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
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-0.0003960979725442240.072453-0.00550.9956460.497823
EcoSituatie0.2502627109917520.00369767.686400
Werkloosheid-0.2506043241514460.001396-179.564600
FinancieleSituatie0.2705992591569730.01589317.02600
Spaarvermogen0.2410699090236160.00731932.936900


Multiple Linear Regression - Regression Statistics
Multiple R0.99931572168865
R-squared0.998631911614107
Adjusted R-squared0.99859282337451
F-TEST (value)25548.1424057924
F-TEST (DF numerator)4
F-TEST (DF denominator)140
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.318839147791067
Sum Squared Residuals14.2321763029787


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
198.91079515264630.0892048473537031
21110.86795767021870.132042329781276
31312.91141568080260.088584319197443
41211.86681469152630.133185308473711
51312.78305068751440.216949312485576
61515.0577025788344-0.0577025788343662
71312.57967809111320.420321908886778
81615.56178827611610.438211723883926
91010.3085864750915-0.308586475091487
101414.0592859054157-0.0592859054156907
111414.0681370942241-0.0681370942241344
121515.0797471927981-0.0797471927980519
131313.1219014489062-0.121901448906249
1488.32638098743378-0.326380987433785
1577.28431543397664-0.28431543397664
1633.54475974984952-0.54475974984952
1733.24360630108011-0.24360630108011
1843.774344299516360.225655700483642
1944.25809344863285-0.258093448632846
2000.460746782148573-0.460746782148573
21-4-4.048665865209460.048665865209463
22-14-14.3221221117520.322122111752021
23-18-18.32098916513780.320989165137757
24-8-8.293089207666890.293089207666889
25-1-1.497880922791830.497880922791828
2611.49054501520034-0.490545015200343
2721.970733889018630.0292661109813726
280-0.2261320849386350.226132084938635
2911.21833642497412-0.218336424974115
300-0.2471518594232410.247151859423241
31-1-1.545211385271280.545211385271281
32-3-3.531121291928460.531121291928459
33-3-3.521928489960320.521928489960323
34-3-2.7803331589532-0.219666841046798
35-4-3.78401817346855-0.215981826531454
36-8-8.032365976797440.0323659767974385
37-9-9.089256858892650.0892568588926511
38-13-12.8691440261905-0.130855973809479
39-18-18.36214801832920.362148018329165
40-11-10.7889148077341-0.211085192265871
41-9-9.499220713833570.499220713833567
42-10-10.53899370990210.53899370990207
43-13-12.8134027227915-0.186597277208473
44-11-10.5881763818813-0.411823618118739
45-5-5.306371335473180.306371335473184
46-15-14.7979007678379-0.202099232162129
47-6-6.521012417288610.521012417288612
48-6-6.221809912748150.221809912748152
49-3-3.234993305825240.234993305825237
50-1-1.028251303580450.0282513035804523
51-3-2.7531951009377-0.246804899062303
52-4-4.014726297343670.0147262973436749
53-6-5.77805063364272-0.221949366357281
540-0.2760967179664230.276096717966423
55-4-4.033013166550740.0330131665507364
56-2-2.009550090972420.00955009097241663
57-2-2.308410982353180.308410982353185
58-6-6.256630176391750.256630176391748
59-7-7.04970073676670.0497007367667014
60-6-5.80597065270682-0.194029347293179
61-6-5.52583697842202-0.474163021577981
62-3-3.569357687168990.569357687168987
63-2-2.309094208672570.309094208672571
64-5-4.60213170392878-0.397868296071216
65-11-11.58795950793870.587959507938708
66-11-10.8348788175748-0.16512118242519
67-11-11.32586982443050.325869824430486
68-10-9.58380814104653-0.41619185895347
69-14-13.5823789902446-0.417621009755363
70-8-8.022148335350220.0221483353502229
71-9-9.246566710723960.246566710723963
72-5-4.80287012978165-0.197129870218348
73-1-1.043904002239180.0439040022391795
74-2-2.25844634932540.258446349325397
75-5-5.275133919541360.275133919541362
76-4-3.53043806560907-0.469561934390927
77-6-5.5466592834482-0.453340716551796
78-2-2.0377129884670.0377129884670011
79-2-1.77859908866681-0.221400911333194
80-2-1.49768345333341-0.502316546666593
81-2-1.54789096479168-0.452109035208323
8222.51017893256205-0.510178932562046
8310.8039623523007670.196037647699233
84-8-7.79163768093352-0.208362319066485
85-1-1.218916231687380.218916231687377
8610.9780484769990960.0219515230009044
87-1-0.535013148308197-0.464986851691803
8821.804770317837290.195229682162706
8921.979782547285490.0202174527145082
9011.47730618107304-0.477306181073038
91-1-0.768499586432932-0.231500413567068
92-2-2.28870433475020.288704334750201
93-2-1.76750075144178-0.232499248558216
94-1-0.785420003001222-0.214579996998778
95-8-7.53100526800819-0.468994731991813
96-4-4.033202719224070.0332027192240696
97-6-6.299345034895260.299345034895261
98-3-3.474544701723720.474544701723719
99-3-3.284608408908240.284608408908244
100-7-7.263966284149420.263966284149419
101-9-8.81321462573908-0.186785374260919
102-11-11.12785638707010.127856387070076
103-13-13.10121068591930.101210685919336
104-11-11.30087226331730.300872263317263
105-9-8.5716589598545-0.428341040145502
106-17-17.13394932578520.133949325785228
107-22-21.5962289801222-0.403771019877766
108-25-24.622450965466-0.377549034533971
109-20-20.35201313920140.352013139201387
110-24-24.1004200121370.100420012136951
111-24-24.13121708017990.131217080179871
112-22-21.5308091178941-0.46919088210586
113-19-19.50607832440630.506078324406257
114-18-17.5495990331532-0.450400966846773
115-17-17.34978671205020.349786712050226
116-11-11.05705479338760.0570547933876185
117-11-11.06624759535580.0662475953557519
118-12-11.2758372100171-0.724162789982935
119-10-9.74599931184276-0.254000688157244
120-15-15.05479827256510.0547982725650647
121-15-14.8321139674777-0.167886032522279
122-15-15.08398600953870.0839860095387284
123-13-12.5485121526201-0.451487847379875
124-8-7.99201192121312-0.00798807878688052
125-13-12.8277651311271-0.172234868872877
126-9-9.30860119469870.308601194698703
127-7-6.76807930270034-0.231920697299655
128-4-4.021064886891480.021064886891484
129-4-4.029232849380540.029232849380542
130-2-2.51422027984430.514220279844301
1310-0.2709499481574550.270949948157455
132-2-1.81285769727872-0.187142302721283
133-3-3.063829639077790.0638296390777859
13411.25403738439552-0.254037384395519
135-2-2.563789973955250.563789973955247
136-1-1.272144935825740.272144935825736
13710.7506349134331970.249365086566803
138-3-2.55503751987601-0.444962480123987
139-4-4.289075384472180.289075384472184
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
145-16-16.34399869281960.343998692819574


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
80.3001153636175720.6002307272351430.699884636382428
90.3620401761964890.7240803523929780.637959823803511
100.2348961548181790.4697923096363570.765103845181821
110.1416857206802660.2833714413605310.858314279319734
120.07904691662294430.1580938332458890.920953083377056
130.05183718273901620.1036743654780320.948162817260984
140.02866718982576380.05733437965152770.971332810174236
150.01458861894780530.02917723789561060.985411381052195
160.008614998651010930.01722999730202190.991385001348989
170.004119571894577030.008239143789154060.995880428105423
180.02538455826707390.05076911653414790.974615441732926
190.01504865979449180.03009731958898370.984951340205508
200.01226260252121580.02452520504243150.987737397478784
210.03424939732105290.06849879464210590.965750602678947
220.09708755819107670.1941751163821530.902912441808923
230.07000235636318780.1400047127263760.929997643636812
240.05213088883068040.1042617776613610.94786911116932
250.03863750096002510.07727500192005010.961362499039975
260.2712848320560460.5425696641120930.728715167943954
270.2447206215144430.4894412430288860.755279378485557
280.1985692204998730.3971384409997450.801430779500127
290.2434303665023880.4868607330047760.756569633497612
300.1988781620208180.3977563240416370.801121837979182
310.241566454465650.4831329089313010.75843354553435
320.2831560409745070.5663120819490140.716843959025493
330.3081378505872030.6162757011744060.691862149412797
340.3513445243012180.7026890486024360.648655475698782
350.4012446489608930.8024892979217850.598755351039107
360.3547381222050340.7094762444100690.645261877794966
370.3040054154331160.6080108308662320.695994584566884
380.2834838121289920.5669676242579840.716516187871008
390.2828666620205510.5657333240411030.717133337979449
400.295668650795450.59133730159090.70433134920455
410.3010112308731380.6020224617462770.698988769126861
420.3280934198436790.6561868396873570.671906580156321
430.3544364098106830.7088728196213660.645563590189317
440.4633085745138990.9266171490277980.536691425486101
450.4333869017130450.866773803426090.566613098286955
460.4433047409528010.8866094819056020.556695259047199
470.4712943641409770.9425887282819540.528705635859023
480.4289142052971060.8578284105942120.571085794702894
490.3899792496001550.779958499200310.610020750399845
500.3596426002412470.7192852004824940.640357399758753
510.3840093238507060.7680186477014130.615990676149294
520.3436854269393520.6873708538787030.656314573060649
530.3404402706749830.6808805413499650.659559729325017
540.3173762901881050.6347525803762110.682623709811895
550.2756065639950090.5512131279900170.724393436004991
560.237262713895670.474525427791340.76273728610433
570.2293382531916880.4586765063833760.770661746808312
580.2175667008519650.435133401703930.782433299148035
590.1860313402210090.3720626804420180.813968659778991
600.1767395909312630.3534791818625270.823260409068737
610.2303101657166380.4606203314332750.769689834283362
620.3309118434009640.6618236868019280.669088156599036
630.3364196910844460.6728393821688920.663580308915554
640.3707076939918240.7414153879836470.629292306008176
650.51407580420460.97184839159080.4859241957954
660.480629601203140.961259202406280.51937039879686
670.5219731964369210.9560536071261580.478026803563079
680.547597512005350.90480497598930.45240248799465
690.5529406432513340.8941187134973330.447059356748666
700.5093091353211390.9813817293577210.490690864678861
710.501451127953540.9970977440929210.49854887204646
720.4718376084412770.9436752168825550.528162391558723
730.4462804946896720.8925609893793430.553719505310328
740.4704496363962370.9408992727924750.529550363603763
750.5132262801028350.9735474397943310.486773719897165
760.5294679495317580.9410641009364830.470532050468242
770.547758718997010.9044825620059810.45224128100299
780.5258224050811780.9483551898376440.474177594918822
790.4944296163278060.9888592326556110.505570383672194
800.5145917370852890.9708165258294230.485408262914711
810.5182771376428520.9634457247142950.481722862357148
820.5529232132367660.8941535735264680.447076786763234
830.5416352987486130.9167294025027740.458364701251387
840.5076367739657140.9847264520685710.492363226034286
850.513948911020620.9721021779587610.48605108897938
860.4823256069638350.9646512139276710.517674393036165
870.4814692666680070.9629385333360140.518530733331993
880.4738168707139170.9476337414278350.526183129286083
890.4411831341714550.8823662683429090.558816865828545
900.4570789819365660.9141579638731330.542921018063434
910.4164798756344120.8329597512688240.583520124365588
920.4721559381904240.9443118763808480.527844061809576
930.4234105429992430.8468210859984860.576589457000757
940.378860939910070.7577218798201390.62113906008993
950.4120872201053710.8241744402107420.587912779894629
960.3855559108109010.7711118216218020.614444089189099
970.4053025216606420.8106050433212840.594697478339358
980.4912849865789990.9825699731579980.508715013421001
990.4728879898368580.9457759796737170.527112010163142
1000.4528905755075320.9057811510150640.547109424492468
1010.4102751180365040.8205502360730080.589724881963496
1020.363569772133470.7271395442669390.63643022786653
1030.3219391193502230.6438782387004460.678060880649777
1040.3324208810219710.6648417620439430.667579118978029
1050.3336430559037970.6672861118075940.666356944096203
1060.2881421286794110.5762842573588210.711857871320589
1070.3186390753374830.6372781506749650.681360924662517
1080.3560731673852350.7121463347704710.643926832614765
1090.3888130179683440.7776260359366870.611186982031656
1100.3599447598750980.7198895197501960.640055240124902
1110.3228844637881080.6457689275762170.677115536211892
1120.3788539549512530.7577079099025050.621146045048747
1130.5757958290561940.8484083418876130.424204170943806
1140.5647402324478460.8705195351043070.435259767552154
1150.5782390688018940.8435218623962120.421760931198106
1160.5222762659627010.9554474680745970.477723734037299
1170.4705356368264090.9410712736528180.529464363173591
1180.6078594110810140.7842811778379720.392140588918986
1190.5649064644585810.8701870710828390.435093535541419
1200.5184605729455350.963078854108930.481539427054465
1210.4517583186671520.9035166373343050.548241681332847
1220.423916582240170.8478331644803390.57608341775983
1230.4065544880426590.8131089760853180.593445511957341
1240.3360727884892130.6721455769784260.663927211510787
1250.2765793789073320.5531587578146630.723420621092668
1260.3240911499199920.6481822998399830.675908850080008
1270.3025971956828180.6051943913656360.697402804317182
1280.2403523037308570.4807046074617130.759647696269143
1290.1801023443103210.3602046886206420.819897655689679
1300.4198790475234090.8397580950468170.580120952476591
1310.6194564261249140.7610871477501720.380543573875086
1320.5173648225062640.9652703549874710.482635177493736
1330.4464805656842640.8929611313685270.553519434315736
1340.3464632894247430.6929265788494850.653536710575257
1350.3152677289349220.6305354578698440.684732271065078
1360.2850822727419840.5701645454839690.714917727258016
1370.5232932115871610.9534135768256780.476706788412839


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level10.00769230769230769OK
5% type I error level50.0384615384615385OK
10% type I error level90.0692307692307692OK