 0.789743055919366 | 0.420513888161268 | 0.210256944080634 |
8 | 0.717071496115893 | 0.565857007768214 | 0.282928503884107 |
9 | 0.60419815367485 | 0.7916036926503 | 0.39580184632515 |
10 | 0.518936336664781 | 0.962127326670438 | 0.481063663335219 |
11 | 0.605287432283525 | 0.789425135432949 | 0.394712567716475 |
12 | 0.514862982472057 | 0.970274035055887 | 0.485137017527943 |
13 | 0.437473911887113 | 0.874947823774226 | 0.562526088112887 |
14 | 0.611805450948685 | 0.776389098102631 | 0.388194549051315 |
15 | 0.530437650078865 | 0.93912469984227 | 0.469562349921135 |
16 | 0.461443224630474 | 0.922886449260948 | 0.538556775369526 |
17 | 0.456659962044496 | 0.913319924088992 | 0.543340037955504 |
18 | 0.39521645743207 | 0.79043291486414 | 0.60478354256793 |
19 | 0.559078233831424 | 0.881843532337153 | 0.440921766168576 |
20 | 0.549267142830626 | 0.901465714338747 | 0.450732857169374 |
21 | 0.473176668047046 | 0.946353336094092 | 0.526823331952954 |
22 | 0.39973941011827 | 0.79947882023654 | 0.60026058988173 |
23 | 0.407506230593291 | 0.815012461186581 | 0.592493769406709 |
24 | 0.36049532696793 | 0.720990653935861 | 0.639504673032069 |
25 | 0.295666149815545 | 0.59133229963109 | 0.704333850184455 |
26 | 0.416673665511061 | 0.833347331022122 | 0.583326334488939 |
27 | 0.409939163177959 | 0.819878326355918 | 0.590060836822041 |
28 | 0.349447938407755 | 0.698895876815509 | 0.650552061592245 |
29 | 0.285148512730914 | 0.570297025461827 | 0.714851487269086 |
30 | 0.229611457465685 | 0.45922291493137 | 0.770388542534315 |
31 | 0.180676026041733 | 0.361352052083466 | 0.819323973958267 |
32 | 0.196325544195238 | 0.392651088390475 | 0.803674455804762 |
33 | 0.156320628449225 | 0.312641256898449 | 0.843679371550775 |
34 | 0.123201751010404 | 0.246403502020807 | 0.876798248989596 |
35 | 0.179937666702992 | 0.359875333405985 | 0.820062333297008 |
36 | 0.142515258587957 | 0.285030517175914 | 0.857484741412043 |
37 | 0.107048615993351 | 0.214097231986702 | 0.892951384006649 |
38 | 0.253563823965641 | 0.507127647931282 | 0.746436176034359 |
39 | 0.228831317692416 | 0.457662635384833 | 0.771168682307584 |
40 | 0.225392589572378 | 0.450785179144756 | 0.774607410427622 |
41 | 0.197986657317287 | 0.395973314634574 | 0.802013342682713 |
42 | 0.153741647787361 | 0.307483295574722 | 0.846258352212639 |
43 | 0.123670079413794 | 0.247340158827588 | 0.876329920586206 |
44 | 0.116462828629913 | 0.232925657259826 | 0.883537171370087 |
45 | 0.118694953969101 | 0.237389907938202 | 0.881305046030899 |
46 | 0.147914832448019 | 0.295829664896039 | 0.852085167551981 |
47 | 0.145140994562239 | 0.290281989124479 | 0.854859005437761 |
48 | 0.15912563117666 | 0.318251262353321 | 0.84087436882334 |
49 | 0.122356786814599 | 0.244713573629197 | 0.877643213185401 |
50 | 0.225753217669515 | 0.451506435339031 | 0.774246782330484 |
51 | 0.172657448284002 | 0.345314896568004 | 0.827342551715998 |
52 | 0.263658523447778 | 0.527317046895556 | 0.736341476552222 |
53 | 0.206257450279878 | 0.412514900559756 | 0.793742549720122 |
54 | 0.195117410624439 | 0.390234821248878 | 0.804882589375561 |
55 | 0.183024841126508 | 0.366049682253015 | 0.816975158873492 |
56 | 0.274708476917287 | 0.549416953834574 | 0.725291523082713 |
57 | 0.206795647245527 | 0.413591294491055 | 0.793204352754473 |
58 | 0.196553040764414 | 0.393106081528829 | 0.803446959235586 |
59 | 0.232194533858525 | 0.464389067717051 | 0.767805466141475 |
60 | 0.187568648344275 | 0.375137296688549 | 0.812431351655726 |
61 | 0.171496159300604 | 0.342992318601207 | 0.828503840699396 |
62 | 0.302634586795681 | 0.605269173591362 | 0.697365413204319 |
63 | 0.430226399384072 | 0.860452798768145 | 0.569773600615928 |
64 | 0.316316510897785 | 0.63263302179557 | 0.683683489102215 |
65 | 0.354799084978443 | 0.709598169956886 | 0.645200915021557 |
66 | 0.531973135237874 | 0.936053729524252 | 0.468026864762126 |
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 |