| Multiple Linear Regression - Estimated Regression Equation |
| Inschrijvingen[t] = + 26301.6797583303 + 110.787113940842Consumentenvertrouwen[t] -288.509324225093Totaal_Werkloosheid[t] + 102.551249237694`Algemene_index `[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) | 26301.6797583303 | 8283.023885 | 3.1754 | 0.00205 | 0.001025 |
| Consumentenvertrouwen | 110.787113940842 | 94.692556 | 1.17 | 0.245103 | 0.122552 |
| Totaal_Werkloosheid | -288.509324225093 | 969.329818 | -0.2976 | 0.766665 | 0.383333 |
| `Algemene_index ` | 102.551249237694 | 445.995723 | 0.2299 | 0.818662 | 0.409331 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.131676069312389 |
| R-squared | 0.0173385872295612 |
| Adjusted R-squared | -0.0154167931961202 |
| F-TEST (value) | 0.529335547450005 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 90 |
| p-value | 0.663284278349626 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 5742.51434514383 |
| Sum Squared Residuals | 2967882390.37644 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 31514 | 23033.0298408796 | 8480.97015912037 |
| 2 | 27071 | 22670.0079421577 | 4400.99205784235 |
| 3 | 29462 | 22184.0293622222 | 7277.97063777776 |
| 4 | 26105 | 22957.6247174593 | 3147.37528254067 |
| 5 | 22397 | 23214.4761179897 | -817.476117989695 |
| 6 | 23843 | 23165.2197535915 | 677.78024640853 |
| 7 | 21705 | 22620.6467598876 | -915.646759887609 |
| 8 | 18089 | 22844.1354301181 | -4755.13543011809 |
| 9 | 20764 | 23508.8581137631 | -2744.85811376314 |
| 10 | 25316 | 22380.4767245072 | 2935.52327549281 |
| 11 | 17704 | 23408.3261247461 | -5704.32612474607 |
| 12 | 15548 | 23330.1140100535 | -7782.11401005351 |
| 13 | 28029 | 23565.6674296847 | 4463.33257031526 |
| 14 | 29383 | 23785.3272152176 | 5597.67278478237 |
| 15 | 36438 | 23687.4973996010 | 12750.5026003990 |
| 16 | 32034 | 23889.5587444303 | 8144.44125556966 |
| 17 | 22679 | 23826.3231882826 | -1147.32318828257 |
| 18 | 24319 | 24402.5786323113 | -83.5786323112936 |
| 19 | 18004 | 23565.7722475566 | -5561.77224755657 |
| 20 | 17537 | 23622.5815634782 | -6085.58156347817 |
| 21 | 20366 | 23602.0713136306 | -3236.07131363062 |
| 22 | 22782 | 23424.3245767162 | -642.324576716239 |
| 23 | 19169 | 23427.0267501166 | -4258.02675011663 |
| 24 | 13807 | 23478.1975568637 | -9671.19755686366 |
| 25 | 29743 | 23420.4956920186 | 6322.50430798136 |
| 26 | 25591 | 23754.7714761900 | 1836.22852381003 |
| 27 | 29096 | 23945.6851471722 | 5150.31485282784 |
| 28 | 26482 | 23669.1112278459 | 2812.88877215414 |
| 29 | 22405 | 23002.474101852 | -597.474101852007 |
| 30 | 27044 | 23101.1964663921 | 3942.8035336079 |
| 31 | 17970 | 22919.7501892821 | -4949.75018928208 |
| 32 | 18730 | 23001.6863708004 | -4271.68637080041 |
| 33 | 19684 | 22568.7930399608 | -2884.79303996081 |
| 34 | 19785 | 23219.4317139845 | -3434.43171398450 |
| 35 | 18479 | 23147.7506573899 | -4668.75065738993 |
| 36 | 10698 | 23592.8135555021 | -12894.8135555021 |
| 37 | 31956 | 23947.4947716491 | 8008.50522835086 |
| 38 | 29506 | 23816.1974078608 | 5689.80259213924 |
| 39 | 34506 | 23440.9011239944 | 11065.0988760056 |
| 40 | 27165 | 23611.304545129 | 3553.69545487098 |
| 41 | 26736 | 23467.9424319399 | 3268.05756806011 |
| 42 | 23691 | 23966.8783101995 | -275.878310199477 |
| 43 | 18157 | 23878.4110705832 | -5721.41107058315 |
| 44 | 17328 | 23907.2620030057 | -6579.26200300566 |
| 45 | 18205 | 23866.2415033106 | -5661.24150331058 |
| 46 | 20995 | 24338.2408914965 | -3343.24089149646 |
| 47 | 17382 | 24287.0700847494 | -6905.07008474943 |
| 48 | 9367 | 23300.2411842056 | -13933.2411842056 |
| 49 | 31124 | 24057.1551742928 | 7066.84482570722 |
| 50 | 26551 | 24288.9845270982 | 2262.01547290177 |
| 51 | 30651 | 24096.2612316391 | 6554.73876836094 |
| 52 | 25859 | 24399.7716410391 | 1459.22835896093 |
| 53 | 25100 | 24435.0488136878 | 664.951186312244 |
| 54 | 25778 | 24468.5163618595 | 1309.48363814054 |
| 55 | 20418 | 24170.644461634 | -3752.64446163402 |
| 56 | 18688 | 24086.7938377669 | -5398.79383776689 |
| 57 | 20424 | 24214.3671347295 | -3790.36713472949 |
| 58 | 24776 | 24396.9401231367 | 379.059876863281 |
| 59 | 19814 | 23693.2162000172 | -3879.21620001721 |
| 60 | 12738 | 24099.1730407831 | -11361.1730407831 |
| 61 | 31566 | 23889.768380174 | 7676.23161982601 |
| 62 | 30111 | 24290.0867117653 | 5820.9132882347 |
| 63 | 30019 | 24458.680508423 | 5560.31949157702 |
| 64 | 31934 | 24110.4255325021 | 7823.57446749789 |
| 65 | 25826 | 24077.9553511257 | 1748.04464887435 |
| 66 | 26835 | 23802.5081430965 | 3032.49185690345 |
| 67 | 20205 | 23244.9778510685 | -3039.97785106852 |
| 68 | 17789 | 23357.5745894863 | -5568.57458948634 |
| 69 | 20520 | 23704.8076719818 | -3184.80767198183 |
| 70 | 22518 | 22909.5753556 | -391.575355599994 |
| 71 | 15572 | 22278.110584383 | -6706.110584383 |
| 72 | 11509 | 21807.9208206741 | -10298.9208206741 |
| 73 | 25447 | 22100.2835562269 | 3346.71644377307 |
| 74 | 24090 | 21529.5618035010 | 2560.43819649905 |
| 75 | 27786 | 21396.2451794920 | 6389.75482050805 |
| 76 | 26195 | 21704.3722046412 | 4490.62779535884 |
| 77 | 20516 | 22049.5860269160 | -1533.58602691603 |
| 78 | 22759 | 22059.7363339680 | 699.263666032022 |
| 79 | 19028 | 21907.0361714086 | -2879.03617140864 |
| 80 | 16971 | 22606.3531145226 | -5635.3531145226 |
| 81 | 20036 | 22623.0344796725 | -2587.03447967254 |
| 82 | 22485 | 22590.4594804243 | -105.459480424252 |
| 83 | 18730 | 22904.3298326199 | -4174.32983261986 |
| 84 | 14538 | 22276.0110329207 | -7738.0110329207 |
| 85 | 27561 | 22220.2236104245 | 5340.77638957553 |
| 86 | 25985 | 22201.6278029257 | 3783.37219707427 |
| 87 | 34670 | 22583.4551448901 | 12086.5448551099 |
| 88 | 32066 | 23205.3477043631 | 8860.65229563687 |
| 89 | 27186 | 22789.2405565453 | 4396.75944345471 |
| 90 | 29586 | 23224.0483297337 | 6361.95167026631 |
| 91 | 21359 | 23225.0702231591 | -1866.07022315907 |
| 92 | 21553 | 23526.6661902103 | -1973.66619021029 |
| 93 | 19573 | 23645.8988045979 | -4072.89880459792 |
| 94 | 24256 | 23993.1318870934 | 262.868112906587 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.400779795342772 | 0.801559590685544 | 0.599220204657228 |
| 8 | 0.462094104513732 | 0.924188209027464 | 0.537905895486268 |
| 9 | 0.332679703951287 | 0.665359407902575 | 0.667320296048713 |
| 10 | 0.224972141510791 | 0.449944283021582 | 0.775027858489209 |
| 11 | 0.149951297567870 | 0.299902595135739 | 0.85004870243213 |
| 12 | 0.132060172971933 | 0.264120345943866 | 0.867939827028067 |
| 13 | 0.238088591678249 | 0.476177183356498 | 0.761911408321751 |
| 14 | 0.221657980886924 | 0.443315961773848 | 0.778342019113076 |
| 15 | 0.359677243534901 | 0.719354487069801 | 0.6403227564651 |
| 16 | 0.580973593993855 | 0.838052812012289 | 0.419026406006145 |
| 17 | 0.497742067488088 | 0.995484134976176 | 0.502257932511912 |
| 18 | 0.412235172531945 | 0.82447034506389 | 0.587764827468055 |
| 19 | 0.343059241025156 | 0.686118482050312 | 0.656940758974844 |
| 20 | 0.284957037857659 | 0.569914075715317 | 0.715042962142341 |
| 21 | 0.224631817908853 | 0.449263635817705 | 0.775368182091147 |
| 22 | 0.242252326263202 | 0.484504652526403 | 0.757747673736798 |
| 23 | 0.19247651147295 | 0.3849530229459 | 0.80752348852705 |
| 24 | 0.256081954875081 | 0.512163909750162 | 0.743918045124919 |
| 25 | 0.345489198277996 | 0.690978396555992 | 0.654510801722004 |
| 26 | 0.331440461033604 | 0.662880922067209 | 0.668559538966396 |
| 27 | 0.41752104979233 | 0.83504209958466 | 0.58247895020767 |
| 28 | 0.383063367750517 | 0.766126735501034 | 0.616936632249483 |
| 29 | 0.319129746963532 | 0.638259493927063 | 0.680870253036468 |
| 30 | 0.298404729816346 | 0.596809459632691 | 0.701595270183654 |
| 31 | 0.260688970898121 | 0.521377941796243 | 0.739311029101879 |
| 32 | 0.220306856235934 | 0.440613712471868 | 0.779693143764066 |
| 33 | 0.180626839547351 | 0.361253679094701 | 0.81937316045265 |
| 34 | 0.150961820737777 | 0.301923641475555 | 0.849038179262223 |
| 35 | 0.134163781135356 | 0.268327562270713 | 0.865836218864644 |
| 36 | 0.294471669807563 | 0.588943339615125 | 0.705528330192437 |
| 37 | 0.382767902410411 | 0.765535804820823 | 0.617232097589589 |
| 38 | 0.385381654292176 | 0.770763308584353 | 0.614618345707824 |
| 39 | 0.513766793588084 | 0.972466412823831 | 0.486233206411916 |
| 40 | 0.466811320023628 | 0.933622640047255 | 0.533188679976372 |
| 41 | 0.421377958257125 | 0.842755916514251 | 0.578622041742875 |
| 42 | 0.372655698135109 | 0.745311396270217 | 0.627344301864891 |
| 43 | 0.416401717679069 | 0.832803435358138 | 0.583598282320931 |
| 44 | 0.472192081728604 | 0.944384163457208 | 0.527807918271396 |
| 45 | 0.505270087463181 | 0.989459825073639 | 0.494729912536819 |
| 46 | 0.479048078398688 | 0.958096156797375 | 0.520951921601312 |
| 47 | 0.515019189029586 | 0.969961621940828 | 0.484980810970414 |
| 48 | 0.8004436351736 | 0.399112729652800 | 0.199556364826400 |
| 49 | 0.814285773243531 | 0.371428453512937 | 0.185714226756469 |
| 50 | 0.77535521273917 | 0.449289574521659 | 0.224644787260829 |
| 51 | 0.783362670730249 | 0.433274658539502 | 0.216637329269751 |
| 52 | 0.737382668639676 | 0.525234662720648 | 0.262617331360324 |
| 53 | 0.68586640170429 | 0.628267196591421 | 0.314133598295710 |
| 54 | 0.635268901931798 | 0.729462196136404 | 0.364731098068202 |
| 55 | 0.600666376947615 | 0.79866724610477 | 0.399333623052385 |
| 56 | 0.593014116474133 | 0.813971767051733 | 0.406985883525867 |
| 57 | 0.555053354445555 | 0.88989329110889 | 0.444946645554445 |
| 58 | 0.493655336498099 | 0.987310672996198 | 0.506344663501901 |
| 59 | 0.453672613398051 | 0.907345226796102 | 0.546327386601949 |
| 60 | 0.64205588158835 | 0.7158882368233 | 0.35794411841165 |
| 61 | 0.695074055648048 | 0.609851888703905 | 0.304925944351952 |
| 62 | 0.690365698293406 | 0.619268603413188 | 0.309634301706594 |
| 63 | 0.680957958293344 | 0.638084083413312 | 0.319042041706656 |
| 64 | 0.754321982918735 | 0.491356034162531 | 0.245678017081265 |
| 65 | 0.74715489648879 | 0.50569020702242 | 0.25284510351121 |
| 66 | 0.793261664591377 | 0.413476670817246 | 0.206738335408623 |
| 67 | 0.752974510916073 | 0.494050978167854 | 0.247025489083927 |
| 68 | 0.75805075039455 | 0.483898499210902 | 0.241949249605451 |
| 69 | 0.705994803904199 | 0.588010392191603 | 0.294005196095802 |
| 70 | 0.648153891648345 | 0.70369221670331 | 0.351846108351655 |
| 71 | 0.619430196482537 | 0.761139607034925 | 0.380569803517463 |
| 72 | 0.883467750688724 | 0.233064498622553 | 0.116532249311276 |
| 73 | 0.85972139533432 | 0.280557209331359 | 0.140278604665680 |
| 74 | 0.872383693192207 | 0.255232613615587 | 0.127616306807793 |
| 75 | 0.835939876958542 | 0.328120246082917 | 0.164060123041458 |
| 76 | 0.789806357894032 | 0.420387284211935 | 0.210193642105968 |
| 77 | 0.784069095220665 | 0.43186180955867 | 0.215930904779335 |
| 78 | 0.71949683496641 | 0.56100633006718 | 0.28050316503359 |
| 79 | 0.644440116085212 | 0.711119767829577 | 0.355559883914788 |
| 80 | 0.570897540237164 | 0.858204919525672 | 0.429102459762836 |
| 81 | 0.480046411113184 | 0.960092822226368 | 0.519953588886816 |
| 82 | 0.417534377998016 | 0.835068755996032 | 0.582465622001984 |
| 83 | 0.317895578236929 | 0.635791156473859 | 0.682104421763071 |
| 84 | 0.830879079249557 | 0.338241841500887 | 0.169120920750444 |
| 85 | 0.768899321358095 | 0.462201357283811 | 0.231100678641905 |
| 86 | 0.918519269467026 | 0.162961461065948 | 0.081480730532974 |
| 87 | 0.947147750981048 | 0.105704498037904 | 0.0528522490189518 |
| 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 | 0 | 0 | OK |
