A test run of some sort. Possibly a scale model that didn't require stealing as many materials. Alternately, it could have been a full-scale short run but the technology could break down after one trip.
Or could have landed somewhere where he couldn't retrieve the time machine. One thing many time travel plots forget is that the Earth isn't a static location, it's constantly moving in its orbit and one needs to compensate for that. Consequently, the machine could have appeared in or above a large body of water, in the middle of a highway, anywhere.
I've seen many people cite this as an issue with time travel, but since it's never expressly stated that they do not take the entirely predictable movement of the earth in its orbit into account, I don't know why it keeps being brought up.
Entirely predictable, but there are still many variables: Earth's rotation, wobbling on its axis, continental drift, revolution around the sun, sun's movement relative to galaxy, galactic rotation. Experimenting with time travel doesn't mean one has the background in astrophysics to make all those calculations correctly.