Multiple Linear Regression - Estimated Regression Equation
SOMIVBH [t] = + 12.5727 -0.267577TVDC1[t] + 0.574394TVDC2[t] -0.131866TVDC3[t] + 0.274298TVDC4[t] -0.0860573`ALG4(geslacht)`[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0		2-tail p-value1-tail p-value
(Intercept)+12.57 1.655+7.5990e+00 2.265e-12 1.132e-12
TVDC1-0.2676 0.2257-1.1860e+00 0.2375 0.1188
TVDC2+0.5744 0.3426+1.6760e+00 0.0956 0.0478
TVDC3-0.1319 0.2885-4.5700e-01 0.6483 0.3241
TVDC4+0.2743 0.2843+9.6480e-01 0.3361 0.1681
`ALG4(geslacht)`-0.08606 0.3249-2.6490e-01 0.7914 0.3957


Multiple Linear Regression - Regression Statistics
Multiple R 0.1851
R-squared 0.03427
Adjusted R-squared 0.004466
F-TEST (value) 1.15
F-TEST (DF numerator)5
F-TEST (DF denominator)162
p-value 0.3364
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 2.086
Sum Squared Residuals 705


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast		Residuals
Prediction Error
1 11 13.57-2.567
2 11 13.66-2.656
3 15 14.37 0.6342
4 15 13.92 1.077
5 13 14.28-1.284
6 14 12.95 1.051
7 13 13.5-0.498
8 15 13.79 1.209
9 14 14.15-0.1518
10 15 13.61 1.39
11 10 13.61-3.61
12 11 14.01-3.009
13 16 14.28 1.716
14 17 13.43 3.565
15 14 14.28-0.2836
16 13 13.52-0.5238
17 10 14.28-4.284
18 13 14.47-1.465
19 17 14.07 2.934
20 18 13.66 4.344
21 17 14.01 2.991
22 11 13.66-2.656
23 15 13.92 1.077
24 12 14.15-2.152
25 15 13.57 1.429
26 15 14.28 0.7164
27 12 14.01-2.009
28 19 13.88 5.123
29 13 13.88-0.8775
30 15 14.41 0.5912
31 13 13.22-0.217
32 10 14.02-4.016
33 14 13.6 0.3968
34 12 12.77-0.7745
35 15 13.61 1.39
36 13 14.01-1.009
37 18 13.89 4.109
38 15 14.82 0.1812
39 11 13.88-2.884
40 14 13.92 0.07672
41 11 13.52-2.524
42 14 13.48 0.5192
43 9 13.79-4.791
44 13 13.92-0.9233
45 13 14.06-1.059
46 12 13.79-1.791
47 17 13.92 3.077
48 16 14.32 1.677
49 15 13.83 1.166
50 16 13.52 2.476
51 16 14.18 1.816
52 13 14.5-1.504
53 13 14.02-1.016
54 12 14.28-2.277
55 11 14.46-3.458
56 13 14.01-1.009
57 15 14.32 0.6838
58 13 14.2-1.198
59 14 14.01-0.009338
60 13 13.52-0.5238
61 15 13.66 1.344
62 14 14.5-0.4977
63 14 13.66 0.3443
64 13 14.01-1.009
65 11 12.5-1.5
66 14 13.61 0.3901
67 17 14.19 2.809
68 15 14.82 0.1812
69 15 13.66 1.344
70 13 13.92-0.9233
71 12 13.92-1.923
72 14 14.14-0.1412
73 11 13.62-2.616
74 14 14.59-0.5905
75 18 13.92 4.077
76 15 13.04 1.964
77 18 14.19 3.809
78 16 15.09 0.9069
79 12 13.52-1.524
80 14 13.79 0.2086
81 14 14.37-0.3695
82 14 13.88 0.1225
83 14 14.02-0.01606
84 13 14.07-1.066
85 12 14.65-2.647
86 13 14.07-1.066
87 15 13.8 1.202
88 13 13.92-0.9233
89 14 14.02-0.01606
90 15 13.92 1.081
91 13 14.01-1.009
92 14 14.45-0.4519
93 17 13.88 3.123
94 15 14.45 0.5481
95 13 13.92-0.9233
96 14 14.2-0.1976
97 17 15.05 1.954
98 8 13.88-5.884
99 15 13.66 1.344
100 10 14.2-4.198
101 15 14.15 0.8482
102 15 14.01 0.9907
103 14 14.46-0.4584
104 15 13.92 1.077
105 18 14.07 3.934
106 14 14.2-0.1976
107 19 13.88 5.123
108 16 14.01 1.991
109 17 14.28 2.716
110 18 14.2 3.802
111 13 14.06-1.055
112 10 13.92-3.923
113 14 13.83 0.1656
114 13 14.16-1.158
115 12 14.2-2.198
116 13 13.74-0.7418
117 12 14.15-2.152
118 13 13.66-0.6557
119 16 14.28 1.723
120 12 14.01-2.009
121 14 14.28-0.2769
122 17 14.2 2.802
123 14 13.92 0.07672
124 12 14.07-2.066
125 14 13.92 0.07672
126 17 13.66 3.344
127 13 13.88-0.8775
128 11 14.01-3.009
129 14 13.92 0.07672
130 11 14.02-3.016
131 17 14.2 2.802
132 15 15.13-0.1323
133 10 13.62-3.616
134 15 14.1 0.898
135 16 14.28 1.716
136 17 14.43 2.574
137 15 13.83 1.166
138 12 13.92-1.923
139 15 14.46 0.5414
140 10 14.45-4.452
141 13 13.7-0.7025
142 17 14.28 2.723
143 17 14.2 2.802
144 16 14.41 1.591
145 15 14.37 0.6342
146 16 14.73 1.267
147 16 14.37 1.627
148 15 13.35 1.651
149 16 14.28 1.716
150 14 13.83 0.1656
151 17 14.28 2.716
152 14 13.74 0.2582
153 12 13.92-1.923
154 15 14.59 0.4097
155 14 13.92 0.07672
156 15 13.52 1.476
157 14 14.14-0.1412
158 13 13.92-0.9233
159 16 13.88 2.116
160 13 13.92-0.9233
161 14 14.18-0.1843
162 13 14.55-1.551
163 13 14.01-1.009
164 15 14.28 0.7164
165 13 13.7-0.7025
166 14 14.2-0.1976
167 13 14.06-1.055
168 12 14.83-2.826


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
9 0.08558 0.1712 0.9144
10 0.1348 0.2697 0.8652
11 0.367 0.7339 0.633
12 0.3339 0.6677 0.6661
13 0.4981 0.9963 0.5019
14 0.6343 0.7313 0.3657
15 0.5423 0.9154 0.4577
16 0.4454 0.8909 0.5546
17 0.5728 0.8543 0.4272
18 0.5987 0.8025 0.4013
19 0.6039 0.7921 0.3961
20 0.899 0.202 0.101
21 0.9331 0.1337 0.06687
22 0.9314 0.1373 0.06864
23 0.9079 0.1842 0.0921
24 0.9014 0.1972 0.09859
25 0.8762 0.2476 0.1238
26 0.8621 0.2757 0.1379
27 0.846 0.308 0.154
28 0.9384 0.1232 0.0616
29 0.9284 0.1433 0.07163
30 0.9082 0.1836 0.09179
31 0.9 0.2 0.1
32 0.9128 0.1744 0.08721
33 0.8927 0.2146 0.1073
34 0.8773 0.2454 0.1227
35 0.8639 0.2721 0.1361
36 0.8359 0.3283 0.1641
37 0.8832 0.2335 0.1168
38 0.8604 0.2792 0.1396
39 0.8593 0.2813 0.1407
40 0.828 0.3441 0.172
41 0.8428 0.3143 0.1572
42 0.8107 0.3786 0.1893
43 0.9408 0.1185 0.05923
44 0.9273 0.1454 0.07268
45 0.9243 0.1514 0.07571
46 0.9197 0.1606 0.08031
47 0.9385 0.123 0.06148
48 0.9287 0.1426 0.07132
49 0.9123 0.1753 0.08766
50 0.9244 0.1511 0.07556
51 0.9297 0.1406 0.07029
52 0.9167 0.1666 0.08332
53 0.9125 0.175 0.08752
54 0.9174 0.1652 0.08259
55 0.9467 0.1066 0.05328
56 0.9352 0.1296 0.06482
57 0.9233 0.1535 0.07673
58 0.9086 0.1827 0.09135
59 0.8877 0.2246 0.1123
60 0.8649 0.2703 0.1351
61 0.8496 0.3008 0.1504
62 0.8216 0.3568 0.1784
63 0.7903 0.4194 0.2097
64 0.7625 0.4751 0.2375
65 0.7558 0.4884 0.2442
66 0.7195 0.5611 0.2805
67 0.7477 0.5045 0.2523
68 0.7105 0.579 0.2895
69 0.6872 0.6256 0.3128
70 0.6532 0.6935 0.3468
71 0.6449 0.7102 0.3551
72 0.6021 0.7959 0.3979
73 0.6262 0.7476 0.3738
74 0.5853 0.8294 0.4147
75 0.6999 0.6002 0.3001
76 0.6945 0.611 0.3055
77 0.7778 0.4443 0.2222
78 0.7529 0.4943 0.2471
79 0.7339 0.5321 0.2661
80 0.6962 0.6077 0.3038
81 0.6573 0.6854 0.3427
82 0.6148 0.7705 0.3852
83 0.5732 0.8537 0.4269
84 0.5374 0.9251 0.4626
85 0.5596 0.8808 0.4404
86 0.5248 0.9505 0.4752
87 0.4971 0.9942 0.5029
88 0.4601 0.9201 0.5399
89 0.4183 0.8365 0.5817
90 0.3842 0.7683 0.6158
91 0.3512 0.7023 0.6489
92 0.3117 0.6235 0.6883
93 0.3627 0.7255 0.6373
94 0.3241 0.6481 0.6759
95 0.291 0.5821 0.709
96 0.2544 0.5088 0.7456
97 0.2497 0.4993 0.7503
98 0.562 0.876 0.438
99 0.5314 0.9372 0.4686
100 0.6796 0.6408 0.3204
101 0.6443 0.7115 0.3557
102 0.6096 0.7807 0.3904
103 0.5673 0.8655 0.4327
104 0.5334 0.9332 0.4666
105 0.6432 0.7137 0.3568
106 0.6004 0.7992 0.3996
107 0.833 0.334 0.167
108 0.8353 0.3294 0.1647
109 0.848 0.3039 0.152
110 0.8983 0.2033 0.1017
111 0.8856 0.2289 0.1144
112 0.936 0.128 0.06401
113 0.9188 0.1624 0.08122
114 0.9183 0.1634 0.08171
115 0.9345 0.1311 0.06555
116 0.9226 0.1549 0.07745
117 0.9262 0.1476 0.07382
118 0.9147 0.1706 0.08532
119 0.9271 0.1457 0.07285
120 0.9256 0.1487 0.07435
121 0.9086 0.1828 0.0914
122 0.9119 0.1762 0.08811
123 0.8883 0.2234 0.1117
124 0.8975 0.205 0.1025
125 0.8707 0.2586 0.1293
126 0.8959 0.2082 0.1041
127 0.8697 0.2605 0.1303
128 0.9008 0.1983 0.09918
129 0.8736 0.2529 0.1264
130 0.8955 0.2091 0.1045
131 0.9015 0.1971 0.09853
132 0.8857 0.2287 0.1143
133 0.9445 0.111 0.05552
134 0.9302 0.1396 0.06978
135 0.9152 0.1697 0.08483
136 0.906 0.188 0.094
137 0.8839 0.2322 0.1161
138 0.8896 0.2208 0.1104
139 0.8564 0.2872 0.1436
140 0.9571 0.08583 0.04291
141 0.9444 0.1112 0.0556
142 0.9641 0.07179 0.0359
143 0.973 0.05398 0.02699
144 0.9792 0.04166 0.02083
145 0.9681 0.06382 0.03191
146 0.9742 0.05162 0.02581
147 0.9694 0.0613 0.03065
148 0.9575 0.0849 0.04245
149 0.9546 0.09072 0.04536
150 0.929 0.1419 0.07096
151 0.9763 0.04737 0.02369
152 0.9569 0.08614 0.04307
153 0.9621 0.07577 0.03788
154 0.9995 0.0009854 0.0004927
155 0.9992 0.001548 0.0007738
156 0.9972 0.005673 0.002836
157 0.9906 0.01884 0.009419
158 0.9696 0.06086 0.03043
159 0.913 0.1739 0.08697


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level3 0.01987NOK
5% type I error level60.0397351OK
10% type I error level170.112583NOK


Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 0.18509, df1 = 2, df2 = 160, p-value = 0.8312
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 0.16792, df1 = 10, df2 = 152, p-value = 0.9981
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 0.43471, df1 = 2, df2 = 160, p-value = 0.6482


Variance Inflation Factors (Multicollinearity)
> vif
           TVDC1            TVDC2            TVDC3            TVDC4 
        1.321014         1.225016         1.299016         1.088054 
`ALG4(geslacht)` 
        1.017991