| Multiple Linear Regression - Estimated Regression Equation |
| Lening[t] = + 5.85609938889937 -0.713759017025211Huis[t] + 0.278307172748344M1[t] + 0.00403509569409054M2[t] + 0.454093484600688M3[t] + 0.0033965967433896M4[t] + 0.0252548786472126M5[t] + 0.472496329254219M6[t] -0.208555710530405M7[t] -0.114017884567279M8[t] -0.00425688645510566M9[t] + 0.167275517466104M10[t] -0.401364442840238M11[t] + 0.0392000670189696t + 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) | 5.85609938889937 | 0.430642 | 13.5985 | 0 | 0 |
| Huis | -0.713759017025211 | 0.090282 | -7.9059 | 0 | 0 |
| M1 | 0.278307172748344 | 0.247509 | 1.1244 | 0.265713 | 0.132856 |
| M2 | 0.00403509569409054 | 0.248528 | 0.0162 | 0.987105 | 0.493552 |
| M3 | 0.454093484600688 | 0.250584 | 1.8121 | 0.075424 | 0.037712 |
| M4 | 0.0033965967433896 | 0.247385 | 0.0137 | 0.989095 | 0.494548 |
| M5 | 0.0252548786472126 | 0.2473 | 0.1021 | 0.919031 | 0.459515 |
| M6 | 0.472496329254219 | 0.252072 | 1.8745 | 0.066183 | 0.033092 |
| M7 | -0.208555710530405 | 0.2507 | -0.8319 | 0.409067 | 0.204534 |
| M8 | -0.114017884567279 | 0.249089 | -0.4577 | 0.648942 | 0.324471 |
| M9 | -0.00425688645510566 | 0.247824 | -0.0172 | 0.986358 | 0.493179 |
| M10 | 0.167275517466104 | 0.259224 | 0.6453 | 0.521421 | 0.26071 |
| M11 | -0.401364442840238 | 0.262795 | -1.5273 | 0.132419 | 0.06621 |
| t | 0.0392000670189696 | 0.002656 | 14.7586 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.897974932485947 |
| R-squared | 0.806358979373141 |
| Adjusted R-squared | 0.76058928358861 |
| F-TEST (value) | 17.6177482841318 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 55 |
| p-value | 4.21884749357559e-15 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.408143365740899 |
| Sum Squared Residuals | 9.161955384907 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 4.24 | 3.78037264458115 | 0.459627355418851 |
| 2 | 4.15 | 3.66449839038908 | 0.485501609610922 |
| 3 | 3.93 | 3.64270539012459 | 0.287294609875407 |
| 4 | 3.7 | 3.04420370682566 | 0.65579629317434 |
| 5 | 3.7 | 3.57991180207022 | 0.120088197929781 |
| 6 | 3.65 | 3.60526499469791 | 0.0447350053020923 |
| 7 | 3.55 | 3.21251491887405 | 0.337485081125947 |
| 8 | 3.43 | 3.40692232830329 | 0.0230776716967094 |
| 9 | 3.47 | 3.38600874738243 | 0.0839912526175666 |
| 10 | 3.58 | 3.74591685288088 | -0.165916852880882 |
| 11 | 3.67 | 3.57121519105504 | 0.0987848089449601 |
| 12 | 3.72 | 3.1809642050969 | 0.539035794903099 |
| 13 | 3.8 | 3.20797152493495 | 0.592028475065046 |
| 14 | 3.76 | 3.61956518432451 | 0.140434815675489 |
| 15 | 3.63 | 3.15095903940224 | 0.479040960597756 |
| 16 | 3.48 | 3.67662780791802 | -0.196627807918019 |
| 17 | 3.41 | 3.68986430270012 | -0.279864302700122 |
| 18 | 3.43 | 3.06569678983487 | 0.364303210165131 |
| 19 | 3.5 | 3.59298208695651 | -0.0929820869565105 |
| 20 | 3.62 | 3.84306269971372 | -0.223062699713716 |
| 21 | 3.58 | 3.72150909739230 | -0.141509097392304 |
| 22 | 3.52 | 3.57821709588798 | -0.0582170958879783 |
| 23 | 3.45 | 3.50415545546269 | -0.0541554554626907 |
| 24 | 3.36 | 3.72202715201003 | -0.362027152010033 |
| 25 | 3.27 | 4.15730462958651 | -0.887304629586506 |
| 26 | 3.21 | 3.71809754068201 | -0.508097540682012 |
| 27 | 3.19 | 3.64348637315766 | -0.453486373157661 |
| 28 | 3.16 | 3.43897966725664 | -0.278979667256644 |
| 29 | 3.12 | 2.90619051401446 | 0.213809485985539 |
| 30 | 3.06 | 3.5132573055177 | -0.453257305517697 |
| 31 | 3.01 | 3.89136696808107 | -0.88136696808107 |
| 32 | 2.98 | 3.45481140646002 | -0.474811406460021 |
| 33 | 2.97 | 3.42818775340296 | -0.458187753402963 |
| 34 | 3.02 | 3.96225305905556 | -0.942253059055563 |
| 35 | 3.07 | 3.62124554626285 | -0.551245546262847 |
| 36 | 3.18 | 3.17603511599377 | 0.00396488400623347 |
| 37 | 3.29 | 3.49425611477811 | -0.204256114778105 |
| 38 | 3.43 | 3.75239158550724 | -0.322391585507242 |
| 39 | 3.61 | 3.48363796535203 | 0.126362034647966 |
| 40 | 3.74 | 3.92722444690991 | -0.187224446909910 |
| 41 | 3.87 | 3.65638485291598 | 0.213615147084021 |
| 42 | 3.88 | 3.99365073598369 | -0.113650735983685 |
| 43 | 4.09 | 4.03629366054521 | 0.0537063394547908 |
| 44 | 4.19 | 4.09009054362048 | 0.0999094563795195 |
| 45 | 4.2 | 4.03919908398457 | 0.160800916015435 |
| 46 | 4.29 | 4.04436895802148 | 0.245631041978517 |
| 47 | 4.37 | 4.33789321136418 | 0.0321067886358206 |
| 48 | 4.47 | 4.43656715206831 | 0.0334328479316890 |
| 49 | 4.61 | 4.67484714094583 | -0.0648471409458255 |
| 50 | 4.65 | 4.80878854271258 | -0.158788542712576 |
| 51 | 4.69 | 4.65780516036653 | 0.0321948396334716 |
| 52 | 4.82 | 4.89654280403817 | -0.0765428040381673 |
| 53 | 4.86 | 5.01755691039108 | -0.157556910391077 |
| 54 | 4.87 | 4.8030870732983 | 0.0669129267017037 |
| 55 | 5.01 | 4.73438359120389 | 0.275616408796113 |
| 56 | 5.03 | 4.66969647745297 | 0.360303522547026 |
| 57 | 5.13 | 5.3675382266765 | -0.237538226676504 |
| 58 | 5.18 | 4.25924403415409 | 0.920755965845907 |
| 59 | 5.21 | 4.73549059585524 | 0.474509404144757 |
| 60 | 5.26 | 5.47440637483099 | -0.214406374830989 |
| 61 | 5.25 | 5.14524794517346 | 0.104752054826539 |
| 62 | 5.2 | 4.83665875638458 | 0.363341243615420 |
| 63 | 5.16 | 5.63140607159694 | -0.471406071596938 |
| 64 | 5.19 | 5.1064215670516 | 0.0835784329484001 |
| 65 | 5.39 | 5.50009161790814 | -0.110091617908142 |
| 66 | 5.58 | 5.48904310066755 | 0.0909568993324552 |
| 67 | 5.76 | 5.45245877433927 | 0.307541225660729 |
| 68 | 5.89 | 5.67541654444952 | 0.214583455550482 |
| 69 | 5.98 | 5.38755709116123 | 0.592442908838769 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.00491545373388572 | 0.00983090746777144 | 0.995084546266114 |
| 18 | 0.0047440583480091 | 0.0094881166960182 | 0.99525594165199 |
| 19 | 0.0056959265459691 | 0.0113918530919382 | 0.99430407345403 |
| 20 | 0.0240644690316944 | 0.0481289380633888 | 0.975935530968306 |
| 21 | 0.0254592197007167 | 0.0509184394014334 | 0.974540780299283 |
| 22 | 0.0243200850625037 | 0.0486401701250073 | 0.975679914937496 |
| 23 | 0.0210948974623953 | 0.0421897949247906 | 0.978905102537605 |
| 24 | 0.0482331242996776 | 0.0964662485993552 | 0.951766875700322 |
| 25 | 0.234226395882883 | 0.468452791765766 | 0.765773604117117 |
| 26 | 0.352853021618478 | 0.705706043236956 | 0.647146978381522 |
| 27 | 0.385221063314622 | 0.770442126629244 | 0.614778936685378 |
| 28 | 0.377957174507464 | 0.755914349014928 | 0.622042825492536 |
| 29 | 0.339332349861773 | 0.678664699723546 | 0.660667650138227 |
| 30 | 0.268232339658710 | 0.536464679317421 | 0.73176766034129 |
| 31 | 0.210222810665975 | 0.420445621331949 | 0.789777189334026 |
| 32 | 0.178091631555992 | 0.356183263111983 | 0.821908368444008 |
| 33 | 0.178015215750953 | 0.356030431501907 | 0.821984784249047 |
| 34 | 0.308981903345176 | 0.617963806690352 | 0.691018096654824 |
| 35 | 0.494601699520537 | 0.989203399041074 | 0.505398300479463 |
| 36 | 0.516224340675351 | 0.967551318649297 | 0.483775659324649 |
| 37 | 0.648734327802596 | 0.702531344394809 | 0.351265672197404 |
| 38 | 0.820709258270293 | 0.358581483459414 | 0.179290741729707 |
| 39 | 0.930382649842197 | 0.139234700315606 | 0.0696173501578028 |
| 40 | 0.982562052057468 | 0.0348758958850641 | 0.0174379479425321 |
| 41 | 0.9943046541866 | 0.0113906916268002 | 0.0056953458134001 |
| 42 | 0.996757726385094 | 0.0064845472298114 | 0.0032422736149057 |
| 43 | 0.998282293824407 | 0.00343541235118524 | 0.00171770617559262 |
| 44 | 0.998667146056445 | 0.00266570788710969 | 0.00133285394355484 |
| 45 | 0.999224777817489 | 0.00155044436502294 | 0.000775222182511468 |
| 46 | 0.999418486148183 | 0.00116302770363367 | 0.000581513851816834 |
| 47 | 0.999148842747714 | 0.00170231450457125 | 0.000851157252285625 |
| 48 | 0.99767342646437 | 0.00465314707125798 | 0.00232657353562899 |
| 49 | 0.992827967391555 | 0.0143440652168904 | 0.0071720326084452 |
| 50 | 0.97944403044171 | 0.041111939116581 | 0.0205559695582905 |
| 51 | 0.96712016808991 | 0.065759663820181 | 0.0328798319100905 |
| 52 | 0.969222676427189 | 0.0615546471456222 | 0.0307773235728111 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 9 | 0.25 | NOK |
| 5% type I error level | 17 | 0.472222222222222 | NOK |
| 10% type I error level | 21 | 0.583333333333333 | NOK |
