| Multiple Linear Regression - Estimated Regression Equation |
| Rente[t] = + 5.65536394245622 -0.504266519015653Woonhuis[t] + 1.48949454760005dummy[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) | 5.65536394245622 | 0.374536 | 15.0996 | 0 | 0 |
| Woonhuis | -0.504266519015653 | 0.08425 | -5.9853 | 0 | 0 |
| dummy | 1.48949454760005 | 0.110501 | 13.4795 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.856681932753487 |
| R-squared | 0.73390393390625 |
| Adjusted R-squared | 0.726191004454257 |
| F-TEST (value) | 95.1524240529174 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 69 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.455985844110793 |
| Sum Squared Residuals | 14.3466932120308 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 4.24 | 3.9645583041967 | 0.275441695803297 |
| 2 | 4.15 | 4.04877081287235 | 0.101229187127649 |
| 3 | 3.93 | 3.68771598525715 | 0.242284014742850 |
| 4 | 3.7 | 3.55559815727504 | 0.144401842724957 |
| 5 | 3.7 | 3.89093539242045 | -0.190935392420452 |
| 6 | 3.65 | 3.56517922113634 | 0.0848207788636594 |
| 7 | 3.55 | 3.7411682362728 | -0.191168236272804 |
| 8 | 3.43 | 3.78403089038913 | -0.354030890389134 |
| 9 | 3.47 | 3.66401545886341 | -0.194015458863408 |
| 10 | 3.58 | 3.76940716133768 | -0.189407161337680 |
| 11 | 3.67 | 4.02002762128846 | -0.350027621288459 |
| 12 | 3.72 | 3.43306139315424 | 0.286938606845761 |
| 13 | 3.8 | 3.22782491991487 | 0.572175080085131 |
| 14 | 3.76 | 3.68469038614305 | 0.0753096138569496 |
| 15 | 3.63 | 3.00796471762404 | 0.622035282375956 |
| 16 | 3.48 | 3.67006665709160 | -0.190066657091596 |
| 17 | 3.41 | 3.63628080031755 | -0.226280800317548 |
| 18 | 3.43 | 2.85164209672919 | 0.578357903270808 |
| 19 | 3.5 | 3.67763065487683 | -0.177630654876831 |
| 20 | 3.62 | 3.75982609747638 | -0.139826097476382 |
| 21 | 3.58 | 3.56870908676945 | 0.0112909132305501 |
| 22 | 3.52 | 3.31859289333769 | 0.201407106662314 |
| 23 | 3.45 | 3.64031493246967 | -0.190314932469673 |
| 24 | 3.36 | 3.48298377853679 | -0.122983778536789 |
| 25 | 3.27 | 3.56618775417437 | -0.296187754174372 |
| 26 | 3.21 | 3.42196752973589 | -0.211967529735895 |
| 27 | 3.19 | 3.02359697971353 | 0.166403020286471 |
| 28 | 3.16 | 3.16983427022807 | -0.00983427022806826 |
| 29 | 3.12 | 2.75028452640705 | 0.369715473592955 |
| 30 | 3.06 | 2.83550556812069 | 0.224494431879309 |
| 31 | 3.01 | 3.55610242379406 | -0.546102423794059 |
| 32 | 2.98 | 3.15319347510055 | -0.173193475100552 |
| 33 | 2.97 | 3.0291439114227 | -0.059143911422701 |
| 34 | 3.02 | 3.25757664453679 | -0.237576644536792 |
| 35 | 3.07 | 3.39070300555692 | -0.320703005556925 |
| 36 | 3.18 | 2.7649082554585 | 0.415091744541501 |
| 37 | 3.29 | 4.25490706957756 | -0.964907069577562 |
| 38 | 3.43 | 4.60335523421738 | -1.17335523421738 |
| 39 | 3.61 | 4.06782419102275 | -0.457824191022754 |
| 40 | 3.74 | 4.67193548080351 | -0.931935480803506 |
| 41 | 3.87 | 4.43745154946123 | -0.567451549461228 |
| 42 | 3.88 | 4.33205984698696 | -0.452059846986957 |
| 43 | 4.09 | 4.81565143872297 | -0.725651438722968 |
| 44 | 4.19 | 4.75917358859321 | -0.569173588593214 |
| 45 | 4.2 | 4.61797896326883 | -0.417978963268832 |
| 46 | 4.29 | 4.47275020579232 | -0.182750205792324 |
| 47 | 4.37 | 5.05416950221737 | -0.684169502217371 |
| 48 | 4.47 | 4.81262583960887 | -0.342625839608874 |
| 49 | 4.61 | 4.75665225599814 | -0.146652255998136 |
| 50 | 4.65 | 5.01735804632923 | -0.367358046329228 |
| 51 | 4.69 | 4.56503097877219 | 0.124969021227812 |
| 52 | 4.82 | 5.02441777759545 | -0.204417777595448 |
| 53 | 4.86 | 5.06677616519276 | -0.206776165192762 |
| 54 | 4.87 | 4.57158644351939 | 0.298413556480608 |
| 55 | 5.01 | 4.97651245828896 | 0.0334875417110387 |
| 56 | 5.03 | 4.83632636600261 | 0.193673633997391 |
| 57 | 5.13 | 5.22410731912565 | -0.0941073191256464 |
| 58 | 5.18 | 4.29222279198472 | 0.88777720801528 |
| 59 | 5.21 | 5.00273431727777 | 0.207265682722225 |
| 60 | 5.26 | 5.21351772222632 | 0.046482277773682 |
| 61 | 5.25 | 4.75665225599814 | 0.493347744001864 |
| 62 | 5.2 | 4.70471280453952 | 0.495287195460476 |
| 63 | 5.16 | 4.92053887467822 | 0.239461125321776 |
| 64 | 5.19 | 4.84036049815473 | 0.349639501845266 |
| 65 | 5.39 | 5.07534869601603 | 0.314651303983971 |
| 66 | 5.58 | 4.72387493226212 | 0.856125067737881 |
| 67 | 5.76 | 5.15149294038739 | 0.608507059612607 |
| 68 | 5.89 | 5.21452625526435 | 0.67547374473565 |
| 69 | 5.98 | 4.90591514562677 | 1.07408485437323 |
| 70 | 6.02 | 5.11468148449925 | 0.90531851550075 |
| 71 | 5.62 | 5.07282736342095 | 0.547172636579049 |
| 72 | 4.87 | 4.73194319656637 | 0.138056803433631 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.105184446118469 | 0.210368892236938 | 0.89481555388153 |
| 7 | 0.0830066975856192 | 0.166013395171238 | 0.916993302414381 |
| 8 | 0.102305929343947 | 0.204611858687895 | 0.897694070656053 |
| 9 | 0.0617286507861995 | 0.123457301572399 | 0.9382713492138 |
| 10 | 0.034951610654606 | 0.069903221309212 | 0.965048389345394 |
| 11 | 0.0279304231676423 | 0.0558608463352845 | 0.972069576832358 |
| 12 | 0.0177604117251215 | 0.0355208234502429 | 0.982239588274879 |
| 13 | 0.0147270892759974 | 0.0294541785519948 | 0.985272910724003 |
| 14 | 0.0069334686927204 | 0.0138669373854408 | 0.99306653130728 |
| 15 | 0.00380086052394477 | 0.00760172104788954 | 0.996199139476055 |
| 16 | 0.00262302855402228 | 0.00524605710804456 | 0.997376971445978 |
| 17 | 0.00214354155817314 | 0.00428708311634627 | 0.997856458441827 |
| 18 | 0.00120663384310876 | 0.00241326768621753 | 0.99879336615689 |
| 19 | 0.000709572125323163 | 0.00141914425064633 | 0.999290427874677 |
| 20 | 0.000329444057754916 | 0.000658888115509833 | 0.999670555942245 |
| 21 | 0.000142811394521020 | 0.000285622789042040 | 0.99985718860548 |
| 22 | 6.141641138261e-05 | 0.00012283282276522 | 0.999938583588617 |
| 23 | 3.74670604932174e-05 | 7.49341209864349e-05 | 0.999962532939507 |
| 24 | 2.56682158928046e-05 | 5.13364317856092e-05 | 0.999974331784107 |
| 25 | 3.09378551804832e-05 | 6.18757103609663e-05 | 0.99996906214482 |
| 26 | 3.38514320610285e-05 | 6.77028641220571e-05 | 0.99996614856794 |
| 27 | 1.97376434716325e-05 | 3.9475286943265e-05 | 0.999980262356528 |
| 28 | 1.32036660320788e-05 | 2.64073320641577e-05 | 0.999986796333968 |
| 29 | 7.47423674924633e-06 | 1.49484734984927e-05 | 0.99999252576325 |
| 30 | 4.52783051385829e-06 | 9.05566102771658e-06 | 0.999995472169486 |
| 31 | 2.0490028715916e-05 | 4.0980057431832e-05 | 0.999979509971284 |
| 32 | 1.94306326009419e-05 | 3.88612652018837e-05 | 0.999980569367399 |
| 33 | 1.32511099494678e-05 | 2.65022198989356e-05 | 0.99998674889005 |
| 34 | 1.19464056112581e-05 | 2.38928112225162e-05 | 0.999988053594389 |
| 35 | 1.90619077862173e-05 | 3.81238155724345e-05 | 0.999980938092214 |
| 36 | 9.086368809662e-06 | 1.8172737619324e-05 | 0.99999091363119 |
| 37 | 6.47184209220595e-06 | 1.29436841844119e-05 | 0.999993528157908 |
| 38 | 1.38984649143397e-05 | 2.77969298286794e-05 | 0.999986101535086 |
| 39 | 1.35923257971883e-05 | 2.71846515943767e-05 | 0.999986407674203 |
| 40 | 2.51681159427953e-05 | 5.03362318855905e-05 | 0.999974831884057 |
| 41 | 3.17892980634681e-05 | 6.35785961269362e-05 | 0.999968210701937 |
| 42 | 3.87052356182561e-05 | 7.74104712365123e-05 | 0.999961294764382 |
| 43 | 9.15220846889517e-05 | 0.000183044169377903 | 0.99990847791531 |
| 44 | 0.000206815444496306 | 0.000413630888992613 | 0.999793184555504 |
| 45 | 0.000437707932892951 | 0.000875415865785902 | 0.999562292067107 |
| 46 | 0.000984956475783232 | 0.00196991295156646 | 0.999015043524217 |
| 47 | 0.00344686109733596 | 0.00689372219467191 | 0.996553138902664 |
| 48 | 0.00855340875681051 | 0.0171068175136210 | 0.99144659124319 |
| 49 | 0.0184857595298137 | 0.0369715190596273 | 0.981514240470186 |
| 50 | 0.0420260999888586 | 0.0840521999777172 | 0.957973900011141 |
| 51 | 0.0754472114885709 | 0.150894422977142 | 0.924552788511429 |
| 52 | 0.123716319459396 | 0.247432638918792 | 0.876283680540604 |
| 53 | 0.202144647160239 | 0.404289294320478 | 0.797855352839761 |
| 54 | 0.264917598846123 | 0.529835197692246 | 0.735082401153877 |
| 55 | 0.323082392793751 | 0.646164785587502 | 0.676917607206249 |
| 56 | 0.367153295301416 | 0.734306590602832 | 0.632846704698584 |
| 57 | 0.452028306316759 | 0.904056612633519 | 0.54797169368324 |
| 58 | 0.573019883496491 | 0.853960233007018 | 0.426980116503509 |
| 59 | 0.575044565476572 | 0.849910869046857 | 0.424955434523428 |
| 60 | 0.70133820240146 | 0.59732359519708 | 0.29866179759854 |
| 61 | 0.647905835360454 | 0.704188329279092 | 0.352094164639546 |
| 62 | 0.576125296511296 | 0.847749406977407 | 0.423874703488704 |
| 63 | 0.558489448729883 | 0.883021102540233 | 0.441510551270117 |
| 64 | 0.49428061083775 | 0.9885612216755 | 0.50571938916225 |
| 65 | 0.483535316671146 | 0.967070633342293 | 0.516464683328854 |
| 66 | 0.460363047480949 | 0.920726094961899 | 0.539636952519051 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 33 | 0.540983606557377 | NOK |
| 5% type I error level | 38 | 0.622950819672131 | NOK |
| 10% type I error level | 41 | 0.672131147540984 | NOK |
