Multiple Linear Regression - Estimated Regression Equation |
LAND[t] = + 2.49162168043987e-09 -1.28324090873893e-12jaar[t] + 1.00000000000001Antwerpen[t] + 0.999999999999996Vlaams_Brabant[t] + 0.999999999999994Waals_Brabant[t] + 1West_vlaanderen[t] + 1Oost_Vlaanderen[t] + 1Henehouwen[t] + 0.999999999999998Luik[t] + 0.999999999999993Limburg[t] + 0.999999999999992Luxemburg[t] + 1.00000000000001Namen[t] + 1.00000000000084Buitenland[t] + 0.999999999999999Brussel[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) | 2.49162168043987e-09 | 0 | 0.2176 | 0.828687 | 0.414343 |
jaar | -1.28324090873893e-12 | 0 | -0.2265 | 0.821791 | 0.410896 |
Antwerpen | 1.00000000000001 | 0 | 212554643815502 | 0 | 0 |
Vlaams_Brabant | 0.999999999999996 | 0 | 107487111443187 | 0 | 0 |
Waals_Brabant | 0.999999999999994 | 0 | 63189424065388.4 | 0 | 0 |
West_vlaanderen | 1 | 0 | 159386845336172 | 0 | 0 |
Oost_Vlaanderen | 1 | 0 | 156249945290292 | 0 | 0 |
Henehouwen | 1 | 0 | 164899519256367 | 0 | 0 |
Luik | 0.999999999999998 | 0 | 211260290497574 | 0 | 0 |
Limburg | 0.999999999999993 | 0 | 120187455389380 | 0 | 0 |
Luxemburg | 0.999999999999992 | 0 | 63960719595002.3 | 0 | 0 |
Namen | 1.00000000000001 | 0 | 90911409685795.2 | 0 | 0 |
Buitenland | 1.00000000000084 | 0 | 4415621168012.61 | 0 | 0 |
Brussel | 0.999999999999999 | 0 | 508539950875165 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 1 |
R-squared | 1 |
Adjusted R-squared | 1 |
F-TEST (value) | 2.29507371198825e+31 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 46 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.60710342271299e-11 |
Sum Squared Residuals | 1.18807944919607e-20 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 593408 | 593408 | 7.325620938941e-11 |
2 | 590072 | 590072 | -7.57255198182665e-11 |
3 | 579799 | 579799 | 6.12819542482699e-12 |
4 | 574205 | 574205 | -4.29366099616642e-12 |
5 | 572775 | 572775 | -6.52500564037764e-12 |
6 | 572942 | 572942 | -1.81588059595244e-12 |
7 | 619567 | 619567 | 3.64684480400874e-12 |
8 | 625809 | 625809 | -4.3922067284394e-12 |
9 | 619916 | 619916 | 1.94292552967113e-12 |
10 | 587625 | 587625 | 6.81303799444153e-12 |
11 | 565742 | 565742 | 2.77742910568273e-12 |
12 | 557274 | 557274 | 2.10883003828925e-12 |
13 | 560576 | 560576 | -2.211243517152e-12 |
14 | 548854 | 548854 | -4.20700124789229e-12 |
15 | 531673 | 531673 | -4.18624382563006e-12 |
16 | 525919 | 525919 | -3.42388297589172e-12 |
17 | 511038 | 511038 | 5.86667011283954e-12 |
18 | 498662 | 498662 | 9.80958028580702e-12 |
19 | 555362 | 555362 | -2.224783236089e-13 |
20 | 564591 | 564591 | -1.84466395884506e-12 |
21 | 541657 | 541657 | -1.44665917765466e-12 |
22 | 527070 | 527070 | -1.51403021982202e-12 |
23 | 509846 | 509846 | 6.48918841059983e-13 |
24 | 514258 | 514258 | 3.04640007398876e-12 |
25 | 516922 | 516922 | -5.28618277344112e-12 |
26 | 507561 | 507561 | -1.0698367775367e-11 |
27 | 492622 | 492622 | -2.75575017053702e-12 |
28 | 490243 | 490243 | -3.90249691310111e-12 |
29 | 469357 | 469357 | 1.41216929326309e-12 |
30 | 477580 | 477580 | 4.64741363361357e-12 |
31 | 528379 | 528379 | 2.77375083647305e-12 |
32 | 533590 | 533590 | -2.80802541012765e-12 |
33 | 517945 | 517945 | -2.88837224920533e-12 |
34 | 506174 | 506174 | 1.45346207172578e-12 |
35 | 501866 | 501866 | 6.18887607132472e-13 |
36 | 516141 | 516141 | 2.65589995749047e-12 |
37 | 528222 | 528222 | 4.26539787547343e-12 |
38 | 532638 | 532638 | 2.34768960226243e-13 |
39 | 536322 | 536322 | -1.70013597552127e-13 |
40 | 536535 | 536535 | 4.73007821968034e-12 |
41 | 523597 | 523597 | -8.99699178297827e-13 |
42 | 536214 | 536214 | -3.39011426780548e-13 |
43 | 586570 | 586570 | 4.91235311481827e-13 |
44 | 596594 | 596594 | 3.89008540372847e-12 |
45 | 580523 | 580523 | 2.86762166957353e-12 |
46 | 564478 | 564478 | 1.62071570787231e-12 |
47 | 557560 | 557560 | -2.50497522373208e-12 |
48 | 575093 | 575093 | -1.2618721673322e-12 |
49 | 580112 | 580112 | -5.427349808742e-12 |
50 | 574761 | 574761 | 2.07908599088498e-12 |
51 | 563250 | 563250 | -1.37119709459254e-12 |
52 | 551531 | 551531 | 3.89417909083213e-13 |
53 | 537034 | 537034 | -1.12637526294729e-12 |
54 | 544686 | 544686 | 6.73533078480534e-13 |
55 | 600991 | 600991 | 1.12184374334886e-12 |
56 | 604378 | 604378 | -5.5376900180842e-12 |
57 | 586111 | 586111 | 1.46453572816015e-12 |
58 | 563668 | 563668 | 1.02714571831463e-12 |
59 | 548604 | 548604 | 9.00660577293941e-13 |
60 | 551174 | 551174 | 3.42310520221274e-12 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.463050247911267 | 0.926100495822535 | 0.536949752088733 |
18 | 0.468649898528233 | 0.937299797056466 | 0.531350101471767 |
19 | 0.0612052545311316 | 0.122410509062263 | 0.938794745468868 |
20 | 0.655254283775407 | 0.689491432449187 | 0.344745716224593 |
21 | 0.377265843381334 | 0.754531686762667 | 0.622734156618666 |
22 | 0.228690220142582 | 0.457380440285165 | 0.771309779857418 |
23 | 0.999999250553319 | 1.4988933619351e-06 | 7.49446680967548e-07 |
24 | 0.999452991256417 | 0.00109401748716548 | 0.000547008743582742 |
25 | 8.31795158068476e-11 | 1.66359031613695e-10 | 0.999999999916821 |
26 | 0.00619762590312755 | 0.0123952518062551 | 0.993802374096872 |
27 | 0.407783063342373 | 0.815566126684746 | 0.592216936657627 |
28 | 0.999872001776635 | 0.000255996446729131 | 0.000127998223364565 |
29 | 0.552635343371293 | 0.894729313257414 | 0.447364656628707 |
30 | 4.26602220790185e-15 | 8.5320444158037e-15 | 0.999999999999996 |
31 | 0.447294601583341 | 0.894589203166682 | 0.552705398416659 |
32 | 0.999985298490429 | 2.9403019142788e-05 | 1.4701509571394e-05 |
33 | 2.02923249260064e-05 | 4.05846498520128e-05 | 0.999979707675074 |
34 | 0.970833030274652 | 0.0583339394506966 | 0.0291669697253483 |
35 | 1.75974940750158e-11 | 3.51949881500317e-11 | 0.999999999982403 |
36 | 0.999998955103092 | 2.08979381630146e-06 | 1.04489690815073e-06 |
37 | 0.373738847339902 | 0.747477694679805 | 0.626261152660098 |
38 | 0.908109015894579 | 0.183781968210843 | 0.0918909841054213 |
39 | 0.00189284305242322 | 0.00378568610484643 | 0.998107156947577 |
40 | 0.584128874504184 | 0.831742250991633 | 0.415871125495816 |
41 | 3.26479730503992e-14 | 6.52959461007985e-14 | 0.999999999999967 |
42 | 1.34893869982457e-05 | 2.69787739964914e-05 | 0.999986510613002 |
43 | 7.98668937302256e-18 | 1.59733787460451e-17 | 1 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 13 | 0.481481481481481 | NOK |
5% type I error level | 14 | 0.518518518518518 | NOK |
10% type I error level | 15 | 0.555555555555556 | NOK |