Multiple Linear Regression - Estimated Regression Equation |
Inschrijvingen[t] = + 26741.6979848119 + 107.4534255309Consumentenvertrouwen[t] -324.908031393456Totaal_Werkloosheid[t] + 96.7043019426652`Algemene_index `[t] -3.42800599544188t + 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) | 26741.6979848119 | 8862.900884 | 3.0173 | 0.003326 | 0.001663 |
Consumentenvertrouwen | 107.4534255309 | 97.942198 | 1.0971 | 0.275553 | 0.137776 |
Totaal_Werkloosheid | -324.908031393456 | 1006.381801 | -0.3228 | 0.747568 | 0.373784 |
`Algemene_index ` | 96.7043019426652 | 450.246462 | 0.2148 | 0.83043 | 0.415215 |
t | -3.42800599544188 | 23.614732 | -0.1452 | 0.88491 | 0.442455 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.132556392237079 |
R-squared | 0.0175711971229105 |
Adjusted R-squared | -0.0265829063771836 |
F-TEST (value) | 0.397951622387104 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 89 |
p-value | 0.809629151055746 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 5774.00203014016 |
Sum Squared Residuals | 2967179850.52158 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 31514 | 23190.4976508039 | 8323.5023491961 |
2 | 27071 | 22838.0988967955 | 4232.90110320447 |
3 | 29462 | 22372.0557996185 | 7089.94420038145 |
4 | 26105 | 23124.281284896 | 2980.71871510405 |
5 | 22397 | 23384.880388409 | -987.880388409016 |
6 | 23843 | 23332.0215380483 | 510.978461951727 |
7 | 21705 | 22769.1272032904 | -1064.12720329044 |
8 | 18089 | 22977.1265358003 | -4888.12653580026 |
9 | 20764 | 23618.4190829902 | -2854.41908299022 |
10 | 25316 | 22521.1159612972 | 2794.88403870276 |
11 | 17704 | 23513.7800756627 | -5809.7800756627 |
12 | 15548 | 23426.029603 | -7878.02960300003 |
13 | 28029 | 23637.819033985 | 4391.18096601501 |
14 | 29383 | 23852.7773916079 | 5530.22260839211 |
15 | 36438 | 23777.5556898588 | 12660.4443101412 |
16 | 32034 | 24003.9641250014 | 8030.0358749986 |
17 | 22679 | 23950.7946887221 | -1271.79468872206 |
18 | 24319 | 24498.0943390505 | -179.094339050527 |
19 | 18004 | 23619.6518171749 | -5615.65181717491 |
20 | 17537 | 23649.335786156 | -6112.33578615601 |
21 | 20366 | 23626.566919772 | -3260.56691977203 |
22 | 22782 | 23475.3039022375 | -693.303902237466 |
23 | 19169 | 23497.8651958251 | -4328.86519582505 |
24 | 13807 | 23540.3885216384 | -9733.38852163837 |
25 | 29743 | 23471.9789093642 | 6271.02109063577 |
26 | 25591 | 23787.4316674049 | 1803.56833259506 |
27 | 29096 | 23972.3000410511 | 5123.69995894892 |
28 | 26482 | 23714.9728772982 | 2767.02712270182 |
29 | 22405 | 23070.3038306739 | -665.30383067388 |
30 | 27044 | 23170.5391517342 | 3873.4608482658 |
31 | 17970 | 22959.0163841519 | -4989.01638415187 |
32 | 18730 | 23030.551000548 | -4300.55100054798 |
33 | 19684 | 22606.9797226232 | -2922.9797226232 |
34 | 19785 | 23245.560864732 | -3460.56086473199 |
35 | 18479 | 23176.8406665393 | -4697.84066653926 |
36 | 10698 | 23599.7468501109 | -12901.7468501109 |
37 | 31956 | 23932.1396493775 | 8023.86035062246 |
38 | 29506 | 23801.9173574627 | 5704.08264253734 |
39 | 34506 | 23440.926866654 | 11065.073133346 |
40 | 27165 | 23606.4543799116 | 3558.5456200884 |
41 | 26736 | 23472.4419895216 | 3263.55801047841 |
42 | 23691 | 23967.288804485 | -276.288804484982 |
43 | 18157 | 23869.8679016281 | -5712.86790162805 |
44 | 17328 | 23898.930698772 | -6570.93069877195 |
45 | 18205 | 23856.8209719994 | -5651.82097199945 |
46 | 20995 | 24315.6974712669 | -3320.69747126695 |
47 | 17382 | 24266.3181334628 | -6884.31813346275 |
48 | 9367 | 23305.4797278835 | -13938.4797278835 |
49 | 31124 | 24031.4053276593 | 7092.59467234075 |
50 | 26551 | 24252.5546029199 | 2298.44539708012 |
51 | 30651 | 24066.710549002 | 6584.28945099802 |
52 | 25859 | 24353.1520164599 | 1505.8479835401 |
53 | 25100 | 24398.8442689112 | 701.155731088841 |
54 | 25778 | 24450.4168530815 | 1327.58314691845 |
55 | 20418 | 24144.2800168005 | -3726.28001680053 |
56 | 18688 | 24069.3689009701 | -5381.36890097008 |
57 | 20424 | 24202.0950251697 | -3778.09502516974 |
58 | 24776 | 24373.8134560651 | 402.186543934932 |
59 | 19814 | 23685.9044827132 | -3871.90448271319 |
60 | 12738 | 24066.6494329512 | -11328.6494329512 |
61 | 31566 | 23854.5054935317 | 7711.49450646833 |
62 | 30111 | 24248.0898006019 | 5862.91019939811 |
63 | 30019 | 24419.4976455786 | 5599.50235442139 |
64 | 31934 | 24096.8782896284 | 7837.12171037158 |
65 | 25826 | 24072.7201439319 | 1753.27985606812 |
66 | 26835 | 23782.4446554829 | 3052.55534451714 |
67 | 20205 | 23183.8905909477 | -2978.89059094773 |
68 | 17789 | 23282.0356787641 | -5493.03567876407 |
69 | 20520 | 23633.1481665821 | -3113.14816658207 |
70 | 22518 | 22887.6741336214 | -369.674133621375 |
71 | 15572 | 22289.7245262812 | -6717.7245262812 |
72 | 11509 | 21818.1116833037 | -10309.1116833037 |
73 | 25447 | 22063.0130892652 | 3383.98691073481 |
74 | 24090 | 21493.617250951 | 2596.38274904896 |
75 | 27786 | 21364.4736524301 | 6421.52634756986 |
76 | 26195 | 21673.4249069145 | 4521.57509308547 |
77 | 20516 | 22025.6160881265 | -1509.61608812651 |
78 | 22759 | 22029.4576931628 | 729.542306837247 |
79 | 19028 | 21848.0249095572 | -2820.02490955719 |
80 | 16971 | 22511.3697222169 | -5540.36972221686 |
81 | 20036 | 22534.241601723 | -2498.24160172304 |
82 | 22485 | 22507.6826368639 | -22.6826368639232 |
83 | 18730 | 22806.1953536787 | -4076.19535367868 |
84 | 14538 | 22174.2187282484 | -7636.21872824842 |
85 | 27561 | 22102.3296034177 | 5458.67039658226 |
86 | 25985 | 22076.0812244772 | 3908.91877552278 |
87 | 34670 | 22449.2459777649 | 12220.7540222351 |
88 | 32066 | 23057.737135897 | 9008.26286410305 |
89 | 27186 | 22662.8665626364 | 4523.13343736362 |
90 | 29586 | 23076.1023160137 | 6509.89768398627 |
91 | 21359 | 23037.3251661596 | -1678.32516615958 |
92 | 21553 | 23327.246146174 | -1774.24614617404 |
93 | 19573 | 23446.8223276229 | -3873.82232762289 |
94 | 24256 | 23797.9348154409 | 458.065184559101 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.0555167972575683 | 0.111033594515137 | 0.944483202742432 |
9 | 0.0343704260317717 | 0.0687408520635434 | 0.965629573968228 |
10 | 0.0821256928139573 | 0.164251385627915 | 0.917874307186043 |
11 | 0.0380347712309534 | 0.0760695424619068 | 0.961965228769047 |
12 | 0.0192546360127387 | 0.0385092720254775 | 0.980745363987261 |
13 | 0.146099397081257 | 0.292198794162514 | 0.853900602918743 |
14 | 0.183319261876257 | 0.366638523752514 | 0.816680738123743 |
15 | 0.44219496574301 | 0.88438993148602 | 0.55780503425699 |
16 | 0.648400409265318 | 0.703199181469365 | 0.351599590734682 |
17 | 0.563262181419292 | 0.873475637161416 | 0.436737818580708 |
18 | 0.476841492991933 | 0.953682985983866 | 0.523158507008067 |
19 | 0.400453802076505 | 0.80090760415301 | 0.599546197923495 |
20 | 0.334729472025495 | 0.66945894405099 | 0.665270527974505 |
21 | 0.265111967490319 | 0.530223934980637 | 0.734888032509681 |
22 | 0.271611354882469 | 0.543222709764937 | 0.728388645117531 |
23 | 0.222793750958237 | 0.445587501916475 | 0.777206249041763 |
24 | 0.302528083268357 | 0.605056166536715 | 0.697471916731643 |
25 | 0.380002738539444 | 0.760005477078887 | 0.619997261460556 |
26 | 0.355900774938106 | 0.711801549876212 | 0.644099225061894 |
27 | 0.461085135961313 | 0.922170271922627 | 0.538914864038687 |
28 | 0.41770393553448 | 0.83540787106896 | 0.58229606446552 |
29 | 0.361292248230555 | 0.722584496461109 | 0.638707751769445 |
30 | 0.333545971776259 | 0.667091943552517 | 0.666454028223741 |
31 | 0.290845854449015 | 0.58169170889803 | 0.709154145550985 |
32 | 0.242728177165218 | 0.485456354330436 | 0.757271822834782 |
33 | 0.194171711758094 | 0.388343423516189 | 0.805828288241906 |
34 | 0.169130490169977 | 0.338260980339954 | 0.830869509830023 |
35 | 0.151785076221939 | 0.303570152443879 | 0.84821492377806 |
36 | 0.310943353625602 | 0.621886707251204 | 0.689056646374398 |
37 | 0.39572806029677 | 0.79145612059354 | 0.60427193970323 |
38 | 0.38485584440251 | 0.769711688805021 | 0.61514415559749 |
39 | 0.466836225473012 | 0.933672450946024 | 0.533163774526988 |
40 | 0.436328233533868 | 0.872656467067736 | 0.563671766466132 |
41 | 0.411811338964744 | 0.823622677929488 | 0.588188661035256 |
42 | 0.411093760462697 | 0.822187520925395 | 0.588906239537303 |
43 | 0.487879313596159 | 0.975758627192318 | 0.512120686403841 |
44 | 0.531755308323797 | 0.936489383352406 | 0.468244691676203 |
45 | 0.534769373593159 | 0.930461252813681 | 0.465230626406841 |
46 | 0.491059424307389 | 0.982118848614777 | 0.508940575692611 |
47 | 0.495198678585379 | 0.990397357170757 | 0.504801321414621 |
48 | 0.714131996181227 | 0.571736007637546 | 0.285868003818773 |
49 | 0.758167099120049 | 0.483665801759902 | 0.241832900879951 |
50 | 0.72092544476551 | 0.55814911046898 | 0.27907455523449 |
51 | 0.757542274407059 | 0.484915451185881 | 0.242457725592941 |
52 | 0.718103404599358 | 0.563793190801284 | 0.281896595400642 |
53 | 0.67201742504667 | 0.655965149906659 | 0.32798257495333 |
54 | 0.629766985678972 | 0.740466028642056 | 0.370233014321028 |
55 | 0.576889706280517 | 0.846220587438965 | 0.423110293719483 |
56 | 0.539698859095758 | 0.920602281808484 | 0.460301140904242 |
57 | 0.487428884927853 | 0.974857769855706 | 0.512571115072147 |
58 | 0.428573498487585 | 0.85714699697517 | 0.571426501512415 |
59 | 0.378847948999415 | 0.757695897998829 | 0.621152051000585 |
60 | 0.559065344187882 | 0.881869311624236 | 0.440934655812118 |
61 | 0.624746766819549 | 0.750506466360902 | 0.375253233180451 |
62 | 0.624870092208722 | 0.750259815582556 | 0.375129907791278 |
63 | 0.625683819029836 | 0.748632361940327 | 0.374316180970164 |
64 | 0.738724286636656 | 0.522551426726688 | 0.261275713363344 |
65 | 0.741295933548022 | 0.517408132903956 | 0.258704066451978 |
66 | 0.808978402746693 | 0.382043194506614 | 0.191021597253307 |
67 | 0.758051690683282 | 0.483896618633436 | 0.241948309316718 |
68 | 0.710408497015404 | 0.579183005969193 | 0.289591502984596 |
69 | 0.657844301340508 | 0.684311397318985 | 0.342155698659492 |
70 | 0.660489799156241 | 0.679020401687519 | 0.339510200843759 |
71 | 0.596370599727126 | 0.807258800545748 | 0.403629400272874 |
72 | 0.861884231194401 | 0.276231537611197 | 0.138115768805599 |
73 | 0.84574378156824 | 0.30851243686352 | 0.15425621843176 |
74 | 0.831417417076337 | 0.337165165847326 | 0.168582582923663 |
75 | 0.800111012818697 | 0.399777974362606 | 0.199888987181303 |
76 | 0.741122817324284 | 0.517754365351433 | 0.258877182675716 |
77 | 0.727584279596247 | 0.544831440807506 | 0.272415720403753 |
78 | 0.658423082761963 | 0.683153834476074 | 0.341576917238037 |
79 | 0.568955981769731 | 0.862088036460537 | 0.431044018230269 |
80 | 0.526815102634292 | 0.946369794731416 | 0.473184897365708 |
81 | 0.424687527504117 | 0.849375055008234 | 0.575312472495883 |
82 | 0.421355965186267 | 0.842711930372533 | 0.578644034813733 |
83 | 0.328296205916724 | 0.656592411833447 | 0.671703794083276 |
84 | 0.945563607908818 | 0.108872784182364 | 0.0544363920911822 |
85 | 0.914175489853506 | 0.171649020292988 | 0.085824510146494 |
86 | 0.85470971859295 | 0.290580562814098 | 0.145290281407049 |
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 | 1 | 0.0126582278481013 | OK |
10% type I error level | 3 | 0.0379746835443038 | OK |