| Multiple Linear Regression - Estimated Regression Equation |
| Consumentenvertrouwen[t] = + 93.1815812337098 -33.2632493483927Dummy[t] -0.870981754995648M1[t] -2.61476976542136M2[t] -2.35855777584706M3[t] -9.95499565595133M4[t] -5.04613379669851M5[t] -3.38992180712423M6[t] -2.73370981754994M7[t] -1.07749782797566M8[t] -1.22128583840137M9[t] + 2.28757602085144M10[t] + 0.943788010425726M11[t] -0.256211989574283t + 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) | 93.1815812337098 | 5.799247 | 16.0679 | 0 | 0 |
| Dummy | -33.2632493483927 | 3.570317 | -9.3166 | 0 | 0 |
| M1 | -0.870981754995648 | 7.054806 | -0.1235 | 0.902281 | 0.451141 |
| M2 | -2.61476976542136 | 7.045201 | -0.3711 | 0.712236 | 0.356118 |
| M3 | -2.35855777584706 | 7.03705 | -0.3352 | 0.739026 | 0.369513 |
| M4 | -9.95499565595133 | 7.092537 | -1.4036 | 0.167157 | 0.083578 |
| M5 | -5.04613379669851 | 7.025131 | -0.7183 | 0.476207 | 0.238103 |
| M6 | -3.38992180712423 | 7.021371 | -0.4828 | 0.631527 | 0.315764 |
| M7 | -2.73370981754994 | 7.01908 | -0.3895 | 0.698727 | 0.349364 |
| M8 | -1.07749782797566 | 7.01826 | -0.1535 | 0.878654 | 0.439327 |
| M9 | -1.22128583840137 | 7.018912 | -0.174 | 0.86263 | 0.431315 |
| M10 | 2.28757602085144 | 6.996279 | 0.327 | 0.745174 | 0.372587 |
| M11 | 0.943788010425726 | 6.994065 | 0.1349 | 0.893247 | 0.446624 |
| t | -0.256211989574283 | 0.101625 | -2.5212 | 0.015226 | 0.007613 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.89104115125093 |
| R-squared | 0.793954333222582 |
| Adjusted R-squared | 0.735724036089833 |
| F-TEST (value) | 13.6347292099951 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 46 |
| p-value | 1.0915823800417e-11 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 11.0574195977528 |
| Sum Squared Residuals | 5624.26029539531 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 84 | 92.05438748914 | -8.05438748913993 |
| 2 | 78 | 90.05438748914 | -12.0543874891399 |
| 3 | 74 | 90.0543874891399 | -16.0543874891399 |
| 4 | 75 | 82.2017376194613 | -7.20173761946134 |
| 5 | 79 | 86.8543874891399 | -7.85438748913987 |
| 6 | 79 | 88.2543874891399 | -9.25438748913988 |
| 7 | 82 | 88.6543874891399 | -6.65438748913987 |
| 8 | 88 | 90.0543874891399 | -2.05438748913987 |
| 9 | 81 | 89.6543874891399 | -8.65438748913987 |
| 10 | 69 | 59.6437880104257 | 9.35621198957428 |
| 11 | 62 | 58.0437880104257 | 3.95621198957428 |
| 12 | 62 | 56.8437880104257 | 5.15621198957431 |
| 13 | 68 | 55.7165942658558 | 12.2834057341442 |
| 14 | 57 | 53.7165942658558 | 3.28340573414423 |
| 15 | 67 | 53.7165942658558 | 13.2834057341442 |
| 16 | 72 | 79.12719374457 | -7.12719374456993 |
| 17 | 75 | 83.7798436142485 | -8.77984361424848 |
| 18 | 81 | 85.1798436142485 | -4.17984361424847 |
| 19 | 80 | 85.5798436142485 | -5.57984361424847 |
| 20 | 79 | 86.9798436142485 | -7.97984361424848 |
| 21 | 81 | 86.5798436142485 | -5.57984361424848 |
| 22 | 83 | 89.832493483927 | -6.83249348392702 |
| 23 | 84 | 88.232493483927 | -4.23249348392701 |
| 24 | 90 | 87.032493483927 | 2.96750651607299 |
| 25 | 84 | 85.905299739357 | -1.90529973935707 |
| 26 | 90 | 83.905299739357 | 6.09470026064293 |
| 27 | 92 | 83.9052997393571 | 8.0947002606429 |
| 28 | 93 | 76.0526498696785 | 16.9473501303215 |
| 29 | 85 | 80.705299739357 | 4.29470026064292 |
| 30 | 93 | 82.105299739357 | 10.8947002606429 |
| 31 | 94 | 82.505299739357 | 11.4947002606429 |
| 32 | 94 | 83.905299739357 | 10.0947002606429 |
| 33 | 102 | 83.505299739357 | 18.4947002606429 |
| 34 | 96 | 86.7579496090356 | 9.24205039096438 |
| 35 | 96 | 85.1579496090356 | 10.8420503909644 |
| 36 | 92 | 83.9579496090356 | 8.0420503909644 |
| 37 | 90 | 82.8307558644657 | 7.16924413553433 |
| 38 | 84 | 80.8307558644657 | 3.16924413553433 |
| 39 | 86 | 80.8307558644657 | 5.1692441355343 |
| 40 | 70 | 72.9781059947871 | -2.97810599478714 |
| 41 | 67 | 44.367506516073 | 22.632493483927 |
| 42 | 60 | 45.767506516073 | 14.232493483927 |
| 43 | 62 | 46.167506516073 | 15.832493483927 |
| 44 | 61 | 47.567506516073 | 13.4324934839270 |
| 45 | 54 | 47.167506516073 | 6.83249348392702 |
| 46 | 50 | 50.4201563857515 | -0.420156385751522 |
| 47 | 45 | 48.8201563857515 | -3.82015638575152 |
| 48 | 34 | 47.6201563857515 | -13.6201563857515 |
| 49 | 37 | 46.4929626411816 | -9.49296264118157 |
| 50 | 44 | 44.4929626411816 | -0.492962641181577 |
| 51 | 34 | 44.4929626411816 | -10.4929626411816 |
| 52 | 37 | 36.6403127715030 | 0.359687228496953 |
| 53 | 31 | 41.2929626411816 | -10.2929626411816 |
| 54 | 31 | 42.6929626411816 | -11.6929626411816 |
| 55 | 28 | 43.0929626411816 | -15.0929626411816 |
| 56 | 31 | 44.4929626411816 | -13.4929626411816 |
| 57 | 33 | 44.0929626411816 | -11.0929626411816 |
| 58 | 36 | 47.3456125108601 | -11.3456125108601 |
| 59 | 39 | 45.7456125108601 | -6.74561251086012 |
| 60 | 42 | 44.5456125108601 | -2.54561251086011 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.0659047241063968 | 0.131809448212794 | 0.934095275893603 |
| 18 | 0.0297111611494699 | 0.0594223222989398 | 0.97028883885053 |
| 19 | 0.0103672635080771 | 0.0207345270161542 | 0.989632736491923 |
| 20 | 0.00880957773685352 | 0.0176191554737070 | 0.991190422263146 |
| 21 | 0.00505576632501252 | 0.0101115326500250 | 0.994944233674987 |
| 22 | 0.00324847979850001 | 0.00649695959700002 | 0.9967515202015 |
| 23 | 0.00727057772828894 | 0.0145411554565779 | 0.992729422271711 |
| 24 | 0.0182470701931241 | 0.0364941403862483 | 0.981752929806876 |
| 25 | 0.0142795002942529 | 0.0285590005885059 | 0.985720499705747 |
| 26 | 0.0457051771763883 | 0.0914103543527767 | 0.954294822823612 |
| 27 | 0.0535149119489017 | 0.107029823897803 | 0.946485088051098 |
| 28 | 0.109117737587914 | 0.218235475175828 | 0.890882262412086 |
| 29 | 0.115343280496795 | 0.230686560993591 | 0.884656719503204 |
| 30 | 0.0953312565992573 | 0.190662513198515 | 0.904668743400743 |
| 31 | 0.0731028301970874 | 0.146205660394175 | 0.926897169802913 |
| 32 | 0.0508556791375938 | 0.101711358275188 | 0.949144320862406 |
| 33 | 0.0648502731343017 | 0.129700546268603 | 0.935149726865698 |
| 34 | 0.0390403328589231 | 0.0780806657178462 | 0.960959667141077 |
| 35 | 0.0241211488264090 | 0.0482422976528179 | 0.97587885117359 |
| 36 | 0.0128894357483336 | 0.0257788714966673 | 0.987110564251666 |
| 37 | 0.0103214246652685 | 0.0206428493305370 | 0.989678575334731 |
| 38 | 0.00691351553868716 | 0.0138270310773743 | 0.993086484461313 |
| 39 | 0.0074876189100448 | 0.0149752378200896 | 0.992512381089955 |
| 40 | 0.0141397620704736 | 0.0282795241409473 | 0.985860237929526 |
| 41 | 0.0154773560506687 | 0.0309547121013374 | 0.984522643949331 |
| 42 | 0.0157374191002465 | 0.031474838200493 | 0.984262580899753 |
| 43 | 0.0322384415687917 | 0.0644768831375834 | 0.967761558431208 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 1 | 0.0370370370370370 | NOK |
| 5% type I error level | 15 | 0.555555555555556 | NOK |
| 10% type I error level | 19 | 0.703703703703704 | NOK |
