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
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.4910405586597830.1752992.80120.0057780.002889
maand-0.01246965225457770.007271-1.7150.088460.04423
economischesituatie0.2554580459391840.00409962.327300
werkloosheid-0.2503950950535030.001334-187.700300
financielesituatie0.2516506091281390.01757714.316700
spaarvermogen0.2301437430320140.00759530.302900
t-0.003240326512405930.00119-2.7240.0072330.003616


Multiple Linear Regression - Regression Statistics
Multiple R0.999389722778313
R-squared0.998779817994914
Adjusted R-squared0.998730014647767
F-TEST (value)20054.4717418131
F-TEST (DF numerator)6
F-TEST (DF denominator)147
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.304728345989076
Sum Squared Residuals13.650326632838


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
199.03636939217938-0.0363693921793841
21110.9225634137330.0774365862670156
31312.9327770270860.0672229729139832
41211.99653297077810.00346702922186672
51312.93954430520630.0604556947936841
61515.1647132604556-0.164713260455557
71312.73999062630070.260009373699328
81615.54040026043490.459599739565133
91010.3638826003854-0.363882600385389
101414.0154792172341-0.0154792172341374
111414.03014649226-0.0301464922600067
121515.0413311966142-0.0413311966142053
131313.2834789463529-0.283478946352936
1488.36850134285526-0.368501342855264
1577.34363700483932-0.343637004839316
1633.63149869073839-0.631498690738385
1733.35782008940418-0.357820089404183
1843.864407166840330.135592833159671
1944.25961158239767-0.259611582397669
2000.460149395250463-0.460149395250463
21-4-4.0588657607110.058865760710999
22-14-14.28378847739470.28378847739475
23-18-18.32987876585030.329878765850316
24-8-8.223463425399110.223463425399111
25-1-1.374475205618670.374475205618674
2611.54493196401642-0.544931964016418
2722.04394551393885-0.0439455139388487
280-0.1240640117234520.124064011723452
2911.29552451032703-0.295524510327035
300-0.1415506306750110.141550630675011
31-1-1.57505478921370.575054789213702
32-3-3.500243198857450.500243198857452
33-3-3.490638874717270.490638874717265
34-3-2.76528901857387-0.234710981426133
35-4-3.73826923670084-0.261730763299162
36-8-8.025885135555650.0258851355556516
37-9-9.05555138669610.0555513866960998
38-13-12.7651377780606-0.234862221939379
39-18-18.21610932199610.216109321996138
40-11-10.6693769318459-0.330623068154112
41-9-9.355912561027970.355912561027974
42-10-10.4402758925550.44027589255499
43-13-12.7259860935352-0.274013906464822
44-11-10.4995211811454-0.500478818854602
45-5-5.293669422565420.29366942256542
46-15-14.7800842270752-0.219915772924801
47-6-6.525180735477920.525180735477925
48-6-6.22848604905230.228486049052304
49-3-3.110069960622570.110069960622573
50-1-0.958291991358433-0.0417080086415674
51-3-2.67613948120683-0.323860518793169
52-4-3.97926513991986-0.0207348600801378
53-6-5.74899674965724-0.251003250342762
540-0.2750095721515380.275009572151538
55-4-4.052965344723850.0529653447238545
56-2-2.044007245445450.044007245445454
57-2-2.377184840290720.377184840290725
58-6-6.391643263921270.391643263921275
59-7-7.116739415144010.116739415144014
60-6-5.92984655886195-0.0701534411380477
61-6-5.52401874942438-0.475981250575624
62-3-3.627698826099420.62769882609942
63-2-2.311682984066330.311682984066332
64-5-4.61890050266388-0.381099497336119
65-11-11.59630140575290.59630140575295
66-11-10.9051362402134-0.0948637597865515
67-11-11.41151095883730.411510958837312
68-10-9.63014467985452-0.369855320145485
69-14-13.6040599563762-0.395940043623818
70-8-8.100991482218170.100991482218171
71-9-9.30792288018820.307922880188203
72-5-4.97727599856817-0.0227240014318263
73-1-1.111482061788980.11148206178898
74-2-2.30322505862320.303225058623204
75-5-5.319869192742410.319869192742413
76-4-3.60306485815637-0.396935141843635
77-6-5.56369256943618-0.436307430563824
78-2-2.132113793848080.132113793848079
79-2-1.86198847288303-0.138011527116974
80-2-1.59186405496045-0.408135945039554
81-2-1.62021051212683-0.379789487873173
8222.38429392547874-0.38429392547874
8310.7120120905590010.287987909440999
84-8-7.94621411423344-0.0537858857665594
85-1-1.228624357048080.22862435704808
8610.9320235483915520.0679764516084481
87-1-0.582250015406639-0.417749984593361
8821.834051495732730.165948504267269
8921.896599894075980.103400105924024
9011.42440986605601-0.42440986605601
91-1-0.800546278859711-0.199453721140289
92-2-2.370511850879160.370511850879161
93-2-1.8841761254645-0.115823874535497
94-1-0.894498287206429-0.105501712793571
95-8-7.57844991998384-0.421550080016158
96-4-4.117749404677530.117749404677527
97-6-6.189262285727270.189262285727273
98-3-3.40635652111760.406356521117604
99-3-3.165312045283630.165312045283628
100-7-7.15190424327060.151904243270598
101-9-8.80161925778013-0.198380742219867
102-11-11.06071919871260.0607191987126114
103-13-13.11251911443690.112519114436881
104-11-11.30207153880180.302071538801772
105-9-8.69255800621001-0.307441993789987
106-17-17.12165952769740.121659527697384
107-22-21.5824716472883-0.417528352711684
108-25-24.619367133429-0.380632866570987
109-20-20.31989551911230.319895519112269
110-24-24.0624110870060.0624110870060471
111-24-24.05531779101510.0553177910151352
112-22-21.4266124091947-0.573387590805267
113-19-19.46196445077040.461964450770355
114-18-17.5656445274454-0.434355472554602
115-17-17.30941165047560.309411650475614
116-11-11.06653930700310.0665393070030934
117-11-11.10756358867720.107563588677249
118-12-11.3863464870055-0.613653512994494
119-10-9.80349118318724-0.196508816812762
120-15-15.15089004710540.150890047105353
121-15-14.8374490615997-0.162550938400267
122-15-15.05924399456620.0592439945661967
123-13-12.5735544940133-0.426445505986675
124-8-7.95051829639572-0.0494817036042773
125-13-12.8388856398457-0.161114360154317
126-9-9.397181414007460.397181414007459
127-7-6.74818423709966-0.251815762900335
128-4-4.05385785961090.053857859610903
129-4-4.11007099394210.110070993942102
130-2-2.681653430303260.681653430303263
1310-0.3994969612134610.399496961213461
132-2-1.94540329287914-0.0545967071208606
133-3-3.093830625172790.0938306251727931
13411.18638321039345-0.186383210393448
135-2-2.556091914434430.556091914434432
136-1-1.297063586241910.297063586241905
13710.7220204148078590.277979585192141
138-3-2.59690293425383-0.40309706574617
139-4-4.31600638969810.316006389698101
140-9-8.8122591654888-0.187740834511196
141-9-8.74971076714556-0.250289232854442
142-7-6.74455965315697-0.255440346843032
143-14-14.04574663728460.0457466372846402
144-12-11.9304274809047-0.0695725190952615
145-16-16.30361469814360.303614698143551
146-20-19.6719106874237-0.328089312576292
147-12-12.07706117112960.0770611711296251
148-12-11.8309946389971-0.169005361002892
149-10-10.18000731136120.180007311361208
150-10-9.9023080113612-0.0976919886387966
151-13-13.06302752954080.0630275295407895
152-16-15.8748422235352-0.125157776464846
153-14-13.9278941459171-0.0721058540829077
154-17-16.804270332787-0.195729667213028


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.5704764769560820.8590470460878370.429523523043918
110.4028790347224340.8057580694448680.597120965277566
120.2631189718619140.5262379437238290.736881028138086
130.1625903507015290.3251807014030570.837409649298471
140.09684597633835090.1936919526767020.903154023661649
150.05624197091240310.1124839418248060.943758029087597
160.03750072079656520.07500144159313050.962499279203435
170.02079808111909910.04159616223819820.979201918880901
180.07639963769589330.1527992753917870.923600362304107
190.05295070822527160.1059014164505430.947049291774728
200.05350671157219750.1070134231443950.946493288427802
210.08169932256539140.1633986451307830.918300677434609
220.08543696131127670.1708739226225530.914563038688723
230.07875111711296440.1575022342259290.921248882887036
240.05464827757826430.1092965551565290.945351722421736
250.05697154907662640.1139430981532530.943028450923374
260.178608042442280.357216084884560.82139195755772
270.1358040017151160.2716080034302320.864195998284884
280.1325124632119870.2650249264239730.867487536788013
290.125014486009280.2500289720185610.87498551399072
300.1034129948363820.2068259896727630.896587005163618
310.1595602402116850.319120480423370.840439759788315
320.2901891613668850.5803783227337710.709810838633115
330.3485592012656390.6971184025312780.651440798734361
340.3961471756948470.7922943513896940.603852824305153
350.4470887209895670.8941774419791340.552911279010433
360.3979603596214780.7959207192429560.602039640378522
370.3933165928450020.7866331856900050.606683407154998
380.3447801264860860.6895602529721720.655219873513914
390.3999359455152970.7998718910305930.600064054484703
400.4036406555778380.8072813111556760.596359344422162
410.4005963727395740.8011927454791470.599403627260426
420.4410556445636130.8821112891272250.558944355436387
430.4662014462586790.9324028925173570.533798553741321
440.5524205108347660.8951589783304680.447579489165234
450.5446563197327220.9106873605345560.455343680267278
460.5723866742518540.8552266514962920.427613325748146
470.6174152421211310.7651695157577370.382584757878869
480.5806326604491710.8387346791016570.419367339550829
490.5481806479622560.9036387040754870.451819352037744
500.4984139405155140.9968278810310290.501586059484486
510.5049207286864370.9901585426271260.495079271313563
520.4548239692633670.9096479385267340.545176030736633
530.4289114476335840.8578228952671670.571088552366416
540.4387230207505160.8774460415010330.561276979249483
550.4034432466981450.8068864933962910.596556753301855
560.3607374092226570.7214748184453140.639262590777343
570.383596156929030.7671923138580610.61640384307097
580.4014149987987830.8028299975975660.598585001201217
590.3618011074261960.7236022148523930.638198892573804
600.3422623503902170.6845247007804350.657737649609783
610.388153310221620.776306620443240.61184668977838
620.5604261943033720.8791476113932560.439573805696628
630.5676049861348470.8647900277303070.432395013865153
640.5741126060727330.8517747878545340.425887393927267
650.7559682726235790.4880634547528430.244031727376421
660.7187285620904360.5625428758191280.281271437909564
670.7818180481315530.4363639037368930.218181951868447
680.7846823671299460.4306352657401080.215317632870054
690.7694109882885430.4611780234229130.230589011711457
700.7449972835826750.510005432834650.255002716417325
710.7712986815489450.457402636902110.228701318451055
720.7501866461281830.4996267077436340.249813353871817
730.7268789508353360.5462420983293270.273121049164664
740.7534527419042990.4930945161914020.246547258095701
750.7832163823663950.433567235267210.216783617633605
760.7866194963244320.4267610073511350.213380503675568
770.7977400578886180.4045198842227630.202259942111382
780.7815238006160640.4369523987678730.218476199383936
790.7482081843344760.5035836313310470.251791815665524
800.746347612196780.507304775606440.25365238780322
810.7400021563464160.5199956873071680.259997843653584
820.7440465248012080.5119069503975850.255953475198792
830.7756269440576220.4487461118847560.224373055942378
840.748049447004070.503901105991860.25195055299593
850.7578040246667920.4843919506664150.242195975333208
860.7313929752840180.5372140494319640.268607024715982
870.7540184191424660.4919631617150680.245981580857534
880.7508401802100050.498319639579990.249159819789995
890.7205644505300360.5588710989399280.279435549469964
900.7691279637328620.4617440725342770.230872036267138
910.7589178667705480.4821642664589040.241082133229452
920.809627507268930.3807449854621410.19037249273107
930.7786053839682190.4427892320635630.221394616031781
940.7496071299493830.5007857401012330.250392870050617
950.7686209012443490.4627581975113020.231379098755651
960.7522119463494770.4955761073010460.247788053650523
970.7543612935842680.4912774128314630.245638706415732
980.7837685931151130.4324628137697740.216231406884887
990.7578255543526850.4843488912946310.242174445647315
1000.7226300647283930.5547398705432150.277369935271607
1010.712976335618040.5740473287639210.28702366438196
1020.678617861002140.6427642779957190.32138213899786
1030.6342421194587050.7315157610825890.365757880541295
1040.6250438489103280.7499123021793440.374956151089672
1050.6405924303265770.7188151393468470.359407569673424
1060.5924327294673040.8151345410653930.407567270532696
1070.6332891076174940.7334217847650110.366710892382506
1080.6848031312502420.6303937374995160.315196868749758
1090.6816210308788990.6367579382422030.318378969121101
1100.6387306265821640.7225387468356720.361269373417836
1110.5878706203384290.8242587593231430.412129379661571
1120.7177798945639540.5644402108720920.282220105436046
1130.8218718618651880.3562562762696240.178128138134812
1140.8307903447807880.3384193104384250.169209655219212
1150.8313479321428980.3373041357142040.168652067857102
1160.7954479849893350.4091040300213290.204552015010665
1170.7632477814317150.4735044371365710.236752218568285
1180.853854659246680.292290681506640.14614534075332
1190.8279666437525290.3440667124949420.172033356247471
1200.8130242044126920.3739515911746160.186975795587308
1210.7699482426122650.4601035147754710.230051757387735
1220.7423209625941610.5153580748116780.257679037405839
1230.7503308573791870.4993382852416260.249669142620813
1240.7001127207666240.5997745584667530.299887279233376
1250.6737839165395750.6524321669208490.326216083460424
1260.6970120258120030.6059759483759950.302987974187997
1270.7418075262777150.516384947444570.258192473722285
1280.7202941865120920.5594116269758170.279705813487908
1290.6897205675906430.6205588648187140.310279432409357
1300.8653165762014620.2693668475970760.134683423798538
1310.9406780262464910.1186439475070180.0593219737535091
1320.92773544024810.1445291195038010.0722645597519004
1330.9170858508581790.1658282982836430.0829141491418215
1340.8795721668613660.2408556662772690.120427833138634
1350.9093742914502690.1812514170994610.0906257085497306
1360.9036447632157620.1927104735684760.0963552367842382
1370.9493569048284780.1012861903430440.0506430951715222
1380.9486312297588350.102737540482330.0513687702411648
1390.9301882170261770.1396235659476460.0698117829738228
1400.941469327716110.117061344567780.0585306722838899
1410.9695287960781480.06094240784370410.030471203921852
1420.9864040900340270.0271918199319470.0135959099659735
1430.959297236678640.08140552664271910.0407027633213595
1440.8883299856296250.2233400287407490.111670014370375


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level20.0148148148148148OK
10% type I error level50.037037037037037OK