Multiple Linear Regression - Estimated Regression Equation
bouwvergunningen[t] = + 1120.31 + 14.6622Inflatie[t] + 1.76638Consumentenvertrouwen[t] -0.0226712huwelijken[t] + 0.641911`bouwvergunningen(t-1)`[t] + 0.0201976`bouwvergunningen(t-2)`[t] + 0.093164`bouwvergunningen(t-3)`[t] -0.316766`bouwvergunningen(t-4)`[t] + 0.0681825`bouwvergunningen(t-1s)`[t] + e[t]
Warning: you did not specify the column number of the endogenous series! The first column was selected by default.


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0		2-tail p-value1-tail p-value
(Intercept)+1120 302.5+3.7040e+00 0.0003724 0.0001862
Inflatie+14.66 20.51+7.1480e-01 0.4766 0.2383
Consumentenvertrouwen+1.766 5.035+3.5080e-01 0.7266 0.3633
huwelijken-0.02267 0.02304-9.8400e-01 0.3279 0.1639
`bouwvergunningen(t-1)`+0.6419 0.1002+6.4060e+00 7.391e-09 3.696e-09
`bouwvergunningen(t-2)`+0.0202 0.1239+1.6300e-01 0.8709 0.4355
`bouwvergunningen(t-3)`+0.09316 0.1208+7.7090e-01 0.4429 0.2214
`bouwvergunningen(t-4)`-0.3168 0.1026-3.0870e+00 0.002711 0.001356
`bouwvergunningen(t-1s)`+0.06818 0.08576+7.9500e-01 0.4288 0.2144


Multiple Linear Regression - Regression Statistics
Multiple R 0.7213
R-squared 0.5203
Adjusted R-squared 0.4762
F-TEST (value) 11.8
F-TEST (DF numerator)8
F-TEST (DF denominator)87
p-value 3.118e-11
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 331.4
Sum Squared Residuals 9.557e+06


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 2351 2332 18.88
2 2276 2242 34.08
3 2548 2352 195.7
4 2311 2404-93.46
5 2201 2227-26.34
6 2725 2148 577.4
7 2408 2375 32.74
8 2139 2251-112.4
9 1898 2164-265.8
10 2539 1880 659.1
11 2070 2368-298.2
12 2063 2159-96.23
13 2565 2299 265.6
14 2443 2363 80.18
15 2196 2455-259.3
16 2799 2311 488
17 2076 2468-392.2
18 2628 2072 556.3
19 2292 2507-215.1
20 2155 1923 231.9
21 2476 2148 327.9
22 2138 2226-88.04
23 1854 2099-244.6
24 2081 1959 122
25 1795 2021-225.6
26 1756 1887-130.9
27 2237 1943 294.2
28 1960 2163-203
29 1829 2013-184
30 2524 2015 508.8
31 2077 2261-183.9
32 2366 2044 322.3
33 2185 2354-169.4
34 2098 2013 85.41
35 1836 2143-307.2
36 1863 1891-28.16
37 2044 1962 81.51
38 2136 2067 68.84
39 2931 2253 678.1
40 3263 2730 532.7
41 3328 2865 463.3
42 3570 3015 555.4
43 2313 2903-590
44 1623 2031-407.9
45 1316 1558-241.7
46 1507 1186 320.8
47 1419 1669-250.5
48 1660 1802-142.3
49 1790 2099-308.7
50 1733 2117-383.6
51 2086 2179-93.06
52 1814 2330-515.6
53 2241 2082 158.6
54 1943 2402-458.9
55 1773 1985-211.7
56 2143 1957 185.9
57 2087 2006 81.36
58 1805 2112-306.7
59 1913 2032-119.2
60 2296 1997 299.2
61 2500 2259 241
62 2210 2481-271.2
63 2526 2299 226.6
64 2249 2355-105.7
65 2024 2086-61.77
66 2091 2012 79.28
67 2045 1943 102.4
68 1882 1971-88.97
69 1831 1927-96.24
70 1964 1903 60.71
71 1763 2020-256.8
72 1688 1933-244.5
73 2149 1969 180.4
74 1823 2177-354
75 2094 2046 48.29
76 2145 2252-107.2
77 1791 2063-271.7
78 1996 1957 38.66
79 2097 2019 77.68
80 1796 1998-201.8
81 1963 1953 9.824
82 2042 2063-20.63
83 1746 2063-317.2
84 2210 1965 244.8
85 2968 2260 708.2
86 3126 2664 461.9
87 3708 2928 779.6
88 3015 3208-193.4
89 1569 2478-908.9
90 1518 1543-24.73
91 1393 1254 138.8
92 1615 1197 417.9
93 1777 1826-49.49
94 1648 1988-339.5
95 1463 1986-522.8
96 1779 1831-52.13


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
12 0.3555 0.7111 0.6445
13 0.2443 0.4886 0.7557
14 0.1723 0.3446 0.8277
15 0.1001 0.2002 0.8999
16 0.2971 0.5943 0.7029
17 0.2353 0.4706 0.7647
18 0.323 0.646 0.677
19 0.3336 0.6673 0.6664
20 0.2884 0.5769 0.7116
21 0.2242 0.4484 0.7758
22 0.1782 0.3564 0.8218
23 0.1618 0.3237 0.8382
24 0.1231 0.2463 0.8769
25 0.1235 0.247 0.8765
26 0.09386 0.1877 0.9061
27 0.08573 0.1715 0.9143
28 0.06148 0.123 0.9385
29 0.04705 0.09409 0.953
30 0.0506 0.1012 0.9494
31 0.03794 0.07588 0.9621
32 0.0402 0.08039 0.9598
33 0.02874 0.05748 0.9713
34 0.0198 0.03961 0.9802
35 0.01699 0.03398 0.983
36 0.01486 0.02972 0.9851
37 0.009437 0.01887 0.9906
38 0.006261 0.01252 0.9937
39 0.04297 0.08595 0.957
40 0.2015 0.403 0.7985
41 0.316 0.6319 0.684
42 0.4644 0.9288 0.5356
43 0.5302 0.9396 0.4698
44 0.4928 0.9856 0.5072
45 0.4409 0.8817 0.5591
46 0.474 0.9479 0.526
47 0.5111 0.9777 0.4889
48 0.5201 0.9597 0.4799
49 0.5563 0.8875 0.4437
50 0.5986 0.8028 0.4014
51 0.5544 0.8912 0.4456
52 0.6534 0.6932 0.3466
53 0.62 0.7601 0.38
54 0.7006 0.5987 0.2994
55 0.6957 0.6086 0.3043
56 0.6523 0.6954 0.3477
57 0.594 0.8121 0.406
58 0.5751 0.8499 0.4249
59 0.5172 0.9657 0.4828
60 0.4851 0.9701 0.5149
61 0.4368 0.8735 0.5632
62 0.4187 0.8375 0.5813
63 0.3703 0.7405 0.6297
64 0.3176 0.6351 0.6824
65 0.2659 0.5319 0.7341
66 0.2139 0.4278 0.7861
67 0.1687 0.3374 0.8313
68 0.1284 0.2568 0.8716
69 0.0995 0.199 0.9005
70 0.09999 0.2 0.9
71 0.07519 0.1504 0.9248
72 0.05461 0.1092 0.9454
73 0.03875 0.0775 0.9613
74 0.04158 0.08316 0.9584
75 0.02992 0.05984 0.9701
76 0.03181 0.06362 0.9682
77 0.1032 0.2064 0.8968
78 0.07424 0.1485 0.9258
79 0.04732 0.09465 0.9527
80 0.02952 0.05904 0.9705
81 0.01964 0.03928 0.9804
82 0.009854 0.01971 0.9901
83 0.1082 0.2163 0.8918
84 0.1929 0.3858 0.8071


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level0 0OK
5% type I error level70.0958904NOK
10% type I error level180.246575NOK


Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 2.7389, df1 = 2, df2 = 85, p-value = 0.07035
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 2.8581, df1 = 16, df2 = 71, p-value = 0.001254
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 0.12429, df1 = 2, df2 = 85, p-value = 0.8833


Variance Inflation Factors (Multicollinearity)
> vif
                Inflatie    Consumentenvertrouwen               huwelijken 
                1.042346                 1.081336                 1.269371 
 `bouwvergunningen(t-1)`  `bouwvergunningen(t-2)`  `bouwvergunningen(t-3)` 
                1.811566                 2.708077                 2.555355 
 `bouwvergunningen(t-4)` `bouwvergunningen(t-1s)` 
                1.833139                 1.072406