Multiple Linear Regression - Estimated Regression Equation |
geboortes[t] = + 7081.7941033014 + 199.675838880545x[t] + 0.256058903274213lag[t] -734.101623515508M1[t] -192.216032923728M2[t] -31.7260810906930M3[t] -978.949523039809M4[t] + 207.941772420758M5[t] -418.172883089656M6[t] -147.288559126564M7[t] -242.175514609627M8[t] + 340.128057574066M9[t] + 66.8844528782934M10[t] -129.762106052565M11[t] + 4.30039216255456t + 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) | 7081.7941033014 | 1203.095097 | 5.8863 | 0 | 0 |
x | 199.675838880545 | 138.369988 | 1.4431 | 0.154293 | 0.077146 |
lag | 0.256058903274213 | 0.126882 | 2.0181 | 0.048137 | 0.024069 |
M1 | -734.101623515508 | 155.946063 | -4.7074 | 1.6e-05 | 8e-06 |
M2 | -192.216032923728 | 175.080661 | -1.0979 | 0.276721 | 0.138361 |
M3 | -31.7260810906930 | 167.455871 | -0.1895 | 0.850383 | 0.425192 |
M4 | -978.949523039809 | 163.047635 | -6.0041 | 0 | 0 |
M5 | 207.941772420758 | 199.972477 | 1.0399 | 0.302651 | 0.151326 |
M6 | -418.172883089656 | 162.226857 | -2.5777 | 0.012464 | 0.006232 |
M7 | -147.288559126564 | 167.357157 | -0.8801 | 0.382384 | 0.191192 |
M8 | -242.175514609627 | 162.848266 | -1.4871 | 0.142307 | 0.071154 |
M9 | 340.128057574066 | 163.568861 | 2.0794 | 0.041934 | 0.020967 |
M10 | 66.8844528782934 | 167.376058 | 0.3996 | 0.69089 | 0.345445 |
M11 | -129.762106052565 | 163.666672 | -0.7928 | 0.431046 | 0.215523 |
t | 4.30039216255456 | 3.219944 | 1.3355 | 0.186826 | 0.093413 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.868784961568442 |
R-squared | 0.754787309447479 |
Adjusted R-squared | 0.696601247282474 |
F-TEST (value) | 12.9719606614216 |
F-TEST (DF numerator) | 14 |
F-TEST (DF denominator) | 59 |
p-value | 3.44391182238724e-13 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 278.921965516086 |
Sum Squared Residuals | 4590050.30799406 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 9081 | 8835.76423370831 | 245.235766291688 |
2 | 9084 | 9223.44975533591 | -139.449755335911 |
3 | 9743 | 9389.00827604132 | 353.991723958678 |
4 | 8587 | 8614.82804351247 | -27.8280435124679 |
5 | 9731 | 9510.0156389506 | 220.984361049400 |
6 | 9563 | 9181.13276094844 | 381.867239051561 |
7 | 9998 | 9413.29958132402 | 584.700418675982 |
8 | 9437 | 9434.09864092779 | 2.90135907220801 |
9 | 10038 | 9877.0535605372 | 160.946439462793 |
10 | 9918 | 9762.0017488718 | 155.998251128209 |
11 | 9252 | 9538.92851371058 | -286.928513710581 |
12 | 9737 | 9502.45578234507 | 234.544217654926 |
13 | 9035 | 8896.84311908011 | 138.156880919886 |
14 | 9133 | 9263.27575173595 | -130.275751735951 |
15 | 9487 | 9453.15986825241 | 33.8401317475861 |
16 | 8700 | 8600.88167022492 | 99.1183297750762 |
17 | 9627 | 9590.55500097124 | 36.4449990287599 |
18 | 8947 | 9206.10734095858 | -259.107340958575 |
19 | 9283 | 9307.17200285776 | -24.1720028577577 |
20 | 8829 | 9302.62123103738 | -473.621231037385 |
21 | 9947 | 9772.97445329714 | 174.025546702861 |
22 | 9628 | 9790.3050946245 | -162.305094624492 |
23 | 9318 | 9516.27613771171 | -198.276137711714 |
24 | 9605 | 9570.96037591183 | 34.0396240881725 |
25 | 8640 | 8914.64804979857 | -274.648049798573 |
26 | 9214 | 9213.7371908933 | 0.262809106708605 |
27 | 9567 | 9525.50534536828 | 41.4946546317201 |
28 | 8547 | 8672.97108843752 | -125.971088437516 |
29 | 9185 | 9602.98269472094 | -417.98269472094 |
30 | 9470 | 9144.53401166203 | 325.465988337972 |
31 | 9123 | 9492.69551522083 | -369.695515220826 |
32 | 9278 | 9313.25651246417 | -35.2565124641652 |
33 | 10170 | 9939.54960681792 | 230.450393182084 |
34 | 9434 | 9899.0109360053 | -465.010936005296 |
35 | 9655 | 9518.20541642717 | 136.794583572829 |
36 | 9429 | 9708.8569322659 | -279.856932265892 |
37 | 8739 | 8921.18638877297 | -182.186388772966 |
38 | 9552 | 9290.6917282681 | 261.308271731907 |
39 | 9687 | 9863.33379950616 | -176.333799506164 |
40 | 9019 | 8954.97870166162 | 64.0212983383794 |
41 | 9672 | 9975.12304189757 | -303.123041897568 |
42 | 9206 | 9520.51524238777 | -314.515242387769 |
43 | 9069 | 9676.37650958763 | -607.376509587633 |
44 | 9788 | 9550.70987651856 | 237.290123481443 |
45 | 10312 | 10321.4201923190 | -9.4201923189644 |
46 | 10105 | 10186.6518451014 | -81.6518451014338 |
47 | 9863 | 9941.30148535537 | -78.3014853553676 |
48 | 9656 | 10013.3977289781 | -357.397728978128 |
49 | 9295 | 9230.59230464741 | 64.4076953525882 |
50 | 9946 | 9684.34102331976 | 261.658976680245 |
51 | 9701 | 10015.8257133469 | -314.825713346858 |
52 | 9049 | 9010.16823225811 | 38.8317677418854 |
53 | 10190 | 10034.4095149465 | 155.590485053550 |
54 | 9706 | 9704.75846023447 | 1.24153976553359 |
55 | 9765 | 9856.0106671754 | -91.0106671753944 |
56 | 9893 | 9780.53157914806 | 112.468420851936 |
57 | 9994 | 10399.9110831134 | -405.911083113412 |
58 | 10433 | 10156.8298198109 | 276.170180189111 |
59 | 10073 | 10076.8935115800 | -3.89351157996427 |
60 | 10112 | 10118.7748046164 | -6.77480461636733 |
61 | 9266 | 9398.95987049111 | -132.959870491108 |
62 | 9820 | 9728.52002107546 | 91.4799789245422 |
63 | 10097 | 10035.1669974850 | 61.8330025150379 |
64 | 9115 | 9163.17226390536 | -48.1722639053576 |
65 | 10411 | 10102.9141085132 | 308.085891486798 |
66 | 9678 | 9812.95218380872 | -134.952183808722 |
67 | 10408 | 9900.44572383437 | 507.554276165629 |
68 | 10153 | 9996.78215990404 | 156.217840095962 |
69 | 10368 | 10518.0911039154 | -150.091103915362 |
70 | 10581 | 10304.2005555861 | 276.799444413901 |
71 | 10597 | 10166.3949352152 | 430.605064784797 |
72 | 10680 | 10304.5543758827 | 375.445624117290 |
73 | 9738 | 9596.00603350152 | 141.993966498484 |
74 | 9556 | 9900.98452937154 | -344.984529371541 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
18 | 0.601048456298771 | 0.797903087402458 | 0.398951543701229 |
19 | 0.576799787266883 | 0.846400425466234 | 0.423200212733117 |
20 | 0.440821481427016 | 0.881642962854031 | 0.559178518572984 |
21 | 0.488904204779561 | 0.977808409559122 | 0.511095795220439 |
22 | 0.379550908392861 | 0.759101816785722 | 0.620449091607139 |
23 | 0.371049105313413 | 0.742098210626826 | 0.628950894686587 |
24 | 0.280236123846838 | 0.560472247693677 | 0.719763876153162 |
25 | 0.215175296162837 | 0.430350592325675 | 0.784824703837163 |
26 | 0.322214217779428 | 0.644428435558855 | 0.677785782220572 |
27 | 0.25808547625228 | 0.51617095250456 | 0.74191452374772 |
28 | 0.189285808382600 | 0.378571616765199 | 0.8107141916174 |
29 | 0.208923913388092 | 0.417847826776183 | 0.791076086611908 |
30 | 0.359307735700465 | 0.71861547140093 | 0.640692264299535 |
31 | 0.35260865281698 | 0.70521730563396 | 0.64739134718302 |
32 | 0.355519889703715 | 0.71103977940743 | 0.644480110296285 |
33 | 0.449329612416087 | 0.898659224832175 | 0.550670387583913 |
34 | 0.421891024381516 | 0.843782048763032 | 0.578108975618484 |
35 | 0.487844342441342 | 0.975688684882683 | 0.512155657558658 |
36 | 0.424459654612999 | 0.848919309225998 | 0.575540345387001 |
37 | 0.393236649574048 | 0.786473299148095 | 0.606763350425952 |
38 | 0.478779446656557 | 0.957558893313114 | 0.521220553343443 |
39 | 0.403439277915177 | 0.806878555830354 | 0.596560722084823 |
40 | 0.385267352580371 | 0.770534705160741 | 0.614732647419629 |
41 | 0.3309876282447 | 0.6619752564894 | 0.6690123717553 |
42 | 0.295076101604146 | 0.590152203208293 | 0.704923898395853 |
43 | 0.550774737717972 | 0.898450524564055 | 0.449225262282028 |
44 | 0.551112054652807 | 0.897775890694386 | 0.448887945347193 |
45 | 0.61502176066163 | 0.76995647867674 | 0.38497823933837 |
46 | 0.547805499680026 | 0.904389000639948 | 0.452194500319974 |
47 | 0.483776583639437 | 0.967553167278874 | 0.516223416360563 |
48 | 0.531308002244404 | 0.937383995511192 | 0.468691997755596 |
49 | 0.448105516358929 | 0.896211032717859 | 0.551894483641071 |
50 | 0.77718150729254 | 0.44563698541492 | 0.22281849270746 |
51 | 0.681409519135837 | 0.637180961728325 | 0.318590480864163 |
52 | 0.60841167251015 | 0.7831766549797 | 0.39158832748985 |
53 | 0.549621776016914 | 0.900756447966172 | 0.450378223983086 |
54 | 0.581268573085861 | 0.837462853828278 | 0.418731426914139 |
55 | 0.458015905572301 | 0.916031811144602 | 0.541984094427699 |
56 | 0.313709318150287 | 0.627418636300574 | 0.686290681849713 |
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 | 0 | 0 | OK |