| Multiple Linear Regression - Estimated Regression Equation |
| Algemeen_indexcijfer[t] = + 212.482837744783 -0.261484576290743Tabak[t] + 0.0880624144747609Kleding_en_schoeisel[t] -0.57481189505538`Stoff_huish_app_&_ond_won.`[t] -1.17152587000362Gezondheidsuitgaven[t] -0.443136210722326Communicatie[t] -0.194688958261901Onderwijs[t] -0.102969150618992`Hotels_caf\303\251s_en_restaurants`[t] + 1.58032349787973`Diverse_goederen_&_diensten`[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) | 212.482837744783 | 34.489667 | 6.1608 | 0 | 0 |
| Tabak | -0.261484576290743 | 0.055739 | -4.6912 | 1.2e-05 | 6e-06 |
| Kleding_en_schoeisel | 0.0880624144747609 | 0.335642 | 0.2624 | 0.793775 | 0.396888 |
| `Stoff_huish_app_&_ond_won.` | -0.57481189505538 | 0.32773 | -1.7539 | 0.083642 | 0.041821 |
| Gezondheidsuitgaven | -1.17152587000362 | 0.23946 | -4.8924 | 6e-06 | 3e-06 |
| Communicatie | -0.443136210722326 | 0.121971 | -3.6331 | 0.000518 | 0.000259 |
| Onderwijs | -0.194688958261901 | 0.100242 | -1.9422 | 0.055972 | 0.027986 |
| `Hotels_caf\303\251s_en_restaurants` | -0.102969150618992 | 0.107428 | -0.9585 | 0.340977 | 0.170488 |
| `Diverse_goederen_&_diensten` | 1.58032349787973 | 0.161415 | 9.7904 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.990073691817479 |
| R-squared | 0.980245915229093 |
| Adjusted R-squared | 0.978081084021322 |
| F-TEST (value) | 452.804778363546 |
| F-TEST (DF numerator) | 8 |
| F-TEST (DF denominator) | 73 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.788517862050677 |
| Sum Squared Residuals | 45.3885105704269 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 103.48 | 102.459918425733 | 1.02008157426714 |
| 2 | 103.93 | 103.142157412574 | 0.787842587426382 |
| 3 | 103.89 | 103.61279128588 | 0.277208714120194 |
| 4 | 104.4 | 103.698241228468 | 0.701758771532119 |
| 5 | 104.79 | 103.977574068 | 0.812425931999705 |
| 6 | 104.77 | 104.51098661394 | 0.25901338605955 |
| 7 | 105.13 | 105.48337108899 | -0.353371088989534 |
| 8 | 105.26 | 105.474131890376 | -0.214131890376346 |
| 9 | 104.96 | 105.671938764033 | -0.711938764033333 |
| 10 | 104.75 | 105.253935186788 | -0.503935186788378 |
| 11 | 105.01 | 105.324909706313 | -0.314909706312883 |
| 12 | 105.15 | 105.179050352676 | -0.0290503526757719 |
| 13 | 105.2 | 106.514462414949 | -1.31446241494899 |
| 14 | 105.77 | 106.359170446299 | -0.589170446299243 |
| 15 | 105.78 | 105.77368272826 | 0.00631727174031845 |
| 16 | 106.26 | 105.736830544337 | 0.523169455662591 |
| 17 | 106.13 | 105.829344595027 | 0.300655404972827 |
| 18 | 106.12 | 107.634003246848 | -1.51400324684819 |
| 19 | 106.57 | 107.573777415054 | -1.00377741505429 |
| 20 | 106.44 | 107.446682773098 | -1.00668277309765 |
| 21 | 106.54 | 108.018006865951 | -1.47800686595072 |
| 22 | 107.1 | 107.993086807875 | -0.893086807875154 |
| 23 | 108.1 | 108.134281822366 | -0.0342818223657317 |
| 24 | 108.4 | 108.033163520342 | 0.366836479658188 |
| 25 | 108.84 | 108.429483817596 | 0.410516182403655 |
| 26 | 109.62 | 109.584877222344 | 0.0351227776561192 |
| 27 | 110.42 | 109.752259544453 | 0.667740455546615 |
| 28 | 110.67 | 109.879775437571 | 0.790224562428694 |
| 29 | 111.66 | 110.378250584855 | 1.28174941514468 |
| 30 | 112.28 | 110.227389312101 | 2.05261068789888 |
| 31 | 112.87 | 111.521252211536 | 1.34874778846387 |
| 32 | 112.18 | 111.141704070806 | 1.03829592919448 |
| 33 | 112.36 | 111.937813042504 | 0.422186957495686 |
| 34 | 112.16 | 111.505991844229 | 0.654008155771302 |
| 35 | 111.49 | 111.689435173658 | -0.199435173657574 |
| 36 | 111.25 | 111.467189693373 | -0.217189693373231 |
| 37 | 111.36 | 110.781505662049 | 0.578494337950695 |
| 38 | 111.74 | 110.441510762764 | 1.29848923723641 |
| 39 | 111.1 | 111.237504428165 | -0.13750442816538 |
| 40 | 111.33 | 110.633131710527 | 0.696868289473375 |
| 41 | 111.25 | 111.552223814126 | -0.302223814125573 |
| 42 | 111.04 | 111.701286297448 | -0.661286297448448 |
| 43 | 110.97 | 112.566735472206 | -1.59673547220566 |
| 44 | 111.31 | 112.684954470321 | -1.37495447032105 |
| 45 | 111.02 | 112.972461076587 | -1.95246107658731 |
| 46 | 111.07 | 111.682181623075 | -0.612181623074934 |
| 47 | 111.36 | 112.958250043148 | -1.59825004314756 |
| 48 | 111.54 | 112.364800764073 | -0.824800764072537 |
| 49 | 112.05 | 111.977772480386 | 0.0722275196143904 |
| 50 | 112.52 | 113.017413835259 | -0.497413835259098 |
| 51 | 112.94 | 113.311822578648 | -0.371822578648433 |
| 52 | 113.33 | 113.216799627777 | 0.113200372223332 |
| 53 | 113.78 | 113.103242636204 | 0.676757363795824 |
| 54 | 113.77 | 113.529999060758 | 0.240000939241676 |
| 55 | 113.82 | 113.717386503853 | 0.102613496146724 |
| 56 | 113.89 | 113.600477271123 | 0.289522728876629 |
| 57 | 114.25 | 114.095096562346 | 0.154903437654332 |
| 58 | 114.41 | 114.535188283331 | -0.125188283331298 |
| 59 | 114.55 | 114.811902176487 | -0.261902176487011 |
| 60 | 115 | 114.542390181561 | 0.457609818439363 |
| 61 | 115.66 | 115.589214293533 | 0.0707857064673529 |
| 62 | 116.33 | 116.835277017028 | -0.50527701702821 |
| 63 | 116.91 | 117.162069798603 | -0.252069798603303 |
| 64 | 117.2 | 117.531389685211 | -0.331389685210593 |
| 65 | 117.59 | 117.458687829092 | 0.131312170908061 |
| 66 | 117.95 | 117.240434021182 | 0.709565978818157 |
| 67 | 118.09 | 117.226645293145 | 0.863354706854824 |
| 68 | 117.99 | 117.406493039875 | 0.583506960125495 |
| 69 | 118.31 | 118.43014842551 | -0.120148425510398 |
| 70 | 118.49 | 118.10100299464 | 0.388997005360067 |
| 71 | 118.96 | 118.400141311297 | 0.559858688703372 |
| 72 | 119.01 | 118.354241500926 | 0.655758499073601 |
| 73 | 119.88 | 119.955062339435 | -0.07506233943527 |
| 74 | 120.59 | 120.033457705563 | 0.556542294437379 |
| 75 | 120.85 | 120.355396709585 | 0.49460329041548 |
| 76 | 120.93 | 120.714599744163 | 0.215400255837109 |
| 77 | 120.89 | 120.820278013035 | 0.0697219869646472 |
| 78 | 120.61 | 121.14849270702 | -0.538492707019748 |
| 79 | 120.83 | 121.401861349284 | -0.571861349283915 |
| 80 | 121.36 | 121.403130271066 | -0.043130271065622 |
| 81 | 121.57 | 122.214122840602 | -0.644122840602004 |
| 82 | 121.79 | 121.750894628781 | 0.0391053712190722 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 12 | 4.4164205588943e-05 | 8.83284111778859e-05 | 0.999955835794411 |
| 13 | 6.8368962220355e-05 | 0.00013673792444071 | 0.99993163103778 |
| 14 | 2.80985891625418e-05 | 5.61971783250837e-05 | 0.999971901410837 |
| 15 | 8.04977898783362e-06 | 1.60995579756672e-05 | 0.999991950221012 |
| 16 | 2.21537632519281e-05 | 4.43075265038563e-05 | 0.999977846236748 |
| 17 | 7.60679206452247e-06 | 1.52135841290449e-05 | 0.999992393207935 |
| 18 | 1.77396368796334e-06 | 3.54792737592667e-06 | 0.999998226036312 |
| 19 | 5.30180224043406e-05 | 0.000106036044808681 | 0.999946981977596 |
| 20 | 5.12493138820183e-05 | 0.000102498627764037 | 0.999948750686118 |
| 21 | 5.86568391242926e-05 | 0.000117313678248585 | 0.999941343160876 |
| 22 | 0.00016404573186966 | 0.00032809146373932 | 0.99983595426813 |
| 23 | 0.00734572558974233 | 0.0146914511794847 | 0.992654274410258 |
| 24 | 0.019651650597913 | 0.039303301195826 | 0.980348349402087 |
| 25 | 0.0394735243649123 | 0.0789470487298245 | 0.960526475635088 |
| 26 | 0.0497674514637038 | 0.0995349029274075 | 0.950232548536296 |
| 27 | 0.043749652069652 | 0.087499304139304 | 0.956250347930348 |
| 28 | 0.0378881546799615 | 0.075776309359923 | 0.962111845320039 |
| 29 | 0.0267469071571544 | 0.0534938143143088 | 0.973253092842846 |
| 30 | 0.0406859057322995 | 0.0813718114645991 | 0.9593140942677 |
| 31 | 0.0394867138704739 | 0.0789734277409479 | 0.960513286129526 |
| 32 | 0.0541307399557233 | 0.108261479911447 | 0.945869260044277 |
| 33 | 0.175917127177244 | 0.351834254354488 | 0.824082872822756 |
| 34 | 0.485498104804375 | 0.970996209608751 | 0.514501895195625 |
| 35 | 0.683584923841573 | 0.632830152316855 | 0.316415076158428 |
| 36 | 0.881194964941191 | 0.237610070117618 | 0.118805035058809 |
| 37 | 0.924684580499242 | 0.150630839001515 | 0.0753154195007577 |
| 38 | 0.964943747866149 | 0.0701125042677015 | 0.0350562521338507 |
| 39 | 0.984993788255607 | 0.0300124234887851 | 0.0150062117443926 |
| 40 | 0.991442570541061 | 0.0171148589178777 | 0.00855742945893883 |
| 41 | 0.99440144691564 | 0.0111971061687206 | 0.0055985530843603 |
| 42 | 0.996056397900862 | 0.00788720419827652 | 0.00394360209913826 |
| 43 | 0.999272706659626 | 0.00145458668074712 | 0.000727293340373561 |
| 44 | 0.999595896794187 | 0.000808206411626468 | 0.000404103205813234 |
| 45 | 0.999999847448551 | 3.05102897527763e-07 | 1.52551448763882e-07 |
| 46 | 0.999999716886622 | 5.66226755369903e-07 | 2.83113377684952e-07 |
| 47 | 0.999999982621039 | 3.47579216889209e-08 | 1.73789608444604e-08 |
| 48 | 0.999999995859558 | 8.28088419161232e-09 | 4.14044209580616e-09 |
| 49 | 0.999999986157207 | 2.76855866488701e-08 | 1.38427933244351e-08 |
| 50 | 0.999999979519529 | 4.09609412370809e-08 | 2.04804706185404e-08 |
| 51 | 0.999999991878538 | 1.62429241359454e-08 | 8.12146206797271e-09 |
| 52 | 0.999999983187366 | 3.36252687257448e-08 | 1.68126343628724e-08 |
| 53 | 0.99999995971268 | 8.05746396079752e-08 | 4.02873198039876e-08 |
| 54 | 0.999999870148588 | 2.59702824072717e-07 | 1.29851412036359e-07 |
| 55 | 0.999999550764482 | 8.98471036596498e-07 | 4.49235518298249e-07 |
| 56 | 0.9999986232764 | 2.7534471993111e-06 | 1.37672359965555e-06 |
| 57 | 0.999995692027291 | 8.61594541724885e-06 | 4.30797270862442e-06 |
| 58 | 0.999993807093252 | 1.23858134949982e-05 | 6.19290674749908e-06 |
| 59 | 0.999995723176887 | 8.55364622580267e-06 | 4.27682311290134e-06 |
| 60 | 0.999997662994075 | 4.67401185057461e-06 | 2.3370059252873e-06 |
| 61 | 0.999996835020949 | 6.32995810128396e-06 | 3.16497905064198e-06 |
| 62 | 0.999997787151144 | 4.42569771230886e-06 | 2.21284885615443e-06 |
| 63 | 0.999995824738569 | 8.35052286122359e-06 | 4.1752614306118e-06 |
| 64 | 0.999979699009625 | 4.0601980749572e-05 | 2.0300990374786e-05 |
| 65 | 0.999913448534563 | 0.000173102930873468 | 8.6551465436734e-05 |
| 66 | 0.999900614388772 | 0.000198771222456992 | 9.93856112284959e-05 |
| 67 | 0.999788697762273 | 0.000422604475453907 | 0.000211302237726953 |
| 68 | 0.999340302033441 | 0.00131939593311796 | 0.000659697966558982 |
| 69 | 0.996392040326241 | 0.00721591934751865 | 0.00360795967375933 |
| 70 | 0.987400264119239 | 0.0251994717615223 | 0.0125997358807611 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 39 | 0.661016949152542 | NOK |
| 5% type I error level | 45 | 0.76271186440678 | NOK |
| 10% type I error level | 53 | 0.898305084745763 | NOK |
