Multiple Linear Regression - Estimated Regression Equation
year[t] = + 1967.10365283744 -0.125902148332274month[t] + 0.0210291378753831robberies[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)1967.103652837440.226568682.475400
month-0.1259021483322740.026629-4.7286e-063e-06
robberies0.02102913787538310.00071429.457200


Multiple Linear Regression - Regression Statistics
Multiple R0.939769286485165
R-squared0.883166311820837
Adjusted R-squared0.881134421591634
F-TEST (value)434.652570856312
F-TEST (DF numerator)2
F-TEST (DF denominator)115
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.981805734481531
Sum Squared Residuals110.853387529994


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
119661967.839945342-1.83994534200346
219661967.67198491792-1.67198491791526
319661967.77740328621-1.7774032862122
419661967.44120975913-1.44120975912609
519661967.37839502442-1.37839502441997
619661967.14734718671-1.14734718671078
719661967.14761986563-1.1476198656308
819661966.83245547642-0.832455476420079
919661966.79066987959-0.790669879589338
1019661966.58065117976-0.580651179755531
1119661966.32857420417-0.32857420417096
1219661966.62325481335-0.623254813346346
1319671968.02920758288-1.02920758287674
1419671968.09256767542-1.09256767542292
1519671968.05078207859-1.05078207859217
1619671967.27297665612-0.272976656123026
1719671967.29427847292-0.294278472918433
1819671967.33660942759-0.336609427589224
1919671967.33688210651-0.336882106509248
2019671967.3581839233-0.358183923304655
2119671967.16919436135-0.169194361346232
2219671966.938146523640.0618534763629574
2319671967.19076885706-0.190768857061664
2419671967.48544946624-0.485449466237051
2519681968.53390689189-0.533906891885936
2619681968.15565508905-0.155655089049065
2719681967.882548975590.11745102441089
2819681968.36649182564-0.366491825642944
2919681968.45088105606-0.450881056064501
3019681967.820279598720.179720401276966
3119681968.49348468966-0.493484689655316
3219681969.01948581546-1.01948581545992
3319681968.4940300475-0.494030047495364
3419681967.884457728030.11554227197072
3519681968.36840057808-0.368400578083114
3619681968.72616860088-0.726168600884651
3719691970.30035447342-1.30035447341811
3819691969.45946163732-0.459461637322815
3919691969.670025695-0.67002569499667
4019691968.892220272530.107779727472479
4119691968.871463813570.128536186427838
4219691967.967483563851.03251643614928
4319691968.745834344160.254165655840088
4419691968.893310988210.106689011792382
4519691968.283738668740.716261331258466
4619691967.779312038651.22068796134764
4719691967.75855557971.24144442030299
4819691967.233099811731.76690018826755
4919701969.059635338770.940364661229488
5019701969.101966293440.898033706558697
5119701969.081209834490.918790165514056
5219701968.49266665291.50733334710476
5319701968.534997607571.46500239243397
5419701968.976882181871.0231178181309
5519701969.48185416980.518145830201681
5619701970.0919718471-0.0919718471044521
5719701970.93341004104-0.933410041039798
5819701969.819138412560.180861587435479
5919701969.37779919610.622200803898499
6019701969.336013599270.663986400729241
6119711969.837713440161.16228655984031
6219711970.237539738710.762460261288012
6319711970.321928969130.678071030866456
6419711969.733385787541.26661421245716
6519711970.343503464850.656496535151024
6619711969.607756318131.39224368186941
6719711972.02637985272-1.02637985271967
6819711970.806962534870.193037465132524
6919711970.449739869910.550260130094012
7019711971.71176082135-0.711760821348996
7119711971.35453815639-0.354538156387508
7219711971.62818962769-0.628189627687512
7319721971.982685503450.0173144965512435
7419721971.331054908230.668945091768093
7519721972.13043482642-0.130434826416487
7619721972.7615816416-0.761581641598003
7719721970.932319325361.0676806746403
7819721971.521407864790.478592135209549
7919721973.64562346912-1.64562346912416
8019721973.22531339054-1.22531339053653
8119721972.44750796807-0.447507968067379
8219721971.038828409340.961171590663262
8319721971.123217639760.876782360241705
8419721972.36420945333-0.364209453325919
8519731973.24443377597-0.24443377597174
8619731972.592803180750.40719681924511
8719731973.28703740956-0.287037409562555
8819731971.836299575081.16370042491885
8919731972.488475528140.511524471861953
9019731972.215369414680.784630585321908
9119731972.720341402610.27965859739269
9219731974.52911993881-1.52911993881028
9319731972.468537105940.531462894057238
9419731972.742188577240.257811422757234
9519731973.14201487579-0.142014875795068
9619731973.03714186534-0.0371418653381769
9719741973.854278774360.145721225642151
9819741973.66528921240.334710787600574
9919741972.719250686931.28074931307279
10019741971.710124747832.28987525217115
10119741971.542164323752.45783567625419
10219741972.383602517681.61639748231884
10319741973.687681744870.31231825512507
10419741975.76983907346-1.76983907345788
10519741973.625139689090.37486031091117
10619741976.08582149943-2.08582149942867
10719741975.22389952546-1.22389952545799
10819741973.815219966730.18478003327265
10919751977.4923196268-2.49231962679912
11019751976.33598972257-1.33598972257307
11119751974.611873095710.388126904288312
11219751974.422883533750.577116466246735
11319751972.824941734142.17505826585582
11419751972.993447516072.00655248393273
11519751974.591934673520.408065326483598
11619751974.381915973680.618084026317404
11719751975.03409192674-0.0340919267394948
11819751974.908189778410.0918102215927801


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
63.64720047330966e-397.29440094661932e-391
73.58906407244503e-567.17812814489006e-561
83.52826565266546e-637.05653130533092e-631
98.90797518222781e-781.78159503644556e-771
106.98523522154154e-911.39704704430831e-901
112.71577648095989e-1085.43155296191977e-1081
122.92123671309534e-1125.84247342619067e-1121
138.32683578043886e-050.0001665367156087770.999916731642196
148.82483957169387e-050.0001764967914338770.999911751604283
153.70938237516678e-057.41876475033356e-050.999962906176248
160.0007602751733009710.001520550346601940.999239724826699
170.001467583972739920.002935167945479850.99853241602726
180.001661495888093940.003322991776187870.998338504111906
190.00135300963886920.00270601927773840.998646990361131
200.0007927303361107770.001585460672221550.999207269663889
210.0004657325129545060.0009314650259090130.999534267487046
220.0003075150462773290.0006150300925546570.999692484953723
230.0001524284222007950.0003048568444015890.999847571577799
240.0001296806844798490.0002593613689596980.99987031931552
250.0001743662929449850.0003487325858899710.999825633707055
260.0003646489581216790.0007292979162433570.999635351041878
270.0009775864890155440.001955172978031090.999022413510984
280.0006220992158360950.001244198431672190.999377900784164
290.000402023249447780.000804046498895560.999597976750552
300.0004294451108362690.0008588902216725390.999570554889164
310.0003680907802685030.0007361815605370060.999631909219732
320.0009747422355045150.001949484471009030.999025257764495
330.0007129576755787470.001425915351157490.999287042324421
340.0005339316500370820.001067863300074160.999466068349963
350.0003883661748301410.0007767323496602830.99961163382517
360.0004856020518643260.0009712041037286510.999514397948136
370.0007130420757109280.001426084151421860.999286957924289
380.0007779854058876160.001555970811775230.999222014594112
390.0007976487089133020.00159529741782660.999202351291087
400.001292394931842120.002584789863684240.998707605068158
410.001721244346835610.003442488693671220.998278755653164
420.01030800846890120.02061601693780240.989691991531099
430.01067052105959780.02134104211919560.989329478940402
440.009438025009679940.01887605001935990.99056197499032
450.01221636753429020.02443273506858040.98778363246571
460.0258539953560680.0517079907121360.974146004643932
470.03898148668303160.07796297336606320.961018513316968
480.08596720531537870.1719344106307570.914032794684621
490.1574985969753990.3149971939507980.842501403024601
500.2067810420395870.4135620840791740.793218957960413
510.2378104571820790.4756209143641570.762189542817921
520.3431802356004330.6863604712008670.656819764399567
530.4132698984068940.8265397968137880.586730101593106
540.3986424716042780.7972849432085560.601357528395722
550.3571966732380690.7143933464761390.642803326761931
560.3604531064435230.7209062128870450.639546893556477
570.5036594898170960.9926810203658080.496340510182904
580.4718460743164650.9436921486329310.528153925683535
590.4278785506962210.8557571013924420.572121449303779
600.3829670096040830.7659340192081660.617032990395917
610.4045520983461480.8091041966922950.595447901653853
620.3839914305693180.7679828611386360.616008569430682
630.3565725241034230.7131450482068460.643427475896577
640.3516217978620770.7032435957241530.648378202137923
650.3172146826489360.6344293652978730.682785317351064
660.307710409643670.6154208192873390.69228959035633
670.4697085331193910.9394170662387820.530291466880609
680.4457584002122670.8915168004245340.554241599787733
690.4063941098498690.8127882196997370.593605890150131
700.4844550934764640.9689101869529270.515544906523536
710.5095500970561780.9808998058876440.490449902943822
720.5731215049056980.8537569901886050.426878495094302
730.5684957335026450.863008532994710.431504266497355
740.5495619246981820.9008761506036370.450438075301819
750.5645753579268740.8708492841462510.435424642073126
760.6461180098408840.7077639803182320.353881990159116
770.6376842669363160.7246314661273690.362315733063684
780.6266281516760820.7467436966478370.373371848323918
790.8055839052877610.3888321894244780.194416094712239
800.8846487845361840.2307024309276320.115351215463816
810.9051698985307940.1896602029384130.0948301014692065
820.900398045763440.199203908473120.0996019542365602
830.8958830599932010.2082338800135980.104116940006799
840.9215045308827040.1569909382345920.0784954691172958
850.9312180041516790.1375639916966430.0687819958483215
860.9344248120860690.1311503758278620.0655751879139308
870.9500610987781980.09987780244360390.049938901221802
880.9526029242841810.09479415143163710.0473970757158186
890.9564576662945760.08708466741084780.0435423337054239
900.9583839698605120.08323206027897650.0416160301394882
910.9624222537284790.07515549254304250.0375777462715212
920.9852069116421970.02958617671560660.0147930883578033
930.9858599392783520.02828012144329630.0141400607216481
940.987588215985670.02482356802866050.0124117840143302
950.9914976098886090.01700478022278210.00850239011139106
960.9959845541635090.008030891672982040.00401544583649102
970.9956440700016260.00871185999674770.00435592999837385
980.9956620390379450.008675921924110380.00433796096205519
990.9956570408919010.00868591821619810.00434295910809905
1000.9962880790432630.007423841913473390.00371192095673669
1010.9973216825237830.005356634952433850.00267831747621693
1020.9983999822785760.003200035442848920.00160001772142446
1030.9990341429967670.001931714006466740.000965857003233371
1040.9991007685577260.001798462884547130.000899231442273564
1050.9994162475499570.001167504900085730.000583752450042867
1060.999301758956340.001396482087319050.000698241043659525
1070.9995027777222840.0009944445554317470.000497222277715874
10811.14804331201647e-955.74021656008233e-96
10911.77637738632269e-788.88188693161344e-79
11013.24024151081195e-641.62012075540597e-64
11111.38622839575486e-596.9311419787743e-60
11214.68236943622658e-382.34118471811329e-38


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level530.495327102803738NOK
5% type I error level610.570093457943925NOK
10% type I error level680.635514018691589NOK