| Multiple Linear Regression - Estimated Regression Equation |
| wlh[t] = + 593211.196565783 -69585.655196409dummies[t] + 48.1465422612516t + 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) | 593211.196565783 | 7221.910883 | 82.1405 | 0 | 0 |
| dummies | -69585.655196409 | 12981.857633 | -5.3602 | 2e-06 | 1e-06 |
| t | 48.1465422612516 | 373.97218 | 0.1287 | 0.898014 | 0.449007 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.81014860836982 |
| R-squared | 0.656340767643556 |
| Adjusted R-squared | 0.644282548964383 |
| F-TEST (value) | 54.4309889467476 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 57 |
| p-value | 6.01740879346835e-14 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 25239.6592207947 |
| Sum Squared Residuals | 36311302662.1652 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 612613 | 593259.343108045 | 19353.6568919552 |
| 2 | 611324 | 593307.489650306 | 18016.5103496943 |
| 3 | 594167 | 593355.636192567 | 811.363807432979 |
| 4 | 595454 | 593403.782734828 | 2050.21726517172 |
| 5 | 590865 | 593451.929277090 | -2586.92927708953 |
| 6 | 589379 | 593500.075819351 | -4121.07581935078 |
| 7 | 584428 | 593548.222361612 | -9120.22236161204 |
| 8 | 573100 | 593596.368903873 | -20496.3689038733 |
| 9 | 567456 | 593644.515446134 | -26188.5154461345 |
| 10 | 569028 | 593692.661988396 | -24664.6619883958 |
| 11 | 620735 | 593740.808530657 | 26994.1914693430 |
| 12 | 628884 | 593788.955072918 | 35095.0449270817 |
| 13 | 628232 | 593837.10161518 | 34394.8983848205 |
| 14 | 612117 | 593885.248157441 | 18231.7518425592 |
| 15 | 595404 | 593933.394699702 | 1470.60530029795 |
| 16 | 597141 | 593981.541241963 | 3159.4587580367 |
| 17 | 593408 | 594029.687784225 | -621.687784224551 |
| 18 | 590072 | 594077.834326486 | -4005.8343264858 |
| 19 | 579799 | 594125.980868747 | -14326.9808687471 |
| 20 | 574205 | 594174.127411008 | -19969.1274110083 |
| 21 | 572775 | 594222.27395327 | -21447.2739532696 |
| 22 | 572942 | 594270.420495531 | -21328.4204955308 |
| 23 | 619567 | 594318.567037792 | 25248.4329622079 |
| 24 | 625809 | 594366.713580053 | 31442.2864199467 |
| 25 | 619916 | 594414.860122315 | 25501.1398776854 |
| 26 | 587625 | 594463.006664576 | -6838.00666457582 |
| 27 | 565742 | 594511.153206837 | -28769.1532068371 |
| 28 | 557274 | 594559.299749098 | -37285.2997490983 |
| 29 | 560576 | 525021.79109495 | 35554.2089050494 |
| 30 | 548854 | 525069.937637212 | 23784.0623627882 |
| 31 | 531673 | 525118.084179473 | 6554.9158205269 |
| 32 | 525919 | 525166.230721734 | 752.769278265644 |
| 33 | 511038 | 525214.377263996 | -14176.3772639956 |
| 34 | 498662 | 525262.523806257 | -26600.5238062569 |
| 35 | 555362 | 525310.670348518 | 30051.3296514819 |
| 36 | 564591 | 525358.816890779 | 39232.1831092206 |
| 37 | 541657 | 525406.963433041 | 16250.0365669594 |
| 38 | 527070 | 525455.109975302 | 1614.89002469813 |
| 39 | 509846 | 525503.256517563 | -15657.2565175631 |
| 40 | 514258 | 525551.403059824 | -11293.4030598244 |
| 41 | 516922 | 525599.549602086 | -8677.54960208562 |
| 42 | 507561 | 525647.696144347 | -18086.6961443469 |
| 43 | 492622 | 525695.842686608 | -33073.8426866081 |
| 44 | 490243 | 525743.989228869 | -35500.9892288694 |
| 45 | 469357 | 525792.135771131 | -56435.1357711306 |
| 46 | 477580 | 525840.282313392 | -48260.2823133919 |
| 47 | 528379 | 525888.428855653 | 2490.57114434687 |
| 48 | 533590 | 525936.575397914 | 7653.42460208562 |
| 49 | 517945 | 525984.721940176 | -8039.72194017564 |
| 50 | 506174 | 526032.868482437 | -19858.8684824369 |
| 51 | 501866 | 526081.015024698 | -24215.0150246981 |
| 52 | 516141 | 526129.161566959 | -9988.1615669594 |
| 53 | 528222 | 526177.308109221 | 2044.69189077936 |
| 54 | 532638 | 526225.454651482 | 6412.5453485181 |
| 55 | 536322 | 526273.601193743 | 10048.3988062569 |
| 56 | 536535 | 526321.747736004 | 10213.2522639956 |
| 57 | 523597 | 526369.894278266 | -2772.89427826565 |
| 58 | 536214 | 526418.040820527 | 9795.9591794731 |
| 59 | 586570 | 526466.187362788 | 60103.8126372118 |
| 60 | 596594 | 526514.333905049 | 70079.6660949506 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.0116881636478217 | 0.0233763272956433 | 0.988311836352178 |
| 7 | 0.00214546189700008 | 0.00429092379400017 | 0.997854538103 |
| 8 | 0.000473313060766402 | 0.000946626121532803 | 0.999526686939234 |
| 9 | 9.06751635414292e-05 | 0.000181350327082858 | 0.999909324836459 |
| 10 | 2.13026085673464e-05 | 4.26052171346927e-05 | 0.999978697391433 |
| 11 | 0.115022841224952 | 0.230045682449904 | 0.884977158775048 |
| 12 | 0.293181040462376 | 0.586362080924752 | 0.706818959537624 |
| 13 | 0.351714778898510 | 0.703429557797021 | 0.64828522110149 |
| 14 | 0.280814533068622 | 0.561629066137245 | 0.719185466931378 |
| 15 | 0.213549168730537 | 0.427098337461074 | 0.786450831269463 |
| 16 | 0.154752217077126 | 0.309504434154252 | 0.845247782922874 |
| 17 | 0.110594869411479 | 0.221189738822958 | 0.889405130588521 |
| 18 | 0.078114220204682 | 0.156228440409364 | 0.921885779795318 |
| 19 | 0.0624677276479687 | 0.124935455295937 | 0.937532272352031 |
| 20 | 0.0526402237208441 | 0.105280447441688 | 0.947359776279156 |
| 21 | 0.0421543686245236 | 0.0843087372490473 | 0.957845631375476 |
| 22 | 0.0316814471843302 | 0.0633628943686605 | 0.96831855281567 |
| 23 | 0.045000896654084 | 0.090001793308168 | 0.954999103345916 |
| 24 | 0.0709728639265808 | 0.141945727853162 | 0.92902713607342 |
| 25 | 0.0866027562281708 | 0.173205512456342 | 0.913397243771829 |
| 26 | 0.068116201601728 | 0.136232403203456 | 0.931883798398272 |
| 27 | 0.0695056931514705 | 0.139011386302941 | 0.93049430684853 |
| 28 | 0.0754645992788615 | 0.150929198557723 | 0.924535400721138 |
| 29 | 0.0761942599373463 | 0.152388519874693 | 0.923805740062654 |
| 30 | 0.071869648790307 | 0.143739297580614 | 0.928130351209693 |
| 31 | 0.063183549232244 | 0.126367098464488 | 0.936816450767756 |
| 32 | 0.052511880308149 | 0.105023760616298 | 0.947488119691851 |
| 33 | 0.046880526093474 | 0.093761052186948 | 0.953119473906526 |
| 34 | 0.0483947607499057 | 0.0967895214998113 | 0.951605239250094 |
| 35 | 0.0765962740403482 | 0.153192548080696 | 0.923403725959652 |
| 36 | 0.218756915834312 | 0.437513831668625 | 0.781243084165688 |
| 37 | 0.315333206884396 | 0.630666413768792 | 0.684666793115604 |
| 38 | 0.379855427325376 | 0.759710854650753 | 0.620144572674624 |
| 39 | 0.392351764712110 | 0.784703529424221 | 0.60764823528789 |
| 40 | 0.428838985132774 | 0.857677970265548 | 0.571161014867226 |
| 41 | 0.51531463087489 | 0.969370738250221 | 0.484685369125110 |
| 42 | 0.567332633359442 | 0.865334733281117 | 0.432667366640558 |
| 43 | 0.55472084472074 | 0.890558310558519 | 0.445279155279259 |
| 44 | 0.516355235027764 | 0.967289529944473 | 0.483644764972236 |
| 45 | 0.566716183220733 | 0.866567633558533 | 0.433283816779266 |
| 46 | 0.57990423321638 | 0.84019153356724 | 0.42009576678362 |
| 47 | 0.608714281728958 | 0.782571436542085 | 0.391285718271042 |
| 48 | 0.75885315079308 | 0.482293698413841 | 0.241146849206921 |
| 49 | 0.77505026754431 | 0.449899464911381 | 0.224949732455690 |
| 50 | 0.697281222571394 | 0.605437554857211 | 0.302718777428606 |
| 51 | 0.578309243032331 | 0.843381513935338 | 0.421690756967669 |
| 52 | 0.456216345560693 | 0.912432691121385 | 0.543783654439307 |
| 53 | 0.382635319080676 | 0.765270638161353 | 0.617364680919324 |
| 54 | 0.336138054128371 | 0.672276108256743 | 0.663861945871629 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 4 | 0.0816326530612245 | NOK |
| 5% type I error level | 5 | 0.102040816326531 | NOK |
| 10% type I error level | 10 | 0.204081632653061 | NOK |
