| Multiple Linear Regression - Estimated Regression Equation |
| ALGEMENEECONOMISCHSITUATIE[t] = -0.23850311485394 + 3.67658759515122CONSUMENTENVERTROUWEN[t] + 0.93126921464805`WERKLOOSHEIDINBELGIË`[t] -0.753614192485316`FINANCIËLESITUATIEVANDEGEZINNEN`[t] -0.821393675927843SPAARVERMOGENVANDEGEZINNEN[t] -0.0264087506488414t + 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) | -0.23850311485394 | 0.380648 | -0.6266 | 0.533069 | 0.266535 |
| CONSUMENTENVERTROUWEN | 3.67658759515122 | 0.105018 | 35.0092 | 0 | 0 |
| `WERKLOOSHEIDINBELGIË` | 0.93126921464805 | 0.026354 | 35.3368 | 0 | 0 |
| `FINANCIËLESITUATIEVANDEGEZINNEN` | -0.753614192485316 | 0.145882 | -5.1659 | 2e-06 | 1e-06 |
| SPAARVERMOGENVANDEGEZINNEN | -0.821393675927843 | 0.055351 | -14.8397 | 0 | 0 |
| t | -0.0264087506488414 | 0.011089 | -2.3816 | 0.020086 | 0.010043 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.993270672110762 |
| R-squared | 0.986586628075364 |
| Adjusted R-squared | 0.985585630170541 |
| F-TEST (value) | 985.603089997735 |
| F-TEST (DF numerator) | 5 |
| F-TEST (DF denominator) | 67 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.17731800509428 |
| Sum Squared Residuals | 92.8672049029844 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | -20 | -19.168399113103 | -0.831600886896995 |
| 2 | -8 | -8.53755520278156 | 0.537555202781556 |
| 3 | -15 | -15.4510555121304 | 0.451055512130416 |
| 4 | -13 | -13.5626609285968 | 0.562660928596787 |
| 5 | -6 | -5.29812147062017 | -0.701878529379832 |
| 6 | 0 | -1.96205466372227 | 1.96205466372227 |
| 7 | 5 | 5.51316775465465 | -0.513167754654651 |
| 8 | -1 | -0.181532779163275 | -0.818467220836725 |
| 9 | -5 | -3.30856995464076 | -1.69143004535924 |
| 10 | 4 | 3.43494605797027 | 0.565053942029726 |
| 11 | -3 | -2.51808599329117 | -0.481914006708831 |
| 12 | 3 | 2.06336206585926 | 0.936637934140736 |
| 13 | 8 | 8.81416933519029 | -0.814169335190291 |
| 14 | 3 | 5.44719281371414 | -2.44719281371414 |
| 15 | 3 | 2.97028750016506 | 0.0297124998349408 |
| 16 | 7 | 6.55908006938821 | 0.440919930611791 |
| 17 | 4 | 2.44578061214674 | 1.55421938785326 |
| 18 | -4 | -2.23435664502447 | -1.76564335497553 |
| 19 | -6 | -6.4768218609877 | 0.476821860987702 |
| 20 | 8 | 7.53657527992711 | 0.463424720072886 |
| 21 | 2 | 0.85183682289979 | 1.14816317710021 |
| 22 | -1 | -0.474048198560825 | -0.525951801439175 |
| 23 | -2 | -1.96558927890262 | -0.0344107210973821 |
| 24 | 0 | 0.472182998232069 | -0.472182998232069 |
| 25 | 10 | 8.83018536781606 | 1.16981463218394 |
| 26 | 3 | 0.848958828377337 | 2.15104117162266 |
| 27 | 6 | 6.00636605785035 | -0.00636605785035383 |
| 28 | 7 | 6.80135098312935 | 0.198649016870647 |
| 29 | -4 | -3.10940601600296 | -0.890593983997044 |
| 30 | -5 | -6.16956175659461 | 1.16956175659461 |
| 31 | -7 | -4.83432050810741 | -2.16567949189259 |
| 32 | -10 | -11.8092070927356 | 1.80920709273556 |
| 33 | -21 | -20.2135231599423 | -0.786476840057722 |
| 34 | -22 | -20.7060155421935 | -1.29398445780651 |
| 35 | -16 | -13.9002152057465 | -2.09978479425347 |
| 36 | -25 | -26.3391570746595 | 1.33915707465947 |
| 37 | -22 | -23.5395709495244 | 1.53957094952437 |
| 38 | -22 | -21.7939159940841 | -0.206084005915903 |
| 39 | -19 | -19.7294412944778 | 0.729441294477777 |
| 40 | -21 | -19.8520411189635 | -1.14795888103646 |
| 41 | -31 | -30.2708672094642 | -0.729132790535761 |
| 42 | -28 | -28.0656324260966 | 0.0656324260965574 |
| 43 | -23 | -23.5335716789438 | 0.533571678943797 |
| 44 | -17 | -16.7561829328912 | -0.243817067108774 |
| 45 | -12 | -11.9905760479031 | -0.00942395209690235 |
| 46 | -14 | -12.4152889467118 | -1.58471105328821 |
| 47 | -18 | -17.3756655080459 | -0.624334491954053 |
| 48 | -16 | -15.8828469104426 | -0.117153089557399 |
| 49 | -22 | -23.6727339628353 | 1.6727339628353 |
| 50 | -9 | -9.5888291762484 | 0.588829176248403 |
| 51 | -10 | -10.3203628559416 | 0.320362855941588 |
| 52 | -10 | -8.66188819945706 | -1.33811180054294 |
| 53 | 0 | -1.10897747419974 | 1.10897747419974 |
| 54 | 3 | 1.13745531588892 | 1.86254468411108 |
| 55 | 2 | 2.3912326160503 | -0.391232616050301 |
| 56 | 4 | 4.27962719958395 | -0.279627199583949 |
| 57 | -3 | -4.32253215834375 | 1.32253215834375 |
| 58 | 0 | 0.497957198248652 | -0.497957198248652 |
| 59 | -1 | 0.306679841763666 | -1.30667984176367 |
| 60 | -7 | -6.9660167488678 | -0.033983251132199 |
| 61 | 2 | 2.73094038008777 | -0.730940380087767 |
| 62 | 3 | 1.34288163030288 | 1.65711836969712 |
| 63 | -3 | -4.72002595967876 | 1.72002595967876 |
| 64 | -5 | -6.36353863401844 | 1.36353863401844 |
| 65 | 0 | -0.472705480618362 | 0.472705480618362 |
| 66 | -3 | -2.2517771218431 | -0.748222878156903 |
| 67 | -7 | -8.46665630582264 | 1.46665630582263 |
| 68 | -7 | -7.90510692286734 | 0.905106922867338 |
| 69 | -7 | -5.19909430485126 | -1.80090569514874 |
| 70 | -4 | -2.28963264099594 | -1.71036735900406 |
| 71 | -3 | -1.92502850020492 | -1.07497149979508 |
| 72 | -6 | -5.87996315528521 | -0.120036844714789 |
| 73 | -10 | -8.74148815211085 | -1.25851184788915 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 9 | 0.828597901642147 | 0.342804196715705 | 0.171402098357853 |
| 10 | 0.732642497655082 | 0.534715004689836 | 0.267357502344918 |
| 11 | 0.610722584567137 | 0.778554830865726 | 0.389277415432863 |
| 12 | 0.571073541914314 | 0.857852916171372 | 0.428926458085686 |
| 13 | 0.552807826411504 | 0.894384347176992 | 0.447192173588496 |
| 14 | 0.694569370002352 | 0.610861259995297 | 0.305430629997648 |
| 15 | 0.693861606128722 | 0.612276787742555 | 0.306138393871278 |
| 16 | 0.659312904375656 | 0.681374191248689 | 0.340687095624344 |
| 17 | 0.67371102775985 | 0.652577944480299 | 0.32628897224015 |
| 18 | 0.72708521981946 | 0.54582956036108 | 0.27291478018054 |
| 19 | 0.66795693880296 | 0.66408612239408 | 0.33204306119704 |
| 20 | 0.585346231270398 | 0.829307537459203 | 0.414653768729602 |
| 21 | 0.53835367904365 | 0.9232926419127 | 0.46164632095635 |
| 22 | 0.510487578692273 | 0.979024842615453 | 0.489512421307727 |
| 23 | 0.431896881818376 | 0.863793763636753 | 0.568103118181624 |
| 24 | 0.383354422282075 | 0.766708844564149 | 0.616645577717925 |
| 25 | 0.342160547346769 | 0.684321094693538 | 0.657839452653231 |
| 26 | 0.470934837886654 | 0.941869675773309 | 0.529065162113346 |
| 27 | 0.394248322680132 | 0.788496645360264 | 0.605751677319868 |
| 28 | 0.323643662185207 | 0.647287324370414 | 0.676356337814793 |
| 29 | 0.293930627282589 | 0.587861254565179 | 0.706069372717411 |
| 30 | 0.272715704462023 | 0.545431408924045 | 0.727284295537977 |
| 31 | 0.495028583047264 | 0.990057166094528 | 0.504971416952736 |
| 32 | 0.639580717227673 | 0.720838565544654 | 0.360419282772327 |
| 33 | 0.576452023121815 | 0.84709595375637 | 0.423547976878185 |
| 34 | 0.537316734927774 | 0.925366530144452 | 0.462683265072226 |
| 35 | 0.652275490468787 | 0.695449019062426 | 0.347724509531213 |
| 36 | 0.72139724111128 | 0.557205517777441 | 0.27860275888872 |
| 37 | 0.812464924020787 | 0.375070151958426 | 0.187535075979213 |
| 38 | 0.762553607688965 | 0.47489278462207 | 0.237446392311035 |
| 39 | 0.728558301863195 | 0.54288339627361 | 0.271441698136805 |
| 40 | 0.707508146370708 | 0.584983707258585 | 0.292491853629292 |
| 41 | 0.665442861740125 | 0.669114276519751 | 0.334557138259875 |
| 42 | 0.620932253819291 | 0.758135492361418 | 0.379067746180709 |
| 43 | 0.555663850680545 | 0.888672298638911 | 0.444336149319455 |
| 44 | 0.486038831461716 | 0.972077662923433 | 0.513961168538284 |
| 45 | 0.419109299902779 | 0.838218599805559 | 0.580890700097221 |
| 46 | 0.464180432255727 | 0.928360864511454 | 0.535819567744273 |
| 47 | 0.499493079302998 | 0.998986158605995 | 0.500506920697002 |
| 48 | 0.505832525372161 | 0.988334949255677 | 0.494167474627839 |
| 49 | 0.490288551364008 | 0.980577102728017 | 0.509711448635992 |
| 50 | 0.431923779507939 | 0.863847559015879 | 0.568076220492061 |
| 51 | 0.356308323384619 | 0.712616646769239 | 0.643691676615381 |
| 52 | 0.917429023013008 | 0.165141953973985 | 0.0825709769869924 |
| 53 | 0.893888185879688 | 0.212223628240624 | 0.106111814120312 |
| 54 | 0.895257633124345 | 0.20948473375131 | 0.104742366875655 |
| 55 | 0.875270074814246 | 0.249459850371508 | 0.124729925185754 |
| 56 | 0.821711715203712 | 0.356576569592575 | 0.178288284796288 |
| 57 | 0.780624893030544 | 0.438750213938913 | 0.219375106969456 |
| 58 | 0.849562115243253 | 0.300875769513493 | 0.150437884756747 |
| 59 | 0.845517044255044 | 0.308965911489912 | 0.154482955744956 |
| 60 | 0.770974469899095 | 0.45805106020181 | 0.229025530100905 |
| 61 | 0.706676674447986 | 0.586646651104028 | 0.293323325552014 |
| 62 | 0.772189620051323 | 0.455620759897355 | 0.227810379948677 |
| 63 | 0.683732796322461 | 0.632534407355079 | 0.316267203677539 |
| 64 | 0.538284189904685 | 0.92343162019063 | 0.461715810095315 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 0 | 0 | OK |
| 5% type I error level | 0 | 0 | OK |
| 10% type I error level | 0 | 0 | OK |
