Multiple Linear Regression - Estimated Regression Equation |
Consumentenvertrouwen[t] = -0.000396097972544224 + 0.250262710991752EcoSituatie[t] -0.250604324151446Werkloosheid[t] + 0.270599259156973FinancieleSituatie[t] + 0.241069909023616Spaarvermogen[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) | -0.000396097972544224 | 0.072453 | -0.0055 | 0.995646 | 0.497823 |
EcoSituatie | 0.250262710991752 | 0.003697 | 67.6864 | 0 | 0 |
Werkloosheid | -0.250604324151446 | 0.001396 | -179.5646 | 0 | 0 |
FinancieleSituatie | 0.270599259156973 | 0.015893 | 17.026 | 0 | 0 |
Spaarvermogen | 0.241069909023616 | 0.007319 | 32.9369 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.99931572168865 |
R-squared | 0.998631911614107 |
Adjusted R-squared | 0.99859282337451 |
F-TEST (value) | 25548.1424057924 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 140 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.318839147791067 |
Sum Squared Residuals | 14.2321763029787 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 9 | 8.9107951526463 | 0.0892048473537031 |
2 | 11 | 10.8679576702187 | 0.132042329781276 |
3 | 13 | 12.9114156808026 | 0.088584319197443 |
4 | 12 | 11.8668146915263 | 0.133185308473711 |
5 | 13 | 12.7830506875144 | 0.216949312485576 |
6 | 15 | 15.0577025788344 | -0.0577025788343662 |
7 | 13 | 12.5796780911132 | 0.420321908886778 |
8 | 16 | 15.5617882761161 | 0.438211723883926 |
9 | 10 | 10.3085864750915 | -0.308586475091487 |
10 | 14 | 14.0592859054157 | -0.0592859054156907 |
11 | 14 | 14.0681370942241 | -0.0681370942241344 |
12 | 15 | 15.0797471927981 | -0.0797471927980519 |
13 | 13 | 13.1219014489062 | -0.121901448906249 |
14 | 8 | 8.32638098743378 | -0.326380987433785 |
15 | 7 | 7.28431543397664 | -0.28431543397664 |
16 | 3 | 3.54475974984952 | -0.54475974984952 |
17 | 3 | 3.24360630108011 | -0.24360630108011 |
18 | 4 | 3.77434429951636 | 0.225655700483642 |
19 | 4 | 4.25809344863285 | -0.258093448632846 |
20 | 0 | 0.460746782148573 | -0.460746782148573 |
21 | -4 | -4.04866586520946 | 0.048665865209463 |
22 | -14 | -14.322122111752 | 0.322122111752021 |
23 | -18 | -18.3209891651378 | 0.320989165137757 |
24 | -8 | -8.29308920766689 | 0.293089207666889 |
25 | -1 | -1.49788092279183 | 0.497880922791828 |
26 | 1 | 1.49054501520034 | -0.490545015200343 |
27 | 2 | 1.97073388901863 | 0.0292661109813726 |
28 | 0 | -0.226132084938635 | 0.226132084938635 |
29 | 1 | 1.21833642497412 | -0.218336424974115 |
30 | 0 | -0.247151859423241 | 0.247151859423241 |
31 | -1 | -1.54521138527128 | 0.545211385271281 |
32 | -3 | -3.53112129192846 | 0.531121291928459 |
33 | -3 | -3.52192848996032 | 0.521928489960323 |
34 | -3 | -2.7803331589532 | -0.219666841046798 |
35 | -4 | -3.78401817346855 | -0.215981826531454 |
36 | -8 | -8.03236597679744 | 0.0323659767974385 |
37 | -9 | -9.08925685889265 | 0.0892568588926511 |
38 | -13 | -12.8691440261905 | -0.130855973809479 |
39 | -18 | -18.3621480183292 | 0.362148018329165 |
40 | -11 | -10.7889148077341 | -0.211085192265871 |
41 | -9 | -9.49922071383357 | 0.499220713833567 |
42 | -10 | -10.5389937099021 | 0.53899370990207 |
43 | -13 | -12.8134027227915 | -0.186597277208473 |
44 | -11 | -10.5881763818813 | -0.411823618118739 |
45 | -5 | -5.30637133547318 | 0.306371335473184 |
46 | -15 | -14.7979007678379 | -0.202099232162129 |
47 | -6 | -6.52101241728861 | 0.521012417288612 |
48 | -6 | -6.22180991274815 | 0.221809912748152 |
49 | -3 | -3.23499330582524 | 0.234993305825237 |
50 | -1 | -1.02825130358045 | 0.0282513035804523 |
51 | -3 | -2.7531951009377 | -0.246804899062303 |
52 | -4 | -4.01472629734367 | 0.0147262973436749 |
53 | -6 | -5.77805063364272 | -0.221949366357281 |
54 | 0 | -0.276096717966423 | 0.276096717966423 |
55 | -4 | -4.03301316655074 | 0.0330131665507364 |
56 | -2 | -2.00955009097242 | 0.00955009097241663 |
57 | -2 | -2.30841098235318 | 0.308410982353185 |
58 | -6 | -6.25663017639175 | 0.256630176391748 |
59 | -7 | -7.0497007367667 | 0.0497007367667014 |
60 | -6 | -5.80597065270682 | -0.194029347293179 |
61 | -6 | -5.52583697842202 | -0.474163021577981 |
62 | -3 | -3.56935768716899 | 0.569357687168987 |
63 | -2 | -2.30909420867257 | 0.309094208672571 |
64 | -5 | -4.60213170392878 | -0.397868296071216 |
65 | -11 | -11.5879595079387 | 0.587959507938708 |
66 | -11 | -10.8348788175748 | -0.16512118242519 |
67 | -11 | -11.3258698244305 | 0.325869824430486 |
68 | -10 | -9.58380814104653 | -0.41619185895347 |
69 | -14 | -13.5823789902446 | -0.417621009755363 |
70 | -8 | -8.02214833535022 | 0.0221483353502229 |
71 | -9 | -9.24656671072396 | 0.246566710723963 |
72 | -5 | -4.80287012978165 | -0.197129870218348 |
73 | -1 | -1.04390400223918 | 0.0439040022391795 |
74 | -2 | -2.2584463493254 | 0.258446349325397 |
75 | -5 | -5.27513391954136 | 0.275133919541362 |
76 | -4 | -3.53043806560907 | -0.469561934390927 |
77 | -6 | -5.5466592834482 | -0.453340716551796 |
78 | -2 | -2.037712988467 | 0.0377129884670011 |
79 | -2 | -1.77859908866681 | -0.221400911333194 |
80 | -2 | -1.49768345333341 | -0.502316546666593 |
81 | -2 | -1.54789096479168 | -0.452109035208323 |
82 | 2 | 2.51017893256205 | -0.510178932562046 |
83 | 1 | 0.803962352300767 | 0.196037647699233 |
84 | -8 | -7.79163768093352 | -0.208362319066485 |
85 | -1 | -1.21891623168738 | 0.218916231687377 |
86 | 1 | 0.978048476999096 | 0.0219515230009044 |
87 | -1 | -0.535013148308197 | -0.464986851691803 |
88 | 2 | 1.80477031783729 | 0.195229682162706 |
89 | 2 | 1.97978254728549 | 0.0202174527145082 |
90 | 1 | 1.47730618107304 | -0.477306181073038 |
91 | -1 | -0.768499586432932 | -0.231500413567068 |
92 | -2 | -2.2887043347502 | 0.288704334750201 |
93 | -2 | -1.76750075144178 | -0.232499248558216 |
94 | -1 | -0.785420003001222 | -0.214579996998778 |
95 | -8 | -7.53100526800819 | -0.468994731991813 |
96 | -4 | -4.03320271922407 | 0.0332027192240696 |
97 | -6 | -6.29934503489526 | 0.299345034895261 |
98 | -3 | -3.47454470172372 | 0.474544701723719 |
99 | -3 | -3.28460840890824 | 0.284608408908244 |
100 | -7 | -7.26396628414942 | 0.263966284149419 |
101 | -9 | -8.81321462573908 | -0.186785374260919 |
102 | -11 | -11.1278563870701 | 0.127856387070076 |
103 | -13 | -13.1012106859193 | 0.101210685919336 |
104 | -11 | -11.3008722633173 | 0.300872263317263 |
105 | -9 | -8.5716589598545 | -0.428341040145502 |
106 | -17 | -17.1339493257852 | 0.133949325785228 |
107 | -22 | -21.5962289801222 | -0.403771019877766 |
108 | -25 | -24.622450965466 | -0.377549034533971 |
109 | -20 | -20.3520131392014 | 0.352013139201387 |
110 | -24 | -24.100420012137 | 0.100420012136951 |
111 | -24 | -24.1312170801799 | 0.131217080179871 |
112 | -22 | -21.5308091178941 | -0.46919088210586 |
113 | -19 | -19.5060783244063 | 0.506078324406257 |
114 | -18 | -17.5495990331532 | -0.450400966846773 |
115 | -17 | -17.3497867120502 | 0.349786712050226 |
116 | -11 | -11.0570547933876 | 0.0570547933876185 |
117 | -11 | -11.0662475953558 | 0.0662475953557519 |
118 | -12 | -11.2758372100171 | -0.724162789982935 |
119 | -10 | -9.74599931184276 | -0.254000688157244 |
120 | -15 | -15.0547982725651 | 0.0547982725650647 |
121 | -15 | -14.8321139674777 | -0.167886032522279 |
122 | -15 | -15.0839860095387 | 0.0839860095387284 |
123 | -13 | -12.5485121526201 | -0.451487847379875 |
124 | -8 | -7.99201192121312 | -0.00798807878688052 |
125 | -13 | -12.8277651311271 | -0.172234868872877 |
126 | -9 | -9.3086011946987 | 0.308601194698703 |
127 | -7 | -6.76807930270034 | -0.231920697299655 |
128 | -4 | -4.02106488689148 | 0.021064886891484 |
129 | -4 | -4.02923284938054 | 0.029232849380542 |
130 | -2 | -2.5142202798443 | 0.514220279844301 |
131 | 0 | -0.270949948157455 | 0.270949948157455 |
132 | -2 | -1.81285769727872 | -0.187142302721283 |
133 | -3 | -3.06382963907779 | 0.0638296390777859 |
134 | 1 | 1.25403738439552 | -0.254037384395519 |
135 | -2 | -2.56378997395525 | 0.563789973955247 |
136 | -1 | -1.27214493582574 | 0.272144935825736 |
137 | 1 | 0.750634913433197 | 0.249365086566803 |
138 | -3 | -2.55503751987601 | -0.444962480123987 |
139 | -4 | -4.28907538447218 | 0.289075384472184 |
140 | -9 | -8.74896374669134 | -0.251036253308663 |
141 | -9 | -8.57395151724314 | -0.426048482756861 |
142 | -7 | -6.5410527612662 | -0.458947238733799 |
143 | -14 | -13.8453947785027 | -0.154605221497271 |
144 | -12 | -11.8658234613934 | -0.13417653860664 |
145 | -16 | -16.3439986928196 | 0.343998692819574 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.300115363617572 | 0.600230727235143 | 0.699884636382428 |
9 | 0.362040176196489 | 0.724080352392978 | 0.637959823803511 |
10 | 0.234896154818179 | 0.469792309636357 | 0.765103845181821 |
11 | 0.141685720680266 | 0.283371441360531 | 0.858314279319734 |
12 | 0.0790469166229443 | 0.158093833245889 | 0.920953083377056 |
13 | 0.0518371827390162 | 0.103674365478032 | 0.948162817260984 |
14 | 0.0286671898257638 | 0.0573343796515277 | 0.971332810174236 |
15 | 0.0145886189478053 | 0.0291772378956106 | 0.985411381052195 |
16 | 0.00861499865101093 | 0.0172299973020219 | 0.991385001348989 |
17 | 0.00411957189457703 | 0.00823914378915406 | 0.995880428105423 |
18 | 0.0253845582670739 | 0.0507691165341479 | 0.974615441732926 |
19 | 0.0150486597944918 | 0.0300973195889837 | 0.984951340205508 |
20 | 0.0122626025212158 | 0.0245252050424315 | 0.987737397478784 |
21 | 0.0342493973210529 | 0.0684987946421059 | 0.965750602678947 |
22 | 0.0970875581910767 | 0.194175116382153 | 0.902912441808923 |
23 | 0.0700023563631878 | 0.140004712726376 | 0.929997643636812 |
24 | 0.0521308888306804 | 0.104261777661361 | 0.94786911116932 |
25 | 0.0386375009600251 | 0.0772750019200501 | 0.961362499039975 |
26 | 0.271284832056046 | 0.542569664112093 | 0.728715167943954 |
27 | 0.244720621514443 | 0.489441243028886 | 0.755279378485557 |
28 | 0.198569220499873 | 0.397138440999745 | 0.801430779500127 |
29 | 0.243430366502388 | 0.486860733004776 | 0.756569633497612 |
30 | 0.198878162020818 | 0.397756324041637 | 0.801121837979182 |
31 | 0.24156645446565 | 0.483132908931301 | 0.75843354553435 |
32 | 0.283156040974507 | 0.566312081949014 | 0.716843959025493 |
33 | 0.308137850587203 | 0.616275701174406 | 0.691862149412797 |
34 | 0.351344524301218 | 0.702689048602436 | 0.648655475698782 |
35 | 0.401244648960893 | 0.802489297921785 | 0.598755351039107 |
36 | 0.354738122205034 | 0.709476244410069 | 0.645261877794966 |
37 | 0.304005415433116 | 0.608010830866232 | 0.695994584566884 |
38 | 0.283483812128992 | 0.566967624257984 | 0.716516187871008 |
39 | 0.282866662020551 | 0.565733324041103 | 0.717133337979449 |
40 | 0.29566865079545 | 0.5913373015909 | 0.70433134920455 |
41 | 0.301011230873138 | 0.602022461746277 | 0.698988769126861 |
42 | 0.328093419843679 | 0.656186839687357 | 0.671906580156321 |
43 | 0.354436409810683 | 0.708872819621366 | 0.645563590189317 |
44 | 0.463308574513899 | 0.926617149027798 | 0.536691425486101 |
45 | 0.433386901713045 | 0.86677380342609 | 0.566613098286955 |
46 | 0.443304740952801 | 0.886609481905602 | 0.556695259047199 |
47 | 0.471294364140977 | 0.942588728281954 | 0.528705635859023 |
48 | 0.428914205297106 | 0.857828410594212 | 0.571085794702894 |
49 | 0.389979249600155 | 0.77995849920031 | 0.610020750399845 |
50 | 0.359642600241247 | 0.719285200482494 | 0.640357399758753 |
51 | 0.384009323850706 | 0.768018647701413 | 0.615990676149294 |
52 | 0.343685426939352 | 0.687370853878703 | 0.656314573060649 |
53 | 0.340440270674983 | 0.680880541349965 | 0.659559729325017 |
54 | 0.317376290188105 | 0.634752580376211 | 0.682623709811895 |
55 | 0.275606563995009 | 0.551213127990017 | 0.724393436004991 |
56 | 0.23726271389567 | 0.47452542779134 | 0.76273728610433 |
57 | 0.229338253191688 | 0.458676506383376 | 0.770661746808312 |
58 | 0.217566700851965 | 0.43513340170393 | 0.782433299148035 |
59 | 0.186031340221009 | 0.372062680442018 | 0.813968659778991 |
60 | 0.176739590931263 | 0.353479181862527 | 0.823260409068737 |
61 | 0.230310165716638 | 0.460620331433275 | 0.769689834283362 |
62 | 0.330911843400964 | 0.661823686801928 | 0.669088156599036 |
63 | 0.336419691084446 | 0.672839382168892 | 0.663580308915554 |
64 | 0.370707693991824 | 0.741415387983647 | 0.629292306008176 |
65 | 0.5140758042046 | 0.9718483915908 | 0.4859241957954 |
66 | 0.48062960120314 | 0.96125920240628 | 0.51937039879686 |
67 | 0.521973196436921 | 0.956053607126158 | 0.478026803563079 |
68 | 0.54759751200535 | 0.9048049759893 | 0.45240248799465 |
69 | 0.552940643251334 | 0.894118713497333 | 0.447059356748666 |
70 | 0.509309135321139 | 0.981381729357721 | 0.490690864678861 |
71 | 0.50145112795354 | 0.997097744092921 | 0.49854887204646 |
72 | 0.471837608441277 | 0.943675216882555 | 0.528162391558723 |
73 | 0.446280494689672 | 0.892560989379343 | 0.553719505310328 |
74 | 0.470449636396237 | 0.940899272792475 | 0.529550363603763 |
75 | 0.513226280102835 | 0.973547439794331 | 0.486773719897165 |
76 | 0.529467949531758 | 0.941064100936483 | 0.470532050468242 |
77 | 0.54775871899701 | 0.904482562005981 | 0.45224128100299 |
78 | 0.525822405081178 | 0.948355189837644 | 0.474177594918822 |
79 | 0.494429616327806 | 0.988859232655611 | 0.505570383672194 |
80 | 0.514591737085289 | 0.970816525829423 | 0.485408262914711 |
81 | 0.518277137642852 | 0.963445724714295 | 0.481722862357148 |
82 | 0.552923213236766 | 0.894153573526468 | 0.447076786763234 |
83 | 0.541635298748613 | 0.916729402502774 | 0.458364701251387 |
84 | 0.507636773965714 | 0.984726452068571 | 0.492363226034286 |
85 | 0.51394891102062 | 0.972102177958761 | 0.48605108897938 |
86 | 0.482325606963835 | 0.964651213927671 | 0.517674393036165 |
87 | 0.481469266668007 | 0.962938533336014 | 0.518530733331993 |
88 | 0.473816870713917 | 0.947633741427835 | 0.526183129286083 |
89 | 0.441183134171455 | 0.882366268342909 | 0.558816865828545 |
90 | 0.457078981936566 | 0.914157963873133 | 0.542921018063434 |
91 | 0.416479875634412 | 0.832959751268824 | 0.583520124365588 |
92 | 0.472155938190424 | 0.944311876380848 | 0.527844061809576 |
93 | 0.423410542999243 | 0.846821085998486 | 0.576589457000757 |
94 | 0.37886093991007 | 0.757721879820139 | 0.62113906008993 |
95 | 0.412087220105371 | 0.824174440210742 | 0.587912779894629 |
96 | 0.385555910810901 | 0.771111821621802 | 0.614444089189099 |
97 | 0.405302521660642 | 0.810605043321284 | 0.594697478339358 |
98 | 0.491284986578999 | 0.982569973157998 | 0.508715013421001 |
99 | 0.472887989836858 | 0.945775979673717 | 0.527112010163142 |
100 | 0.452890575507532 | 0.905781151015064 | 0.547109424492468 |
101 | 0.410275118036504 | 0.820550236073008 | 0.589724881963496 |
102 | 0.36356977213347 | 0.727139544266939 | 0.63643022786653 |
103 | 0.321939119350223 | 0.643878238700446 | 0.678060880649777 |
104 | 0.332420881021971 | 0.664841762043943 | 0.667579118978029 |
105 | 0.333643055903797 | 0.667286111807594 | 0.666356944096203 |
106 | 0.288142128679411 | 0.576284257358821 | 0.711857871320589 |
107 | 0.318639075337483 | 0.637278150674965 | 0.681360924662517 |
108 | 0.356073167385235 | 0.712146334770471 | 0.643926832614765 |
109 | 0.388813017968344 | 0.777626035936687 | 0.611186982031656 |
110 | 0.359944759875098 | 0.719889519750196 | 0.640055240124902 |
111 | 0.322884463788108 | 0.645768927576217 | 0.677115536211892 |
112 | 0.378853954951253 | 0.757707909902505 | 0.621146045048747 |
113 | 0.575795829056194 | 0.848408341887613 | 0.424204170943806 |
114 | 0.564740232447846 | 0.870519535104307 | 0.435259767552154 |
115 | 0.578239068801894 | 0.843521862396212 | 0.421760931198106 |
116 | 0.522276265962701 | 0.955447468074597 | 0.477723734037299 |
117 | 0.470535636826409 | 0.941071273652818 | 0.529464363173591 |
118 | 0.607859411081014 | 0.784281177837972 | 0.392140588918986 |
119 | 0.564906464458581 | 0.870187071082839 | 0.435093535541419 |
120 | 0.518460572945535 | 0.96307885410893 | 0.481539427054465 |
121 | 0.451758318667152 | 0.903516637334305 | 0.548241681332847 |
122 | 0.42391658224017 | 0.847833164480339 | 0.57608341775983 |
123 | 0.406554488042659 | 0.813108976085318 | 0.593445511957341 |
124 | 0.336072788489213 | 0.672145576978426 | 0.663927211510787 |
125 | 0.276579378907332 | 0.553158757814663 | 0.723420621092668 |
126 | 0.324091149919992 | 0.648182299839983 | 0.675908850080008 |
127 | 0.302597195682818 | 0.605194391365636 | 0.697402804317182 |
128 | 0.240352303730857 | 0.480704607461713 | 0.759647696269143 |
129 | 0.180102344310321 | 0.360204688620642 | 0.819897655689679 |
130 | 0.419879047523409 | 0.839758095046817 | 0.580120952476591 |
131 | 0.619456426124914 | 0.761087147750172 | 0.380543573875086 |
132 | 0.517364822506264 | 0.965270354987471 | 0.482635177493736 |
133 | 0.446480565684264 | 0.892961131368527 | 0.553519434315736 |
134 | 0.346463289424743 | 0.692926578849485 | 0.653536710575257 |
135 | 0.315267728934922 | 0.630535457869844 | 0.684732271065078 |
136 | 0.285082272741984 | 0.570164545483969 | 0.714917727258016 |
137 | 0.523293211587161 | 0.953413576825678 | 0.476706788412839 |
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 | 5 | 0.0384615384615385 | OK |
10% type I error level | 9 | 0.0692307692307692 | OK |