Multiple Linear Regression - Estimated Regression Equation |
Lening[t] = + 5.81626032635842 -0.720281686285502Huis[t] + 0.344800910424701M1[t] + 0.0683670175317298M2[t] + 0.523080867088162M3[t] + 0.06870129434296M4[t] + 0.090616555068113M5[t] + 0.542015569238084M6[t] -0.145692405505592M7[t] -0.0503724973217004M8[t] + 0.0603553919736134M9[t] + 0.254510041466049M10[t] -0.287003756254083M11[t] + 0.0393050678176038t + 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) | 5.81626032635842 | 0.414094 | 14.0457 | 0 | 0 |
Huis | -0.720281686285502 | 0.086582 | -8.3191 | 0 | 0 |
M1 | 0.344800910424701 | 0.233715 | 1.4753 | 0.145539 | 0.07277 |
M2 | 0.0683670175317298 | 0.234453 | 0.2916 | 0.771631 | 0.385816 |
M3 | 0.523080867088162 | 0.236629 | 2.2105 | 0.031025 | 0.015513 |
M4 | 0.06870129434296 | 0.233125 | 0.2947 | 0.769278 | 0.384639 |
M5 | 0.090616555068113 | 0.23291 | 0.3891 | 0.698654 | 0.349327 |
M6 | 0.542015569238084 | 0.23781 | 2.2792 | 0.026352 | 0.013176 |
M7 | -0.145692405505592 | 0.235709 | -0.6181 | 0.538928 | 0.269464 |
M8 | -0.0503724973217004 | 0.234059 | -0.2152 | 0.830356 | 0.415178 |
M9 | 0.0603553919736134 | 0.232779 | 0.2593 | 0.796336 | 0.398168 |
M10 | 0.254510041466049 | 0.232423 | 1.095 | 0.278031 | 0.139015 |
M11 | -0.287003756254083 | 0.237392 | -1.209 | 0.231574 | 0.115787 |
t | 0.0393050678176038 | 0.002436 | 16.1371 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.908800495395926 |
R-squared | 0.82591834043188 |
Adjusted R-squared | 0.786900037425232 |
F-TEST (value) | 21.167459289328 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 58 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.402271431608897 |
Sum Squared Residuals | 9.38569367194293 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 4.24 | 3.78526181048541 | 0.454738189514593 |
2 | 4.15 | 3.66842002701975 | 0.481579972980247 |
3 | 3.93 | 3.64671725701337 | 0.283282742986631 |
4 | 3.7 | 3.04292895027897 | 0.657071049721031 |
5 | 3.7 | 3.58313660020158 | 0.116863399798416 |
6 | 3.65 | 3.60853871284873 | 0.0414612871512739 |
7 | 3.55 | 3.21151411443629 | 0.338485885563707 |
8 | 3.43 | 3.40736303377206 | 0.0226369662279445 |
9 | 3.47 | 3.38596894954902 | 0.0840310504509767 |
10 | 3.58 | 3.76996753929273 | -0.189967539292733 |
11 | 3.67 | 3.6257388074741 | 0.0442611925259010 |
12 | 3.72 | 3.11363974870946 | 0.606360251290538 |
13 | 3.8 | 3.20459108063357 | 0.595408919366432 |
14 | 3.76 | 3.62003746333286 | 0.139962536667135 |
15 | 3.63 | 3.14743835771176 | 0.482561642288243 |
16 | 3.48 | 3.67809370687702 | -0.198093706877023 |
17 | 3.41 | 3.69105516243865 | -0.281055162438651 |
18 | 3.43 | 3.06100094056599 | 0.368999059434015 |
19 | 3.5 | 3.59241943577556 | -0.0924194357755647 |
20 | 3.62 | 3.8444503266416 | -0.224450326641597 |
21 | 3.58 | 3.72149652465231 | -0.141496524652309 |
22 | 3.52 | 3.59769652556474 | -0.0776965255647397 |
23 | 3.45 | 3.55502751151236 | -0.105027511512361 |
24 | 3.36 | 3.65660844946297 | -0.296608449462972 |
25 | 3.27 | 4.15956090594238 | -0.889560905942384 |
26 | 3.21 | 3.71643151858936 | -0.506431518589363 |
27 | 3.19 | 3.64142790379785 | -0.451427903797852 |
28 | 3.16 | 3.43523508789305 | -0.27523508789305 |
29 | 3.12 | 2.89718105344627 | 0.222818946553732 |
30 | 3.06 | 3.50961274041609 | -0.449612740416095 |
31 | 3.01 | 3.89049236319200 | -0.880492363192005 |
32 | 2.98 | 3.44961227185138 | -0.469612271851384 |
33 | 2.97 | 3.42245593413807 | -0.452455934138067 |
34 | 3.02 | 3.98220325533544 | -0.96220325533544 |
35 | 3.07 | 3.67014889061228 | -0.600148890612283 |
36 | 3.18 | 3.10258814200366 | 0.0774118579963379 |
37 | 3.29 | 3.48741440193225 | -0.197414401932252 |
38 | 3.43 | 3.74800022208017 | -0.318000222080167 |
39 | 3.61 | 3.477079988619 | 0.132920011381001 |
40 | 3.74 | 3.92490294386143 | -0.184902943861433 |
41 | 3.87 | 3.65119228828143 | 0.218807711718569 |
42 | 3.88 | 3.99135749783534 | -0.111357497835337 |
43 | 4.09 | 4.03370472805706 | 0.0562952719429393 |
44 | 4.19 | 4.08765815519458 | 0.102341844805421 |
45 | 4.2 | 4.03601224014756 | 0.163987759852444 |
46 | 4.29 | 4.06203083180737 | 0.227969168192629 |
47 | 4.37 | 4.39030688619203 | -0.020306886192026 |
48 | 4.47 | 4.37160078253296 | 0.0983992174670415 |
49 | 4.61 | 4.67575549359757 | -0.0657554935975716 |
50 | 4.65 | 4.81101230033181 | -0.161012300331809 |
51 | 4.69 | 4.65893854510775 | 0.0310614548922505 |
52 | 4.82 | 4.90004065638624 | -0.0800406563862439 |
53 | 4.86 | 5.02176464657698 | -0.161764646576982 |
54 | 4.87 | 4.8051521126322 | 0.0648478873678043 |
55 | 5.01 | 4.73513539979338 | 0.274864600206619 |
56 | 5.03 | 4.66952206700751 | 0.360477932992494 |
57 | 5.13 | 5.37345164087398 | -0.243451640873975 |
58 | 5.18 | 4.27583080192841 | 0.904169198071592 |
59 | 5.21 | 4.78849896800215 | 0.421501031997849 |
60 | 5.26 | 5.41588553694118 | -0.155885536941177 |
61 | 5.25 | 5.14741630740882 | 0.102583692591183 |
62 | 5.2 | 4.83609846864604 | 0.363901531353957 |
63 | 5.16 | 5.63839794775027 | -0.478397947750274 |
64 | 5.19 | 5.10879865470328 | 0.0812013452967193 |
65 | 5.39 | 5.50567024905508 | -0.115670249055083 |
66 | 5.58 | 5.49433799570166 | 0.0856620042983383 |
67 | 5.76 | 5.45673395874570 | 0.303266041254305 |
68 | 5.89 | 5.68139414553288 | 0.208605854467122 |
69 | 5.98 | 5.39061471063907 | 0.589385289360931 |
70 | 6.02 | 5.92227104607131 | 0.0977289539286929 |
71 | 5.62 | 5.36027893620708 | 0.259721063792920 |
72 | 4.87 | 5.19967734034977 | -0.329677340349768 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.00473135448570717 | 0.00946270897141433 | 0.995268645514293 |
18 | 0.00423755700016801 | 0.00847511400033601 | 0.995762442999832 |
19 | 0.00465939269916059 | 0.00931878539832118 | 0.99534060730084 |
20 | 0.0177840230557236 | 0.0355680461114472 | 0.982215976944276 |
21 | 0.0154548861630617 | 0.0309097723261234 | 0.984545113836938 |
22 | 0.0111306906367309 | 0.0222613812734617 | 0.98886930936327 |
23 | 0.00653611118463468 | 0.0130722223692694 | 0.993463888815365 |
24 | 0.0151353194117487 | 0.0302706388234973 | 0.984864680588251 |
25 | 0.0788371699095617 | 0.157674339819123 | 0.921162830090438 |
26 | 0.102808095244982 | 0.205616190489964 | 0.897191904755018 |
27 | 0.0809845795338705 | 0.161969159067741 | 0.91901542046613 |
28 | 0.0546238430742144 | 0.109247686148429 | 0.945376156925786 |
29 | 0.036215655634078 | 0.072431311268156 | 0.963784344365922 |
30 | 0.0208898570995996 | 0.0417797141991992 | 0.9791101429004 |
31 | 0.0153044671067144 | 0.0306089342134288 | 0.984695532893286 |
32 | 0.0116454581785980 | 0.0232909163571960 | 0.988354541821402 |
33 | 0.0104331645350244 | 0.0208663290700488 | 0.989566835464976 |
34 | 0.0290155662860652 | 0.0580311325721304 | 0.970984433713935 |
35 | 0.0493302624156953 | 0.0986605248313906 | 0.950669737584305 |
36 | 0.0347924869189832 | 0.0695849738379663 | 0.965207513081017 |
37 | 0.0383376645716353 | 0.0766753291432707 | 0.961662335428365 |
38 | 0.0845925869623556 | 0.169185173924711 | 0.915407413037644 |
39 | 0.241990604832792 | 0.483981209665583 | 0.758009395167208 |
40 | 0.555124764012402 | 0.889750471975197 | 0.444875235987599 |
41 | 0.77717625062882 | 0.445647498742361 | 0.222823749371180 |
42 | 0.860230155180486 | 0.279539689639029 | 0.139769844819514 |
43 | 0.929781850529812 | 0.140436298940377 | 0.0702181494701884 |
44 | 0.95743436854226 | 0.0851312629154817 | 0.0425656314577408 |
45 | 0.967674848863916 | 0.0646503022721676 | 0.0323251511360838 |
46 | 0.98403446788769 | 0.0319310642246187 | 0.0159655321123093 |
47 | 0.984896862406333 | 0.0302062751873347 | 0.0151031375936674 |
48 | 0.979994407428888 | 0.0400111851422249 | 0.0200055925711125 |
49 | 0.96488158300279 | 0.0702368339944195 | 0.0351184169972097 |
50 | 0.945938959128318 | 0.108122081743364 | 0.0540610408716822 |
51 | 0.918859989107524 | 0.162280021784953 | 0.0811400108924765 |
52 | 0.855349070536841 | 0.289301858926317 | 0.144650929463159 |
53 | 0.754666077426988 | 0.490667845146025 | 0.245333922573012 |
54 | 0.630613434232626 | 0.738773131534749 | 0.369386565767374 |
55 | 0.497317882110341 | 0.994635764220681 | 0.502682117889659 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 3 | 0.0769230769230769 | NOK |
5% type I error level | 15 | 0.384615384615385 | NOK |
10% type I error level | 23 | 0.58974358974359 | NOK |