| Multiple Linear Regression - Estimated Regression Equation |
| wlh[t] = + 593909.321428571 -68141.2589285715dummies[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) | 593909.321428571 | 4729.236545 | 125.5825 | 0 | 0 |
| dummies | -68141.2589285715 | 6475.773839 | -10.5225 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.810086930890089 |
| R-squared | 0.656240835598924 |
| Adjusted R-squared | 0.650313953454078 |
| F-TEST (value) | 110.722774565304 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 58 |
| p-value | 4.55191440096314e-15 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 25024.7675796097 |
| Sum Squared Residuals | 36321861559.9821 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 612613 | 593909.321428572 | 18703.6785714283 |
| 2 | 611324 | 593909.321428571 | 17414.6785714287 |
| 3 | 594167 | 593909.321428571 | 257.678571428578 |
| 4 | 595454 | 593909.321428571 | 1544.67857142858 |
| 5 | 590865 | 593909.321428571 | -3044.32142857142 |
| 6 | 589379 | 593909.321428571 | -4530.32142857142 |
| 7 | 584428 | 593909.321428571 | -9481.32142857142 |
| 8 | 573100 | 593909.321428571 | -20809.3214285714 |
| 9 | 567456 | 593909.321428571 | -26453.3214285714 |
| 10 | 569028 | 593909.321428571 | -24881.3214285714 |
| 11 | 620735 | 593909.321428571 | 26825.6785714286 |
| 12 | 628884 | 593909.321428571 | 34974.6785714286 |
| 13 | 628232 | 593909.321428571 | 34322.6785714286 |
| 14 | 612117 | 593909.321428571 | 18207.6785714286 |
| 15 | 595404 | 593909.321428571 | 1494.67857142858 |
| 16 | 597141 | 593909.321428571 | 3231.67857142858 |
| 17 | 593408 | 593909.321428571 | -501.321428571422 |
| 18 | 590072 | 593909.321428571 | -3837.32142857142 |
| 19 | 579799 | 593909.321428571 | -14110.3214285714 |
| 20 | 574205 | 593909.321428571 | -19704.3214285714 |
| 21 | 572775 | 593909.321428571 | -21134.3214285714 |
| 22 | 572942 | 593909.321428571 | -20967.3214285714 |
| 23 | 619567 | 593909.321428571 | 25657.6785714286 |
| 24 | 625809 | 593909.321428571 | 31899.6785714286 |
| 25 | 619916 | 593909.321428571 | 26006.6785714286 |
| 26 | 587625 | 593909.321428571 | -6284.32142857142 |
| 27 | 565742 | 593909.321428571 | -28167.3214285714 |
| 28 | 557274 | 593909.321428571 | -36635.3214285714 |
| 29 | 560576 | 525768.0625 | 34807.9375 |
| 30 | 548854 | 525768.0625 | 23085.9375 |
| 31 | 531673 | 525768.0625 | 5904.9375 |
| 32 | 525919 | 525768.0625 | 150.937499999998 |
| 33 | 511038 | 525768.0625 | -14730.0625 |
| 34 | 498662 | 525768.0625 | -27106.0625 |
| 35 | 555362 | 525768.0625 | 29593.9375 |
| 36 | 564591 | 525768.0625 | 38822.9375 |
| 37 | 541657 | 525768.0625 | 15888.9375 |
| 38 | 527070 | 525768.0625 | 1301.93750000000 |
| 39 | 509846 | 525768.0625 | -15922.0625 |
| 40 | 514258 | 525768.0625 | -11510.0625 |
| 41 | 516922 | 525768.0625 | -8846.0625 |
| 42 | 507561 | 525768.0625 | -18207.0625 |
| 43 | 492622 | 525768.0625 | -33146.0625 |
| 44 | 490243 | 525768.0625 | -35525.0625 |
| 45 | 469357 | 525768.0625 | -56411.0625 |
| 46 | 477580 | 525768.0625 | -48188.0625 |
| 47 | 528379 | 525768.0625 | 2610.9375 |
| 48 | 533590 | 525768.0625 | 7821.9375 |
| 49 | 517945 | 525768.0625 | -7823.0625 |
| 50 | 506174 | 525768.0625 | -19594.0625 |
| 51 | 501866 | 525768.0625 | -23902.0625 |
| 52 | 516141 | 525768.0625 | -9627.0625 |
| 53 | 528222 | 525768.0625 | 2453.9375 |
| 54 | 532638 | 525768.0625 | 6869.9375 |
| 55 | 536322 | 525768.0625 | 10553.9375 |
| 56 | 536535 | 525768.0625 | 10766.9375 |
| 57 | 523597 | 525768.0625 | -2171.0625 |
| 58 | 536214 | 525768.0625 | 10445.9375 |
| 59 | 586570 | 525768.0625 | 60801.9375 |
| 60 | 596594 | 525768.0625 | 70825.9375 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.110389374182019 | 0.220778748364038 | 0.889610625817981 |
| 6 | 0.059674253323524 | 0.119348506647048 | 0.940325746676476 |
| 7 | 0.0409699056805903 | 0.0819398113611806 | 0.95903009431941 |
| 8 | 0.0594576698988827 | 0.118915339797765 | 0.940542330101117 |
| 9 | 0.0861936117236736 | 0.172387223447347 | 0.913806388276326 |
| 10 | 0.0870760422745861 | 0.174152084549172 | 0.912923957725414 |
| 11 | 0.136268985939712 | 0.272537971879424 | 0.863731014060288 |
| 12 | 0.231828467312890 | 0.463656934625779 | 0.76817153268711 |
| 13 | 0.301196759433631 | 0.602393518867262 | 0.698803240566369 |
| 14 | 0.252525267810441 | 0.505050535620881 | 0.74747473218956 |
| 15 | 0.183296251598860 | 0.366592503197719 | 0.81670374840114 |
| 16 | 0.128330473683568 | 0.256660947367135 | 0.871669526316432 |
| 17 | 0.0874019903418335 | 0.174803980683667 | 0.912598009658167 |
| 18 | 0.0589294882361757 | 0.117858976472351 | 0.941070511763824 |
| 19 | 0.0466778518158410 | 0.0933557036316821 | 0.95332214818416 |
| 20 | 0.0427731849720544 | 0.0855463699441087 | 0.957226815027946 |
| 21 | 0.040031906206811 | 0.080063812413622 | 0.959968093793189 |
| 22 | 0.0366340533903193 | 0.0732681067806386 | 0.96336594660968 |
| 23 | 0.0399496317185674 | 0.0798992634371348 | 0.960050368281433 |
| 24 | 0.0583384810397708 | 0.116676962079542 | 0.94166151896023 |
| 25 | 0.0733881117965629 | 0.146776223593126 | 0.926611888203437 |
| 26 | 0.0565621237104365 | 0.113124247420873 | 0.943437876289564 |
| 27 | 0.0597288325871387 | 0.119457665174277 | 0.940271167412861 |
| 28 | 0.0745284888552737 | 0.149056977710547 | 0.925471511144726 |
| 29 | 0.0664188823688706 | 0.132837764737741 | 0.93358111763113 |
| 30 | 0.0532623323498306 | 0.106524664699661 | 0.94673766765017 |
| 31 | 0.0422020144155915 | 0.084404028831183 | 0.957797985584409 |
| 32 | 0.0321991103469591 | 0.0643982206939182 | 0.96780088965304 |
| 33 | 0.0304116772954133 | 0.0608233545908267 | 0.969588322704587 |
| 34 | 0.0376653771154318 | 0.0753307542308637 | 0.962334622884568 |
| 35 | 0.0399392740418073 | 0.0798785480836147 | 0.960060725958193 |
| 36 | 0.0582756785684583 | 0.116551357136917 | 0.941724321431542 |
| 37 | 0.0441824242012558 | 0.0883648484025115 | 0.955817575798744 |
| 38 | 0.0301944219872759 | 0.0603888439745519 | 0.969805578012724 |
| 39 | 0.0253421956457873 | 0.0506843912915745 | 0.974657804354213 |
| 40 | 0.0183438642656281 | 0.0366877285312561 | 0.981656135734372 |
| 41 | 0.0121661596753320 | 0.0243323193506639 | 0.987833840324668 |
| 42 | 0.00949640051572839 | 0.0189928010314568 | 0.990503599484272 |
| 43 | 0.0127912201518602 | 0.0255824403037204 | 0.98720877984814 |
| 44 | 0.0185914371072900 | 0.0371828742145799 | 0.98140856289271 |
| 45 | 0.0882793615036148 | 0.176558723007230 | 0.911720638496385 |
| 46 | 0.229029036053467 | 0.458058072106933 | 0.770970963946533 |
| 47 | 0.169125165586432 | 0.338250331172864 | 0.830874834413568 |
| 48 | 0.119250233186993 | 0.238500466373986 | 0.880749766813007 |
| 49 | 0.0889955079258087 | 0.177991015851617 | 0.911004492074191 |
| 50 | 0.0918979935426621 | 0.183795987085324 | 0.908102006457338 |
| 51 | 0.130359471979963 | 0.260718943959925 | 0.869640528020037 |
| 52 | 0.128067399059807 | 0.256134798119614 | 0.871932600940193 |
| 53 | 0.097398326310036 | 0.194796652620072 | 0.902601673689964 |
| 54 | 0.0674388721475106 | 0.134877744295021 | 0.93256112785249 |
| 55 | 0.0418593098695297 | 0.0837186197390595 | 0.95814069013047 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 0 | 0 | OK |
| 5% type I error level | 5 | 0.0980392156862745 | NOK |
| 10% type I error level | 20 | 0.392156862745098 | NOK |
