| Multiple Linear Regression - Estimated Regression Equation |
| woningprijsindex_us[t] = + 78.4441884324657 -19.859749918121Dummy_[t] + 1.95106206102932t + 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) | 78.4441884324657 | 2.97468 | 26.3706 | 0 | 0 |
| Dummy_ | -19.859749918121 | 4.828281 | -4.1132 | 9.8e-05 | 4.9e-05 |
| t | 1.95106206102932 | 0.075996 | 25.6732 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.959769602367644 |
| R-squared | 0.921157689628946 |
| Adjusted R-squared | 0.919082891987602 |
| F-TEST (value) | 443.974714099082 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 76 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 12.0642601758941 |
| Sum Squared Residuals | 11061.5243929664 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 100 | 80.3952504934951 | 19.6047495065049 |
| 2 | 100.42 | 82.3463125545243 | 18.0736874454757 |
| 3 | 100.5 | 84.2973746155536 | 16.2026253844464 |
| 4 | 101.14 | 86.248436676583 | 14.891563323417 |
| 5 | 101.98 | 88.1994987376123 | 13.7805012623877 |
| 6 | 102.31 | 90.1505607986416 | 12.1594392013584 |
| 7 | 103.27 | 92.1016228596709 | 11.1683771403291 |
| 8 | 103.8 | 94.0526849207002 | 9.74731507929975 |
| 9 | 103.46 | 96.0037469817296 | 7.45625301827042 |
| 10 | 105.06 | 97.9548090427589 | 7.1051909572411 |
| 11 | 106.08 | 99.9058711037882 | 6.17412889621177 |
| 12 | 106.74 | 101.856933164818 | 4.88306683518245 |
| 13 | 107.35 | 103.807995225847 | 3.54200477415312 |
| 14 | 108.96 | 105.759057286876 | 3.2009427131238 |
| 15 | 109.85 | 107.710119347906 | 2.13988065209448 |
| 16 | 109.81 | 109.661181408935 | 0.148818591065158 |
| 17 | 109.99 | 111.612243469964 | -1.62224346996418 |
| 18 | 111.6 | 113.563305530993 | -1.9633055309935 |
| 19 | 112.74 | 115.514367592023 | -2.77436759202282 |
| 20 | 112.78 | 117.465429653052 | -4.68542965305214 |
| 21 | 113.66 | 119.416491714081 | -5.75649171408148 |
| 22 | 115.37 | 121.367553775111 | -5.99755377511079 |
| 23 | 116.26 | 123.31861583614 | -7.05861583614012 |
| 24 | 116.24 | 125.269677897169 | -9.02967789716945 |
| 25 | 116.73 | 127.220739958199 | -10.4907399581988 |
| 26 | 118.76 | 129.171802019228 | -10.4118020192281 |
| 27 | 119.78 | 131.122864080257 | -11.3428640802574 |
| 28 | 120.23 | 133.073926141287 | -12.8439261412867 |
| 29 | 121.48 | 135.024988202316 | -13.5449882023161 |
| 30 | 124.07 | 136.976050263345 | -12.9060502633454 |
| 31 | 125.82 | 138.927112324375 | -13.1071123243747 |
| 32 | 126.92 | 140.878174385404 | -13.958174385404 |
| 33 | 128.48 | 142.829236446433 | -14.3492364464334 |
| 34 | 131.44 | 144.780298507463 | -13.3402985074627 |
| 35 | 133.51 | 146.731360568492 | -13.221360568492 |
| 36 | 134.58 | 148.682422629521 | -14.1024226295213 |
| 37 | 136.68 | 150.633484690551 | -13.9534846905507 |
| 38 | 140.1 | 152.58454675158 | -12.48454675158 |
| 39 | 142.45 | 154.535608812609 | -12.0856088126093 |
| 40 | 143.91 | 156.486670873639 | -12.5766708736386 |
| 41 | 146.19 | 158.437732934668 | -12.247732934668 |
| 42 | 149.84 | 160.388794995697 | -10.5487949956973 |
| 43 | 152.31 | 162.339857056727 | -10.0298570567266 |
| 44 | 153.62 | 164.290919117756 | -10.6709191177559 |
| 45 | 155.79 | 166.241981178785 | -10.4519811787853 |
| 46 | 159.89 | 168.193043239815 | -8.3030432398146 |
| 47 | 163.21 | 170.144105300844 | -6.9341053008439 |
| 48 | 165.32 | 172.095167361873 | -6.77516736187324 |
| 49 | 167.68 | 174.046229422903 | -6.36622942290255 |
| 50 | 171.79 | 175.997291483932 | -4.20729148393189 |
| 51 | 175.38 | 177.948353544961 | -2.5683535449612 |
| 52 | 177.81 | 179.899415605991 | -2.08941560599052 |
| 53 | 181.09 | 181.85047766702 | -0.760477667019837 |
| 54 | 186.48 | 183.801539728049 | 2.67846027195082 |
| 55 | 191.07 | 185.752601789078 | 5.3173982109215 |
| 56 | 194.23 | 187.703663850108 | 6.52633614989217 |
| 57 | 197.82 | 189.654725911137 | 8.16527408886285 |
| 58 | 204.41 | 191.605787972166 | 12.8042120278335 |
| 59 | 209.26 | 193.556850033196 | 15.7031499668042 |
| 60 | 212.24 | 195.507912094225 | 16.7320879057749 |
| 61 | 214.88 | 197.458974155254 | 17.4210258447456 |
| 62 | 218.87 | 199.410036216284 | 19.4599637837162 |
| 63 | 219.86 | 201.361098277313 | 18.4989017226869 |
| 64 | 219.75 | 203.312160338342 | 16.4378396616576 |
| 65 | 220.89 | 205.263222399372 | 15.6267776006283 |
| 66 | 224.02 | 207.214284460401 | 16.805715539599 |
| 67 | 222.27 | 209.16534652143 | 13.1046534785696 |
| 68 | 217.27 | 191.256658664339 | 26.0133413356613 |
| 69 | 213.23 | 193.207720725368 | 20.0222792746319 |
| 70 | 212.44 | 195.158782786397 | 17.2812172136026 |
| 71 | 207.87 | 197.109844847427 | 10.7601551525733 |
| 72 | 199.46 | 199.060906908456 | 0.399093091543993 |
| 73 | 198.19 | 201.011968969485 | -2.82196896948534 |
| 74 | 199.77 | 202.963031030515 | -3.19303103051465 |
| 75 | 200.1 | 204.914093091544 | -4.814093091544 |
| 76 | 195.76 | 206.865155152573 | -11.1051551525733 |
| 77 | 191.27 | 208.816217213603 | -17.5462172136026 |
| 78 | 195.79 | 210.767279274632 | -14.977279274632 |
| 79 | 192.7 | 212.718341335661 | -20.0183413356613 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 1.64669767892782e-05 | 3.29339535785563e-05 | 0.99998353302321 |
| 7 | 9.99505191729243e-07 | 1.99901038345849e-06 | 0.999999000494808 |
| 8 | 3.29264214460411e-08 | 6.58528428920821e-08 | 0.999999967073579 |
| 9 | 5.3521649484616e-09 | 1.07043298969232e-08 | 0.999999994647835 |
| 10 | 4.97842769892793e-10 | 9.95685539785586e-10 | 0.999999999502157 |
| 11 | 1.02522821961037e-10 | 2.05045643922074e-10 | 0.999999999897477 |
| 12 | 1.08025863642543e-11 | 2.16051727285086e-11 | 0.999999999989197 |
| 13 | 7.87584922938774e-13 | 1.57516984587755e-12 | 0.999999999999212 |
| 14 | 6.18506744005807e-13 | 1.23701348801161e-12 | 0.999999999999381 |
| 15 | 2.22636352533418e-13 | 4.45272705066836e-13 | 0.999999999999777 |
| 16 | 1.64873547057416e-14 | 3.29747094114832e-14 | 0.999999999999983 |
| 17 | 1.35513505066878e-15 | 2.71027010133755e-15 | 0.999999999999999 |
| 18 | 1.55332514873598e-16 | 3.10665029747197e-16 | 1 |
| 19 | 3.27646351209948e-17 | 6.55292702419896e-17 | 1 |
| 20 | 2.43509510345977e-18 | 4.87019020691954e-18 | 1 |
| 21 | 1.86619569778387e-19 | 3.73239139556774e-19 | 1 |
| 22 | 7.72067557629546e-20 | 1.54413511525909e-19 | 1 |
| 23 | 2.54004802519238e-20 | 5.08009605038476e-20 | 1 |
| 24 | 2.01289191363934e-21 | 4.02578382727867e-21 | 1 |
| 25 | 1.46649677557205e-22 | 2.9329935511441e-22 | 1 |
| 26 | 5.30981564703314e-23 | 1.06196312940663e-22 | 1 |
| 27 | 2.12603950471969e-23 | 4.25207900943938e-23 | 1 |
| 28 | 2.79548844143416e-24 | 5.59097688286832e-24 | 1 |
| 29 | 7.02018823672896e-25 | 1.40403764734579e-24 | 1 |
| 30 | 2.0739058586075e-23 | 4.14781171721501e-23 | 1 |
| 31 | 6.63857932847925e-22 | 1.32771586569585e-21 | 1 |
| 32 | 3.56616403283738e-21 | 7.13232806567476e-21 | 1 |
| 33 | 1.79024741178903e-20 | 3.58049482357806e-20 | 1 |
| 34 | 9.41521800953994e-19 | 1.88304360190799e-18 | 1 |
| 35 | 2.69687044276253e-17 | 5.39374088552505e-17 | 1 |
| 36 | 1.39641648427973e-16 | 2.79283296855945e-16 | 1 |
| 37 | 8.15358264533715e-16 | 1.63071652906743e-15 | 1 |
| 38 | 1.70052657925076e-14 | 3.40105315850152e-14 | 0.999999999999983 |
| 39 | 2.32578512061968e-13 | 4.65157024123936e-13 | 0.999999999999767 |
| 40 | 1.20981962526933e-12 | 2.41963925053866e-12 | 0.99999999999879 |
| 41 | 5.76656586895903e-12 | 1.15331317379181e-11 | 0.999999999994233 |
| 42 | 5.23262275151579e-11 | 1.04652455030316e-10 | 0.999999999947674 |
| 43 | 3.52155938729298e-10 | 7.04311877458597e-10 | 0.999999999647844 |
| 44 | 1.21771956597598e-09 | 2.43543913195195e-09 | 0.99999999878228 |
| 45 | 3.91117055930639e-09 | 7.82234111861278e-09 | 0.99999999608883 |
| 46 | 2.11556276889887e-08 | 4.23112553779775e-08 | 0.999999978844372 |
| 47 | 1.23671941095673e-07 | 2.47343882191346e-07 | 0.999999876328059 |
| 48 | 5.67993751930802e-07 | 1.1359875038616e-06 | 0.999999432006248 |
| 49 | 2.53784237470376e-06 | 5.07568474940753e-06 | 0.999997462157625 |
| 50 | 1.45434092710866e-05 | 2.90868185421732e-05 | 0.999985456590729 |
| 51 | 8.86532008279876e-05 | 0.000177306401655975 | 0.999911346799172 |
| 52 | 0.000529901216015562 | 0.00105980243203112 | 0.999470098783984 |
| 53 | 0.00345897793093497 | 0.00691795586186994 | 0.996541022069065 |
| 54 | 0.0213045784605058 | 0.0426091569210117 | 0.978695421539494 |
| 55 | 0.0987220554460663 | 0.197444110892133 | 0.901277944553934 |
| 56 | 0.325909856157591 | 0.651819712315183 | 0.674090143842409 |
| 57 | 0.703835117627823 | 0.592329764744354 | 0.296164882372177 |
| 58 | 0.925773975175675 | 0.14845204964865 | 0.0742260248243251 |
| 59 | 0.986876627937225 | 0.0262467441255493 | 0.0131233720627746 |
| 60 | 0.998271343972243 | 0.00345731205551458 | 0.00172865602775729 |
| 61 | 0.999798984099247 | 0.000402031801505807 | 0.000201015900752903 |
| 62 | 0.999930534511206 | 0.000138930977588435 | 6.94654887942173e-05 |
| 63 | 0.999959359269266 | 8.12814614672177e-05 | 4.06407307336089e-05 |
| 64 | 0.999972706303873 | 5.45873922537004e-05 | 2.72936961268502e-05 |
| 65 | 0.999966072391895 | 6.78552162106406e-05 | 3.39276081053203e-05 |
| 66 | 0.99989507965288 | 0.000209840694242288 | 0.000104920347121144 |
| 67 | 0.999655284935374 | 0.000689430129252597 | 0.000344715064626299 |
| 68 | 0.999275650926025 | 0.0014486981479492 | 0.000724349073974602 |
| 69 | 0.998174012881239 | 0.00365197423752249 | 0.00182598711876124 |
| 70 | 0.998308848372794 | 0.00338230325441224 | 0.00169115162720612 |
| 71 | 0.99850970527417 | 0.00298058945165984 | 0.00149029472582992 |
| 72 | 0.993787361985224 | 0.0124252760295529 | 0.00621263801477647 |
| 73 | 0.97922671960628 | 0.0415465607874405 | 0.0207732803937202 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 60 | 0.88235294117647 | NOK |
| 5% type I error level | 64 | 0.941176470588235 | NOK |
| 10% type I error level | 64 | 0.941176470588235 | NOK |
