Multiple Linear Regression - Estimated Regression Equation |
Year[t] = + 1966 -0.0833333333333109Month[t] -1.44768397446834e-15Robberies[t] + 0.0833333333333405t + 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) | 1966 | 0 | 16615734407449834 | 0 | 0 |
Month | -0.0833333333333109 | 0 | -6509526609904.98 | 0 | 0 |
Robberies | -1.44768397446834e-15 | 0 | -1.4589 | 0.147336 | 0.073668 |
t | 0.0833333333333405 | 0 | 22553029722582.9 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 1 |
R-squared | 1 |
Adjusted R-squared | 1 |
F-TEST (value) | 1.45117718925871e+27 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 114 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 4.6684164670433e-13 |
Sum Squared Residuals | 2.48452880331276e-23 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1966 | 1966 | -4.80839223842419e-12 |
2 | 1966 | 1966 | 3.25289465100915e-13 |
3 | 1966 | 1966 | 3.12762828811368e-13 |
4 | 1966 | 1966 | 2.67363314162031e-13 |
5 | 1966 | 1966 | 2.43792884939229e-13 |
6 | 1966 | 1966 | 2.06665109615036e-13 |
7 | 1966 | 1966 | 1.85603121715151e-13 |
8 | 1966 | 1966 | 1.4363156537707e-13 |
9 | 1966 | 1966 | 1.19452171276591e-13 |
10 | 1966 | 1966 | 8.47845047388995e-14 |
11 | 1966 | 1966 | 4.63254377200887e-14 |
12 | 1966 | 1966 | 4.54126403227589e-14 |
13 | 1967 | 1967 | 2.86466722573884e-13 |
14 | 1967 | 1967 | 2.69696521409798e-13 |
15 | 1967 | 1967 | 2.46034291745595e-13 |
16 | 1967 | 1967 | 1.71884573746798e-13 |
17 | 1967 | 1967 | 1.52607202798638e-13 |
18 | 1967 | 1967 | 1.34335480034459e-13 |
19 | 1967 | 1967 | 1.13617119848748e-13 |
20 | 1967 | 1967 | 9.43437604486262e-14 |
21 | 1967 | 1967 | 6.01876931877702e-14 |
22 | 1967 | 1967 | 2.35848157106613e-14 |
23 | 1967 | 1967 | 1.96131658063154e-14 |
24 | 1967 | 1967 | 1.86303221723796e-14 |
25 | 1968 | 1968 | 2.34835096318201e-13 |
26 | 1968 | 1968 | 1.87790050254222e-13 |
27 | 1968 | 1968 | 1.48433385962315e-13 |
28 | 1968 | 1968 | 1.60900004526766e-13 |
29 | 1968 | 1968 | 1.45752044098416e-13 |
30 | 1968 | 1968 | 8.14727728580822e-14 |
31 | 1968 | 1968 | 1.0695425118008e-13 |
32 | 1968 | 1968 | 1.2201158747039e-13 |
33 | 1968 | 1968 | 6.47572001538844e-14 |
34 | 1968 | 1968 | 2.51437214862569e-15 |
35 | 1968 | 1968 | 1.4731885099553e-14 |
36 | 1968 | 1968 | 1.83235677992096e-14 |
37 | 1969 | 1969 | 2.70374494621606e-13 |
38 | 1969 | 1969 | 1.9172548036746e-13 |
39 | 1969 | 1969 | 1.85256730206717e-13 |
40 | 1969 | 1969 | 1.10946218249478e-13 |
41 | 1969 | 1969 | 8.86922857391935e-14 |
42 | 1969 | 1969 | 5.81286414473888e-15 |
43 | 1969 | 1969 | 3.84112616024814e-14 |
44 | 1969 | 1969 | 2.75455977527899e-14 |
45 | 1969 | 1969 | -3.50259874562207e-14 |
46 | 1969 | 1969 | -9.07904643002738e-14 |
47 | 1969 | 1969 | -1.12912937297144e-13 |
48 | 1969 | 1969 | -1.69673497629137e-13 |
49 | 1970 | 1970 | 9.94393001055065e-14 |
50 | 1970 | 1970 | 8.13865692395099e-14 |
51 | 1970 | 1970 | 5.91880936703483e-14 |
52 | 1970 | 1970 | -2.15069961141448e-15 |
53 | 1970 | 1970 | -2.00572800245599e-14 |
54 | 1970 | 1970 | -1.06327799842188e-14 |
55 | 1970 | 1970 | 3.19469172470961e-15 |
56 | 1970 | 1970 | 2.42502516203039e-14 |
57 | 1970 | 1970 | 6.13010491425127e-14 |
58 | 1970 | 1970 | -3.62052882210669e-14 |
59 | 1970 | 1970 | -8.73959231341489e-14 |
60 | 1970 | 1970 | -1.11023024647964e-13 |
61 | 1971 | 1971 | 6.70332530034065e-14 |
62 | 1971 | 1971 | 7.35947548829275e-14 |
63 | 1971 | 1971 | 5.84050763878598e-14 |
64 | 1971 | 1971 | -3.00966525608568e-15 |
65 | 1971 | 1971 | 1.82648922551641e-14 |
66 | 1971 | 1971 | -5.32029774370436e-14 |
67 | 1971 | 1971 | 9.2109662251293e-14 |
68 | 1971 | 1971 | -1.2440505469079e-14 |
69 | 1971 | 1971 | -5.78347657869993e-14 |
70 | 1971 | 1971 | 7.94392802277303e-15 |
71 | 1971 | 1971 | -3.74225360619501e-14 |
72 | 1971 | 1971 | -3.94972456695014e-14 |
73 | 1972 | 1972 | 1.28784923362695e-13 |
74 | 1972 | 1972 | 6.26124590993255e-14 |
75 | 1972 | 1972 | 9.70382656132884e-14 |
76 | 1972 | 1972 | 1.19582328847852e-13 |
77 | 1972 | 1972 | -2.65432065959343e-14 |
78 | 1972 | 1972 | -7.20869319409901e-15 |
79 | 1972 | 1972 | 1.17813647078933e-13 |
80 | 1972 | 1972 | 6.76879967018527e-14 |
81 | 1972 | 1972 | -6.56123072758705e-15 |
82 | 1972 | 1972 | -1.24067192904027e-13 |
83 | 1972 | 1972 | -1.39367839491449e-13 |
84 | 1972 | 1972 | -7.45501552293365e-14 |
85 | 1973 | 1973 | 1.29392225806853e-13 |
86 | 1973 | 1973 | 6.35152405168034e-14 |
87 | 1973 | 1973 | 9.1024515561551e-14 |
88 | 1973 | 1973 | -2.94498427794023e-14 |
89 | 1973 | 1973 | -5.38807283918915e-15 |
90 | 1973 | 1973 | -4.53088068638595e-14 |
91 | 1973 | 1973 | -3.13134193434674e-14 |
92 | 1973 | 1973 | 7.21494003940177e-14 |
93 | 1973 | 1973 | -9.05182395935034e-14 |
94 | 1973 | 1973 | -9.24563261747945e-14 |
95 | 1973 | 1973 | -8.60855219048866e-14 |
96 | 1973 | 1973 | -1.14121368463857e-13 |
97 | 1974 | 1974 | 8.60658855831233e-14 |
98 | 1974 | 1974 | 5.19168470016635e-14 |
99 | 1974 | 1974 | -3.31305178458852e-14 |
100 | 1974 | 1974 | -1.23895422391106e-13 |
101 | 1974 | 1974 | -1.56626026528334e-13 |
102 | 1974 | 1974 | -1.19578036708587e-13 |
103 | 1974 | 1974 | -5.06425259492509e-14 |
104 | 1974 | 1974 | 7.16757602014478e-14 |
105 | 1974 | 1974 | -9.68814009003787e-14 |
106 | 1974 | 1974 | 5.12971642946437e-14 |
107 | 1974 | 1974 | -2.82750072988148e-14 |
108 | 1974 | 1974 | -1.46456884826505e-13 |
109 | 1975 | 1975 | 2.496779055052e-13 |
110 | 1975 | 1975 | 1.49566989568613e-13 |
111 | 1975 | 1975 | 9.93051178248533e-15 |
112 | 1975 | 1975 | -2.4170469537679e-14 |
113 | 1975 | 1975 | -1.54253907374626e-13 |
114 | 1975 | 1975 | -1.63950855645464e-13 |
115 | 1975 | 1975 | -7.52071088617647e-14 |
116 | 1975 | 1975 | -1.09934623359377e-13 |
117 | 1975 | 1975 | -8.63185824848001e-14 |
118 | 1975 | 1975 | -1.15240350814722e-13 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.00341358013325262 | 0.00682716026650525 | 0.996586419866747 |
8 | 0.469641617512384 | 0.939283235024768 | 0.530358382487616 |
9 | 0.715054513972195 | 0.56989097205561 | 0.284945486027805 |
10 | 0.000893380249853473 | 0.00178676049970695 | 0.999106619750146 |
11 | 6.1098657633725e-07 | 1.2219731526745e-06 | 0.999999389013424 |
12 | 0.0766534435375505 | 0.153306887075101 | 0.923346556462449 |
13 | 5.81618728491568e-10 | 1.16323745698314e-09 | 0.999999999418381 |
14 | 1 | 1.67056938723999e-64 | 8.35284693619997e-65 |
15 | 1 | 5.79179302443646e-35 | 2.89589651221823e-35 |
16 | 0.0097154327167861 | 0.0194308654335722 | 0.990284567283214 |
17 | 0.00584832849671436 | 0.0116966569934287 | 0.994151671503286 |
18 | 0.999999971234481 | 5.75310379029996e-08 | 2.87655189514998e-08 |
19 | 1.3412742533962e-10 | 2.68254850679241e-10 | 0.999999999865873 |
20 | 7.10363711383206e-05 | 0.000142072742276641 | 0.999928963628862 |
21 | 0.742476828348439 | 0.515046343303121 | 0.257523171651561 |
22 | 1.59028969596225e-08 | 3.18057939192451e-08 | 0.999999984097103 |
23 | 1 | 7.44958618475448e-35 | 3.72479309237724e-35 |
24 | 1 | 1.6786581178576e-101 | 8.39329058928801e-102 |
25 | 1 | 1.4952194209813e-33 | 7.4760971049065e-34 |
26 | 0.0207604014148083 | 0.0415208028296166 | 0.979239598585192 |
27 | 1 | 2.18634034849919e-93 | 1.0931701742496e-93 |
28 | 0.807030136858344 | 0.385939726283311 | 0.192969863141656 |
29 | 1 | 4.84840110914044e-94 | 2.42420055457022e-94 |
30 | 1 | 1.60420875980381e-45 | 8.02104379901903e-46 |
31 | 0.999999999999998 | 4.33167486096221e-15 | 2.1658374304811e-15 |
32 | 0.999971679662648 | 5.66406747047995e-05 | 2.83203373523998e-05 |
33 | 1 | 1.29845836562272e-23 | 6.49229182811358e-24 |
34 | 0.551899501284277 | 0.896200997431446 | 0.448100498715723 |
35 | 0.00382821770491923 | 0.00765643540983847 | 0.996171782295081 |
36 | 3.255384862907e-06 | 6.510769725814e-06 | 0.999996744615137 |
37 | 1.42904971991807e-05 | 2.85809943983614e-05 | 0.999985709502801 |
38 | 0.107236135565258 | 0.214472271130515 | 0.892763864434742 |
39 | 1.38888080321013e-36 | 2.77776160642026e-36 | 1 |
40 | 1 | 2.18306736814775e-38 | 1.09153368407387e-38 |
41 | 1 | 1.32666559469612e-31 | 6.63332797348059e-32 |
42 | 1.20370559568788e-06 | 2.40741119137576e-06 | 0.999998796294404 |
43 | 0.999992934950644 | 1.41300987119866e-05 | 7.06504935599332e-06 |
44 | 0.999999208536273 | 1.58292745340214e-06 | 7.91463726701068e-07 |
45 | 0.999998517119531 | 2.96576093880319e-06 | 1.4828804694016e-06 |
46 | 0.999921047355075 | 0.00015790528985036 | 7.89526449251801e-05 |
47 | 1 | 6.9725513091862e-62 | 3.4862756545931e-62 |
48 | 0.999999999999986 | 2.8931591301142e-14 | 1.4465795650571e-14 |
49 | 0.528928489304973 | 0.942143021390054 | 0.471071510695027 |
50 | 5.92077777229588e-24 | 1.18415555445918e-23 | 1 |
51 | 1 | 9.41773030761758e-17 | 4.70886515380879e-17 |
52 | 8.77868598023686e-36 | 1.75573719604737e-35 | 1 |
53 | 0.999999764643829 | 4.70712342371288e-07 | 2.35356171185644e-07 |
54 | 0.999999998425145 | 3.14971029919815e-09 | 1.57485514959907e-09 |
55 | 1.86704347428866e-07 | 3.73408694857733e-07 | 0.999999813295653 |
56 | 1 | 5.73357353107328e-36 | 2.86678676553664e-36 |
57 | 1.75828902124505e-24 | 3.51657804249011e-24 | 1 |
58 | 0.560417908437398 | 0.879164183125204 | 0.439582091562602 |
59 | 0.999999999616384 | 7.67231292421297e-10 | 3.83615646210648e-10 |
60 | 0.971792254647927 | 0.0564154907041466 | 0.0282077453520733 |
61 | 0.999997732020209 | 4.53595958256005e-06 | 2.26797979128002e-06 |
62 | 0.020028713118837 | 0.0400574262376741 | 0.979971286881163 |
63 | 0.999999944893969 | 1.10212062418205e-07 | 5.51060312091024e-08 |
64 | 1.88322016234893e-06 | 3.76644032469787e-06 | 0.999998116779838 |
65 | 0.00174332141380229 | 0.00348664282760458 | 0.998256678586198 |
66 | 0.999999999999755 | 4.9101693954915e-13 | 2.45508469774575e-13 |
67 | 2.82659314548601e-54 | 5.65318629097201e-54 | 1 |
68 | 0.314113759027791 | 0.628227518055582 | 0.685886240972209 |
69 | 4.11405487826933e-23 | 8.22810975653866e-23 | 1 |
70 | 5.02225760640344e-12 | 1.00445152128069e-11 | 0.999999999994978 |
71 | 4.40994060896287e-75 | 8.81988121792575e-75 | 1 |
72 | 1 | 4.66574692268218e-19 | 2.33287346134109e-19 |
73 | 0.000362543379627986 | 0.000725086759255971 | 0.999637456620372 |
74 | 0.999917948088635 | 0.000164103822729881 | 8.20519113649405e-05 |
75 | 4.38263321305351e-06 | 8.76526642610702e-06 | 0.999995617366787 |
76 | 1 | 2.46552868443896e-17 | 1.23276434221948e-17 |
77 | 1.54799185560183e-21 | 3.09598371120366e-21 | 1 |
78 | 0.785772134201261 | 0.428455731597478 | 0.214227865798739 |
79 | 1 | 2.09416560862757e-17 | 1.04708280431378e-17 |
80 | 3.35466251809085e-17 | 6.7093250361817e-17 | 1 |
81 | 0.999999999901787 | 1.96426455765195e-10 | 9.82132278825974e-11 |
82 | 0.993382371647588 | 0.013235256704823 | 0.00661762835241149 |
83 | 0.987581705130181 | 0.0248365897396375 | 0.0124182948698187 |
84 | 0.761362545550879 | 0.477274908898241 | 0.238637454449121 |
85 | 0.982222406963204 | 0.0355551860735923 | 0.0177775930367962 |
86 | 0.99995132602675 | 9.73479465002891e-05 | 4.86739732501446e-05 |
87 | 0.999999999999997 | 5.1326896430645e-15 | 2.56634482153225e-15 |
88 | 4.72210817824769e-16 | 9.44421635649539e-16 | 1 |
89 | 4.05418776455032e-16 | 8.10837552910063e-16 | 1 |
90 | 0.999999995209645 | 9.58071055237415e-09 | 4.79035527618707e-09 |
91 | 0.984857606739596 | 0.0302847865208086 | 0.0151423932604043 |
92 | 1 | 4.140403460206e-28 | 2.070201730103e-28 |
93 | 2.28184275387312e-23 | 4.56368550774624e-23 | 1 |
94 | 0.999999640717093 | 7.18565814327575e-07 | 3.59282907163787e-07 |
95 | 3.08197337580231e-22 | 6.16394675160461e-22 | 1 |
96 | 0.735329091954123 | 0.529341816091754 | 0.264670908045877 |
97 | 8.77953118211938e-06 | 1.75590623642388e-05 | 0.999991220468818 |
98 | 0.871295225117105 | 0.25740954976579 | 0.128704774882895 |
99 | 0.999999999922262 | 1.55476164850206e-10 | 7.77380824251028e-11 |
100 | 2.31601554280618e-48 | 4.63203108561236e-48 | 1 |
101 | 0.79264649750943 | 0.414707004981141 | 0.20735350249057 |
102 | 1 | 1.7661837699012e-38 | 8.83091884950598e-39 |
103 | 6.91204621526309e-07 | 1.38240924305262e-06 | 0.999999308795378 |
104 | 0.0208278207902573 | 0.0416556415805146 | 0.979172179209743 |
105 | 0.900432159812914 | 0.199135680374173 | 0.0995678401870864 |
106 | 0.94076079916308 | 0.11847840167384 | 0.0592392008369202 |
107 | 1 | 6.30012372644456e-21 | 3.15006186322228e-21 |
108 | 0.999999532686179 | 9.34627642314827e-07 | 4.67313821157414e-07 |
109 | 1.15135589766273e-07 | 2.30271179532545e-07 | 0.99999988486441 |
110 | 0.709789950451229 | 0.580420099097542 | 0.290210049548771 |
111 | 0.99999836613599 | 3.26772802072824e-06 | 1.63386401036412e-06 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 77 | 0.733333333333333 | NOK |
5% type I error level | 86 | 0.819047619047619 | NOK |
10% type I error level | 87 | 0.828571428571429 | NOK |