Multiple Linear Regression - Estimated Regression Equation |
indicatorconsumentenvertrouwen[t] = + 0.116961332682447 + 0.278786687851773Economische[t] -0.256940649541516werkloosheid[t] + 0.124480906232951`financiƫle`[t] + 0.2865051862808spaarvermogen[t] + 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) | 0.116961332682447 | 0.150449 | 0.7774 | 0.446013 | 0.223006 |
Economische | 0.278786687851773 | 0.014199 | 19.6338 | 0 | 0 |
werkloosheid | -0.256940649541516 | 0.003963 | -64.8387 | 0 | 0 |
`financiƫle` | 0.124480906232951 | 0.062588 | 1.9889 | 0.060568 | 0.030284 |
spaarvermogen | 0.2865051862808 | 0.028565 | 10.0301 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.99824477810679 |
R-squared | 0.996492637017474 |
Adjusted R-squared | 0.995791164420969 |
F-TEST (value) | 1420.57243858422 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 20 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.343432092816606 |
Sum Squared Residuals | 2.35891204752788 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | -11 | -11.0124235401556 | 0.0124235401555497 |
2 | -12 | -11.599821791245 | -0.40017820875503 |
3 | -10 | -9.99394923604193 | -0.00605076395807319 |
4 | -15 | -15.3136792361599 | 0.313679236159916 |
5 | -15 | -15.0117370530211 | 0.0117370530210595 |
6 | -15 | -15.1735009944223 | 0.173500994422324 |
7 | -13 | -12.7739113339542 | -0.22608866604576 |
8 | -8 | -8.16572609604184 | 0.16572609604184 |
9 | -13 | -12.89693467027 | -0.103065329730028 |
10 | -9 | -9.43229937646751 | 0.432299376467514 |
11 | -7 | -6.73305205169745 | -0.266947948302554 |
12 | -4 | -3.88493292490071 | -0.115067075099287 |
13 | -4 | -3.94275254140246 | -0.0572474585975439 |
14 | -2 | -2.57733452055264 | 0.577334520552637 |
15 | 0 | -0.0527432765584315 | 0.0527432765584315 |
16 | -2 | -1.43869787874168 | -0.561302121258318 |
17 | -3 | -2.8544773563108 | -0.145522643689198 |
18 | 1 | 0.522171286743363 | 0.477828713256637 |
19 | -2 | -2.2376267941883 | 0.237626794188295 |
20 | -1 | -1.13045887985682 | 0.130458879856818 |
21 | 1 | 0.923682803028286 | 0.0763171969717143 |
22 | -3 | -2.23129180920629 | -0.76870819079371 |
23 | -4 | -4.14675098950702 | 0.146750989507016 |
24 | -9 | -9.14575830295252 | 0.145758302952515 |
25 | -9 | -8.69599343611723 | -0.304006563882766 |