| Multiple Linear Regression - Estimated Regression Equation |
| consumentenvertrouwen[t] = -0.0313446664931441 + 0.247632020567418situatie[t] -0.249944883685243werkloosheid[t] + 0.287919111634212`financi\303\253le`[t] + 0.2330272082951spaarvermogen[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) | -0.0313446664931441 | 0.071042 | -0.4412 | 0.659741 | 0.32987 |
| situatie | 0.247632020567418 | 0.003853 | 64.2656 | 0 | 0 |
| werkloosheid | -0.249944883685243 | 0.001461 | -171.0978 | 0 | 0 |
| `financi\303\253le` | 0.287919111634212 | 0.018729 | 15.3732 | 0 | 0 |
| spaarvermogen | 0.2330272082951 | 0.009475 | 24.5928 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.9991451716503 |
| R-squared | 0.998291074032108 |
| Adjusted R-squared | 0.998242247575883 |
| F-TEST (value) | 20445.6999586873 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 140 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.315469938430729 |
| Sum Squared Residuals | 13.9329794874883 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 14 | 14.021803188338 | -0.0218031883380003 |
| 2 | 14 | 14.0340951374925 | -0.0340951374925006 |
| 3 | 15 | 15.0484794845058 | -0.0484794845057929 |
| 4 | 13 | 13.1288830657389 | -0.128883065738915 |
| 5 | 8 | 8.34001393157262 | -0.340013931572617 |
| 6 | 7 | 7.26659880405153 | -0.266598804051533 |
| 7 | 3 | 3.55637347485579 | -0.556373474855791 |
| 8 | 3 | 3.20662387052899 | -0.206623870528992 |
| 9 | 4 | 3.76140554123859 | 0.238594458761411 |
| 10 | 4 | 4.23622456123312 | -0.236224561233121 |
| 11 | 0 | 0.422667165645661 | -0.422667165645661 |
| 12 | -4 | -4.06428957603262 | 0.0642895760326238 |
| 13 | -14 | -14.2966920812197 | 0.296692081219741 |
| 14 | -18 | -18.272440804507 | 0.272440804506982 |
| 15 | -8 | -8.29704645471013 | 0.297046454710134 |
| 16 | -1 | -1.50435469154166 | 0.504354691541661 |
| 17 | 1 | 1.460661712834 | -0.460661712834002 |
| 18 | 2 | 1.91563866290205 | 0.0843613370979543 |
| 19 | 0 | -0.223107785452982 | 0.223107785452982 |
| 20 | 1 | 1.16397799779546 | -0.16397799779546 |
| 21 | 0 | -0.268020602755425 | 0.268020602755425 |
| 22 | -1 | -1.58663020537455 | 0.586630205374553 |
| 23 | -3 | -3.54906736282445 | 0.54906736282445 |
| 24 | -3 | -3.53446255055213 | 0.534462550552131 |
| 25 | -3 | -2.80617130112219 | -0.193828698877805 |
| 26 | -4 | -3.81240257614967 | -0.187597423850326 |
| 27 | -8 | -8.02835788158389 | 0.0283578815838902 |
| 28 | -9 | -9.11114056372313 | 0.111140563723125 |
| 29 | -13 | -12.8996272119346 | -0.10037278806537 |
| 30 | -18 | -18.3520412885066 | 0.352041288506632 |
| 31 | -11 | -10.7749518899368 | -0.225048110063228 |
| 32 | -9 | -9.46960793460607 | 0.469607934606075 |
| 33 | -10 | -10.5296327324872 | 0.529632732487179 |
| 34 | -13 | -12.8101723242499 | -0.189827675750138 |
| 35 | -11 | -10.6201860006574 | -0.379813999342566 |
| 36 | -5 | -5.3435943659236 | 0.343594365923595 |
| 37 | -15 | -14.769444302665 | -0.230555697334985 |
| 38 | -6 | -6.52613493185621 | 0.526134931856205 |
| 39 | -6 | -6.18746279405156 | 0.187462794051563 |
| 40 | -3 | -3.23121099308023 | 0.231210993080232 |
| 41 | -1 | -1.07323400621724 | 0.0732340062172355 |
| 42 | -3 | -2.76746943960786 | -0.232530560392143 |
| 43 | -4 | -4.02717294407074 | 0.0271729440707427 |
| 44 | -6 | -5.78859222995497 | -0.21140777004503 |
| 45 | 0 | -0.321086492043681 | 0.321086492043681 |
| 46 | -4 | -4.05358285643059 | 0.0535828564305856 |
| 47 | -2 | -2.02530101147097 | 0.0253010114709717 |
| 48 | -2 | -2.36166028615779 | 0.361660286157789 |
| 49 | -6 | -6.23480457661868 | 0.234804576618682 |
| 50 | -7 | -7.06703942385885 | 0.067039423858855 |
| 51 | -6 | -5.83471952988975 | -0.165280470110249 |
| 52 | -6 | -5.5298827428654 | -0.470117257134605 |
| 53 | -3 | -3.61953777656982 | 0.619537776569818 |
| 54 | -2 | -2.36628601239344 | 0.366286012393439 |
| 55 | -5 | -4.67554837963379 | -0.32445162036621 |
| 56 | -11 | -11.6042623426406 | 0.604262342640601 |
| 57 | -11 | -10.8479759512984 | -0.152024048701635 |
| 58 | -11 | -11.3263223170431 | 0.326322317043058 |
| 59 | -10 | -9.60932899939431 | -0.390671000605695 |
| 60 | -14 | -13.5766785861272 | -0.423321413872833 |
| 61 | -8 | -8.0068144799581 | 0.00681447995809705 |
| 62 | -9 | -9.20578587221388 | 0.205785872213882 |
| 63 | -5 | -4.83031426891313 | -0.169685731086872 |
| 64 | -1 | -1.08394072581927 | 0.083940725819273 |
| 65 | -2 | -2.26368157956709 | 0.26368157956709 |
| 66 | -5 | -5.27713814699536 | 0.277138146995359 |
| 67 | -4 | -3.5444416365888 | -0.4555583634112 |
| 68 | -6 | -5.56919613579825 | -0.430803864201749 |
| 69 | -2 | -2.07094146233878 | 0.0709414623387837 |
| 70 | -2 | -1.81101749261687 | -0.188982507383128 |
| 71 | -2 | -1.49875526717207 | -0.501244732827927 |
| 72 | -2 | -1.5962471246958 | -0.403752875304196 |
| 73 | 2 | 2.4859988440179 | -0.4859988440179 |
| 74 | 1 | 0.82328589828974 | 0.17671410171026 |
| 75 | -8 | -7.79764353640662 | -0.202356463593384 |
| 76 | -1 | -1.20316993261902 | 0.203169932619018 |
| 77 | 1 | 0.938376227920803 | 0.0616237720791967 |
| 78 | -1 | -0.575411037396006 | -0.424588962603994 |
| 79 | 2 | 1.81430082962638 | 0.185699170373618 |
| 80 | 2 | 1.93353003642613 | 0.0664699635738737 |
| 81 | 1 | 1.42718852876913 | -0.427188528769134 |
| 82 | -1 | -0.802598036823118 | -0.197401963176882 |
| 83 | -2 | -2.3171129357053 | 0.317112935705296 |
| 84 | -2 | -1.77924894038584 | -0.220751059614159 |
| 85 | -1 | -0.819756496711662 | -0.180243503288338 |
| 86 | -8 | -7.51678241640726 | -0.48321758359274 |
| 87 | -4 | -4.04421002174227 | 0.0442100217422666 |
| 88 | -6 | -6.31428367840131 | 0.314283678401313 |
| 89 | -3 | -3.44330105109789 | 0.443301051097888 |
| 90 | -3 | -3.3119045774952 | 0.311904577495202 |
| 91 | -7 | -7.24870537469954 | 0.248705374699535 |
| 92 | -9 | -8.81908587505476 | -0.180914124945236 |
| 93 | -11 | -11.1750870736484 | 0.175087073648415 |
| 94 | -13 | -13.1086767732691 | 0.108676773269093 |
| 95 | -11 | -11.2893250873626 | 0.289325087362558 |
| 96 | -9 | -8.5870323648936 | -0.412967635106399 |
| 97 | -17 | -17.1665849082424 | 0.166584908242378 |
| 98 | -22 | -21.5768655604574 | -0.423134439542644 |
| 99 | -25 | -24.6072398032758 | -0.392760196724233 |
| 100 | -20 | -20.3455193646222 | 0.345519364622189 |
| 101 | -24 | -24.0680366429724 | 0.0680366429724257 |
| 102 | -24 | -24.129380286598 | 0.129380286598044 |
| 103 | -22 | -21.4737795586342 | -0.526220441365794 |
| 104 | -19 | -19.4390459733881 | 0.439045973388084 |
| 105 | -18 | -17.5287010070925 | -0.471298992907494 |
| 106 | -17 | -17.3780739949819 | 0.378073994981851 |
| 107 | -11 | -11.0917237394704 | 0.0917237394703691 |
| 108 | -11 | -11.1063285517427 | 0.106328551742689 |
| 109 | -12 | -11.2733863901765 | -0.726613609823479 |
| 110 | -10 | -9.7391541037194 | -0.260845896280597 |
| 111 | -15 | -15.0577341612193 | 0.0577341612193442 |
| 112 | -15 | -14.8539165774689 | -0.14608342253112 |
| 113 | -15 | -15.1103132014406 | 0.110313201440631 |
| 114 | -13 | -12.5587721734339 | -0.44122782656612 |
| 115 | -8 | -7.98905306885573 | -0.0109469311442665 |
| 116 | -13 | -12.853383809853 | -0.146616190147001 |
| 117 | -9 | -9.33358573476774 | 0.333585734767737 |
| 118 | -7 | -6.78910797846601 | -0.210892021533989 |
| 119 | -4 | -4.05943164550327 | 0.0594316455032724 |
| 120 | -4 | -4.06709786842212 | 0.0670978684221166 |
| 121 | -2 | -2.54223313658315 | 0.542233136583151 |
| 122 | 0 | -0.325350051563912 | 0.325350051563912 |
| 123 | -2 | -1.88940349398418 | -0.110596506015816 |
| 124 | -3 | -3.12525073370345 | 0.12525073370345 |
| 125 | 1 | 1.22154493096782 | -0.221544930967815 |
| 126 | -2 | -2.62901299443468 | 0.629012994434675 |
| 127 | -1 | -1.31259157258182 | 0.312591572581823 |
| 128 | 1 | 0.711064546142142 | 0.288935453857858 |
| 129 | -3 | -2.61952075746498 | -0.380479242535024 |
| 130 | -4 | -4.32556129094312 | 0.325561290943123 |
| 131 | -9 | -8.71965190133333 | -0.280348098666673 |
| 132 | -9 | -8.60042269453358 | -0.399577305466419 |
| 133 | -7 | -6.55802288636862 | -0.441977113631382 |
| 134 | -14 | -13.8587574888934 | -0.141242511106609 |
| 135 | -12 | -11.928579032876 | -0.0714209671239757 |
| 136 | -16 | -16.3490795556261 | 0.349079555626074 |
| 137 | -20 | -19.6970693836903 | -0.302930616309697 |
| 138 | -12 | -12.1405496886123 | 0.140549688612299 |
| 139 | -12 | -11.8572563032137 | -0.142743696786263 |
| 140 | -10 | -10.1729999558598 | 0.172999955859784 |
| 141 | -10 | -9.83944039335776 | -0.16055960664224 |
| 142 | -13 | -13.0205663306384 | 0.0205663306383807 |
| 143 | -16 | -15.8156005020439 | -0.184399497956131 |
| 144 | -14 | -13.8498767833422 | -0.150123216657791 |
| 145 | -17 | -16.6553768898513 | -0.344623110148666 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.00152999832736005 | 0.0030599966547201 | 0.99847000167264 |
| 9 | 0.315078798288422 | 0.630157596576843 | 0.684921201711578 |
| 10 | 0.195186183559704 | 0.390372367119408 | 0.804813816440296 |
| 11 | 0.152174589018774 | 0.304349178037549 | 0.847825410981226 |
| 12 | 0.272164622469746 | 0.544329244939492 | 0.727835377530254 |
| 13 | 0.372384745028759 | 0.744769490057519 | 0.627615254971241 |
| 14 | 0.319635451637191 | 0.639270903274382 | 0.680364548362809 |
| 15 | 0.238554370863011 | 0.477108741726022 | 0.761445629136989 |
| 16 | 0.1980337900876 | 0.3960675801752 | 0.8019662099124 |
| 17 | 0.413329700081663 | 0.826659400163326 | 0.586670299918337 |
| 18 | 0.332800519330222 | 0.665601038660444 | 0.667199480669778 |
| 19 | 0.262143036175008 | 0.524286072350016 | 0.737856963824992 |
| 20 | 0.237866430324785 | 0.475732860649571 | 0.762133569675215 |
| 21 | 0.183756922126688 | 0.367513844253376 | 0.816243077873312 |
| 22 | 0.329586705304237 | 0.659173410608473 | 0.670413294695763 |
| 23 | 0.399954302628026 | 0.799908605256052 | 0.600045697371974 |
| 24 | 0.427928488269177 | 0.855856976538354 | 0.572071511730823 |
| 25 | 0.465277061658446 | 0.930554123316892 | 0.534722938341554 |
| 26 | 0.503890260305821 | 0.992219479388359 | 0.49610973969418 |
| 27 | 0.463314232927966 | 0.926628465855931 | 0.536685767072034 |
| 28 | 0.400445915612293 | 0.800891831224586 | 0.599554084387707 |
| 29 | 0.359480138594134 | 0.718960277188269 | 0.640519861405866 |
| 30 | 0.34239952952403 | 0.684799059048059 | 0.65760047047597 |
| 31 | 0.406429961073829 | 0.812859922147659 | 0.593570038926171 |
| 32 | 0.382816526413619 | 0.765633052827238 | 0.617183473586381 |
| 33 | 0.395077483022157 | 0.790154966044315 | 0.604922516977843 |
| 34 | 0.449664383895879 | 0.899328767791758 | 0.550335616104121 |
| 35 | 0.514729725865314 | 0.970540548269371 | 0.485270274134686 |
| 36 | 0.498362762743326 | 0.996725525486652 | 0.501637237256674 |
| 37 | 0.582596226895732 | 0.834807546208537 | 0.417403773104268 |
| 38 | 0.60433951967364 | 0.791320960652719 | 0.39566048032636 |
| 39 | 0.560691411799583 | 0.878617176400834 | 0.439308588200417 |
| 40 | 0.515227513008044 | 0.969544973983911 | 0.484772486991956 |
| 41 | 0.465351035865446 | 0.930702071730891 | 0.534648964134554 |
| 42 | 0.490047733317423 | 0.980095466634845 | 0.509952266682577 |
| 43 | 0.44447003591473 | 0.888940071829461 | 0.55552996408527 |
| 44 | 0.443232555233987 | 0.886465110467975 | 0.556767444766012 |
| 45 | 0.431455593298059 | 0.862911186596118 | 0.568544406701941 |
| 46 | 0.380852417621625 | 0.76170483524325 | 0.619147582378375 |
| 47 | 0.332694054861184 | 0.665388109722368 | 0.667305945138816 |
| 48 | 0.340559096021863 | 0.681118192043727 | 0.659440903978137 |
| 49 | 0.312954402320367 | 0.625908804640735 | 0.687045597679633 |
| 50 | 0.27191429954761 | 0.54382859909522 | 0.72808570045239 |
| 51 | 0.257371454473931 | 0.514742908947862 | 0.742628545526069 |
| 52 | 0.344433792453852 | 0.688867584907705 | 0.655566207546147 |
| 53 | 0.480899614581124 | 0.961799229162249 | 0.519100385418876 |
| 54 | 0.494468717683782 | 0.988937435367564 | 0.505531282316218 |
| 55 | 0.502120744836853 | 0.995758510326293 | 0.497879255163147 |
| 56 | 0.650707662937193 | 0.698584674125614 | 0.349292337062807 |
| 57 | 0.623144206929484 | 0.753711586141032 | 0.376855793070516 |
| 58 | 0.656198826452948 | 0.687602347094103 | 0.343801173547052 |
| 59 | 0.675102993688407 | 0.649794012623186 | 0.324897006311593 |
| 60 | 0.678586816452142 | 0.642826367095715 | 0.321413183547858 |
| 61 | 0.637773851858372 | 0.724452296283256 | 0.362226148141628 |
| 62 | 0.620428747718612 | 0.759142504562775 | 0.379571252281388 |
| 63 | 0.589747963219167 | 0.820504073561666 | 0.410252036780833 |
| 64 | 0.562895622918785 | 0.87420875416243 | 0.437104377081215 |
| 65 | 0.582568243891621 | 0.834863512216758 | 0.417431756108379 |
| 66 | 0.616977693979037 | 0.766044612041925 | 0.383022306020963 |
| 67 | 0.633574895508119 | 0.732850208983762 | 0.366425104491881 |
| 68 | 0.63987320697771 | 0.720253586044579 | 0.36012679302229 |
| 69 | 0.617933173163413 | 0.764133653673174 | 0.382066826836587 |
| 70 | 0.57999677681006 | 0.840006446379879 | 0.420003223189939 |
| 71 | 0.599007871377188 | 0.801984257245623 | 0.400992128622812 |
| 72 | 0.582341562130192 | 0.835316875739616 | 0.417658437869808 |
| 73 | 0.606830358138322 | 0.786339283723356 | 0.393169641861678 |
| 74 | 0.597028222289963 | 0.805943555420073 | 0.402971777710037 |
| 75 | 0.570597127303829 | 0.858805745392341 | 0.429402872696171 |
| 76 | 0.567345182054497 | 0.865309635891005 | 0.432654817945503 |
| 77 | 0.543241316888315 | 0.91351736622337 | 0.456758683111685 |
| 78 | 0.531563649726485 | 0.93687270054703 | 0.468436350273515 |
| 79 | 0.527793363797109 | 0.944413272405783 | 0.472206636202891 |
| 80 | 0.501358041677703 | 0.997283916644594 | 0.498641958322297 |
| 81 | 0.506298310109886 | 0.987403379780228 | 0.493701689890114 |
| 82 | 0.46755688984995 | 0.935113779699899 | 0.53244311015005 |
| 83 | 0.554202302344577 | 0.891595395310846 | 0.445797697655423 |
| 84 | 0.509805052134655 | 0.98038989573069 | 0.490194947865345 |
| 85 | 0.471996834453779 | 0.943993668907558 | 0.528003165546221 |
| 86 | 0.509496651166188 | 0.981006697667623 | 0.490503348833812 |
| 87 | 0.493891482604068 | 0.987782965208135 | 0.506108517395932 |
| 88 | 0.533737518345724 | 0.932524963308551 | 0.466262481654275 |
| 89 | 0.599194480076154 | 0.801611039847691 | 0.400805519923846 |
| 90 | 0.597415714245984 | 0.805168571508032 | 0.402584285754016 |
| 91 | 0.575872045833101 | 0.848255908333798 | 0.424127954166899 |
| 92 | 0.535146678918657 | 0.929706642162687 | 0.464853321081343 |
| 93 | 0.500848436932029 | 0.998303126135943 | 0.499151563067971 |
| 94 | 0.463669560771143 | 0.927339121542285 | 0.536330439228857 |
| 95 | 0.479222802726632 | 0.958445605453263 | 0.520777197273368 |
| 96 | 0.48271553419864 | 0.96543106839728 | 0.51728446580136 |
| 97 | 0.445529261988677 | 0.891058523977354 | 0.554470738011323 |
| 98 | 0.498697298618841 | 0.997394597237683 | 0.501302701381159 |
| 99 | 0.527342643397203 | 0.945314713205594 | 0.472657356602797 |
| 100 | 0.583292739235806 | 0.833414521528388 | 0.416707260764194 |
| 101 | 0.580973706056523 | 0.838052587886955 | 0.419026293943477 |
| 102 | 0.577157264433508 | 0.845685471132983 | 0.422842735566492 |
| 103 | 0.642115157296635 | 0.715769685406731 | 0.357884842703365 |
| 104 | 0.819920660768075 | 0.360158678463849 | 0.180079339231925 |
| 105 | 0.818248866125054 | 0.363502267749892 | 0.181751133874946 |
| 106 | 0.855720929559508 | 0.288558140880984 | 0.144279070440492 |
| 107 | 0.826599115776679 | 0.346801768446641 | 0.173400884223321 |
| 108 | 0.799206900414402 | 0.401586199171197 | 0.200793099585598 |
| 109 | 0.889592272066874 | 0.220815455866253 | 0.110407727933126 |
| 110 | 0.8730657225206 | 0.2538685549588 | 0.1269342774794 |
| 111 | 0.857168156843036 | 0.285663686313929 | 0.142831843156964 |
| 112 | 0.823284653122067 | 0.353430693755865 | 0.176715346877932 |
| 113 | 0.824997463605827 | 0.350005072788346 | 0.175002536394173 |
| 114 | 0.811257213486476 | 0.377485573027048 | 0.188742786513524 |
| 115 | 0.765045090703182 | 0.469909818593637 | 0.234954909296818 |
| 116 | 0.713343718431911 | 0.573312563136178 | 0.286656281568089 |
| 117 | 0.80087190857553 | 0.39825618284894 | 0.19912809142447 |
| 118 | 0.784482261827486 | 0.431035476345028 | 0.215517738172514 |
| 119 | 0.732000035516063 | 0.535999928967875 | 0.267999964483937 |
| 120 | 0.672768005753311 | 0.654463988493378 | 0.327231994246689 |
| 121 | 0.909416476592692 | 0.181167046814615 | 0.0905835234073075 |
| 122 | 0.945186640315249 | 0.109626719369502 | 0.0548133596847512 |
| 123 | 0.923409550977496 | 0.153180898045009 | 0.0765904490225045 |
| 124 | 0.907020566673162 | 0.185958866653677 | 0.0929794333268385 |
| 125 | 0.869419781402406 | 0.261160437195188 | 0.130580218597594 |
| 126 | 0.913976876544782 | 0.172046246910437 | 0.0860231234552185 |
| 127 | 0.914201294371762 | 0.171597411256475 | 0.0857987056282376 |
| 128 | 0.936924786399523 | 0.126150427200953 | 0.0630752136004766 |
| 129 | 0.960219637991975 | 0.0795607240160492 | 0.0397803620080246 |
| 130 | 0.95075575764605 | 0.0984884847078998 | 0.0492442423539499 |
| 131 | 0.956823710973518 | 0.0863525780529645 | 0.0431762890264823 |
| 132 | 0.959797260977714 | 0.0804054780445719 | 0.0402027390222859 |
| 133 | 0.98682764477793 | 0.0263447104441394 | 0.0131723552220697 |
| 134 | 0.988767527213307 | 0.0224649455733851 | 0.0112324727866926 |
| 135 | 0.977249764409752 | 0.045500471180496 | 0.022750235590248 |
| 136 | 0.958306756404387 | 0.0833864871912251 | 0.0416932435956125 |
| 137 | 0.931429137760069 | 0.137141724479863 | 0.0685708622399314 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 1 | 0.00769230769230769 | OK |
| 5% type I error level | 4 | 0.0307692307692308 | OK |
| 10% type I error level | 9 | 0.0692307692307692 | OK |
