Multiple Linear Regression - Estimated Regression Equation |
Verkoopprijs[t] = -78272.1062535939 + 1.85589561516335Grondwaarde[t] -0.307394595424536Waardehuis[t] + 84.2703716995598Oppervlakte[t] + 3553.53943036813t + 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) | -78272.1062535939 | 69196.726951 | -1.1312 | 0.262899 | 0.131449 |
Grondwaarde | 1.85589561516335 | 1.473975 | 1.2591 | 0.213309 | 0.106654 |
Waardehuis | -0.307394595424536 | 0.977951 | -0.3143 | 0.754463 | 0.377232 |
Oppervlakte | 84.2703716995598 | 38.747987 | 2.1748 | 0.03396 | 0.01698 |
t | 3553.53943036813 | 1055.032458 | 3.3682 | 0.001388 | 0.000694 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.575723902088091 |
R-squared | 0.331458011435537 |
Adjusted R-squared | 0.282836775903576 |
F-TEST (value) | 6.81714497398272 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 55 |
p-value | 0.000157039506671453 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 131062.762329434 |
Sum Squared Residuals | 944759621818.2 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 68900 | 80358.3644639681 | -11458.3644639681 |
2 | 48500 | 15176.9246522765 | 33323.0753477235 |
3 | 55500 | 35243.7802297147 | 20256.2197702853 |
4 | 62000 | 48932.660997407 | 13067.339002593 |
5 | 116500 | 137089.68871303 | -20589.6887130297 |
6 | 45000 | 27281.7238842898 | 17718.2761157102 |
7 | 38000 | 28031.3257971991 | 9968.6742028009 |
8 | 83000 | 130102.581791702 | -47102.581791702 |
9 | 59000 | 58179.6762395908 | 820.323760409205 |
10 | 47500 | 110311.015787183 | -62811.0157871835 |
11 | 40500 | 53030.0555868506 | -12530.0555868506 |
12 | 40000 | 98328.9767723035 | -58328.9767723035 |
13 | 97000 | 193939.923388588 | -96939.9233885884 |
14 | 45500 | 76110.175677973 | -30610.1756779729 |
15 | 40900 | 82303.6712662319 | -41403.6712662319 |
16 | 80000 | 145951.025919209 | -65951.0259192092 |
17 | 56000 | 96409.0822215657 | -40409.0822215657 |
18 | 37000 | 145515.841611999 | -108515.841611999 |
19 | 50000 | 75180.1944419565 | -25180.1944419565 |
20 | 22400 | 74874.1899845318 | -52474.1899845318 |
21 | 241100 | 190892.996153266 | 50207.0038467342 |
22 | 82200 | 216780.303351934 | -134580.303351934 |
23 | 234400 | 135633.321350418 | 98766.6786495816 |
24 | 233700 | 182579.65105327 | 51120.3489467295 |
25 | 177700 | 139878.752647939 | 37821.2473520606 |
26 | 65900 | 258263.059513909 | -192363.059513909 |
27 | 117600 | 291274.816131661 | -173674.816131661 |
28 | 22500 | 96831.5337693459 | -74331.5337693459 |
29 | 326600 | 221372.583054453 | 105227.416945547 |
30 | 377900 | 208385.014837618 | 169514.985162382 |
31 | 290700 | 155499.533155604 | 135200.466844396 |
32 | 108200 | 186264.800916963 | -78064.8009169635 |
33 | 488100 | 266299.514190715 | 221800.485809285 |
34 | 496600 | 278183.653413188 | 218416.346586812 |
35 | 493100 | 188311.639672334 | 304788.360327666 |
36 | 236900 | 198761.607050881 | 38138.3929491187 |
37 | 420600 | 203913.195382388 | 216686.804617612 |
38 | 328200 | 275038.268529899 | 53161.731470101 |
39 | 313200 | 292048.77200682 | 21151.2279931801 |
40 | 40200 | 251753.793852636 | -211553.793852636 |
41 | 318300 | 209202.523820948 | 109097.476179052 |
42 | 374100 | 298648.895442779 | 75451.1045572206 |
43 | 144400 | 183524.792999868 | -39124.7929998682 |
44 | 298300 | 237996.754079906 | 60303.2459200945 |
45 | 404200 | 265082.319613712 | 139117.680386288 |
46 | 134600 | 219738.566719676 | -85138.5667196761 |
47 | 270600 | 237534.854711384 | 33065.1452886158 |
48 | 181800 | 265590.090854481 | -83790.0908544806 |
49 | 492300 | 260010.932681175 | 232289.067318825 |
50 | 203000 | 256876.517033108 | -53876.5170331078 |
51 | 464300 | 265777.003364659 | 198522.996635341 |
52 | 137200 | 289943.453899174 | -152743.453899174 |
53 | 95100 | 315291.67314021 | -220191.67314021 |
54 | 481300 | 257098.431532134 | 224201.568467866 |
55 | 112300 | 257579.378106317 | -145279.378106317 |
56 | 29500 | 253884.349105395 | -224384.349105395 |
57 | 76200 | 298830.335846258 | -222630.335846258 |
58 | 323800 | 316294.266989026 | 7505.73301097414 |
59 | 40600 | 240471.536949661 | -199871.536949661 |
60 | 425700 | 356505.633647315 | 69194.3663526847 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 2.36992089781145e-05 | 4.73984179562289e-05 | 0.999976300791022 |
9 | 1.69032309544403e-06 | 3.38064619088807e-06 | 0.999998309676905 |
10 | 5.04489306176052e-08 | 1.0089786123521e-07 | 0.99999994955107 |
11 | 1.22957126508813e-08 | 2.45914253017626e-08 | 0.999999987704287 |
12 | 4.21779567280684e-10 | 8.43559134561368e-10 | 0.99999999957822 |
13 | 1.9961876744273e-11 | 3.9923753488546e-11 | 0.999999999980038 |
14 | 1.95623355004274e-11 | 3.91246710008549e-11 | 0.999999999980438 |
15 | 1.9627997273656e-12 | 3.9255994547312e-12 | 0.999999999998037 |
16 | 1.057185010217e-13 | 2.114370020434e-13 | 0.999999999999894 |
17 | 2.26434939855125e-13 | 4.5286987971025e-13 | 0.999999999999774 |
18 | 3.00822308321357e-14 | 6.01644616642715e-14 | 0.99999999999997 |
19 | 1.82839376012464e-15 | 3.65678752024928e-15 | 0.999999999999998 |
20 | 1.20619533112898e-16 | 2.41239066225796e-16 | 1 |
21 | 3.68255586916742e-08 | 7.36511173833484e-08 | 0.999999963174441 |
22 | 1.59640175375234e-08 | 3.19280350750469e-08 | 0.999999984035982 |
23 | 9.94263614361474e-08 | 1.98852722872295e-07 | 0.999999900573639 |
24 | 6.18724632097257e-08 | 1.23744926419451e-07 | 0.999999938127537 |
25 | 2.12855073018338e-08 | 4.25710146036677e-08 | 0.999999978714493 |
26 | 1.48644356042479e-08 | 2.97288712084959e-08 | 0.999999985135564 |
27 | 1.9968547319576e-08 | 3.9937094639152e-08 | 0.999999980031453 |
28 | 2.85781108972928e-07 | 5.71562217945857e-07 | 0.99999971421889 |
29 | 2.00544372165039e-05 | 4.01088744330077e-05 | 0.999979945562783 |
30 | 0.000730191552076684 | 0.00146038310415337 | 0.999269808447923 |
31 | 0.00065513313300026 | 0.00131026626600052 | 0.999344866867 |
32 | 0.00100689964603218 | 0.00201379929206437 | 0.998993100353968 |
33 | 0.00579835445421795 | 0.0115967089084359 | 0.994201645545782 |
34 | 0.0102912183971523 | 0.0205824367943045 | 0.989708781602848 |
35 | 0.0280961797939775 | 0.0561923595879551 | 0.971903820206023 |
36 | 0.0202841624493202 | 0.0405683248986405 | 0.97971583755068 |
37 | 0.0240890950979435 | 0.048178190195887 | 0.975910904902056 |
38 | 0.0146963351049483 | 0.0293926702098966 | 0.985303664895052 |
39 | 0.0088489876808101 | 0.0176979753616202 | 0.99115101231919 |
40 | 0.074355239620556 | 0.148710479241112 | 0.925644760379444 |
41 | 0.0505578088223299 | 0.10111561764466 | 0.94944219117767 |
42 | 0.0323231118624734 | 0.0646462237249468 | 0.967676888137527 |
43 | 0.0252439127524139 | 0.0504878255048279 | 0.974756087247586 |
44 | 0.014705780199162 | 0.0294115603983241 | 0.985294219800838 |
45 | 0.0104028767817804 | 0.0208057535635608 | 0.98959712321822 |
46 | 0.00846658724925856 | 0.0169331744985171 | 0.991533412750741 |
47 | 0.00589681830490673 | 0.0117936366098135 | 0.994103181695093 |
48 | 0.00603477909844426 | 0.0120695581968885 | 0.993965220901556 |
49 | 0.0074651685665493 | 0.0149303371330986 | 0.99253483143345 |
50 | 0.00478078240384941 | 0.00956156480769881 | 0.99521921759615 |
51 | 0.0146893020341272 | 0.0293786040682544 | 0.985310697965873 |
52 | 0.00895939489429626 | 0.0179187897885925 | 0.991040605105704 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 26 | 0.577777777777778 | NOK |
5% type I error level | 40 | 0.888888888888889 | NOK |
10% type I error level | 43 | 0.955555555555556 | NOK |