Multiple Linear Regression - Estimated Regression Equation |
Inschrijvingen[t] = + 29192.3025763464 + 174.389476389964Consumentenvertrouwen[t] + 42.8784606729749Evolutie_consumentenvertrouwen[t] -649.244649320328Totaal_Werkloosheid[t] + 135.258379303979Algemene_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) | 29192.3025763464 | 8666.019076 | 3.3686 | 0.00117 | 0.000585 |
Consumentenvertrouwen | 174.389476389964 | 101.417828 | 1.7195 | 0.089436 | 0.044718 |
Evolutie_consumentenvertrouwen | 42.8784606729749 | 184.355444 | 0.2326 | 0.816685 | 0.408342 |
Totaal_Werkloosheid | -649.244649320328 | 1024.484668 | -0.6337 | 0.528089 | 0.264044 |
Algemene_index | 135.258379303979 | 458.341125 | 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 | 5721.3399735494 |
Sum Squared Residuals | 2585964756.34181 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 31514 | 22396.3767546427 | 9117.62324535732 |
2 | 27071 | 22002.8863463588 | 5068.11365364117 |
3 | 29462 | 21317.1921928765 | 8144.80780712354 |
4 | 26105 | 22047.7239506713 | 4057.27604932866 |
5 | 22397 | 22738.0394119603 | -341.039411960254 |
6 | 23843 | 22773.4403451716 | 1069.55965482840 |
7 | 21705 | 21868.0317448930 | -163.031744893031 |
8 | 18089 | 21978.0714431672 | -3889.07144316724 |
9 | 20764 | 22852.8944588151 | -2088.89445881513 |
10 | 25316 | 21768.0033898223 | 3547.99661017771 |
11 | 17704 | 22563.3954383366 | -4859.39543833664 |
12 | 15548 | 22792.4009786686 | -7244.40097866855 |
13 | 28029 | 22978.6347930930 | 5050.36520690698 |
14 | 29383 | 23394.6391576868 | 5988.36084231324 |
15 | 36438 | 23514.9446963981 | 12923.0553036019 |
16 | 32034 | 23925.2791822346 | 8108.72081776539 |
17 | 22679 | 23908.8329504365 | -1229.83295043654 |
18 | 24319 | 24441.7156797373 | -122.715679737267 |
19 | 18004 | 23277.5257097891 | -5273.5257097891 |
20 | 17537 | 23017.3598980102 | -5480.35989801022 |
21 | 20366 | 23076.0651434954 | -2710.06514349537 |
22 | 22782 | 23061.3004115932 | -279.300411593193 |
23 | 19169 | 23042.3203640533 | -3873.32036405328 |
24 | 13807 | 23025.4509403741 | -9218.45094037406 |
25 | 29743 | 22938.4804711830 | 6804.51952881703 |
26 | 25591 | 23308.6665671931 | 2282.3334328069 |
27 | 29096 | 23701.3666195130 | 5394.63338048696 |
28 | 26482 | 23503.9079140399 | 2978.09208596005 |
29 | 22405 | 22610.5533888599 | -205.553388859929 |
30 | 27044 | 22537.2349064077 | 4506.76509359226 |
31 | 17970 | 22109.8153277443 | -4139.8153277443 |
32 | 18730 | 22176.4018785293 | -3446.40187852926 |
33 | 19684 | 21706.7621142647 | -2022.76211426468 |
34 | 19785 | 22359.482430226 | -2574.48243022599 |
35 | 18479 | 22563.6924814093 | -4084.69248140928 |
36 | 10698 | 23022.5111324634 | -12324.5111324634 |
37 | 31956 | 23549.642594368 | 8406.35740563198 |
38 | 29506 | 23562.5937454821 | 5943.40625451787 |
39 | 34506 | 23095.4258370774 | 11410.5741629226 |
40 | 27165 | 23203.8034494987 | 3961.19655050127 |
41 | 26736 | 23140.5604844626 | 3595.43951553741 |
42 | 23691 | 23735.0435069895 | -44.0435069895003 |
43 | 18157 | 23736.1309060261 | -5579.13090602614 |
44 | 17328 | 23801.0553709582 | -6473.05537095817 |
45 | 18205 | 23746.9520192366 | -5541.95201923658 |
46 | 20995 | 24337.9205470366 | -3342.92054703657 |
47 | 17382 | 24483.4253527347 | -7101.4253527347 |
48 | 9367 | 23270.4735885392 | -13903.4735885392 |
49 | 31124 | 23753.7459254997 | 7370.25407450026 |
50 | 26551 | 24330.4430195749 | 2220.55698042506 |
51 | 30651 | 24218.1023744189 | 6432.89762558105 |
52 | 25859 | 24461.9540352919 | 1397.04596470807 |
53 | 25100 | 24717.7336224550 | 382.266377545033 |
54 | 25778 | 24910.8449313981 | 867.155068601858 |
55 | 20418 | 24423.6968824255 | -4005.69688242549 |
56 | 18688 | 24295.7003614354 | -5607.70036143542 |
57 | 20424 | 24501.6986472801 | -4077.69864728014 |
58 | 24776 | 24727.8905285099 | 48.1094714900885 |
59 | 19814 | 23944.8727446767 | -4130.87274467675 |
60 | 12738 | 24067.9703288306 | -11329.9703288306 |
61 | 31566 | 23965.6410268781 | 7600.35897312191 |
62 | 30111 | 24417.7919204776 | 5693.20807952243 |
63 | 30019 | 24849.4074007358 | 5169.59259926422 |
64 | 31934 | 24556.0095217352 | 7377.99047826484 |
65 | 25826 | 24451.5054217094 | 1374.49457829064 |
66 | 26835 | 23924.1836367837 | 2910.81636321631 |
67 | 20205 | 22809.8369427498 | -2604.83694274976 |
68 | 17789 | 22789.6239333217 | -5000.62393332174 |
69 | 20520 | 23411.6265837602 | -2891.62658376019 |
70 | 22518 | 22726.6354655192 | -208.635465519243 |
71 | 15572 | 21704.4126894602 | -6132.41268946023 |
72 | 11509 | 20833.0847544963 | -9324.0847544963 |
73 | 25447 | 20802.0312178149 | 4644.96878218513 |
74 | 24090 | 20241.5027117941 | 3848.49728820591 |
75 | 27786 | 19894.152976007 | 7891.84702399298 |
76 | 26195 | 20351.9484022371 | 5843.0515977629 |
77 | 20516 | 20956.6778511582 | -440.677851158166 |
78 | 22759 | 21057.2189184493 | 1701.78108155074 |
79 | 19028 | 20695.9821127326 | -1667.98211273261 |
80 | 16971 | 21519.8102792170 | -4548.81027921703 |
81 | 20036 | 21852.8266213974 | -1816.82662139736 |
82 | 22485 | 21878.2162114052 | 606.783788594771 |
83 | 18730 | 22220.0923235398 | -3490.09232353981 |
84 | 14538 | 21442.6996582943 | -6904.69965829428 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.626954474016643 | 0.746091051966714 | 0.373045525983357 |
9 | 0.476761926570291 | 0.953523853140583 | 0.523238073429709 |
10 | 0.347829655297525 | 0.695659310595049 | 0.652170344702475 |
11 | 0.243345717466518 | 0.486691434933036 | 0.756654282533482 |
12 | 0.207691324350087 | 0.415382648700173 | 0.792308675649913 |
13 | 0.336362342286512 | 0.672724684573023 | 0.663637657713488 |
14 | 0.311955923895477 | 0.623911847790955 | 0.688044076104523 |
15 | 0.432704932205831 | 0.865409864411661 | 0.56729506779417 |
16 | 0.46989062159706 | 0.93978124319412 | 0.53010937840294 |
17 | 0.385109662848931 | 0.770219325697863 | 0.614890337151069 |
18 | 0.302795889648185 | 0.605591779296369 | 0.697204110351815 |
19 | 0.264729141569837 | 0.529458283139674 | 0.735270858430163 |
20 | 0.207828996301787 | 0.415657992603574 | 0.792171003698213 |
21 | 0.153383747559006 | 0.306767495118012 | 0.846616252440994 |
22 | 0.151624334757333 | 0.303248669514666 | 0.848375665242667 |
23 | 0.111751741953842 | 0.223503483907685 | 0.888248258046157 |
24 | 0.152531250233664 | 0.305062500467327 | 0.847468749766336 |
25 | 0.254599264275674 | 0.509198528551348 | 0.745400735724326 |
26 | 0.273383150312409 | 0.546766300624818 | 0.726616849687591 |
27 | 0.375906597804290 | 0.751813195608579 | 0.624093402195711 |
28 | 0.331563223479362 | 0.663126446958725 | 0.668436776520638 |
29 | 0.273545197185709 | 0.547090394371418 | 0.726454802814291 |
30 | 0.286389009077301 | 0.572778018154603 | 0.713610990922699 |
31 | 0.235954084242841 | 0.471908168485683 | 0.764045915757159 |
32 | 0.191075961355059 | 0.382151922710118 | 0.808924038644941 |
33 | 0.148451556723700 | 0.296903113447399 | 0.8515484432763 |
34 | 0.117518755132131 | 0.235037510264261 | 0.882481244867869 |
35 | 0.0991478039383964 | 0.198295607876793 | 0.900852196061604 |
36 | 0.226528677187785 | 0.453057354375571 | 0.773471322812215 |
37 | 0.331077471438805 | 0.66215494287761 | 0.668922528561195 |
38 | 0.328195227558706 | 0.656390455117411 | 0.671804772441294 |
39 | 0.512021696649853 | 0.975956606700294 | 0.487978303350147 |
40 | 0.485529141133595 | 0.97105828226719 | 0.514470858866405 |
41 | 0.474775649925768 | 0.949551299851537 | 0.525224350074232 |
42 | 0.415791524883852 | 0.831583049767704 | 0.584208475116148 |
43 | 0.479235874995714 | 0.958471749991427 | 0.520764125004286 |
44 | 0.545502510524226 | 0.908994978951547 | 0.454497489475774 |
45 | 0.579657662896902 | 0.840684674206196 | 0.420342337103098 |
46 | 0.552575685721429 | 0.894848628557141 | 0.447424314278571 |
47 | 0.59523178985504 | 0.80953642028992 | 0.40476821014496 |
48 | 0.82784369377514 | 0.34431261244972 | 0.17215630622486 |
49 | 0.844666731152888 | 0.310666537694224 | 0.155333268847112 |
50 | 0.808704248284584 | 0.382591503430831 | 0.191295751715416 |
51 | 0.836603553790458 | 0.326792892419084 | 0.163396446209542 |
52 | 0.799486461144434 | 0.401027077711133 | 0.200513538855566 |
53 | 0.755039883715798 | 0.489920232568404 | 0.244960116284202 |
54 | 0.706809426158032 | 0.586381147683937 | 0.293190573841968 |
55 | 0.660157234560559 | 0.679685530878883 | 0.339842765439441 |
56 | 0.641003214764974 | 0.717993570470053 | 0.358996785235026 |
57 | 0.601189655259416 | 0.797620689481169 | 0.398810344740584 |
58 | 0.530297517311191 | 0.939404965377618 | 0.469702482688809 |
59 | 0.482552589172403 | 0.965105178344806 | 0.517447410827597 |
60 | 0.722592008417032 | 0.554815983165936 | 0.277407991582968 |
61 | 0.788886255286006 | 0.422227489427988 | 0.211113744713994 |
62 | 0.776364320339695 | 0.447271359320611 | 0.223635679660305 |
63 | 0.765822147427541 | 0.468355705144918 | 0.234177852572459 |
64 | 0.854157674685922 | 0.291684650628157 | 0.145842325314078 |
65 | 0.833761307905326 | 0.332477384189348 | 0.166238692094674 |
66 | 0.89681956004271 | 0.206360879914581 | 0.103180439957291 |
67 | 0.850757148219773 | 0.298485703560454 | 0.149242851780227 |
68 | 0.82132112498933 | 0.357357750021342 | 0.178678875010671 |
69 | 0.748773357031045 | 0.50245328593791 | 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 | 0.157856650221994 | 0.0789283251109972 |
74 | 0.85224383980844 | 0.295512320383121 | 0.147756160191561 |
75 | 0.842726338195866 | 0.314547323608267 | 0.157273661804134 |
76 | 0.996925372529832 | 0.00614925494033618 | 0.00307462747016809 |
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 |