Multiple Linear Regression - Estimated Regression Equation |
Aantal_vergunningen[t] = + 344.887869993583 + 3.76409610200597Inflatie[t] -3.84537741374636M1[t] -18.0371380544264M2[t] + 47.4664177811533M3[t] + 22.0918876512202M4[t] + 35.4001270105402M5[t] + 72.1707254088401M6[t] + 24.1797165602670M7[t] + 20.2301127688160M8[t] + 41.6634867271404M9[t] + 49.6968606854647M10[t] -2.03111858200344M11[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) | 344.887869993583 | 17.130084 | 20.1335 | 0 | 0 |
Inflatie | 3.76409610200597 | 2.746641 | 1.3704 | 0.176221 | 0.088111 |
M1 | -3.84537741374636 | 21.837745 | -0.1761 | 0.860883 | 0.430442 |
M2 | -18.0371380544264 | 21.837882 | -0.826 | 0.412463 | 0.206232 |
M3 | 47.4664177811533 | 21.83915 | 2.1735 | 0.03415 | 0.017075 |
M4 | 22.0918876512202 | 21.838117 | 1.0116 | 0.316231 | 0.158116 |
M5 | 35.4001270105402 | 21.838293 | 1.621 | 0.110841 | 0.05542 |
M6 | 72.1707254088401 | 21.838799 | 3.3047 | 0.001693 | 0.000846 |
M7 | 24.1797165602670 | 21.837623 | 1.1073 | 0.273094 | 0.136547 |
M8 | 20.2301127688160 | 22.808219 | 0.887 | 0.379031 | 0.189515 |
M9 | 41.6634867271404 | 22.809018 | 1.8266 | 0.073286 | 0.036643 |
M10 | 49.6968606854647 | 22.811089 | 2.1786 | 0.033743 | 0.016872 |
M11 | -2.03111858200344 | 22.809796 | -0.089 | 0.929375 | 0.464687 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.63324623870236 |
R-squared | 0.401000798830687 |
Adjusted R-squared | 0.267889865237506 |
F-TEST (value) | 3.01253088687848 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 54 |
p-value | 0.00271853806529065 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 36.0629432196610 |
Sum Squared Residuals | 70228.9371778828 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 300 | 349.549349770371 | -49.5493497703707 |
2 | 302 | 336.524458921312 | -34.5244589213124 |
3 | 400 | 403.910062807895 | -3.91006280789517 |
4 | 392 | 377.36866288634 | 14.6313371136598 |
5 | 373 | 389.735878220159 | -16.7358782201586 |
6 | 379 | 427.861551215181 | -48.8615512151807 |
7 | 303 | 380.886848314149 | -77.8868483141492 |
8 | 324 | 376.824321639638 | -52.8243216396381 |
9 | 353 | 398.445900403063 | -45.4459004030628 |
10 | 392 | 403.882048051003 | -11.8820480510030 |
11 | 327 | 352.530478393735 | -25.5304783937354 |
12 | 376 | 355.766107728381 | 20.2338922716193 |
13 | 329 | 350.942065328113 | -21.9420653281128 |
14 | 359 | 335.809280661931 | 23.1907193380687 |
15 | 413 | 398.715610187127 | 14.2843898128731 |
16 | 338 | 374.357386004735 | -36.3573860047354 |
17 | 422 | 388.531367467517 | 33.4686325324833 |
18 | 390 | 424.097455113175 | -34.0974551131747 |
19 | 370 | 375.09014031706 | -5.09014031706005 |
20 | 367 | 371.253459408669 | -4.25345940866923 |
21 | 406 | 391.143553965171 | 14.8564460348288 |
22 | 418 | 399.139286962475 | 18.8607130375245 |
23 | 346 | 348.465254603569 | -2.46525460356892 |
24 | 350 | 351.060987600873 | -1.06098760087327 |
25 | 330 | 347.290892109167 | -17.290892109167 |
26 | 318 | 333.513182039708 | -15.5131820397076 |
27 | 382 | 399.204942680388 | -17.2049426803877 |
28 | 337 | 373.679848706374 | -36.6798487063743 |
29 | 372 | 385.106040014691 | -13.1060400146913 |
30 | 422 | 421.914279374011 | 0.0857206259887766 |
31 | 428 | 374.224398213599 | 53.7756017864013 |
32 | 426 | 369.333770396646 | 56.6662296033538 |
33 | 396 | 392.235141834753 | 3.76485816524712 |
34 | 458 | 403.016305947542 | 54.9836940524584 |
35 | 315 | 353.923193951478 | -38.9231939514776 |
36 | 337 | 356.518926948782 | -19.5189269487819 |
37 | 386 | 354.066265092778 | 31.9337349072222 |
38 | 352 | 340.552041750459 | 11.4479582495412 |
39 | 383 | 408.878669662543 | -25.8786696625430 |
40 | 439 | 382.600756468129 | 56.3992435318715 |
41 | 397 | 399.898937695575 | -2.89893769557475 |
42 | 453 | 438.890352794058 | 14.1096472059418 |
43 | 363 | 391.313394516706 | -28.3133945167058 |
44 | 365 | 385.406460752212 | -20.4064607522117 |
45 | 474 | 407.103321437676 | 66.8966785623235 |
46 | 373 | 412.351264280516 | -39.3512642805164 |
47 | 403 | 354.676013171879 | 48.3239868281212 |
48 | 384 | 354.787442741859 | 29.2125572581408 |
49 | 364 | 349.775195536491 | 14.2248044635090 |
50 | 361 | 334.115437416029 | 26.8845625839714 |
51 | 419 | 394.688027357981 | 24.3119726420195 |
52 | 352 | 369.238215306007 | -17.2382153060072 |
53 | 363 | 378.895281446381 | -15.8952814463814 |
54 | 410 | 412.918089690217 | -2.91808969021696 |
55 | 361 | 362.743905102480 | -1.74390510248044 |
56 | 383 | 362.181987802835 | 20.8180121971652 |
57 | 342 | 382.072082359337 | -40.0720823593368 |
58 | 369 | 391.611094758463 | -22.6110947584635 |
59 | 361 | 342.405059879339 | 18.5949401206607 |
60 | 317 | 345.866534980105 | -28.866534980105 |
61 | 386 | 343.376232163081 | 42.6237678369192 |
62 | 318 | 329.485599210561 | -11.4855992105612 |
63 | 407 | 398.602687304067 | 8.39731269593327 |
64 | 393 | 373.755130628414 | 19.2448693715856 |
65 | 404 | 388.832495155677 | 15.1675048443228 |
66 | 498 | 426.318271813358 | 71.6817281866418 |
67 | 438 | 378.741313536006 | 59.2586864639942 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.59908612221523 | 0.80182775556954 | 0.40091387778477 |
17 | 0.598353404883313 | 0.803293190233375 | 0.401646595116687 |
18 | 0.487696061475254 | 0.975392122950508 | 0.512303938524746 |
19 | 0.501794354759725 | 0.99641129048055 | 0.498205645240275 |
20 | 0.39246273319668 | 0.78492546639336 | 0.60753726680332 |
21 | 0.286932291178657 | 0.573864582357315 | 0.713067708821343 |
22 | 0.200026599025582 | 0.400053198051165 | 0.799973400974418 |
23 | 0.131154741769357 | 0.262309483538715 | 0.868845258230643 |
24 | 0.140169420558922 | 0.280338841117843 | 0.859830579441078 |
25 | 0.101966191576194 | 0.203932383152388 | 0.898033808423806 |
26 | 0.0785374615114525 | 0.157074923022905 | 0.921462538488548 |
27 | 0.0681485728854703 | 0.136297145770941 | 0.93185142711453 |
28 | 0.0769707561914664 | 0.153941512382933 | 0.923029243808534 |
29 | 0.0709010267859813 | 0.141802053571963 | 0.929098973214019 |
30 | 0.0548138166216803 | 0.109627633243361 | 0.94518618337832 |
31 | 0.135183295392389 | 0.270366590784779 | 0.86481670460761 |
32 | 0.188438700890983 | 0.376877401781966 | 0.811561299109017 |
33 | 0.134110181353631 | 0.268220362707261 | 0.86588981864637 |
34 | 0.261857150174289 | 0.523714300348578 | 0.738142849825711 |
35 | 0.309885408400268 | 0.619770816800537 | 0.690114591599732 |
36 | 0.249335136321457 | 0.498670272642914 | 0.750664863678543 |
37 | 0.37317267373791 | 0.74634534747582 | 0.62682732626209 |
38 | 0.333365011926117 | 0.666730023852234 | 0.666634988073883 |
39 | 0.321137246708866 | 0.642274493417732 | 0.678862753291134 |
40 | 0.492771235609845 | 0.98554247121969 | 0.507228764390155 |
41 | 0.409809197584304 | 0.819618395168608 | 0.590190802415696 |
42 | 0.411812704855208 | 0.823625409710417 | 0.588187295144792 |
43 | 0.596484009578301 | 0.807031980843398 | 0.403515990421699 |
44 | 0.821431320701878 | 0.357137358596245 | 0.178568679298122 |
45 | 0.855704571760646 | 0.288590856478709 | 0.144295428239354 |
46 | 0.96861489534424 | 0.0627702093115183 | 0.0313851046557592 |
47 | 0.955602735033233 | 0.0887945299335332 | 0.0443972649667666 |
48 | 0.92978795015533 | 0.140424099689341 | 0.0702120498446703 |
49 | 0.975955619582938 | 0.0480887608341234 | 0.0240443804170617 |
50 | 0.952832160426082 | 0.094335679147837 | 0.0471678395739185 |
51 | 0.962175081251788 | 0.0756498374964238 | 0.0378249187482119 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 0 | 0 | OK |
5% type I error level | 1 | 0.0277777777777778 | OK |
10% type I error level | 5 | 0.138888888888889 | NOK |