| Multiple Linear Regression - Estimated Regression Equation |
| leningen[t] = + 4.78593806830172 -0.000197392497503478nieuwbouw[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) | 4.78593806830172 | 0.357334 | 13.3935 | 0 | 0 |
| nieuwbouw | -0.000197392497503478 | 7.7e-05 | -2.5607 | 0.012779 | 0.00639 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.302708854078525 |
| R-squared | 0.0916326503375336 |
| Adjusted R-squared | 0.0776577680350341 |
| F-TEST (value) | 6.55695327903725 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 65 |
| p-value | 0.0127791131867792 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.446252110893405 |
| Sum Squared Residuals | 12.9441615209933 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 3.48 | 3.96814095114480 | -0.488140951144805 |
| 2 | 3.6 | 3.91168669685881 | -0.311686696858813 |
| 3 | 3.66 | 3.75574662383107 | -0.0957466238310654 |
| 4 | 3.45 | 3.81299044810707 | -0.362990448107074 |
| 5 | 3.3 | 3.64875989018418 | -0.348759890184181 |
| 6 | 3.14 | 3.68211922226227 | -0.542119222262268 |
| 7 | 3.21 | 3.96419310119474 | -0.754193101194738 |
| 8 | 3.12 | 3.80647649568946 | -0.686476495689459 |
| 9 | 3.14 | 3.7579179413036 | -0.617917941303604 |
| 10 | 3.4 | 3.84733674267268 | -0.447336742672679 |
| 11 | 3.42 | 3.8994483620136 | -0.479448362013597 |
| 12 | 3.29 | 3.65448427261178 | -0.364484272611782 |
| 13 | 3.49 | 3.65468166510929 | -0.164681665109285 |
| 14 | 3.52 | 3.79107988088419 | -0.271079880884188 |
| 15 | 3.81 | 3.58144904853549 | 0.228550951464505 |
| 16 | 4.03 | 3.81792526054466 | 0.212074739455339 |
| 17 | 3.98 | 3.72613774920554 | 0.253862250794456 |
| 18 | 4.1 | 3.68488271722732 | 0.415117282772683 |
| 19 | 3.96 | 3.87418212233315 | 0.0858178776668478 |
| 20 | 3.83 | 3.85207416261276 | -0.0220741626127626 |
| 21 | 3.72 | 3.79680426331179 | -0.0768042633117888 |
| 22 | 3.82 | 3.73995522403079 | 0.0800447759692125 |
| 23 | 3.76 | 3.9675487736523 | -0.207548773652297 |
| 24 | 3.98 | 3.87299776734813 | 0.107002232651869 |
| 25 | 4.14 | 3.85108720012525 | 0.288912799874754 |
| 26 | 4 | 3.95313912133454 | 0.0468608786654567 |
| 27 | 4.13 | 3.77607805107392 | 0.353921948926076 |
| 28 | 4.28 | 3.95590261629959 | 0.324097383700408 |
| 29 | 4.46 | 3.97248358608988 | 0.487516413910116 |
| 30 | 4.63 | 3.77864415354147 | 0.85135584645853 |
| 31 | 4.49 | 3.93715032903676 | 0.552849670963239 |
| 32 | 4.41 | 3.88227521473079 | 0.527724785269205 |
| 33 | 4.5 | 4.03407004531097 | 0.465929954689031 |
| 34 | 4.39 | 3.66928870992454 | 0.720711290075457 |
| 35 | 4.33 | 3.94741473890694 | 0.382585261093058 |
| 36 | 4.45 | 4.0299248028634 | 0.420075197136604 |
| 37 | 4.17 | 3.85108720012525 | 0.318912799874755 |
| 38 | 4.13 | 3.83075577288239 | 0.299244227117613 |
| 39 | 4.33 | 3.91523976181388 | 0.414760238186125 |
| 40 | 4.47 | 3.88385435471082 | 0.586145645289177 |
| 41 | 4.63 | 3.97583925854744 | 0.654160741452557 |
| 42 | 4.9 | 3.83825668778752 | 1.06174331221248 |
| 43 | 4.77 | 4.00564552567047 | 0.764354474329531 |
| 44 | 4.51 | 4.0303195878584 | 0.479680412141597 |
| 45 | 4.63 | 3.90951537938627 | 0.720484620613725 |
| 46 | 4.36 | 3.99123587335271 | 0.368764126647286 |
| 47 | 3.95 | 3.97485229605993 | -0.0248522960599257 |
| 48 | 3.74 | 3.84141496774757 | -0.101414967747575 |
| 49 | 4.15 | 4.1495446563505 | 0.000455343649496745 |
| 50 | 4.14 | 4.08479991716936 | 0.0552000828306367 |
| 51 | 3.97 | 4.00821162813801 | -0.0382116281380134 |
| 52 | 3.81 | 4.01354122557061 | -0.203541225570607 |
| 53 | 4.07 | 4.05933628499141 | 0.0106637150085860 |
| 54 | 3.84 | 3.93537379655923 | -0.0953737965592304 |
| 55 | 3.63 | 4.0299248028634 | -0.399924802863396 |
| 56 | 3.55 | 3.96814095114481 | -0.418140951144808 |
| 57 | 3.6 | 3.979194931005 | -0.379194931005002 |
| 58 | 3.63 | 4.03229351283344 | -0.402293512833438 |
| 59 | 3.55 | 4.11875142673996 | -0.568751426739961 |
| 60 | 3.69 | 4.10888180186479 | -0.418881801864787 |
| 61 | 3.53 | 4.10335481193469 | -0.57335481193469 |
| 62 | 3.43 | 4.00228985321291 | -0.572289853212909 |
| 63 | 3.4 | 3.74765353143342 | -0.347653531433423 |
| 64 | 3.41 | 3.79423816084424 | -0.384238160844244 |
| 65 | 3.09 | 3.67382873736712 | -0.583828737367122 |
| 66 | 3.35 | 3.49321460215144 | -0.14321460215144 |
| 67 | 3.22 | 3.86293074997545 | -0.642930749975454 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0425190627996538 | 0.0850381255993076 | 0.957480937200346 |
| 6 | 0.0374795094833129 | 0.0749590189666258 | 0.962520490516687 |
| 7 | 0.0477840597452631 | 0.0955681194905263 | 0.952215940254737 |
| 8 | 0.0430355765492777 | 0.0860711530985553 | 0.956964423450722 |
| 9 | 0.029905737605805 | 0.05981147521161 | 0.970094262394195 |
| 10 | 0.0145105662960974 | 0.0290211325921947 | 0.985489433703903 |
| 11 | 0.0068817344139875 | 0.013763468827975 | 0.993118265586012 |
| 12 | 0.00315510564151721 | 0.00631021128303441 | 0.996844894358483 |
| 13 | 0.00217402904838005 | 0.00434805809676009 | 0.99782597095162 |
| 14 | 0.00129700136513427 | 0.00259400273026853 | 0.998702998634866 |
| 15 | 0.00396379963427384 | 0.00792759926854769 | 0.996036200365726 |
| 16 | 0.0219148887329038 | 0.0438297774658075 | 0.978085111267096 |
| 17 | 0.0380929508145069 | 0.0761859016290138 | 0.961907049185493 |
| 18 | 0.0684113764314079 | 0.136822752862816 | 0.931588623568592 |
| 19 | 0.0793038352790291 | 0.158607670558058 | 0.920696164720971 |
| 20 | 0.066532137056193 | 0.133064274112386 | 0.933467862943807 |
| 21 | 0.0483183699153539 | 0.0966367398307078 | 0.951681630084646 |
| 22 | 0.0368178561250169 | 0.0736357122500337 | 0.963182143874983 |
| 23 | 0.0276628984085261 | 0.0553257968170523 | 0.972337101591474 |
| 24 | 0.0262916185986380 | 0.0525832371972761 | 0.973708381401362 |
| 25 | 0.0332936959846193 | 0.0665873919692386 | 0.96670630401538 |
| 26 | 0.027747184847027 | 0.055494369694054 | 0.972252815152973 |
| 27 | 0.0310509788329936 | 0.0621019576659873 | 0.968949021167006 |
| 28 | 0.038003582288611 | 0.076007164577222 | 0.96199641771139 |
| 29 | 0.057951348779451 | 0.115902697558902 | 0.94204865122055 |
| 30 | 0.159507182184840 | 0.319014364369680 | 0.84049281781516 |
| 31 | 0.195539262618350 | 0.391078525236699 | 0.80446073738165 |
| 32 | 0.217420825363817 | 0.434841650727635 | 0.782579174636183 |
| 33 | 0.218924877347215 | 0.437849754694429 | 0.781075122652785 |
| 34 | 0.305532199671798 | 0.611064399343596 | 0.694467800328202 |
| 35 | 0.284878674274275 | 0.56975734854855 | 0.715121325725725 |
| 36 | 0.270860732562088 | 0.541721465124176 | 0.729139267437912 |
| 37 | 0.239591892571929 | 0.479183785143858 | 0.760408107428071 |
| 38 | 0.208507157271292 | 0.417014314542585 | 0.791492842728708 |
| 39 | 0.198328802665227 | 0.396657605330454 | 0.801671197334773 |
| 40 | 0.235712563860969 | 0.471425127721937 | 0.764287436139031 |
| 41 | 0.302805082355585 | 0.60561016471117 | 0.697194917644415 |
| 42 | 0.701741870798423 | 0.596516258403153 | 0.298258129201577 |
| 43 | 0.86595065120552 | 0.268098697588961 | 0.134049348794481 |
| 44 | 0.912633522483036 | 0.174732955033928 | 0.0873664775169642 |
| 45 | 0.991473980546595 | 0.0170520389068109 | 0.00852601945340545 |
| 46 | 0.998037171022302 | 0.00392565795539553 | 0.00196282897769776 |
| 47 | 0.997689756803592 | 0.00462048639281595 | 0.00231024319640797 |
| 48 | 0.99679923301945 | 0.00640153396110066 | 0.00320076698055033 |
| 49 | 0.99689655065529 | 0.00620689868941974 | 0.00310344934470987 |
| 50 | 0.998263237496476 | 0.00347352500704767 | 0.00173676250352384 |
| 51 | 0.998746564086247 | 0.00250687182750559 | 0.00125343591375279 |
| 52 | 0.99822611403569 | 0.0035477719286184 | 0.0017738859643092 |
| 53 | 0.99971736754031 | 0.000565264919378538 | 0.000282632459689269 |
| 54 | 0.99994183726284 | 0.000116325474320970 | 5.81627371604849e-05 |
| 55 | 0.999861192799464 | 0.00027761440107252 | 0.00013880720053626 |
| 56 | 0.999611066925369 | 0.00077786614926197 | 0.000388933074630985 |
| 57 | 0.999109625462297 | 0.00178074907540567 | 0.000890374537702834 |
| 58 | 0.998094999073814 | 0.00381000185237219 | 0.00190500092618610 |
| 59 | 0.99434177836386 | 0.0113164432722823 | 0.00565822163614117 |
| 60 | 0.991830513377125 | 0.0163389732457506 | 0.00816948662287528 |
| 61 | 0.978975636734383 | 0.0420487265312339 | 0.0210243632656169 |
| 62 | 0.943475339179913 | 0.113049321640174 | 0.0565246608200869 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 17 | 0.293103448275862 | NOK |
| 5% type I error level | 24 | 0.413793103448276 | NOK |
| 10% type I error level | 38 | 0.655172413793103 | NOK |
