| Multiple Linear Regression - Estimated Regression Equation |
| prijs[t] = -127617.086150857 -63.4772827610344`mē`[t] + 32050.7901479334kamers[t] + 0.179850703509876inkomens[t] + 646.101865625482aantrekkelijkheid[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) | -127617.086150857 | 31066.941998 | -4.1078 | 0.000127 | 6.3e-05 |
| `mē` | -63.4772827610344 | 217.587233 | -0.2917 | 0.771532 | 0.385766 |
| kamers | 32050.7901479334 | 7936.264914 | 4.0385 | 0.00016 | 8e-05 |
| inkomens | 0.179850703509876 | 0.03469 | 5.1844 | 3e-06 | 1e-06 |
| aantrekkelijkheid | 646.101865625482 | 4327.015717 | 0.1493 | 0.881821 | 0.44091 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.989843046386521 |
| R-squared | 0.979789256479748 |
| Adjusted R-squared | 0.978395412099041 |
| F-TEST (value) | 702.940206268035 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 58 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 24356.5429960246 |
| Sum Squared Residuals | 34407988829.5974 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 2e+05 | 194636.306000323 | 5363.69399967686 |
| 2 | 150000 | 131517.132593708 | 18482.8674062922 |
| 3 | 3e+05 | 347813.273226559 | -47813.2732265591 |
| 4 | 5e+05 | 499614.883349842 | 385.116650157799 |
| 5 | 250000 | 252834.632989109 | -2834.6329891088 |
| 6 | 6e+05 | 566807.174412059 | 33192.8255879413 |
| 7 | 1e+05 | 97491.4581624775 | 2508.54183752247 |
| 8 | 2e+05 | 194636.306000323 | 5363.69399967696 |
| 9 | 150000 | 131517.132593708 | 18482.8674062924 |
| 10 | 3e+05 | 347813.273226559 | -47813.2732265591 |
| 11 | 5e+05 | 499614.883349842 | 385.116650157835 |
| 12 | 2e+05 | 194636.306000323 | 5363.69399967696 |
| 13 | 150000 | 131517.132593708 | 18482.8674062924 |
| 14 | 3e+05 | 347813.273226559 | -47813.2732265591 |
| 15 | 5e+05 | 499614.883349842 | 385.116650157835 |
| 16 | 2e+05 | 194636.306000323 | 5363.69399967696 |
| 17 | 150000 | 131517.132593708 | 18482.8674062924 |
| 18 | 3e+05 | 347813.273226559 | -47813.2732265591 |
| 19 | 5e+05 | 499614.883349842 | 385.116650157835 |
| 20 | 250000 | 252834.632989109 | -2834.6329891088 |
| 21 | 6e+05 | 566807.174412059 | 33192.8255879413 |
| 22 | 1e+05 | 97491.4581624775 | 2508.54183752247 |
| 23 | 2e+05 | 194636.306000323 | 5363.69399967696 |
| 24 | 150000 | 131517.132593708 | 18482.8674062924 |
| 25 | 3e+05 | 347813.273226559 | -47813.2732265591 |
| 26 | 5e+05 | 499614.883349842 | 385.116650157835 |
| 27 | 250000 | 252834.632989109 | -2834.6329891088 |
| 28 | 6e+05 | 566807.174412059 | 33192.8255879413 |
| 29 | 1e+05 | 97491.4581624775 | 2508.54183752247 |
| 30 | 2e+05 | 194636.306000323 | 5363.69399967696 |
| 31 | 150000 | 131517.132593708 | 18482.8674062924 |
| 32 | 3e+05 | 347813.273226559 | -47813.2732265591 |
| 33 | 5e+05 | 499614.883349842 | 385.116650157835 |
| 34 | 250000 | 252834.632989109 | -2834.6329891088 |
| 35 | 6e+05 | 566807.174412059 | 33192.8255879413 |
| 36 | 1e+05 | 97491.4581624775 | 2508.54183752247 |
| 37 | 2e+05 | 194636.306000323 | 5363.69399967696 |
| 38 | 150000 | 131517.132593708 | 18482.8674062924 |
| 39 | 3e+05 | 347813.273226559 | -47813.2732265591 |
| 40 | 5e+05 | 499614.883349842 | 385.116650157835 |
| 41 | 2e+05 | 194636.306000323 | 5363.69399967696 |
| 42 | 150000 | 131517.132593708 | 18482.8674062924 |
| 43 | 3e+05 | 347813.273226559 | -47813.2732265591 |
| 44 | 5e+05 | 499614.883349842 | 385.116650157835 |
| 45 | 2e+05 | 194636.306000323 | 5363.69399967696 |
| 46 | 150000 | 131517.132593708 | 18482.8674062924 |
| 47 | 3e+05 | 347813.273226559 | -47813.2732265591 |
| 48 | 5e+05 | 499614.883349842 | 385.116650157835 |
| 49 | 250000 | 252834.632989109 | -2834.6329891088 |
| 50 | 6e+05 | 566807.174412059 | 33192.8255879413 |
| 51 | 1e+05 | 97491.4581624775 | 2508.54183752247 |
| 52 | 2e+05 | 194636.306000323 | 5363.69399967696 |
| 53 | 150000 | 131517.132593708 | 18482.8674062924 |
| 54 | 3e+05 | 347813.273226559 | -47813.2732265591 |
| 55 | 5e+05 | 499614.883349842 | 385.116650157835 |
| 56 | 250000 | 252834.632989109 | -2834.6329891088 |
| 57 | 6e+05 | 566807.174412059 | 33192.8255879413 |
| 58 | 1e+05 | 97491.4581624775 | 2508.54183752247 |
| 59 | 5e+05 | 499614.883349842 | 385.116650157835 |
| 60 | 250000 | 252834.632989109 | -2834.6329891088 |
| 61 | 6e+05 | 566807.174412059 | 33192.8255879413 |
| 62 | 1e+05 | 97491.4581624775 | 2508.54183752247 |
| 63 | 2e+05 | 194636.306000323 | 5363.69399967696 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.877496610860875 | 0.245006778278249 | 0.122503389139124 |
| 9 | 0.812008288654626 | 0.375983422690747 | 0.187991711345374 |
| 10 | 0.926381690216923 | 0.147236619566155 | 0.0736183097830774 |
| 11 | 0.873341547442413 | 0.253316905115175 | 0.126658452557587 |
| 12 | 0.80468996564269 | 0.39062006871462 | 0.19531003435731 |
| 13 | 0.750328880517786 | 0.499342238964427 | 0.249671119482214 |
| 14 | 0.856745954863607 | 0.286508090272786 | 0.143254045136393 |
| 15 | 0.792643706645713 | 0.414712586708574 | 0.207356293354287 |
| 16 | 0.718404681791691 | 0.563190636416617 | 0.281595318208309 |
| 17 | 0.665564259347828 | 0.668871481304344 | 0.334435740652172 |
| 18 | 0.777260415168076 | 0.445479169663848 | 0.222739584831924 |
| 19 | 0.705243246276551 | 0.589513507446898 | 0.294756753723449 |
| 20 | 0.626585186143792 | 0.746829627712416 | 0.373414813856208 |
| 21 | 0.78423115116712 | 0.43153769766576 | 0.21576884883288 |
| 22 | 0.718713249344656 | 0.562573501310689 | 0.281286750655344 |
| 23 | 0.647451802602692 | 0.705096394794616 | 0.352548197397308 |
| 24 | 0.605969085250284 | 0.788061829499432 | 0.394030914749716 |
| 25 | 0.761373735034803 | 0.477252529930393 | 0.238626264965197 |
| 26 | 0.694796057715674 | 0.610407884568651 | 0.305203942284326 |
| 27 | 0.622410855476778 | 0.755178289046443 | 0.377589144523222 |
| 28 | 0.69765812197219 | 0.604683756055619 | 0.30234187802781 |
| 29 | 0.626121738656626 | 0.747756522686747 | 0.373878261343374 |
| 30 | 0.552636718422343 | 0.894726563155314 | 0.447363281577657 |
| 31 | 0.514997911693026 | 0.970004176613948 | 0.485002088306974 |
| 32 | 0.701027756272278 | 0.597944487455443 | 0.298972243727722 |
| 33 | 0.629138053771042 | 0.741723892457915 | 0.370861946228958 |
| 34 | 0.553184397051438 | 0.893631205897124 | 0.446815602948562 |
| 35 | 0.602923761758774 | 0.794152476482452 | 0.397076238241226 |
| 36 | 0.524981326069757 | 0.950037347860486 | 0.475018673930243 |
| 37 | 0.448416878605425 | 0.89683375721085 | 0.551583121394575 |
| 38 | 0.412296267556966 | 0.824592535113931 | 0.587703732443034 |
| 39 | 0.620390086548862 | 0.759219826902275 | 0.379609913451138 |
| 40 | 0.539032089190514 | 0.921935821618971 | 0.460967910809486 |
| 41 | 0.459140468476023 | 0.918280936952046 | 0.540859531523977 |
| 42 | 0.42611954982079 | 0.85223909964158 | 0.57388045017921 |
| 43 | 0.680643112723097 | 0.638713774553806 | 0.319356887276903 |
| 44 | 0.59624938572279 | 0.807501228554421 | 0.40375061427721 |
| 45 | 0.51061261877635 | 0.978774762447299 | 0.48938738122365 |
| 46 | 0.486946978332754 | 0.973893956665507 | 0.513053021667246 |
| 47 | 0.829157031754579 | 0.341685936490842 | 0.170842968245421 |
| 48 | 0.754125013362112 | 0.491749973275775 | 0.245874986637888 |
| 49 | 0.66184471232535 | 0.6763105753493 | 0.33815528767465 |
| 50 | 0.619181402233937 | 0.761637195532126 | 0.380818597766063 |
| 51 | 0.503607185869578 | 0.992785628260844 | 0.496392814130422 |
| 52 | 0.387890490731222 | 0.775780981462444 | 0.612109509268778 |
| 53 | 0.388798520483302 | 0.777597040966604 | 0.611201479516698 |
| 54 | 1 | 2.52786989100649e-60 | 1.26393494550325e-60 |
| 55 | 1 | 1.71118930524466e-45 | 8.55594652622328e-46 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 2 | 0.0416666666666667 | NOK |
| 5% type I error level | 2 | 0.0416666666666667 | OK |
| 10% type I error level | 2 | 0.0416666666666667 | OK |
