Multiple Linear Regression - Estimated Regression Equation |
Maandelijkse_sterftes[t] = + 9560.57142857143 + 960.314153439153M1[t] -474.578042328042M2[t] -79.7202380952381M3[t] -813.362433862434M4[t] -1014.12962962963M5[t] -1276.39682539683M6[t] -1100.03902116402M7[t] -1335.68121693122M8[t] -1585.19841269841M9[t] -1011.21560846561M10[t] -970.857804232804M11[t] -4.23280423280423t + 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) | 9560.57142857143 | 164.960362 | 57.9568 | 0 | 0 |
M1 | 960.314153439153 | 203.617955 | 4.7163 | 1e-05 | 5e-06 |
M2 | -474.578042328042 | 203.500867 | -2.3321 | 0.02212 | 0.01106 |
M3 | -79.7202380952381 | 203.394873 | -0.3919 | 0.696101 | 0.348051 |
M4 | -813.362433862434 | 203.299989 | -4.0008 | 0.000136 | 6.8e-05 |
M5 | -1014.12962962963 | 203.216231 | -4.9904 | 3e-06 | 2e-06 |
M6 | -1276.39682539683 | 203.143613 | -6.2832 | 0 | 0 |
M7 | -1100.03902116402 | 203.082147 | -5.4167 | 1e-06 | 0 |
M8 | -1335.68121693122 | 203.031842 | -6.5787 | 0 | 0 |
M9 | -1585.19841269841 | 202.992708 | -7.8091 | 0 | 0 |
M10 | -1011.21560846561 | 202.96475 | -4.9822 | 3e-06 | 2e-06 |
M11 | -970.857804232804 | 202.947974 | -4.7838 | 7e-06 | 4e-06 |
t | -4.23280423280423 | 1.506629 | -2.8095 | 0.006187 | 0.003094 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.880761246189551 |
R-squared | 0.775740372789371 |
Adjusted R-squared | 0.743317294156509 |
F-TEST (value) | 23.9255618373984 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 83 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 405.884762262811 |
Sum Squared Residuals | 13673622.5396825 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 12008 | 10516.6527777778 | 1491.34722222222 |
2 | 9169 | 9077.52777777778 | 91.4722222222213 |
3 | 8788 | 9468.15277777778 | -680.152777777778 |
4 | 8417 | 8730.27777777778 | -313.277777777778 |
5 | 8247 | 8525.27777777778 | -278.277777777778 |
6 | 8197 | 8258.77777777778 | -61.7777777777779 |
7 | 8236 | 8430.90277777778 | -194.902777777778 |
8 | 8253 | 8191.02777777778 | 61.9722222222228 |
9 | 7733 | 7937.27777777778 | -204.277777777777 |
10 | 8366 | 8507.02777777778 | -141.027777777778 |
11 | 8626 | 8543.15277777778 | 82.847222222222 |
12 | 8863 | 9509.77777777778 | -646.777777777778 |
13 | 10102 | 10465.8591269841 | -363.859126984126 |
14 | 8463 | 9026.73412698413 | -563.734126984127 |
15 | 9114 | 9417.35912698413 | -303.359126984126 |
16 | 8563 | 8679.48412698413 | -116.484126984127 |
17 | 8872 | 8474.48412698413 | 397.515873015873 |
18 | 8301 | 8207.98412698413 | 93.0158730158733 |
19 | 8301 | 8380.10912698413 | -79.1091269841267 |
20 | 8278 | 8140.23412698413 | 137.765873015873 |
21 | 7736 | 7886.48412698413 | -150.484126984127 |
22 | 7973 | 8456.23412698413 | -483.234126984127 |
23 | 8268 | 8492.35912698413 | -224.359126984127 |
24 | 9476 | 9458.98412698413 | 17.0158730158733 |
25 | 11100 | 10415.0654761905 | 684.934523809525 |
26 | 8962 | 8975.94047619048 | -13.9404761904759 |
27 | 9173 | 9366.56547619048 | -193.565476190476 |
28 | 8738 | 8628.69047619048 | 109.309523809524 |
29 | 8459 | 8423.69047619048 | 35.309523809524 |
30 | 8078 | 8157.19047619048 | -79.190476190476 |
31 | 8411 | 8329.31547619048 | 81.6845238095241 |
32 | 8291 | 8089.44047619048 | 201.559523809524 |
33 | 7810 | 7835.69047619048 | -25.6904761904761 |
34 | 8616 | 8405.44047619048 | 210.559523809524 |
35 | 8312 | 8441.56547619048 | -129.565476190476 |
36 | 9692 | 9408.19047619048 | 283.809523809524 |
37 | 9911 | 10364.2718253968 | -453.271825396825 |
38 | 8915 | 8925.14682539683 | -10.1468253968252 |
39 | 9452 | 9315.77182539683 | 136.228174603175 |
40 | 9112 | 8577.89682539683 | 534.103174603175 |
41 | 8472 | 8372.89682539683 | 99.1031746031747 |
42 | 8230 | 8106.39682539683 | 123.603174603175 |
43 | 8384 | 8278.52182539683 | 105.478174603175 |
44 | 8625 | 8038.64682539683 | 586.353174603174 |
45 | 8221 | 7784.89682539683 | 436.103174603175 |
46 | 8649 | 8354.64682539683 | 294.353174603175 |
47 | 8625 | 8390.77182539683 | 234.228174603175 |
48 | 10443 | 9357.39682539683 | 1085.60317460317 |
49 | 10357 | 10313.4781746032 | 43.5218253968265 |
50 | 8586 | 8874.35317460317 | -288.353174603174 |
51 | 8892 | 9264.97817460317 | -372.978174603174 |
52 | 8329 | 8527.10317460317 | -198.103174603175 |
53 | 8101 | 8322.10317460317 | -221.103174603174 |
54 | 7922 | 8055.60317460317 | -133.603174603175 |
55 | 8120 | 8227.72817460317 | -107.728174603174 |
56 | 7838 | 7987.85317460317 | -149.853174603175 |
57 | 7735 | 7734.10317460317 | 0.896825396825312 |
58 | 8406 | 8303.85317460317 | 102.146825396825 |
59 | 8209 | 8339.97817460317 | -130.978174603175 |
60 | 9451 | 9306.60317460317 | 144.396825396825 |
61 | 10041 | 10262.6845238095 | -221.684523809523 |
62 | 9411 | 8823.55952380952 | 587.440476190476 |
63 | 10405 | 9214.18452380952 | 1190.81547619048 |
64 | 8467 | 8476.30952380952 | -9.30952380952388 |
65 | 8464 | 8271.30952380952 | 192.690476190476 |
66 | 8102 | 8004.80952380952 | 97.1904761904762 |
67 | 7627 | 8176.93452380952 | -549.934523809524 |
68 | 7513 | 7937.05952380952 | -424.059523809524 |
69 | 7510 | 7683.30952380952 | -173.309523809524 |
70 | 8291 | 8253.05952380952 | 37.9404761904762 |
71 | 8064 | 8289.18452380952 | -225.184523809524 |
72 | 9383 | 9255.80952380952 | 127.190476190476 |
73 | 9706 | 10211.8908730159 | -505.890873015872 |
74 | 8579 | 8772.76587301587 | -193.765873015873 |
75 | 9474 | 9163.39087301587 | 310.609126984127 |
76 | 8318 | 8425.51587301587 | -107.515873015873 |
77 | 8213 | 8220.51587301587 | -7.51587301587315 |
78 | 8059 | 7954.01587301587 | 104.984126984127 |
79 | 9111 | 8126.14087301587 | 984.859126984127 |
80 | 7708 | 7886.26587301587 | -178.265873015873 |
81 | 7680 | 7632.51587301587 | 47.4841269841267 |
82 | 8014 | 8202.26587301587 | -188.265873015873 |
83 | 8007 | 8238.39087301587 | -231.390873015873 |
84 | 8718 | 9205.01587301587 | -487.015873015873 |
85 | 9486 | 10161.0972222222 | -675.097222222221 |
86 | 9113 | 8721.97222222222 | 391.027777777778 |
87 | 9025 | 9112.59722222222 | -87.5972222222225 |
88 | 8476 | 8374.72222222222 | 101.277777777778 |
89 | 7952 | 8169.72222222222 | -217.722222222222 |
90 | 7759 | 7903.22222222222 | -144.222222222223 |
91 | 7835 | 8075.34722222222 | -240.347222222222 |
92 | 7600 | 7835.47222222222 | -235.472222222222 |
93 | 7651 | 7581.72222222222 | 69.2777777777774 |
94 | 8319 | 8151.47222222222 | 167.527777777778 |
95 | 8812 | 8187.59722222222 | 624.402777777777 |
96 | 8630 | 9154.22222222222 | -524.222222222223 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.987020014184727 | 0.0259599716305465 | 0.0129799858152732 |
17 | 0.993215475638389 | 0.0135690487232219 | 0.00678452436161095 |
18 | 0.987133351840869 | 0.0257332963182624 | 0.0128666481591312 |
19 | 0.976790272199248 | 0.0464194556015044 | 0.0232097278007522 |
20 | 0.959403009663849 | 0.0811939806723016 | 0.0405969903361508 |
21 | 0.935420204405438 | 0.129159591189123 | 0.0645797955945617 |
22 | 0.920147365396061 | 0.159705269207877 | 0.0798526346039387 |
23 | 0.888482589270837 | 0.223034821458326 | 0.111517410729163 |
24 | 0.900965565256397 | 0.198068869487206 | 0.0990344347436029 |
25 | 0.9058265065765 | 0.188346986847 | 0.0941734934235 |
26 | 0.875987751693859 | 0.248024496612283 | 0.124012248306141 |
27 | 0.860586032019695 | 0.278827935960611 | 0.139413967980305 |
28 | 0.822877782747457 | 0.354244434505086 | 0.177122217252543 |
29 | 0.767449765979029 | 0.465100468041943 | 0.232550234020971 |
30 | 0.712405518453041 | 0.575188963093919 | 0.287594481546959 |
31 | 0.650021708427614 | 0.699956583144771 | 0.349978291572386 |
32 | 0.578692651821366 | 0.842614696357267 | 0.421307348178634 |
33 | 0.512637385115891 | 0.974725229768218 | 0.487362614884109 |
34 | 0.484809984751677 | 0.969619969503355 | 0.515190015248323 |
35 | 0.432314713691089 | 0.864629427382179 | 0.567685286308911 |
36 | 0.417019103367098 | 0.834038206734195 | 0.582980896632902 |
37 | 0.656858733725767 | 0.686282532548466 | 0.343141266274233 |
38 | 0.60328301618002 | 0.79343396763996 | 0.39671698381998 |
39 | 0.589288509767417 | 0.821422980465166 | 0.410711490232583 |
40 | 0.597795147391631 | 0.804409705216738 | 0.402204852608369 |
41 | 0.530189959504282 | 0.939620080991436 | 0.469810040495718 |
42 | 0.460879826955326 | 0.921759653910652 | 0.539120173044674 |
43 | 0.394180475756202 | 0.788360951512403 | 0.605819524243798 |
44 | 0.410858857266992 | 0.821717714533984 | 0.589141142733008 |
45 | 0.389749072926809 | 0.779498145853618 | 0.610250927073191 |
46 | 0.340058992320476 | 0.680117984640953 | 0.659941007679524 |
47 | 0.284727539765535 | 0.56945507953107 | 0.715272460234465 |
48 | 0.627713892307088 | 0.744572215385825 | 0.372286107692912 |
49 | 0.664938271041286 | 0.670123457917428 | 0.335061728958714 |
50 | 0.67560242255838 | 0.648795154883239 | 0.32439757744162 |
51 | 0.761957337323932 | 0.476085325352137 | 0.238042662676068 |
52 | 0.741421111660341 | 0.517157776679318 | 0.258578888339659 |
53 | 0.72294562840721 | 0.554108743185581 | 0.27705437159279 |
54 | 0.684436115801244 | 0.631127768397513 | 0.315563884198756 |
55 | 0.642058690125711 | 0.715882619748577 | 0.357941309874289 |
56 | 0.609483576280746 | 0.781032847438509 | 0.390516423719254 |
57 | 0.54368135533726 | 0.912637289325479 | 0.45631864466274 |
58 | 0.473049106543628 | 0.946098213087255 | 0.526950893456372 |
59 | 0.431582080451854 | 0.863164160903708 | 0.568417919548146 |
60 | 0.384256763377746 | 0.768513526755492 | 0.615743236622254 |
61 | 0.37502251926856 | 0.750045038537121 | 0.62497748073144 |
62 | 0.397144660165146 | 0.794289320330292 | 0.602855339834854 |
63 | 0.766305573884787 | 0.467388852230426 | 0.233694426115213 |
64 | 0.70525132754158 | 0.589497344916839 | 0.294748672458419 |
65 | 0.665768192845112 | 0.668463614309775 | 0.334231807154888 |
66 | 0.600433695029821 | 0.799132609940359 | 0.399566304970179 |
67 | 0.754278381359606 | 0.491443237280788 | 0.245721618640394 |
68 | 0.731138334731416 | 0.537723330537167 | 0.268861665268584 |
69 | 0.68116210810732 | 0.637675783785359 | 0.31883789189268 |
70 | 0.597936968161567 | 0.804126063676866 | 0.402063031838433 |
71 | 0.601724304488229 | 0.796551391023542 | 0.398275695511771 |
72 | 0.604565079524647 | 0.790869840950705 | 0.395434920475353 |
73 | 0.553495076281211 | 0.893009847437579 | 0.446504923718789 |
74 | 0.561280155085884 | 0.877439689828232 | 0.438719844914116 |
75 | 0.492924162609489 | 0.985848325218977 | 0.507075837390511 |
76 | 0.40191489946465 | 0.8038297989293 | 0.59808510053535 |
77 | 0.298253434051572 | 0.596506868103144 | 0.701746565948428 |
78 | 0.208321261470894 | 0.416642522941788 | 0.791678738529106 |
79 | 0.77866356791252 | 0.44267286417496 | 0.22133643208748 |
80 | 0.688651789357794 | 0.622696421284412 | 0.311348210642206 |
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 | 4 | 0.0615384615384615 | NOK |
10% type I error level | 5 | 0.0769230769230769 | OK |