| Multiple Linear Regression - Estimated Regression Equation |
| wlh[t] = + 632253.383333333 -66268.7222222223dummies[t] -19868.7458333334M1[t] -35007.1638888889M2[t] -50391.9819444444M3[t] -47671.2M4[t] -32400.2736111111M5[t] -36625.8916666666M6[t] -45285.7097222222M7[t] -50181.9277777778M8[t] -61265.5458333334M9[t] -59152.7638888889M10[t] -7843.18194444445M11[t] -72.1819444444439t + 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) | 632253.383333333 | 10091.23607 | 62.6537 | 0 | 0 |
| dummies | -66268.7222222223 | 9710.296436 | -6.8246 | 0 | 0 |
| M1 | -19868.7458333334 | 11776.445325 | -1.6872 | 0.098344 | 0.049172 |
| M2 | -35007.1638888889 | 11746.38202 | -2.9803 | 0.00459 | 0.002295 |
| M3 | -50391.9819444444 | 11722.946148 | -4.2986 | 8.8e-05 | 4.4e-05 |
| M4 | -47671.2 | 11706.177514 | -4.0723 | 0.000182 | 9.1e-05 |
| M5 | -32400.2736111111 | 11816.410752 | -2.742 | 0.008671 | 0.004336 |
| M6 | -36625.8916666666 | 11773.108748 | -3.111 | 0.003199 | 0.0016 |
| M7 | -45285.7097222222 | 11736.343805 | -3.8586 | 0.000354 | 0.000177 |
| M8 | -50181.9277777778 | 11706.177514 | -4.2868 | 9.2e-05 | 4.6e-05 |
| M9 | -61265.5458333334 | 11682.660991 | -5.2441 | 4e-06 | 2e-06 |
| M10 | -59152.7638888889 | 11665.83445 | -5.0706 | 7e-06 | 3e-06 |
| M11 | -7843.18194444445 | 11655.726866 | -0.6729 | 0.504375 | 0.252188 |
| t | -72.1819444444439 | 280.312113 | -0.2575 | 0.797937 | 0.398968 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.92315839266087 |
| R-squared | 0.852221417940203 |
| Adjusted R-squared | 0.810457905618956 |
| F-TEST (value) | 20.4058847202523 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 46 |
| p-value | 7.54951656745106e-15 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 18423.9920956829 |
| Sum Squared Residuals | 15614400298.1222 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 612613 | 612312.455555556 | 300.54444444418 |
| 2 | 611324 | 597101.855555555 | 14222.1444444445 |
| 3 | 594167 | 581644.855555556 | 12522.1444444445 |
| 4 | 595454 | 584293.455555556 | 11160.5444444445 |
| 5 | 590865 | 599492.2 | -8627.19999999999 |
| 6 | 589379 | 595194.4 | -5815.39999999994 |
| 7 | 584428 | 586462.4 | -2034.39999999998 |
| 8 | 573100 | 581494 | -8394.00000000005 |
| 9 | 567456 | 570338.2 | -2882.20000000009 |
| 10 | 569028 | 572378.8 | -3350.8 |
| 11 | 620735 | 623616.2 | -2881.19999999996 |
| 12 | 628884 | 631387.2 | -2503.19999999997 |
| 13 | 628232 | 611446.272222222 | 16785.7277777779 |
| 14 | 612117 | 596235.672222222 | 15881.3277777777 |
| 15 | 595404 | 580778.672222222 | 14625.3277777778 |
| 16 | 597141 | 583427.272222222 | 13713.7277777778 |
| 17 | 593408 | 598626.016666667 | -5218.01666666666 |
| 18 | 590072 | 594328.216666667 | -4256.21666666667 |
| 19 | 579799 | 585596.216666667 | -5797.21666666668 |
| 20 | 574205 | 580627.816666667 | -6422.81666666666 |
| 21 | 572775 | 569472.016666667 | 3302.98333333335 |
| 22 | 572942 | 571512.616666667 | 1429.38333333333 |
| 23 | 619567 | 622750.016666667 | -3183.01666666667 |
| 24 | 625809 | 630521.016666667 | -4712.01666666667 |
| 25 | 619916 | 610580.088888889 | 9335.91111111118 |
| 26 | 587625 | 595369.488888889 | -7744.48888888891 |
| 27 | 565742 | 579912.488888889 | -14170.4888888889 |
| 28 | 557274 | 582561.088888889 | -25287.0888888889 |
| 29 | 560576 | 531491.111111111 | 29084.8888888889 |
| 30 | 548854 | 527193.311111111 | 21660.6888888889 |
| 31 | 531673 | 518461.311111111 | 13211.6888888889 |
| 32 | 525919 | 513492.911111111 | 12426.0888888889 |
| 33 | 511038 | 502337.111111111 | 8700.88888888892 |
| 34 | 498662 | 504377.711111111 | -5715.7111111111 |
| 35 | 555362 | 555615.111111111 | -253.111111111112 |
| 36 | 564591 | 563386.111111111 | 1204.88888888888 |
| 37 | 541657 | 543445.183333333 | -1788.18333333327 |
| 38 | 527070 | 528234.583333333 | -1164.58333333335 |
| 39 | 509846 | 512777.583333333 | -2931.58333333334 |
| 40 | 514258 | 515426.183333333 | -1168.18333333335 |
| 41 | 516922 | 530624.927777778 | -13702.9277777778 |
| 42 | 507561 | 526327.127777778 | -18766.1277777778 |
| 43 | 492622 | 517595.127777778 | -24973.1277777778 |
| 44 | 490243 | 512626.727777778 | -22383.7277777778 |
| 45 | 469357 | 501470.927777778 | -32113.9277777778 |
| 46 | 477580 | 503511.527777778 | -25931.5277777778 |
| 47 | 528379 | 554748.927777778 | -26369.9277777778 |
| 48 | 533590 | 562519.927777778 | -28929.9277777778 |
| 49 | 517945 | 542579 | -24633.9999999999 |
| 50 | 506174 | 527368.4 | -21194.4 |
| 51 | 501866 | 511911.4 | -10045.4000000000 |
| 52 | 516141 | 514560 | 1580.99999999997 |
| 53 | 528222 | 529758.744444444 | -1536.74444444445 |
| 54 | 532638 | 525460.944444444 | 7177.05555555553 |
| 55 | 536322 | 516728.944444444 | 19593.0555555555 |
| 56 | 536535 | 511760.544444444 | 24774.4555555556 |
| 57 | 523597 | 500604.744444444 | 22992.2555555556 |
| 58 | 536214 | 502645.344444444 | 33568.6555555556 |
| 59 | 586570 | 553882.744444444 | 32687.2555555555 |
| 60 | 596594 | 561653.744444444 | 34940.2555555555 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.0202643356444807 | 0.0405286712889615 | 0.97973566435552 |
| 18 | 0.00451437449788936 | 0.00902874899577872 | 0.99548562550211 |
| 19 | 0.00168549439102486 | 0.00337098878204972 | 0.998314505608975 |
| 20 | 0.000329289098795788 | 0.000658578197591576 | 0.999670710901204 |
| 21 | 6.43539299267122e-05 | 0.000128707859853424 | 0.999935646070073 |
| 22 | 1.07515733547039e-05 | 2.15031467094077e-05 | 0.999989248426645 |
| 23 | 2.09658915752406e-06 | 4.19317831504812e-06 | 0.999997903410842 |
| 24 | 5.04350453537493e-07 | 1.00870090707499e-06 | 0.999999495649546 |
| 25 | 1.15107723931483e-07 | 2.30215447862966e-07 | 0.999999884892276 |
| 26 | 2.45395537718283e-05 | 4.90791075436566e-05 | 0.999975460446228 |
| 27 | 0.00016825052185954 | 0.00033650104371908 | 0.99983174947814 |
| 28 | 0.000959498805784551 | 0.00191899761156910 | 0.999040501194215 |
| 29 | 0.000715774496874084 | 0.00143154899374817 | 0.999284225503126 |
| 30 | 0.000555752203488987 | 0.00111150440697797 | 0.999444247796511 |
| 31 | 0.000455113021516109 | 0.000910226043032218 | 0.999544886978484 |
| 32 | 0.000292871689405026 | 0.000585743378810052 | 0.999707128310595 |
| 33 | 0.000389103790991179 | 0.000778207581982358 | 0.99961089620901 |
| 34 | 0.000618990127300548 | 0.00123798025460110 | 0.9993810098727 |
| 35 | 0.000543396058334212 | 0.00108679211666842 | 0.999456603941666 |
| 36 | 0.00059427367106025 | 0.0011885473421205 | 0.99940572632894 |
| 37 | 0.00273167945109566 | 0.00546335890219132 | 0.997268320548904 |
| 38 | 0.0149574880657280 | 0.0299149761314561 | 0.985042511934272 |
| 39 | 0.0570023880619358 | 0.114004776123872 | 0.942997611938064 |
| 40 | 0.179403664373240 | 0.358807328746479 | 0.82059633562676 |
| 41 | 0.539247450906018 | 0.921505098187964 | 0.460752549093982 |
| 42 | 0.88567733909151 | 0.228645321816980 | 0.114322660908490 |
| 43 | 0.896667863461163 | 0.206664273077674 | 0.103332136538837 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 20 | 0.740740740740741 | NOK |
| 5% type I error level | 22 | 0.814814814814815 | NOK |
| 10% type I error level | 22 | 0.814814814814815 | NOK |
