Multiple Linear Regression - Estimated Regression Equation |
BouwV[t] = + 30.1351868004738 -7.37172943300236X[t] + 0.212933144893385Y1[t] + 0.0216016225641451Y2[t] + 0.377218616670764Y3[t] + 0.0813878620545899Y4[t] + 35.9249251015229D1[t] + 45.6077804994825D2[t] + 47.6216268602616D3[t] -3.09242413991911M1[t] + 2.30992298293443M2[t] -10.2226835489360M3[t] -9.88126679169627M4[t] -9.42118012801932M5[t] -2.16496647380466M6[t] -16.1234331600829M7[t] -2.77630037148207M8[t] -9.90267109162424M9[t] -0.389746923416947M10[t] + 11.3017701244168M11[t] + 0.179561185199603t + 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) | 30.1351868004738 | 9.568743 | 3.1493 | 0.002275 | 0.001137 |
X | -7.37172943300236 | 3.614497 | -2.0395 | 0.044582 | 0.022291 |
Y1 | 0.212933144893385 | 0.087856 | 2.4236 | 0.017539 | 0.008769 |
Y2 | 0.0216016225641451 | 0.084291 | 0.2563 | 0.798374 | 0.399187 |
Y3 | 0.377218616670764 | 0.085489 | 4.4125 | 3e-05 | 1.5e-05 |
Y4 | 0.0813878620545899 | 0.086455 | 0.9414 | 0.349239 | 0.174619 |
D1 | 35.9249251015229 | 10.278508 | 3.4951 | 0.000763 | 0.000382 |
D2 | 45.6077804994825 | 10.718644 | 4.255 | 5.5e-05 | 2.7e-05 |
D3 | 47.6216268602616 | 10.229288 | 4.6554 | 1.2e-05 | 6e-06 |
M1 | -3.09242413991911 | 4.963452 | -0.623 | 0.534967 | 0.267484 |
M2 | 2.30992298293443 | 4.758407 | 0.4854 | 0.628643 | 0.314321 |
M3 | -10.2226835489360 | 4.786261 | -2.1358 | 0.035639 | 0.017819 |
M4 | -9.88126679169627 | 5.011521 | -1.9717 | 0.051974 | 0.025987 |
M5 | -9.42118012801932 | 5.000292 | -1.8841 | 0.063049 | 0.031524 |
M6 | -2.16496647380466 | 5.100668 | -0.4244 | 0.672338 | 0.336169 |
M7 | -16.1234331600829 | 4.637884 | -3.4765 | 0.000811 | 0.000405 |
M8 | -2.77630037148207 | 5.203663 | -0.5335 | 0.595094 | 0.297547 |
M9 | -9.90267109162424 | 5.302 | -1.8677 | 0.06533 | 0.032665 |
M10 | -0.389746923416947 | 5.130664 | -0.076 | 0.93963 | 0.469815 |
M11 | 11.3017701244168 | 4.857071 | 2.3269 | 0.022409 | 0.011205 |
t | 0.179561185199603 | 0.063778 | 2.8154 | 0.006083 | 0.003042 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.890034725391375 |
R-squared | 0.7921618124025 |
Adjusted R-squared | 0.742080321415151 |
F-TEST (value) | 15.8174566448631 |
F-TEST (DF numerator) | 20 |
F-TEST (DF denominator) | 83 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 9.4308394231125 |
Sum Squared Residuals | 7382.08077463624 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 110.3672031 | 100.381705549945 | 9.98549755005454 |
2 | 96.8602511 | 110.323673922685 | -13.4634228226846 |
3 | 94.1944583 | 91.2867223487156 | 2.90773595128442 |
4 | 99.51621961 | 93.071054614377 | 6.44516499562306 |
5 | 94.06333487 | 90.3569079753199 | 3.70642689468011 |
6 | 97.5541476 | 94.641652978999 | 2.91249462100100 |
7 | 78.15062422 | 83.2787703156515 | -5.12814609565152 |
8 | 81.2434643 | 91.1254153900696 | -9.88195109006963 |
9 | 92.36262465 | 85.291027349593 | 7.07159730040694 |
10 | 96.06324371 | 90.3827003859439 | 5.68054332405608 |
11 | 114.0523777 | 102.869420550923 | 11.1829571490766 |
12 | 110.6616666 | 100.103707789849 | 10.5579588101514 |
13 | 104.9171949 | 99.1583516312563 | 5.75884326874369 |
14 | 90.00187193 | 110.530848365456 | -20.5289764354558 |
15 | 95.7008067 | 95.062804287176 | 0.638002412824003 |
16 | 86.02741157 | 94.0321947600613 | -8.00478319006127 |
17 | 84.85287668 | 86.6412946317926 | -1.78841795179265 |
18 | 100.04328 | 94.5538290748344 | 5.4894509251656 |
19 | 80.91713823 | 80.7989314529706 | 0.118206777029389 |
20 | 74.06539709 | 89.3508198942467 | -15.2854228042467 |
21 | 77.30281369 | 86.1664019181804 | -8.86358822818042 |
22 | 97.23043249 | 90.4218095527753 | 6.8086229372247 |
23 | 90.75515676 | 102.464831675975 | -11.7096749159750 |
24 | 100.5614455 | 91.0578560601398 | 9.50358943986022 |
25 | 92.01293267 | 97.8737557571752 | -5.86082308717519 |
26 | 99.24012138 | 101.02650582883 | -1.78638444882995 |
27 | 105.8672755 | 93.1998125805772 | 12.6674629194228 |
28 | 90.9920463 | 92.8615049851083 | -1.86945868510829 |
29 | 93.30624423 | 92.5073657260184 | 0.798878503981583 |
30 | 91.17419413 | 103.202672269222 | -12.0284781392221 |
31 | 77.33295039 | 83.9479295893513 | -6.6149791993513 |
32 | 91.1277721 | 94.1436037025066 | -3.01583160250657 |
33 | 85.01249943 | 89.2192742469271 | -4.20677481692712 |
34 | 83.90390242 | 92.5129080747115 | -8.60900565471151 |
35 | 104.8626302 | 108.092983774383 | -3.23035357438289 |
36 | 110.9039108 | 100.225571509399 | 10.6783392906011 |
37 | 95.43714373 | 98.1359475598993 | -2.69880382989934 |
38 | 111.6238727 | 108.370765937556 | 3.25310676244409 |
39 | 108.8925403 | 103.114973987721 | 5.77756631227933 |
40 | 96.17511682 | 98.0613547758284 | -1.88623795582838 |
41 | 101.9740205 | 100.781168842330 | 1.19285165767012 |
42 | 99.11953031 | 109.464099332186 | -10.3445690221864 |
43 | 86.78158147 | 90.1830977891265 | -3.40151631912654 |
44 | 118.4195003 | 102.173382411691 | 16.2461178883087 |
45 | 118.7441447 | 101.092008249048 | 17.6521364509516 |
46 | 106.5296192 | 106.650626689001 | -0.121007489000737 |
47 | 134.7772694 | 126.858093136903 | 7.91917626309703 |
48 | 104.6778714 | 124.184296105877 | -19.5064247058772 |
49 | 105.2954304 | 110.891344454809 | -5.59591405480864 |
50 | 139.4139849 | 125.615981124072 | 13.7980037759276 |
51 | 103.6060491 | 111.486209744393 | -7.88016064439317 |
52 | 99.78182974 | 102.902736540884 | -3.12090680088364 |
53 | 103.4610301 | 114.874987558719 | -11.4139574587191 |
54 | 120.0594945 | 112.280992957100 | 7.77850154289966 |
55 | 96.71377168 | 97.7590293024544 | -1.04525762245440 |
56 | 107.1308929 | 107.749816692012 | -0.618923792011776 |
57 | 105.3608372 | 109.077544077532 | -3.71670687753243 |
58 | 111.6942359 | 111.162624888467 | 0.531611011532999 |
59 | 132.0519998 | 126.373531137267 | 5.67846866273272 |
60 | 126.8037879 | 119.903105838815 | 6.90068206118511 |
61 | 154.4824253 | 154.4824253 | -8.88178419700125e-16 |
62 | 141.5570984 | 138.114527238476 | 3.44257116152416 |
63 | 109.9506882 | 123.284306511538 | -13.3336183115377 |
64 | 127.904198 | 126.809780663298 | 1.09441733670216 |
65 | 133.0888617 | 127.966607261349 | 5.12225443865054 |
66 | 120.0796299 | 123.919702733700 | -3.84007283370018 |
67 | 117.5557142 | 111.682717718913 | 5.87299648108748 |
68 | 143.0362309 | 127.807915317888 | 15.2283155821116 |
69 | 159.982927 | 159.982927 | -4.66293670342566e-15 |
70 | 128.5991124 | 126.215704102420 | 2.38340829757957 |
71 | 149.7373327 | 141.176513285588 | 8.56081941441244 |
72 | 126.8169313 | 142.343804792927 | -15.5268734929274 |
73 | 140.9639674 | 124.547744777690 | 16.4162226223104 |
74 | 137.6691981 | 138.066376760411 | -0.39717866041074 |
75 | 117.9402337 | 118.391757207436 | -0.451523507435588 |
76 | 122.3095247 | 118.111695272093 | 4.19782942790694 |
77 | 127.7804207 | 119.164081056997 | 8.61633964300348 |
78 | 136.1677176 | 120.148887873525 | 16.0188297264745 |
79 | 116.2405856 | 108.316575782783 | 7.92400981721704 |
80 | 123.1576893 | 120.200633167339 | 2.95705613266098 |
81 | 116.3400234 | 117.905354955729 | -1.56533155572921 |
82 | 108.6119282 | 119.461292927434 | -10.8493647274336 |
83 | 125.8982264 | 130.526964518678 | -4.62873811867777 |
84 | 112.8003105 | 120.909859805133 | -8.10954930513275 |
85 | 107.5182447 | 112.111371882877 | -4.59312718287737 |
86 | 135.0955413 | 122.177357421234 | 12.9181838787660 |
87 | 115.5096488 | 112.048448511756 | 3.46120028824364 |
88 | 115.8640759 | 105.936150194408 | 9.92792570559219 |
89 | 104.5883906 | 116.200953895234 | -11.6125632952336 |
90 | 163.7213386 | 163.7213386 | -1.55431223447522e-15 |
91 | 113.4482275 | 113.208240308481 | 0.239987191519269 |
92 | 98.0428844 | 113.082937909027 | -15.0400535090272 |
93 | 116.7868521 | 123.158184372989 | -6.37133227298933 |
94 | 126.5330444 | 122.357852099248 | 4.17519230075247 |
95 | 113.0336597 | 126.806314580283 | -13.7726548802831 |
96 | 124.3392163 | 118.836938397861 | 5.5022779021395 |
97 | 109.8298759 | 123.241771186348 | -13.4118952863481 |
98 | 124.4434777 | 121.679380911281 | 2.76409678871919 |
99 | 111.5039454 | 115.290610820688 | -3.78666542068773 |
100 | 102.0350019 | 108.818952733943 | -6.78395083394276 |
101 | 116.8726598 | 111.494472232240 | 5.37818756775954 |
102 | 112.2073122 | 118.193469020432 | -5.98615682043211 |
103 | 101.1513902 | 99.1166912302694 | 2.03469896973057 |
104 | 124.4255108 | 115.014817605220 | 9.4106931947805 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
24 | 0.708918580180587 | 0.582162839638827 | 0.291081419819413 |
25 | 0.591812900181364 | 0.816374199637273 | 0.408187099818636 |
26 | 0.633249893786074 | 0.733500212427852 | 0.366750106213926 |
27 | 0.777664460274928 | 0.444671079450144 | 0.222335539725072 |
28 | 0.690300470876211 | 0.619399058247577 | 0.309699529123789 |
29 | 0.619504806310847 | 0.760990387378305 | 0.380495193689152 |
30 | 0.532961736682935 | 0.93407652663413 | 0.467038263317065 |
31 | 0.466649958403214 | 0.933299916806427 | 0.533350041596786 |
32 | 0.579463749899548 | 0.841072500200904 | 0.420536250100452 |
33 | 0.502308880420015 | 0.99538223915997 | 0.497691119579985 |
34 | 0.493000040086988 | 0.986000080173976 | 0.506999959913012 |
35 | 0.43082807459467 | 0.86165614918934 | 0.56917192540533 |
36 | 0.399792152503094 | 0.799584305006189 | 0.600207847496906 |
37 | 0.323162227212795 | 0.64632445442559 | 0.676837772787205 |
38 | 0.430204402435549 | 0.860408804871098 | 0.569795597564451 |
39 | 0.392282506325119 | 0.784565012650239 | 0.607717493674881 |
40 | 0.334310512883195 | 0.66862102576639 | 0.665689487116805 |
41 | 0.272736893674097 | 0.545473787348194 | 0.727263106325903 |
42 | 0.259519462242349 | 0.519038924484698 | 0.740480537757651 |
43 | 0.245652733072183 | 0.491305466144365 | 0.754347266927817 |
44 | 0.521414133872698 | 0.957171732254604 | 0.478585866127302 |
45 | 0.645009722597245 | 0.70998055480551 | 0.354990277402755 |
46 | 0.596418523257793 | 0.807162953484415 | 0.403581476742207 |
47 | 0.555346713028399 | 0.889306573943201 | 0.444653286971601 |
48 | 0.768923329354022 | 0.462153341291956 | 0.231076670645978 |
49 | 0.719774502786993 | 0.560450994426015 | 0.280225497213007 |
50 | 0.798416167861262 | 0.403167664277477 | 0.201583832138738 |
51 | 0.764360930598174 | 0.471278138803653 | 0.235639069401826 |
52 | 0.71801798088434 | 0.56396403823132 | 0.28198201911566 |
53 | 0.776419741536896 | 0.447160516926208 | 0.223580258463104 |
54 | 0.786054450264631 | 0.427891099470737 | 0.213945549735368 |
55 | 0.775061782166247 | 0.449876435667506 | 0.224938217833753 |
56 | 0.775662034486019 | 0.448675931027963 | 0.224337965513981 |
57 | 0.747776536741487 | 0.504446926517025 | 0.252223463258513 |
58 | 0.722528091523733 | 0.554943816952535 | 0.277471908476267 |
59 | 0.67026941525965 | 0.6594611694807 | 0.32973058474035 |
60 | 0.614324817555916 | 0.771350364888168 | 0.385675182444084 |
61 | 0.539923748445791 | 0.920152503108417 | 0.460076251554209 |
62 | 0.485980561452198 | 0.971961122904396 | 0.514019438547802 |
63 | 0.481822320953751 | 0.963644641907502 | 0.518177679046249 |
64 | 0.417048939483659 | 0.834097878967318 | 0.582951060516341 |
65 | 0.361753791935867 | 0.723507583871735 | 0.638246208064132 |
66 | 0.333425514544925 | 0.666851029089851 | 0.666574485455075 |
67 | 0.332715500302361 | 0.665431000604722 | 0.667284499697639 |
68 | 0.306152313295780 | 0.612304626591561 | 0.69384768670422 |
69 | 0.236013344205789 | 0.472026688411578 | 0.763986655794211 |
70 | 0.223946237394934 | 0.447892474789869 | 0.776053762605066 |
71 | 0.330137222346767 | 0.660274444693533 | 0.669862777653233 |
72 | 0.350023235148893 | 0.700046470297785 | 0.649976764851107 |
73 | 0.526716525540576 | 0.946566948918847 | 0.473283474459424 |
74 | 0.427274836478215 | 0.85454967295643 | 0.572725163521785 |
75 | 0.329028461917012 | 0.658056923834024 | 0.670971538082988 |
76 | 0.236973362661385 | 0.47394672532277 | 0.763026637338615 |
77 | 0.178463264556933 | 0.356926529113866 | 0.821536735443067 |
78 | 0.266600859921709 | 0.533201719843417 | 0.733399140078291 |
79 | 0.207179089565937 | 0.414358179131874 | 0.792820910434063 |
80 | 0.142580988365912 | 0.285161976731824 | 0.857419011634088 |
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 | 0 | 0 | OK |
10% type I error level | 0 | 0 | OK |