Multiple Linear Regression - Estimated Regression Equation
Monthyly[t] = + 9.22660259487529 -0.000890045065611591births[t] + 0.301839668374023M1[t] -0.578812322578239M2[t] + 0.241982552986256M3[t] -0.039885891944911M4[t] + 0.105125083161294M5[t] + 0.170693808030769M6[t] + 0.690938676845291M7[t] + 0.517222163647724M8[t] + 0.338678844880532M9[t] + 0.348836536284789M10[t] -0.453423046602414M11[t] + 0.0175820464739707t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)9.226602594875290.13048470.710600
births-0.0008900450656115910.00012-7.425200
M10.3018396683740230.1450292.08120.0418370.020918
M2-0.5788123225782390.144338-4.01010.0001768.8e-05
M30.2419825529862560.1441671.67850.0986330.049316
M4-0.0398858919449110.145353-0.27440.7847460.392373
M50.1051250831612940.1436120.7320.4671120.233556
M60.1706938080307690.144081.18470.2409620.120481
M70.6909386768452910.1436484.80991.1e-056e-06
M80.5172221636477240.1435213.60380.0006520.000326
M90.3386788448805320.144272.34750.0223320.011166
M100.3488365362847890.1446892.41090.01910.00955
M11-0.4534230466024140.145695-3.11210.0028820.001441
t0.01758204647397070.00143512.254500


Multiple Linear Regression - Regression Statistics
Multiple R0.928752699775456
R-squared0.862581577340199
Adjusted R-squared0.831780896399209
F-TEST (value)28.0052762142758
F-TEST (DF numerator)13
F-TEST (DF denominator)58
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.248129915914169
Sum Squared Residuals3.57097039995121


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
198.944353845369850.0556461546301535
288.11154543312235-0.111545433122349
399.1635331709076-0.163533170907596
498.714117398803190.285882601196812
599.15796466111663-0.157964661116627
699.10404849235589-0.104048492355888
7109.756691221108280.243308778891724
899.39673643435963-0.396736434359625
999.01059376046667-0.0105937604666708
1099.22079273679527-0.220792736795275
1188.14507046392705-0.145070463927052
1298.773613533616690.226386466383312
1399.01916150801892-0.01916150801892
1498.782683289731190.217316710268811
1599.03630060366284-0.0363006036628396
1699.07551957257919-0.0755195725791954
1799.48643516746501-0.486435167465005
1898.899382004402920.100617995597077
19109.856420145594480.143579854405525
20109.90944626928960.0905537307103969
2199.05781002608179-0.0578100260817863
2299.21282620834247-0.212826208342472
2398.795737284026830.204262715973174
24109.531085761589850.468914238410146
2599.21234516439434-0.212345164394336
2698.951835729335090.0481642706649072
27109.664716297122320.335283702877676
2898.950067095465660.0499329045343378
2998.991613988122660.008386011877338
30109.882035633975820.117964366024179
311010.3896010170335-0.38960101703352
32109.82493586519420.175064134805797
33109.960359599749640.0396404002503588
34109.965848210987580.0341517890124206
3598.997821391058360.0021786089416413
3699.00244286975427-0.00244286975426967
371010.0383508624196-0.0383508624195947
3899.11564789854533-0.115647898545327
39109.732403599246510.267596400753494
4099.21623444722123-0.216234447221229
41109.61646950131970.3835304986803
42109.885639691375970.114360308624031
431010.2783892609698-0.278389260969772
44109.94780596138630.052194038613696
45109.737892210484440.262107789515555
46109.684637847392020.315362152607982
4798.859018237960650.140981762039348
4899.40567716161402-0.405677161614022
491010.0241540185075-0.0241540185075104
5099.07207956746806-0.0720795674680603
511010.0074714016582-0.00747140165818934
5299.47706152858313-0.477061528583127
53109.782951805726770.21704819427323
541010.247041865152-0.247041865151976
551010.0701625927544-0.0701625927543606
561110.56554111405840.43445888594155
571010.2256807835773-0.225680783577298
58109.852900241930310.14709975806969
5999.02194036210527-0.021940362105274
601010.0892756491414-0.0892756491414251
61109.761634601289790.238365398710208
6298.966208081797980.0337919182020179
631010.3955749274025-0.395574927402544
64109.56699995734760.433000042652401
65109.964564876249240.0354351237507648
66109.981852312737420.018147687262577
671110.64873576253960.351264237460403
681010.3555343557118-0.355534355711815
691010.0076636196402-0.00766361964015927
701010.0629947545523-0.0629947545523463
7199.18041226092184-0.180412260921838
721010.1979050242837-0.197905024283741


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
170.5681397443011580.8637205113976840.431860255698842
180.4664856277003430.9329712554006870.533514372299657
190.3298124593808690.6596249187617380.670187540619131
200.4286229198370770.8572458396741530.571377080162923
210.3119298635945140.6238597271890280.688070136405486
220.2381031637515790.4762063275031580.761896836248421
230.1873027065395350.374605413079070.812697293460465
240.173220406847280.3464408136945590.82677959315272
250.1819735771142520.3639471542285040.818026422885748
260.1265636955991560.2531273911983110.873436304400844
270.1561613450479930.3123226900959870.843838654952006
280.1054501174012420.2109002348024840.894549882598758
290.1745666861150060.3491333722300130.825433313884994
300.1273431210895810.2546862421791610.872656878910419
310.3704190620013260.7408381240026520.629580937998674
320.3378121885918030.6756243771836060.662187811408197
330.2613169685679630.5226339371359270.738683031432037
340.2090995537317970.4181991074635940.790900446268203
350.1560438676931820.3120877353863650.843956132306818
360.1514411234538210.3028822469076410.848558876546179
370.1115754787718450.223150957543690.888424521228155
380.08728706496521550.1745741299304310.912712935034785
390.089729650800740.179459301601480.91027034919926
400.08659695604644050.1731939120928810.91340304395356
410.1364517900506270.2729035801012540.863548209949373
420.1024311615539630.2048623231079270.897568838446037
430.1250923357011180.2501846714022360.874907664298882
440.08594537306403290.1718907461280660.914054626935967
450.08395682112592160.1679136422518430.916043178874078
460.09155460365148170.1831092073029630.908445396348518
470.07472269901879820.1494453980375960.925277300981202
480.1074829870767280.2149659741534560.892517012923272
490.07803801833615990.156076036672320.92196198166384
500.04928440550213410.09856881100426810.950715594497866
510.05037952422741350.1007590484548270.949620475772586
520.2834491663008940.5668983326017870.716550833699106
530.2115980867356240.4231961734712480.788401913264376
540.3115212386378210.6230424772756410.688478761362179
550.2344613340458540.4689226680917080.765538665954146


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level00OK
10% type I error level10.0256410256410256OK