| Multiple Linear Regression - Estimated Regression Equation |
| Cons[t] = -214.817350915112 + 9.79463460703813CPI[t] -892.033307527903Rent[t] + 0.532978382102535Nyd[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) | -214.817350915112 | 30.784697 | -6.9781 | 0 | 0 |
| CPI | 9.79463460703813 | 1.295431 | 7.5609 | 0 | 0 |
| Rent | -892.033307527903 | 339.266981 | -2.6293 | 0.013365 | 0.006683 |
| Nyd | 0.532978382102535 | 0.033747 | 15.7933 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.999592664157468 |
| R-squared | 0.999185494237425 |
| Adjusted R-squared | 0.999104043661167 |
| F-TEST (value) | 12267.3839786993 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 30 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 41.1685032509085 |
| Sum Squared Residuals | 50845.369797602 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 393.6 | 345.875207841511 | 47.7247921584893 |
| 2 | 410.2 | 367.633789324958 | 42.5662106750416 |
| 3 | 433 | 402.022765203112 | 30.9772347968885 |
| 4 | 472.4 | 430.999269427108 | 41.4007305728917 |
| 5 | 496.9 | 477.378442149147 | 19.521557850853 |
| 6 | 540.9 | 525.920128747653 | 14.9798712523468 |
| 7 | 581.4 | 556.56802806101 | 24.8319719389899 |
| 8 | 612.7 | 604.735181245215 | 7.96481875478521 |
| 9 | 662.4 | 647.456905503665 | 14.9430944963347 |
| 10 | 720.2 | 688.063182807123 | 32.1368171928772 |
| 11 | 769 | 772.476371760903 | -3.47637176090302 |
| 12 | 848.1 | 861.160158858358 | -13.0601588583577 |
| 13 | 945.8 | 982.456856002401 | -36.6568560024013 |
| 14 | 1082.4 | 1126.39424089802 | -43.9942408980231 |
| 15 | 1255.9 | 1329.49167353021 | -73.5916735302122 |
| 16 | 1421.1 | 1519.18105514009 | -98.0810551400882 |
| 17 | 1609.5 | 1687.67661793239 | -78.1766179323917 |
| 18 | 1763.8 | 1833.43481299631 | -69.6348129963123 |
| 19 | 1888.2 | 1923.97559146236 | -35.7755914623644 |
| 20 | 2049.6 | 2055.6044091403 | -6.00440914030289 |
| 21 | 2232.6 | 2215.7770707291 | 16.8229292708995 |
| 22 | 2394.2 | 2357.14713637974 | 37.0528636202566 |
| 23 | 2622.6 | 2593.91645066694 | 28.6835493330581 |
| 24 | 2761.5 | 2774.72336411585 | -13.2233641158492 |
| 25 | 2958.7 | 2980.75477067418 | -22.0547706741777 |
| 26 | 3198.3 | 3142.11460278701 | 56.1853972129948 |
| 27 | 3303.1 | 3310.17287244861 | -7.0728724486101 |
| 28 | 3463.9 | 3424.82207066589 | 39.0779293341119 |
| 29 | 3608.8 | 3609.22181489179 | -0.421814891788892 |
| 30 | 3874.7 | 3841.33557911659 | 33.3644208834121 |
| 31 | 4007.7 | 3996.89577924194 | 10.8042207580644 |
| 32 | 4232.9 | 4227.31762104788 | 5.58237895211883 |
| 33 | 4439.5 | 4412.68767112538 | 26.812328874617 |
| 34 | 4545.9 | 4576.10850807725 | -30.2085080772482 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.00801553303156839 | 0.0160310660631368 | 0.991984466968432 |
| 8 | 0.00149946644629589 | 0.00299893289259178 | 0.998500533553704 |
| 9 | 0.000885208369125033 | 0.00177041673825007 | 0.999114791630875 |
| 10 | 0.000831762703406715 | 0.00166352540681343 | 0.999168237296593 |
| 11 | 0.000469264616810208 | 0.000938529233620415 | 0.99953073538319 |
| 12 | 0.000307194503690317 | 0.000614389007380634 | 0.99969280549631 |
| 13 | 0.000236273683171343 | 0.000472547366342686 | 0.999763726316829 |
| 14 | 0.000384135151443035 | 0.000768270302886069 | 0.999615864848557 |
| 15 | 0.000144784485322592 | 0.000289568970645184 | 0.999855215514677 |
| 16 | 0.000124747835554336 | 0.000249495671108673 | 0.999875252164446 |
| 17 | 0.0014882123153688 | 0.00297642463073761 | 0.998511787684631 |
| 18 | 0.0360216951192171 | 0.0720433902384342 | 0.963978304880783 |
| 19 | 0.175378395980539 | 0.350756791961078 | 0.824621604019461 |
| 20 | 0.423951392169815 | 0.84790278433963 | 0.576048607830185 |
| 21 | 0.512172826646503 | 0.975654346706993 | 0.487827173353497 |
| 22 | 0.506589448203934 | 0.986821103592133 | 0.493410551796066 |
| 23 | 0.533433457393472 | 0.933133085213055 | 0.466566542606528 |
| 24 | 0.483968231821446 | 0.967936463642893 | 0.516031768178554 |
| 25 | 0.535575992287843 | 0.928848015424314 | 0.464424007712157 |
| 26 | 0.906140655594232 | 0.187718688811535 | 0.0938593444057676 |
| 27 | 0.843514468771271 | 0.312971062457459 | 0.156485531228729 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 10 | 0.476190476190476 | NOK |
| 5% type I error level | 11 | 0.523809523809524 | NOK |
| 10% type I error level | 12 | 0.571428571428571 | NOK |
