| Multiple Linear Regression - Estimated Regression Equation |
| Verkoopprijs[t] = -28486.1768397553 + 3.55640719287227Grond[t] -0.234501042379495waarde[t] + 99.3392443997405oppervalke[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) | -28486.1768397553 | 73578.81985 | -0.3872 | 0.700111 | 0.350056 |
| Grond | 3.55640719287227 | 1.5073 | 2.3595 | 0.021814 | 0.010907 |
| waarde | -0.234501042379495 | 1.064192 | -0.2204 | 0.826395 | 0.413198 |
| oppervalke | 99.3392443997405 | 41.893218 | 2.3712 | 0.021193 | 0.010596 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.439955037003439 |
| R-squared | 0.193560434584697 |
| Adjusted R-squared | 0.150358315008878 |
| F-TEST (value) | 4.48034579055776 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 56 |
| p-value | 0.00688046785773 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 142655.400495884 |
| Sum Squared Residuals | 1139631544275.89 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 68900 | 168227.606417799 | -99327.6064177987 |
| 2 | 48500 | 89175.1076583615 | -40675.1076583615 |
| 3 | 55500 | 109783.20241527 | -54283.2024152701 |
| 4 | 62000 | 123457.67398475 | -61457.6739847501 |
| 5 | 116500 | 238388.2323196 | -121888.2323196 |
| 6 | 45000 | 85934.8102175416 | -40934.8102175416 |
| 7 | 38000 | 82269.7982973073 | -44269.7982973073 |
| 8 | 83000 | 221221.952473333 | -138221.952473333 |
| 9 | 59000 | 110752.194405039 | -51752.1944050389 |
| 10 | 47500 | 167999.313392852 | -120499.313392852 |
| 11 | 40500 | 95343.0107517172 | -54843.0107517172 |
| 12 | 40000 | 144426.026868886 | -104426.026868886 |
| 13 | 97000 | 272799.156029429 | -175799.156029429 |
| 14 | 45500 | 108804.563559355 | -63304.5635593555 |
| 15 | 40900 | 111589.646101514 | -70689.6461015141 |
| 16 | 80000 | 190370.803077133 | -110370.803077133 |
| 17 | 56000 | 114359.939161991 | -58359.9391619911 |
| 18 | 37000 | 224397.25173824 | -187397.25173824 |
| 19 | 50000 | 82065.0256197155 | -32065.0256197155 |
| 20 | 22400 | 71057.6055381924 | -48657.6055381924 |
| 21 | 241100 | 231634.882001138 | 9465.11799886244 |
| 22 | 82200 | 257181.430092457 | -174981.430092457 |
| 23 | 234400 | 142770.541211241 | 91629.4587887595 |
| 24 | 233700 | 245630.53449689 | -11930.5344968898 |
| 25 | 177700 | 137028.704402761 | 40671.2955972394 |
| 26 | 65900 | 301316.342365256 | -235416.342365256 |
| 27 | 117600 | 356834.620535412 | -239234.620535412 |
| 28 | 22500 | 70449.9507825718 | -47949.9507825718 |
| 29 | 326600 | 246444.801350208 | 80155.1986497915 |
| 30 | 377900 | 213410.132289227 | 164489.867710773 |
| 31 | 290700 | 133509.572248491 | 157190.427751509 |
| 32 | 108200 | 201629.455643704 | -93429.4556437039 |
| 33 | 488100 | 278677.722369371 | 209422.277630629 |
| 34 | 496600 | 310586.325747211 | 186013.674252789 |
| 35 | 493100 | 191124.950390583 | 301975.049609417 |
| 36 | 236900 | 162778.294780926 | 74121.7052190741 |
| 37 | 420600 | 170312.275290137 | 250287.724709863 |
| 38 | 328200 | 255895.793854948 | 72304.2061450518 |
| 39 | 313200 | 288049.409903465 | 25150.5900965349 |
| 40 | 40200 | 232523.908763883 | -192323.908763883 |
| 41 | 318300 | 190796.648931252 | 127503.351068748 |
| 42 | 374100 | 287440.272789109 | 86659.7272108913 |
| 43 | 144400 | 128807.283436901 | 15592.7165630986 |
| 44 | 298300 | 203452.747491195 | 94847.2525088051 |
| 45 | 404200 | 232830.006480567 | 171369.993519433 |
| 46 | 134600 | 157960.347319527 | -23360.3473195271 |
| 47 | 270600 | 211049.174577934 | 59550.8254220659 |
| 48 | 181800 | 199932.519046281 | -18132.5190462808 |
| 49 | 492300 | 180978.093039952 | 311321.906960048 |
| 50 | 203000 | 164236.551079117 | 38763.4489208831 |
| 51 | 464300 | 182095.689392078 | 282204.310607922 |
| 52 | 137200 | 244726.747046963 | -107526.747046963 |
| 53 | 95100 | 255038.295862831 | -159938.295862831 |
| 54 | 481300 | 170633.814459763 | 310666.185540237 |
| 55 | 112300 | 176932.512063135 | -64632.5120631348 |
| 56 | 29500 | 152699.29523289 | -123199.29523289 |
| 57 | 76200 | 212291.279321691 | -136091.279321691 |
| 58 | 323800 | 213805.38023247 | 109994.61976753 |
| 59 | 40600 | 136876.521495203 | -96276.5214952033 |
| 60 | 425700 | 293404.252153234 | 132295.747846766 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 3.50422762118078e-06 | 7.00845524236157e-06 | 0.999996495772379 |
| 8 | 3.36701899685249e-06 | 6.73403799370498e-06 | 0.999996632981003 |
| 9 | 1.02947532923081e-07 | 2.05895065846163e-07 | 0.999999897052467 |
| 10 | 3.54758539057718e-09 | 7.09517078115437e-09 | 0.999999996452415 |
| 11 | 6.86761818334657e-09 | 1.37352363666931e-08 | 0.999999993132382 |
| 12 | 7.88499173262603e-10 | 1.5769983465252e-09 | 0.999999999211501 |
| 13 | 4.76014427873715e-11 | 9.5202885574743e-11 | 0.999999999952399 |
| 14 | 4.1069407755706e-12 | 8.2138815511412e-12 | 0.999999999995893 |
| 15 | 2.48780584204914e-13 | 4.97561168409828e-13 | 0.999999999999751 |
| 16 | 1.37667398721953e-14 | 2.75334797443905e-14 | 0.999999999999986 |
| 17 | 1.54216185683771e-14 | 3.08432371367542e-14 | 0.999999999999985 |
| 18 | 2.76874775653018e-15 | 5.53749551306035e-15 | 0.999999999999997 |
| 19 | 1.71654039878404e-16 | 3.43308079756808e-16 | 1 |
| 20 | 1.13801548650754e-17 | 2.27603097301509e-17 | 1 |
| 21 | 2.75745113856647e-08 | 5.51490227713295e-08 | 0.999999972425489 |
| 22 | 1.15266521128196e-08 | 2.30533042256391e-08 | 0.999999988473348 |
| 23 | 7.18215316431463e-07 | 1.43643063286293e-06 | 0.999999281784684 |
| 24 | 1.60050447503749e-06 | 3.20100895007497e-06 | 0.999998399495525 |
| 25 | 6.65118375359519e-07 | 1.33023675071904e-06 | 0.999999334881625 |
| 26 | 5.47364710760521e-07 | 1.09472942152104e-06 | 0.999999452635289 |
| 27 | 6.12246820246441e-07 | 1.22449364049288e-06 | 0.99999938775318 |
| 28 | 4.12151313095691e-07 | 8.24302626191382e-07 | 0.999999587848687 |
| 29 | 4.94893530337746e-05 | 9.89787060675492e-05 | 0.999950510646966 |
| 30 | 0.00243192009093075 | 0.0048638401818615 | 0.997568079909069 |
| 31 | 0.00565280183343491 | 0.0113056036668698 | 0.994347198166565 |
| 32 | 0.0038821933729845 | 0.00776438674596899 | 0.996117806627016 |
| 33 | 0.0218851811228966 | 0.0437703622457932 | 0.978114818877103 |
| 34 | 0.0575996502368852 | 0.11519930047377 | 0.942400349763115 |
| 35 | 0.204768501115061 | 0.409537002230122 | 0.795231498884939 |
| 36 | 0.169157782419848 | 0.338315564839697 | 0.830842217580152 |
| 37 | 0.274666545313728 | 0.549333090627456 | 0.725333454686272 |
| 38 | 0.226776008550666 | 0.453552017101333 | 0.773223991449334 |
| 39 | 0.171136572483401 | 0.342273144966802 | 0.828863427516599 |
| 40 | 0.240874176479196 | 0.481748352958393 | 0.759125823520804 |
| 41 | 0.228338875467404 | 0.456677750934808 | 0.771661124532596 |
| 42 | 0.178385896302252 | 0.356771792604505 | 0.821614103697748 |
| 43 | 0.127126068228833 | 0.254252136457665 | 0.872873931771167 |
| 44 | 0.0976901259482721 | 0.195380251896544 | 0.902309874051728 |
| 45 | 0.103839260962575 | 0.207678521925151 | 0.896160739037425 |
| 46 | 0.0680704433572585 | 0.136140886714517 | 0.931929556642742 |
| 47 | 0.0607358561740309 | 0.121471712348062 | 0.939264143825969 |
| 48 | 0.0463723132961712 | 0.0927446265923424 | 0.953627686703829 |
| 49 | 0.0868569372011421 | 0.173713874402284 | 0.913143062798858 |
| 50 | 0.0582554135932912 | 0.116510827186582 | 0.941744586406709 |
| 51 | 0.107668707020829 | 0.215337414041658 | 0.892331292979171 |
| 52 | 0.0692089540079093 | 0.138417908015819 | 0.930791045992091 |
| 53 | 0.158924338942185 | 0.317848677884371 | 0.841075661057815 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 25 | 0.531914893617021 | NOK |
| 5% type I error level | 27 | 0.574468085106383 | NOK |
| 10% type I error level | 28 | 0.595744680851064 | NOK |
