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 | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | 9.22660259487529 | 0.130484 | 70.7106 | 0 | 0 |
births | -0.000890045065611591 | 0.00012 | -7.4252 | 0 | 0 |
M1 | 0.301839668374023 | 0.145029 | 2.0812 | 0.041837 | 0.020918 |
M2 | -0.578812322578239 | 0.144338 | -4.0101 | 0.000176 | 8.8e-05 |
M3 | 0.241982552986256 | 0.144167 | 1.6785 | 0.098633 | 0.049316 |
M4 | -0.039885891944911 | 0.145353 | -0.2744 | 0.784746 | 0.392373 |
M5 | 0.105125083161294 | 0.143612 | 0.732 | 0.467112 | 0.233556 |
M6 | 0.170693808030769 | 0.14408 | 1.1847 | 0.240962 | 0.120481 |
M7 | 0.690938676845291 | 0.143648 | 4.8099 | 1.1e-05 | 6e-06 |
M8 | 0.517222163647724 | 0.143521 | 3.6038 | 0.000652 | 0.000326 |
M9 | 0.338678844880532 | 0.14427 | 2.3475 | 0.022332 | 0.011166 |
M10 | 0.348836536284789 | 0.144689 | 2.4109 | 0.0191 | 0.00955 |
M11 | -0.453423046602414 | 0.145695 | -3.1121 | 0.002882 | 0.001441 |
t | 0.0175820464739707 | 0.001435 | 12.2545 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.928752699775456 |
R-squared | 0.862581577340199 |
Adjusted R-squared | 0.831780896399209 |
F-TEST (value) | 28.0052762142758 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 58 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.248129915914169 |
Sum Squared Residuals | 3.57097039995121 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 9 | 8.94435384536985 | 0.0556461546301535 |
2 | 8 | 8.11154543312235 | -0.111545433122349 |
3 | 9 | 9.1635331709076 | -0.163533170907596 |
4 | 9 | 8.71411739880319 | 0.285882601196812 |
5 | 9 | 9.15796466111663 | -0.157964661116627 |
6 | 9 | 9.10404849235589 | -0.104048492355888 |
7 | 10 | 9.75669122110828 | 0.243308778891724 |
8 | 9 | 9.39673643435963 | -0.396736434359625 |
9 | 9 | 9.01059376046667 | -0.0105937604666708 |
10 | 9 | 9.22079273679527 | -0.220792736795275 |
11 | 8 | 8.14507046392705 | -0.145070463927052 |
12 | 9 | 8.77361353361669 | 0.226386466383312 |
13 | 9 | 9.01916150801892 | -0.01916150801892 |
14 | 9 | 8.78268328973119 | 0.217316710268811 |
15 | 9 | 9.03630060366284 | -0.0363006036628396 |
16 | 9 | 9.07551957257919 | -0.0755195725791954 |
17 | 9 | 9.48643516746501 | -0.486435167465005 |
18 | 9 | 8.89938200440292 | 0.100617995597077 |
19 | 10 | 9.85642014559448 | 0.143579854405525 |
20 | 10 | 9.9094462692896 | 0.0905537307103969 |
21 | 9 | 9.05781002608179 | -0.0578100260817863 |
22 | 9 | 9.21282620834247 | -0.212826208342472 |
23 | 9 | 8.79573728402683 | 0.204262715973174 |
24 | 10 | 9.53108576158985 | 0.468914238410146 |
25 | 9 | 9.21234516439434 | -0.212345164394336 |
26 | 9 | 8.95183572933509 | 0.0481642706649072 |
27 | 10 | 9.66471629712232 | 0.335283702877676 |
28 | 9 | 8.95006709546566 | 0.0499329045343378 |
29 | 9 | 8.99161398812266 | 0.008386011877338 |
30 | 10 | 9.88203563397582 | 0.117964366024179 |
31 | 10 | 10.3896010170335 | -0.38960101703352 |
32 | 10 | 9.8249358651942 | 0.175064134805797 |
33 | 10 | 9.96035959974964 | 0.0396404002503588 |
34 | 10 | 9.96584821098758 | 0.0341517890124206 |
35 | 9 | 8.99782139105836 | 0.0021786089416413 |
36 | 9 | 9.00244286975427 | -0.00244286975426967 |
37 | 10 | 10.0383508624196 | -0.0383508624195947 |
38 | 9 | 9.11564789854533 | -0.115647898545327 |
39 | 10 | 9.73240359924651 | 0.267596400753494 |
40 | 9 | 9.21623444722123 | -0.216234447221229 |
41 | 10 | 9.6164695013197 | 0.3835304986803 |
42 | 10 | 9.88563969137597 | 0.114360308624031 |
43 | 10 | 10.2783892609698 | -0.278389260969772 |
44 | 10 | 9.9478059613863 | 0.052194038613696 |
45 | 10 | 9.73789221048444 | 0.262107789515555 |
46 | 10 | 9.68463784739202 | 0.315362152607982 |
47 | 9 | 8.85901823796065 | 0.140981762039348 |
48 | 9 | 9.40567716161402 | -0.405677161614022 |
49 | 10 | 10.0241540185075 | -0.0241540185075104 |
50 | 9 | 9.07207956746806 | -0.0720795674680603 |
51 | 10 | 10.0074714016582 | -0.00747140165818934 |
52 | 9 | 9.47706152858313 | -0.477061528583127 |
53 | 10 | 9.78295180572677 | 0.21704819427323 |
54 | 10 | 10.247041865152 | -0.247041865151976 |
55 | 10 | 10.0701625927544 | -0.0701625927543606 |
56 | 11 | 10.5655411140584 | 0.43445888594155 |
57 | 10 | 10.2256807835773 | -0.225680783577298 |
58 | 10 | 9.85290024193031 | 0.14709975806969 |
59 | 9 | 9.02194036210527 | -0.021940362105274 |
60 | 10 | 10.0892756491414 | -0.0892756491414251 |
61 | 10 | 9.76163460128979 | 0.238365398710208 |
62 | 9 | 8.96620808179798 | 0.0337919182020179 |
63 | 10 | 10.3955749274025 | -0.395574927402544 |
64 | 10 | 9.5669999573476 | 0.433000042652401 |
65 | 10 | 9.96456487624924 | 0.0354351237507648 |
66 | 10 | 9.98185231273742 | 0.018147687262577 |
67 | 11 | 10.6487357625396 | 0.351264237460403 |
68 | 10 | 10.3555343557118 | -0.355534355711815 |
69 | 10 | 10.0076636196402 | -0.00766361964015927 |
70 | 10 | 10.0629947545523 | -0.0629947545523463 |
71 | 9 | 9.18041226092184 | -0.180412260921838 |
72 | 10 | 10.1979050242837 | -0.197905024283741 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.568139744301158 | 0.863720511397684 | 0.431860255698842 |
18 | 0.466485627700343 | 0.932971255400687 | 0.533514372299657 |
19 | 0.329812459380869 | 0.659624918761738 | 0.670187540619131 |
20 | 0.428622919837077 | 0.857245839674153 | 0.571377080162923 |
21 | 0.311929863594514 | 0.623859727189028 | 0.688070136405486 |
22 | 0.238103163751579 | 0.476206327503158 | 0.761896836248421 |
23 | 0.187302706539535 | 0.37460541307907 | 0.812697293460465 |
24 | 0.17322040684728 | 0.346440813694559 | 0.82677959315272 |
25 | 0.181973577114252 | 0.363947154228504 | 0.818026422885748 |
26 | 0.126563695599156 | 0.253127391198311 | 0.873436304400844 |
27 | 0.156161345047993 | 0.312322690095987 | 0.843838654952006 |
28 | 0.105450117401242 | 0.210900234802484 | 0.894549882598758 |
29 | 0.174566686115006 | 0.349133372230013 | 0.825433313884994 |
30 | 0.127343121089581 | 0.254686242179161 | 0.872656878910419 |
31 | 0.370419062001326 | 0.740838124002652 | 0.629580937998674 |
32 | 0.337812188591803 | 0.675624377183606 | 0.662187811408197 |
33 | 0.261316968567963 | 0.522633937135927 | 0.738683031432037 |
34 | 0.209099553731797 | 0.418199107463594 | 0.790900446268203 |
35 | 0.156043867693182 | 0.312087735386365 | 0.843956132306818 |
36 | 0.151441123453821 | 0.302882246907641 | 0.848558876546179 |
37 | 0.111575478771845 | 0.22315095754369 | 0.888424521228155 |
38 | 0.0872870649652155 | 0.174574129930431 | 0.912712935034785 |
39 | 0.08972965080074 | 0.17945930160148 | 0.91027034919926 |
40 | 0.0865969560464405 | 0.173193912092881 | 0.91340304395356 |
41 | 0.136451790050627 | 0.272903580101254 | 0.863548209949373 |
42 | 0.102431161553963 | 0.204862323107927 | 0.897568838446037 |
43 | 0.125092335701118 | 0.250184671402236 | 0.874907664298882 |
44 | 0.0859453730640329 | 0.171890746128066 | 0.914054626935967 |
45 | 0.0839568211259216 | 0.167913642251843 | 0.916043178874078 |
46 | 0.0915546036514817 | 0.183109207302963 | 0.908445396348518 |
47 | 0.0747226990187982 | 0.149445398037596 | 0.925277300981202 |
48 | 0.107482987076728 | 0.214965974153456 | 0.892517012923272 |
49 | 0.0780380183361599 | 0.15607603667232 | 0.92196198166384 |
50 | 0.0492844055021341 | 0.0985688110042681 | 0.950715594497866 |
51 | 0.0503795242274135 | 0.100759048454827 | 0.949620475772586 |
52 | 0.283449166300894 | 0.566898332601787 | 0.716550833699106 |
53 | 0.211598086735624 | 0.423196173471248 | 0.788401913264376 |
54 | 0.311521238637821 | 0.623042477275641 | 0.688478761362179 |
55 | 0.234461334045854 | 0.468922668091708 | 0.765538665954146 |
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 | 1 | 0.0256410256410256 | OK |