Multiple Linear Regression - Estimated Regression Equation
bouwvergunningen[t] = + 2313.48 + 20.6506M1[t] + 65.7494M2[t] -160.052M3[t] + 64.2469M4[t] + 362.275M5[t] + 209.585M6[t] + 562.117M7[t] + 401.649M8[t] + 194.293M9[t] + 381.491M10[t] + 88.1346M11[t] -5.19877t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0		2-tail p-value1-tail p-value
(Intercept)+2314 153.8+1.5040e+01 2.542e-27 1.271e-27
M1+20.65 187.6+1.1010e-01 0.9126 0.4563
M2+65.75 187.6+3.5050e-01 0.7267 0.3634
M3-160.1 187.6-8.5330e-01 0.3955 0.1978
M4+64.25 187.5+3.4260e-01 0.7326 0.3663
M5+362.3 192.6+1.8810e+00 0.06289 0.03144
M6+209.6 192.5+1.0890e+00 0.279 0.1395
M7+562.1 192.5+2.9200e+00 0.004332 0.002166
M8+401.6 192.5+2.0870e+00 0.03946 0.01973
M9+194.3 192.4+1.0100e+00 0.3151 0.1576
M10+381.5 192.4+1.9830e+00 0.05018 0.02509
M11+88.14 192.4+4.5810e-01 0.6479 0.324
t-5.199 1.195-4.3500e+00 3.308e-05 1.654e-05


Multiple Linear Regression - Regression Statistics
Multiple R 0.5672
R-squared 0.3217
Adjusted R-squared 0.2395
F-TEST (value) 3.913
F-TEST (DF numerator)12
F-TEST (DF denominator)99
p-value 6.442e-05
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 408.1
Sum Squared Residuals 1.649e+07


Menu of Residual Diagnostics
DescriptionLink
HistogramCompute
Central TendencyCompute
QQ PlotCompute
Kernel Density PlotCompute
Skewness/Kurtosis TestCompute
Skewness-Kurtosis PlotCompute
Harrell-Davis PlotCompute
Bootstrap Plot -- Central TendencyCompute
Blocked Bootstrap Plot -- Central TendencyCompute
(Partial) Autocorrelation PlotCompute
Spectral AnalysisCompute
Tukey lambda PPCC PlotCompute
Box-Cox Normality PlotCompute
Summary StatisticsCompute


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast		Residuals
Prediction Error
1 2570 2329 241.1
2 2669 2369 300.2
3 2450 2138 312.2
4 2842 2357 485.1
5 3440 2650 790.2
6 2678 2492 186.1
7 2981 2839 141.8
8 2260 2674-413.5
9 2844 2461 383
10 2546 2643-96.99
11 2456 2344 111.6
12 2295 2251 43.9
13 2379 2267 112.5
14 2471 2306 164.6
15 2057 2075-18.45
16 2280 2295-14.55
17 2351 2587-236.4
18 2276 2429-153.5
19 2548 2777-228.8
20 2311 2611-300.2
21 2201 2399-197.6
22 2725 2581 144.4
23 2408 2282 126
24 2139 2189-49.71
25 1898 2204-306.2
26 2539 2244 294.9
27 2070 2013 56.94
28 2063 2232-169.2
29 2565 2525 40.01
30 2443 2367 75.9
31 2196 2714-518.4
32 2799 2549 250.2
33 2076 2336-260.2
34 2628 2518 109.8
35 2292 2220 72.34
36 2155 2126 28.67
37 2476 2142 334.2
38 2138 2182-43.68
39 1854 1951-96.68
40 2081 2170-88.78
41 1795 2463-667.6
42 1756 2305-548.7
43 2237 2652-415.1
44 1960 2486-526.4
45 1829 2274-444.8
46 2524 2456 68.17
47 2077 2157-80.27
48 2366 2064 302.1
49 2185 2079 105.6
50 2098 2119-21.29
51 1836 1888-52.29
52 1863 2107-244.4
53 2044 2400-356.2
54 2136 2242-106.3
55 2931 2590 341.3
56 3263 2424 839
57 3328 2211 1117
58 3570 2393 1177
59 2313 2095 218.1
60 1623 2002-378.6
61 1316 2017-701
62 1507 2057-549.9
63 1419 1826-406.9
64 1660 2045-385
65 1790 2338-547.8
66 1733 2180-446.9
67 2086 2527-441.3
68 1814 2362-547.6
69 2241 2149 91.94
70 1943 2331-388.1
71 1773 2032-259.5
72 2143 1939 203.8
73 2087 1955 132.4
74 1805 1995-189.5
75 1913 1764 149.5
76 2296 1983 313.4
77 2500 2275 224.5
78 2210 2118 92.44
79 2526 2465 61.1
80 2249 2299-50.23
81 2024 2087-62.67
82 2091 2269-177.7
83 2045 1970 74.88
84 1882 1877 5.215
85 1831 1892-61.24
86 1964 1932 31.86
87 1763 1701 61.86
88 1688 1920-232.2
89 2149 2213-64.07
90 1823 2055-232.2
91 2094 2403-308.5
92 2145 2237-91.84
93 1791 2024-233.3
94 1996 2206-210.3
95 2097 1908 189.3
96 1796 1814-18.4
97 1963 1830 133.1
98 2042 1870 172.2
99 1746 1639 107.2
100 2210 1858 352.1
101 2968 2151 817.3
102 3126 1993 1133
103 3708 2340 1368
104 3015 2174 840.5
105 1569 1962-392.9
106 1518 2144-625.9
107 1393 1845-452.3
108 1615 1752-137
109 1777 1767 9.533
110 1648 1807-159.4
111 1463 1576-113.4
112 1779 1795-16.47


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
16 0.03511 0.07022 0.9649
17 0.1854 0.3708 0.8146
18 0.09574 0.1915 0.9043
19 0.04535 0.0907 0.9547
20 0.05361 0.1072 0.9464
21 0.03179 0.06358 0.9682
22 0.04673 0.09346 0.9533
23 0.03294 0.06587 0.9671
24 0.01896 0.03793 0.981
25 0.009995 0.01999 0.99
26 0.01205 0.0241 0.9879
27 0.007765 0.01553 0.9922
28 0.004102 0.008204 0.9959
29 0.002104 0.004207 0.9979
30 0.001807 0.003614 0.9982
31 0.001166 0.002333 0.9988
32 0.009029 0.01806 0.991
33 0.005446 0.01089 0.9946
34 0.004059 0.008119 0.9959
35 0.002455 0.00491 0.9975
36 0.001555 0.00311 0.9984
37 0.002516 0.005033 0.9975
38 0.001498 0.002997 0.9985
39 0.0008161 0.001632 0.9992
40 0.0004332 0.0008664 0.9996
41 0.001168 0.002337 0.9988
42 0.001051 0.002101 0.9989
43 0.0006786 0.001357 0.9993
44 0.0004942 0.0009883 0.9995
45 0.0003339 0.0006679 0.9997
46 0.0002394 0.0004787 0.9998
47 0.000128 0.0002561 0.9999
48 0.0002078 0.0004156 0.9998
49 0.0001565 0.0003129 0.9998
50 8.665e-05 0.0001733 0.9999
51 4.821e-05 9.642e-05 1
52 2.483e-05 4.967e-05 1
53 1.423e-05 2.846e-05 1
54 9.178e-06 1.836e-05 1
55 5.133e-05 0.0001027 0.9999
56 0.002315 0.00463 0.9977
57 0.0613 0.1226 0.9387
58 0.4728 0.9455 0.5272
59 0.4852 0.9705 0.5148
60 0.4533 0.9066 0.5467
61 0.5056 0.9887 0.4944
62 0.5012 0.9975 0.4988
63 0.4591 0.9182 0.5409
64 0.414 0.8279 0.586
65 0.4432 0.8863 0.5568
66 0.4535 0.907 0.5465
67 0.4841 0.9681 0.5159
68 0.5347 0.9306 0.4653
69 0.5055 0.989 0.4945
70 0.4695 0.9389 0.5305
71 0.4106 0.8212 0.5894
72 0.3906 0.7813 0.6094
73 0.3537 0.7074 0.6463
74 0.295 0.5901 0.705
75 0.2643 0.5285 0.7357
76 0.2726 0.5451 0.7274
77 0.2423 0.4847 0.7577
78 0.2092 0.4183 0.7908
79 0.1866 0.3732 0.8134
80 0.1571 0.3141 0.8429
81 0.1293 0.2587 0.8707
82 0.1086 0.2171 0.8914
83 0.08878 0.1776 0.9112
84 0.067 0.134 0.933
85 0.04561 0.09122 0.9544
86 0.03248 0.06497 0.9675
87 0.02418 0.04836 0.9758
88 0.01476 0.02951 0.9852
89 0.01439 0.02878 0.9856
90 0.04844 0.09689 0.9516
91 0.6189 0.7622 0.3811
92 0.9958 0.008354 0.004177
93 0.9908 0.01846 0.009228
94 0.9769 0.0461 0.02305
95 0.9943 0.01149 0.005746
96 0.9844 0.03117 0.01559


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level28 0.3457NOK
5% type I error level410.506173NOK
10% type I error level490.604938NOK


Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 0.50476, df1 = 2, df2 = 97, p-value = 0.6052
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 0.22388, df1 = 24, df2 = 75, p-value = 0.9999
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 3.4746, df1 = 2, df2 = 97, p-value = 0.03488


Variance Inflation Factors (Multicollinearity)
> vif
      M1       M2       M3       M4       M5       M6       M7       M8 
1.924571 1.923868 1.923322 1.922931 1.842763 1.841840 1.841060 1.840421 
      M9      M10      M11        t 
1.839924 1.839570 1.839357 1.003669