Multiple Linear Regression - Estimated Regression Equation

Bouwvergunningen[t] = + 2245.875 + 371.577083333334M1[t] + 198.179166666667M2[t] + 523.78125M3[t] + 470.383333333334M4[t] + 414.785416666667M5[t] + 765.1875M6[t] + 284.389583333334M7[t] + 99.591666666667M8[t] + 38.1937500000003M9[t] + 148.995833333334M10[t] -148.202083333333M11[t] -7.20208333333333t + 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)	2245.875	209.629019	10.7136	0	0
M1	371.577083333334	255.025433	1.457	0.15176	0.07588
M2	198.179166666667	254.644406	0.7783	0.440317	0.220159
M3	523.78125	254.299174	2.0597	0.044989	0.022495
M4	470.383333333334	253.989885	1.852	0.070316	0.035158
M5	414.785416666667	253.71667	1.6348	0.108764	0.054382
M6	765.1875	253.479645	3.0187	0.004093	0.002046
M7	284.389583333334	253.278913	1.1228	0.267212	0.133606
M8	99.591666666667	253.114558	0.3935	0.695756	0.347878
M9	38.1937500000003	252.986653	0.151	0.880644	0.440322
M10	148.995833333334	252.895253	0.5892	0.558575	0.279288
M11	-148.202083333333	252.840397	-0.5861	0.56058	0.28029
t	-7.20208333333333	3.040977	-2.3683	0.022032	0.011016

Multiple Linear Regression - Regression Statistics
Multiple R	0.634916141943439
R-squared	0.403118507300341
Adjusted R-squared	0.250723232568513
F-TEST (value)	2.64521657912107
F-TEST (DF numerator)	12
F-TEST (DF denominator)	47
p-value	0.00863128557344173
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	399.746854071956
Sum Squared Residuals	7510484.725

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	3440	2610.25	829.750000000003
2	2678	2429.65	248.35
3	2981	2748.05	232.95
4	2260	2687.45	-427.45
5	2844	2624.65	219.35
6	2546	2967.85	-421.85
7	2456	2479.85	-23.85
8	2295	2287.85	7.15000000000001
9	2379	2219.25	159.75
10	2479	2322.85	156.15
11	2057	2018.45	38.5499999999999
12	2280	2159.45	120.55
13	2351	2523.825	-172.825000000001
14	2276	2343.225	-67.225
15	2548	2661.625	-113.625
16	2311	2601.025	-290.025
17	2201	2538.225	-337.225
18	2725	2881.425	-156.425
19	2408	2393.425	14.575
20	2139	2201.425	-62.425
21	1898	2132.825	-234.825
22	2539	2236.425	302.575
23	2070	1932.025	137.975
24	2063	2073.025	-10.0249999999997
25	2565	2437.4	127.599999999999
26	2442	2256.8	185.2
27	2194	2575.2	-381.2
28	2798	2514.6	283.4
29	2074	2451.8	-377.8
30	2628	2795	-167
31	2289	2307	-18
32	2154	2115	39
33	2467	2046.4	420.6
34	2137	2150	-13
35	1850	1845.6	4.40000000000007
36	2075	1986.6	88.4000000000003
37	1791	2350.975	-559.975000000001
38	1755	2170.375	-415.375
39	2232	2488.775	-256.775
40	1952	2428.175	-476.175
41	1822	2365.375	-543.375
42	2522	2708.575	-186.575
43	2074	2220.575	-146.575
44	2366	2028.575	337.425
45	2173	1959.975	213.025
46	2094	2063.575	30.425
47	1833	1759.175	73.8250000000001
48	1858	1900.175	-42.1749999999996
49	2040	2264.55	-224.550000000001
50	2133	2083.95	49.05
51	2921	2402.35	518.65
52	3252	2341.75	910.25
53	3318	2278.95	1039.05
54	3554	2622.15	931.85
55	2308	2134.15	173.85
56	1621	1942.15	-321.15
57	1315	1873.55	-558.55
58	1501	1977.15	-476.15
59	1418	1672.75	-254.75
60	1657	1813.75	-156.75

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
16	0.385296355924881	0.770592711849762	0.614703644075119
17	0.238048352814536	0.476096705629072	0.761951647185464
18	0.276264302319065	0.552528604638129	0.723735697680935
19	0.196980964346242	0.393961928692483	0.803019035653758
20	0.121147795243511	0.242295590487022	0.878852204756489
21	0.071240809121987	0.142481618243974	0.928759190878013
22	0.0574617920578669	0.114923584115734	0.942538207942133
23	0.0382560681623928	0.0765121363247855	0.961743931837607
24	0.0196789973091712	0.0393579946183423	0.980321002690829
25	0.0118822464178895	0.0237644928357789	0.988117753582111
26	0.00968842390974589	0.0193768478194918	0.990311576090254
27	0.00602935679993665	0.0120587135998733	0.993970643200063
28	0.0221230907868699	0.0442461815737399	0.97787690921313
29	0.01489372579416	0.02978745158832	0.98510627420584
30	0.0103591096208931	0.0207182192417863	0.989640890379107
31	0.00526335499197258	0.0105267099839452	0.994736645008027
32	0.00270216233531667	0.00540432467063333	0.997297837664683
33	0.00438204332228645	0.00876408664457291	0.995617956677714
34	0.00269613317247098	0.00539226634494196	0.997303866827529
35	0.00142096212076394	0.00284192424152788	0.998579037879236
36	0.000928603260849235	0.00185720652169847	0.999071396739151
37	0.00157758756791924	0.00315517513583849	0.998422412432081
38	0.000942536720549036	0.00188507344109807	0.999057463279451
39	0.000496542169010941	0.000993084338021882	0.999503457830989
40	0.00116562667238522	0.00233125334477044	0.998834373327615
41	0.0230665540230755	0.046133108046151	0.976933445976925
42	0.386604374989549	0.773208749979099	0.613395625010451
43	0.749575561716544	0.500848876566913	0.250424438283456
44	0.676572921344143	0.646854157311714	0.323427078655857

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	9	0.310344827586207	NOK
5% type I error level	18	0.620689655172414	NOK
10% type I error level	19	0.655172413793103	NOK