Multiple Linear Regression - Estimated Regression Equation |
LAND[t] = -1.5227022269192e-10 + 2.95946163370354e-13maand[t] + 1.00000000000001Antwerpen[t] + 0.999999999999999Vlaams_Brabant[t] + 0.999999999999987Waals_Brabant[t] + 0.999999999999998West_vlaanderen[t] + 1Oost_Vlaanderen[t] + 1Henehouwen[t] + 0.999999999999998Luik[t] + 0.99999999999999Limburg[t] + 0.999999999999995Luxemburg[t] + 1.00000000000001Namen[t] + 1.00000000000095Buitenland[t] + 0.999999999999999Brussel[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) | -1.5227022269192e-10 | 0 | -0.8605 | 0.394 | 0.197 |
maand | 2.95946163370354e-13 | 0 | 0.3789 | 0.706521 | 0.353261 |
Antwerpen | 1.00000000000001 | 0 | 209522107878317 | 0 | 0 |
Vlaams_Brabant | 0.999999999999999 | 0 | 110912500848919 | 0 | 0 |
Waals_Brabant | 0.999999999999987 | 0 | 65752119852596.6 | 0 | 0 |
West_vlaanderen | 0.999999999999998 | 0 | 163062717629953 | 0 | 0 |
Oost_Vlaanderen | 1 | 0 | 157806157884086 | 0 | 0 |
Henehouwen | 1 | 0 | 188386042096704 | 0 | 0 |
Luik | 0.999999999999998 | 0 | 211636763660906 | 0 | 0 |
Limburg | 0.99999999999999 | 0 | 119363002631386 | 0 | 0 |
Luxemburg | 0.999999999999995 | 0 | 63487865777730.8 | 0 | 0 |
Namen | 1.00000000000001 | 0 | 88974570246405.8 | 0 | 0 |
Buitenland | 1.00000000000095 | 0 | 4472160142928.57 | 0 | 0 |
Brussel | 0.999999999999999 | 0 | 510085568308430 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 1 |
R-squared | 1 |
Adjusted R-squared | 1 |
F-TEST (value) | 2.2637295372531e+31 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 46 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.61819135438278e-11 |
Sum Squared Residuals | 1.20452989932362e-20 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 593408 | 593408 | 7.36852899241943e-11 |
2 | 590072 | 590072 | -7.61690637418638e-11 |
3 | 579799 | 579799 | -3.2506662025998e-12 |
4 | 574205 | 574205 | 9.46059653319677e-13 |
5 | 572775 | 572775 | -2.59108196359578e-12 |
6 | 572942 | 572942 | -4.03043557551818e-12 |
7 | 619567 | 619567 | -1.35328223036832e-14 |
8 | 625809 | 625809 | -7.64379402667742e-12 |
9 | 619916 | 619916 | 5.51028635209001e-12 |
10 | 587625 | 587625 | 7.3940152127818e-12 |
11 | 565742 | 565742 | 4.31573770876114e-13 |
12 | 557274 | 557274 | 2.11038077184825e-12 |
13 | 560576 | 560576 | 1.49178587264425e-12 |
14 | 548854 | 548854 | -5.39514167207524e-13 |
15 | 531673 | 531673 | -3.56145512109728e-12 |
16 | 525919 | 525919 | -9.29872585744768e-14 |
17 | 511038 | 511038 | 3.60194722321318e-12 |
18 | 498662 | 498662 | 6.14468859515941e-12 |
19 | 555362 | 555362 | 3.96838185331201e-12 |
20 | 564591 | 564591 | -1.08077116715066e-12 |
21 | 541657 | 541657 | -3.60143200148447e-12 |
22 | 527070 | 527070 | -4.16934806587271e-12 |
23 | 509846 | 509846 | -5.07139816555499e-12 |
24 | 514258 | 514258 | 3.57844622828652e-12 |
25 | 516922 | 516922 | -1.87784930452519e-12 |
26 | 507561 | 507561 | -1.02015234236893e-11 |
27 | 492622 | 492622 | -7.11659853275136e-13 |
28 | 490243 | 490243 | -6.1947056278668e-12 |
29 | 469357 | 469357 | -1.11340788858981e-12 |
30 | 477580 | 477580 | 6.47673681146984e-12 |
31 | 528379 | 528379 | 4.59230258562814e-12 |
32 | 533590 | 533590 | -2.9351166063281e-12 |
33 | 517945 | 517945 | -3.51806370739833e-12 |
34 | 506174 | 506174 | 3.33505150871488e-12 |
35 | 501866 | 501866 | -1.47788110053303e-12 |
36 | 516141 | 516141 | 4.37533757608329e-12 |
37 | 528222 | 528222 | 5.38563398972268e-12 |
38 | 532638 | 532638 | 9.04763454111382e-13 |
39 | 536322 | 536322 | 3.12107090593134e-13 |
40 | 536535 | 536535 | 6.88077727383788e-12 |
41 | 523597 | 523597 | -4.5115730246692e-12 |
42 | 536214 | 536214 | 6.78281975164833e-13 |
43 | 586570 | 586570 | -1.15385346293701e-13 |
44 | 596594 | 596594 | 4.62376449377991e-12 |
45 | 580523 | 580523 | 4.04684204041065e-13 |
46 | 564478 | 564478 | -7.65030092898541e-13 |
47 | 557560 | 557560 | -3.09039977180676e-12 |
48 | 575093 | 575093 | -2.66800216299214e-12 |
49 | 580112 | 580112 | -2.78016766142415e-12 |
50 | 574761 | 574761 | 7.85814093691121e-13 |
51 | 563250 | 563250 | 6.87059253371939e-13 |
52 | 551531 | 551531 | -2.97260323073277e-13 |
53 | 537034 | 537034 | -5.87525542926169e-13 |
54 | 544686 | 544686 | 7.17497393908846e-12 |
55 | 600991 | 600991 | 4.52517474085031e-13 |
56 | 604378 | 604378 | -3.90475119224458e-12 |
57 | 586111 | 586111 | 1.25279166705619e-12 |
58 | 563668 | 563668 | 9.5067874359249e-14 |
59 | 548604 | 548604 | 4.01142604840733e-13 |
60 | 551174 | 551174 | 8.84119582669826e-13 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.197256059873796 | 0.394512119747592 | 0.802743940126204 |
18 | 0.497138429364779 | 0.994276858729558 | 0.502861570635221 |
19 | 0.0525957552355992 | 0.105191510471198 | 0.947404244764401 |
20 | 0.753040466003484 | 0.493919067993032 | 0.246959533996516 |
21 | 0.444850773590787 | 0.889701547181575 | 0.555149226409213 |
22 | 0.294765939188569 | 0.589531878377139 | 0.705234060811431 |
23 | 0.999984500056829 | 3.09998863423218e-05 | 1.54999431711609e-05 |
24 | 0.998308132653108 | 0.00338373469378453 | 0.00169186734689226 |
25 | 4.21016056106442e-11 | 8.42032112212883e-11 | 0.999999999957898 |
26 | 0.0145321260394744 | 0.0290642520789488 | 0.985467873960526 |
27 | 0.523013469519257 | 0.953973060961487 | 0.476986530480743 |
28 | 0.999302155073526 | 0.00139568985294777 | 0.000697844926473883 |
29 | 0.274044890725582 | 0.548089781451164 | 0.725955109274418 |
30 | 8.76651318246322e-12 | 1.75330263649264e-11 | 0.999999999991233 |
31 | 0.403065082800435 | 0.806130165600869 | 0.596934917199565 |
32 | 0.999959861277529 | 8.02774449419513e-05 | 4.01387224709756e-05 |
33 | 1.13976516903723e-06 | 2.27953033807446e-06 | 0.999998860234831 |
34 | 0.989223277015137 | 0.0215534459697255 | 0.0107767229848628 |
35 | 9.24188870516053e-11 | 1.84837774103211e-10 | 0.999999999907581 |
36 | 0.999996808349814 | 6.3833003728354e-06 | 3.1916501864177e-06 |
37 | 0.385116864631908 | 0.770233729263815 | 0.614883135368092 |
38 | 0.750053040071737 | 0.499893919856526 | 0.249946959928263 |
39 | 0.000993114745716773 | 0.00198622949143355 | 0.999006885254283 |
40 | 0.613570381451968 | 0.772859237096065 | 0.386429618548032 |
41 | 7.4476674354732e-12 | 1.48953348709464e-11 | 0.999999999992552 |
42 | 0.000126987391491305 | 0.000253974782982609 | 0.999873012608509 |
43 | 1.93518177660496e-17 | 3.87036355320991e-17 | 1 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 13 | 0.481481481481481 | NOK |
5% type I error level | 15 | 0.555555555555556 | NOK |
10% type I error level | 15 | 0.555555555555556 | NOK |