| Multiple Linear Regression - Estimated Regression Equation |
| Ouderdom[t] = + 112.017758694384 -5.99867548399001Aanbieders[t] + 0.0656822206617222Veilingprijs[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) | 112.017758694384 | 5.718066 | 19.5901 | 0 | 0 |
| Aanbieders | -5.99867548399001 | 0.54248 | -11.0579 | 0 | 0 |
| Veilingprijs | 0.0656822206617222 | 0.003872 | 16.9619 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.915241036451115 |
| R-squared | 0.837666154804112 |
| Adjusted R-squared | 0.832255026630916 |
| F-TEST (value) | 154.804345414224 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 60 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 11.1796015150335 |
| Sum Squared Residuals | 7499.00940209635 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 127 | 115.152519919741 | 11.8474800802593 |
| 2 | 115 | 110.970451201163 | 4.02954879883651 |
| 3 | 127 | 125.528506765609 | 1.47149323439113 |
| 4 | 150 | 157.998019185615 | -7.99801918561475 |
| 5 | 156 | 144.794990823267 | 11.2050091767333 |
| 6 | 182 | 176.017443060042 | 5.98255693995823 |
| 7 | 156 | 159.706658932161 | -3.70665893216138 |
| 8 | 132 | 134.330826343621 | -2.33082634362146 |
| 9 | 137 | 143.219519536727 | -6.21951953672725 |
| 10 | 113 | 120.165060084463 | -7.16506008446276 |
| 11 | 137 | 134.551270428064 | 2.44872957193638 |
| 12 | 117 | 113.290922328097 | 3.70907767190294 |
| 13 | 137 | 139.365861921459 | -2.36586192145893 |
| 14 | 153 | 147.750690753044 | 5.24930924695577 |
| 15 | 117 | 109.700895604817 | 7.29910439518251 |
| 16 | 126 | 139.782450658544 | -13.7824506585444 |
| 17 | 170 | 168.005114148654 | 1.99488585134647 |
| 18 | 182 | 165.835796848133 | 16.164203151867 |
| 19 | 162 | 169.777632097178 | -7.77763209717817 |
| 20 | 184 | 186.088416225059 | -2.08841622505856 |
| 21 | 143 | 131.527182249599 | 11.4728177504012 |
| 22 | 159 | 155.436412579808 | 3.56358742019242 |
| 23 | 108 | 97.3310447166404 | 10.6689552833596 |
| 24 | 175 | 165.507385744824 | 9.49261425517564 |
| 25 | 108 | 123.908044652839 | -15.9080446528391 |
| 26 | 179 | 175.73221876428 | 3.26778123572026 |
| 27 | 111 | 99.214235712057 | 11.7857642879429 |
| 28 | 187 | 168.660132336587 | 18.339867663413 |
| 29 | 111 | 121.587573525905 | -10.5875735259055 |
| 30 | 115 | 118.894602478775 | -3.8946024787749 |
| 31 | 194 | 171.089472491729 | 22.9105275082711 |
| 32 | 168 | 152.917992781547 | 15.082007218453 |
| 33 | 125 | 122.136428713656 | 2.86357128634373 |
| 34 | 114 | 113.02819344545 | 0.971806554549826 |
| 35 | 126 | 131.19877114629 | -5.19877114629023 |
| 36 | 149 | 157.538243640983 | -8.5382436409827 |
| 37 | 155 | 150.662301865933 | 4.3376981340667 |
| 38 | 181 | 175.55766751541 | 5.44233248459028 |
| 39 | 155 | 165.573969974828 | -10.5739699748279 |
| 40 | 130 | 140.001090724303 | -10.0010907243029 |
| 41 | 136 | 148.758419476085 | -12.7584194760852 |
| 42 | 112 | 126.032371127129 | -14.0323711271293 |
| 43 | 135 | 140.549945912054 | -5.54994591205363 |
| 44 | 114 | 113.159557886774 | 0.840442113226381 |
| 45 | 136 | 145.101808522802 | -9.10180852280205 |
| 46 | 152 | 153.552319575049 | -1.55231957504908 |
| 47 | 116 | 115.502524426822 | 0.49747557317767 |
| 48 | 125 | 139.191310672589 | -14.1913106725889 |
| 49 | 169 | 173.806742970658 | -4.80674297065836 |
| 50 | 181 | 145.101808522802 | 35.898191477198 |
| 51 | 160 | 175.513578698521 | -15.5135786985213 |
| 52 | 183 | 191.627316164417 | -8.62731616441652 |
| 53 | 142 | 137.460175512927 | 4.53982448707287 |
| 54 | 158 | 181.44657196185 | -23.4465719618496 |
| 55 | 107 | 103.001309097322 | 3.99869090267819 |
| 56 | 174 | 171.243332346167 | 2.75666765383251 |
| 57 | 107 | 129.57830903352 | -22.5783090335205 |
| 58 | 178 | 181.074072041653 | -3.07407204165253 |
| 59 | 110 | 104.884500092738 | 5.11549990726153 |
| 60 | 186 | 174.199032275945 | 11.800967724055 |
| 61 | 110 | 119.223013582083 | -9.2230135820835 |
| 62 | 114 | 124.630549080118 | -10.630549080118 |
| 63 | 193 | 176.825419093072 | 16.174580906928 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.392321036520383 | 0.784642073040766 | 0.607678963479617 |
| 7 | 0.276424811676498 | 0.552849623352996 | 0.723575188323502 |
| 8 | 0.194402117161692 | 0.388804234323383 | 0.805597882838308 |
| 9 | 0.161176017708738 | 0.322352035417476 | 0.838823982291262 |
| 10 | 0.155464004941358 | 0.310928009882716 | 0.844535995058642 |
| 11 | 0.0918398444711543 | 0.183679688942309 | 0.908160155528846 |
| 12 | 0.0519865538203231 | 0.103973107640646 | 0.948013446179677 |
| 13 | 0.0287688251073024 | 0.0575376502146048 | 0.971231174892698 |
| 14 | 0.0193586533901699 | 0.0387173067803398 | 0.98064134660983 |
| 15 | 0.0114127629892586 | 0.0228255259785173 | 0.988587237010741 |
| 16 | 0.0282586218179258 | 0.0565172436358517 | 0.971741378182074 |
| 17 | 0.0163191700849326 | 0.0326383401698653 | 0.983680829915067 |
| 18 | 0.0438374671023724 | 0.0876749342047447 | 0.956162532897628 |
| 19 | 0.0372333647947618 | 0.0744667295895236 | 0.962766635205238 |
| 20 | 0.0224760875982013 | 0.0449521751964026 | 0.977523912401799 |
| 21 | 0.0213754221062202 | 0.0427508442124405 | 0.97862457789378 |
| 22 | 0.0129768863814854 | 0.0259537727629707 | 0.987023113618515 |
| 23 | 0.0109879652870093 | 0.0219759305740186 | 0.98901203471299 |
| 24 | 0.00983249007575276 | 0.0196649801515055 | 0.990167509924247 |
| 25 | 0.0283563941403216 | 0.0567127882806432 | 0.971643605859678 |
| 26 | 0.0182935424468252 | 0.0365870848936503 | 0.981706457553175 |
| 27 | 0.0179834220238032 | 0.0359668440476065 | 0.982016577976197 |
| 28 | 0.042829255549209 | 0.085658511098418 | 0.95717074445079 |
| 29 | 0.0445679810057639 | 0.0891359620115278 | 0.955432018994236 |
| 30 | 0.0308752627449126 | 0.0617505254898253 | 0.969124737255087 |
| 31 | 0.103675471401911 | 0.207350942803822 | 0.89632452859809 |
| 32 | 0.130843647513858 | 0.261687295027715 | 0.869156352486142 |
| 33 | 0.0992635125401991 | 0.198527025080398 | 0.900736487459801 |
| 34 | 0.0718568137783207 | 0.143713627556641 | 0.92814318622168 |
| 35 | 0.0549801903727858 | 0.109960380745572 | 0.945019809627214 |
| 36 | 0.049704158393582 | 0.099408316787164 | 0.950295841606418 |
| 37 | 0.035250665017772 | 0.0705013300355439 | 0.964749334982228 |
| 38 | 0.027198184913867 | 0.0543963698277341 | 0.972801815086133 |
| 39 | 0.0266644497282431 | 0.0533288994564862 | 0.973335550271757 |
| 40 | 0.0238823055424676 | 0.0477646110849352 | 0.976117694457532 |
| 41 | 0.0259723170133229 | 0.0519446340266458 | 0.974027682986677 |
| 42 | 0.030681733885306 | 0.061363467770612 | 0.969318266114694 |
| 43 | 0.0210711932817328 | 0.0421423865634656 | 0.978928806718267 |
| 44 | 0.0129653089051379 | 0.0259306178102758 | 0.987034691094862 |
| 45 | 0.0101905347249156 | 0.0203810694498311 | 0.989809465275084 |
| 46 | 0.00585250129680872 | 0.0117050025936174 | 0.994147498703191 |
| 47 | 0.00324495538971298 | 0.00648991077942596 | 0.996755044610287 |
| 48 | 0.00363283720481224 | 0.00726567440962449 | 0.996367162795188 |
| 49 | 0.00202280516586257 | 0.00404561033172515 | 0.997977194834137 |
| 50 | 0.126756541482531 | 0.253513082965061 | 0.87324345851747 |
| 51 | 0.136908159221946 | 0.273816318443892 | 0.863091840778054 |
| 52 | 0.108418448371266 | 0.216836896742532 | 0.891581551628734 |
| 53 | 0.0848424029158624 | 0.169684805831725 | 0.915157597084138 |
| 54 | 0.525683837383108 | 0.948632325233783 | 0.474316162616892 |
| 55 | 0.419587888058449 | 0.839175776116898 | 0.580412111941551 |
| 56 | 0.29408556160377 | 0.58817112320754 | 0.70591443839623 |
| 57 | 0.369885977814726 | 0.739771955629452 | 0.630114022185274 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 3 | 0.0576923076923077 | NOK |
| 5% type I error level | 18 | 0.346153846153846 | NOK |
| 10% type I error level | 32 | 0.615384615384615 | NOK |
