| Multiple Linear Regression - Estimated Regression Equation |
| BEL_20[t] = + 131.464612932303 + 0.070054324911192Nikkei[t] + 0.106968905140376DJ_Indust[t] -0.0267508881683204Goudprijs[t] -17.0480085003543Conjunct_Seizoenzuiver[t] + 4.47598215700542Cons_vertrouw[t] + 0.150200966608876Alg_consumptie_index_BE[t] + 58.6738632349272Gem_rente_kasbon_1j[t] + 43.1906593467027t + 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) | 131.464612932303 | 438.79514 | 0.2996 | 0.765957 | 0.382979 |
| Nikkei | 0.070054324911192 | 0.024175 | 2.8978 | 0.005949 | 0.002974 |
| DJ_Indust | 0.106968905140376 | 0.039394 | 2.7154 | 0.009568 | 0.004784 |
| Goudprijs | -0.0267508881683204 | 0.028804 | -0.9287 | 0.35834 | 0.17917 |
| Conjunct_Seizoenzuiver | -17.0480085003543 | 3.711154 | -4.5937 | 3.9e-05 | 2e-05 |
| Cons_vertrouw | 4.47598215700542 | 4.042054 | 1.1074 | 0.274443 | 0.137222 |
| Alg_consumptie_index_BE | 0.150200966608876 | 32.400339 | 0.0046 | 0.996323 | 0.498162 |
| Gem_rente_kasbon_1j | 58.6738632349272 | 58.128212 | 1.0094 | 0.318569 | 0.159285 |
| t | 43.1906593467027 | 3.562909 | 12.1223 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.996362636253447 |
| R-squared | 0.992738502921919 |
| Adjusted R-squared | 0.991355360621332 |
| F-TEST (value) | 717.74140845862 |
| F-TEST (DF numerator) | 8 |
| F-TEST (DF denominator) | 42 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 77.9600135000791 |
| Sum Squared Residuals | 255266.075607166 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1635.25 | 1622.25715526697 | 12.992844733028 |
| 2 | 1833.42 | 1750.62945395148 | 82.7905460485205 |
| 3 | 1910.43 | 1800.92172596382 | 109.508274036181 |
| 4 | 1959.67 | 1980.82453903473 | -21.1545390347251 |
| 5 | 1969.6 | 2040.84841939081 | -71.2484193908069 |
| 6 | 2061.41 | 2067.91625432756 | -6.50625432755852 |
| 7 | 2093.48 | 2145.66676577656 | -52.1867657765631 |
| 8 | 2120.88 | 2167.00763458898 | -46.1276345889771 |
| 9 | 2174.56 | 2169.84235032278 | 4.71764967721542 |
| 10 | 2196.72 | 2245.75237894843 | -49.0323789484268 |
| 11 | 2350.44 | 2397.34896878969 | -46.908968789691 |
| 12 | 2440.25 | 2420.33053455307 | 19.9194654469274 |
| 13 | 2408.64 | 2450.07395613777 | -41.4339561377728 |
| 14 | 2472.81 | 2493.62059276989 | -20.8105927698915 |
| 15 | 2407.6 | 2429.45111119588 | -21.8511111958771 |
| 16 | 2454.62 | 2571.48107248847 | -116.861072488466 |
| 17 | 2448.05 | 2512.32211804711 | -64.2721180471125 |
| 18 | 2497.84 | 2558.07976706361 | -60.2397670636074 |
| 19 | 2645.64 | 2616.04272737697 | 29.5972726230341 |
| 20 | 2756.76 | 2621.20317088031 | 135.556829119687 |
| 21 | 2849.27 | 2731.60032973916 | 117.669670260836 |
| 22 | 2921.44 | 2852.27879608347 | 69.1612039165264 |
| 23 | 2981.85 | 2885.42032402461 | 96.4296759753884 |
| 24 | 3080.58 | 3003.31282774214 | 77.2671722578587 |
| 25 | 3106.22 | 3073.39076198894 | 32.8292380110606 |
| 26 | 3119.31 | 3074.49275537600 | 44.8172446239966 |
| 27 | 3061.26 | 3093.79905614672 | -32.5390561467211 |
| 28 | 3097.31 | 3141.15591343433 | -43.8459134343331 |
| 29 | 3161.69 | 3220.67912274439 | -58.9891227443882 |
| 30 | 3257.16 | 3289.27980872461 | -32.1198087246116 |
| 31 | 3277.01 | 3288.56416487016 | -11.5541648701549 |
| 32 | 3295.32 | 3317.20504089242 | -21.8850408924247 |
| 33 | 3363.99 | 3446.9833116505 | -82.9933116505012 |
| 34 | 3494.17 | 3588.8396434921 | -94.6696434921018 |
| 35 | 3667.03 | 3662.85155632998 | 4.17844367001622 |
| 36 | 3813.06 | 3679.83356561616 | 133.226434383839 |
| 37 | 3917.96 | 3735.12558755312 | 182.834412446877 |
| 38 | 3895.51 | 3809.3093084191 | 86.2006915808982 |
| 39 | 3801.06 | 3780.37407956417 | 20.6859204358347 |
| 40 | 3570.12 | 3744.55683472340 | -174.436834723404 |
| 41 | 3701.61 | 3753.65929445522 | -52.0492944552206 |
| 42 | 3862.27 | 3893.07540824314 | -30.8054082431406 |
| 43 | 3970.1 | 4016.00908258280 | -45.9090825828049 |
| 44 | 4138.52 | 4145.6712627359 | -7.15126273589644 |
| 45 | 4199.75 | 4180.76517212241 | 18.9848278775903 |
| 46 | 4290.89 | 4241.97079319684 | 48.9192068031583 |
| 47 | 4443.91 | 4387.76973385607 | 56.1402661439248 |
| 48 | 4502.64 | 4492.52633602426 | 10.1136639757393 |
| 49 | 4356.98 | 4477.92904891401 | -120.949048914012 |
| 50 | 4591.27 | 4568.70486238589 | 22.5651376141057 |
| 51 | 4696.96 | 4685.53551949305 | 11.4244805069465 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 12 | 0.103235538167688 | 0.206471076335376 | 0.896764461832312 |
| 13 | 0.0722087093867136 | 0.144417418773427 | 0.927791290613286 |
| 14 | 0.0449325526985004 | 0.0898651053970007 | 0.9550674473015 |
| 15 | 0.0265261115489944 | 0.0530522230979889 | 0.973473888451006 |
| 16 | 0.0588092057765198 | 0.117618411553040 | 0.94119079422348 |
| 17 | 0.0451940462035627 | 0.0903880924071254 | 0.954805953796437 |
| 18 | 0.0629977844758274 | 0.125995568951655 | 0.937002215524173 |
| 19 | 0.148545188897247 | 0.297090377794494 | 0.851454811102753 |
| 20 | 0.45877606274951 | 0.91755212549902 | 0.54122393725049 |
| 21 | 0.369427366161381 | 0.738854732322763 | 0.630572633838619 |
| 22 | 0.346981392026407 | 0.693962784052815 | 0.653018607973593 |
| 23 | 0.302151898195495 | 0.604303796390989 | 0.697848101804505 |
| 24 | 0.231084001924839 | 0.462168003849678 | 0.768915998075161 |
| 25 | 0.163855426402507 | 0.327710852805014 | 0.836144573597493 |
| 26 | 0.395865531788272 | 0.791731063576544 | 0.604134468211728 |
| 27 | 0.71522965681489 | 0.569540686370219 | 0.284770343185109 |
| 28 | 0.738871317264728 | 0.522257365470545 | 0.261128682735272 |
| 29 | 0.67445074632177 | 0.651098507356459 | 0.325549253678229 |
| 30 | 0.657917582217589 | 0.684164835564822 | 0.342082417782411 |
| 31 | 0.846897286678738 | 0.306205426642524 | 0.153102713321262 |
| 32 | 0.862136545582364 | 0.275726908835273 | 0.137863454417637 |
| 33 | 0.788767572259573 | 0.422464855480853 | 0.211232427740427 |
| 34 | 0.729104562831827 | 0.541790874336345 | 0.270895437168173 |
| 35 | 0.771055908438449 | 0.457888183123102 | 0.228944091561551 |
| 36 | 0.830545514295195 | 0.338908971409611 | 0.169454485704805 |
| 37 | 0.872134530000992 | 0.255730939998017 | 0.127865469999008 |
| 38 | 0.836130497914184 | 0.327739004171633 | 0.163869502085816 |
| 39 | 0.738359284377287 | 0.523281431245427 | 0.261640715622713 |
| 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 | 0 | 0 | OK |
| 10% type I error level | 3 | 0.107142857142857 | NOK |
