| Multiple Linear Regression - Estimated Regression Equation |
| woningprijs_us[t] = + 144.780298507463 + 57.2072014925373Dummy_[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) | 144.780298507463 | 4.554014 | 31.7918 | 0 | 0 |
| Dummy_ | 57.2072014925373 | 11.684693 | 4.8959 | 5e-06 | 3e-06 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.487233748468161 |
| R-squared | 0.237396725646336 |
| Adjusted R-squared | 0.227492787018366 |
| F-TEST (value) | 23.9699310106693 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 77 |
| p-value | 5.27065705901997e-06 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 37.2762134418027 |
| Sum Squared Residuals | 106992.738819030 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 100 | 144.780298507463 | -44.7802985074627 |
| 2 | 100.42 | 144.780298507463 | -44.3602985074627 |
| 3 | 100.5 | 144.780298507463 | -44.2802985074627 |
| 4 | 101.14 | 144.780298507463 | -43.6402985074627 |
| 5 | 101.98 | 144.780298507463 | -42.8002985074627 |
| 6 | 102.31 | 144.780298507463 | -42.4702985074627 |
| 7 | 103.27 | 144.780298507463 | -41.5102985074627 |
| 8 | 103.8 | 144.780298507463 | -40.9802985074627 |
| 9 | 103.46 | 144.780298507463 | -41.3202985074627 |
| 10 | 105.06 | 144.780298507463 | -39.7202985074627 |
| 11 | 106.08 | 144.780298507463 | -38.7002985074627 |
| 12 | 106.74 | 144.780298507463 | -38.0402985074627 |
| 13 | 107.35 | 144.780298507463 | -37.4302985074627 |
| 14 | 108.96 | 144.780298507463 | -35.8202985074627 |
| 15 | 109.85 | 144.780298507463 | -34.9302985074627 |
| 16 | 109.81 | 144.780298507463 | -34.9702985074627 |
| 17 | 109.99 | 144.780298507463 | -34.7902985074627 |
| 18 | 111.6 | 144.780298507463 | -33.1802985074627 |
| 19 | 112.74 | 144.780298507463 | -32.0402985074627 |
| 20 | 112.78 | 144.780298507463 | -32.0002985074627 |
| 21 | 113.66 | 144.780298507463 | -31.1202985074627 |
| 22 | 115.37 | 144.780298507463 | -29.4102985074627 |
| 23 | 116.26 | 144.780298507463 | -28.5202985074627 |
| 24 | 116.24 | 144.780298507463 | -28.5402985074627 |
| 25 | 116.73 | 144.780298507463 | -28.0502985074627 |
| 26 | 118.76 | 144.780298507463 | -26.0202985074627 |
| 27 | 119.78 | 144.780298507463 | -25.0002985074627 |
| 28 | 120.23 | 144.780298507463 | -24.5502985074627 |
| 29 | 121.48 | 144.780298507463 | -23.3002985074627 |
| 30 | 124.07 | 144.780298507463 | -20.7102985074627 |
| 31 | 125.82 | 144.780298507463 | -18.9602985074627 |
| 32 | 126.92 | 144.780298507463 | -17.8602985074627 |
| 33 | 128.48 | 144.780298507463 | -16.3002985074627 |
| 34 | 131.44 | 144.780298507463 | -13.3402985074627 |
| 35 | 133.51 | 144.780298507463 | -11.2702985074627 |
| 36 | 134.58 | 144.780298507463 | -10.2002985074627 |
| 37 | 136.68 | 144.780298507463 | -8.10029850746268 |
| 38 | 140.1 | 144.780298507463 | -4.68029850746269 |
| 39 | 142.45 | 144.780298507463 | -2.33029850746270 |
| 40 | 143.91 | 144.780298507463 | -0.870298507462688 |
| 41 | 146.19 | 144.780298507463 | 1.40970149253731 |
| 42 | 149.84 | 144.780298507463 | 5.05970149253732 |
| 43 | 152.31 | 144.780298507463 | 7.52970149253732 |
| 44 | 153.62 | 144.780298507463 | 8.83970149253732 |
| 45 | 155.79 | 144.780298507463 | 11.0097014925373 |
| 46 | 159.89 | 144.780298507463 | 15.1097014925373 |
| 47 | 163.21 | 144.780298507463 | 18.4297014925373 |
| 48 | 165.32 | 144.780298507463 | 20.5397014925373 |
| 49 | 167.68 | 144.780298507463 | 22.8997014925373 |
| 50 | 171.79 | 144.780298507463 | 27.0097014925373 |
| 51 | 175.38 | 144.780298507463 | 30.5997014925373 |
| 52 | 177.81 | 144.780298507463 | 33.0297014925373 |
| 53 | 181.09 | 144.780298507463 | 36.3097014925373 |
| 54 | 186.48 | 144.780298507463 | 41.6997014925373 |
| 55 | 191.07 | 144.780298507463 | 46.2897014925373 |
| 56 | 194.23 | 144.780298507463 | 49.4497014925373 |
| 57 | 197.82 | 144.780298507463 | 53.0397014925373 |
| 58 | 204.41 | 144.780298507463 | 59.6297014925373 |
| 59 | 209.26 | 144.780298507463 | 64.4797014925373 |
| 60 | 212.24 | 144.780298507463 | 67.4597014925373 |
| 61 | 214.88 | 144.780298507463 | 70.0997014925373 |
| 62 | 218.87 | 144.780298507463 | 74.0897014925373 |
| 63 | 219.86 | 144.780298507463 | 75.0797014925373 |
| 64 | 219.75 | 144.780298507463 | 74.9697014925373 |
| 65 | 220.89 | 144.780298507463 | 76.1097014925373 |
| 66 | 224.02 | 144.780298507463 | 79.2397014925373 |
| 67 | 222.27 | 144.780298507463 | 77.4897014925373 |
| 68 | 217.27 | 201.9875 | 15.2825000000000 |
| 69 | 213.23 | 201.9875 | 11.2425 |
| 70 | 212.44 | 201.9875 | 10.4525 |
| 71 | 207.87 | 201.9875 | 5.8825 |
| 72 | 199.46 | 201.9875 | -2.52749999999999 |
| 73 | 198.19 | 201.9875 | -3.7975 |
| 74 | 199.77 | 201.9875 | -2.21749999999999 |
| 75 | 200.1 | 201.9875 | -1.88750000000000 |
| 76 | 195.76 | 201.9875 | -6.22750000000001 |
| 77 | 191.27 | 201.9875 | -10.7175000000000 |
| 78 | 195.79 | 201.9875 | -6.1975 |
| 79 | 192.7 | 201.9875 | -9.28750000000001 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 2.01100455164322e-05 | 4.02200910328643e-05 | 0.999979889954484 |
| 6 | 1.31943171220010e-06 | 2.63886342440020e-06 | 0.999998680568288 |
| 7 | 1.84339307568611e-07 | 3.68678615137223e-07 | 0.999999815660692 |
| 8 | 2.55325186662573e-08 | 5.10650373325145e-08 | 0.999999974467481 |
| 9 | 1.98650912723852e-09 | 3.97301825447704e-09 | 0.99999999801349 |
| 10 | 4.90049645145354e-10 | 9.80099290290709e-10 | 0.99999999950995 |
| 11 | 1.71653438414597e-10 | 3.43306876829194e-10 | 0.999999999828347 |
| 12 | 5.8341018843367e-11 | 1.16682037686734e-10 | 0.99999999994166 |
| 13 | 1.98497590680164e-11 | 3.96995181360329e-11 | 0.99999999998015 |
| 14 | 1.24968048981193e-11 | 2.49936097962386e-11 | 0.999999999987503 |
| 15 | 7.94440337992365e-12 | 1.58888067598473e-11 | 0.999999999992056 |
| 16 | 3.45662700929429e-12 | 6.91325401858859e-12 | 0.999999999996543 |
| 17 | 1.34140119951974e-12 | 2.68280239903949e-12 | 0.999999999998659 |
| 18 | 8.43163499198224e-13 | 1.68632699839645e-12 | 0.999999999999157 |
| 19 | 6.56866958949766e-13 | 1.31373391789953e-12 | 0.999999999999343 |
| 20 | 4.13972527080627e-13 | 8.27945054161253e-13 | 0.999999999999586 |
| 21 | 3.01253961452752e-13 | 6.02507922905505e-13 | 0.999999999999699 |
| 22 | 3.26761341194683e-13 | 6.53522682389365e-13 | 0.999999999999673 |
| 23 | 3.79475065404576e-13 | 7.58950130809152e-13 | 0.99999999999962 |
| 24 | 3.68838375782137e-13 | 7.37676751564274e-13 | 0.999999999999631 |
| 25 | 3.68917647828166e-13 | 7.37835295656332e-13 | 0.999999999999631 |
| 26 | 5.64697323118202e-13 | 1.12939464623640e-12 | 0.999999999999435 |
| 27 | 9.68865502612558e-13 | 1.93773100522512e-12 | 0.999999999999031 |
| 28 | 1.63744441669999e-12 | 3.27488883339999e-12 | 0.999999999998363 |
| 29 | 3.33469778404103e-12 | 6.66939556808206e-12 | 0.999999999996665 |
| 30 | 1.06335714649433e-11 | 2.12671429298865e-11 | 0.999999999989366 |
| 31 | 4.09173835125839e-11 | 8.18347670251679e-11 | 0.999999999959083 |
| 32 | 1.62611152327241e-10 | 3.25222304654483e-10 | 0.999999999837389 |
| 33 | 7.29854215110618e-10 | 1.45970843022124e-09 | 0.999999999270146 |
| 34 | 4.4701904880355e-09 | 8.940380976071e-09 | 0.99999999552981 |
| 35 | 2.96445645874561e-08 | 5.92891291749122e-08 | 0.999999970355435 |
| 36 | 1.82711825717291e-07 | 3.65423651434581e-07 | 0.999999817288174 |
| 37 | 1.19097808117311e-06 | 2.38195616234622e-06 | 0.999998809021919 |
| 38 | 8.74436103872632e-06 | 1.74887220774526e-05 | 0.999991255638961 |
| 39 | 5.99528176632496e-05 | 0.000119905635326499 | 0.999940047182337 |
| 40 | 0.000353760417707741 | 0.000707520835415483 | 0.999646239582292 |
| 41 | 0.00186388486163813 | 0.00372776972327627 | 0.998136115138362 |
| 42 | 0.0086958118760719 | 0.0173916237521438 | 0.991304188123928 |
| 43 | 0.0327198350365011 | 0.0654396700730022 | 0.967280164963499 |
| 44 | 0.0974784535924416 | 0.194956907184883 | 0.902521546407558 |
| 45 | 0.233080807886962 | 0.466161615773925 | 0.766919192113038 |
| 46 | 0.441032799836917 | 0.882065599673834 | 0.558967200163083 |
| 47 | 0.667145399167196 | 0.665709201665608 | 0.332854600832804 |
| 48 | 0.845427840631014 | 0.309144318737972 | 0.154572159368986 |
| 49 | 0.946508506925576 | 0.106982986148849 | 0.0534914930744244 |
| 50 | 0.98572442861989 | 0.0285511427602199 | 0.0142755713801099 |
| 51 | 0.99700005850112 | 0.0059998829977604 | 0.0029999414988802 |
| 52 | 0.999538805454589 | 0.000922389090822222 | 0.000461194545411111 |
| 53 | 0.999947117201602 | 0.000105765596795475 | 5.28827983977377e-05 |
| 54 | 0.999993716013216 | 1.25679735673863e-05 | 6.28398678369316e-06 |
| 55 | 0.99999915515639 | 1.68968721823964e-06 | 8.44843609119822e-07 |
| 56 | 0.999999887345753 | 2.25308493315858e-07 | 1.12654246657929e-07 |
| 57 | 0.999999983228114 | 3.35437725972241e-08 | 1.67718862986120e-08 |
| 58 | 0.99999999347412 | 1.30517609016024e-08 | 6.5258804508012e-09 |
| 59 | 0.999999994723127 | 1.05537469194489e-08 | 5.27687345972446e-09 |
| 60 | 0.999999993472992 | 1.30540154689627e-08 | 6.52700773448134e-09 |
| 61 | 0.999999988708326 | 2.25833482064704e-08 | 1.12916741032352e-08 |
| 62 | 0.999999972954784 | 5.40904309465988e-08 | 2.70452154732994e-08 |
| 63 | 0.999999926251593 | 1.47496815057970e-07 | 7.37484075289852e-08 |
| 64 | 0.999999782162359 | 4.35675282900798e-07 | 2.17837641450399e-07 |
| 65 | 0.999999303941202 | 1.39211759580781e-06 | 6.96058797903904e-07 |
| 66 | 0.999997673396994 | 4.65320601276042e-06 | 2.32660300638021e-06 |
| 67 | 0.99999166262357 | 1.66747528597695e-05 | 8.33737642988475e-06 |
| 68 | 0.999992371440353 | 1.52571192941276e-05 | 7.6285596470638e-06 |
| 69 | 0.999990701026532 | 1.85979469360072e-05 | 9.29897346800361e-06 |
| 70 | 0.999994839334237 | 1.03213315268349e-05 | 5.16066576341745e-06 |
| 71 | 0.999997112714243 | 5.774571514733e-06 | 2.8872857573665e-06 |
| 72 | 0.999975939974361 | 4.81200512777255e-05 | 2.40600256388628e-05 |
| 73 | 0.999767114875214 | 0.000465770249571814 | 0.000232885124785907 |
| 74 | 0.998525408766616 | 0.00294918246676740 | 0.00147459123338370 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 61 | 0.871428571428571 | NOK |
| 5% type I error level | 63 | 0.9 | NOK |
| 10% type I error level | 64 | 0.914285714285714 | NOK |
