Multiple Linear Regression - Estimated Regression Equation |
Divorces[t] = + 1149.72 + 1.88001Month[t] -0.0360421Marriages[t] + 0.564791Accidents[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) | 1149.72 | 266.137 | 4.32 | 4.44373e-05 | 2.22186e-05 |
Month | 1.88001 | 10.3854 | 0.181 | 0.856806 | 0.428403 |
Marriages | -0.0360421 | 0.0235739 | -1.529 | 0.130234 | 0.065117 |
Accidents | 0.564791 | 0.119016 | 4.746 | 8.95936e-06 | 4.47968e-06 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.509386 |
R-squared | 0.259474 |
Adjusted R-squared | 0.231705 |
F-TEST (value) | 9.34378 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 80 |
p-value | 2.29394e-05 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 293.706 |
Sum Squared Residuals | 6901040 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1967 | 2518.02 | -551.022 |
2 | 2473 | 2565.9 | -92.8973 |
3 | 2397 | 2496.02 | -99.0219 |
4 | 1904 | 2427.51 | -523.51 |
5 | 2732 | 2739.2 | -7.20472 |
6 | 2297 | 2681.95 | -384.948 |
7 | 2734 | 2374.94 | 359.065 |
8 | 2719 | 2451.05 | 267.953 |
9 | 2296 | 2728.45 | -432.452 |
10 | 3243 | 2821.83 | 421.168 |
11 | 2166 | 2585.14 | -419.137 |
12 | 2261 | 2588.68 | -327.683 |
13 | 2408 | 2411 | -2.99804 |
14 | 2536 | 2356.62 | 179.375 |
15 | 2324 | 2324.35 | -0.349835 |
16 | 2178 | 2434.12 | -256.124 |
17 | 2803 | 2563.38 | 239.615 |
18 | 2604 | 2656.03 | -52.0298 |
19 | 2782 | 2395.17 | 386.834 |
20 | 2656 | 2491.63 | 164.372 |
21 | 2801 | 2739.7 | 61.2995 |
22 | 3122 | 2840.94 | 281.064 |
23 | 2393 | 2504.04 | -111.037 |
24 | 2233 | 2438.08 | -205.077 |
25 | 2451 | 2351.78 | 99.2211 |
26 | 2596 | 2193.72 | 402.276 |
27 | 2467 | 2279.3 | 187.7 |
28 | 2210 | 2272.66 | -62.663 |
29 | 2948 | 2489.94 | 458.063 |
30 | 2507 | 2647.98 | -140.978 |
31 | 3019 | 2503.89 | 515.105 |
32 | 2401 | 2438.38 | -37.382 |
33 | 2818 | 2708.99 | 109.014 |
34 | 3305 | 2910.45 | 394.546 |
35 | 2101 | 2753.27 | -652.269 |
36 | 2582 | 2667.44 | -85.4425 |
37 | 2407 | 2414.94 | -7.9389 |
38 | 2416 | 2357.68 | 58.3186 |
39 | 2463 | 2505.52 | -42.5164 |
40 | 2228 | 2554.04 | -326.036 |
41 | 2616 | 2533.95 | 82.051 |
42 | 2934 | 2639.06 | 294.936 |
43 | 2668 | 2392.16 | 275.838 |
44 | 2808 | 2485.08 | 322.92 |
45 | 2664 | 2696.53 | -32.5312 |
46 | 3112 | 2706.42 | 405.578 |
47 | 2321 | 2591.11 | -270.111 |
48 | 2718 | 2597.13 | 120.87 |
49 | 2297 | 2429.11 | -132.105 |
50 | 2534 | 2492.93 | 41.0693 |
51 | 2647 | 2409.78 | 237.223 |
52 | 2064 | 2471.91 | -407.911 |
53 | 2642 | 2653.96 | -11.9624 |
54 | 2702 | 2660.78 | 41.223 |
55 | 2348 | 2427.19 | -79.1948 |
56 | 2734 | 2380.1 | 353.902 |
57 | 2709 | 2640.48 | 68.5182 |
58 | 3206 | 2727.62 | 478.382 |
59 | 2214 | 2490.06 | -276.061 |
60 | 2531 | 2403.19 | 127.811 |
61 | 2119 | 2331.45 | -212.448 |
62 | 2369 | 2203.74 | 165.256 |
63 | 2682 | 2412.8 | 269.196 |
64 | 1840 | 2379.4 | -539.402 |
65 | 2622 | 2439.58 | 182.423 |
66 | 2570 | 2579.03 | -9.02683 |
67 | 2447 | 2322.39 | 124.613 |
68 | 2871 | 2446.85 | 424.148 |
69 | 2485 | 2611.4 | -126.403 |
70 | 2957 | 2774.14 | 182.862 |
71 | 2102 | 2540.93 | -438.928 |
72 | 2250 | 2341.73 | -91.7254 |
73 | 2051 | 2164.53 | -113.533 |
74 | 2260 | 2127.69 | 132.31 |
75 | 2327 | 2344.73 | -17.7291 |
76 | 1781 | 2386.92 | -605.918 |
77 | 2631 | 2449.91 | 181.089 |
78 | 2180 | 2573.63 | -393.634 |
79 | 2150 | 2354.8 | -204.803 |
80 | 2837 | 2368.17 | 468.831 |
81 | 1976 | 2568 | -592.005 |
82 | 2836 | 2701.87 | 134.133 |
83 | 2203 | 2311.31 | -108.311 |
84 | 1770 | 1985.72 | -215.715 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.56778 | 0.864439 | 0.43222 |
8 | 0.491758 | 0.983516 | 0.508242 |
9 | 0.814565 | 0.370869 | 0.185435 |
10 | 0.836086 | 0.327828 | 0.163914 |
11 | 0.948573 | 0.102854 | 0.0514268 |
12 | 0.942944 | 0.114112 | 0.0570559 |
13 | 0.926712 | 0.146575 | 0.0732876 |
14 | 0.91801 | 0.163979 | 0.0819896 |
15 | 0.878812 | 0.242377 | 0.121188 |
16 | 0.849428 | 0.301144 | 0.150572 |
17 | 0.852145 | 0.295709 | 0.147855 |
18 | 0.80095 | 0.398099 | 0.19905 |
19 | 0.823956 | 0.352087 | 0.176044 |
20 | 0.781392 | 0.437217 | 0.218608 |
21 | 0.734314 | 0.531372 | 0.265686 |
22 | 0.752062 | 0.495877 | 0.247938 |
23 | 0.703028 | 0.593944 | 0.296972 |
24 | 0.668331 | 0.663338 | 0.331669 |
25 | 0.620789 | 0.758423 | 0.379211 |
26 | 0.667488 | 0.665024 | 0.332512 |
27 | 0.619415 | 0.76117 | 0.380585 |
28 | 0.559709 | 0.880582 | 0.440291 |
29 | 0.641241 | 0.717519 | 0.358759 |
30 | 0.587651 | 0.824699 | 0.412349 |
31 | 0.69657 | 0.60686 | 0.30343 |
32 | 0.64024 | 0.719519 | 0.35976 |
33 | 0.58779 | 0.82442 | 0.41221 |
34 | 0.649685 | 0.700629 | 0.350315 |
35 | 0.837521 | 0.324959 | 0.162479 |
36 | 0.799655 | 0.40069 | 0.200345 |
37 | 0.750345 | 0.499311 | 0.249655 |
38 | 0.697212 | 0.605575 | 0.302788 |
39 | 0.639013 | 0.721975 | 0.360987 |
40 | 0.652016 | 0.695967 | 0.347984 |
41 | 0.594331 | 0.811337 | 0.405669 |
42 | 0.590363 | 0.819273 | 0.409637 |
43 | 0.581651 | 0.836698 | 0.418349 |
44 | 0.594377 | 0.811245 | 0.405623 |
45 | 0.532127 | 0.935746 | 0.467873 |
46 | 0.580758 | 0.838484 | 0.419242 |
47 | 0.576212 | 0.847577 | 0.423788 |
48 | 0.51761 | 0.964781 | 0.48239 |
49 | 0.467925 | 0.93585 | 0.532075 |
50 | 0.404757 | 0.809514 | 0.595243 |
51 | 0.37747 | 0.75494 | 0.62253 |
52 | 0.429354 | 0.858707 | 0.570646 |
53 | 0.364444 | 0.728888 | 0.635556 |
54 | 0.303362 | 0.606724 | 0.696638 |
55 | 0.251077 | 0.502155 | 0.748923 |
56 | 0.284857 | 0.569714 | 0.715143 |
57 | 0.22999 | 0.45998 | 0.77001 |
58 | 0.31303 | 0.626061 | 0.68697 |
59 | 0.298954 | 0.597908 | 0.701046 |
60 | 0.250037 | 0.500073 | 0.749963 |
61 | 0.227897 | 0.455795 | 0.772103 |
62 | 0.183423 | 0.366846 | 0.816577 |
63 | 0.172982 | 0.345965 | 0.827018 |
64 | 0.266338 | 0.532677 | 0.733662 |
65 | 0.23466 | 0.46932 | 0.76534 |
66 | 0.178004 | 0.356009 | 0.821996 |
67 | 0.15032 | 0.30064 | 0.84968 |
68 | 0.258481 | 0.516962 | 0.741519 |
69 | 0.195274 | 0.390548 | 0.804726 |
70 | 0.182667 | 0.365334 | 0.817333 |
71 | 0.199046 | 0.398092 | 0.800954 |
72 | 0.138519 | 0.277038 | 0.861481 |
73 | 0.0957847 | 0.191569 | 0.904215 |
74 | 0.0592457 | 0.118491 | 0.940754 |
75 | 0.0353981 | 0.0707961 | 0.964602 |
76 | 0.0736567 | 0.147313 | 0.926343 |
77 | 0.0413897 | 0.0827793 | 0.95861 |
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 | 2 | 0.028169 | OK |