Multiple Linear Regression - Estimated Regression Equation |
consumentenvertrouwen[t] = + 0.491040558659783 -0.0124696522545777maand[t] + 0.255458045939184economischesituatie[t] -0.250395095053503werkloosheid[t] + 0.251650609128139financielesituatie[t] + 0.230143743032014spaarvermogen[t] -0.00324032651240593t + 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) | 0.491040558659783 | 0.175299 | 2.8012 | 0.005778 | 0.002889 |
maand | -0.0124696522545777 | 0.007271 | -1.715 | 0.08846 | 0.04423 |
economischesituatie | 0.255458045939184 | 0.004099 | 62.3273 | 0 | 0 |
werkloosheid | -0.250395095053503 | 0.001334 | -187.7003 | 0 | 0 |
financielesituatie | 0.251650609128139 | 0.017577 | 14.3167 | 0 | 0 |
spaarvermogen | 0.230143743032014 | 0.007595 | 30.3029 | 0 | 0 |
t | -0.00324032651240593 | 0.00119 | -2.724 | 0.007233 | 0.003616 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.999389722778313 |
R-squared | 0.998779817994914 |
Adjusted R-squared | 0.998730014647767 |
F-TEST (value) | 20054.4717418131 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 147 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.304728345989076 |
Sum Squared Residuals | 13.650326632838 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 9 | 9.03636939217938 | -0.0363693921793841 |
2 | 11 | 10.922563413733 | 0.0774365862670156 |
3 | 13 | 12.932777027086 | 0.0672229729139832 |
4 | 12 | 11.9965329707781 | 0.00346702922186672 |
5 | 13 | 12.9395443052063 | 0.0604556947936841 |
6 | 15 | 15.1647132604556 | -0.164713260455557 |
7 | 13 | 12.7399906263007 | 0.260009373699328 |
8 | 16 | 15.5404002604349 | 0.459599739565133 |
9 | 10 | 10.3638826003854 | -0.363882600385389 |
10 | 14 | 14.0154792172341 | -0.0154792172341374 |
11 | 14 | 14.03014649226 | -0.0301464922600067 |
12 | 15 | 15.0413311966142 | -0.0413311966142053 |
13 | 13 | 13.2834789463529 | -0.283478946352936 |
14 | 8 | 8.36850134285526 | -0.368501342855264 |
15 | 7 | 7.34363700483932 | -0.343637004839316 |
16 | 3 | 3.63149869073839 | -0.631498690738385 |
17 | 3 | 3.35782008940418 | -0.357820089404183 |
18 | 4 | 3.86440716684033 | 0.135592833159671 |
19 | 4 | 4.25961158239767 | -0.259611582397669 |
20 | 0 | 0.460149395250463 | -0.460149395250463 |
21 | -4 | -4.058865760711 | 0.058865760710999 |
22 | -14 | -14.2837884773947 | 0.28378847739475 |
23 | -18 | -18.3298787658503 | 0.329878765850316 |
24 | -8 | -8.22346342539911 | 0.223463425399111 |
25 | -1 | -1.37447520561867 | 0.374475205618674 |
26 | 1 | 1.54493196401642 | -0.544931964016418 |
27 | 2 | 2.04394551393885 | -0.0439455139388487 |
28 | 0 | -0.124064011723452 | 0.124064011723452 |
29 | 1 | 1.29552451032703 | -0.295524510327035 |
30 | 0 | -0.141550630675011 | 0.141550630675011 |
31 | -1 | -1.5750547892137 | 0.575054789213702 |
32 | -3 | -3.50024319885745 | 0.500243198857452 |
33 | -3 | -3.49063887471727 | 0.490638874717265 |
34 | -3 | -2.76528901857387 | -0.234710981426133 |
35 | -4 | -3.73826923670084 | -0.261730763299162 |
36 | -8 | -8.02588513555565 | 0.0258851355556516 |
37 | -9 | -9.0555513866961 | 0.0555513866960998 |
38 | -13 | -12.7651377780606 | -0.234862221939379 |
39 | -18 | -18.2161093219961 | 0.216109321996138 |
40 | -11 | -10.6693769318459 | -0.330623068154112 |
41 | -9 | -9.35591256102797 | 0.355912561027974 |
42 | -10 | -10.440275892555 | 0.44027589255499 |
43 | -13 | -12.7259860935352 | -0.274013906464822 |
44 | -11 | -10.4995211811454 | -0.500478818854602 |
45 | -5 | -5.29366942256542 | 0.29366942256542 |
46 | -15 | -14.7800842270752 | -0.219915772924801 |
47 | -6 | -6.52518073547792 | 0.525180735477925 |
48 | -6 | -6.2284860490523 | 0.228486049052304 |
49 | -3 | -3.11006996062257 | 0.110069960622573 |
50 | -1 | -0.958291991358433 | -0.0417080086415674 |
51 | -3 | -2.67613948120683 | -0.323860518793169 |
52 | -4 | -3.97926513991986 | -0.0207348600801378 |
53 | -6 | -5.74899674965724 | -0.251003250342762 |
54 | 0 | -0.275009572151538 | 0.275009572151538 |
55 | -4 | -4.05296534472385 | 0.0529653447238545 |
56 | -2 | -2.04400724544545 | 0.044007245445454 |
57 | -2 | -2.37718484029072 | 0.377184840290725 |
58 | -6 | -6.39164326392127 | 0.391643263921275 |
59 | -7 | -7.11673941514401 | 0.116739415144014 |
60 | -6 | -5.92984655886195 | -0.0701534411380477 |
61 | -6 | -5.52401874942438 | -0.475981250575624 |
62 | -3 | -3.62769882609942 | 0.62769882609942 |
63 | -2 | -2.31168298406633 | 0.311682984066332 |
64 | -5 | -4.61890050266388 | -0.381099497336119 |
65 | -11 | -11.5963014057529 | 0.59630140575295 |
66 | -11 | -10.9051362402134 | -0.0948637597865515 |
67 | -11 | -11.4115109588373 | 0.411510958837312 |
68 | -10 | -9.63014467985452 | -0.369855320145485 |
69 | -14 | -13.6040599563762 | -0.395940043623818 |
70 | -8 | -8.10099148221817 | 0.100991482218171 |
71 | -9 | -9.3079228801882 | 0.307922880188203 |
72 | -5 | -4.97727599856817 | -0.0227240014318263 |
73 | -1 | -1.11148206178898 | 0.11148206178898 |
74 | -2 | -2.3032250586232 | 0.303225058623204 |
75 | -5 | -5.31986919274241 | 0.319869192742413 |
76 | -4 | -3.60306485815637 | -0.396935141843635 |
77 | -6 | -5.56369256943618 | -0.436307430563824 |
78 | -2 | -2.13211379384808 | 0.132113793848079 |
79 | -2 | -1.86198847288303 | -0.138011527116974 |
80 | -2 | -1.59186405496045 | -0.408135945039554 |
81 | -2 | -1.62021051212683 | -0.379789487873173 |
82 | 2 | 2.38429392547874 | -0.38429392547874 |
83 | 1 | 0.712012090559001 | 0.287987909440999 |
84 | -8 | -7.94621411423344 | -0.0537858857665594 |
85 | -1 | -1.22862435704808 | 0.22862435704808 |
86 | 1 | 0.932023548391552 | 0.0679764516084481 |
87 | -1 | -0.582250015406639 | -0.417749984593361 |
88 | 2 | 1.83405149573273 | 0.165948504267269 |
89 | 2 | 1.89659989407598 | 0.103400105924024 |
90 | 1 | 1.42440986605601 | -0.42440986605601 |
91 | -1 | -0.800546278859711 | -0.199453721140289 |
92 | -2 | -2.37051185087916 | 0.370511850879161 |
93 | -2 | -1.8841761254645 | -0.115823874535497 |
94 | -1 | -0.894498287206429 | -0.105501712793571 |
95 | -8 | -7.57844991998384 | -0.421550080016158 |
96 | -4 | -4.11774940467753 | 0.117749404677527 |
97 | -6 | -6.18926228572727 | 0.189262285727273 |
98 | -3 | -3.4063565211176 | 0.406356521117604 |
99 | -3 | -3.16531204528363 | 0.165312045283628 |
100 | -7 | -7.1519042432706 | 0.151904243270598 |
101 | -9 | -8.80161925778013 | -0.198380742219867 |
102 | -11 | -11.0607191987126 | 0.0607191987126114 |
103 | -13 | -13.1125191144369 | 0.112519114436881 |
104 | -11 | -11.3020715388018 | 0.302071538801772 |
105 | -9 | -8.69255800621001 | -0.307441993789987 |
106 | -17 | -17.1216595276974 | 0.121659527697384 |
107 | -22 | -21.5824716472883 | -0.417528352711684 |
108 | -25 | -24.619367133429 | -0.380632866570987 |
109 | -20 | -20.3198955191123 | 0.319895519112269 |
110 | -24 | -24.062411087006 | 0.0624110870060471 |
111 | -24 | -24.0553177910151 | 0.0553177910151352 |
112 | -22 | -21.4266124091947 | -0.573387590805267 |
113 | -19 | -19.4619644507704 | 0.461964450770355 |
114 | -18 | -17.5656445274454 | -0.434355472554602 |
115 | -17 | -17.3094116504756 | 0.309411650475614 |
116 | -11 | -11.0665393070031 | 0.0665393070030934 |
117 | -11 | -11.1075635886772 | 0.107563588677249 |
118 | -12 | -11.3863464870055 | -0.613653512994494 |
119 | -10 | -9.80349118318724 | -0.196508816812762 |
120 | -15 | -15.1508900471054 | 0.150890047105353 |
121 | -15 | -14.8374490615997 | -0.162550938400267 |
122 | -15 | -15.0592439945662 | 0.0592439945661967 |
123 | -13 | -12.5735544940133 | -0.426445505986675 |
124 | -8 | -7.95051829639572 | -0.0494817036042773 |
125 | -13 | -12.8388856398457 | -0.161114360154317 |
126 | -9 | -9.39718141400746 | 0.397181414007459 |
127 | -7 | -6.74818423709966 | -0.251815762900335 |
128 | -4 | -4.0538578596109 | 0.053857859610903 |
129 | -4 | -4.1100709939421 | 0.110070993942102 |
130 | -2 | -2.68165343030326 | 0.681653430303263 |
131 | 0 | -0.399496961213461 | 0.399496961213461 |
132 | -2 | -1.94540329287914 | -0.0545967071208606 |
133 | -3 | -3.09383062517279 | 0.0938306251727931 |
134 | 1 | 1.18638321039345 | -0.186383210393448 |
135 | -2 | -2.55609191443443 | 0.556091914434432 |
136 | -1 | -1.29706358624191 | 0.297063586241905 |
137 | 1 | 0.722020414807859 | 0.277979585192141 |
138 | -3 | -2.59690293425383 | -0.40309706574617 |
139 | -4 | -4.3160063896981 | 0.316006389698101 |
140 | -9 | -8.8122591654888 | -0.187740834511196 |
141 | -9 | -8.74971076714556 | -0.250289232854442 |
142 | -7 | -6.74455965315697 | -0.255440346843032 |
143 | -14 | -14.0457466372846 | 0.0457466372846402 |
144 | -12 | -11.9304274809047 | -0.0695725190952615 |
145 | -16 | -16.3036146981436 | 0.303614698143551 |
146 | -20 | -19.6719106874237 | -0.328089312576292 |
147 | -12 | -12.0770611711296 | 0.0770611711296251 |
148 | -12 | -11.8309946389971 | -0.169005361002892 |
149 | -10 | -10.1800073113612 | 0.180007311361208 |
150 | -10 | -9.9023080113612 | -0.0976919886387966 |
151 | -13 | -13.0630275295408 | 0.0630275295407895 |
152 | -16 | -15.8748422235352 | -0.125157776464846 |
153 | -14 | -13.9278941459171 | -0.0721058540829077 |
154 | -17 | -16.804270332787 | -0.195729667213028 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.570476476956082 | 0.859047046087837 | 0.429523523043918 |
11 | 0.402879034722434 | 0.805758069444868 | 0.597120965277566 |
12 | 0.263118971861914 | 0.526237943723829 | 0.736881028138086 |
13 | 0.162590350701529 | 0.325180701403057 | 0.837409649298471 |
14 | 0.0968459763383509 | 0.193691952676702 | 0.903154023661649 |
15 | 0.0562419709124031 | 0.112483941824806 | 0.943758029087597 |
16 | 0.0375007207965652 | 0.0750014415931305 | 0.962499279203435 |
17 | 0.0207980811190991 | 0.0415961622381982 | 0.979201918880901 |
18 | 0.0763996376958933 | 0.152799275391787 | 0.923600362304107 |
19 | 0.0529507082252716 | 0.105901416450543 | 0.947049291774728 |
20 | 0.0535067115721975 | 0.107013423144395 | 0.946493288427802 |
21 | 0.0816993225653914 | 0.163398645130783 | 0.918300677434609 |
22 | 0.0854369613112767 | 0.170873922622553 | 0.914563038688723 |
23 | 0.0787511171129644 | 0.157502234225929 | 0.921248882887036 |
24 | 0.0546482775782643 | 0.109296555156529 | 0.945351722421736 |
25 | 0.0569715490766264 | 0.113943098153253 | 0.943028450923374 |
26 | 0.17860804244228 | 0.35721608488456 | 0.82139195755772 |
27 | 0.135804001715116 | 0.271608003430232 | 0.864195998284884 |
28 | 0.132512463211987 | 0.265024926423973 | 0.867487536788013 |
29 | 0.12501448600928 | 0.250028972018561 | 0.87498551399072 |
30 | 0.103412994836382 | 0.206825989672763 | 0.896587005163618 |
31 | 0.159560240211685 | 0.31912048042337 | 0.840439759788315 |
32 | 0.290189161366885 | 0.580378322733771 | 0.709810838633115 |
33 | 0.348559201265639 | 0.697118402531278 | 0.651440798734361 |
34 | 0.396147175694847 | 0.792294351389694 | 0.603852824305153 |
35 | 0.447088720989567 | 0.894177441979134 | 0.552911279010433 |
36 | 0.397960359621478 | 0.795920719242956 | 0.602039640378522 |
37 | 0.393316592845002 | 0.786633185690005 | 0.606683407154998 |
38 | 0.344780126486086 | 0.689560252972172 | 0.655219873513914 |
39 | 0.399935945515297 | 0.799871891030593 | 0.600064054484703 |
40 | 0.403640655577838 | 0.807281311155676 | 0.596359344422162 |
41 | 0.400596372739574 | 0.801192745479147 | 0.599403627260426 |
42 | 0.441055644563613 | 0.882111289127225 | 0.558944355436387 |
43 | 0.466201446258679 | 0.932402892517357 | 0.533798553741321 |
44 | 0.552420510834766 | 0.895158978330468 | 0.447579489165234 |
45 | 0.544656319732722 | 0.910687360534556 | 0.455343680267278 |
46 | 0.572386674251854 | 0.855226651496292 | 0.427613325748146 |
47 | 0.617415242121131 | 0.765169515757737 | 0.382584757878869 |
48 | 0.580632660449171 | 0.838734679101657 | 0.419367339550829 |
49 | 0.548180647962256 | 0.903638704075487 | 0.451819352037744 |
50 | 0.498413940515514 | 0.996827881031029 | 0.501586059484486 |
51 | 0.504920728686437 | 0.990158542627126 | 0.495079271313563 |
52 | 0.454823969263367 | 0.909647938526734 | 0.545176030736633 |
53 | 0.428911447633584 | 0.857822895267167 | 0.571088552366416 |
54 | 0.438723020750516 | 0.877446041501033 | 0.561276979249483 |
55 | 0.403443246698145 | 0.806886493396291 | 0.596556753301855 |
56 | 0.360737409222657 | 0.721474818445314 | 0.639262590777343 |
57 | 0.38359615692903 | 0.767192313858061 | 0.61640384307097 |
58 | 0.401414998798783 | 0.802829997597566 | 0.598585001201217 |
59 | 0.361801107426196 | 0.723602214852393 | 0.638198892573804 |
60 | 0.342262350390217 | 0.684524700780435 | 0.657737649609783 |
61 | 0.38815331022162 | 0.77630662044324 | 0.61184668977838 |
62 | 0.560426194303372 | 0.879147611393256 | 0.439573805696628 |
63 | 0.567604986134847 | 0.864790027730307 | 0.432395013865153 |
64 | 0.574112606072733 | 0.851774787854534 | 0.425887393927267 |
65 | 0.755968272623579 | 0.488063454752843 | 0.244031727376421 |
66 | 0.718728562090436 | 0.562542875819128 | 0.281271437909564 |
67 | 0.781818048131553 | 0.436363903736893 | 0.218181951868447 |
68 | 0.784682367129946 | 0.430635265740108 | 0.215317632870054 |
69 | 0.769410988288543 | 0.461178023422913 | 0.230589011711457 |
70 | 0.744997283582675 | 0.51000543283465 | 0.255002716417325 |
71 | 0.771298681548945 | 0.45740263690211 | 0.228701318451055 |
72 | 0.750186646128183 | 0.499626707743634 | 0.249813353871817 |
73 | 0.726878950835336 | 0.546242098329327 | 0.273121049164664 |
74 | 0.753452741904299 | 0.493094516191402 | 0.246547258095701 |
75 | 0.783216382366395 | 0.43356723526721 | 0.216783617633605 |
76 | 0.786619496324432 | 0.426761007351135 | 0.213380503675568 |
77 | 0.797740057888618 | 0.404519884222763 | 0.202259942111382 |
78 | 0.781523800616064 | 0.436952398767873 | 0.218476199383936 |
79 | 0.748208184334476 | 0.503583631331047 | 0.251791815665524 |
80 | 0.74634761219678 | 0.50730477560644 | 0.25365238780322 |
81 | 0.740002156346416 | 0.519995687307168 | 0.259997843653584 |
82 | 0.744046524801208 | 0.511906950397585 | 0.255953475198792 |
83 | 0.775626944057622 | 0.448746111884756 | 0.224373055942378 |
84 | 0.74804944700407 | 0.50390110599186 | 0.25195055299593 |
85 | 0.757804024666792 | 0.484391950666415 | 0.242195975333208 |
86 | 0.731392975284018 | 0.537214049431964 | 0.268607024715982 |
87 | 0.754018419142466 | 0.491963161715068 | 0.245981580857534 |
88 | 0.750840180210005 | 0.49831963957999 | 0.249159819789995 |
89 | 0.720564450530036 | 0.558871098939928 | 0.279435549469964 |
90 | 0.769127963732862 | 0.461744072534277 | 0.230872036267138 |
91 | 0.758917866770548 | 0.482164266458904 | 0.241082133229452 |
92 | 0.80962750726893 | 0.380744985462141 | 0.19037249273107 |
93 | 0.778605383968219 | 0.442789232063563 | 0.221394616031781 |
94 | 0.749607129949383 | 0.500785740101233 | 0.250392870050617 |
95 | 0.768620901244349 | 0.462758197511302 | 0.231379098755651 |
96 | 0.752211946349477 | 0.495576107301046 | 0.247788053650523 |
97 | 0.754361293584268 | 0.491277412831463 | 0.245638706415732 |
98 | 0.783768593115113 | 0.432462813769774 | 0.216231406884887 |
99 | 0.757825554352685 | 0.484348891294631 | 0.242174445647315 |
100 | 0.722630064728393 | 0.554739870543215 | 0.277369935271607 |
101 | 0.71297633561804 | 0.574047328763921 | 0.28702366438196 |
102 | 0.67861786100214 | 0.642764277995719 | 0.32138213899786 |
103 | 0.634242119458705 | 0.731515761082589 | 0.365757880541295 |
104 | 0.625043848910328 | 0.749912302179344 | 0.374956151089672 |
105 | 0.640592430326577 | 0.718815139346847 | 0.359407569673424 |
106 | 0.592432729467304 | 0.815134541065393 | 0.407567270532696 |
107 | 0.633289107617494 | 0.733421784765011 | 0.366710892382506 |
108 | 0.684803131250242 | 0.630393737499516 | 0.315196868749758 |
109 | 0.681621030878899 | 0.636757938242203 | 0.318378969121101 |
110 | 0.638730626582164 | 0.722538746835672 | 0.361269373417836 |
111 | 0.587870620338429 | 0.824258759323143 | 0.412129379661571 |
112 | 0.717779894563954 | 0.564440210872092 | 0.282220105436046 |
113 | 0.821871861865188 | 0.356256276269624 | 0.178128138134812 |
114 | 0.830790344780788 | 0.338419310438425 | 0.169209655219212 |
115 | 0.831347932142898 | 0.337304135714204 | 0.168652067857102 |
116 | 0.795447984989335 | 0.409104030021329 | 0.204552015010665 |
117 | 0.763247781431715 | 0.473504437136571 | 0.236752218568285 |
118 | 0.85385465924668 | 0.29229068150664 | 0.14614534075332 |
119 | 0.827966643752529 | 0.344066712494942 | 0.172033356247471 |
120 | 0.813024204412692 | 0.373951591174616 | 0.186975795587308 |
121 | 0.769948242612265 | 0.460103514775471 | 0.230051757387735 |
122 | 0.742320962594161 | 0.515358074811678 | 0.257679037405839 |
123 | 0.750330857379187 | 0.499338285241626 | 0.249669142620813 |
124 | 0.700112720766624 | 0.599774558466753 | 0.299887279233376 |
125 | 0.673783916539575 | 0.652432166920849 | 0.326216083460424 |
126 | 0.697012025812003 | 0.605975948375995 | 0.302987974187997 |
127 | 0.741807526277715 | 0.51638494744457 | 0.258192473722285 |
128 | 0.720294186512092 | 0.559411626975817 | 0.279705813487908 |
129 | 0.689720567590643 | 0.620558864818714 | 0.310279432409357 |
130 | 0.865316576201462 | 0.269366847597076 | 0.134683423798538 |
131 | 0.940678026246491 | 0.118643947507018 | 0.0593219737535091 |
132 | 0.9277354402481 | 0.144529119503801 | 0.0722645597519004 |
133 | 0.917085850858179 | 0.165828298283643 | 0.0829141491418215 |
134 | 0.879572166861366 | 0.240855666277269 | 0.120427833138634 |
135 | 0.909374291450269 | 0.181251417099461 | 0.0906257085497306 |
136 | 0.903644763215762 | 0.192710473568476 | 0.0963552367842382 |
137 | 0.949356904828478 | 0.101286190343044 | 0.0506430951715222 |
138 | 0.948631229758835 | 0.10273754048233 | 0.0513687702411648 |
139 | 0.930188217026177 | 0.139623565947646 | 0.0698117829738228 |
140 | 0.94146932771611 | 0.11706134456778 | 0.0585306722838899 |
141 | 0.969528796078148 | 0.0609424078437041 | 0.030471203921852 |
142 | 0.986404090034027 | 0.027191819931947 | 0.0135959099659735 |
143 | 0.95929723667864 | 0.0814055266427191 | 0.0407027633213595 |
144 | 0.888329985629625 | 0.223340028740749 | 0.111670014370375 |
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 | 2 | 0.0148148148148148 | OK |
10% type I error level | 5 | 0.037037037037037 | OK |