Multiple Linear Regression - Estimated Regression Equation |
huis[t] = + 7.45966125213115 -0.533844764417756villa[t] + 0.826992844213572app[t] + 0.668882973188407grond[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) | 7.45966125213115 | 0.771344 | 9.671 | 0 | 0 |
villa | -0.533844764417756 | 0.163834 | -3.2584 | 0.001536 | 0.000768 |
app | 0.826992844213572 | 0.09477 | 8.7263 | 0 | 0 |
grond | 0.668882973188407 | 0.063262 | 10.5732 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.810470701148701 |
R-squared | 0.656862757420467 |
Adjusted R-squared | 0.646464659160481 |
F-TEST (value) | 63.171432025048 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 99 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.94576717537569 |
Sum Squared Residuals | 88.5530794517931 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 13.193 | 13.6257299657656 | -0.432729965765566 |
2 | 15.234 | 14.5411416289213 | 0.692858371078686 |
3 | 14.718 | 13.8857028612577 | 0.83229713874233 |
4 | 16.961 | 14.6932432906329 | 2.26775670936709 |
5 | 13.945 | 13.9544896446203 | -0.00948964462034433 |
6 | 15.876 | 15.4440407579098 | 0.431959242090229 |
7 | 16.226 | 15.9096809033006 | 0.316319096699443 |
8 | 18.316 | 16.6739618747779 | 1.64203812522212 |
9 | 16.748 | 15.4156958639777 | 1.33230413602234 |
10 | 17.904 | 16.602536446396 | 1.30146355360401 |
11 | 17.209 | 16.0365957587639 | 1.17240424123615 |
12 | 18.95 | 17.489884929584 | 1.46011507041599 |
13 | 17.225 | 17.2914284592179 | -0.0664284592178717 |
14 | 18.71 | 18.2615416313121 | 0.448458368687907 |
15 | 17.236 | 17.4846509092713 | -0.248650909271331 |
16 | 18.687 | 18.6506147058869 | 0.0363852941130694 |
17 | 17.58 | 18.4496060312964 | -0.869606031296371 |
18 | 19.568 | 20.3619979529866 | -0.79399795298657 |
19 | 17.381 | 19.0042286917839 | -1.62322869178389 |
20 | 19.58 | 19.9530510084903 | -0.373051008490281 |
21 | 17.26 | 19.1715463660808 | -1.91154636608076 |
22 | 18.661 | 18.9662848140714 | -0.30528481407144 |
23 | 15.658 | 17.0717783944048 | -1.41377839440476 |
24 | 18.674 | 18.5184921680937 | 0.155507831906254 |
25 | 15.908 | 17.2764638621969 | -1.36846386219689 |
26 | 17.475 | 17.6509568588419 | -0.175956858841897 |
27 | 17.725 | 17.7037640115468 | 0.0212359884532193 |
28 | 19.562 | 19.0149795251691 | 0.547020474830928 |
29 | 16.368 | 17.8652622276914 | -1.49726222769137 |
30 | 19.555 | 19.114980231731 | 0.440019768268983 |
31 | 17.743 | 17.9340402665339 | -0.191040266533934 |
32 | 19.867 | 18.8437395525882 | 1.02326044741183 |
33 | 15.703 | 16.998621100359 | -1.29562110035898 |
34 | 19.324 | 18.9438229195533 | 0.380177080446703 |
35 | 18.162 | 18.3386778991158 | -0.176677899115808 |
36 | 19.074 | 18.9208918936883 | 0.153108106311685 |
37 | 15.323 | 17.2689394620601 | -1.94593946206009 |
38 | 19.704 | 19.2689143748706 | 0.435085625129359 |
39 | 18.375 | 18.9212829595616 | -0.546282959561607 |
40 | 18.352 | 18.7355809159117 | -0.383580915911692 |
41 | 13.927 | 16.4789062142223 | -2.55190621422226 |
42 | 17.795 | 17.1840681473895 | 0.610931852610513 |
43 | 16.761 | 16.5961393096251 | 0.16486069037486 |
44 | 18.902 | 17.6850461041725 | 1.2169538958275 |
45 | 16.239 | 17.2721467115394 | -1.03314671153936 |
46 | 19.158 | 18.909594170154 | 0.248405829845987 |
47 | 18.279 | 17.7169485818671 | 0.562051418132896 |
48 | 15.698 | 16.7566832984825 | -1.05868329848249 |
49 | 16.239 | 17.2721467115394 | -1.03314671153936 |
50 | 18.431 | 18.2410266205724 | 0.189973379427608 |
51 | 18.414 | 17.802040486515 | 0.611959513485017 |
52 | 19.801 | 19.2439907174873 | 0.557009282512736 |
53 | 14.995 | 16.702757735928 | -1.70775773592795 |
54 | 18.706 | 17.8516589161876 | 0.854341083812365 |
55 | 18.232 | 17.2920613586115 | 0.939938641388543 |
56 | 19.409 | 18.2233948262368 | 1.18560517376317 |
57 | 16.263 | 16.9722744234301 | -0.709274423430069 |
58 | 19.017 | 18.2874268869566 | 0.729573113043416 |
59 | 20.298 | 18.9691562976812 | 1.32884370231881 |
60 | 19.891 | 18.8371785003657 | 1.05382149963428 |
61 | 15.203 | 16.2689718620543 | -1.06597186205429 |
62 | 17.845 | 17.4863710088744 | 0.358628991125568 |
63 | 17.502 | 17.2314724807984 | 0.270527519201555 |
64 | 18.532 | 17.6188987575171 | 0.913101242482854 |
65 | 15.737 | 17.0043727190716 | -1.26737271907164 |
66 | 17.77 | 17.5286596759928 | 0.241340324007248 |
67 | 17.224 | 17.0502624230857 | 0.173737576914326 |
68 | 17.601 | 16.771713184238 | 0.829286815762012 |
69 | 14.94 | 15.9560564909747 | -1.0160564909747 |
70 | 18.507 | 17.5142241987886 | 0.992775801211414 |
71 | 17.635 | 16.8632992908959 | 0.771700709104063 |
72 | 19.392 | 17.3547216294277 | 2.03727837057227 |
73 | 15.699 | 16.21586446236 | -0.516864462359963 |
74 | 17.661 | 17.1312074294671 | 0.529792570532931 |
75 | 18.243 | 17.2359254955674 | 1.00707450443255 |
76 | 19.643 | 18.3688282765119 | 1.27417172348812 |
77 | 15.77 | 16.9650291893289 | -1.19502918932895 |
78 | 17.344 | 17.6068093404419 | -0.262809340441922 |
79 | 17.229 | 17.4683389525122 | -0.239338952512231 |
80 | 17.322 | 17.9583112500517 | -0.636311250051686 |
81 | 16.152 | 15.5774735432029 | 0.574526456797066 |
82 | 17.919 | 16.9146838321008 | 1.00431616789922 |
83 | 16.918 | 15.9272983539468 | 0.99070164605317 |
84 | 18.114 | 17.7727838293958 | 0.34121617060419 |
85 | 16.308 | 16.9766418910719 | -0.668641891071944 |
86 | 17.759 | 17.3882657836246 | 0.370734216375354 |
87 | 16.021 | 16.3385010321415 | -0.317501032141531 |
88 | 17.952 | 17.6074327075461 | 0.344567292453876 |
89 | 15.954 | 16.8371941408161 | -0.883194140816053 |
90 | 17.762 | 17.9194924235511 | -0.157492423551087 |
91 | 16.61 | 16.7726300786081 | -0.162630078608061 |
92 | 17.751 | 17.6806186712588 | 0.0703813287411989 |
93 | 15.458 | 16.6872729416993 | -1.22927294169931 |
94 | 18.106 | 18.3899238390765 | -0.283923839076458 |
95 | 15.99 | 16.314014000869 | -0.324014000869013 |
96 | 15.349 | 16.1052292397915 | -0.756229239791487 |
97 | 13.185 | 14.7712719053561 | -1.58627190535615 |
98 | 15.409 | 15.7595405299778 | -0.350540529977769 |
99 | 16.007 | 15.7318134555146 | 0.275186544485449 |
100 | 16.633 | 16.9440342299498 | -0.311034229949756 |
101 | 14.8 | 15.9324060355567 | -1.13240603555671 |
102 | 15.974 | 16.5847259933666 | -0.6107259933666 |
103 | 15.693 | 15.7119242844302 | -0.0189242844302001 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.294811574784571 | 0.589623149569142 | 0.705188425215429 |
8 | 0.236672103018581 | 0.473344206037161 | 0.763327896981419 |
9 | 0.146164145686274 | 0.292328291372548 | 0.853835854313726 |
10 | 0.0953533833898682 | 0.190706766779736 | 0.904646616610132 |
11 | 0.217622495964786 | 0.435244991929573 | 0.782377504035214 |
12 | 0.203179853186638 | 0.406359706373275 | 0.796820146813362 |
13 | 0.283379370634794 | 0.566758741269587 | 0.716620629365206 |
14 | 0.209237829067821 | 0.418475658135642 | 0.790762170932179 |
15 | 0.506099079239296 | 0.987801841521407 | 0.493900920760704 |
16 | 0.466594640157871 | 0.933189280315742 | 0.533405359842129 |
17 | 0.458092074362353 | 0.916184148724707 | 0.541907925637647 |
18 | 0.417778244525167 | 0.835556489050333 | 0.582221755474833 |
19 | 0.763776367738894 | 0.472447264522212 | 0.236223632261106 |
20 | 0.736493123874476 | 0.527013752251048 | 0.263506876125524 |
21 | 0.875443184203033 | 0.249113631593935 | 0.124556815796967 |
22 | 0.839708207782774 | 0.320583584434451 | 0.160291792217226 |
23 | 0.903731158304879 | 0.192537683390242 | 0.0962688416951211 |
24 | 0.874347925512265 | 0.251304148975471 | 0.125652074487735 |
25 | 0.892756482856475 | 0.21448703428705 | 0.107243517143525 |
26 | 0.859777616051425 | 0.280444767897149 | 0.140222383948575 |
27 | 0.820229900833983 | 0.359540198332034 | 0.179770099166017 |
28 | 0.813415846129456 | 0.373168307741089 | 0.186584153870544 |
29 | 0.852739328273642 | 0.294521343452716 | 0.147260671726358 |
30 | 0.834830989771669 | 0.330338020456662 | 0.165169010228331 |
31 | 0.800473899205872 | 0.399052201588256 | 0.199526100794128 |
32 | 0.80953450794381 | 0.380930984112382 | 0.190465492056191 |
33 | 0.844779523583939 | 0.310440952832123 | 0.155220476416061 |
34 | 0.808289748145565 | 0.383420503708871 | 0.191710251854435 |
35 | 0.781232374212432 | 0.437535251575136 | 0.218767625787568 |
36 | 0.736405871927488 | 0.527188256145025 | 0.263594128072512 |
37 | 0.86738928984142 | 0.265221420317161 | 0.132610710158581 |
38 | 0.85445245425736 | 0.291095091485281 | 0.14554754574264 |
39 | 0.862633738140137 | 0.274732523719726 | 0.137366261859863 |
40 | 0.852424763632465 | 0.29515047273507 | 0.147575236367535 |
41 | 0.9724507063866 | 0.0550985872267987 | 0.0275492936133993 |
42 | 0.967146777458124 | 0.0657064450837527 | 0.0328532225418763 |
43 | 0.956761946194086 | 0.0864761076118284 | 0.0432380538059142 |
44 | 0.959754595225826 | 0.0804908095483482 | 0.0402454047741741 |
45 | 0.972133276409655 | 0.0557334471806895 | 0.0278667235903447 |
46 | 0.96517491091217 | 0.069650178175658 | 0.034825089087829 |
47 | 0.956954591941317 | 0.0860908161173667 | 0.0430454080586834 |
48 | 0.970317585293272 | 0.059364829413455 | 0.0296824147067275 |
49 | 0.97850097936406 | 0.0429980412718788 | 0.0214990206359394 |
50 | 0.973264335428007 | 0.0534713291439855 | 0.0267356645719928 |
51 | 0.962896711112876 | 0.0742065777742486 | 0.0371032888871243 |
52 | 0.955589206001273 | 0.0888215879974533 | 0.0444107939987267 |
53 | 0.99090301169419 | 0.0181939766116223 | 0.00909698830581116 |
54 | 0.987075743209109 | 0.0258485135817825 | 0.0129242567908913 |
55 | 0.982240714816661 | 0.0355185703666772 | 0.0177592851833386 |
56 | 0.977561077362785 | 0.0448778452744307 | 0.0224389226372153 |
57 | 0.979697497109676 | 0.0406050057806489 | 0.0203025028903244 |
58 | 0.972192080641148 | 0.0556158387177046 | 0.0278079193588523 |
59 | 0.963004687163194 | 0.0739906256736111 | 0.0369953128368056 |
60 | 0.94916994253889 | 0.101660114922218 | 0.050830057461109 |
61 | 0.97127399275297 | 0.0574520144940601 | 0.0287260072470301 |
62 | 0.960958025016493 | 0.078083949967015 | 0.0390419749835075 |
63 | 0.955885885181623 | 0.0882282296367535 | 0.0441141148183768 |
64 | 0.940385751879454 | 0.119228496241091 | 0.0596142481205457 |
65 | 0.981763658098387 | 0.036472683803226 | 0.018236341901613 |
66 | 0.975922077100592 | 0.0481558457988159 | 0.0240779228994079 |
67 | 0.968496376884753 | 0.0630072462304936 | 0.0315036231152468 |
68 | 0.958911138275274 | 0.0821777234494513 | 0.0410888617247257 |
69 | 0.972803728365267 | 0.0543925432694664 | 0.0271962716347332 |
70 | 0.966651814142785 | 0.0666963717144303 | 0.0333481858572152 |
71 | 0.959143248969123 | 0.0817135020617547 | 0.0408567510308773 |
72 | 0.993817689253359 | 0.0123646214932821 | 0.00618231074664106 |
73 | 0.991075932080846 | 0.0178481358383078 | 0.00892406791915391 |
74 | 0.99175216242191 | 0.0164956751561825 | 0.00824783757809126 |
75 | 0.998232930665185 | 0.00353413866962971 | 0.00176706933481485 |
76 | 0.999939159367434 | 0.000121681265131472 | 6.08406325657358e-05 |
77 | 0.999912725589208 | 0.000174548821583699 | 8.72744107918497e-05 |
78 | 0.99996396841461 | 7.20631707817129e-05 | 3.60315853908565e-05 |
79 | 0.999978210951188 | 4.35780976234401e-05 | 2.178904881172e-05 |
80 | 0.999998355115665 | 3.28976866944537e-06 | 1.64488433472268e-06 |
81 | 0.99999777755349 | 4.44489301924421e-06 | 2.2224465096221e-06 |
82 | 0.99999706559194 | 5.86881612033e-06 | 2.934408060165e-06 |
83 | 0.999999212477607 | 1.57504478631371e-06 | 7.87522393156856e-07 |
84 | 0.999997530374386 | 4.93925122770396e-06 | 2.46962561385198e-06 |
85 | 0.9999960425128 | 7.9149743994462e-06 | 3.9574871997231e-06 |
86 | 0.99999563185061 | 8.73629878156748e-06 | 4.36814939078374e-06 |
87 | 0.999984505504666 | 3.09889906676765e-05 | 1.54944953338382e-05 |
88 | 0.999947804246783 | 0.000104391506434163 | 5.21957532170816e-05 |
89 | 0.999840135714957 | 0.000319728570085108 | 0.000159864285042554 |
90 | 0.999578150189345 | 0.000843699621309804 | 0.000421849810654902 |
91 | 0.998759138270776 | 0.00248172345844884 | 0.00124086172922442 |
92 | 0.996488961194979 | 0.00702207761004221 | 0.0035110388050211 |
93 | 0.99067919745978 | 0.0186416050804391 | 0.00932080254021955 |
94 | 0.992358110295081 | 0.0152837794098374 | 0.00764188970491869 |
95 | 0.977628446651872 | 0.0447431066962551 | 0.0223715533481276 |
96 | 0.929007889952943 | 0.141984220094114 | 0.070992110047057 |
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 | 32 | 0.355555555555556 | NOK |
10% type I error level | 53 | 0.588888888888889 | NOK |