| Multiple Linear Regression - Estimated Regression Equation |
| Lening[t] = + 5.21136043574033 -0.240415648462039Huis[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) | 5.21136043574033 | 0.706047 | 7.381 | 0 | 0 |
| Huis | -0.240415648462039 | 0.155077 | -1.5503 | 0.125581 | 0.06279 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.182194206333795 |
| R-squared | 0.0331947288216015 |
| Adjusted R-squared | 0.0193832249476245 |
| F-TEST (value) | 2.40341161429533 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 70 |
| p-value | 0.125580634006007 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.862933170964766 |
| Sum Squared Residuals | 52.1257560285915 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 4.24 | 4.40524676644709 | -0.165246766447087 |
| 2 | 4.15 | 4.44539617974028 | -0.295396179740276 |
| 3 | 3.93 | 4.27325857544146 | -0.343258575441456 |
| 4 | 3.7 | 4.2102696755444 | -0.510269675544402 |
| 5 | 3.7 | 4.37014608177166 | -0.670146081771658 |
| 6 | 3.65 | 4.21483757286518 | -0.564837572865181 |
| 7 | 3.55 | 4.29874263417843 | -0.748742634178433 |
| 8 | 3.43 | 4.31917796429771 | -0.889177964297706 |
| 9 | 3.47 | 4.26195903996374 | -0.79195903996374 |
| 10 | 3.58 | 4.31220591049231 | -0.732205910492306 |
| 11 | 3.67 | 4.43169248777794 | -0.76169248777794 |
| 12 | 3.72 | 4.15184867296813 | -0.431848672968126 |
| 13 | 3.8 | 4.05399950404408 | -0.253999504044077 |
| 14 | 3.76 | 4.27181608155068 | -0.511816081550684 |
| 15 | 3.63 | 3.94917828131463 | -0.319178281314628 |
| 16 | 3.48 | 4.26484402774529 | -0.784844027745285 |
| 17 | 3.41 | 4.24873617929833 | -0.838736179298328 |
| 18 | 3.43 | 3.8746494302914 | -0.444649430291396 |
| 19 | 3.5 | 4.26845026247222 | -0.768450262472215 |
| 20 | 3.62 | 4.30763801317153 | -0.687638013171528 |
| 21 | 3.58 | 4.21652048240442 | -0.636520482404415 |
| 22 | 3.52 | 4.09727432076724 | -0.577274320767244 |
| 23 | 3.45 | 4.25065950448602 | -0.800659504486024 |
| 24 | 3.36 | 4.17564982216587 | -0.815649822165869 |
| 25 | 3.27 | 4.21531840416210 | -0.945318404162105 |
| 26 | 3.21 | 4.14655952870196 | -0.936559528701962 |
| 27 | 3.19 | 3.95663116641695 | -0.766631166416951 |
| 28 | 3.16 | 4.02635170447094 | -0.866351704470942 |
| 29 | 3.12 | 3.82632588495053 | -0.706325884950526 |
| 30 | 3.06 | 3.86695612954061 | -0.80695612954061 |
| 31 | 3.01 | 4.21051009119286 | -1.20051009119286 |
| 32 | 2.98 | 4.01841798807170 | -1.03841798807170 |
| 33 | 2.97 | 3.95927573855003 | -0.989275738550033 |
| 34 | 3.02 | 4.06818402730334 | -1.04818402730334 |
| 35 | 3.07 | 4.13165375849732 | -1.06165375849732 |
| 36 | 3.18 | 3.83329793875592 | -0.653297938755925 |
| 37 | 3.29 | 3.83353835440439 | -0.543538354404387 |
| 38 | 3.43 | 3.99966556749166 | -0.569665567491656 |
| 39 | 3.61 | 3.74434414882497 | -0.134344148824971 |
| 40 | 3.74 | 4.03236209568249 | -0.292362095682493 |
| 41 | 3.87 | 3.92056881914765 | -0.0505688191476452 |
| 42 | 3.88 | 3.87032194861908 | 0.00967805138092084 |
| 43 | 4.09 | 4.10088055549417 | -0.0108805554941746 |
| 44 | 4.19 | 4.07395400286643 | 0.116045997133574 |
| 45 | 4.2 | 4.00663762129706 | 0.193362378702945 |
| 46 | 4.29 | 3.93739791453999 | 0.352602085460012 |
| 47 | 4.37 | 4.21459715721672 | 0.155402842783281 |
| 48 | 4.47 | 4.0994380616034 | 0.370561938396598 |
| 49 | 4.61 | 4.07275192462412 | 0.537248075375884 |
| 50 | 4.65 | 4.19704681487899 | 0.452953185121010 |
| 51 | 4.69 | 3.98139397820854 | 0.708606021791459 |
| 52 | 4.82 | 4.20041263395746 | 0.619587366042542 |
| 53 | 4.86 | 4.22060754842827 | 0.63939245157173 |
| 54 | 4.87 | 3.98451938163855 | 0.885480618361452 |
| 55 | 5.01 | 4.17757314735356 | 0.832426852646435 |
| 56 | 5.03 | 4.11073759708112 | 0.919262402918882 |
| 57 | 5.13 | 4.29561723074843 | 0.834382769251574 |
| 58 | 5.18 | 3.85132911239058 | 1.32867088760942 |
| 59 | 5.21 | 4.19007476107359 | 1.01992523892641 |
| 60 | 5.26 | 4.29056850213072 | 0.969431497869277 |
| 61 | 5.25 | 4.07275192462412 | 1.17724807537588 |
| 62 | 5.2 | 4.04798911283253 | 1.15201088716747 |
| 63 | 5.16 | 4.15088701037428 | 1.00911298962572 |
| 64 | 5.19 | 4.11266092226881 | 1.07733907773119 |
| 65 | 5.39 | 4.22469461445212 | 1.16530538554788 |
| 66 | 5.58 | 4.05712490747408 | 1.52287509252592 |
| 67 | 5.76 | 4.26099737736989 | 1.49900262263011 |
| 68 | 5.89 | 4.29104933342765 | 1.59895066657235 |
| 69 | 5.98 | 4.14391495656888 | 1.83608504343112 |
| 70 | 6.02 | 4.24344703503216 | 1.77655296496784 |
| 71 | 5.62 | 4.22349253620981 | 1.39650746379019 |
| 72 | 4.87 | 4.06097155784948 | 0.809028442150524 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0176930363770394 | 0.0353860727540789 | 0.98230696362296 |
| 6 | 0.00356759214362445 | 0.0071351842872489 | 0.996432407856376 |
| 7 | 0.00194429412344306 | 0.00388858824688611 | 0.998055705876557 |
| 8 | 0.00195776915964717 | 0.00391553831929435 | 0.998042230840353 |
| 9 | 0.000708187536073354 | 0.00141637507214671 | 0.999291812463927 |
| 10 | 0.000240715686850729 | 0.000481431373701458 | 0.99975928431315 |
| 11 | 0.000134659429859371 | 0.000269318859718742 | 0.99986534057014 |
| 12 | 5.20234986537778e-05 | 0.000104046997307556 | 0.999947976501346 |
| 13 | 2.52990842040531e-05 | 5.05981684081061e-05 | 0.999974700915796 |
| 14 | 7.02630076004432e-06 | 1.40526015200886e-05 | 0.99999297369924 |
| 15 | 1.81111026660676e-06 | 3.62222053321353e-06 | 0.999998188889733 |
| 16 | 9.17608129057805e-07 | 1.83521625811561e-06 | 0.99999908239187 |
| 17 | 6.11638068401631e-07 | 1.22327613680326e-06 | 0.999999388361932 |
| 18 | 1.55291801321844e-07 | 3.10583602643689e-07 | 0.999999844708199 |
| 19 | 7.19418306917439e-08 | 1.43883661383488e-07 | 0.99999992805817 |
| 20 | 2.69940392075777e-08 | 5.39880784151553e-08 | 0.99999997300596 |
| 21 | 9.21388219769308e-09 | 1.84277643953862e-08 | 0.999999990786118 |
| 22 | 2.69106547109863e-09 | 5.38213094219726e-09 | 0.999999997308935 |
| 23 | 1.86764659327223e-09 | 3.73529318654446e-09 | 0.999999998132353 |
| 24 | 1.51815449442456e-09 | 3.03630898884912e-09 | 0.999999998481846 |
| 25 | 3.29231936680435e-09 | 6.58463873360871e-09 | 0.99999999670768 |
| 26 | 6.41058397086951e-09 | 1.28211679417390e-08 | 0.999999993589416 |
| 27 | 3.34603448203515e-09 | 6.6920689640703e-09 | 0.999999996653965 |
| 28 | 2.96661950766719e-09 | 5.93323901533438e-09 | 0.99999999703338 |
| 29 | 9.68561963087527e-10 | 1.93712392617505e-09 | 0.999999999031438 |
| 30 | 4.26640623129398e-10 | 8.53281246258796e-10 | 0.99999999957336 |
| 31 | 1.48594287055889e-08 | 2.97188574111778e-08 | 0.999999985140571 |
| 32 | 4.14501654468861e-08 | 8.29003308937723e-08 | 0.999999958549834 |
| 33 | 6.87848371831897e-08 | 1.37569674366379e-07 | 0.999999931215163 |
| 34 | 4.12373247227694e-07 | 8.24746494455389e-07 | 0.999999587626753 |
| 35 | 8.54757958023726e-06 | 1.70951591604745e-05 | 0.99999145242042 |
| 36 | 6.75692434428835e-06 | 1.35138486885767e-05 | 0.999993243075656 |
| 37 | 6.2217921691828e-06 | 1.24435843383656e-05 | 0.99999377820783 |
| 38 | 1.54814742884605e-05 | 3.0962948576921e-05 | 0.999984518525711 |
| 39 | 3.55336859995537e-05 | 7.10673719991074e-05 | 0.999964466314 |
| 40 | 0.000117788016928198 | 0.000235576033856395 | 0.999882211983072 |
| 41 | 0.000358724143286684 | 0.000717448286573369 | 0.999641275856713 |
| 42 | 0.000909426331443361 | 0.00181885266288672 | 0.999090573668557 |
| 43 | 0.00429960581167416 | 0.00859921162334832 | 0.995700394188326 |
| 44 | 0.0168600337562273 | 0.0337200675124547 | 0.983139966243773 |
| 45 | 0.0470367834138312 | 0.0940735668276624 | 0.952963216586169 |
| 46 | 0.104072274091047 | 0.208144548182094 | 0.895927725908953 |
| 47 | 0.271234614327616 | 0.542469228655232 | 0.728765385672384 |
| 48 | 0.461979172144362 | 0.923958344288725 | 0.538020827855638 |
| 49 | 0.631677709244029 | 0.736644581511942 | 0.368322290755971 |
| 50 | 0.802532421682072 | 0.394935156635855 | 0.197467578317928 |
| 51 | 0.868752037328291 | 0.262495925343417 | 0.131247962671709 |
| 52 | 0.931821733800724 | 0.136356532398552 | 0.0681782661992761 |
| 53 | 0.968614098691346 | 0.0627718026173082 | 0.0313859013086541 |
| 54 | 0.975434898537601 | 0.0491302029247971 | 0.0245651014623985 |
| 55 | 0.983682184177218 | 0.0326356316455642 | 0.0163178158227821 |
| 56 | 0.986550044393423 | 0.0268999112131546 | 0.0134499556065773 |
| 57 | 0.992158299901714 | 0.0156834001965727 | 0.00784170009828635 |
| 58 | 0.992515418602058 | 0.0149691627958848 | 0.0074845813979424 |
| 59 | 0.992068081292068 | 0.0158638374158635 | 0.00793191870793176 |
| 60 | 0.996049677412279 | 0.00790064517544259 | 0.00395032258772129 |
| 61 | 0.992883986200957 | 0.0142320275980860 | 0.00711601379904299 |
| 62 | 0.986524511761123 | 0.0269509764777543 | 0.0134754882388771 |
| 63 | 0.982238914750448 | 0.0355221704991046 | 0.0177610852495523 |
| 64 | 0.970265849121553 | 0.0594683017568946 | 0.0297341508784473 |
| 65 | 0.961562050518156 | 0.0768758989636878 | 0.0384379494818439 |
| 66 | 0.942522786379072 | 0.114954427241855 | 0.0574772136209276 |
| 67 | 0.878056178473347 | 0.243887643053306 | 0.121943821526653 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 39 | 0.619047619047619 | NOK |
| 5% type I error level | 50 | 0.793650793650794 | NOK |
| 10% type I error level | 54 | 0.857142857142857 | NOK |
