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 | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | -0.0126014706029706 | 0.067967 | -0.1854 | 0.853163 | 0.426581 |
Economie | 0.250036433976062 | 0.003565 | 70.1444 | 0 | 0 |
Whl | -0.250696282667499 | 0.001367 | -183.3619 | 0 | 0 |
Financ | 0.275162218178276 | 0.014895 | 18.4735 | 0 | 0 |
`Spaarverm\r\r\r` | 0.240262823809418 | 0.007054 | 34.0623 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.999346975958035 |
R-squared | 0.99869437835647 |
Adjusted R-squared | 0.998659328111006 |
F-TEST (value) | 28493.2206647462 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 149 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.313094003609779 |
Sum Squared Residuals | 14.6061504093637 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 9 | 8.90555806244052 | 0.0944419375594796 |
2 | 11 | 10.8589610294901 | 0.141038970509895 |
3 | 13 | 12.9108237670859 | 0.0891762329140841 |
4 | 12 | 11.8512488811137 | 0.1487511188863 |
5 | 13 | 12.7924632061163 | 0.20753679388372 |
6 | 15 | 15.073495459972 | -0.073495459971976 |
7 | 13 | 12.594893840768 | 0.40510615923195 |
8 | 16 | 15.5840656069705 | 0.415934393029485 |
9 | 10 | 10.3243588659588 | -0.32435886595877 |
10 | 14 | 14.0802479853195 | -0.0802479853195346 |
11 | 14 | 14.0893617467947 | -0.08936174679474 |
12 | 15 | 15.1019204876314 | -0.10192048763138 |
13 | 13 | 13.1471978231989 | -0.147197823198915 |
14 | 8 | 8.35015280138135 | -0.350152801381353 |
15 | 7 | 7.29909564838124 | -0.29909564838124 |
16 | 3 | 3.55855870305605 | -0.558558703056048 |
17 | 3 | 3.2465175444346 | -0.246517544434602 |
18 | 4 | 3.78280950413846 | 0.217190495861542 |
19 | 4 | 4.26825386693478 | -0.268253866934783 |
20 | 0 | 0.462176999357929 | -0.462176999357929 |
21 | -4 | -4.04933616561161 | 0.0493361656116098 |
22 | -14 | -14.3307626240657 | 0.330762624065675 |
23 | -18 | -18.3272108214015 | 0.327210821401532 |
24 | -8 | -8.30014348359792 | 0.300143483597917 |
25 | -1 | -1.49224589073711 | 0.492245890737113 |
26 | 1 | 1.49752190396846 | -0.497521903968456 |
27 | 2 | 1.97246898771836 | 0.0275310122816356 |
28 | 0 | -0.218557408374891 | 0.218557408374891 |
29 | 1 | 1.21744097061269 | -0.217440970612691 |
30 | 0 | -0.245002889959981 | 0.245002889959981 |
31 | -1 | -1.54375333633608 | 0.543753336336081 |
32 | -3 | -3.53235547209195 | 0.532355472091952 |
33 | -3 | -3.52258186192531 | 0.522581861925308 |
34 | -3 | -2.78224617016377 | -0.217753829836233 |
35 | -4 | -3.78929016731982 | -0.210709832680183 |
36 | -8 | -8.03607457296916 | 0.0360745729691612 |
37 | -9 | -9.09618166725614 | 0.0961816672561438 |
38 | -13 | -12.8863103322943 | -0.113689667705675 |
39 | -18 | -18.3820210306294 | 0.382021030629437 |
40 | -11 | -10.795353154032 | -0.204646845968044 |
41 | -9 | -9.50115782830759 | 0.501157828307585 |
42 | -10 | -10.5459765687473 | 0.545976568747332 |
43 | -13 | -12.8247295021913 | -0.17527049780871 |
44 | -11 | -10.6046820499355 | -0.395317950064472 |
45 | -5 | -5.31367493234954 | 0.313674932349539 |
46 | -15 | -14.8051739793291 | -0.194826020670929 |
47 | -6 | -6.52314318984297 | 0.523143189842974 |
48 | -6 | -6.21668059509045 | 0.216680595090454 |
49 | -3 | -3.23183151556237 | 0.231831515562374 |
50 | -1 | -1.0297118119196 | 0.0297118119195983 |
51 | -3 | -2.75196571663497 | -0.248034283365025 |
52 | -4 | -4.01390104275624 | 0.0139010427562404 |
53 | -6 | -5.78016810331568 | -0.21983189668432 |
54 | 0 | -0.276963115225663 | 0.276963115225663 |
55 | -4 | -4.03506773480983 | 0.0350677348098269 |
56 | -2 | -2.00767093272481 | 0.00767093272480671 |
57 | -2 | -2.31347367878589 | 0.313473678785888 |
58 | -6 | -6.2501964718881 | 0.250196471888099 |
59 | -7 | -7.0554760573982 | 0.0554760573982013 |
60 | -6 | -5.81014878250705 | -0.189851217492952 |
61 | -6 | -5.52455310547069 | -0.475446894529309 |
62 | -3 | -3.57246983580398 | 0.572469835803978 |
63 | -2 | -2.31479337616876 | 0.314793376168764 |
64 | -5 | -4.61537285035775 | -0.384627149642254 |
65 | -11 | -11.6005689193537 | 0.600568919353722 |
66 | -11 | -10.8442212048652 | -0.155778795134828 |
67 | -11 | -11.3338606139592 | 0.333860613959214 |
68 | -10 | -9.5963183553966 | -0.403681644603398 |
69 | -14 | -13.5976249678934 | -0.40237503210664 |
70 | -8 | -8.0243214167282 | 0.0243214167282036 |
71 | -9 | -9.24650245349146 | 0.246502453491457 |
72 | -5 | -4.80604395445417 | -0.193956045545826 |
73 | -1 | -1.04398024272138 | 0.0439802427213818 |
74 | -2 | -2.25506797193512 | 0.255067971935116 |
75 | -5 | -5.27547629452349 | 0.275476294523491 |
76 | -4 | -3.53103577470908 | -0.468964225290924 |
77 | -6 | -5.55423753049638 | -0.44576246950362 |
78 | -2 | -2.03993093232791 | 0.0399309323279119 |
79 | -2 | -1.78078073687664 | -0.219219263123355 |
80 | -2 | -1.49548483417771 | -0.504515165822289 |
81 | -2 | -1.55616986144022 | -0.443830138559779 |
82 | 2 | 2.51397591676539 | -0.51397591676539 |
83 | 1 | 0.811929081074738 | 0.188070918925262 |
84 | -8 | -7.79647159785118 | -0.203528402148819 |
85 | -1 | -1.21252855190711 | 0.212528551907106 |
86 | 1 | 0.976878372465849 | 0.023121627534151 |
87 | -1 | -0.539352254117528 | -0.460647745882472 |
88 | 2 | 1.80979549656725 | 0.190204503432753 |
89 | 2 | 1.97834380575297 | 0.021656194247029 |
90 | 1 | 1.47269237393192 | -0.472692373931921 |
91 | -1 | -0.774760182937792 | -0.225239817062208 |
92 | -2 | -2.29680532753919 | 0.296805327539186 |
93 | -2 | -1.77094682669341 | -0.229053173306589 |
94 | -1 | -0.793287480225627 | -0.206712519774373 |
95 | -8 | -7.5434392149271 | -0.4565607850729 |
96 | -4 | -4.0444847907942 | 0.0444847907942006 |
97 | -6 | -6.31706313186613 | 0.317063131866129 |
98 | -3 | -3.47821215189898 | 0.478212151898977 |
99 | -3 | -3.30223337314668 | 0.30223337314668 |
100 | -7 | -7.27877427579524 | 0.278774275795238 |
101 | -9 | -8.83116017394202 | -0.168839826057984 |
102 | -11 | -11.1611242988193 | 0.161124298819264 |
103 | -13 | -13.1262166019215 | 0.126216601921474 |
104 | -11 | -11.3185757802837 | 0.318575780283723 |
105 | -9 | -8.58633870930912 | -0.413661290690878 |
106 | -17 | -17.1677616983352 | 0.167761698335184 |
107 | -22 | -21.6245284742652 | -0.375471525734846 |
108 | -25 | -24.6553702557116 | -0.344629744288391 |
109 | -20 | -20.3746425585505 | 0.374642558550524 |
110 | -24 | -24.1242932653509 | 0.124293265350921 |
111 | -24 | -24.1634515262058 | 0.163451526205829 |
112 | -22 | -21.548615393172 | -0.451384606828001 |
113 | -19 | -19.5169597246009 | 0.51695972460093 |
114 | -18 | -17.5648764549342 | -0.435123545065785 |
115 | -17 | -17.3778043686324 | 0.3778043686324 |
116 | -11 | -11.0755582075926 | 0.0755582075926458 |
117 | -11 | -11.0853318177593 | 0.0853318177592905 |
118 | -12 | -11.2851166833309 | -0.714883316669077 |
119 | -10 | -9.75425755159175 | -0.245742448408252 |
120 | -15 | -15.0716463305745 | 0.0716463305744911 |
121 | -15 | -14.8509307270984 | -0.149069272901641 |
122 | -15 | -15.1058858762519 | 0.105885876251911 |
123 | -13 | -12.5624041834878 | -0.437595816512244 |
124 | -8 | -8.00166289333099 | 0.00166289333098973 |
125 | -13 | -12.8499191065818 | -0.150080893418161 |
126 | -9 | -9.32385935217241 | 0.323859352172414 |
127 | -7 | -6.78404049739121 | -0.215959502608789 |
128 | -4 | -4.0351953751865 | 0.0351953751864984 |
129 | -4 | -4.04298943927883 | 0.0429894392788264 |
130 | -2 | -2.52118024882652 | 0.521180248826522 |
131 | 0 | -0.282245424928911 | 0.282245424928911 |
132 | -2 | -1.83205574849827 | -0.16794425150173 |
133 | -3 | -3.08157806968714 | 0.0815780696871399 |
134 | 1 | 1.24903760135261 | -0.249037601352614 |
135 | -2 | -2.58606384255849 | 0.586063842558492 |
136 | -1 | -1.28628995296519 | 0.286289952965193 |
137 | 1 | 0.73978715173695 | 0.26021284826305 |
138 | -3 | -2.57533060936299 | -0.424669390637013 |
139 | -4 | -4.30897759596531 | 0.308977595965307 |
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 | -16.3739390149004 | 0.37393901490036 |
146 | -20 | -19.6972109144466 | -0.302789085553358 |
147 | -12 | -12.1268548349136 | 0.126854834913592 |
148 | -12 | -11.8530123141182 | -0.146987685881808 |
149 | -10 | -10.1392123221866 | 0.139212322186583 |
150 | -10 | -9.8317901044052 | -0.168209895594798 |
151 | -13 | -13.0513872640621 | 0.051387264062108 |
152 | -16 | -15.8413063730077 | -0.158693626992292 |
153 | -14 | -13.8566030293839 | -0.143396970616126 |
154 | -17 | -16.6526967307015 | -0.347303269298495 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.312502804888174 | 0.625005609776347 | 0.687497195111826 |
9 | 0.379313659613926 | 0.758627319227852 | 0.620686340386074 |
10 | 0.250053719595139 | 0.500107439190278 | 0.749946280404861 |
11 | 0.153443129707264 | 0.306886259414528 | 0.846556870292736 |
12 | 0.0872036706017757 | 0.174407341203551 | 0.912796329398224 |
13 | 0.0582192419809876 | 0.116438483961975 | 0.941780758019012 |
14 | 0.0329659766448537 | 0.0659319532897074 | 0.967034023355146 |
15 | 0.0171758589823543 | 0.0343517179647086 | 0.982824141017646 |
16 | 0.010387727365412 | 0.020775454730824 | 0.989612272634588 |
17 | 0.00508431349489226 | 0.0101686269897845 | 0.994915686505108 |
18 | 0.0308313333519913 | 0.0616626667039827 | 0.969168666648009 |
19 | 0.0187234526186492 | 0.0374469052372985 | 0.981276547381351 |
20 | 0.0155036982573819 | 0.0310073965147639 | 0.984496301742618 |
21 | 0.0427870989947805 | 0.0855741979895611 | 0.957212901005219 |
22 | 0.118482268274294 | 0.236964536548588 | 0.881517731725706 |
23 | 0.0873890904086093 | 0.174778180817219 | 0.912610909591391 |
24 | 0.0664141683617499 | 0.1328283367235 | 0.93358583163825 |
25 | 0.0499480409256597 | 0.0998960818513193 | 0.95005195907434 |
26 | 0.321733499278601 | 0.643466998557201 | 0.678266500721399 |
27 | 0.294015627833033 | 0.588031255666066 | 0.705984372166967 |
28 | 0.243142688889617 | 0.486285377779233 | 0.756857311110383 |
29 | 0.295656135483938 | 0.591312270967876 | 0.704343864516062 |
30 | 0.246249357040226 | 0.492498714080451 | 0.753750642959774 |
31 | 0.295184626352806 | 0.590369252705612 | 0.704815373647194 |
32 | 0.342124910243429 | 0.684249820486858 | 0.657875089756571 |
33 | 0.369952853623658 | 0.739905707247315 | 0.630047146376342 |
34 | 0.418650233436095 | 0.837300466872189 | 0.581349766563905 |
35 | 0.473413556503143 | 0.946827113006286 | 0.526586443496857 |
36 | 0.425998372189008 | 0.851996744378017 | 0.574001627810992 |
37 | 0.372818980997273 | 0.745637961994546 | 0.627181019002727 |
38 | 0.351645717585975 | 0.70329143517195 | 0.648354282414025 |
39 | 0.354664684142947 | 0.709329368285895 | 0.645335315857053 |
40 | 0.370472610498758 | 0.740945220997516 | 0.629527389501242 |
41 | 0.377419444903477 | 0.754838889806954 | 0.622580555096523 |
42 | 0.408975679102274 | 0.817951358204548 | 0.591024320897726 |
43 | 0.439186450018487 | 0.878372900036974 | 0.560813549981513 |
44 | 0.553134997257937 | 0.893730005484126 | 0.446865002742063 |
45 | 0.524512925284711 | 0.950974149430578 | 0.475487074715289 |
46 | 0.536263977733772 | 0.927472044532456 | 0.463736022266228 |
47 | 0.565228156944112 | 0.869543686111777 | 0.434771843055888 |
48 | 0.522671378029993 | 0.954657243940013 | 0.477328621970007 |
49 | 0.482422667615759 | 0.964845335231518 | 0.517577332384241 |
50 | 0.451837721314238 | 0.903675442628477 | 0.548162278685762 |
51 | 0.480629686354399 | 0.961259372708798 | 0.519370313645601 |
52 | 0.438982874918642 | 0.877965749837284 | 0.561017125081358 |
53 | 0.437601545203211 | 0.875203090406422 | 0.562398454796789 |
54 | 0.412792328285646 | 0.825584656571292 | 0.587207671714354 |
55 | 0.367343513083158 | 0.734687026166316 | 0.632656486916842 |
56 | 0.324207572378903 | 0.648415144757806 | 0.675792427621097 |
57 | 0.315991966954205 | 0.63198393390841 | 0.684008033045795 |
58 | 0.301460684705517 | 0.602921369411034 | 0.698539315294483 |
59 | 0.264571190670928 | 0.529142381341855 | 0.735428809329072 |
60 | 0.254727148357493 | 0.509454296714987 | 0.745272851642507 |
61 | 0.323362631808308 | 0.646725263616617 | 0.676637368191692 |
62 | 0.438499555268616 | 0.876999110537232 | 0.561500444731384 |
63 | 0.444938505525659 | 0.889877011051317 | 0.555061494474341 |
64 | 0.483910774281511 | 0.967821548563022 | 0.516089225718489 |
65 | 0.633377224564036 | 0.733245550871927 | 0.366622775435964 |
66 | 0.6032652652625 | 0.793469469475 | 0.3967347347375 |
67 | 0.645334983548307 | 0.709330032903385 | 0.354665016451693 |
68 | 0.670845480927383 | 0.658309038145233 | 0.329154519072617 |
69 | 0.67514908909527 | 0.649701821809461 | 0.32485091090473 |
70 | 0.635922859480199 | 0.728154281039603 | 0.364077140519801 |
71 | 0.629065495065964 | 0.741869009868071 | 0.370934504934036 |
72 | 0.602650177432517 | 0.794699645134967 | 0.397349822567483 |
73 | 0.57735012688295 | 0.8452997462341 | 0.42264987311705 |
74 | 0.597903054278662 | 0.804193891442677 | 0.402096945721338 |
75 | 0.635760164173669 | 0.728479671652662 | 0.364239835826331 |
76 | 0.655486041806269 | 0.689027916387462 | 0.344513958193731 |
77 | 0.674944667182956 | 0.650110665634088 | 0.325055332817044 |
78 | 0.653759382202312 | 0.692481235595375 | 0.346240617797687 |
79 | 0.626333699022848 | 0.747332601954305 | 0.373666300977152 |
80 | 0.651615372963367 | 0.696769254073267 | 0.348384627036633 |
81 | 0.657666296349373 | 0.684667407301254 | 0.342333703650627 |
82 | 0.696806671707683 | 0.606386656584635 | 0.303193328292317 |
83 | 0.684894169745098 | 0.630211660509803 | 0.315105830254902 |
84 | 0.656336833682377 | 0.687326332635246 | 0.343663166317623 |
85 | 0.655639451523052 | 0.688721096953895 | 0.344360548476948 |
86 | 0.623829812761055 | 0.75234037447789 | 0.376170187238945 |
87 | 0.629515030783786 | 0.740969938432428 | 0.370484969216214 |
88 | 0.618289491229358 | 0.763421017541284 | 0.381710508770642 |
89 | 0.583266630559604 | 0.833466738880792 | 0.416733369440396 |
90 | 0.607990071523243 | 0.784019856953513 | 0.392009928476757 |
91 | 0.572611959249763 | 0.854776081500473 | 0.427388040750237 |
92 | 0.624577377686413 | 0.750845244627175 | 0.375422622313587 |
93 | 0.582632818287882 | 0.834734363424236 | 0.417367181712118 |
94 | 0.543015925741453 | 0.913968148517094 | 0.456984074258547 |
95 | 0.580588981388392 | 0.838822037223215 | 0.419411018611608 |
96 | 0.557755069638444 | 0.884489860723112 | 0.442244930361556 |
97 | 0.585131281516819 | 0.829737436966361 | 0.41486871848318 |
98 | 0.659325623586663 | 0.681348752826674 | 0.340674376413337 |
99 | 0.648107127537677 | 0.703785744924646 | 0.351892872462323 |
100 | 0.632557548274412 | 0.734884903451176 | 0.367442451725588 |
101 | 0.593591774655283 | 0.812816450689434 | 0.406408225344717 |
102 | 0.552840442538796 | 0.894319114922408 | 0.447159557461204 |
103 | 0.517005882720352 | 0.965988234559297 | 0.482994117279648 |
104 | 0.538283226387117 | 0.923433547225767 | 0.461716773612883 |
105 | 0.541228516823785 | 0.917542966352429 | 0.458771483176214 |
106 | 0.504706017128897 | 0.990587965742207 | 0.495293982871104 |
107 | 0.52651496774551 | 0.946970064508979 | 0.47348503225449 |
108 | 0.535658442808301 | 0.928683114383397 | 0.464341557191699 |
109 | 0.597412992007695 | 0.805174015984609 | 0.402587007992305 |
110 | 0.594346715711497 | 0.811306568577005 | 0.405653284288503 |
111 | 0.59178389893659 | 0.816432202126819 | 0.40821610106341 |
112 | 0.631137272623167 | 0.737725454753667 | 0.368862727376833 |
113 | 0.82066907031427 | 0.358661859371459 | 0.17933092968573 |
114 | 0.814308169356745 | 0.37138366128651 | 0.185691830643255 |
115 | 0.850488409034045 | 0.299023181931911 | 0.149511590965955 |
116 | 0.821216729327828 | 0.357566541344344 | 0.178783270672172 |
117 | 0.793738195459362 | 0.412523609081276 | 0.206261804540638 |
118 | 0.884039406645545 | 0.23192118670891 | 0.115960593354455 |
119 | 0.867170182829591 | 0.265659634340818 | 0.132829817170409 |
120 | 0.851229957265061 | 0.297540085469879 | 0.148770042734939 |
121 | 0.817131116230592 | 0.365737767538816 | 0.182868883769408 |
122 | 0.819146567224771 | 0.361706865550458 | 0.180853432775229 |
123 | 0.805247776997019 | 0.389504446005962 | 0.194752223002981 |
124 | 0.758530398828595 | 0.482939202342809 | 0.241469601171405 |
125 | 0.707064262962457 | 0.585871474075086 | 0.292935737037543 |
126 | 0.794977595247912 | 0.410044809504177 | 0.205022404752088 |
127 | 0.779650254230221 | 0.440699491539558 | 0.220349745769779 |
128 | 0.725895512069541 | 0.548208975860917 | 0.274104487930459 |
129 | 0.665572667594606 | 0.668854664810787 | 0.334427332405394 |
130 | 0.905064080587328 | 0.189871838825345 | 0.0949359194126724 |
131 | 0.941476596196425 | 0.11704680760715 | 0.058523403803575 |
132 | 0.919374295537953 | 0.161251408924095 | 0.0806257044620473 |
133 | 0.902183542078996 | 0.195632915842008 | 0.0978164579210038 |
134 | 0.864061128149052 | 0.271877743701896 | 0.135938871850948 |
135 | 0.908182975366005 | 0.18363404926799 | 0.0918170246339949 |
136 | 0.908282286779689 | 0.183435426440621 | 0.0917177132203107 |
137 | 0.932351955808468 | 0.135296088383063 | 0.0676480441915316 |
138 | 0.957760961319805 | 0.0844780773603897 | 0.0422390386801949 |
139 | 0.947865489357178 | 0.104269021285644 | 0.0521345106428222 |
140 | 0.954187933618789 | 0.0916241327624217 | 0.0458120663812109 |
141 | 0.957535051228936 | 0.0849298975421286 | 0.0424649487710643 |
142 | 0.986098553842573 | 0.0278028923148546 | 0.0139014461574273 |
143 | 0.988214231596306 | 0.0235715368073886 | 0.0117857684036943 |
144 | 0.976352896948374 | 0.0472942061032517 | 0.0236471030516259 |
145 | 0.957075698910428 | 0.0858486021791443 | 0.0429243010895721 |
146 | 0.929869019172508 | 0.140261961654985 | 0.0701309808274924 |
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 | 8 | 0.0575539568345324 | NOK |
10% type I error level | 16 | 0.115107913669065 | NOK |