Multiple Linear Regression - Estimated Regression Equation |
huis[t] = + 1.32830870700764 -0.000125396004891801villa[t] -1.14040585220238app[t] -0.5865527085729grond[t] + 0.83838563386305totaal[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) | 1.32830870700764 | 0.697729 | 1.9038 | 0.059875 | 0.029938 |
villa | -0.000125396004891801 | 0.000209 | -0.6014 | 0.548958 | 0.274479 |
app | -1.14040585220238 | 0.125362 | -9.0969 | 0 | 0 |
grond | -0.5865527085729 | 0.097919 | -5.9902 | 0 | 0 |
totaal | 0.83838563386305 | 0.057185 | 14.6609 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.938653826466801 |
R-squared | 0.881071005940768 |
Adjusted R-squared | 0.87621676128529 |
F-TEST (value) | 181.505273935117 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 98 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.559627104580471 |
Sum Squared Residuals | 30.6918846257499 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 13.193 | 13.4268564326514 | -0.233856432651418 |
2 | 15.234 | 15.2634638355454 | -0.0294638355453961 |
3 | 14.718 | 14.9021789481999 | -0.184178948199862 |
4 | 16.961 | 16.834383966439 | 0.126616033561010 |
5 | 13.945 | 14.0797538796426 | -0.134753879642615 |
6 | 15.876 | 15.8959615912536 | -0.0199615912536226 |
7 | 16.226 | 16.2092728370304 | 0.0167271629696149 |
8 | 18.316 | 18.2464209033938 | 0.0695790966062449 |
9 | 16.748 | 16.7438600846753 | 0.00413991532471486 |
10 | 17.904 | 17.9094100743963 | -0.00541007439628647 |
11 | 17.209 | 17.5012279970726 | -0.292227997072571 |
12 | 18.95 | 19.1377894977438 | -0.18778949774382 |
13 | 17.225 | 17.4350654561026 | -0.21006545610258 |
14 | 18.71 | 18.7380421851037 | -0.0280421851036539 |
15 | 17.236 | 17.740106779133 | -0.504106779133001 |
16 | 18.687 | 19.0397306843013 | -0.352730684301330 |
17 | 17.58 | 17.7349573627732 | -0.154957362773234 |
18 | 19.568 | 19.8590116446418 | -0.291011644641790 |
19 | 17.381 | 18.0932715526034 | -0.712271552603434 |
20 | 19.58 | 20.2720164400914 | -0.692016440091378 |
21 | 17.26 | 17.8938202405881 | -0.633820240588071 |
22 | 18.661 | 18.9717504385854 | -0.310750438585430 |
23 | 15.658 | 16.3595023814505 | -0.701502381450468 |
24 | 18.674 | 19.0058985932973 | -0.331898593297315 |
25 | 15.908 | 16.1097775072314 | -0.201777507231434 |
26 | 17.475 | 17.3781857494659 | 0.0968142505340673 |
27 | 17.725 | 17.8656598154690 | -0.140659815468974 |
28 | 19.562 | 19.6229901221470 | -0.0609901221469549 |
29 | 16.368 | 16.5774888207934 | -0.209488820793357 |
30 | 19.555 | 19.0611138996694 | 0.493886100330632 |
31 | 17.743 | 17.6980032943294 | 0.0449967056705482 |
32 | 19.867 | 19.6724684980521 | 0.194531501947936 |
33 | 15.703 | 15.7002706604226 | 0.00272933957736373 |
34 | 19.324 | 18.9552711637835 | 0.368728836216488 |
35 | 18.162 | 17.9329297326532 | 0.229070267346830 |
36 | 19.074 | 18.8220597031424 | 0.251940296857603 |
37 | 15.323 | 15.3628010685970 | -0.0398010685970356 |
38 | 19.704 | 19.1953954428011 | 0.508604557198939 |
39 | 18.375 | 18.1187589489084 | 0.256241051091634 |
40 | 18.352 | 18.0188557651176 | 0.333144234882362 |
41 | 13.927 | 14.0263500701505 | -0.0993500701505158 |
42 | 17.795 | 17.1254952608631 | 0.66950473913688 |
43 | 16.761 | 16.3267260603194 | 0.434273939680592 |
44 | 18.902 | 18.3892402755144 | 0.512759724485582 |
45 | 16.239 | 16.0506441232394 | 0.188355876760567 |
46 | 19.158 | 18.4710263731184 | 0.686973626881556 |
47 | 18.279 | 18.1737953959952 | 0.105204604004751 |
48 | 15.698 | 15.3791896322647 | 0.318810367735342 |
49 | 16.239 | 16.0506441232394 | 0.188355876760567 |
50 | 18.431 | 18.1017883001137 | 0.329211699886327 |
51 | 18.414 | 18.1363379793433 | 0.277662020656694 |
52 | 19.801 | 19.1912088268250 | 0.609791173174976 |
53 | 14.995 | 14.8888154088271 | 0.106184591172903 |
54 | 18.706 | 18.0475754040547 | 0.658424595945346 |
55 | 18.232 | 17.9461397638288 | 0.285860236171224 |
56 | 19.409 | 18.6849746014272 | 0.724025398572843 |
57 | 16.263 | 15.6832663128018 | 0.579733687198208 |
58 | 19.017 | 18.0133823782146 | 1.00361762178537 |
59 | 20.298 | 19.4663917359586 | 0.83160826404139 |
60 | 19.891 | 19.3644073476048 | 0.526592652395192 |
61 | 15.203 | 14.9368005922417 | 0.266199407758258 |
62 | 17.845 | 17.1661071950283 | 0.678892804971721 |
63 | 17.502 | 17.2967188341670 | 0.205281165833015 |
64 | 18.532 | 18.2865247268333 | 0.245475273166729 |
65 | 15.737 | 15.348201091162 | 0.388798908837996 |
66 | 17.77 | 17.0938421367633 | 0.676157863236666 |
67 | 17.224 | 16.7829128627342 | 0.441087137265839 |
68 | 17.601 | 16.8679326647200 | 0.733067335279951 |
69 | 14.94 | 14.6140753852438 | 0.325924614756186 |
70 | 18.507 | 17.6646032289256 | 0.842396771074423 |
71 | 17.635 | 16.9604476837655 | 0.674552316234522 |
72 | 19.392 | 18.4504155464415 | 0.941584453558456 |
73 | 15.699 | 14.9831319404740 | 0.715868059525957 |
74 | 17.661 | 16.6886004337720 | 0.972399566228036 |
75 | 18.243 | 17.5032452922481 | 0.739754707751947 |
76 | 19.643 | 18.9963788508385 | 0.646621149161541 |
77 | 15.77 | 15.2312404938209 | 0.538759506179142 |
78 | 17.344 | 16.7984661645291 | 0.545533835470918 |
79 | 17.229 | 17.1569361399090 | 0.0720638600909707 |
80 | 17.322 | 16.9796488007875 | 0.342351199212497 |
81 | 16.152 | 17.4310637736503 | -1.27906377365030 |
82 | 17.919 | 19.191027413059 | -1.27202741305900 |
83 | 16.918 | 18.1530157890922 | -1.23501578909217 |
84 | 18.114 | 19.2343171720424 | -1.12031717204238 |
85 | 16.308 | 17.3711989002421 | -1.06319890024212 |
86 | 17.759 | 18.6639810380205 | -0.904981038020455 |
87 | 16.021 | 17.0476415302056 | -1.02664153020557 |
88 | 17.952 | 18.808047509151 | -0.856047509151 |
89 | 15.954 | 16.5275234148985 | -0.573523414898461 |
90 | 17.762 | 18.1015995591642 | -0.339599559164231 |
91 | 16.61 | 17.3921096855893 | -0.782109685589286 |
92 | 17.751 | 18.3328349688115 | -0.581834968811499 |
93 | 15.458 | 15.7881387183709 | -0.330138718370885 |
94 | 18.106 | 18.1481621748182 | -0.0421621748182437 |
95 | 15.99 | 16.5505752534558 | -0.560575253455763 |
96 | 15.349 | 15.8980145292289 | -0.549014529228944 |
97 | 13.185 | 13.6680921740110 | -0.483092174010978 |
98 | 15.409 | 15.8155415816334 | -0.406541581633428 |
99 | 16.007 | 16.6639150109294 | -0.65691501092935 |
100 | 16.633 | 17.2812296787734 | -0.64822967877336 |
101 | 14.8 | 15.2960292854121 | -0.496029285412116 |
102 | 15.974 | 16.3709342742188 | -0.396934274218771 |
103 | 15.693 | 16.3535931278132 | -0.660593127813212 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.00265013655297554 | 0.00530027310595108 | 0.997349863447024 |
9 | 0.000267748687373009 | 0.000535497374746017 | 0.999732251312627 |
10 | 2.47908428068361e-05 | 4.95816856136721e-05 | 0.999975209157193 |
11 | 6.02088789492952e-06 | 1.20417757898590e-05 | 0.999993979112105 |
12 | 6.31509794719336e-07 | 1.26301958943867e-06 | 0.999999368490205 |
13 | 9.68699002885743e-08 | 1.93739800577149e-07 | 0.9999999031301 |
14 | 8.72023605343533e-09 | 1.74404721068707e-08 | 0.999999991279764 |
15 | 4.52152766333617e-09 | 9.04305532667234e-09 | 0.999999995478472 |
16 | 7.12757769627832e-10 | 1.42551553925566e-09 | 0.999999999287242 |
17 | 1.20243771322455e-10 | 2.40487542644910e-10 | 0.999999999879756 |
18 | 1.61000479827355e-11 | 3.22000959654709e-11 | 0.9999999999839 |
19 | 2.69849820553081e-11 | 5.39699641106162e-11 | 0.999999999973015 |
20 | 1.34491449182851e-09 | 2.68982898365702e-09 | 0.999999998655085 |
21 | 2.88141808824915e-10 | 5.76283617649831e-10 | 0.999999999711858 |
22 | 1.38489293577004e-10 | 2.76978587154009e-10 | 0.99999999986151 |
23 | 3.31550256441107e-11 | 6.63100512882214e-11 | 0.999999999966845 |
24 | 6.72730726867279e-12 | 1.34546145373456e-11 | 0.999999999993273 |
25 | 1.15277528922252e-12 | 2.30555057844505e-12 | 0.999999999998847 |
26 | 1.95829737504458e-13 | 3.91659475008916e-13 | 0.999999999999804 |
27 | 4.01402300330772e-14 | 8.02804600661544e-14 | 0.99999999999996 |
28 | 1.05356619270860e-14 | 2.10713238541721e-14 | 0.99999999999999 |
29 | 2.13289431710335e-15 | 4.2657886342067e-15 | 0.999999999999998 |
30 | 7.45318835396707e-16 | 1.49063767079341e-15 | 1 |
31 | 1.25643118955377e-16 | 2.51286237910753e-16 | 1 |
32 | 2.12338596623325e-17 | 4.24677193246649e-17 | 1 |
33 | 3.60774118078608e-18 | 7.21548236157216e-18 | 1 |
34 | 5.06218892313168e-19 | 1.01243778462634e-18 | 1 |
35 | 1.41411544785432e-19 | 2.82823089570863e-19 | 1 |
36 | 2.01750911459642e-20 | 4.03501822919284e-20 | 1 |
37 | 3.91523502022285e-21 | 7.83047004044569e-21 | 1 |
38 | 1.16989528740722e-21 | 2.33979057481443e-21 | 1 |
39 | 3.52216015766339e-22 | 7.04432031532679e-22 | 1 |
40 | 5.47805470475872e-23 | 1.09561094095174e-22 | 1 |
41 | 1.23694831288670e-23 | 2.47389662577341e-23 | 1 |
42 | 2.17065543284231e-24 | 4.34131086568462e-24 | 1 |
43 | 1 | 0 | 0 |
44 | 1 | 0 | 0 |
45 | 1 | 0 | 0 |
46 | 1 | 0 | 0 |
47 | 1 | 0 | 0 |
48 | 1 | 0 | 0 |
49 | 1 | 0 | 0 |
50 | 1 | 0 | 0 |
51 | 1 | 0 | 0 |
52 | 1 | 0 | 0 |
53 | 1 | 0 | 0 |
54 | 1 | 0 | 0 |
55 | 1 | 0 | 0 |
56 | 1 | 0 | 0 |
57 | 1 | 0 | 0 |
58 | 1 | 0 | 0 |
59 | 1 | 0 | 0 |
60 | 1 | 0 | 0 |
61 | 1 | 0 | 0 |
62 | 1 | 0 | 0 |
63 | 1 | 0 | 0 |
64 | 1 | 0 | 0 |
65 | 1 | 0 | 0 |
66 | 1 | 0 | 0 |
67 | 1 | 0 | 0 |
68 | 1 | 0 | 0 |
69 | 1 | 0 | 0 |
70 | 1 | 0 | 0 |
71 | 1 | 0 | 0 |
72 | 1 | 0 | 0 |
73 | 1 | 0 | 0 |
74 | 1 | 3.92014607661160e-314 | 1.96007303830580e-314 |
75 | 1 | 6.73157875338134e-315 | 3.36578937669067e-315 |
76 | 1 | 3.71738165969472e-302 | 1.85869082984736e-302 |
77 | 1 | 1.96724645667886e-281 | 9.83623228339429e-282 |
78 | 1 | 1.33377432866553e-271 | 6.66887164332764e-272 |
79 | 1 | 6.43260082272328e-259 | 3.21630041136164e-259 |
80 | 1 | 1.03601701531167e-242 | 5.18008507655833e-243 |
81 | 1 | 9.33279402550087e-236 | 4.66639701275043e-236 |
82 | 1 | 5.25160055243373e-224 | 2.62580027621687e-224 |
83 | 1 | 2.57704604058292e-211 | 1.28852302029146e-211 |
84 | 1 | 1.40183266843630e-191 | 7.00916334218149e-192 |
85 | 1 | 1.17497487769966e-182 | 5.8748743884983e-183 |
86 | 1 | 3.15951328071984e-165 | 1.57975664035992e-165 |
87 | 1 | 1.52798413515819e-150 | 7.63992067579093e-151 |
88 | 1 | 5.27140623383767e-135 | 2.63570311691884e-135 |
89 | 1 | 7.27605060704266e-129 | 3.63802530352133e-129 |
90 | 1 | 1.37429415941067e-112 | 6.87147079705333e-113 |
91 | 1 | 3.34268964077398e-100 | 1.67134482038699e-100 |
92 | 1 | 2.07712183613357e-86 | 1.03856091806678e-86 |
93 | 1 | 5.11925989599226e-72 | 2.55962994799613e-72 |
94 | 1 | 8.26535932734032e-55 | 4.13267966367016e-55 |
95 | 1 | 1.38140629261640e-41 | 6.90703146308201e-42 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 88 | 1 | NOK |
5% type I error level | 88 | 1 | NOK |
10% type I error level | 88 | 1 | NOK |