Multiple Linear Regression - Estimated Regression Equation |
Assaults[t] = + 69.8446318399436 -3.01197374366684e-05BachDegrees[t] + 0.686298296073904PoliceExp[t] + 3.75019470738452Popul[t] + 7.33396529721014Unempl[t] + 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) | 69.8446318399436 | 80.719633 | 0.8653 | 0.390515 | 0.195258 |
BachDegrees | -3.01197374366684e-05 | 3.4e-05 | -0.8981 | 0.372901 | 0.18645 |
PoliceExp | 0.686298296073904 | 0.230589 | 2.9763 | 0.004276 | 0.002138 |
Popul | 3.75019470738452 | 2.753094 | 1.3622 | 0.178502 | 0.089251 |
Unempl | 7.33396529721014 | 8.985752 | 0.8162 | 0.417797 | 0.208898 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.463252299315008 |
R-squared | 0.214602692820642 |
Adjusted R-squared | 0.159487092316827 |
F-TEST (value) | 3.89368329218855 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 57 |
p-value | 0.00728274077273972 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 152.637149816014 |
Sum Squared Residuals | 1327991.67172551 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 521 | 264.217471413079 | 256.782528586921 |
2 | 367 | 545.990344141057 | -178.990344141057 |
3 | 443 | 380.151460360092 | 62.8485396399076 |
4 | 365 | 229.420848858485 | 135.579151141515 |
5 | 614 | 529.909478268124 | 84.0905217318764 |
6 | 385 | 317.390262585711 | 67.6097374142893 |
7 | 286 | 368.327648017297 | -82.327648017297 |
8 | 397 | 342.797967562359 | 54.2020324376409 |
9 | 764 | 413.679723424684 | 350.320276575316 |
10 | 427 | 312.691233617029 | 114.308766382971 |
11 | 153 | 314.038630805936 | -161.038630805936 |
12 | 231 | 253.464575053219 | -22.4645750532195 |
13 | 524 | 345.818320207455 | 178.181679792545 |
14 | 328 | 251.765673036413 | 76.2343269635869 |
15 | 240 | 243.879924106085 | -3.87992410608534 |
16 | 286 | 275.039743616743 | 10.9602563832567 |
17 | 285 | 267.941375436287 | 17.0586245637134 |
18 | 569 | 302.648273671255 | 266.351726328745 |
19 | 96 | 259.007552760074 | -163.007552760074 |
20 | 498 | 376.160144834352 | 121.839855165648 |
21 | 481 | 373.255517378395 | 107.744482621605 |
22 | 468 | 378.791872138522 | 89.2081278614783 |
23 | 177 | 279.419570126856 | -102.419570126856 |
24 | 198 | 234.255685722856 | -36.2556857228561 |
25 | 458 | 266.398433579476 | 191.601566420524 |
26 | 108 | 257.843240369024 | -149.843240369024 |
27 | 246 | 220.887312520817 | 25.1126874791827 |
28 | 291 | 400.804090338757 | -109.804090338757 |
29 | 68 | 286.500957407117 | -218.500957407117 |
30 | 311 | 386.044364542202 | -75.0443645422017 |
31 | 606 | 320.881365793727 | 285.118634206273 |
32 | 512 | 529.788073347561 | -17.7880733475613 |
33 | 426 | 294.909279832598 | 131.090720167402 |
34 | 47 | 200.315773053214 | -153.315773053214 |
35 | 265 | 326.878834388319 | -61.8788343883187 |
36 | 370 | 264.184785268573 | 105.815214731427 |
37 | 312 | 321.778076423592 | -9.77807642359212 |
38 | 222 | 320.298149951999 | -98.2981499519988 |
39 | 280 | 332.636707174189 | -52.6367071741892 |
40 | 759 | 281.693757689378 | 477.306242310622 |
41 | 114 | 207.773434400929 | -93.7734344009294 |
42 | 419 | 287.666373004459 | 131.333626995541 |
43 | 435 | 342.64490012141 | 92.3550998785895 |
44 | 186 | 262.886714590824 | -76.886714590824 |
45 | 87 | 245.721418971469 | -158.721418971469 |
46 | 188 | 313.1493746014 | -125.1493746014 |
47 | 303 | 312.846337049976 | -9.84633704997557 |
48 | 102 | 234.331673525601 | -132.331673525601 |
49 | 127 | 310.928496057916 | -183.928496057916 |
50 | 251 | 314.790505585906 | -63.7905055859057 |
51 | 205 | 316.913357864638 | -111.913357864638 |
52 | 453 | 311.646786843546 | 141.353213156454 |
53 | 320 | 255.230956488202 | 64.7690435117975 |
54 | 405 | 413.715346665904 | -8.7153466659037 |
55 | 89 | 232.291074771221 | -143.291074771221 |
56 | 74 | 267.987230337591 | -193.987230337591 |
57 | 101 | 278.248830699687 | -177.248830699687 |
58 | 321 | 318.521401145519 | 2.47859885448065 |
59 | 315 | 491.236005463343 | -176.236005463343 |
60 | 229 | 429.112229093724 | -200.112229093724 |
61 | 302 | 371.27756712914 | -69.2775671291402 |
62 | 216 | 235.173486764687 | -19.1734867646872 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.188275329868162 | 0.376550659736323 | 0.811724670131838 |
9 | 0.453242500915755 | 0.906485001831511 | 0.546757499084245 |
10 | 0.36828612980456 | 0.736572259609121 | 0.63171387019544 |
11 | 0.409329101914943 | 0.818658203829886 | 0.590670898085057 |
12 | 0.423546103289134 | 0.847092206578268 | 0.576453896710866 |
13 | 0.337731844455185 | 0.67546368891037 | 0.662268155544815 |
14 | 0.266148413315554 | 0.532296826631108 | 0.733851586684446 |
15 | 0.195434366765596 | 0.390868733531193 | 0.804565633234404 |
16 | 0.130756627204287 | 0.261513254408575 | 0.869243372795713 |
17 | 0.13273939040307 | 0.265478780806141 | 0.86726060959693 |
18 | 0.183680799559992 | 0.367361599119984 | 0.816319200440008 |
19 | 0.37154266583188 | 0.74308533166376 | 0.62845733416812 |
20 | 0.344808793930044 | 0.689617587860088 | 0.655191206069956 |
21 | 0.282764361744038 | 0.565528723488076 | 0.717235638255962 |
22 | 0.234054835731105 | 0.46810967146221 | 0.765945164268895 |
23 | 0.227785478439101 | 0.455570956878202 | 0.772214521560899 |
24 | 0.221004283663392 | 0.442008567326784 | 0.778995716336608 |
25 | 0.233279803881857 | 0.466559607763714 | 0.766720196118143 |
26 | 0.256280185027985 | 0.512560370055969 | 0.743719814972015 |
27 | 0.1988199901096 | 0.397639980219201 | 0.8011800098904 |
28 | 0.159217487357008 | 0.318434974714015 | 0.840782512642992 |
29 | 0.233424139162638 | 0.466848278325275 | 0.766575860837362 |
30 | 0.196528593846813 | 0.393057187693627 | 0.803471406153187 |
31 | 0.41319761233976 | 0.82639522467952 | 0.58680238766024 |
32 | 0.361143801281042 | 0.722287602562085 | 0.638856198718958 |
33 | 0.349886075096776 | 0.699772150193552 | 0.650113924903224 |
34 | 0.354866031393652 | 0.709732062787304 | 0.645133968606348 |
35 | 0.317813779650771 | 0.635627559301543 | 0.682186220349229 |
36 | 0.289105728612216 | 0.578211457224432 | 0.710894271387784 |
37 | 0.227610675916381 | 0.455221351832762 | 0.772389324083619 |
38 | 0.205600264031499 | 0.411200528062999 | 0.794399735968501 |
39 | 0.156394984613869 | 0.312789969227738 | 0.843605015386131 |
40 | 0.935957705269262 | 0.128084589461477 | 0.0640422947307385 |
41 | 0.909712152687268 | 0.180575694625465 | 0.0902878473127323 |
42 | 0.955688529578632 | 0.0886229408427369 | 0.0443114704213684 |
43 | 0.9853734677029 | 0.0292530645942005 | 0.0146265322971003 |
44 | 0.974502416913619 | 0.0509951661727616 | 0.0254975830863808 |
45 | 0.968708911908821 | 0.0625821761823589 | 0.0312910880911794 |
46 | 0.949076100340252 | 0.101847799319495 | 0.0509238996597476 |
47 | 0.950366562880325 | 0.0992668742393502 | 0.0496334371196751 |
48 | 0.961668123284823 | 0.0766637534303531 | 0.0383318767151766 |
49 | 0.935744326081107 | 0.128511347837785 | 0.0642556739188926 |
50 | 0.987175289695921 | 0.025649420608158 | 0.012824710304079 |
51 | 0.981509054769894 | 0.0369818904602118 | 0.0184909452301059 |
52 | 0.96419709383115 | 0.0716058123377001 | 0.0358029061688501 |
53 | 0.949510038557784 | 0.100979922884433 | 0.0504899614422163 |
54 | 0.896407678301397 | 0.207184643397207 | 0.103592321698603 |
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 | 3 | 0.0638297872340425 | NOK |
10% type I error level | 9 | 0.191489361702128 | NOK |