| Multiple Linear Regression - Estimated Regression Equation |
| PRICE[t] = + 92.7447983263411 + 0.352218356065891SQFT[t] -0.565081670796422AGE[t] + 4.38960663069772FEATS[t] -17.3853378667202NE[t] + 174.94107946041CUST[t] -73.5823425042775COR[t] + 0.498870052680545TAX[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) | 92.7447983263411 | 101.607043 | 0.9128 | 0.365137 | 0.182569 |
| SQFT | 0.352218356065891 | 0.095748 | 3.6786 | 0.000515 | 0.000258 |
| AGE | -0.565081670796422 | 2.002529 | -0.2822 | 0.778807 | 0.389403 |
| FEATS | 4.38960663069772 | 18.554987 | 0.2366 | 0.813822 | 0.406911 |
| NE | -17.3853378667202 | 47.274622 | -0.3678 | 0.714397 | 0.357198 |
| CUST | 174.94107946041 | 53.723708 | 3.2563 | 0.001887 | 0.000944 |
| COR | -73.5823425042775 | 49.130071 | -1.4977 | 0.139633 | 0.069816 |
| TAX | 0.498870052680545 | 0.158485 | 3.1477 | 0.002598 | 0.001299 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.92857453361376 |
| R-squared | 0.862250664476013 |
| Adjusted R-squared | 0.845625744671393 |
| F-TEST (value) | 51.8649518078541 |
| F-TEST (DF numerator) | 7 |
| F-TEST (DF denominator) | 58 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 158.881062924413 |
| Sum Squared Residuals | 1464105.1450475 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 2050 | 2024.70838453259 | 25.2916154674146 |
| 2 | 2150 | 1802.31975645617 | 347.680243543834 |
| 3 | 2150 | 2119.42528889299 | 30.5747111070127 |
| 4 | 1999 | 2038.36492965234 | -39.3649296523392 |
| 5 | 1900 | 1764.64757976118 | 135.352420238819 |
| 6 | 1800 | 1949.34708634876 | -149.347086348762 |
| 7 | 1560 | 1527.13086621135 | 32.869133788653 |
| 8 | 1449 | 1369.05642022135 | 79.9435797786479 |
| 9 | 1375 | 1336.22651976549 | 38.7734802345053 |
| 10 | 1270 | 1223.29610527422 | 46.7038947257821 |
| 11 | 1250 | 1328.20965266909 | -78.2096526690898 |
| 12 | 1235 | 1486.18249465193 | -251.182494651934 |
| 13 | 1170 | 1253.64494499464 | -83.6449449946427 |
| 14 | 1155 | 1102.34923724645 | 52.6507627535487 |
| 15 | 1110 | 1013.10596884693 | 96.8940311530749 |
| 16 | 1139 | 975.608533775701 | 163.391466224299 |
| 17 | 995 | 983.429645160947 | 11.570354839053 |
| 18 | 900 | 859.294731485722 | 40.7052685142781 |
| 19 | 960 | 1029.26238639057 | -69.2623863905733 |
| 20 | 1695 | 1601.18525285545 | 93.814747144554 |
| 21 | 1553 | 1368.30648806944 | 184.693511930564 |
| 22 | 1020 | 817.867992538634 | 202.132007461366 |
| 23 | 1020 | 905.05516990344 | 114.94483009656 |
| 24 | 850 | 775.042593914403 | 74.9574060855974 |
| 25 | 720 | 660.311188242497 | 59.6888117575028 |
| 26 | 749 | 1015.05175402019 | -266.051754020188 |
| 27 | 2150 | 2019.31549943266 | 130.68450056734 |
| 28 | 1350 | 1516.84902369799 | -166.849023697989 |
| 29 | 1299 | 1765.2820443905 | -466.282044390503 |
| 30 | 1250 | 1346.77590240674 | -96.7759024067394 |
| 31 | 1239 | 1089.97600171091 | 149.023998289086 |
| 32 | 1125 | 1260.20709072719 | -135.207090727189 |
| 33 | 1080 | 1389.89032357093 | -309.890323570932 |
| 34 | 1050 | 1113.80995954823 | -63.8099595482321 |
| 35 | 1049 | 1082.7507164194 | -33.7507164194048 |
| 36 | 934 | 1029.7730135435 | -95.7730135435024 |
| 37 | 875 | 730.164272645252 | 144.835727354748 |
| 38 | 805 | 868.042977964178 | -63.0429779641776 |
| 39 | 759 | 671.798355582651 | 87.2016444173493 |
| 40 | 729 | 701.564770082147 | 27.4352299178529 |
| 41 | 710 | 713.369076395245 | -3.36907639524523 |
| 42 | 975 | 1080.85335445421 | -105.85335445421 |
| 43 | 939 | 931.596464147034 | 7.40353585296587 |
| 44 | 2100 | 1615.15559103514 | 484.844408964861 |
| 45 | 580 | 675.747921192954 | -95.747921192954 |
| 46 | 1844 | 1520.37765009003 | 323.622349909965 |
| 47 | 699 | 906.126660558923 | -207.126660558923 |
| 48 | 1160 | 1145.81372460252 | 14.186275397485 |
| 49 | 1109 | 1123.59119407722 | -14.5911940772238 |
| 50 | 1129 | 1067.36472832976 | 61.6352716702365 |
| 51 | 1050 | 1076.60251379553 | -26.602513795533 |
| 52 | 1045 | 1055.18119472216 | -10.1811947221647 |
| 53 | 1050 | 1252.97514485971 | -202.975144859706 |
| 54 | 1020 | 1077.72410906089 | -57.7241090608929 |
| 55 | 1000 | 911.055289031724 | 88.9447109682759 |
| 56 | 1030 | 979.034110914283 | 50.9658890857171 |
| 57 | 975 | 1150.08092405554 | -175.080924055545 |
| 58 | 940 | 885.502088614753 | 54.4979113852474 |
| 59 | 920 | 1036.75809260814 | -116.758092608145 |
| 60 | 945 | 1061.41762843662 | -116.417628436616 |
| 61 | 874 | 896.650995179329 | -22.6509951793293 |
| 62 | 872 | 895.084795781309 | -23.0847957813087 |
| 63 | 870 | 874.695959048013 | -4.69595904801333 |
| 64 | 869 | 862.897854530618 | 6.10214546938173 |
| 65 | 766 | 771.710951327814 | -5.71095132781431 |
| 66 | 739 | 646.001059545758 | 92.998940454242 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 11 | 0.579743423816998 | 0.840513152366003 | 0.420256576183002 |
| 12 | 0.580288061549378 | 0.839423876901243 | 0.419711938450622 |
| 13 | 0.556559862030661 | 0.886880275938678 | 0.443440137969339 |
| 14 | 0.505736665644351 | 0.988526668711299 | 0.494263334355649 |
| 15 | 0.38593969486215 | 0.771879389724299 | 0.61406030513785 |
| 16 | 0.296153767243341 | 0.592307534486682 | 0.703846232756659 |
| 17 | 0.234161212795874 | 0.468322425591748 | 0.765838787204126 |
| 18 | 0.16583579727524 | 0.331671594550481 | 0.83416420272476 |
| 19 | 0.110018965681958 | 0.220037931363917 | 0.889981034318042 |
| 20 | 0.0839008814710079 | 0.167801762942016 | 0.916099118528992 |
| 21 | 0.231915345785524 | 0.463830691571048 | 0.768084654214476 |
| 22 | 0.283986057043635 | 0.567972114087269 | 0.716013942956365 |
| 23 | 0.278206112265697 | 0.556412224531394 | 0.721793887734303 |
| 24 | 0.224996020685063 | 0.449992041370126 | 0.775003979314937 |
| 25 | 0.174460068332422 | 0.348920136664844 | 0.825539931667578 |
| 26 | 0.301468481900035 | 0.60293696380007 | 0.698531518099965 |
| 27 | 0.277077703384165 | 0.55415540676833 | 0.722922296615835 |
| 28 | 0.331355435450711 | 0.662710870901422 | 0.668644564549289 |
| 29 | 0.849772845473047 | 0.300454309053906 | 0.150227154526953 |
| 30 | 0.813232184519389 | 0.373535630961221 | 0.186767815480611 |
| 31 | 0.815822708471353 | 0.368354583057294 | 0.184177291528647 |
| 32 | 0.849991517820689 | 0.300016964358621 | 0.15000848217931 |
| 33 | 0.944757885659514 | 0.110484228680973 | 0.0552421143404863 |
| 34 | 0.931175075084322 | 0.137649849831357 | 0.0688249249156785 |
| 35 | 0.900981416062236 | 0.198037167875529 | 0.0990185839377643 |
| 36 | 0.882854113061105 | 0.234291773877791 | 0.117145886938895 |
| 37 | 0.881761211531751 | 0.236477576936498 | 0.118238788468249 |
| 38 | 0.870013291327056 | 0.259973417345887 | 0.129986708672944 |
| 39 | 0.858102930530162 | 0.283794138939675 | 0.141897069469838 |
| 40 | 0.814119298478048 | 0.371761403043905 | 0.185880701521952 |
| 41 | 0.750755373689887 | 0.498489252620227 | 0.249244626310113 |
| 42 | 0.788593725079192 | 0.422812549841616 | 0.211406274920808 |
| 43 | 0.972798244574446 | 0.0544035108511078 | 0.0272017554255539 |
| 44 | 0.993355268661093 | 0.013289462677814 | 0.00664473133890701 |
| 45 | 0.996319496567204 | 0.00736100686559205 | 0.00368050343279602 |
| 46 | 0.999985713613009 | 2.85727739826483e-05 | 1.42863869913241e-05 |
| 47 | 0.999957987987282 | 8.40240254368873e-05 | 4.20120127184437e-05 |
| 48 | 0.999954240164956 | 9.15196700884637e-05 | 4.57598350442319e-05 |
| 49 | 0.999835140643598 | 0.000329718712803421 | 0.00016485935640171 |
| 50 | 0.999645601526803 | 0.000708796946393962 | 0.000354398473196981 |
| 51 | 0.998968816722475 | 0.00206236655504978 | 0.00103118327752489 |
| 52 | 0.996738374210721 | 0.00652325157855883 | 0.00326162578927941 |
| 53 | 0.994205758439606 | 0.0115884831207887 | 0.00579424156039433 |
| 54 | 0.979979497333898 | 0.040041005332203 | 0.0200205026661015 |
| 55 | 0.981808098082154 | 0.0363838038356927 | 0.0181919019178463 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 8 | 0.177777777777778 | NOK |
| 5% type I error level | 12 | 0.266666666666667 | NOK |
| 10% type I error level | 13 | 0.288888888888889 | NOK |
