| Multiple Linear Regression - Estimated Regression Equation |
| BEL_20[t] = + 961.213187415473 + 0.0452365407202592Nikkei[t] + 0.249168737014703DJ_Indust[t] -0.177843191456367Goudprijs[t] -51.3749707456488Conjunct_Seizoenzuiver[t] + 29.9047276015519Cons_vertrouw[t] -105.787821541009Alg_consumptie_index_BE[t] + 127.079892680716Gem_rente_kasbon_1j[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) | 961.213187415473 | 756.282401 | 1.271 | 0.210572 | 0.105286 |
| Nikkei | 0.0452365407202592 | 0.023743 | 1.9053 | 0.063444 | 0.031722 |
| DJ_Indust | 0.249168737014703 | 0.053385 | 4.6674 | 3e-05 | 1.5e-05 |
| Goudprijs | -0.177843191456367 | 0.045979 | -3.868 | 0.000367 | 0.000183 |
| Conjunct_Seizoenzuiver | -51.3749707456488 | 11.300252 | -4.5464 | 4.4e-05 | 2.2e-05 |
| Cons_vertrouw | 29.9047276015519 | 7.37313 | 4.0559 | 0.000206 | 0.000103 |
| Alg_consumptie_index_BE | -105.787821541009 | 63.506334 | -1.6658 | 0.103026 | 0.051513 |
| Gem_rente_kasbon_1j | 127.079892680716 | 106.533689 | 1.1929 | 0.239465 | 0.119732 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.935503325245988 |
| R-squared | 0.875166471546301 |
| Adjusted R-squared | 0.854844734356164 |
| F-TEST (value) | 43.0655343762174 |
| F-TEST (DF numerator) | 7 |
| F-TEST (DF denominator) | 43 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 164.31351893068 |
| Sum Squared Residuals | 1160954.09764546 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 3484.74 | 3211.12558000918 | 273.614419990819 |
| 2 | 3411.13 | 3113.23300491279 | 297.89699508721 |
| 3 | 3288.18 | 3235.63015453458 | 52.5498454654203 |
| 4 | 3280.37 | 3124.87982844467 | 155.490171555333 |
| 5 | 3173.95 | 3213.48141240209 | -39.5314124020916 |
| 6 | 3165.26 | 3009.97538921254 | 155.284610787461 |
| 7 | 3092.71 | 3381.2802191535 | -288.570219153496 |
| 8 | 3053.05 | 3296.3459662075 | -243.2959662075 |
| 9 | 3181.96 | 3182.86905003614 | -0.90905003613946 |
| 10 | 2999.93 | 2825.00844066043 | 174.921559339567 |
| 11 | 3249.57 | 3043.96417087456 | 205.60582912544 |
| 12 | 3210.52 | 3033.98010585727 | 176.539894142734 |
| 13 | 3030.29 | 3219.76538734896 | -189.475387348965 |
| 14 | 2803.47 | 2941.16017600913 | -137.690176009131 |
| 15 | 2767.63 | 2929.5321486251 | -161.902148625098 |
| 16 | 2882.6 | 3054.17036158531 | -171.570361585309 |
| 17 | 2863.36 | 2947.6935014458 | -84.3335014457977 |
| 18 | 2897.06 | 2897.89102111436 | -0.831021114359997 |
| 19 | 3012.61 | 2977.1598863713 | 35.4501136287043 |
| 20 | 3142.95 | 3145.18847236493 | -2.23847236492843 |
| 21 | 3032.93 | 2807.32797961433 | 225.602020385666 |
| 22 | 3045.78 | 2863.20275092172 | 182.577249078283 |
| 23 | 3110.52 | 2933.32828574331 | 177.191714256686 |
| 24 | 3013.24 | 3018.26610625947 | -5.02610625947204 |
| 25 | 2987.1 | 3106.73928796235 | -119.63928796235 |
| 26 | 2995.55 | 3027.69978405082 | -32.1497840508221 |
| 27 | 2833.18 | 2867.10337957087 | -33.9233795708695 |
| 28 | 2848.96 | 3016.59390160801 | -167.633901608005 |
| 29 | 2794.83 | 3012.5054151716 | -217.6754151716 |
| 30 | 2845.26 | 3048.17102372439 | -202.911023724388 |
| 31 | 2915.02 | 3051.25008922407 | -136.230089224068 |
| 32 | 2892.63 | 2925.56955072037 | -32.9395507203656 |
| 33 | 2604.42 | 2535.23296335721 | 69.1870366427897 |
| 34 | 2641.65 | 2440.31836976091 | 201.331630239087 |
| 35 | 2659.81 | 2474.22934092095 | 185.580659079054 |
| 36 | 2638.53 | 2729.67577051046 | -91.145770510464 |
| 37 | 2720.25 | 2664.96105522495 | 55.2889447750484 |
| 38 | 2745.88 | 2641.53144570835 | 104.348554291649 |
| 39 | 2735.7 | 2751.33466849212 | -15.6346684921185 |
| 40 | 2811.7 | 2628.59147947027 | 183.108520529727 |
| 41 | 2799.43 | 2615.94279803997 | 183.487201960032 |
| 42 | 2555.28 | 2488.34147236287 | 66.9385276371274 |
| 43 | 2304.98 | 2345.65948897455 | -40.6794889745546 |
| 44 | 2214.95 | 2320.16144224852 | -105.211442248525 |
| 45 | 2065.81 | 2106.73173833295 | -40.9217383329518 |
| 46 | 1940.49 | 2133.35595178272 | -192.86595178272 |
| 47 | 2042 | 2239.89706491664 | -197.897064916639 |
| 48 | 1995.37 | 2042.16583677588 | -46.7958367758845 |
| 49 | 1946.81 | 2027.14056126499 | -80.3305612649878 |
| 50 | 1765.9 | 1676.16925279028 | 89.7307472097219 |
| 51 | 1635.25 | 1807.01746732396 | -171.767467323959 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 11 | 0.604761025160254 | 0.790477949679492 | 0.395238974839746 |
| 12 | 0.544759977868897 | 0.910480044262207 | 0.455240022131103 |
| 13 | 0.46558543702144 | 0.93117087404288 | 0.53441456297856 |
| 14 | 0.525522315562066 | 0.948955368875868 | 0.474477684437934 |
| 15 | 0.548025164340219 | 0.903949671319563 | 0.451974835659782 |
| 16 | 0.448378039982623 | 0.896756079965246 | 0.551621960017377 |
| 17 | 0.661661392662711 | 0.676677214674577 | 0.338338607337289 |
| 18 | 0.649281931488045 | 0.701436137023909 | 0.350718068511955 |
| 19 | 0.578020799816308 | 0.843958400367384 | 0.421979200183692 |
| 20 | 0.537592459032903 | 0.924815081934194 | 0.462407540967097 |
| 21 | 0.438099511654557 | 0.876199023309114 | 0.561900488345443 |
| 22 | 0.362625028527326 | 0.725250057054652 | 0.637374971472674 |
| 23 | 0.315486114313821 | 0.630972228627641 | 0.68451388568618 |
| 24 | 0.340258038167381 | 0.680516076334762 | 0.659741961832619 |
| 25 | 0.441599884356019 | 0.883199768712039 | 0.55840011564398 |
| 26 | 0.444342394866198 | 0.888684789732397 | 0.555657605133802 |
| 27 | 0.750917403669371 | 0.498165192661258 | 0.249082596330629 |
| 28 | 0.837475958702918 | 0.325048082594164 | 0.162524041297082 |
| 29 | 0.847597250499707 | 0.304805499000585 | 0.152402749500293 |
| 30 | 0.950561710992003 | 0.0988765780159936 | 0.0494382890079968 |
| 31 | 0.976221833896062 | 0.0475563322078766 | 0.0237781661039383 |
| 32 | 0.962414377055056 | 0.075171245889889 | 0.0375856229449445 |
| 33 | 0.959775505168185 | 0.0804489896636296 | 0.0402244948318148 |
| 34 | 0.934270905894135 | 0.13145818821173 | 0.0657290941058652 |
| 35 | 0.947358633471692 | 0.105282733056615 | 0.0526413665283075 |
| 36 | 0.910881581400713 | 0.178236837198575 | 0.0891184185992875 |
| 37 | 0.944511131340806 | 0.110977737318388 | 0.0554888686591938 |
| 38 | 0.98982971694671 | 0.0203405661065814 | 0.0101702830532907 |
| 39 | 0.998671205719855 | 0.00265758856028921 | 0.0013287942801446 |
| 40 | 0.993078460984684 | 0.0138430780306329 | 0.00692153901531646 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 1 | 0.0333333333333333 | NOK |
| 5% type I error level | 4 | 0.133333333333333 | NOK |
| 10% type I error level | 7 | 0.233333333333333 | NOK |
