| Multiple Linear Regression - Estimated Regression Equation |
| passagiers[t] = + 1103434.48290598 + 39211.5512820513dummy[t] -80404.4081196578M1[t] -43907.2414529915M2[t] + 169196.758547009M3[t] + 355160.758547008M4[t] + 438173.425213675M5[t] + 454553.091880342M6[t] + 702503.666666667M7[t] + 602327.166666667M8[t] + 535466.5M9[t] + 382660.333333333M10[t] + 111028.833333333M11[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) | 1103434.48290598 | 39892.29548 | 27.6603 | 0 | 0 |
| dummy | 39211.5512820513 | 26432.202411 | 1.4835 | 0.143271 | 0.071635 |
| M1 | -80404.4081196578 | 55199.091154 | -1.4566 | 0.150521 | 0.075261 |
| M2 | -43907.2414529915 | 55199.091154 | -0.7954 | 0.42955 | 0.214775 |
| M3 | 169196.758547009 | 55199.091154 | 3.0652 | 0.003278 | 0.001639 |
| M4 | 355160.758547008 | 55199.091154 | 6.4342 | 0 | 0 |
| M5 | 438173.425213675 | 55199.091154 | 7.9381 | 0 | 0 |
| M6 | 454553.091880342 | 55199.091154 | 8.2348 | 0 | 0 |
| M7 | 702503.666666667 | 55023.017049 | 12.7675 | 0 | 0 |
| M8 | 602327.166666667 | 55023.017049 | 10.9468 | 0 | 0 |
| M9 | 535466.5 | 55023.017049 | 9.7317 | 0 | 0 |
| M10 | 382660.333333333 | 55023.017049 | 6.9546 | 0 | 0 |
| M11 | 111028.833333333 | 55023.017049 | 2.0179 | 0.048161 | 0.02408 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.947095602577047 |
| R-squared | 0.89699008042078 |
| Adjusted R-squared | 0.87603891033687 |
| F-TEST (value) | 42.8133644483026 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 59 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 95302.661114966 |
| Sum Squared Residuals | 535873235720.049 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 921365 | 1023030.07478632 | -101665.074786323 |
| 2 | 987921 | 1059527.24145299 | -71606.2414529915 |
| 3 | 1132614 | 1272631.24145299 | -140017.241452991 |
| 4 | 1332224 | 1458595.24145299 | -126371.241452992 |
| 5 | 1418133 | 1541607.90811966 | -123474.908119658 |
| 6 | 1411549 | 1557987.57478632 | -146438.574786325 |
| 7 | 1695920 | 1805938.14957265 | -110018.14957265 |
| 8 | 1636173 | 1705761.64957265 | -69588.6495726496 |
| 9 | 1539653 | 1638900.98290598 | -99247.982905983 |
| 10 | 1395314 | 1486094.81623932 | -90780.8162393165 |
| 11 | 1127575 | 1214463.31623932 | -86888.3162393164 |
| 12 | 1036076 | 1103434.48290598 | -67358.4829059828 |
| 13 | 989236 | 1023030.07478633 | -33794.0747863252 |
| 14 | 1008380 | 1059527.24145299 | -51147.2414529915 |
| 15 | 1207763 | 1272631.24145299 | -64868.2414529915 |
| 16 | 1368839 | 1458595.24145299 | -89756.2414529915 |
| 17 | 1469798 | 1541607.90811966 | -71809.9081196581 |
| 18 | 1498721 | 1557987.57478632 | -59266.5747863248 |
| 19 | 1761769 | 1805938.14957265 | -44169.1495726496 |
| 20 | 1653214 | 1705761.64957265 | -52547.6495726497 |
| 21 | 1599104 | 1638900.98290598 | -39796.9829059829 |
| 22 | 1421179 | 1486094.81623932 | -64915.8162393162 |
| 23 | 1163995 | 1214463.31623932 | -50468.3162393162 |
| 24 | 1037735 | 1103434.48290598 | -65699.4829059829 |
| 25 | 1015407 | 1023030.07478633 | -7623.07478632524 |
| 26 | 1039210 | 1059527.24145299 | -20317.2414529915 |
| 27 | 1258049 | 1272631.24145299 | -14582.2414529914 |
| 28 | 1469445 | 1458595.24145299 | 10849.7585470085 |
| 29 | 1552346 | 1541607.90811966 | 10738.0918803419 |
| 30 | 1549144 | 1557987.57478632 | -8843.5747863248 |
| 31 | 1785895 | 1805938.14957265 | -20043.1495726496 |
| 32 | 1662335 | 1705761.64957265 | -43426.6495726497 |
| 33 | 1629440 | 1638900.98290598 | -9460.98290598299 |
| 34 | 1467430 | 1486094.81623932 | -18664.8162393162 |
| 35 | 1202209 | 1214463.31623932 | -12254.3162393162 |
| 36 | 1076982 | 1103434.48290598 | -26452.4829059829 |
| 37 | 1039367 | 1023030.07478633 | 16336.9252136748 |
| 38 | 1063449 | 1059527.24145299 | 3921.75854700857 |
| 39 | 1335135 | 1272631.24145299 | 62503.7585470086 |
| 40 | 1491602 | 1458595.24145299 | 33006.7585470085 |
| 41 | 1591972 | 1541607.90811966 | 50364.0918803418 |
| 42 | 1641248 | 1557987.57478632 | 83260.4252136751 |
| 43 | 1898849 | 1805938.14957265 | 92910.8504273505 |
| 44 | 1798580 | 1705761.64957265 | 92818.3504273505 |
| 45 | 1762444 | 1638900.98290598 | 123543.017094017 |
| 46 | 1622044 | 1486094.81623932 | 135949.183760684 |
| 47 | 1368955 | 1214463.31623932 | 154491.683760684 |
| 48 | 1262973 | 1103434.48290598 | 159538.517094017 |
| 49 | 1195650 | 1023030.07478633 | 172619.925213675 |
| 50 | 1269530 | 1059527.24145299 | 210002.758547009 |
| 51 | 1479279 | 1272631.24145299 | 206647.758547009 |
| 52 | 1607819 | 1458595.24145299 | 149223.758547009 |
| 53 | 1712466 | 1541607.90811966 | 170858.091880342 |
| 54 | 1721766 | 1557987.57478632 | 163778.425213675 |
| 55 | 1949843 | 1845149.7008547 | 104693.299145299 |
| 56 | 1821326 | 1744973.2008547 | 76352.7991452992 |
| 57 | 1757802 | 1678112.53418803 | 79689.4658119659 |
| 58 | 1590367 | 1525306.36752137 | 65060.6324786325 |
| 59 | 1260647 | 1253674.86752137 | 6972.13247863248 |
| 60 | 1149235 | 1142646.03418803 | 6588.9658119657 |
| 61 | 1016367 | 1062241.62606838 | -45874.6260683764 |
| 62 | 1027885 | 1098738.79273504 | -70853.7927350427 |
| 63 | 1262159 | 1311842.79273504 | -49683.7927350427 |
| 64 | 1520854 | 1497806.79273504 | 23047.2072649573 |
| 65 | 1544144 | 1580819.45940171 | -36675.4594017094 |
| 66 | 1564709 | 1597199.12606838 | -32490.1260683761 |
| 67 | 1821776 | 1845149.7008547 | -23373.7008547008 |
| 68 | 1741365 | 1744973.2008547 | -3608.20085470079 |
| 69 | 1623386 | 1678112.53418803 | -54726.5341880341 |
| 70 | 1498658 | 1525306.36752137 | -26648.3675213674 |
| 71 | 1241822 | 1253674.86752137 | -11852.8675213675 |
| 72 | 1136029 | 1142646.03418803 | -6617.0341880343 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.151578992053053 | 0.303157984106105 | 0.848421007946947 |
| 17 | 0.091987535819499 | 0.183975071638998 | 0.908012464180501 |
| 18 | 0.0946873721350937 | 0.189374744270187 | 0.905312627864906 |
| 19 | 0.0709885610660078 | 0.141977122132016 | 0.929011438933992 |
| 20 | 0.0375818579525553 | 0.0751637159051105 | 0.962418142047445 |
| 21 | 0.0271193487673329 | 0.0542386975346657 | 0.972880651232667 |
| 22 | 0.0158757107942036 | 0.0317514215884072 | 0.984124289205796 |
| 23 | 0.00969066161052817 | 0.0193813232210563 | 0.990309338389472 |
| 24 | 0.00537819118157401 | 0.010756382363148 | 0.994621808818426 |
| 25 | 0.004747336673491 | 0.009494673346982 | 0.99525266332651 |
| 26 | 0.00316129019830063 | 0.00632258039660125 | 0.9968387098017 |
| 27 | 0.00563984430562417 | 0.0112796886112483 | 0.994360155694376 |
| 28 | 0.0153026101597099 | 0.0306052203194198 | 0.98469738984029 |
| 29 | 0.024560287979667 | 0.049120575959334 | 0.975439712020333 |
| 30 | 0.0319079255651128 | 0.0638158511302257 | 0.968092074434887 |
| 31 | 0.0325149505571448 | 0.0650299011142895 | 0.967485049442855 |
| 32 | 0.0336870266332177 | 0.0673740532664355 | 0.966312973366782 |
| 33 | 0.0366649863152594 | 0.0733299726305187 | 0.96333501368474 |
| 34 | 0.0481319893067304 | 0.0962639786134608 | 0.95186801069327 |
| 35 | 0.0614295057441965 | 0.122859011488393 | 0.938570494255804 |
| 36 | 0.0950236769316295 | 0.190047353863259 | 0.90497632306837 |
| 37 | 0.114381009206347 | 0.228762018412693 | 0.885618990793653 |
| 38 | 0.153329980041251 | 0.306659960082503 | 0.846670019958749 |
| 39 | 0.26696078862874 | 0.533921577257479 | 0.73303921137126 |
| 40 | 0.395259402791486 | 0.790518805582971 | 0.604740597208514 |
| 41 | 0.486748919622898 | 0.973497839245797 | 0.513251080377102 |
| 42 | 0.592843847473192 | 0.814312305053617 | 0.407156152526808 |
| 43 | 0.73789744909713 | 0.524205101805738 | 0.262102550902869 |
| 44 | 0.855674143219 | 0.288651713562 | 0.144325856781 |
| 45 | 0.89946982175419 | 0.201060356491619 | 0.10053017824581 |
| 46 | 0.936009699531245 | 0.12798060093751 | 0.0639903004687551 |
| 47 | 0.945172697550219 | 0.109654604899562 | 0.054827302449781 |
| 48 | 0.951145798445915 | 0.0977084031081692 | 0.0488542015540846 |
| 49 | 0.942199237151057 | 0.115601525697886 | 0.0578007628489428 |
| 50 | 0.951112237130416 | 0.0977755257391674 | 0.0488877628695837 |
| 51 | 0.951007286239593 | 0.097985427520814 | 0.048992713760407 |
| 52 | 0.935575807572686 | 0.128848384854627 | 0.0644241924273136 |
| 53 | 0.89655186862238 | 0.206896262755241 | 0.10344813137762 |
| 54 | 0.831631529843619 | 0.336736940312762 | 0.168368470156381 |
| 55 | 0.834757839621251 | 0.330484320757498 | 0.165242160378749 |
| 56 | 0.754804519844493 | 0.490390960311014 | 0.245195480155507 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 2 | 0.048780487804878 | NOK |
| 5% type I error level | 8 | 0.195121951219512 | NOK |
| 10% type I error level | 18 | 0.439024390243902 | NOK |
