Multiple Linear Regression - Estimated Regression Equation
robberies[t] = + 210.888888888889 -18.7888888888889M1[t] -29.5888888888889M2[t] -28.8888888888889M3[t] -44.7888888888889M4[t] -49.5888888888889M5[t] -46.8888888888889M6[t] + 6.21111111111114M7[t] + 26.6111111111111M8[t] + 7.81111111111112M9[t] + 12.8111111111111M10[t] -7.99999999999998M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)210.88888888888943.9866974.79445e-063e-06
M1-18.788888888888960.631478-0.30990.7572560.378628
M2-29.588888888888960.631478-0.4880.6265490.313275
M3-28.888888888888960.631478-0.47650.6347230.317361
M4-44.788888888888960.631478-0.73870.4617180.230859
M5-49.588888888888960.631478-0.81790.4152640.207632
M6-46.888888888888960.631478-0.77330.4410410.22052
M76.2111111111111460.6314780.10240.9186010.4593
M826.611111111111160.6314780.43890.6616280.330814
M97.8111111111111260.6314780.12880.8977370.448868
M1012.811111111111160.6314780.21130.8330630.416532
M11-7.9999999999999862.206584-0.12860.8979150.448957


Multiple Linear Regression - Regression Statistics
Multiple R0.194284851062141
R-squared0.0377466033522383
Adjusted R-squared-0.0621098812055483
F-TEST (value)0.378008534141761
F-TEST (DF numerator)11
F-TEST (DF denominator)106
p-value0.962041750191452
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation131.960091800863
Sum Squared Residuals1845827.37777778


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
141192.1-151.1
239181.3-142.3
350182-132
440166.1-126.1
543161.3-118.3
638164-126
744217.1-173.1
835237.5-202.5
939218.7-179.7
1035223.7-188.7
1129202.888888888889-173.888888888889
1249210.888888888889-161.888888888889
1350192.1-142.1
1459181.3-122.3
1563182-119
1632166.1-134.1
1739161.3-122.3
1847164-117
1953217.1-164.1
2060237.5-177.5
2157218.7-161.7
2252223.7-171.7
2370202.888888888889-132.888888888889
2490210.888888888889-120.888888888889
2574192.1-118.1
2662181.3-119.3
2755182-127
2884166.1-82.1
2994161.3-67.3
3070164-94
31108217.1-109.1
32139237.5-98.5
33120218.7-98.7
3497223.7-126.7
35126202.888888888889-76.8888888888889
36149210.888888888889-61.8888888888889
37158192.1-34.1
38124181.3-57.3
39140182-42
40109166.1-57.1
41114161.3-47.3
4277164-87
43120217.1-97.1
44133237.5-104.5
45110218.7-108.7
4692223.7-131.7
4797202.888888888889-105.888888888889
4878210.888888888889-132.888888888889
4999192.1-93.1
50107181.3-74.3
51112182-70
5290166.1-76.1
5398161.3-63.3
54125164-39
55155217.1-62.1
56190237.5-47.5
57236218.717.3
58189223.7-34.7
59174202.888888888889-28.8888888888889
60178210.888888888889-32.8888888888889
61136192.1-56.1
62161181.3-20.3
63171182-11
64149166.1-17.1
65184161.322.7
66155164-8.99999999999997
67276217.158.9
68224237.5-13.5
69213218.7-5.69999999999997
70279223.755.3
71268202.88888888888965.1111111111111
72287210.88888888888976.1111111111111
73238192.145.9000000000001
74213181.331.7
7525718275
76293166.1126.9
77212161.350.7
7824616482
79353217.1135.9
80339237.5101.5
81308218.789.3
82247223.723.3
83257202.88888888888954.1111111111111
84322210.888888888889111.111111111111
85298192.1105.9
86273181.391.7
87312182130
88249166.182.9
89286161.3124.7
90279164115
91309217.191.9
92401237.5163.5
93309218.790.3
94328223.7104.3
95353202.888888888889150.111111111111
96354210.888888888889143.111111111111
97327192.1134.9
98324181.3142.7
99285182103
100243166.176.9
101241161.379.7
102287164123
103355217.1137.9
104460237.5222.5
105364218.7145.3
106487223.7263.3
107452202.888888888889249.111111111111
108391210.888888888889180.111111111111
109500192.1307.9
110451181.3269.7
111375182193
112372166.1205.9
113302161.3140.7
114316164152
115398217.1180.9
116394237.5156.5
117431218.7212.3
118431223.7207.3


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
150.0007842632139700670.001568526427940130.99921573678603
166.53353176146948e-050.000130670635229390.999934664682385
174.5509154699391e-069.10183093987821e-060.99999544908453
183.85022377068844e-077.70044754137687e-070.999999614977623
193.44410631033663e-086.88821262067325e-080.999999965558937
201.89297073594603e-083.78594147189207e-080.999999981070293
213.70064447015035e-097.40128894030069e-090.999999996299356
226.89152264609263e-101.37830452921853e-090.999999999310848
231.47520065357976e-092.95040130715952e-090.999999998524799
241.47174506919379e-092.94349013838757e-090.999999998528255
256.41623338409731e-101.28324667681946e-090.999999999358377
261.19704287345512e-102.39408574691025e-100.999999999880296
271.81202349854204e-113.62404699708409e-110.99999999998188
284.55960604230892e-119.11921208461784e-110.999999999954404
291.00731705747779e-102.01463411495559e-100.999999999899268
303.52405365226052e-117.04810730452104e-110.999999999964759
319.43129824366731e-111.88625964873346e-100.999999999905687
321.65075609471195e-093.30151218942389e-090.999999998349244
333.4730845445164e-096.9461690890328e-090.999999996526915
343.29541070269235e-096.5908214053847e-090.999999996704589
356.30684896324202e-091.2613697926484e-080.999999993693151
361.10563964735157e-082.21127929470313e-080.999999988943604
375.34101377117397e-081.06820275423479e-070.999999946589862
386.14526206202255e-081.22905241240451e-070.999999938547379
399.61738084162731e-081.92347616832546e-070.999999903826192
407.32935179346717e-081.46587035869343e-070.999999926706482
415.16699696493706e-081.03339939298741e-070.99999994833003
422.80993183337567e-085.61986366675134e-080.999999971900682
432.60015600883378e-085.20031201766756e-080.99999997399844
442.88208867027904e-085.76417734055809e-080.999999971179113
452.51600365448025e-085.03200730896049e-080.999999974839964
462.74631657295003e-085.49263314590006e-080.999999972536834
472.32011872696053e-084.64023745392106e-080.999999976798813
482.50230948777581e-085.00461897555162e-080.999999974976905
492.34634138241249e-084.69268276482497e-080.999999976536586
502.35366752730606e-084.70733505461211e-080.999999976463325
512.2784653953727e-084.55693079074539e-080.999999977215346
522.09232469582804e-084.18464939165607e-080.999999979076753
531.67772238092416e-083.35544476184831e-080.999999983222776
542.64238416558992e-085.28476833117984e-080.999999973576158
557.95314108648735e-081.59062821729747e-070.999999920468589
564.32713415008382e-078.65426830016764e-070.999999567286585
576.41017814743909e-061.28203562948782e-050.999993589821853
583.37942490724089e-056.75884981448177e-050.999966205750928
598.35784239031365e-050.0001671568478062730.999916421576097
600.0001853818333187450.000370763666637490.999814618166681
610.0004713233118887080.0009426466237774150.999528676688111
620.0009969557738814640.001993911547762930.999003044226119
630.001865412928207820.003730825856415630.998134587071792
640.003258952853851070.006517905707702130.996741047146149
650.004867567972897390.009735135945794790.995132432027103
660.007741658738121720.01548331747624340.992258341261878
670.02551154288422660.05102308576845330.974488457115773
680.06394114953590280.1278822990718060.936058850464097
690.1050788857385560.2101577714771120.894921114261444
700.2064380621391450.412876124278290.793561937860855
710.2962088271439440.5924176542878880.703791172856056
720.3858867281623080.7717734563246150.614113271837692
730.516286991048170.9674260179036590.48371300895183
740.6241997430040460.7516005139919090.375800256995954
750.6725802511614860.6548394976770270.327419748838514
760.732949392204750.5341012155905010.26705060779525
770.7340438750580830.5319122498838330.265956124941917
780.749210588485690.501578823028620.25078941151431
790.7930128105896960.4139743788206070.206987189410304
800.838030649202060.3239387015958790.16196935079794
810.8489805574619940.3020388850760120.151019442538006
820.9234463896965690.1531072206068620.0765536103034311
830.9551165870242960.08976682595140830.0448834129757042
840.9548984769442960.09020304611140890.0451015230557044
850.9705915302524530.05881693949509450.0294084697475473
860.9801703484365590.03965930312688110.0198296515634405
870.9762254592195950.04754908156081020.0237745407804051
880.9716192621853650.05676147562926910.0283807378146346
890.9631304829428120.07373903411437550.0368695170571878
900.952016233740660.09596753251867970.0479837662593399
910.9450157644263250.109968471147350.0549842355736748
920.9363280779569940.1273438440860130.0636719220430064
930.9340106116226460.1319787767547080.065989388377354
940.9571669076271290.08566618474574210.042833092372871
950.9573463104494650.08530737910106920.0426536895505346
960.9379779705499260.1240440589001470.0620220294500735
970.973944425291740.052111149416520.02605557470826
980.9827689696412250.03446206071754940.0172310303587747
990.9801173153317040.03976536933659140.0198826846682957
1000.9915688902923880.01686221941522450.00843110970761225
1010.9855705763265130.02885884734697480.0144294236734874
1020.9626405218605360.0747189562789290.0373594781394645
1030.9161616501532690.1676766996934620.0838383498467312


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level510.573033707865168NOK
5% type I error level580.651685393258427NOK
10% type I error level690.775280898876405NOK