Multiple Linear Regression - Estimated Regression Equation |
Lening[t] = + 5.44888139190633 -0.282922972927292Huis[t] -0.0748714328815527M1[t] -0.174086477011297M2[t] + 0.000733472730137824M3[t] -0.174449777920482M4[t] -0.124090524092787M5[t] + 0.0807996387151979M6[t] -0.128349333761446M7[t] -0.0532051427766672M8[t] + 0.0249551991077178M9[t] + 0.144993223420195M10[t] -0.0745359914151443M11[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) | 5.44888139190633 | 0.960523 | 5.6728 | 0 | 0 |
Huis | -0.282922972927292 | 0.191029 | -1.481 | 0.143916 | 0.071958 |
M1 | -0.0748714328815527 | 0.539569 | -0.1388 | 0.890111 | 0.445056 |
M2 | -0.174086477011297 | 0.543536 | -0.3203 | 0.749884 | 0.374942 |
M3 | 0.000733472730137824 | 0.544543 | 0.0013 | 0.99893 | 0.499465 |
M4 | -0.174449777920482 | 0.540439 | -0.3228 | 0.747993 | 0.373997 |
M5 | -0.124090524092787 | 0.540186 | -0.2297 | 0.819105 | 0.409553 |
M6 | 0.0807996387151979 | 0.548448 | 0.1473 | 0.883379 | 0.441689 |
M7 | -0.128349333761446 | 0.547568 | -0.2344 | 0.815487 | 0.407743 |
M8 | -0.0532051427766672 | 0.543738 | -0.0979 | 0.922383 | 0.461191 |
M9 | 0.0249551991077178 | 0.540743 | 0.0461 | 0.963347 | 0.481673 |
M10 | 0.144993223420195 | 0.53971 | 0.2687 | 0.789136 | 0.394568 |
M11 | -0.0745359914151443 | 0.550634 | -0.1354 | 0.892785 | 0.446392 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.210544477094211 |
R-squared | 0.0443289768348746 |
Adjusted R-squared | -0.150044790588541 |
F-TEST (value) | 0.228060490993675 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 59 |
p-value | 0.996229401896697 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.934511998693614 |
Sum Squared Residuals | 51.5254478664377 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 4.24 | 4.42536923079953 | -0.185369230799529 |
2 | 4.15 | 4.37340232314867 | -0.223402323148673 |
3 | 3.93 | 4.34564942427417 | -0.415649424274167 |
4 | 3.7 | 4.0963403547166 | -0.396340354716597 |
5 | 3.7 | 4.33484338554094 | -0.63484338554094 |
6 | 3.65 | 4.3569653078379 | -0.706965307837895 |
7 | 3.55 | 4.24655645291288 | -0.696556452912876 |
8 | 3.43 | 4.34574909659647 | -0.915749096596475 |
9 | 3.47 | 4.35657377092416 | -0.886573770924163 |
10 | 3.58 | 4.53574269657844 | -0.955742696578445 |
11 | 3.67 | 4.45682619928797 | -0.78682619928797 |
12 | 3.72 | 4.20203985021575 | -0.482039850215746 |
13 | 3.8 | 4.01201876735279 | -0.212018767352786 |
14 | 3.76 | 4.16913193669517 | -0.409131936695168 |
15 | 3.63 | 3.96426925676818 | -0.334269256768177 |
16 | 3.48 | 4.16056386957109 | -0.680563869571092 |
17 | 3.41 | 4.19196728421266 | -0.781967284212658 |
18 | 3.43 | 3.95662930114578 | -0.526629301145777 |
19 | 3.5 | 4.21090815832404 | -0.710908158324037 |
20 | 3.62 | 4.33216879389596 | -0.712168793895965 |
21 | 3.58 | 4.30310132904091 | -0.723101329040906 |
22 | 3.52 | 4.28280955878145 | -0.762809558781446 |
23 | 3.45 | 4.24378520067372 | -0.793785200673719 |
24 | 3.36 | 4.23004922453555 | -0.870049224535548 |
25 | 3.27 | 4.201860082187 | -0.931860082187 |
26 | 3.21 | 4.02172906780005 | -0.811729067800048 |
27 | 3.19 | 3.97303986892892 | -0.783039868928923 |
28 | 3.16 | 3.87990428042722 | -0.719904280427218 |
29 | 3.12 | 3.69487162077941 | -0.574871620779405 |
30 | 3.06 | 3.9475757660121 | -0.887575766012103 |
31 | 3.01 | 4.14272372184856 | -1.13272372184856 |
32 | 2.98 | 3.99181245746443 | -1.01181245746443 |
33 | 2.97 | 4.0003737480087 | -1.03037374800870 |
34 | 3.02 | 4.24857587905724 | -1.22857587905724 |
35 | 3.07 | 4.10373832907471 | -1.03373832907471 |
36 | 3.18 | 3.82716691108708 | -0.647166911087084 |
37 | 3.29 | 3.75257840117846 | -0.462578401178458 |
38 | 3.43 | 3.84886313134147 | -0.418863131341473 |
39 | 3.61 | 3.72321888383412 | -0.113218883834124 |
40 | 3.74 | 3.8869773547504 | -0.146977354750400 |
41 | 3.87 | 3.80577742616690 | 0.064222573833096 |
42 | 3.88 | 3.95153668763309 | -0.0715366876330853 |
43 | 4.09 | 4.01371084619371 | 0.0762891538062853 |
44 | 4.19 | 4.05716766421064 | 0.132832335789364 |
45 | 4.2 | 4.05610957367538 | 0.143890426324621 |
46 | 4.29 | 4.0946657817848 | 0.195334218215203 |
47 | 4.37 | 4.20134675473463 | 0.168653245265375 |
48 | 4.47 | 4.14036264211760 | 0.329637357882403 |
49 | 4.61 | 4.03408675924111 | 0.575913240758886 |
50 | 4.65 | 4.08114289211478 | 0.56885710788522 |
51 | 4.69 | 4.00218093514043 | 0.687819064859566 |
52 | 4.82 | 4.08474051282658 | 0.735259487173423 |
53 | 4.86 | 4.15886529638016 | 0.701134703619836 |
54 | 4.87 | 4.08592509977355 | 0.784074900226451 |
55 | 5.01 | 4.10396327455752 | 0.90603672544248 |
56 | 5.03 | 4.10045487906851 | 0.929545120931488 |
57 | 5.13 | 4.39618298713398 | 0.733817012866015 |
58 | 5.18 | 3.99337935747683 | 1.18662064252317 |
59 | 5.21 | 4.17248861149604 | 1.03751138850396 |
60 | 5.26 | 4.36528640559479 | 0.894713594405206 |
61 | 5.25 | 4.03408675924111 | 1.21591324075889 |
62 | 5.2 | 3.90573064889986 | 1.29426935110014 |
63 | 5.16 | 4.20164163105417 | 0.958358368945825 |
64 | 5.19 | 3.98147362770812 | 1.20852637229188 |
65 | 5.39 | 4.16367498691993 | 1.22632501308007 |
66 | 5.58 | 4.17136783759759 | 1.40863216240241 |
67 | 5.76 | 4.20213754616329 | 1.55786245383671 |
68 | 5.89 | 4.31264710876398 | 1.57735289123602 |
69 | 5.98 | 4.21765859121686 | 1.76234140878314 |
70 | 6.02 | 4.45482672632124 | 1.56517327367876 |
71 | 5.62 | 4.21181490473294 | 1.40818509526707 |
72 | 4.87 | 4.09509496644923 | 0.77490503355077 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.00442982194892551 | 0.00885964389785101 | 0.995570178051075 |
17 | 0.000786075212575675 | 0.00157215042515135 | 0.999213924787424 |
18 | 0.000147626269782376 | 0.000295252539564751 | 0.999852373730218 |
19 | 1.92366418547072e-05 | 3.84732837094144e-05 | 0.999980763358145 |
20 | 5.40509147737194e-06 | 1.08101829547439e-05 | 0.999994594908523 |
21 | 1.19226193933649e-06 | 2.38452387867298e-06 | 0.99999880773806 |
22 | 2.69526399982439e-07 | 5.39052799964878e-07 | 0.9999997304736 |
23 | 4.27234150673188e-08 | 8.54468301346375e-08 | 0.999999957276585 |
24 | 7.72886008273599e-08 | 1.54577201654720e-07 | 0.9999999227114 |
25 | 8.3013996357275e-06 | 1.6602799271455e-05 | 0.999991698600364 |
26 | 1.50524416218690e-05 | 3.01048832437381e-05 | 0.999984947558378 |
27 | 1.26301766667955e-05 | 2.5260353333591e-05 | 0.999987369823333 |
28 | 4.76364127506255e-06 | 9.5272825501251e-06 | 0.999995236358725 |
29 | 1.72183891125146e-06 | 3.44367782250291e-06 | 0.999998278161089 |
30 | 9.59293581941137e-07 | 1.91858716388227e-06 | 0.999999040706418 |
31 | 2.90567486841022e-06 | 5.81134973682044e-06 | 0.999997094325132 |
32 | 1.94997347285776e-06 | 3.89994694571551e-06 | 0.999998050026527 |
33 | 1.30427615639360e-06 | 2.60855231278719e-06 | 0.999998695723844 |
34 | 2.04955229535894e-05 | 4.09910459071788e-05 | 0.999979504477046 |
35 | 6.87622294893491e-05 | 0.000137524458978698 | 0.99993123777051 |
36 | 3.16318458273324e-05 | 6.32636916546647e-05 | 0.999968368154173 |
37 | 1.72695571948371e-05 | 3.45391143896743e-05 | 0.999982730442805 |
38 | 1.82418037122184e-05 | 3.64836074244367e-05 | 0.999981758196288 |
39 | 2.23897746429206e-05 | 4.47795492858412e-05 | 0.999977610225357 |
40 | 4.72906860826376e-05 | 9.45813721652753e-05 | 0.999952709313917 |
41 | 0.000166007151224777 | 0.000332014302449553 | 0.999833992848775 |
42 | 0.000485604995413071 | 0.000971209990826141 | 0.999514395004587 |
43 | 0.00354709559809852 | 0.00709419119619703 | 0.996452904401901 |
44 | 0.0182232615576347 | 0.0364465231152694 | 0.981776738442365 |
45 | 0.053437694083117 | 0.106875388166234 | 0.946562305916883 |
46 | 0.194465915278008 | 0.388931830556015 | 0.805534084721992 |
47 | 0.438544607515026 | 0.877089215030052 | 0.561455392484974 |
48 | 0.49836375068491 | 0.99672750136982 | 0.50163624931509 |
49 | 0.565880498096057 | 0.868239003807886 | 0.434119501903943 |
50 | 0.678442759554735 | 0.643114480890529 | 0.321557240445265 |
51 | 0.646820978433277 | 0.706358043133446 | 0.353179021566723 |
52 | 0.674827498195163 | 0.650345003609674 | 0.325172501804837 |
53 | 0.675512745335746 | 0.648974509328508 | 0.324487254664254 |
54 | 0.675140979037702 | 0.649718041924596 | 0.324859020962298 |
55 | 0.672144169355467 | 0.655711661289067 | 0.327855830644533 |
56 | 0.636473863410299 | 0.727052273179402 | 0.363526136589701 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 28 | 0.682926829268293 | NOK |
5% type I error level | 29 | 0.707317073170732 | NOK |
10% type I error level | 29 | 0.707317073170732 | NOK |