Multiple Linear Regression - Estimated Regression Equation
bouwvergunningen[t] = + 2341.98 + 24.8243Inflatie[t] + 14.0134Consumentenvertrouwen[t] -0.0185675huwelijken[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0		2-tail p-value1-tail p-value
(Intercept)+2342 130.5+1.7940e+01 3.512e-34 1.756e-34
Inflatie+24.82 27.89+8.9000e-01 0.3754 0.1877
Consumentenvertrouwen+14.01 6.14+2.2820e+00 0.02442 0.01221
huwelijken-0.01857 0.0264-7.0340e-01 0.4833 0.2417


Multiple Linear Regression - Regression Statistics
Multiple R 0.2482
R-squared 0.06163
Adjusted R-squared 0.03556
F-TEST (value) 2.364
F-TEST (DF numerator)3
F-TEST (DF denominator)108
p-value 0.07512
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 459.6
Sum Squared Residuals 2.281e+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 2244 325.6
2 2669 2336 333.1
3 2450 2336 113.9
4 2842 2271 570.7
5 3440 2307 1133
6 2678 2276 402.5
7 2981 2314 666.8
8 2260 2289-29.12
9 2844 2268 575.9
10 2546 2241 305.4
11 2456 2296 160.1
12 2295 2286 9.488
13 2379 2155 223.6
14 2471 2313 157.5
15 2057 2364-307.1
16 2280 2326-45.57
17 2351 2386-35.27
18 2276 2363-86.98
19 2548 2338 210.2
20 2311 2307 3.595
21 2201 2258-57.2
22 2725 2236 489.1
23 2408 2264 143.5
24 2139 2198-59.07
25 1898 2252-353.6
26 2539 2285 253.9
27 2070 2353-283.5
28 2063 2364-300.9
29 2565 2322 243.4
30 2443 2304 138.7
31 2196 2282-86
32 2799 2245 554.1
33 2076 2225-149
34 2628 2255 373.5
35 2292 2130 161.7
36 2155 1963 191.9
37 2476 1965 511.5
38 2138 2054 84.26
39 1854 2016-162
40 2081 1980 100.9
41 1795 2022-226.8
42 1756 2025-269
43 2237 2022 215
44 1960 2002-42.3
45 1829 2073-244.3
46 2524 2065 458.6
47 2077 2058 18.5
48 2366 2086 280.1
49 2185 2033 152.1
50 2098 2081 16.71
51 1836 2116-279.9
52 1863 2162-299
53 2044 2251-206.9
54 2136 2184-48.04
55 2931 2240 690.5
56 3263 2247 1016
57 3328 2251 1077
58 3570 2266 1304
59 2313 2279 34
60 1623 2310-687
61 1316 2292-976.4
62 1507 2313-806.4
63 1419 2407-988.3
64 1660 2366-706.2
65 1790 2390-600.5
66 1733 2408-675.4
67 2086 2356-269.7
68 1814 2317-502.7
69 2241 2221 19.87
70 1943 2207-264.1
71 1773 2223-449.8
72 2143 2145-2.482
73 2087 2165-77.55
74 1805 2152-346.6
75 1913 2118-205.1
76 2296 2220 75.5
77 2500 2230 270.3
78 2210 2240-30.17
79 2526 2212 313.8
80 2249 2158 90.61
81 2024 2099-74.81
82 2091 2102-11.19
83 2045 2089-44.36
84 1882 1966-83.69
85 1831 1943-112
86 1964 2005-40.82
87 1763 2098-334.6
88 1688 1981-292.8
89 2149 2067 81.79
90 1823 2078-254.6
91 2094 2088 6.364
92 2145 2105 40.38
93 1791 2119-328
94 1996 2170-174.4
95 2097 2197-100.4
96 1796 2175-378.9
97 1963 2205-241.9
98 2042 2265-222.5
99 1746 2279-532.9
100 2210 2215-4.998
101 2968 2213 755.2
102 3126 2233 892.6
103 3708 2213 1495
104 3015 2157 858.2
105 1569 2101-532
106 1518 2090-572
107 1393 2093-699.8
108 1615 2032-417.3
109 1777 2074-297.2
110 1648 2143-495.4
111 1463 2228-764.7
112 1779 2207-428.2


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
7 0.4362 0.8724 0.5638
8 0.4587 0.9175 0.5413
9 0.4077 0.8155 0.5923
10 0.2851 0.5701 0.7149
11 0.1877 0.3753 0.8123
12 0.1216 0.2431 0.8784
13 0.08135 0.1627 0.9187
14 0.0606 0.1212 0.9394
15 0.1223 0.2446 0.8777
16 0.1049 0.2098 0.8951
17 0.07181 0.1436 0.9282
18 0.04872 0.09744 0.9513
19 0.03192 0.06384 0.9681
20 0.02277 0.04554 0.9772
21 0.01738 0.03477 0.9826
22 0.01641 0.03283 0.9836
23 0.009995 0.01999 0.99
24 0.0163 0.0326 0.9837
25 0.01767 0.03535 0.9823
26 0.0115 0.023 0.9885
27 0.009055 0.01811 0.9909
28 0.005573 0.01115 0.9944
29 0.003603 0.007205 0.9964
30 0.002211 0.004422 0.9978
31 0.001302 0.002604 0.9987
32 0.001603 0.003207 0.9984
33 0.001065 0.002129 0.9989
34 0.001408 0.002816 0.9986
35 0.001396 0.002793 0.9986
36 0.001574 0.003147 0.9984
37 0.001181 0.002362 0.9988
38 0.001249 0.002497 0.9988
39 0.002074 0.004149 0.9979
40 0.001415 0.002831 0.9986
41 0.001454 0.002908 0.9985
42 0.001376 0.002752 0.9986
43 0.0008708 0.001742 0.9991
44 0.000547 0.001094 0.9995
45 0.0004636 0.0009271 0.9995
46 0.0004468 0.0008937 0.9996
47 0.0002669 0.0005338 0.9997
48 0.0001811 0.0003622 0.9998
49 0.0001074 0.0002148 0.9999
50 6.13e-05 0.0001226 0.9999
51 5.19e-05 0.0001038 0.9999
52 4.542e-05 9.084e-05 1
53 3.11e-05 6.219e-05 1
54 1.715e-05 3.429e-05 1
55 4.674e-05 9.347e-05 1
56 0.0005818 0.001164 0.9994
57 0.006645 0.01329 0.9934
58 0.1285 0.257 0.8715
59 0.1356 0.2712 0.8644
60 0.2029 0.4058 0.7971
61 0.3632 0.7264 0.6368
62 0.4596 0.9192 0.5404
63 0.6277 0.7446 0.3723
64 0.68 0.6401 0.32
65 0.7091 0.5818 0.2909
66 0.7669 0.4662 0.2331
67 0.7464 0.5072 0.2536
68 0.7674 0.4651 0.2326
69 0.7227 0.5547 0.2773
70 0.6871 0.6258 0.3129
71 0.6774 0.6453 0.3226
72 0.6258 0.7483 0.3742
73 0.5716 0.8568 0.4284
74 0.5605 0.8791 0.4395
75 0.5409 0.9183 0.4591
76 0.4926 0.9851 0.5074
77 0.4452 0.8904 0.5548
78 0.4197 0.8393 0.5803
79 0.3689 0.7378 0.6311
80 0.3124 0.6248 0.6876
81 0.2623 0.5246 0.7377
82 0.2173 0.4345 0.7827
83 0.1745 0.3489 0.8255
84 0.142 0.2841 0.858
85 0.1209 0.2417 0.8791
86 0.09247 0.1849 0.9075
87 0.08229 0.1646 0.9177
88 0.06365 0.1273 0.9364
89 0.04568 0.09137 0.9543
90 0.04455 0.08909 0.9555
91 0.03727 0.07454 0.9627
92 0.03781 0.07563 0.9622
93 0.0418 0.0836 0.9582
94 0.02973 0.05946 0.9703
95 0.02065 0.0413 0.9794
96 0.01698 0.03396 0.983
97 0.02056 0.04113 0.9794
98 0.01311 0.02622 0.9869
99 0.02338 0.04675 0.9766
100 0.1032 0.2064 0.8968
101 0.2291 0.4582 0.7709
102 0.1749 0.3498 0.8251
103 0.604 0.792 0.396
104 0.9836 0.03271 0.01636
105 0.95 0.1001 0.05004


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level28 0.2828NOK
5% type I error level440.444444NOK
10% type I error level520.525253NOK


Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 11.727, df1 = 2, df2 = 106, p-value = 2.508e-05
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 1.4496, df1 = 6, df2 = 102, p-value = 0.2032
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 0.12727, df1 = 2, df2 = 106, p-value = 0.8806


Variance Inflation Factors (Multicollinearity)
> vif
             Inflatie Consumentenvertrouwen            huwelijken 
             1.014752              1.014508              1.000765