Multiple Linear Regression - Estimated Regression Equation
consumentenvert[t] = -0.0126014706029706 + 0.250036433976062Economie[t] -0.250696282667499Whl[t] + 0.275162218178276Financ[t] + 0.240262823809418`Spaarverm\r\r\r`[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-0.01260147060297060.067967-0.18540.8531630.426581
Economie0.2500364339760620.00356570.144400
Whl-0.2506962826674990.001367-183.361900
Financ0.2751622181782760.01489518.473500
`Spaarverm\r\r\r`0.2402628238094180.00705434.062300


Multiple Linear Regression - Regression Statistics
Multiple R0.999346975958035
R-squared0.99869437835647
Adjusted R-squared0.998659328111006
F-TEST (value)28493.2206647462
F-TEST (DF numerator)4
F-TEST (DF denominator)149
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.313094003609779
Sum Squared Residuals14.6061504093637


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
198.905558062440520.0944419375594796
21110.85896102949010.141038970509895
31312.91082376708590.0891762329140841
41211.85124888111370.1487511188863
51312.79246320611630.20753679388372
61515.073495459972-0.073495459971976
71312.5948938407680.40510615923195
81615.58406560697050.415934393029485
91010.3243588659588-0.32435886595877
101414.0802479853195-0.0802479853195346
111414.0893617467947-0.08936174679474
121515.1019204876314-0.10192048763138
131313.1471978231989-0.147197823198915
1488.35015280138135-0.350152801381353
1577.29909564838124-0.29909564838124
1633.55855870305605-0.558558703056048
1733.2465175444346-0.246517544434602
1843.782809504138460.217190495861542
1944.26825386693478-0.268253866934783
2000.462176999357929-0.462176999357929
21-4-4.049336165611610.0493361656116098
22-14-14.33076262406570.330762624065675
23-18-18.32721082140150.327210821401532
24-8-8.300143483597920.300143483597917
25-1-1.492245890737110.492245890737113
2611.49752190396846-0.497521903968456
2721.972468987718360.0275310122816356
280-0.2185574083748910.218557408374891
2911.21744097061269-0.217440970612691
300-0.2450028899599810.245002889959981
31-1-1.543753336336080.543753336336081
32-3-3.532355472091950.532355472091952
33-3-3.522581861925310.522581861925308
34-3-2.78224617016377-0.217753829836233
35-4-3.78929016731982-0.210709832680183
36-8-8.036074572969160.0360745729691612
37-9-9.096181667256140.0961816672561438
38-13-12.8863103322943-0.113689667705675
39-18-18.38202103062940.382021030629437
40-11-10.795353154032-0.204646845968044
41-9-9.501157828307590.501157828307585
42-10-10.54597656874730.545976568747332
43-13-12.8247295021913-0.17527049780871
44-11-10.6046820499355-0.395317950064472
45-5-5.313674932349540.313674932349539
46-15-14.8051739793291-0.194826020670929
47-6-6.523143189842970.523143189842974
48-6-6.216680595090450.216680595090454
49-3-3.231831515562370.231831515562374
50-1-1.02971181191960.0297118119195983
51-3-2.75196571663497-0.248034283365025
52-4-4.013901042756240.0139010427562404
53-6-5.78016810331568-0.21983189668432
540-0.2769631152256630.276963115225663
55-4-4.035067734809830.0350677348098269
56-2-2.007670932724810.00767093272480671
57-2-2.313473678785890.313473678785888
58-6-6.25019647188810.250196471888099
59-7-7.05547605739820.0554760573982013
60-6-5.81014878250705-0.189851217492952
61-6-5.52455310547069-0.475446894529309
62-3-3.572469835803980.572469835803978
63-2-2.314793376168760.314793376168764
64-5-4.61537285035775-0.384627149642254
65-11-11.60056891935370.600568919353722
66-11-10.8442212048652-0.155778795134828
67-11-11.33386061395920.333860613959214
68-10-9.5963183553966-0.403681644603398
69-14-13.5976249678934-0.40237503210664
70-8-8.02432141672820.0243214167282036
71-9-9.246502453491460.246502453491457
72-5-4.80604395445417-0.193956045545826
73-1-1.043980242721380.0439802427213818
74-2-2.255067971935120.255067971935116
75-5-5.275476294523490.275476294523491
76-4-3.53103577470908-0.468964225290924
77-6-5.55423753049638-0.44576246950362
78-2-2.039930932327910.0399309323279119
79-2-1.78078073687664-0.219219263123355
80-2-1.49548483417771-0.504515165822289
81-2-1.55616986144022-0.443830138559779
8222.51397591676539-0.51397591676539
8310.8119290810747380.188070918925262
84-8-7.79647159785118-0.203528402148819
85-1-1.212528551907110.212528551907106
8610.9768783724658490.023121627534151
87-1-0.539352254117528-0.460647745882472
8821.809795496567250.190204503432753
8921.978343805752970.021656194247029
9011.47269237393192-0.472692373931921
91-1-0.774760182937792-0.225239817062208
92-2-2.296805327539190.296805327539186
93-2-1.77094682669341-0.229053173306589
94-1-0.793287480225627-0.206712519774373
95-8-7.5434392149271-0.4565607850729
96-4-4.04448479079420.0444847907942006
97-6-6.317063131866130.317063131866129
98-3-3.478212151898980.478212151898977
99-3-3.302233373146680.30223337314668
100-7-7.278774275795240.278774275795238
101-9-8.83116017394202-0.168839826057984
102-11-11.16112429881930.161124298819264
103-13-13.12621660192150.126216601921474
104-11-11.31857578028370.318575780283723
105-9-8.58633870930912-0.413661290690878
106-17-17.16776169833520.167761698335184
107-22-21.6245284742652-0.375471525734846
108-25-24.6553702557116-0.344629744288391
109-20-20.37464255855050.374642558550524
110-24-24.12429326535090.124293265350921
111-24-24.16345152620580.163451526205829
112-22-21.548615393172-0.451384606828001
113-19-19.51695972460090.51695972460093
114-18-17.5648764549342-0.435123545065785
115-17-17.37780436863240.3778043686324
116-11-11.07555820759260.0755582075926458
117-11-11.08533181775930.0853318177592905
118-12-11.2851166833309-0.714883316669077
119-10-9.75425755159175-0.245742448408252
120-15-15.07164633057450.0716463305744911
121-15-14.8509307270984-0.149069272901641
122-15-15.10588587625190.105885876251911
123-13-12.5624041834878-0.437595816512244
124-8-8.001662893330990.00166289333098973
125-13-12.8499191065818-0.150080893418161
126-9-9.323859352172410.323859352172414
127-7-6.78404049739121-0.215959502608789
128-4-4.03519537518650.0351953751864984
129-4-4.042989439278830.0429894392788264
130-2-2.521180248826520.521180248826522
1310-0.2822454249289110.282245424928911
132-2-1.83205574849827-0.16794425150173
133-3-3.081578069687140.0815780696871399
13411.24903760135261-0.249037601352614
135-2-2.586063842558490.586063842558492
136-1-1.286289952965190.286289952965193
13710.739787151736950.26021284826305
138-3-2.57533060936299-0.424669390637013
139-4-4.308977595965310.308977595965307
140-9-8.76112543105521-0.238874568944787
141-9-8.59257712186949-0.407422878130513
142-7-6.55312738920609-0.446872610793914
143-14-13.8679322910825-0.132067708917519
144-12-11.9006244877569-0.0993755122431316
145-16-16.37393901490040.37393901490036
146-20-19.6972109144466-0.302789085553358
147-12-12.12685483491360.126854834913592
148-12-11.8530123141182-0.146987685881808
149-10-10.13921232218660.139212322186583
150-10-9.8317901044052-0.168209895594798
151-13-13.05138726406210.051387264062108
152-16-15.8413063730077-0.158693626992292
153-14-13.8566030293839-0.143396970616126
154-17-16.6526967307015-0.347303269298495


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
80.3125028048881740.6250056097763470.687497195111826
90.3793136596139260.7586273192278520.620686340386074
100.2500537195951390.5001074391902780.749946280404861
110.1534431297072640.3068862594145280.846556870292736
120.08720367060177570.1744073412035510.912796329398224
130.05821924198098760.1164384839619750.941780758019012
140.03296597664485370.06593195328970740.967034023355146
150.01717585898235430.03435171796470860.982824141017646
160.0103877273654120.0207754547308240.989612272634588
170.005084313494892260.01016862698978450.994915686505108
180.03083133335199130.06166266670398270.969168666648009
190.01872345261864920.03744690523729850.981276547381351
200.01550369825738190.03100739651476390.984496301742618
210.04278709899478050.08557419798956110.957212901005219
220.1184822682742940.2369645365485880.881517731725706
230.08738909040860930.1747781808172190.912610909591391
240.06641416836174990.13282833672350.93358583163825
250.04994804092565970.09989608185131930.95005195907434
260.3217334992786010.6434669985572010.678266500721399
270.2940156278330330.5880312556660660.705984372166967
280.2431426888896170.4862853777792330.756857311110383
290.2956561354839380.5913122709678760.704343864516062
300.2462493570402260.4924987140804510.753750642959774
310.2951846263528060.5903692527056120.704815373647194
320.3421249102434290.6842498204868580.657875089756571
330.3699528536236580.7399057072473150.630047146376342
340.4186502334360950.8373004668721890.581349766563905
350.4734135565031430.9468271130062860.526586443496857
360.4259983721890080.8519967443780170.574001627810992
370.3728189809972730.7456379619945460.627181019002727
380.3516457175859750.703291435171950.648354282414025
390.3546646841429470.7093293682858950.645335315857053
400.3704726104987580.7409452209975160.629527389501242
410.3774194449034770.7548388898069540.622580555096523
420.4089756791022740.8179513582045480.591024320897726
430.4391864500184870.8783729000369740.560813549981513
440.5531349972579370.8937300054841260.446865002742063
450.5245129252847110.9509741494305780.475487074715289
460.5362639777337720.9274720445324560.463736022266228
470.5652281569441120.8695436861117770.434771843055888
480.5226713780299930.9546572439400130.477328621970007
490.4824226676157590.9648453352315180.517577332384241
500.4518377213142380.9036754426284770.548162278685762
510.4806296863543990.9612593727087980.519370313645601
520.4389828749186420.8779657498372840.561017125081358
530.4376015452032110.8752030904064220.562398454796789
540.4127923282856460.8255846565712920.587207671714354
550.3673435130831580.7346870261663160.632656486916842
560.3242075723789030.6484151447578060.675792427621097
570.3159919669542050.631983933908410.684008033045795
580.3014606847055170.6029213694110340.698539315294483
590.2645711906709280.5291423813418550.735428809329072
600.2547271483574930.5094542967149870.745272851642507
610.3233626318083080.6467252636166170.676637368191692
620.4384995552686160.8769991105372320.561500444731384
630.4449385055256590.8898770110513170.555061494474341
640.4839107742815110.9678215485630220.516089225718489
650.6333772245640360.7332455508719270.366622775435964
660.60326526526250.7934694694750.3967347347375
670.6453349835483070.7093300329033850.354665016451693
680.6708454809273830.6583090381452330.329154519072617
690.675149089095270.6497018218094610.32485091090473
700.6359228594801990.7281542810396030.364077140519801
710.6290654950659640.7418690098680710.370934504934036
720.6026501774325170.7946996451349670.397349822567483
730.577350126882950.84529974623410.42264987311705
740.5979030542786620.8041938914426770.402096945721338
750.6357601641736690.7284796716526620.364239835826331
760.6554860418062690.6890279163874620.344513958193731
770.6749446671829560.6501106656340880.325055332817044
780.6537593822023120.6924812355953750.346240617797687
790.6263336990228480.7473326019543050.373666300977152
800.6516153729633670.6967692540732670.348384627036633
810.6576662963493730.6846674073012540.342333703650627
820.6968066717076830.6063866565846350.303193328292317
830.6848941697450980.6302116605098030.315105830254902
840.6563368336823770.6873263326352460.343663166317623
850.6556394515230520.6887210969538950.344360548476948
860.6238298127610550.752340374477890.376170187238945
870.6295150307837860.7409699384324280.370484969216214
880.6182894912293580.7634210175412840.381710508770642
890.5832666305596040.8334667388807920.416733369440396
900.6079900715232430.7840198569535130.392009928476757
910.5726119592497630.8547760815004730.427388040750237
920.6245773776864130.7508452446271750.375422622313587
930.5826328182878820.8347343634242360.417367181712118
940.5430159257414530.9139681485170940.456984074258547
950.5805889813883920.8388220372232150.419411018611608
960.5577550696384440.8844898607231120.442244930361556
970.5851312815168190.8297374369663610.41486871848318
980.6593256235866630.6813487528266740.340674376413337
990.6481071275376770.7037857449246460.351892872462323
1000.6325575482744120.7348849034511760.367442451725588
1010.5935917746552830.8128164506894340.406408225344717
1020.5528404425387960.8943191149224080.447159557461204
1030.5170058827203520.9659882345592970.482994117279648
1040.5382832263871170.9234335472257670.461716773612883
1050.5412285168237850.9175429663524290.458771483176214
1060.5047060171288970.9905879657422070.495293982871104
1070.526514967745510.9469700645089790.47348503225449
1080.5356584428083010.9286831143833970.464341557191699
1090.5974129920076950.8051740159846090.402587007992305
1100.5943467157114970.8113065685770050.405653284288503
1110.591783898936590.8164322021268190.40821610106341
1120.6311372726231670.7377254547536670.368862727376833
1130.820669070314270.3586618593714590.17933092968573
1140.8143081693567450.371383661286510.185691830643255
1150.8504884090340450.2990231819319110.149511590965955
1160.8212167293278280.3575665413443440.178783270672172
1170.7937381954593620.4125236090812760.206261804540638
1180.8840394066455450.231921186708910.115960593354455
1190.8671701828295910.2656596343408180.132829817170409
1200.8512299572650610.2975400854698790.148770042734939
1210.8171311162305920.3657377675388160.182868883769408
1220.8191465672247710.3617068655504580.180853432775229
1230.8052477769970190.3895044460059620.194752223002981
1240.7585303988285950.4829392023428090.241469601171405
1250.7070642629624570.5858714740750860.292935737037543
1260.7949775952479120.4100448095041770.205022404752088
1270.7796502542302210.4406994915395580.220349745769779
1280.7258955120695410.5482089758609170.274104487930459
1290.6655726675946060.6688546648107870.334427332405394
1300.9050640805873280.1898718388253450.0949359194126724
1310.9414765961964250.117046807607150.058523403803575
1320.9193742955379530.1612514089240950.0806257044620473
1330.9021835420789960.1956329158420080.0978164579210038
1340.8640611281490520.2718777437018960.135938871850948
1350.9081829753660050.183634049267990.0918170246339949
1360.9082822867796890.1834354264406210.0917177132203107
1370.9323519558084680.1352960883830630.0676480441915316
1380.9577609613198050.08447807736038970.0422390386801949
1390.9478654893571780.1042690212856440.0521345106428222
1400.9541879336187890.09162413276242170.0458120663812109
1410.9575350512289360.08492989754212860.0424649487710643
1420.9860985538425730.02780289231485460.0139014461574273
1430.9882142315963060.02357153680738860.0117857684036943
1440.9763528969483740.04729420610325170.0236471030516259
1450.9570756989104280.08584860217914430.0429243010895721
1460.9298690191725080.1402619616549850.0701309808274924


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level80.0575539568345324NOK
10% type I error level160.115107913669065NOK