Multiple Linear Regression - Estimated Regression Equation
Passagiers[t] = + 2510604.94444444 -127914.944444444M1[t] -203431.312865499M2[t] + 264454.160818713M3[t] + 406908.266081874M4[t] + 771632.108187133M5[t] + 773356.002923973M6[t] + 1222628.89766082M7[t] + 1205610.84502924M8[t] + 918825.529239766M9[t] + 841799.108187134M10[t] + 99298.1111111113M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)2510604.94444444187597.13206713.38300
M1-127914.944444444261788.314092-0.48860.6256110.312806
M2-203431.312865499261788.314092-0.77710.4379680.218984
M3264454.160818713261788.3140921.01020.3135480.156774
M4406908.266081874261788.3140921.55430.1215810.06079
M5771632.108187133261788.3140922.94750.0035580.001779
M6773356.002923973261788.3140922.95410.0034860.001743
M71222628.89766082261788.3140924.67035e-063e-06
M81205610.84502924261788.3140924.60537e-064e-06
M9918825.529239766261788.3140923.50980.0005470.000273
M10841799.108187134261788.3140923.21560.0015030.000752
M1199298.1111111113265302.4084310.37430.7085650.354282


Multiple Linear Regression - Regression Statistics
Multiple R0.530809624094231
R-squared0.281758857031059
Adjusted R-squared0.244839919775647
F-TEST (value)7.63182469424278
F-TEST (DF numerator)11
F-TEST (DF denominator)214
p-value4.52526904837214e-11
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation795907.225293862
Sum Squared Residuals135562218612844


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
111498222382689.99999999-1232867.99999999
210869792307173.63157895-1220194.63157895
312766742775059.10526316-1498385.10526316
415225222917513.21052631-1394991.21052631
517421173282237.05263160-1540120.05263160
617372753283960.94736843-1546685.94736843
719799003733233.84210525-1753333.84210525
820610363716215.78947368-1655179.78947368
918679433429430.47368421-1561487.47368421
1017077523352404.05263157-1644652.05263157
1112987562609903.05555556-1311147.05555555
1212818142510604.94444444-1228790.94444444
1312811512382690-1101539
1411649762307173.63157895-1142197.63157895
1514543292775059.10526316-1320730.10526316
1616452882917513.21052631-1272225.21052631
1718177433282237.05263158-1464494.05263158
1818957853283960.94736842-1388175.94736842
1922363113733233.84210526-1496922.84210526
2022959513716215.78947368-1420264.78947368
2120873153429430.47368421-1342115.47368421
2219808913352404.05263158-1371513.05263158
2314654462609903.05555556-1144457.05555556
2414450262510604.94444444-1065578.94444444
2514881202382690-894570
2613383332307173.63157895-968840.631578947
2717157892775059.10526316-1059270.10526316
2818060902917513.21052631-1111423.21052631
2920833163282237.05263158-1198921.05263158
3020922783283960.94736842-1191682.94736842
3124308003733233.84210526-1302433.84210526
3224248943716215.78947368-1291321.78947368
3322990163429430.47368421-1130414.47368421
3421306883352404.05263158-1221716.05263158
3516522212609903.05555556-957682.055555555
3616081622510604.94444444-902442.944444444
3716470742382690-735616
3814796912307173.63157895-827482.631578947
3918849782775059.10526316-890081.10526316
4020078982917513.21052631-909615.210526315
4122089543282237.05263158-1073283.05263158
4222171643283960.94736842-1066796.94736842
4325342913733233.84210526-1198942.84210526
4425603123716215.78947368-1155903.78947368
4524290693429430.47368421-1000361.47368421
4623150773352404.05263158-1037327.05263158
4717996082609903.05555556-810295.055555555
4817725902510604.94444444-738014.944444444
4917447992382690-637891
5016590932307173.63157895-648080.631578946
5120998212775059.10526316-675238.10526316
5221357362917513.21052632-781777.210526315
5324278943282237.05263158-854343.052631578
5424688823283960.94736842-815078.947368422
5527032173733233.84210526-1030016.84210526
5627668413716215.78947368-949374.789473685
5726552363429430.47368421-774194.473684211
5825503733352404.05263158-802031.052631579
5920520972609903.05555556-557806.055555556
6019980552510604.94444444-512549.944444444
6119207482382690-461942.00
6218766942307173.63157895-430479.631578946
6323809302775059.10526316-394129.10526316
6424674022917513.21052632-450111.210526315
6527707713282237.05263158-511466.052631577
6627813403283960.94736842-502620.947368421
6731439263733233.84210526-589307.842105264
6831722353716215.78947368-543980.789473685
6929525403429430.47368421-476890.473684211
7029208773352404.05263158-431527.052631579
7123845522609903.05555556-225351.055555556
7222489872510604.94444444-261617.944444444
7322086162382690-174074.000000000
7421787562307173.63157895-128417.631578946
7526328702775059.10526316-142189.105263160
7627069052917513.21052631-210608.210526315
7730297453282237.05263158-252492.052631577
7830154023283960.94736842-268558.947368421
7933914143733233.84210526-341819.842105264
8035078053716215.78947368-208410.789473685
8131778523429430.47368421-251578.473684211
8231429613352404.05263158-209443.052631579
8325458152609903.05555556-64088.0555555554
8424140072510604.94444444-96597.9444444443
8523725782382690-10112.0000000003
8623326642307173.6315789525490.3684210536
8728253282775059.1052631650268.8947368404
8829014782917513.21052631-16035.2105263146
8932639553282237.05263158-18282.0526315774
9032267383283960.94736842-57222.9473684215
9136107863733233.84210526-122447.842105264
9237092743716215.78947368-6941.7894736848
9334671853429430.4736842137754.526315789
9434496463352404.0526315897241.9473684214
9528029512609903.05555556193047.944444444
9624625302510604.94444444-48074.9444444443
9724906452382690107955.000000000
9825615202307173.63157895254346.368421054
9930675542775059.10526316292494.894736841
10032269512917513.21052631309437.789473685
10135464933282237.05263158264255.947368423
10234927873283960.94736842208826.052631579
10339522633733233.84210526219029.157894736
10439320723716215.78947368215856.210526315
10537202843429430.47368421290853.526315789
10636515553352404.05263158299150.947368421
10729149722609903.05555556305068.944444444
10827135142510604.94444444202909.055555556
10927039972382690321307
11025913732307173.63157895284199.368421054
11131637482775059.10526316388688.894736840
11233551372917513.21052631437623.789473685
11336137023282237.05263158331464.947368423
11436867733283960.94736842402812.052631578
11540987163733233.84210526365482.157894736
11640635173716215.78947368347301.210526315
11735514893429430.47368421122058.526315789
11832266633352404.05263158-125741.052631579
11926568422609903.0555555646938.9444444446
12025974842510604.9444444486879.055555556
12125723992382690189709.000000000
12225966312307173.63157895289457.368421054
12331652252775059.10526316390165.894736840
12433031452917513.21052631385631.789473685
12536982473282237.05263158416009.947368423
12636686313283960.94736842384670.052631578
12741304333733233.84210526397199.157894736
12841314003716215.78947368415184.210526315
12938643583429430.47368421434927.526315789
13037211103352404.05263158368705.947368421
13128925322609903.05555556282628.944444444
13228434512510604.94444444332846.055555556
13327475022382690364812
13426687752307173.63157895361601.368421054
13530186022775059.10526316243542.894736840
13630133922917513.2105263195878.7894736854
13733936573282237.05263158111419.947368423
13835442333283960.94736842260272.052631578
13940758323733233.84210526342598.157894736
14040329233716215.78947368316707.210526315
14137345093429430.47368421305078.526315789
14237612853352404.05263158408880.947368421
14329700902609903.05555556360186.944444444
14428478492510604.94444444337244.055555556
14527416802382690358990
14628306392307173.63157895523465.368421054
14732576732775059.10526316482613.89473684
14834800852917513.21052631562571.789473685
14938432713282237.05263158561033.947368423
15037969613283960.94736842513000.052631578
15143377673733233.84210526604533.157894736
15242436303716215.78947368527414.210526315
15339272023429430.47368421497771.526315789
15439152963352404.05263158562891.947368421
15530873962609903.05555556477492.944444445
15629637922510604.94444444453187.055555556
15729557922382690573102
15828299252307173.63157895522751.368421054
15932811952775059.10526316506135.89473684
16035480112917513.21052631630497.789473685
16140596483282237.05263158777410.947368423
16239411753283960.94736842657214.052631578
16345285943733233.84210526795360.157894736
16444331513716215.78947368716935.210526316
16541457373429430.47368421716306.526315789
16640771323352404.05263158724727.947368421
16731985192609903.05555556588615.944444444
16830786602510604.94444444568055.055555556
16930282022382690645512
17028586422307173.63157895551468.368421054
17133989542775059.10526316623894.89473684
17238088832917513.21052631891369.789473685
17341759613282237.05263158893723.947368423
17442275423283960.94736842943581.052631579
17547446163733233.842105261011382.15789474
17646080123716215.78947368891796.210526316
17742950493429430.47368421865618.526315789
17842011443352404.05263158848739.947368422
17933532762609903.05555556743372.944444444
18032868512510604.94444444776246.055555556
18131698892382690787199
18230517202307173.63157895744546.368421054
18336954262775059.10526316920366.89473684
18439055012917513.21052631987987.789473685
18542964583282237.052631581014220.94736842
18642462473283960.94736842962286.052631579
18749218493733233.842105261188615.15789474
18848214463716215.789473681105230.21052632
18944250643429430.47368421995633.52631579
19043790993352404.052631581026694.94736842
19134728892609903.05555556862985.944444444
19233591602510604.94444444848555.055555556
19332009442382690818254
19431531702307173.63157895845996.368421054
19537414982775059.10526316966438.89473684
19639187192917513.210526311001205.78947369
19744034493282237.052631581121211.94736842
19844004073283960.947368421116446.05263158
19948474733733233.842105261114239.15789474
20047161363716215.78947368999920.210526316
20142974403429430.47368421868009.526315789
20242722533352404.05263158919848.947368422
20332718342609903.05555556661930.944444444
20431683882510604.94444444657783.055555556
20529117482382690529058
20627209992307173.63157895413825.368421054
20731999182775059.10526316424858.894736840
20836726232917513.21052632755109.789473685
20938920133282237.05263158609775.947368423
21038508453283960.94736842566884.052631578
21145324673733233.84210526799233.157894736
21244847393716215.78947368768523.210526316
21340149723429430.47368421585541.526315789
21439837583352404.05263158631353.947368421
21531584592609903.05555556548555.944444444
21631005692510604.94444444589964.055555556
21729354042382690552714
21828557192307173.63157895548545.368421054
21934656112775059.10526316690551.89473684
22030069852917513.2105263189471.7894736854
22140951103282237.05263158812872.947368423
22241047933283960.94736842820832.052631579
22347307883733233.84210526997554.157894736
22446427263716215.78947368926510.210526316
22542469193429430.47368421817488.526315789
22643081173352404.05263158955712.947368422


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
150.003214082796922490.006428165593844980.996785917203078
160.0005809041241105850.001161808248221170.99941909587589
178.33192906727808e-050.0001666385813455620.999916680709327
182.24320391987138e-054.48640783974276e-050.999977567960801
191.62365511298042e-053.24731022596085e-050.99998376344887
207.84017749368522e-061.56803549873704e-050.999992159822506
213.23194055709342e-066.46388111418684e-060.999996768059443
221.98855754924143e-063.97711509848285e-060.99999801144245
236.00182685004755e-071.20036537000951e-060.999999399817315
241.79063813953498e-073.58127627906996e-070.999999820936186
251.42604294813193e-072.85208589626386e-070.999999857395705
266.72516286206949e-081.34503257241390e-070.999999932748371
279.87840118560312e-081.97568023712062e-070.999999901215988
285.07610432865572e-081.01522086573114e-070.999999949238957
294.59364808244541e-089.18729616489081e-080.99999995406352
303.39618745958179e-086.79237491916358e-080.999999966038125
313.55713182729502e-087.11426365459004e-080.999999964428682
322.3976821447901e-084.7953642895802e-080.999999976023179
332.33734809290994e-084.67469618581988e-080.99999997662652
341.9600410994774e-083.9200821989548e-080.999999980399589
351.37506847574092e-082.75013695148184e-080.999999986249315
368.52948808735954e-091.70589761747191e-080.999999991470512
379.32575675986755e-091.86515135197351e-080.999999990674243
387.53229572615377e-091.50645914523075e-080.999999992467704
391.27487697688301e-082.54975395376602e-080.99999998725123
401.52080051623471e-083.04160103246943e-080.999999984791995
411.81097108322164e-083.62194216644328e-080.99999998189029
422.00673743416008e-084.01347486832017e-080.999999979932626
432.69403927705612e-085.38807855411224e-080.999999973059607
443.34348183324672e-086.68696366649344e-080.999999966565182
454.54614575592161e-089.09229151184323e-080.999999954538543
467.54645136303299e-081.50929027260660e-070.999999924535486
478.53440109787677e-081.70688021957535e-070.99999991465599
489.2485155101131e-081.84970310202262e-070.999999907514845
491.13561907454180e-072.27123814908359e-070.999999886438093
501.67109035671553e-073.34218071343106e-070.999999832890964
514.65948748126857e-079.31897496253714e-070.999999534051252
527.51150436123761e-071.50230087224752e-060.999999248849564
531.81880909647838e-063.63761819295675e-060.999998181190904
544.46504359604461e-068.93008719208922e-060.999995534956404
551.09236134596432e-052.18472269192864e-050.99998907638654
562.64829264572819e-055.29658529145638e-050.999973517073543
576.10661400723269e-050.0001221322801446540.999938933859928
580.0001605086765720540.0003210173531441080.999839491323428
590.0002928074289155470.0005856148578310930.999707192571085
600.0004613611387293970.0009227222774587940.99953863886127
610.0007105676021796740.001421135204359350.99928943239782
620.001274923108470100.002549846216940190.99872507689153
630.003431740977893710.006863481955787410.996568259022106
640.007497808076135220.01499561615227040.992502191923865
650.01908955883443090.03817911766886180.98091044116557
660.04110794125434160.08221588250868320.958892058745658
670.09805965372716350.1961193074543270.901940346272836
680.1871767822017750.3743535644035490.812823217798225
690.2812117111746860.5624234223493720.718788288825314
700.4180307407488630.8360614814977260.581969259251137
710.5099439759638290.9801120480723430.490056024036171
720.5752702503928620.8494594992142760.424729749607138
730.644405875661350.71118824867730.35559412433865
740.7200107884210630.5599784231578740.279989211578937
750.8059817201169080.3880365597661850.194018279883092
760.8699026277374660.2601947445250680.130097372262534
770.929865090156730.140269819686540.07013490984327
780.964036709783260.07192658043348180.0359632902167409
790.987576456371810.02484708725638140.0124235436281907
800.9958895384608290.008220923078342730.00411046153917137
810.9983493743450140.003301251309971310.00165062565498566
820.9994455971376570.001108805724686220.000554402862343112
830.9996925306569940.0006149386860122570.000307469343006128
840.9998105627987590.0003788744024827240.000189437201241362
850.9998873293941380.0002253412117246050.000112670605862302
860.9999367816051850.0001264367896304186.32183948152091e-05
870.999972431818025.51363639596671e-052.75681819798336e-05
880.9999887553437072.24893125855711e-051.12446562927856e-05
890.9999969099140436.1801719136278e-063.0900859568139e-06
900.9999991619638211.67607235733606e-068.3803617866803e-07
910.9999998893574692.21285062144753e-071.10642531072377e-07
920.9999999794813674.10372654921289e-082.05186327460644e-08
930.999999994262091.14758199665715e-085.73790998328574e-09
940.9999999985140742.97185207871119e-091.48592603935560e-09
950.9999999991577341.68453114063642e-098.42265570318208e-10
960.9999999995456489.087035601345e-104.5435178006725e-10
970.9999999997221025.5579572952382e-102.7789786476191e-10
980.9999999998283873.43225717390918e-101.71612858695459e-10
990.999999999916071.67859663150061e-108.39298315750305e-11
1000.9999999999615427.69157415877433e-113.84578707938716e-11
1010.9999999999874562.50887101722599e-111.25443550861299e-11
1020.9999999999958078.38597348926977e-124.19298674463489e-12
1030.9999999999992191.56259234175538e-127.81296170877691e-13
1040.9999999999997864.28172553011054e-132.14086276505527e-13
1050.9999999999999021.96362715752327e-139.81813578761634e-14
1060.9999999999999568.82731436529273e-144.41365718264637e-14
1070.999999999999967.84968712351254e-143.92484356175627e-14
1080.9999999999999666.73594412514221e-143.36797206257111e-14
1090.9999999999999696.26598566550173e-143.13299283275086e-14
1100.999999999999975.94897996395894e-142.97448998197947e-14
1110.9999999999999764.87810247705052e-142.43905123852526e-14
1120.999999999999983.81094098942739e-141.90547049471369e-14
1130.999999999999992.07295489820167e-141.03647744910083e-14
1140.9999999999999941.26735023821233e-146.33675119106164e-15
1150.9999999999999984.57684253707653e-152.28842126853827e-15
1160.9999999999999992.28283452730942e-151.14141726365471e-15
11719.44421835371906e-164.72210917685953e-16
11817.58187545857756e-173.79093772928878e-17
11914.21903331103702e-172.10951665551851e-17
12012.60107036234913e-171.30053518117456e-17
12112.24114128024210e-171.12057064012105e-17
12212.57834784992087e-171.28917392496044e-17
12312.92862486931301e-171.46431243465651e-17
12413.15373070358740e-171.57686535179370e-17
12512.34237913642451e-171.17118956821225e-17
12611.72135211829370e-178.60676059146852e-18
12716.75753674617644e-183.37876837308822e-18
12814.27283169397652e-182.13641584698826e-18
12914.0311714772633e-182.01558573863165e-18
13012.57543154143834e-181.28771577071917e-18
13112.89112799686316e-181.44556399843158e-18
13213.70712059591879e-181.85356029795940e-18
13315.18190395164654e-182.59095197582327e-18
13417.64286114881759e-183.82143057440880e-18
13516.14445427426413e-183.07222713713206e-18
13611.63324146065664e-188.16620730328322e-19
13711.34088724536116e-196.70443622680579e-20
13813.73910958902729e-201.86955479451365e-20
13915.11016310620334e-212.55508155310167e-21
14011.06691697592786e-215.33458487963928e-22
14113.95641087602855e-221.97820543801427e-22
14211.92976726944896e-229.64883634724482e-23
14312.36001247816429e-221.18000623908214e-22
14412.54966017883815e-221.27483008941908e-22
14513.0873657708733e-221.54368288543665e-22
14617.17873863939024e-223.58936931969512e-22
14711.19472137887642e-215.97360689438208e-22
14812.15004398450140e-211.07502199225070e-21
14911.89313141783834e-219.4656570891917e-22
15011.54419111368906e-217.72095556844528e-22
15117.63015120313518e-223.81507560156759e-22
15214.26500346329072e-222.13250173164536e-22
15313.98672550070158e-221.99336275035079e-22
15414.03178846448787e-222.01589423224393e-22
15517.78843257001242e-223.89421628500621e-22
15611.31569153644649e-216.57845768223246e-22
15713.54226728049901e-211.77113364024951e-21
15819.85599898197074e-214.92799949098537e-21
15911.79390441386844e-208.9695220693422e-21
16014.43171983218045e-202.21585991609023e-20
16119.64270916732298e-204.82135458366149e-20
16211.55651315334589e-197.78256576672946e-20
16312.21049683603566e-191.10524841801783e-19
16413.54572894126216e-191.77286447063108e-19
16518.8029645393564e-194.4014822696782e-19
16611.93616282990817e-189.68081414954086e-19
16715.45171275810202e-182.72585637905101e-18
16811.41441020557404e-177.07205102787021e-18
16914.45145574715197e-172.22572787357598e-17
17011.36386312431791e-166.81931562158954e-17
17113.69873483593715e-161.84936741796857e-16
17217.61199039834035e-163.80599519917018e-16
1730.9999999999999992.09581140126465e-151.04790570063232e-15
1740.9999999999999975.38459849970339e-152.69229924985169e-15
1750.9999999999999931.38428280092745e-146.92141400463725e-15
1760.9999999999999813.74937340031501e-141.87468670015751e-14
1770.9999999999999471.05655575083672e-135.2827787541836e-14
1780.999999999999853.00844544881433e-131.50422272440717e-13
1790.9999999999995459.10592424274352e-134.55296212137176e-13
1800.9999999999986752.64976267581224e-121.32488133790612e-12
1810.9999999999965856.82905494067854e-123.41452747033927e-12
1820.9999999999908521.82960237806813e-119.14801189034063e-12
1830.9999999999811733.76533815509998e-111.88266907754999e-11
1840.9999999999787854.24309506734162e-112.12154753367081e-11
1850.9999999999493731.01254525263783e-105.06272626318914e-11
1860.9999999998664282.67143262996906e-101.33571631498453e-10
1870.9999999997337715.32457471815606e-102.66228735907803e-10
1880.9999999994253941.14921183862151e-095.74605919310753e-10
1890.9999999988089762.38204789478230e-091.19102394739115e-09
1900.9999999971914895.61702261838878e-092.80851130919439e-09
1910.9999999938844891.22310225349903e-086.11551126749513e-09
1920.9999999853476622.93046750211755e-081.46523375105877e-08
1930.9999999692372356.15255294710296e-083.07627647355148e-08
1940.9999999525473979.49052052057416e-084.74526026028708e-08
1950.999999941666881.16666239722425e-075.83331198612125e-08
1960.9999999785077844.29844317722287e-082.14922158861143e-08
1970.9999999790717994.18564024557392e-082.09282012278696e-08
1980.999999983516073.29678605574744e-081.64839302787372e-08
1990.999999956398598.72028211377468e-084.36014105688734e-08
2000.9999998512045662.9759086801171e-071.48795434005855e-07
2010.9999995042162669.9156746705022e-074.9578373352511e-07
2020.9999981807784433.63844311385725e-061.81922155692863e-06
2030.9999928814817131.42370365746043e-057.11851828730213e-06
2040.99997159568925.68086216012787e-052.84043108006394e-05
2050.9998880158296370.0002239683407269030.000111984170363451
2060.9996089984659930.0007820030680133390.000391001534006670
2070.9989365810439570.002126837912086340.00106341895604317
2080.9996695351249180.0006609297501636180.000330464875081809
2090.9987985459348670.002402908130266030.00120145406513301
2100.9963536021083760.007292795783248380.00364639789162419
2110.9860259575029480.02794808499410430.0139740424970522


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level1800.913705583756345NOK
5% type I error level1840.934010152284264NOK
10% type I error level1860.944162436548223NOK