| Multiple Linear Regression - Estimated Regression Equation |
| vergunningen[t] = + 2413.39057239057 -218.92884399551M1[t] -389.991021324355M2[t] -6.65858585858594M3[t] -104.992817059483M4[t] -173.993714927048M5[t] -12.8835016835020M6[t] + 253.782267115600M7[t] -7.88529741863053M8[t] + 92.8915824915827M9[t] + 167.112906846240M10[t] -91.8879910213241M11[t] -2.11021324354658t + 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) | 2413.39057239057 | 118.621974 | 20.3452 | 0 | 0 |
| M1 | -218.92884399551 | 143.319426 | -1.5276 | 0.12991 | 0.064955 |
| M2 | -389.991021324355 | 147.270204 | -2.6481 | 0.009463 | 0.004731 |
| M3 | -6.65858585858594 | 147.211556 | -0.0452 | 0.964017 | 0.482008 |
| M4 | -104.992817059483 | 147.159061 | -0.7135 | 0.477289 | 0.238645 |
| M5 | -173.993714927048 | 147.112727 | -1.1827 | 0.23984 | 0.11992 |
| M6 | -12.8835016835020 | 147.072559 | -0.0876 | 0.930377 | 0.465189 |
| M7 | 253.782267115600 | 147.038562 | 1.726 | 0.087572 | 0.043786 |
| M8 | -7.88529741863053 | 147.01074 | -0.0536 | 0.957335 | 0.478668 |
| M9 | 92.8915824915827 | 146.989098 | 0.632 | 0.528914 | 0.264457 |
| M10 | 167.112906846240 | 146.973637 | 1.137 | 0.258357 | 0.129179 |
| M11 | -91.8879910213241 | 146.964359 | -0.6252 | 0.533297 | 0.266649 |
| t | -2.11021324354658 | 0.95341 | -2.2133 | 0.029243 | 0.014622 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.515437731669643 |
| R-squared | 0.265676055228747 |
| Adjusted R-squared | 0.173885562132341 |
| F-TEST (value) | 2.89437442012334 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 96 |
| p-value | 0.00188088213908377 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 311.751924658146 |
| Sum Squared Residuals | 9330169.2026936 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1856 | 2192.35151515151 | -336.351515151507 |
| 2 | 1834 | 2019.17912457912 | -185.179124579124 |
| 3 | 2095 | 2400.40134680135 | -305.401346801347 |
| 4 | 2164 | 2299.95690235690 | -135.956902356902 |
| 5 | 2368 | 2228.84579124579 | 139.154208754207 |
| 6 | 2072 | 2387.84579124579 | -315.845791245792 |
| 7 | 2521 | 2652.40134680135 | -131.401346801346 |
| 8 | 1823 | 2388.62356902357 | -565.623569023569 |
| 9 | 1947 | 2487.29023569024 | -540.290235690236 |
| 10 | 2226 | 2559.40134680135 | -333.401346801347 |
| 11 | 1754 | 2298.29023569024 | -544.290235690236 |
| 12 | 1786 | 2388.06801346801 | -602.068013468014 |
| 13 | 2072 | 2167.02895622896 | -95.0289562289578 |
| 14 | 1846 | 1993.85656565657 | -147.856565656566 |
| 15 | 2137 | 2375.07878787879 | -238.078787878788 |
| 16 | 2466 | 2274.63434343434 | 191.365656565656 |
| 17 | 2154 | 2203.52323232323 | -49.5232323232325 |
| 18 | 2289 | 2362.52323232323 | -73.5232323232325 |
| 19 | 2628 | 2627.07878787879 | 0.921212121211632 |
| 20 | 2074 | 2363.30101010101 | -289.301010101010 |
| 21 | 2798 | 2461.96767676768 | 336.032323232323 |
| 22 | 2194 | 2534.07878787879 | -340.078787878788 |
| 23 | 2442 | 2272.96767676768 | 169.032323232323 |
| 24 | 2565 | 2362.74545454545 | 202.254545454545 |
| 25 | 2063 | 2141.7063973064 | -78.7063973063984 |
| 26 | 2069 | 1968.53400673401 | 100.465993265993 |
| 27 | 2539 | 2349.75622895623 | 189.243771043771 |
| 28 | 1898 | 2249.31178451178 | -351.311784511785 |
| 29 | 2139 | 2178.20067340067 | -39.2006734006735 |
| 30 | 2408 | 2337.20067340067 | 70.7993265993265 |
| 31 | 2725 | 2601.75622895623 | 123.243771043771 |
| 32 | 2201 | 2337.97845117845 | -136.978451178451 |
| 33 | 2311 | 2436.64511784512 | -125.645117845118 |
| 34 | 2548 | 2508.75622895623 | 39.243771043771 |
| 35 | 2276 | 2247.64511784512 | 28.3548821548819 |
| 36 | 2351 | 2337.42289562290 | 13.5771043771043 |
| 37 | 2280 | 2116.38383838384 | 163.616161616160 |
| 38 | 2057 | 1943.21144781145 | 113.788552188552 |
| 39 | 2479 | 2324.43367003367 | 154.566329966330 |
| 40 | 2379 | 2223.98922558923 | 155.010774410775 |
| 41 | 2295 | 2152.87811447811 | 142.121885521885 |
| 42 | 2456 | 2311.87811447811 | 144.121885521886 |
| 43 | 2546 | 2576.43367003367 | -30.4336700336703 |
| 44 | 2844 | 2312.65589225589 | 531.344107744107 |
| 45 | 2260 | 2411.32255892256 | -151.322558922559 |
| 46 | 2981 | 2483.43367003367 | 497.56632996633 |
| 47 | 2678 | 2222.32255892256 | 455.677441077441 |
| 48 | 3440 | 2312.10033670034 | 1127.89966329966 |
| 49 | 2842 | 2091.06127946128 | 750.938720538719 |
| 50 | 2450 | 1917.88888888889 | 532.111111111111 |
| 51 | 2669 | 2299.11111111111 | 369.888888888889 |
| 52 | 2570 | 2198.66666666667 | 371.333333333333 |
| 53 | 2540 | 2127.55555555556 | 412.444444444445 |
| 54 | 2318 | 2286.55555555556 | 31.4444444444445 |
| 55 | 2930 | 2551.11111111111 | 378.888888888889 |
| 56 | 2947 | 2287.33333333333 | 659.666666666666 |
| 57 | 2799 | 2386 | 413 |
| 58 | 2695 | 2458.11111111111 | 236.888888888889 |
| 59 | 2498 | 2197 | 301 |
| 60 | 2260 | 2286.77777777778 | -26.7777777777777 |
| 61 | 2160 | 2065.73872053872 | 94.2612794612785 |
| 62 | 2058 | 1892.56632996633 | 165.43367003367 |
| 63 | 2533 | 2273.78855218855 | 259.211447811448 |
| 64 | 2150 | 2173.34410774411 | -23.3441077441075 |
| 65 | 2172 | 2102.23299663300 | 69.7670033670034 |
| 66 | 2155 | 2261.23299663300 | -106.232996632997 |
| 67 | 3016 | 2525.78855218855 | 490.211447811448 |
| 68 | 2333 | 2262.01077441077 | 70.9892255892255 |
| 69 | 2355 | 2360.67744107744 | -5.67744107744105 |
| 70 | 2825 | 2432.78855218855 | 392.211447811448 |
| 71 | 2214 | 2171.67744107744 | 42.3225589225589 |
| 72 | 2360 | 2261.45521885522 | 98.5447811447813 |
| 73 | 2299 | 2040.41616161616 | 258.583838383837 |
| 74 | 1746 | 1867.24377104377 | -121.243771043771 |
| 75 | 2069 | 2248.46599326599 | -179.465993265993 |
| 76 | 2267 | 2148.02154882155 | 118.978451178452 |
| 77 | 1878 | 2076.91043771044 | -198.910437710437 |
| 78 | 2266 | 2235.91043771044 | 30.0895622895625 |
| 79 | 2282 | 2500.46599326599 | -218.465993265993 |
| 80 | 2085 | 2236.68821548822 | -151.688215488215 |
| 81 | 2277 | 2335.35488215488 | -58.354882154882 |
| 82 | 2251 | 2407.46599326599 | -156.465993265993 |
| 83 | 1828 | 2146.35488215488 | -318.354882154882 |
| 84 | 1954 | 2236.13265993266 | -282.132659932660 |
| 85 | 1851 | 2015.09360269360 | -164.093602693604 |
| 86 | 1570 | 1841.92121212121 | -271.921212121212 |
| 87 | 1852 | 2223.14343434343 | -371.143434343434 |
| 88 | 2187 | 2122.69898989899 | 64.3010101010105 |
| 89 | 1855 | 2051.58787878788 | -196.587878787878 |
| 90 | 2218 | 2210.58787878788 | 7.41212121212147 |
| 91 | 2253 | 2475.14343434343 | -222.143434343434 |
| 92 | 2028 | 2211.36565656566 | -183.365656565656 |
| 93 | 2169 | 2310.03232323232 | -141.032323232323 |
| 94 | 1997 | 2382.14343434343 | -385.143434343434 |
| 95 | 2034 | 2121.03232323232 | -87.0323232323231 |
| 96 | 1791 | 2210.8101010101 | -419.810101010101 |
| 97 | 1627 | 1989.77104377104 | -362.771043771044 |
| 98 | 1631 | 1816.59865319865 | -185.598653198653 |
| 99 | 2319 | 2197.82087542088 | 121.179124579125 |
| 100 | 1707 | 2097.37643097643 | -390.376430976431 |
| 101 | 1747 | 2026.26531986532 | -279.265319865319 |
| 102 | 2397 | 2185.26531986532 | 211.734680134681 |
| 103 | 2059 | 2449.82087542088 | -390.820875420875 |
| 104 | 2251 | 2186.04309764310 | 64.9569023569026 |
| 105 | 2558 | 2284.70976430976 | 273.290235690236 |
| 106 | 2406 | 2356.82087542087 | 49.179124579125 |
| 107 | 2049 | 2095.70976430976 | -46.7097643097641 |
| 108 | 2074 | 2185.48754208754 | -111.487542087542 |
| 109 | 1734 | 1964.44848484849 | -230.448484848485 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.0528531496479013 | 0.105706299295803 | 0.947146850352099 |
| 17 | 0.0910536893600996 | 0.182107378720199 | 0.9089463106399 |
| 18 | 0.0479584193179421 | 0.0959168386358842 | 0.952041580682058 |
| 19 | 0.0194851994505993 | 0.0389703989011987 | 0.9805148005494 |
| 20 | 0.0119107756006673 | 0.0238215512013346 | 0.988089224399333 |
| 21 | 0.178327407972798 | 0.356654815945596 | 0.821672592027202 |
| 22 | 0.161477825852337 | 0.322955651704673 | 0.838522174147663 |
| 23 | 0.227087509620839 | 0.454175019241677 | 0.772912490379161 |
| 24 | 0.309583763115593 | 0.619167526231185 | 0.690416236884407 |
| 25 | 0.298855787932989 | 0.597711575865978 | 0.701144212067011 |
| 26 | 0.233447200525868 | 0.466894401051736 | 0.766552799474132 |
| 27 | 0.17582676439845 | 0.3516535287969 | 0.82417323560155 |
| 28 | 0.466325718111297 | 0.932651436222594 | 0.533674281888703 |
| 29 | 0.472194328666593 | 0.944388657333187 | 0.527805671333407 |
| 30 | 0.404716084719421 | 0.809432169438842 | 0.595283915280579 |
| 31 | 0.336123044437038 | 0.672246088874075 | 0.663876955562962 |
| 32 | 0.327507802553858 | 0.655015605107717 | 0.672492197446142 |
| 33 | 0.340542703889125 | 0.68108540777825 | 0.659457296110875 |
| 34 | 0.316408260333021 | 0.632816520666042 | 0.683591739666979 |
| 35 | 0.280762585373938 | 0.561525170747876 | 0.719237414626062 |
| 36 | 0.254995165859622 | 0.509990331719243 | 0.745004834140379 |
| 37 | 0.214819743279490 | 0.429639486558981 | 0.78518025672051 |
| 38 | 0.182399482652279 | 0.364798965304558 | 0.817600517347721 |
| 39 | 0.147622451313703 | 0.295244902627406 | 0.852377548686297 |
| 40 | 0.118202662211109 | 0.236405324422219 | 0.88179733778889 |
| 41 | 0.0989373057551087 | 0.197874611510217 | 0.901062694244891 |
| 42 | 0.0791049789566515 | 0.158209957913303 | 0.920895021043348 |
| 43 | 0.0965543464717458 | 0.193108692943492 | 0.903445653528254 |
| 44 | 0.180283987067465 | 0.360567974134930 | 0.819716012932535 |
| 45 | 0.278179612759351 | 0.556359225518702 | 0.721820387240649 |
| 46 | 0.308085071872153 | 0.616170143744306 | 0.691914928127847 |
| 47 | 0.285459216263893 | 0.570918432527785 | 0.714540783736107 |
| 48 | 0.835782008011266 | 0.328435983977468 | 0.164217991988734 |
| 49 | 0.88859333880181 | 0.222813322396380 | 0.111406661198190 |
| 50 | 0.88820244684569 | 0.223595106308618 | 0.111797553154309 |
| 51 | 0.862077126057398 | 0.275845747885204 | 0.137922873942602 |
| 52 | 0.834709444031575 | 0.330581111936851 | 0.165290555968425 |
| 53 | 0.829334829495419 | 0.341330341009163 | 0.170665170504581 |
| 54 | 0.845865498045946 | 0.308269003908108 | 0.154134501954054 |
| 55 | 0.822903667232402 | 0.354192665535195 | 0.177096332767598 |
| 56 | 0.88187514084255 | 0.236249718314901 | 0.118124859157451 |
| 57 | 0.860473876757973 | 0.279052246484054 | 0.139526123242027 |
| 58 | 0.832168417775693 | 0.335663164448615 | 0.167831582224307 |
| 59 | 0.815850693611207 | 0.368298612777586 | 0.184149306388793 |
| 60 | 0.862844848252672 | 0.274310303494656 | 0.137155151747328 |
| 61 | 0.867791872174628 | 0.264416255650745 | 0.132208127825372 |
| 62 | 0.870860565599867 | 0.258278868800267 | 0.129139434400133 |
| 63 | 0.866687917514534 | 0.266624164970933 | 0.133312082485466 |
| 64 | 0.870728553355495 | 0.25854289328901 | 0.129271446644505 |
| 65 | 0.874150905920603 | 0.251698188158794 | 0.125849094079397 |
| 66 | 0.89493536836568 | 0.210129263268642 | 0.105064631634321 |
| 67 | 0.96273183953576 | 0.0745363209284785 | 0.0372681604642393 |
| 68 | 0.9541513432365 | 0.091697313526998 | 0.045848656763499 |
| 69 | 0.945640300184602 | 0.108719399630797 | 0.0543596998153983 |
| 70 | 0.969737594206653 | 0.0605248115866941 | 0.0302624057933471 |
| 71 | 0.965488176294674 | 0.0690236474106523 | 0.0345118237053261 |
| 72 | 0.97539785521856 | 0.0492042895628794 | 0.0246021447814397 |
| 73 | 0.994186088823337 | 0.0116278223533263 | 0.00581391117666314 |
| 74 | 0.994390088658841 | 0.0112198226823172 | 0.0056099113411586 |
| 75 | 0.993295765948931 | 0.0134084681021372 | 0.00670423405106861 |
| 76 | 0.995464918399726 | 0.00907016320054791 | 0.00453508160027395 |
| 77 | 0.995002398893746 | 0.00999520221250907 | 0.00499760110625454 |
| 78 | 0.991341734279957 | 0.0173165314400870 | 0.00865826572004349 |
| 79 | 0.991472121802698 | 0.0170557563946047 | 0.00852787819730233 |
| 80 | 0.986875270408193 | 0.026249459183614 | 0.013124729591807 |
| 81 | 0.978201330445477 | 0.0435973391090464 | 0.0217986695545232 |
| 82 | 0.970806560948915 | 0.05838687810217 | 0.029193439051085 |
| 83 | 0.962684626191244 | 0.0746307476175124 | 0.0373153738087562 |
| 84 | 0.950770083236816 | 0.098459833526368 | 0.049229916763184 |
| 85 | 0.953826278994837 | 0.0923474420103257 | 0.0461737210051629 |
| 86 | 0.929690693682873 | 0.140618612634254 | 0.070309306317127 |
| 87 | 0.937226933458173 | 0.125546133083654 | 0.0627730665418269 |
| 88 | 0.98603978762745 | 0.0279204247450993 | 0.0139602123725496 |
| 89 | 0.98440287133053 | 0.0311942573389407 | 0.0155971286694704 |
| 90 | 0.963027032316658 | 0.0739459353666848 | 0.0369729676833424 |
| 91 | 0.987131997972696 | 0.0257360040546085 | 0.0128680020273042 |
| 92 | 0.96134910201372 | 0.0773017959725602 | 0.0386508979862801 |
| 93 | 0.924060165321722 | 0.151879669356556 | 0.0759398346782779 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 2 | 0.0256410256410256 | NOK |
| 5% type I error level | 15 | 0.192307692307692 | NOK |
| 10% type I error level | 26 | 0.333333333333333 | NOK |
