Multiple Linear Regression - Estimated Regression Equation |
Verkoopprijs[t] = -9356840.29362747 + 58.0351049189794Oppervlakte[t] + 1351.29964340306Bewoonbareoppervlakte[t] + 4700.86702477876Bouwjaar[t] + 3454.57054365795t + 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) | -9356840.29362747 | 2591552.130211 | -3.6105 | 0.000661 | 0.000331 |
Oppervlakte | 58.0351049189794 | 14.863982 | 3.9044 | 0.00026 | 0.00013 |
Bewoonbareoppervlakte | 1351.29964340306 | 195.802122 | 6.9014 | 0 | 0 |
Bouwjaar | 4700.86702477876 | 1309.4439 | 3.59 | 0.000705 | 0.000353 |
t | 3454.57054365795 | 1184.028187 | 2.9176 | 0.005099 | 0.002549 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.867590183767424 |
R-squared | 0.752712726969593 |
Adjusted R-squared | 0.734728198021928 |
F-TEST (value) | 41.8533467937887 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 55 |
p-value | 4.44089209850063e-16 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 155090.744644283 |
Sum Squared Residuals | 1322922649087.5 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 465000 | 727006.296565791 | -262006.296565791 |
2 | 530000 | 566576.115702765 | -36576.1157027651 |
3 | 389500 | 319468.895969027 | 70031.1040309725 |
4 | 305000 | 511321.462262863 | -206321.462262863 |
5 | 620000 | 682280.135529763 | -62280.1355297634 |
6 | 750000 | 649608.671399988 | 100391.328600012 |
7 | 389000 | 417699.821076923 | -28699.821076923 |
8 | 387000 | 291276.203550799 | 95723.7964492011 |
9 | 312000 | 107524.024177232 | 204475.975822768 |
10 | 375000 | 238732.979514673 | 136267.020485327 |
11 | 385000 | 282421.238433213 | 102578.761566787 |
12 | 395000 | 437126.826534896 | -42126.826534896 |
13 | 398000 | 407807.556423339 | -9807.55642333878 |
14 | 449000 | 434230.745019866 | 14769.2549801339 |
15 | 451245 | 587548.506360525 | -136303.506360525 |
16 | 511862 | 529872.682161861 | -18010.6821618615 |
17 | 324000 | 232021.649163101 | 91978.3508368988 |
18 | 772000 | 604725.996217267 | 167274.003782733 |
19 | 617000 | 468697.370733305 | 148302.629266695 |
20 | 595000 | 648368.661455821 | -53368.6614558215 |
21 | 475000 | 433758.687830182 | 41241.3121698176 |
22 | 985000 | 1130651.68750478 | -145651.687504777 |
23 | 439000 | 396881.147481665 | 42118.8525183353 |
24 | 479000 | 517983.027841272 | -38983.0278412724 |
25 | 657160 | 579842.991106004 | 77317.0088939963 |
26 | 299000 | 237729.44497288 | 61270.5550271203 |
27 | 419000 | 465597.468867107 | -46597.468867107 |
28 | 449000 | 324116.632371034 | 124883.367628966 |
29 | 327000 | 446516.089489153 | -119516.089489153 |
30 | 1695000 | 1442565.62094194 | 252434.379058059 |
31 | 489000 | 501494.094502654 | -12494.094502654 |
32 | 449000 | 531202.624808605 | -82202.6248086054 |
33 | 470000 | 628796.595500883 | -158796.595500883 |
34 | 537000 | 582214.274572366 | -45214.2745723665 |
35 | 685000 | 809405.633585742 | -124405.633585742 |
36 | 399000 | 572952.579908725 | -173952.579908725 |
37 | 299500 | 321190.590314631 | -21690.590314631 |
38 | 598000 | 852223.08055088 | -254223.08055088 |
39 | 547000 | 497463.652445224 | 49536.3475547764 |
40 | 750000 | 530488.48335592 | 219511.51664408 |
41 | 320000 | 367539.072725225 | -47539.0727252251 |
42 | 373000 | 532325.506543435 | -159325.506543435 |
43 | 825000 | 613714.788802829 | 211285.211197171 |
44 | 389000 | 447063.621863084 | -58063.621863084 |
45 | 474000 | 589091.654946664 | -115091.654946664 |
46 | 325000 | 392986.791902888 | -67986.7919028883 |
47 | 795000 | 954105.605664397 | -159105.605664397 |
48 | 590000 | 918379.171216177 | -328379.171216177 |
49 | 608000 | 567775.070241268 | 40224.9297587317 |
50 | 1300000 | 1005755.65486706 | 294244.345132939 |
51 | 1325000 | 1049378.08602258 | 275621.913977417 |
52 | 1680000 | 1190354.46031554 | 489645.539684456 |
53 | 895000 | 927108.912657786 | -32108.9126577858 |
54 | 235000 | 131718.118215857 | 103281.881784143 |
55 | 330000 | 298641.215330967 | 31358.7846690334 |
56 | 489000 | 479901.332234898 | 9098.66776510203 |
57 | 499000 | 670387.726212313 | -171387.726212313 |
58 | 535000 | 563195.471665083 | -28195.4716650829 |
59 | 645000 | 695705.452312758 | -50705.452312758 |
60 | 699000 | 856749.040054521 | -157749.040054521 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.0211127917263991 | 0.0422255834527982 | 0.978887208273601 |
9 | 0.00651649598139841 | 0.0130329919627968 | 0.993483504018602 |
10 | 0.00169052864350139 | 0.00338105728700278 | 0.998309471356499 |
11 | 0.00115161580915164 | 0.00230323161830328 | 0.998848384190848 |
12 | 0.0365654742711609 | 0.0731309485423218 | 0.963434525728839 |
13 | 0.0196253072176537 | 0.0392506144353073 | 0.980374692782346 |
14 | 0.0102847743236209 | 0.0205695486472417 | 0.989715225676379 |
15 | 0.00641832738485866 | 0.0128366547697173 | 0.993581672615141 |
16 | 0.00275200362951737 | 0.00550400725903474 | 0.997247996370483 |
17 | 0.00161808228888866 | 0.00323616457777732 | 0.998381917711111 |
18 | 0.000936110192825935 | 0.00187222038565187 | 0.999063889807174 |
19 | 0.000520525919690838 | 0.00104105183938168 | 0.999479474080309 |
20 | 0.000209054516043747 | 0.000418109032087495 | 0.999790945483956 |
21 | 0.000121833653808089 | 0.000243667307616178 | 0.999878166346192 |
22 | 7.57094570772761e-05 | 0.000151418914154552 | 0.999924290542923 |
23 | 2.93667564519053e-05 | 5.87335129038105e-05 | 0.999970633243548 |
24 | 1.40473297015012e-05 | 2.80946594030023e-05 | 0.999985952670299 |
25 | 1.72662955020991e-05 | 3.45325910041983e-05 | 0.999982733704498 |
26 | 2.52138042376203e-05 | 5.04276084752406e-05 | 0.999974786195762 |
27 | 1.3717024169857e-05 | 2.7434048339714e-05 | 0.99998628297583 |
28 | 9.3615836657274e-06 | 1.87231673314548e-05 | 0.999990638416334 |
29 | 1.33566573648182e-05 | 2.67133147296364e-05 | 0.999986643342635 |
30 | 0.0135730595651421 | 0.0271461191302842 | 0.986426940434858 |
31 | 0.00985561828734899 | 0.019711236574698 | 0.990144381712651 |
32 | 0.00692528781089005 | 0.0138505756217801 | 0.99307471218911 |
33 | 0.00591221555467992 | 0.0118244311093598 | 0.99408778444532 |
34 | 0.00402448537269638 | 0.00804897074539276 | 0.995975514627304 |
35 | 0.00279101928041158 | 0.00558203856082316 | 0.997208980719588 |
36 | 0.00391701396406202 | 0.00783402792812405 | 0.996082986035938 |
37 | 0.00221616374741288 | 0.00443232749482575 | 0.997783836252587 |
38 | 0.00868301921701007 | 0.0173660384340201 | 0.99131698078299 |
39 | 0.00509788935261397 | 0.0101957787052279 | 0.994902110647386 |
40 | 0.0111898626182785 | 0.022379725236557 | 0.988810137381722 |
41 | 0.00651619358712589 | 0.0130323871742518 | 0.993483806412874 |
42 | 0.00946816919620064 | 0.0189363383924013 | 0.990531830803799 |
43 | 0.0175329681889599 | 0.0350659363779198 | 0.98246703181104 |
44 | 0.0108684427460846 | 0.0217368854921692 | 0.989131557253915 |
45 | 0.00805862591566176 | 0.0161172518313235 | 0.991941374084338 |
46 | 0.00489701250810661 | 0.00979402501621322 | 0.995102987491893 |
47 | 0.202831024625395 | 0.40566204925079 | 0.797168975374605 |
48 | 0.24706740818063 | 0.494134816361259 | 0.75293259181937 |
49 | 0.51978452366362 | 0.960430952672761 | 0.48021547633638 |
50 | 0.506284388785817 | 0.987431222428366 | 0.493715611214183 |
51 | 0.495549299967898 | 0.991098599935795 | 0.504450700032102 |
52 | 0.916335515033287 | 0.167328969933426 | 0.0836644849667132 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 21 | 0.466666666666667 | NOK |
5% type I error level | 38 | 0.844444444444444 | NOK |
10% type I error level | 39 | 0.866666666666667 | NOK |