Multiple Linear Regression - Estimated Regression Equation |
Inschrijvingen[t] = + 29.1923025763464 + 0.174389476389964Consumentenvertrouwen[t] + 0.0428784606729751Evolutie_consumentenvertrouwen[t] -0.649244649320326Totaal_Werkloosheid[t] + 0.135258379303979Algemene_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) | 29.1923025763464 | 8.666019 | 3.3686 | 0.00117 | 0.000585 |
Consumentenvertrouwen | 0.174389476389964 | 0.101418 | 1.7195 | 0.089436 | 0.044718 |
Evolutie_consumentenvertrouwen | 0.0428784606729751 | 0.184355 | 0.2326 | 0.816685 | 0.408342 |
Totaal_Werkloosheid | -0.649244649320326 | 1.024485 | -0.6337 | 0.528089 | 0.264044 |
Algemene_index | 0.135258379303979 | 0.458341 | 0.2951 | 0.768688 | 0.384344 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.208606962378333 |
R-squared | 0.0435168647527153 |
Adjusted R-squared | -0.00491266108259025 |
F-TEST (value) | 0.898560619831449 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 79 |
p-value | 0.468975153690604 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 5.7213399735494 |
Sum Squared Residuals | 2585.96475634181 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 31.514 | 22.3963767546426 | 9.11762324535736 |
2 | 27.071 | 22.0028863463588 | 5.06811365364116 |
3 | 29.462 | 21.3171921928765 | 8.14480780712354 |
4 | 26.105 | 22.0477239506714 | 4.05727604932864 |
5 | 22.397 | 22.7380394119603 | -0.341039411960255 |
6 | 23.843 | 22.7734403451716 | 1.06955965482840 |
7 | 21.705 | 21.8680317448930 | -0.163031744893034 |
8 | 18.089 | 21.9780714431672 | -3.88907144316725 |
9 | 20.764 | 22.8528944588151 | -2.08889445881513 |
10 | 25.316 | 21.7680033898223 | 3.54799661017770 |
11 | 17.704 | 22.5633954383366 | -4.85939543833664 |
12 | 15.548 | 22.7924009786686 | -7.24440097866855 |
13 | 28.029 | 22.9786347930930 | 5.05036520690698 |
14 | 29.383 | 23.3946391576868 | 5.98836084231324 |
15 | 36.438 | 23.5149446963981 | 12.9230553036019 |
16 | 32.034 | 23.9252791822346 | 8.10872081776539 |
17 | 22.679 | 23.9088329504365 | -1.22983295043655 |
18 | 24.319 | 24.4417156797373 | -0.122715679737267 |
19 | 18.004 | 23.2775257097891 | -5.2735257097891 |
20 | 17.537 | 23.0173598980102 | -5.48035989801022 |
21 | 20.366 | 23.0760651434954 | -2.71006514349537 |
22 | 22.782 | 23.0613004115932 | -0.279300411593194 |
23 | 19.169 | 23.0423203640533 | -3.87332036405328 |
24 | 13.807 | 23.0254509403741 | -9.21845094037406 |
25 | 29.743 | 22.9384804711830 | 6.80451952881703 |
26 | 25.591 | 23.3086665671931 | 2.2823334328069 |
27 | 29.096 | 23.7013666195130 | 5.39463338048696 |
28 | 26.482 | 23.5039079140399 | 2.97809208596005 |
29 | 22.405 | 22.6105533888599 | -0.205553388859929 |
30 | 27.044 | 22.5372349064077 | 4.50676509359226 |
31 | 17.97 | 22.1098153277443 | -4.1398153277443 |
32 | 18.73 | 22.1764018785293 | -3.44640187852926 |
33 | 19.684 | 21.7067621142647 | -2.02276211426468 |
34 | 19.785 | 22.359482430226 | -2.57448243022599 |
35 | 18.479 | 22.5636924814093 | -4.08469248140928 |
36 | 10.698 | 23.0225111324634 | -12.3245111324634 |
37 | 31.956 | 23.549642594368 | 8.40635740563198 |
38 | 29.506 | 23.5625937454821 | 5.94340625451786 |
39 | 34.506 | 23.0954258370774 | 11.4105741629226 |
40 | 27.165 | 23.2038034494987 | 3.96119655050127 |
41 | 26.736 | 23.1405604844626 | 3.59543951553741 |
42 | 23.691 | 23.7350435069895 | -0.0440435069895015 |
43 | 18.157 | 23.7361309060261 | -5.57913090602614 |
44 | 17.328 | 23.8010553709582 | -6.47305537095817 |
45 | 18.205 | 23.7469520192366 | -5.54195201923658 |
46 | 20.995 | 24.3379205470366 | -3.34292054703657 |
47 | 17.382 | 24.4834253527347 | -7.10142535273471 |
48 | 9.367 | 23.2704735885392 | -13.9034735885392 |
49 | 31.124 | 23.7537459254997 | 7.37025407450026 |
50 | 26.551 | 24.3304430195749 | 2.22055698042505 |
51 | 30.651 | 24.2181023744189 | 6.43289762558105 |
52 | 25.859 | 24.4619540352919 | 1.39704596470807 |
53 | 25.1 | 24.7177336224550 | 0.382266377545034 |
54 | 25.778 | 24.9108449313981 | 0.867155068601856 |
55 | 20.418 | 24.4236968824255 | -4.00569688242549 |
56 | 18.688 | 24.2957003614354 | -5.60770036143542 |
57 | 20.424 | 24.5016986472801 | -4.07769864728014 |
58 | 24.776 | 24.7278905285099 | 0.0481094714900878 |
59 | 19.814 | 23.9448727446768 | -4.13087274467675 |
60 | 12.738 | 24.0679703288306 | -11.3299703288306 |
61 | 31.566 | 23.9656410268781 | 7.60035897312191 |
62 | 30.111 | 24.4177919204776 | 5.69320807952243 |
63 | 30.019 | 24.8494074007358 | 5.16959259926422 |
64 | 31.934 | 24.5560095217352 | 7.37799047826484 |
65 | 25.826 | 24.4515054217094 | 1.37449457829064 |
66 | 26.835 | 23.9241836367837 | 2.91081636321631 |
67 | 20.205 | 22.8098369427498 | -2.60483694274976 |
68 | 17.789 | 22.7896239333217 | -5.00062393332173 |
69 | 20.52 | 23.4116265837602 | -2.89162658376019 |
70 | 22.518 | 22.7266354655192 | -0.208635465519244 |
71 | 15.572 | 21.7044126894602 | -6.13241268946023 |
72 | 11.509 | 20.8330847544963 | -9.3240847544963 |
73 | 25.447 | 20.8020312178149 | 4.64496878218513 |
74 | 24.09 | 20.2415027117941 | 3.8484972882059 |
75 | 27.786 | 19.894152976007 | 7.89184702399298 |
76 | 26.195 | 20.3519484022371 | 5.8430515977629 |
77 | 20.516 | 20.9566778511582 | -0.440677851158169 |
78 | 22.759 | 21.0572189184493 | 1.70178108155074 |
79 | 19.028 | 20.6959821127326 | -1.66798211273261 |
80 | 16.971 | 21.5198102792170 | -4.54881027921703 |
81 | 20.036 | 21.8528266213974 | -1.81682662139736 |
82 | 22.485 | 21.8782162114052 | 0.606783788594769 |
83 | 18.73 | 22.2200923235398 | -3.49009232353981 |
84 | 14.538 | 21.4426996582943 | -6.90469965829428 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.626954474016643 | 0.746091051966714 | 0.373045525983357 |
9 | 0.476761926570292 | 0.953523853140584 | 0.523238073429708 |
10 | 0.347829655297524 | 0.695659310595048 | 0.652170344702476 |
11 | 0.243345717466518 | 0.486691434933036 | 0.756654282533482 |
12 | 0.207691324350086 | 0.415382648700171 | 0.792308675649914 |
13 | 0.336362342286513 | 0.672724684573026 | 0.663637657713487 |
14 | 0.311955923895476 | 0.623911847790952 | 0.688044076104524 |
15 | 0.43270493220583 | 0.86540986441166 | 0.56729506779417 |
16 | 0.469890621597059 | 0.939781243194118 | 0.530109378402941 |
17 | 0.385109662848931 | 0.770219325697861 | 0.614890337151069 |
18 | 0.302795889648185 | 0.60559177929637 | 0.697204110351815 |
19 | 0.264729141569838 | 0.529458283139676 | 0.735270858430162 |
20 | 0.207828996301788 | 0.415657992603576 | 0.792171003698212 |
21 | 0.153383747559006 | 0.306767495118013 | 0.846616252440994 |
22 | 0.151624334757333 | 0.303248669514666 | 0.848375665242667 |
23 | 0.111751741953843 | 0.223503483907687 | 0.888248258046157 |
24 | 0.152531250233663 | 0.305062500467327 | 0.847468749766337 |
25 | 0.254599264275675 | 0.50919852855135 | 0.745400735724325 |
26 | 0.273383150312409 | 0.546766300624818 | 0.726616849687591 |
27 | 0.375906597804288 | 0.751813195608576 | 0.624093402195712 |
28 | 0.331563223479364 | 0.663126446958727 | 0.668436776520636 |
29 | 0.273545197185710 | 0.547090394371421 | 0.72645480281429 |
30 | 0.286389009077302 | 0.572778018154603 | 0.713610990922698 |
31 | 0.235954084242841 | 0.471908168485681 | 0.764045915757159 |
32 | 0.191075961355059 | 0.382151922710118 | 0.808924038644941 |
33 | 0.148451556723700 | 0.296903113447401 | 0.8515484432763 |
34 | 0.117518755132130 | 0.235037510264261 | 0.88248124486787 |
35 | 0.0991478039383964 | 0.198295607876793 | 0.900852196061604 |
36 | 0.226528677187786 | 0.453057354375571 | 0.773471322812214 |
37 | 0.331077471438807 | 0.662154942877613 | 0.668922528561193 |
38 | 0.328195227558706 | 0.656390455117412 | 0.671804772441294 |
39 | 0.512021696649851 | 0.975956606700298 | 0.487978303350149 |
40 | 0.485529141133597 | 0.971058282267194 | 0.514470858866403 |
41 | 0.474775649925769 | 0.949551299851537 | 0.525224350074231 |
42 | 0.415791524883852 | 0.831583049767703 | 0.584208475116148 |
43 | 0.479235874995712 | 0.958471749991424 | 0.520764125004288 |
44 | 0.545502510524226 | 0.908994978951547 | 0.454497489475774 |
45 | 0.579657662896902 | 0.840684674206197 | 0.420342337103098 |
46 | 0.55257568572143 | 0.89484862855714 | 0.44742431427857 |
47 | 0.595231789855041 | 0.809536420289918 | 0.404768210144959 |
48 | 0.82784369377514 | 0.34431261244972 | 0.17215630622486 |
49 | 0.844666731152888 | 0.310666537694225 | 0.155333268847112 |
50 | 0.808704248284584 | 0.382591503430831 | 0.191295751715416 |
51 | 0.836603553790458 | 0.326792892419084 | 0.163396446209542 |
52 | 0.799486461144435 | 0.401027077711131 | 0.200513538855565 |
53 | 0.755039883715798 | 0.489920232568404 | 0.244960116284202 |
54 | 0.706809426158033 | 0.586381147683935 | 0.293190573841967 |
55 | 0.660157234560557 | 0.679685530878886 | 0.339842765439443 |
56 | 0.641003214764972 | 0.717993570470056 | 0.358996785235028 |
57 | 0.601189655259416 | 0.797620689481168 | 0.398810344740584 |
58 | 0.530297517311191 | 0.939404965377618 | 0.469702482688809 |
59 | 0.482552589172402 | 0.965105178344805 | 0.517447410827598 |
60 | 0.722592008417032 | 0.554815983165936 | 0.277407991582968 |
61 | 0.788886255286006 | 0.422227489427988 | 0.211113744713994 |
62 | 0.776364320339695 | 0.44727135932061 | 0.223635679660305 |
63 | 0.765822147427542 | 0.468355705144917 | 0.234177852572458 |
64 | 0.854157674685922 | 0.291684650628156 | 0.145842325314078 |
65 | 0.833761307905326 | 0.332477384189348 | 0.166238692094674 |
66 | 0.89681956004271 | 0.206360879914580 | 0.103180439957290 |
67 | 0.850757148219773 | 0.298485703560454 | 0.149242851780227 |
68 | 0.82132112498933 | 0.35735775002134 | 0.17867887501067 |
69 | 0.748773357031045 | 0.502453285937911 | 0.251226642968955 |
70 | 0.84395048761983 | 0.312099024760339 | 0.156049512380170 |
71 | 0.792002364812806 | 0.415995270374389 | 0.207997635187194 |
72 | 0.958848404318428 | 0.082303191363145 | 0.0411515956815725 |
73 | 0.921071674889003 | 0.157856650221995 | 0.0789283251109975 |
74 | 0.85224383980844 | 0.295512320383121 | 0.147756160191561 |
75 | 0.842726338195866 | 0.314547323608269 | 0.157273661804134 |
76 | 0.996925372529832 | 0.00614925494033615 | 0.00307462747016807 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 1 | 0.0144927536231884 | NOK |
5% type I error level | 1 | 0.0144927536231884 | OK |
10% type I error level | 2 | 0.0289855072463768 | OK |