Multiple Linear Regression - Estimated Regression Equation
Passagiers[t] = + 194011.243574092 + 380088.931765371`9/11`[t] + 5404.82792194756t -3721.53389639468`T_9/11`[t] + 0.658733587626391`Passagiers-1`[t] + 0.264676600256945`Passagiers-2`[t] -0.00276110284221941`Passagiers-3`[t] -0.209733720217022`Passagiers-4`[t] + 134292.960372113M1[t] + 100284.659944656M2[t] + 501151.929790886M3[t] + 315108.782038711M4[t] + 453693.579681728M5[t] + 155835.777651903M6[t] + 614751.568544971M7[t] + 314371.933454732M8[t] -7045.16201447281M9[t] + 117213.089006908M10[t] -373974.447140203M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)194011.24357409297451.2223441.99090.0478930.023947
`9/11`380088.93176537194581.1455054.01878.4e-054.2e-05
t5404.827921947561009.8356035.352200
`T_9/11`-3721.53389639468818.258646-4.54819e-065e-06
`Passagiers-1`0.6587335876263910.0699149.422100
`Passagiers-2`0.2646766002569450.0845453.13060.0020130.001006
`Passagiers-3`-0.002761102842219410.083693-0.0330.9737160.486858
`Passagiers-4`-0.2097337202170220.069196-3.0310.0027680.001384
M1134292.96037211364097.7603192.09510.0374510.018725
M2100284.65994465666288.2122751.51290.1319350.065967
M3501151.92979088667795.2176987.392100
M4315108.78203871192335.6321233.41260.0007820.000391
M5453693.57968172887895.1158955.16181e-060
M6155835.77765190399351.6355581.56850.1183790.05919
M7614751.56854497177840.158087.897600
M8314371.93345473296035.3815883.27350.0012570.000628
M9-7045.1620144728178844.90347-0.08940.9288920.464446
M10117213.08900690868424.4870511.7130.0882970.044148
M11-373974.44714020360169.123361-6.215400


Multiple Linear Regression - Regression Statistics
Multiple R0.992347755876047
R-squared0.984754068592227
Adjusted R-squared0.983346751846894
F-TEST (value)699.738755939612
F-TEST (DF numerator)18
F-TEST (DF denominator)195
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation111893.973577065
Sum Squared Residuals2441450957958.64


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
112811511190205.3110202290945.6889797843
211649761191407.6815779-26431.6815778986
314543291606802.95545584-152473.955455843
416452881589577.5106703355710.489329674
518177431936403.03628818-118660.036288184
618957851831661.2234983964123.7765016104
722363112331821.19347265-95510.1934726522
822959512241291.483732154659.5162678999
920873152018310.2406219469004.7593780614
1019808912009014.82491694-28123.8249169449
1114654461326321.52920689139124.47079311
1214450261326059.47406806118966.525931942
1314881201359931.54434342128188.455656575
1413383331378054.73898072-39721.7389807244
1517157891805225.66140788-89436.661407882
1618060901837748.94830702-31658.9483070241
1720833162132501.95876722-49185.9587672188
1820922782076940.8138181915337.1861818079
1924308002541125.65678236-110325.656782356
2024248942451814.07869017-26920.0786901735
2122990162163341.79732202135674.20267798
2221306882205707.30206406-75019.3020640577
2316522211504741.15405185147479.845948145
2416081621525971.9123302982190.0876697073
2516470741536873.17074469110200.829255314
2614796911558866.10752047-79175.1075204727
2718849781965648.81240138-80670.8124013841
2820078982016817.50666393-8919.50666393091
2922089542341349.65326422-132395.653264221
3022171642247859.88725721-30695.8872572107
3125342912685461.78234094-151170.782340938
3225603122575226.57132183-14914.5713218282
3324290692318100.41516159110968.584838406
3423150772365598.93757533-50521.9375753312
3517996081703404.8470336296203.1529663834
3617725901707961.2576856464628.7423143558
3717447991721269.62572923529.374270999
3816590931692539.48485998-33446.4848599785
3920998212143184.36487245-43363.3648724477
4021357362235927.32840991-100191.328409914
4124278942526291.11235127-98397.1123512692
4224688822452556.8287268516325.1712731544
4327032172928670.31795697-225453.317956974
4427668412790569.14569067-23728.145690673
4526552362517102.57872931138133.421270693
4625503732580843.89088155-30470.8908815533
4720520971947121.54675116104975.453248842
4819980551957478.9570400640576.0429599449
4919207481953392.33649415-32644.3364941457
5018766941882929.59208184-6235.59208184376
5123809302344374.9811393236555.0188606788
5224674022495781.66993715-28379.6699371469
5327707712846528.29883193-75757.2988319293
5427813402784649.15130379-3309.1513037925
5531439263230232.55071746-86306.5507174581
5631722353157928.9598776414306.0401223633
5729525402892876.920178859663.0798211972
5829208772882094.440541138782.5594588975
5923845522241181.4502985143370.549701495
6022489872253554.22738629-4567.22738629405
6122086162208162.99370335453.00629665095
6221787562125206.5514830353549.4485169739
6326328702613983.3516979118886.648302093
6427069052753125.95325944-46220.9532594421
6530297453074627.87618316-44882.8761831579
6630154023019444.5790342-4042.5790341963
6733914143464317.73875728-72903.7387572823
6835078053396819.37844423110985.62155577
6931778523189328.51797341-11476.5179734135
7031429613134416.450606328544.54939367833
7125458152459135.2673635586679.732636446
7224140072412419.500985711587.49901428959
7323725782376538.96725091-3960.96725091332
7423326642294724.9283668737939.0716331259
7528253282789344.6343826335983.3656173712
7629014782950435.30886813-48957.3088681296
7732639553283783.39467355-19828.3946735457
7832267383257272.33405537-30534.3340553692
7936107863689477.5334526-78691.5334525964
8037092743620665.5150438288608.4849561835
8134671853395258.2303115671926.7696884399
8234496463398261.8866070851384.1133929226
8328029512756030.605230346920.3947697007
8424625302684780.17793973-222250.177939731
8524906452479888.8391736310756.1608263686
8625615202385168.2996696176351.700330397
8730675542982143.2086634285410.7913365757
8832269513224925.569520932025.43047906915
8935464933601758.35477936-55265.3547793574
9034927873545724.99544391-52937.9954439074
9139522633952670.45351512-407.453515123203
9239320723911839.9846358120232.0153641857
9337202843637269.3281641183014.6718358906
9436515553632071.7515038819483.2484961244
9529149722948647.75331657-33675.7533165705
9627135142829443.6101387-115929.610138702
9727039972686086.8160642317910.1839357704
9825913732614341.52774234-22968.5277423417
9931637483098948.0258280464799.9741719574
10033551373307822.2190113647314.7809886372
10136137023731687.47851243-117985.47851243
10236867733682256.808602154516.19139784634
10340987164142573.07172297-43857.0717229672
10440635174097444.48716461-33927.4871646148
10535514893757515.03877964-206026.038779638
10632266633520387.32111085-293724.321110851
10726568422595086.3025301861755.6974698178
10825974842518206.1498900379277.8501099665
10925723992572549.42624547-150.426245467784
11025966312577689.7139457718941.286054226
11131652253109237.8693257755987.130674233
11233031453318362.26092885-15217.2609288504
11336982473705170.67917692-6923.67917691988
11436686313699115.11180068-30484.1118006803
11541304334125145.25068585287.74931419839
11641314004092797.3437134538602.6562865505
11738643583813144.2814974851213.7185025205
11837211103768368.62515314-47258.6251531398
11928925323016964.22393535-124432.223935351
12028434512809429.9308169434021.069183057
12127475022750172.90848676-2670.90848675579
12226687752673984.20589292-5209.2058929239
12330186023173195.45961217-154593.45961217
12430133923209000.07171428-195608.071714276
12533936573458768.29649396-65111.2964939606
12635442333427253.94936864116979.05063136
12740758324014333.6175778561498.3824221526
12840329234105716.09863209-72793.0986320865
12937345093818248.36475707-83739.3647570697
13037612853703208.9125804258076.0874195829
13129700903040983.95824027-70893.9582402748
13228478492912365.3751368-64516.3751367991
13327416802820920.12140427-79240.1214042733
13428306392682872.43711637147766.562883628
13532576733282200.62297677-24527.6229767745
13634800853428618.9770115651466.0229884372
13738432713850444.8250794-7173.82507939705
13837969613832543.59903924-35582.5990392406
13943377674268586.035371369180.9646286967
14042436304266229.50746083-22599.5074608329
14139272023951578.71151924-24376.7115192365
14239152963852382.191381962913.8086181004
14330873963158118.64754253-70722.647542528
14429637923005877.00537996-42085.0053799636
14529557922907703.891371248088.108628796
14628299252842176.93648611-12251.9364861062
14732811953333677.09740545-52482.0974054454
14835480113439215.91569889108795.084301114
14940596483876710.67917471182937.320825292
15039411754013341.15079994-72166.1507999442
15145285944435933.1907790892660.8092209187
15244331514435459.44949375-2308.44949375145
15341457374101349.7868189644387.213181042
15440771324035926.4065183141205.5934816858
15531985193302219.9419738-103700.941973805
15630786603101758.84642471-23098.8464247138
15730282022986701.4828844641500.517115541
15828586422906228.9472149-47586.9472149044
15933989543368335.308219630618.6917804039
16038088833520296.3460497288586.653950298
16141759614084657.2984510491303.7015489627
16242275424172858.6049933354683.3950066722
16347446164650139.2821995294476.717800483
16446080124618719.76163705-10707.7616370524
16542950494268726.6505950226322.3494049837
16642011444140107.1040425861036.8959574198
16733532763397839.82557391-44563.8255739131
16832868513219638.5692642667212.4307357361
16931698893153345.8010398716543.1989601298
17030517203048428.949331553291.05066845367
17136954263520190.43551711175235.564482886
17239055013742839.28184741162661.718152589
17342964584216721.8997273879736.1002726237
17442462474256692.5212579-10445.5212579044
17549218494652106.21082927269742.789170726
17648214464740022.6384981781423.3615018261
17744250644451107.82082279-26043.820822787
17843790994298030.4374670181068.5625329939
17934728893531915.16798976-59026.1679897591
18033591603320608.4309595538551.5690404525
18132009443225076.57683041-24132.5768304121
18231531703070570.5215144182599.4784855887
18337414983590151.48604769151346.513952311
18439187193804988.0434753113730.956524703
18544034494251029.35435761152419.645642388
18644004074329464.4146943170942.585305693
18748474734792474.7749272854998.2250727237
18847161364748963.0687191-32827.0687190981
18942974404359385.25612188-61945.2561218796
19042722534174159.4670896998093.5329103117
19132718343463842.48787685-192008.487876847
19231683883202526.08284009-34138.0828400946
19329117483093455.69639698-181707.696396982
19427209992872738.38943188-151739.389431877
19531999183291816.80119798-91898.8011979806
19636726233394854.90555639277768.094443612
19738920134027621.05004489-135608.050044892
19838508454039764.20894002-188919.208940017
19945324674429561.29818196102905.701818041
20044847394469228.1197352315510.8802647713
20140149724252563.86344508-237591.86344508
20239837584063173.91180884-79415.9118088383
20331584593285944.29108489-127485.291084892
20431005693120995.49171315-20426.4917131541
20529354043099012.49081698-163608.490816979
20628557192951390.98678332-95671.986783322
20734656113430987.9238485834623.0761514177
20830069853639891.18306942-632906.183069419
20940951103674331.75384278420778.246157218
21041047933988582.81736588116210.182634118
21147307884616913.04072959113874.959270407
21246427264826328.40750944-183602.407509439
21342469194386028.19718011-139109.19718011
21443081174224171.13815183945.8618489987


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
220.05503967632002510.110079352640050.944960323679975
230.02268070845452660.04536141690905320.977319291545473
240.006910214718080270.01382042943616050.99308978528192
250.002244674615698080.004489349231396150.997755325384302
260.0008240685928134330.001648137185626870.999175931407187
270.0002592132064982730.0005184264129965470.999740786793502
288.32018651248867e-050.0001664037302497730.999916798134875
293.27640293291676e-056.55280586583351e-050.99996723597067
302.10057963748113e-054.20115927496226e-050.999978994203625
311.99746104649324e-053.99492209298648e-050.999980025389535
327.47563901927888e-061.49512780385578e-050.99999252436098
332.29746487205881e-064.59492974411761e-060.999997702535128
347.53813199803475e-071.50762639960695e-060.9999992461868
352.22778622243286e-074.45557244486571e-070.999999777221378
365.94268819458335e-081.18853763891667e-070.999999940573118
374.05641700464774e-088.11283400929548e-080.99999995943583
381.06183418458592e-082.12366836917184e-080.999999989381658
397.00068084457541e-081.40013616891508e-070.999999929993192
403.92774722906654e-087.85549445813309e-080.999999960722528
411.7211599413829e-083.44231988276579e-080.9999999827884
421.61846837099459e-083.23693674198918e-080.999999983815316
431.63508086259031e-083.27016172518062e-080.999999983649191
445.74618948849512e-091.14923789769902e-080.99999999425381
453.44441887508848e-096.88883775017695e-090.999999996555581
462.78344919556229e-095.56689839112457e-090.99999999721655
471.85448672780743e-093.70897345561486e-090.999999998145513
486.4212959591108e-101.28425919182216e-090.99999999935787
497.13157651105415e-101.42631530221083e-090.999999999286842
503.19476056514971e-106.38952113029942e-100.999999999680524
519.30591385548094e-091.86118277109619e-080.999999990694086
527.97959850454016e-091.59591970090803e-080.999999992020401
533.21915941266127e-086.43831882532255e-080.999999967808406
541.53545806504427e-083.07091613008854e-080.99999998464542
551.26412640309136e-082.52825280618272e-080.999999987358736
565.13580665351919e-091.02716133070384e-080.999999994864193
574.3936490820731e-098.7872981641462e-090.99999999560635
583.20831056335028e-096.41662112670056e-090.99999999679169
591.80911549130557e-093.61823098261115e-090.999999998190884
602.70284103363745e-095.4056820672749e-090.99999999729716
612.45250706422233e-094.90501412844466e-090.999999997547493
621.52888276061527e-093.05776552123054e-090.999999998471117
631.08922948323598e-092.17845896647196e-090.99999999891077
644.70015318423262e-109.40030636846524e-100.999999999529985
655.59926235286428e-101.11985247057286e-090.999999999440074
662.42422703044591e-104.84845406089181e-100.999999999757577
672.20612681035524e-104.41225362071048e-100.999999999779387
683.78519727948566e-107.57039455897132e-100.99999999962148
691.06250073937878e-092.12500147875756e-090.9999999989375
704.80379314902116e-109.60758629804232e-100.99999999951962
715.20069285214807e-101.04013857042961e-090.99999999947993
726.0211068534391e-101.20422137068782e-090.99999999939789
735.52430242832583e-101.10486048566517e-090.99999999944757
742.81217044367302e-105.62434088734604e-100.999999999718783
752.66720841392045e-105.33441682784089e-100.99999999973328
761.26486397471151e-102.52972794942302e-100.999999999873514
771.60656672034584e-103.21313344069168e-100.999999999839343
788.50087361348445e-111.70017472269689e-100.999999999914991
791.01701328833908e-102.03402657667816e-100.999999999898299
808.01962850582954e-111.60392570116591e-100.999999999919804
813.76280714956106e-117.52561429912211e-110.999999999962372
822.84916566855511e-115.69833133711021e-110.999999999971508
833.56036884727601e-117.12073769455203e-110.999999999964396
842.9268799189067e-085.8537598378134e-080.9999999707312
851.71595975948251e-083.43191951896503e-080.999999982840402
863.54791298792696e-087.09582597585391e-080.99999996452087
872.92644494353722e-085.85288988707444e-080.99999997073555
881.97292644403903e-083.94585288807806e-080.999999980270736
891.48041786279406e-082.96083572558812e-080.999999985195821
909.97340430295983e-091.99468086059197e-080.999999990026596
913.35071511740995e-086.70143023481989e-080.999999966492849
922.0817333391746e-084.1634666783492e-080.999999979182667
931.15443784903793e-082.30887569807585e-080.999999988455622
946.46186204155748e-091.2923724083115e-080.999999993538138
951.64443880827942e-083.28887761655883e-080.999999983555612
962.26489626418565e-084.5297925283713e-080.999999977351037
971.38103932026981e-082.76207864053962e-080.999999986189607
981.00792339765725e-082.0158467953145e-080.999999989920766
997.30467552637872e-091.46093510527574e-080.999999992695324
1005.41354899324022e-091.08270979864804e-080.999999994586451
1013.72547798090216e-097.45095596180433e-090.999999996274522
1022.43220935277242e-094.86441870554483e-090.99999999756779
1031.44606547953681e-092.89213095907361e-090.999999998553935
1049.02029837549831e-101.80405967509966e-090.99999999909797
1057.72160556109595e-101.54432111221919e-090.99999999922784
1064.88168967716747e-099.76337935433494e-090.99999999511831
1074.50498687676416e-099.00997375352832e-090.999999995495013
1082.49815227323244e-094.99630454646488e-090.999999997501848
1093.8987423269345e-097.797484653869e-090.999999996101258
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1371.03122149584454e-062.06244299168908e-060.999998968778504
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1813.2412005959943e-116.4824011919886e-110.999999999967588
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1878.60938403286551e-091.7218768065731e-080.999999991390616
1883.58426518581177e-097.16853037162354e-090.999999996415735
1892.12769500739548e-094.25539001479096e-090.999999997872305
1901.14932126267328e-092.29864252534657e-090.999999998850679
1912.34782556928822e-094.69565113857645e-090.999999997652174
1921.28948051838197e-092.57896103676395e-090.99999999871052


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level1680.982456140350877NOK
5% type I error level1700.994152046783626NOK
10% type I error level1700.994152046783626NOK