| Multiple Linear Regression - Estimated Regression Equation |
| woningprijsindex_us[t] = + 3.26808178579541 -6.7292968674863Dummy_[t] + 0.960574149589203Y1[t] + 0.123234411445745t + 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) | 3.26808178579541 | 1.289608 | 2.5342 | 0.013357 | 0.006679 |
| Dummy_ | -6.7292968674863 | 0.709424 | -9.4856 | 0 | 0 |
| Y1 | 0.960574149589203 | 0.015593 | 61.6011 | 0 | 0 |
| t | 0.123234411445745 | 0.031525 | 3.909 | 0.000202 | 0.000101 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.999235671676733 |
| R-squared | 0.998471927551252 |
| Adjusted R-squared | 0.998410804653302 |
| F-TEST (value) | 16335.4808269943 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 75 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.69071015269754 |
| Sum Squared Residuals | 214.38756153259 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 100 | 99.6504517275753 | 0.349548272424711 |
| 2 | 100.42 | 99.5719655676072 | 0.848034432392764 |
| 3 | 100.5 | 100.09864112188 | 0.401358878119529 |
| 4 | 101.14 | 100.298721465293 | 0.84127853470666 |
| 5 | 101.98 | 101.036723332476 | 0.94327666752383 |
| 6 | 102.31 | 101.966840029577 | 0.343159970423147 |
| 7 | 103.27 | 102.407063910387 | 0.862936089612962 |
| 8 | 103.8 | 103.452449505438 | 0.347550494561589 |
| 9 | 103.46 | 104.084788216166 | -0.62478821616644 |
| 10 | 105.06 | 103.881427416752 | 1.17857258324815 |
| 11 | 106.08 | 105.54158046754 | 0.538419532459678 |
| 12 | 106.74 | 106.644600511567 | 0.0953994884329456 |
| 13 | 107.35 | 107.401813861742 | -0.0518138617416712 |
| 14 | 108.96 | 108.110998504437 | 0.84900149556317 |
| 15 | 109.85 | 109.780757296721 | 0.0692427032788055 |
| 16 | 109.81 | 110.758902701301 | -0.948902701301321 |
| 17 | 109.99 | 110.843714146764 | -0.853714146763514 |
| 18 | 111.6 | 111.139851905135 | 0.460148094864688 |
| 19 | 112.74 | 112.80961069742 | -0.0696106974196718 |
| 20 | 112.78 | 114.027899639397 | -1.2478996393971 |
| 21 | 113.66 | 114.189557016826 | -0.529557016826428 |
| 22 | 115.37 | 115.158096679911 | 0.211903320089339 |
| 23 | 116.26 | 116.923912887154 | -0.663912887153949 |
| 24 | 116.24 | 117.902058291734 | -1.6620582917341 |
| 25 | 116.73 | 118.006081220188 | -1.27608122018804 |
| 26 | 118.76 | 118.599996964933 | 0.160003035067501 |
| 27 | 119.78 | 120.673196900044 | -0.893196900044334 |
| 28 | 120.23 | 121.776216944071 | -1.54621694407106 |
| 29 | 121.48 | 122.331709722832 | -0.851709722831949 |
| 30 | 124.07 | 123.655661821264 | 0.414338178735787 |
| 31 | 125.82 | 126.266783280146 | -0.446783280145984 |
| 32 | 126.92 | 128.071022453373 | -1.15102245337283 |
| 33 | 128.48 | 129.250888429367 | -0.770888429366717 |
| 34 | 131.44 | 130.872618514172 | 0.567381485828401 |
| 35 | 133.51 | 133.839152408401 | -0.3291524084014 |
| 36 | 134.58 | 135.950775309497 | -1.37077530949677 |
| 37 | 136.68 | 137.101824061003 | -0.421824061002986 |
| 38 | 140.1 | 139.242264186586 | 0.857735813413935 |
| 39 | 142.45 | 142.650662189627 | -0.20066218962688 |
| 40 | 143.91 | 145.031245852607 | -1.12124585260724 |
| 41 | 146.19 | 146.556918522453 | -0.366918522453228 |
| 42 | 149.84 | 148.870261994962 | 0.969738005037648 |
| 43 | 152.31 | 152.499592052409 | -0.189592052408695 |
| 44 | 153.62 | 154.99544461334 | -1.37544461333977 |
| 45 | 155.79 | 156.377031160747 | -0.587031160747384 |
| 46 | 159.89 | 158.584711476802 | 1.30528852319831 |
| 47 | 163.21 | 162.646299901563 | 0.563700098436855 |
| 48 | 165.32 | 165.958640489645 | -0.63864048964508 |
| 49 | 167.68 | 168.108686356724 | -0.42868635672402 |
| 50 | 171.79 | 170.4988757612 | 1.29112423879969 |
| 51 | 175.38 | 174.570069927458 | 0.80993007254233 |
| 52 | 177.81 | 178.141765535929 | -0.331765535928649 |
| 53 | 181.09 | 180.599195130876 | 0.490804869123839 |
| 54 | 186.48 | 183.873112752974 | 2.60688724702549 |
| 55 | 191.07 | 189.173841830706 | 1.89615816929396 |
| 56 | 194.23 | 193.706111588766 | 0.523888411233762 |
| 57 | 197.82 | 196.864760312914 | 0.95523968708614 |
| 58 | 204.41 | 200.436455921385 | 3.97354407861515 |
| 59 | 209.26 | 206.889873978623 | 2.37012602137655 |
| 60 | 212.24 | 211.671893015577 | 0.568106984423206 |
| 61 | 214.88 | 214.657638392798 | 0.222361607201603 |
| 62 | 218.87 | 217.31678855916 | 1.55321144084038 |
| 63 | 219.86 | 221.272713827466 | -1.41271382746628 |
| 64 | 219.75 | 222.346916647005 | -2.59691664700536 |
| 65 | 220.89 | 222.364487901996 | -1.47448790199629 |
| 66 | 224.02 | 223.582776843974 | 0.437223156026304 |
| 67 | 222.27 | 226.712608343634 | -4.44260834363367 |
| 68 | 217.27 | 218.425541125812 | -1.15554112581201 |
| 69 | 213.23 | 213.745904789312 | -0.515904789311758 |
| 70 | 212.44 | 209.988419636417 | 2.4515803635829 |
| 71 | 207.87 | 209.352800469687 | -1.48280046968738 |
| 72 | 199.46 | 205.08621101751 | -5.62621101751047 |
| 73 | 198.19 | 197.131016830911 | 1.05898316908897 |
| 74 | 199.77 | 196.034322072378 | 3.73567792762153 |
| 75 | 200.1 | 197.675263640175 | 2.42473635982482 |
| 76 | 195.76 | 198.115487520985 | -2.35548752098535 |
| 77 | 191.27 | 194.069830123214 | -2.79983012321393 |
| 78 | 195.79 | 189.880086603004 | 5.90991339699581 |
| 79 | 192.7 | 194.345116170593 | -1.64511617059312 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.00588985661531453 | 0.0117797132306291 | 0.994110143384686 |
| 8 | 0.000781420762792548 | 0.0015628415255851 | 0.999218579237207 |
| 9 | 0.00128005875940769 | 0.00256011751881538 | 0.998719941240592 |
| 10 | 0.000613127869944704 | 0.00122625573988941 | 0.999386872130055 |
| 11 | 0.00044175904302191 | 0.00088351808604382 | 0.999558240956978 |
| 12 | 0.000127004281558377 | 0.000254008563116754 | 0.999872995718442 |
| 13 | 2.94736549857688e-05 | 5.89473099715376e-05 | 0.999970526345014 |
| 14 | 4.40469075945615e-05 | 8.80938151891231e-05 | 0.999955953092405 |
| 15 | 1.29116341812702e-05 | 2.58232683625404e-05 | 0.999987088365819 |
| 16 | 6.0742547010553e-06 | 1.21485094021106e-05 | 0.9999939257453 |
| 17 | 2.58203455716982e-06 | 5.16406911433963e-06 | 0.999997417965443 |
| 18 | 1.53027137041159e-06 | 3.06054274082318e-06 | 0.99999846972863 |
| 19 | 6.17017313810558e-07 | 1.23403462762112e-06 | 0.999999382982686 |
| 20 | 2.23233138337282e-07 | 4.46466276674564e-07 | 0.999999776766862 |
| 21 | 5.55984247773268e-08 | 1.11196849554654e-07 | 0.999999944401575 |
| 22 | 6.87053255762369e-08 | 1.37410651152474e-07 | 0.999999931294674 |
| 23 | 2.24999632188856e-08 | 4.49999264377711e-08 | 0.999999977500037 |
| 24 | 8.68974475672035e-09 | 1.73794895134407e-08 | 0.999999991310255 |
| 25 | 2.44805361163145e-09 | 4.89610722326289e-09 | 0.999999997551946 |
| 26 | 4.91414748636707e-09 | 9.82829497273414e-09 | 0.999999995085852 |
| 27 | 1.96878444005683e-09 | 3.93756888011366e-09 | 0.999999998031216 |
| 28 | 5.24939717740853e-10 | 1.04987943548171e-09 | 0.99999999947506 |
| 29 | 2.29558422548247e-10 | 4.59116845096493e-10 | 0.999999999770442 |
| 30 | 6.16062661332501e-09 | 1.232125322665e-08 | 0.999999993839373 |
| 31 | 5.22403812452502e-09 | 1.044807624905e-08 | 0.999999994775962 |
| 32 | 1.67540990725043e-09 | 3.35081981450085e-09 | 0.99999999832459 |
| 33 | 6.54932089112843e-10 | 1.30986417822569e-09 | 0.999999999345068 |
| 34 | 2.22462171744387e-09 | 4.44924343488774e-09 | 0.999999997775378 |
| 35 | 7.17672814030436e-10 | 1.43534562806087e-09 | 0.999999999282327 |
| 36 | 4.11238392099702e-10 | 8.22476784199405e-10 | 0.999999999588762 |
| 37 | 1.4235968569187e-10 | 2.8471937138374e-10 | 0.99999999985764 |
| 38 | 2.29540978994238e-10 | 4.59081957988477e-10 | 0.99999999977046 |
| 39 | 7.002618546597e-11 | 1.4005237093194e-10 | 0.999999999929974 |
| 40 | 5.42215336188816e-11 | 1.08443067237763e-10 | 0.999999999945778 |
| 41 | 1.73574047261901e-11 | 3.47148094523801e-11 | 0.999999999982643 |
| 42 | 1.55317161560564e-11 | 3.10634323121129e-11 | 0.999999999984468 |
| 43 | 5.26851013804443e-12 | 1.05370202760889e-11 | 0.999999999994731 |
| 44 | 1.21750415792041e-11 | 2.43500831584082e-11 | 0.999999999987825 |
| 45 | 5.6301240966949e-12 | 1.12602481933898e-11 | 0.99999999999437 |
| 46 | 8.18172785393371e-12 | 1.63634557078674e-11 | 0.999999999991818 |
| 47 | 2.78896076198704e-12 | 5.57792152397409e-12 | 0.999999999997211 |
| 48 | 2.83123082700073e-12 | 5.66246165400146e-12 | 0.999999999997169 |
| 49 | 2.19140704667363e-12 | 4.38281409334726e-12 | 0.999999999997809 |
| 50 | 1.62324870006575e-12 | 3.24649740013149e-12 | 0.999999999998377 |
| 51 | 6.66284694285265e-13 | 1.33256938857053e-12 | 0.999999999999334 |
| 52 | 1.26666588465889e-12 | 2.53333176931777e-12 | 0.999999999998733 |
| 53 | 1.15274983513013e-12 | 2.30549967026026e-12 | 0.999999999998847 |
| 54 | 3.49404012061374e-12 | 6.98808024122749e-12 | 0.999999999996506 |
| 55 | 1.7329603306646e-12 | 3.4659206613292e-12 | 0.999999999998267 |
| 56 | 3.98873659709799e-12 | 7.97747319419599e-12 | 0.999999999996011 |
| 57 | 8.94273998232906e-12 | 1.78854799646581e-11 | 0.999999999991057 |
| 58 | 4.46127829040043e-11 | 8.92255658080086e-11 | 0.999999999955387 |
| 59 | 1.43317621121009e-11 | 2.86635242242018e-11 | 0.999999999985668 |
| 60 | 4.45850638457971e-11 | 8.91701276915943e-11 | 0.999999999955415 |
| 61 | 1.67463135741857e-10 | 3.34926271483715e-10 | 0.999999999832537 |
| 62 | 5.50688325514802e-11 | 1.1013766510296e-10 | 0.999999999944931 |
| 63 | 1.61051361747654e-09 | 3.22102723495309e-09 | 0.999999998389486 |
| 64 | 1.28162736254926e-07 | 2.56325472509853e-07 | 0.999999871837264 |
| 65 | 2.79546797539384e-07 | 5.59093595078768e-07 | 0.999999720453203 |
| 66 | 1.44421333950313e-07 | 2.88842667900626e-07 | 0.999999855578666 |
| 67 | 2.57345315764893e-06 | 5.14690631529786e-06 | 0.999997426546842 |
| 68 | 1.40802528835106e-06 | 2.81605057670212e-06 | 0.999998591974712 |
| 69 | 7.5668707566483e-07 | 1.51337415132966e-06 | 0.999999243312924 |
| 70 | 5.67620062428038e-05 | 0.000113524012485608 | 0.999943237993757 |
| 71 | 0.0027562421615711 | 0.0055124843231422 | 0.997243757838429 |
| 72 | 0.00325048162915557 | 0.00650096325831113 | 0.996749518370844 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 65 | 0.984848484848485 | NOK |
| 5% type I error level | 66 | 1 | NOK |
| 10% type I error level | 66 | 1 | NOK |
