Multiple Linear Regression - Estimated Regression Equation |
Veilingprijs[t] = -1294.17091541916 + 12.7663504041186Ouderdom[t] + 87.9087250789109Aantalaanbieders[t] -18.0406873439489Q1[t] -30.5880195495833Q2[t] -79.9887827172398Q3[t] -2.12137332020945t + 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) | -1294.17091541916 | 210.330109 | -6.153 | 2e-06 | 1e-06 |
Ouderdom | 12.7663504041186 | 0.981127 | 13.0119 | 0 | 0 |
Aantalaanbieders | 87.9087250789109 | 10.392607 | 8.4588 | 0 | 0 |
Q1 | -18.0406873439489 | 72.408523 | -0.2492 | 0.805279 | 0.40264 |
Q2 | -30.5880195495833 | 69.606611 | -0.4394 | 0.664117 | 0.332058 |
Q3 | -79.9887827172398 | 73.647076 | -1.0861 | 0.287793 | 0.143896 |
t | -2.12137332020945 | 2.844315 | -0.7458 | 0.462726 | 0.231363 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.948982856656472 |
R-squared | 0.900568462227878 |
Adjusted R-squared | 0.876704893162569 |
F-TEST (value) | 37.7382134149012 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 25 |
p-value | 2.37605490838178e-11 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 138.166631422712 |
Sum Squared Residuals | 477250.450967485 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1235 | 1449.80695126559 | -214.806951265586 |
2 | 1080 | 1194.03331581141 | -114.033315811407 |
3 | 845 | 856.16375877841 | -11.1637587784099 |
4 | 1522 | 1403.47467762799 | 118.52532237201 |
5 | 1047 | 1196.18454415181 | -149.184544151811 |
6 | 1979 | 1952.98457452761 | 26.0154254723945 |
7 | 1822 | 1657.44605261157 | 164.553947388434 |
8 | 1253 | 1253.10360215193 | -0.103602151928191 |
9 | 1297 | 1208.86456842945 | 88.135431570548 |
10 | 946 | 887.803453204761 | 58.1965467952386 |
11 | 1713 | 1670.12607688921 | 42.8739231107923 |
12 | 1024 | 1141.03157788822 | -117.031577888222 |
13 | 1147 | 1112.4703500697 | 34.5296499302967 |
14 | 1092 | 1126.24580085194 | -34.2458008519355 |
15 | 1152 | 1230.49612536818 | -78.4961253681757 |
16 | 1336 | 1159.53451316554 | 176.465486834459 |
17 | 2131 | 2052.72677059825 | 78.2732294017547 |
18 | 1550 | 1663.80191944836 | -113.801919448359 |
19 | 1884 | 1620.67895011485 | 263.321049885146 |
20 | 2041 | 1891.49734332358 | 149.502656676417 |
21 | 845 | 996.280015774918 | -151.280015774918 |
22 | 1483 | 1449.5990919517 | 33.4009080482956 |
23 | 1055 | 1186.53671024834 | -131.536710248343 |
24 | 1545 | 1592.29724624786 | -47.2972462478557 |
25 | 729 | 540.972258349928 | 188.027741650072 |
26 | 1792 | 1696.44060675324 | 95.5593932467612 |
27 | 1175 | 1304.25899325877 | -129.258993258773 |
28 | 1593 | 1737.00795781644 | -144.007957816441 |
29 | 785 | 658.694541360357 | 126.305458639643 |
30 | 744 | 695.091237450988 | 48.9087625490121 |
31 | 1356 | 1476.29333273067 | -120.293332730671 |
32 | 1262 | 1398.05308177844 | -136.053081778439 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.327549965060154 | 0.655099930120308 | 0.672450034939846 |
11 | 0.286752542485209 | 0.573505084970418 | 0.713247457514791 |
12 | 0.365761135918162 | 0.731522271836324 | 0.634238864081838 |
13 | 0.237978950793431 | 0.475957901586863 | 0.762021049206569 |
14 | 0.222171512909797 | 0.444343025819595 | 0.777828487090203 |
15 | 0.20733667271031 | 0.414673345420619 | 0.79266332728969 |
16 | 0.169782031245835 | 0.33956406249167 | 0.830217968754165 |
17 | 0.0965076935756143 | 0.193015387151229 | 0.903492306424386 |
18 | 0.176870833069723 | 0.353741666139446 | 0.823129166930277 |
19 | 0.329404621416442 | 0.658809242832883 | 0.670595378583558 |
20 | 0.509062165896422 | 0.981875668207156 | 0.490937834103578 |
21 | 0.969494210378809 | 0.0610115792423812 | 0.0305057896211906 |
22 | 0.970969433662706 | 0.0580611326745883 | 0.0290305663372942 |
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 | 2 | 0.153846153846154 | NOK |