Multiple Linear Regression - Estimated Regression Equation |
huis[t] = + 7.5369819904055 -7.66779956071819e-05villa[t] + 0.574876723257612app[t] + 0.751657733709431grond[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) | 7.5369819904055 | 0.985884 | 7.6449 | 0 | 0 |
villa | -7.66779956071819e-05 | 0.000371 | -0.2069 | 0.836537 | 0.418268 |
app | 0.574876723257612 | 0.080052 | 7.1813 | 0 | 0 |
grond | 0.751657733709431 | 0.063023 | 11.9267 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.78754451930136 |
R-squared | 0.62022636988161 |
Adjusted R-squared | 0.60871807805984 |
F-TEST (value) | 53.8938688284192 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 99 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.994976243304446 |
Sum Squared Residuals | 98.0077947492827 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 13.193 | 13.7210271919081 | -0.52802719190811 |
2 | 15.234 | 14.6226390771867 | 0.611360922813311 |
3 | 14.718 | 14.0692063314539 | 0.648793668546111 |
4 | 16.961 | 14.8306773206199 | 2.1303226793801 |
5 | 13.945 | 14.0315457022141 | -0.0865457022140636 |
6 | 15.876 | 15.494779234116 | 0.381220765884049 |
7 | 16.226 | 15.9316257752722 | 0.294374224727824 |
8 | 18.316 | 16.7846921061361 | 1.53130789386392 |
9 | 16.748 | 15.5365353416702 | 1.21146465832984 |
10 | 17.904 | 16.7253423491922 | 1.1786576508078 |
11 | 17.209 | 16.3169115534574 | 0.892088446542613 |
12 | 18.95 | 17.7360902935457 | 1.21390970645434 |
13 | 17.225 | 17.4044062027101 | -0.17940620271012 |
14 | 18.71 | 18.3167853349463 | 0.393214665053685 |
15 | 17.236 | 17.754038328041 | -0.518038328041036 |
16 | 18.687 | 18.8587073468346 | -0.171707346834631 |
17 | 17.58 | 18.4548848465249 | -0.874884846524936 |
18 | 19.568 | 20.4561010360528 | -0.888101036052755 |
19 | 17.381 | 19.264830751895 | -1.88383075189496 |
20 | 19.58 | 20.3180583789136 | -0.738058378913554 |
21 | 17.26 | 19.3599069110622 | -2.09990691106217 |
22 | 18.661 | 19.1180933911272 | -0.457093391127211 |
23 | 15.658 | 17.3467067148807 | -1.68870671488074 |
24 | 18.674 | 18.7256654562034 | -0.0516654562033823 |
25 | 15.908 | 17.263141795319 | -1.35514179531899 |
26 | 17.475 | 17.576155647408 | -0.101155647408019 |
27 | 17.725 | 17.7883031971544 | -0.063303197154442 |
28 | 19.562 | 19.1019756508899 | 0.460024349110085 |
29 | 16.368 | 17.8438014995458 | -1.47580149954575 |
30 | 19.555 | 18.8713755310665 | 0.683624468933524 |
31 | 17.743 | 17.8913603183158 | -0.148360318315834 |
32 | 19.867 | 18.8276380500198 | 1.03936194998021 |
33 | 15.703 | 16.8741000598755 | -1.17110005987551 |
34 | 19.324 | 18.7669684862469 | 0.557031513753073 |
35 | 18.162 | 18.1907366174903 | -0.0287366174903309 |
36 | 19.074 | 18.7903050338462 | 0.283694966153814 |
37 | 15.323 | 17.1080421398561 | -1.7850421398561 |
38 | 19.704 | 19.0162751547357 | 0.687724845264253 |
39 | 18.375 | 18.7228512620487 | -0.347851262048706 |
40 | 18.352 | 18.5080909373313 | -0.156090937331313 |
41 | 13.927 | 16.2967556797246 | -2.36975567972456 |
42 | 17.795 | 16.8518787083162 | 0.943121291683846 |
43 | 16.761 | 16.358192275199 | 0.402807724800996 |
44 | 18.902 | 17.5036616960251 | 1.39833830397487 |
45 | 16.239 | 17.0682678847899 | -0.829267884789924 |
46 | 19.158 | 18.536356087295 | 0.621643912704998 |
47 | 18.279 | 17.7095609107417 | 0.569439089258335 |
48 | 15.698 | 16.4751340883821 | -0.777134088382074 |
49 | 16.239 | 17.0682678847899 | -0.829267884789924 |
50 | 18.431 | 18.0692146722449 | 0.361785327755084 |
51 | 18.414 | 17.6995530855548 | 0.714446914445182 |
52 | 19.801 | 18.9437277761743 | 0.85727222382573 |
53 | 14.995 | 16.4834349509333 | -1.48843495093329 |
54 | 18.706 | 17.551744134725 | 1.15425586527503 |
55 | 18.232 | 17.2154817107282 | 1.01651828927179 |
56 | 19.409 | 17.9163131009185 | 1.49268689908154 |
57 | 16.263 | 16.5724024246338 | -0.309402424633834 |
58 | 19.017 | 17.7761957237201 | 1.24080427627991 |
59 | 20.298 | 18.6127099950022 | 1.6852900049978 |
60 | 19.891 | 18.6312927752621 | 1.25970722473791 |
61 | 15.203 | 16.0171494195329 | -0.814149419532942 |
62 | 17.845 | 17.1284352463267 | 0.716564753673265 |
63 | 17.502 | 17.138662001035 | 0.363337998965024 |
64 | 18.532 | 17.5626894516316 | 0.96931054836836 |
65 | 15.737 | 16.6622291499918 | -0.925229149991802 |
66 | 17.77 | 17.1610070417449 | 0.608992958255065 |
67 | 17.224 | 16.8121652872368 | 0.411834712763178 |
68 | 17.601 | 16.4264323555716 | 1.1745676444284 |
69 | 14.94 | 15.6740323239188 | -0.734032323918753 |
70 | 18.507 | 17.1204019612274 | 1.38659803877263 |
71 | 17.635 | 16.546141036782 | 1.088858963218 |
72 | 19.392 | 17.0011444945187 | 2.39085550548131 |
73 | 15.699 | 15.7550358183819 | -0.0560358183818946 |
74 | 17.661 | 16.6193167336885 | 1.04168326631147 |
75 | 18.243 | 16.9026804381046 | 1.34031956189538 |
76 | 19.643 | 18.1135518043631 | 1.52944819563692 |
77 | 15.77 | 16.5425886454639 | -0.772588645463865 |
78 | 17.344 | 17.2669446883967 | 0.0770553116032564 |
79 | 17.229 | 17.4039745187523 | -0.174974518752279 |
80 | 17.322 | 17.7005744783444 | -0.378574478344372 |
81 | 16.152 | 16.3705647427662 | -0.21856474276615 |
82 | 17.919 | 17.7428872421956 | 0.176112757804387 |
83 | 16.918 | 16.7332971667615 | 0.184702833238464 |
84 | 18.114 | 18.4507621683366 | -0.336762168336618 |
85 | 16.308 | 17.5281350613931 | -1.2201350613931 |
86 | 17.759 | 17.9450220636125 | -0.186022063612544 |
87 | 16.021 | 16.9018163201246 | -0.880816320124557 |
88 | 17.952 | 18.1330629882577 | -0.181062988257747 |
89 | 15.954 | 17.0857381312189 | -1.13173813121887 |
90 | 17.762 | 18.0998406993002 | -0.337840699300196 |
91 | 16.61 | 17.208643613665 | -0.598643613664969 |
92 | 17.751 | 18.0222099834571 | -0.271209983457059 |
93 | 15.458 | 16.7629955523422 | -1.30499555234222 |
94 | 18.106 | 18.386366457434 | -0.280366457433979 |
95 | 15.99 | 16.6072805661297 | -0.617280566129674 |
96 | 15.349 | 16.3516670990596 | -1.00266709905959 |
97 | 13.185 | 14.9032523680076 | -1.71825236800763 |
98 | 15.409 | 15.961811941391 | -0.552811941391041 |
99 | 16.007 | 16.1368844795053 | -0.129884479505346 |
100 | 16.633 | 17.2886202684069 | -0.655620268406852 |
101 | 14.8 | 16.1132612724296 | -1.31326127242963 |
102 | 15.974 | 16.7565411971138 | -0.782541197113842 |
103 | 15.693 | 16.0916577998029 | -0.398657799802882 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.455202755621226 | 0.910405511242452 | 0.544797244378774 |
8 | 0.302921168476067 | 0.605842336952133 | 0.697078831523933 |
9 | 0.231429183941703 | 0.462858367883406 | 0.768570816058297 |
10 | 0.149838646304053 | 0.299677292608106 | 0.850161353695947 |
11 | 0.160880169930428 | 0.321760339860856 | 0.839119830069572 |
12 | 0.104578840425341 | 0.209157680850683 | 0.895421159574659 |
13 | 0.323764309444038 | 0.647528618888076 | 0.676235690555962 |
14 | 0.31072506292771 | 0.621450125855419 | 0.68927493707229 |
15 | 0.333415439135591 | 0.666830878271183 | 0.666584560864409 |
16 | 0.270051165921519 | 0.540102331843038 | 0.729948834078481 |
17 | 0.394741837126881 | 0.789483674253762 | 0.605258162873119 |
18 | 0.368801815878871 | 0.737603631757742 | 0.631198184121129 |
19 | 0.546992530450097 | 0.906014939099806 | 0.453007469549903 |
20 | 0.496308193502336 | 0.992616387004673 | 0.503691806497664 |
21 | 0.686560149531721 | 0.626879700936559 | 0.313439850468279 |
22 | 0.638087853336472 | 0.723824293327056 | 0.361912146663528 |
23 | 0.704377960433406 | 0.591244079133188 | 0.295622039566594 |
24 | 0.666947797223635 | 0.66610440555273 | 0.333052202776365 |
25 | 0.776085797533603 | 0.447828404932795 | 0.223914202466397 |
26 | 0.729414486426641 | 0.541171027146717 | 0.270585513573359 |
27 | 0.675689460405022 | 0.648621079189957 | 0.324310539594978 |
28 | 0.668532398035107 | 0.662935203929785 | 0.331467601964893 |
29 | 0.744256104350643 | 0.511487791298714 | 0.255743895649357 |
30 | 0.707835740848636 | 0.584328518302728 | 0.292164259151364 |
31 | 0.660073509602664 | 0.679852980794671 | 0.339926490397336 |
32 | 0.663454862487216 | 0.673090275025569 | 0.336545137512784 |
33 | 0.721327720563971 | 0.557344558872057 | 0.278672279436029 |
34 | 0.67234343518416 | 0.65531312963168 | 0.32765656481584 |
35 | 0.627786102538095 | 0.74442779492381 | 0.372213897461905 |
36 | 0.57530369266569 | 0.84939261466862 | 0.42469630733431 |
37 | 0.735497361218448 | 0.529005277563104 | 0.264502638781552 |
38 | 0.700765600146156 | 0.598468799707689 | 0.299234399853844 |
39 | 0.694285661664346 | 0.611428676671308 | 0.305714338335654 |
40 | 0.672454128300879 | 0.655091743398242 | 0.327545871699121 |
41 | 0.915444096383558 | 0.169111807232885 | 0.0845559036164423 |
42 | 0.902221153232336 | 0.195557693535328 | 0.097778846767664 |
43 | 0.976159448289574 | 0.0476811034208517 | 0.0238405517104258 |
44 | 0.97852948268173 | 0.0429410346365412 | 0.0214705173182706 |
45 | 0.98408825613347 | 0.0318234877330595 | 0.0159117438665298 |
46 | 0.97955691329754 | 0.0408861734049187 | 0.0204430867024594 |
47 | 0.971571999047036 | 0.0568560019059286 | 0.0284280009529643 |
48 | 0.9777819342666 | 0.0444361314668018 | 0.0222180657334009 |
49 | 0.984410125905637 | 0.0311797481887268 | 0.0155898740943634 |
50 | 0.980214119011165 | 0.0395717619776701 | 0.0197858809888351 |
51 | 0.973050498385925 | 0.0538990032281505 | 0.0269495016140753 |
52 | 0.969199776477414 | 0.0616004470451719 | 0.0308002235225859 |
53 | 0.9935013157724 | 0.0129973684551991 | 0.00649868422759956 |
54 | 0.991245960040869 | 0.017508079918262 | 0.008754039959131 |
55 | 0.98833275389177 | 0.0233344922164611 | 0.0116672461082305 |
56 | 0.985913032286985 | 0.0281739354260294 | 0.0140869677130147 |
57 | 0.987599447384946 | 0.0248011052301084 | 0.0124005526150542 |
58 | 0.98261242278433 | 0.0347751544313381 | 0.017387577215669 |
59 | 0.978407076340295 | 0.0431858473194108 | 0.0215929236597054 |
60 | 0.970463427403662 | 0.0590731451926758 | 0.0295365725963379 |
61 | 0.982337423128005 | 0.0353251537439907 | 0.0176625768719953 |
62 | 0.975236467109918 | 0.0495270657801641 | 0.0247635328900821 |
63 | 0.966677294604218 | 0.0666454107915638 | 0.0333227053957819 |
64 | 0.953831021981513 | 0.0923379560369742 | 0.0461689780184871 |
65 | 0.985351708779539 | 0.0292965824409222 | 0.0146482912204611 |
66 | 0.980248487033632 | 0.0395030259327359 | 0.019751512966368 |
67 | 0.97283795484642 | 0.0543240903071618 | 0.0271620451535809 |
68 | 0.96454756579129 | 0.0709048684174203 | 0.0354524342087102 |
69 | 0.975234981052845 | 0.0495300378943092 | 0.0247650189471546 |
70 | 0.969845642906597 | 0.060308714186806 | 0.030154357093403 |
71 | 0.96303002137452 | 0.073939957250959 | 0.0369699786254795 |
72 | 0.994775444899152 | 0.0104491102016953 | 0.00522455510084767 |
73 | 0.99241377700481 | 0.0151724459903781 | 0.00758622299518907 |
74 | 0.99297358968884 | 0.0140528206223206 | 0.00702641031116029 |
75 | 0.998528389631574 | 0.00294322073685158 | 0.00147161036842579 |
76 | 0.999951274013229 | 9.7451973542612e-05 | 4.8725986771306e-05 |
77 | 0.99992700061823 | 0.000145998763540958 | 7.29993817704789e-05 |
78 | 0.999968439998745 | 6.3120002509985e-05 | 3.15600012549925e-05 |
79 | 0.999978980261687 | 4.20394766256171e-05 | 2.10197383128085e-05 |
80 | 0.99999837218468 | 3.25563064119566e-06 | 1.62781532059783e-06 |
81 | 0.999997775400352 | 4.44919929534841e-06 | 2.2245996476742e-06 |
82 | 0.99999707901036 | 5.84197928020656e-06 | 2.92098964010328e-06 |
83 | 0.999999221630155 | 1.55673968981993e-06 | 7.78369844909965e-07 |
84 | 0.999997645844946 | 4.70831010798502e-06 | 2.35415505399251e-06 |
85 | 0.999996493910424 | 7.01217915218956e-06 | 3.50608957609478e-06 |
86 | 0.99999620756137 | 7.58487726019375e-06 | 3.79243863009688e-06 |
87 | 0.999987266073793 | 2.54678524142613e-05 | 1.27339262071306e-05 |
88 | 0.999957502263783 | 8.49954724338374e-05 | 4.24977362169187e-05 |
89 | 0.999872757629799 | 0.000254484740402111 | 0.000127242370201055 |
90 | 0.999661875579416 | 0.000676248841167907 | 0.000338124420583954 |
91 | 0.999008552272321 | 0.00198289545535774 | 0.000991447727678872 |
92 | 0.997143752461156 | 0.00571249507768799 | 0.002856247538844 |
93 | 0.992255289877736 | 0.0154894202445278 | 0.0077447101222639 |
94 | 0.993498329821039 | 0.0130033403579225 | 0.00650167017896125 |
95 | 0.980520358313938 | 0.0389592833721243 | 0.0194796416860621 |
96 | 0.936476591508596 | 0.127046816982808 | 0.0635234084914042 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 18 | 0.2 | NOK |
5% type I error level | 43 | 0.477777777777778 | NOK |
10% type I error level | 53 | 0.588888888888889 | NOK |