| Multiple Linear Regression - Estimated Regression Equation |
| Inschrijvingen[t] = + 15316.8874709035 + 114.501933947428Consumentenvertrouwen[t] + 165.694377258374Evolutie_consumentenvertrouwen[t] -244.267372838732Totaal_Werkloosheid[t] + 80.5212962136631Algemene_index[t] + 17577.3863681635M1[t] + 14741.720068206M2[t] + 18266.4426680063M3[t] + 15324.4906635976M4[t] + 10791.1023094009M5[t] + 12224.0696155823M6[t] + 6632.16474600372M7[t] + 5502.95942190991M8[t] + 7345.2172974919M9[t] + 9767.73251289017M10[t] + 5439.17349325196M11[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) | 15316.8874709035 | 3262.83232 | 4.6944 | 1.3e-05 | 7e-06 |
| Consumentenvertrouwen | 114.501933947428 | 33.607292 | 3.4071 | 0.001107 | 0.000553 |
| Evolutie_consumentenvertrouwen | 165.694377258374 | 64.826469 | 2.556 | 0.012829 | 0.006414 |
| Totaal_Werkloosheid | -244.267372838732 | 375.124661 | -0.6512 | 0.517136 | 0.258568 |
| Algemene_index | 80.5212962136631 | 152.771644 | 0.5271 | 0.599861 | 0.29993 |
| M1 | 17577.3863681635 | 1032.414246 | 17.0255 | 0 | 0 |
| M2 | 14741.720068206 | 1014.779998 | 14.527 | 0 | 0 |
| M3 | 18266.4426680063 | 1007.970509 | 18.122 | 0 | 0 |
| M4 | 15324.4906635976 | 1018.304037 | 15.049 | 0 | 0 |
| M5 | 10791.1023094009 | 1024.900151 | 10.5289 | 0 | 0 |
| M6 | 12224.0696155823 | 1039.112564 | 11.764 | 0 | 0 |
| M7 | 6632.16474600372 | 1008.910848 | 6.5736 | 0 | 0 |
| M8 | 5502.95942190991 | 1025.569936 | 5.3658 | 1e-06 | 1e-06 |
| M9 | 7345.2172974919 | 1014.88181 | 7.2375 | 0 | 0 |
| M10 | 9767.73251289017 | 1008.579525 | 9.6846 | 0 | 0 |
| M11 | 5439.17349325196 | 1009.301574 | 5.389 | 1e-06 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.954492285384403 |
| R-squared | 0.91105552285834 |
| Adjusted R-squared | 0.891435417606504 |
| F-TEST (value) | 46.4347928395061 |
| F-TEST (DF numerator) | 15 |
| F-TEST (DF denominator) | 68 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1880.51879878566 |
| Sum Squared Residuals | 240471864.775865 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 31514 | 29932.9627944351 | 1581.03720556486 |
| 2 | 27071 | 27366.7536531121 | -295.753653112101 |
| 3 | 29462 | 30541.5665646227 | -1079.56656462271 |
| 4 | 26105 | 26413.0659191653 | -308.065919165289 |
| 5 | 22397 | 22970.1728829001 | -573.172882900146 |
| 6 | 23843 | 24834.0341646374 | -991.034164637404 |
| 7 | 21705 | 19050.9729571248 | 2654.02704287516 |
| 8 | 18089 | 17322.0292662142 | 766.970733785756 |
| 9 | 20764 | 19188.5212364473 | 1575.4787635527 |
| 10 | 25316 | 23101.0228892625 | 2214.97711073745 |
| 11 | 17704 | 16678.9444961062 | 1025.05550389382 |
| 12 | 15548 | 12666.0626643691 | 2881.93733563089 |
| 13 | 28029 | 30008.5393611268 | -1979.53936112682 |
| 14 | 29383 | 27567.8416547423 | 1815.15834525771 |
| 15 | 36438 | 31632.3673228578 | 4805.63267714219 |
| 16 | 32034 | 28670.0499424852 | 3363.95005751476 |
| 17 | 22679 | 24202.9972168533 | -1523.99721685328 |
| 18 | 24319 | 24924.4112452204 | -605.411245220372 |
| 19 | 18004 | 20197.520220083 | -2193.52022008299 |
| 20 | 17537 | 18164.9145546717 | -627.9145546717 |
| 21 | 20366 | 20322.4569255277 | 43.5430744723003 |
| 22 | 22782 | 23168.7715044653 | -386.771504465299 |
| 23 | 19169 | 18326.6047166598 | 842.395283340197 |
| 24 | 13807 | 12621.9612766905 | 1185.03872330945 |
| 25 | 29743 | 30316.1885475447 | -573.188547544722 |
| 26 | 25591 | 27326.6745692346 | -1735.67456923457 |
| 27 | 29096 | 31361.9752428897 | -2265.9752428897 |
| 28 | 26482 | 28788.4187686597 | -2306.41876865975 |
| 29 | 22405 | 24065.3722909734 | -1660.37229097341 |
| 30 | 27044 | 24585.2353266577 | 2458.76467334226 |
| 31 | 17970 | 18838.4475553348 | -868.447555334813 |
| 32 | 18730 | 17633.6230506462 | 1096.37694935382 |
| 33 | 19684 | 19854.3972063517 | -170.397206351698 |
| 34 | 19785 | 21299.468820069 | -1514.46882006898 |
| 35 | 18479 | 18048.7473741972 | 430.252625802798 |
| 36 | 10698 | 12238.8393820233 | -1540.83938202331 |
| 37 | 31956 | 30201.2236225447 | 1754.77637745528 |
| 38 | 29506 | 28063.4230156889 | 1442.57698431111 |
| 39 | 34506 | 31544.0903980979 | 2961.90960190209 |
| 40 | 27165 | 28102.4459447511 | -937.445944751128 |
| 41 | 26736 | 23902.0945882452 | 2833.90541175479 |
| 42 | 23691 | 24848.0271896536 | -1157.02718965356 |
| 43 | 18157 | 19845.8899656767 | -1688.88996567666 |
| 44 | 17328 | 18741.1113788667 | -1413.11137886673 |
| 45 | 18205 | 20551.1607359632 | -2346.16073596325 |
| 46 | 20995 | 22793.3329154016 | -1798.33291540162 |
| 47 | 17382 | 19227.3269742558 | -1845.32697425582 |
| 48 | 9367 | 14091.2432231654 | -4724.24322316537 |
| 49 | 31124 | 29802.6584851644 | 1321.34151483559 |
| 50 | 26551 | 28032.520069015 | -1481.52006901496 |
| 51 | 30651 | 32015.4430472377 | -1364.44304723773 |
| 52 | 25859 | 28564.0982210956 | -2705.09822109558 |
| 53 | 25100 | 24560.8125624188 | 539.18743758117 |
| 54 | 25778 | 26167.1059983305 | -389.105998330503 |
| 55 | 20418 | 20446.6635558852 | -28.6635558852189 |
| 56 | 18688 | 19061.9590062893 | -373.959006289257 |
| 57 | 20424 | 20844.01123495 | -420.011234949954 |
| 58 | 24776 | 23271.6989143868 | 1504.30108561315 |
| 59 | 19814 | 19523.5462825332 | 290.453717466803 |
| 60 | 12738 | 12686.9931599038 | 51.0068400961811 |
| 61 | 31566 | 31037.3237049243 | 528.676295075656 |
| 62 | 30111 | 27773.5969247063 | 2337.40307529368 |
| 63 | 30019 | 31933.0999051043 | -1914.09990510426 |
| 64 | 31934 | 29277.5203638321 | 2656.47963616789 |
| 65 | 25826 | 24337.5408952891 | 1488.45910471087 |
| 66 | 26835 | 25492.1101621683 | 1342.88983783166 |
| 67 | 20205 | 19386.1327069098 | 818.86729309018 |
| 68 | 17789 | 17734.0396190028 | 54.9603809972058 |
| 69 | 20520 | 19911.0604412365 | 608.939558763507 |
| 70 | 22518 | 23156.6473443714 | -638.6473443714 |
| 71 | 15572 | 17702.9416611307 | -2130.94166113068 |
| 72 | 11509 | 11475.3327515612 | 33.6672484387603 |
| 73 | 25447 | 28080.1034842598 | -2633.10348425984 |
| 74 | 24090 | 26172.1901135009 | -2082.19011350087 |
| 75 | 27786 | 28929.4575191899 | -1143.45751918987 |
| 76 | 26195 | 25958.4008400109 | 236.599159989092 |
| 77 | 20516 | 21620.00956332 | -1104.00956331999 |
| 78 | 22759 | 23418.0759133321 | -659.075913332084 |
| 79 | 19028 | 17721.3730389857 | 1306.62696101435 |
| 80 | 16971 | 16474.3231243091 | 496.676875690907 |
| 81 | 20036 | 19327.3922195236 | 708.607780476394 |
| 82 | 22485 | 21866.0576120433 | 618.942387956692 |
| 83 | 18730 | 17341.8884951171 | 1388.11150488288 |
| 84 | 14538 | 12424.5675422866 | 2113.43245771338 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 19 | 0.163851060548097 | 0.327702121096194 | 0.836148939451903 |
| 20 | 0.193343765089943 | 0.386687530179886 | 0.806656234910057 |
| 21 | 0.128648286352451 | 0.257296572704902 | 0.871351713647549 |
| 22 | 0.0927533831058624 | 0.185506766211725 | 0.907246616894138 |
| 23 | 0.0475050012418946 | 0.0950100024837893 | 0.952494998758105 |
| 24 | 0.0273630030701381 | 0.0547260061402762 | 0.972636996929862 |
| 25 | 0.0334323135115983 | 0.0668646270231966 | 0.966567686488402 |
| 26 | 0.0194869873377169 | 0.0389739746754338 | 0.980513012662283 |
| 27 | 0.0102841701520601 | 0.0205683403041203 | 0.98971582984794 |
| 28 | 0.00535764501932559 | 0.0107152900386512 | 0.994642354980674 |
| 29 | 0.052912347454351 | 0.105824694908702 | 0.947087652545649 |
| 30 | 0.596251449639815 | 0.80749710072037 | 0.403748550360185 |
| 31 | 0.547805838566839 | 0.904388322866322 | 0.452194161433161 |
| 32 | 0.550665286213616 | 0.898669427572767 | 0.449334713786384 |
| 33 | 0.467721879044913 | 0.935443758089825 | 0.532278120955087 |
| 34 | 0.404841253662933 | 0.809682507325865 | 0.595158746337067 |
| 35 | 0.331727806346835 | 0.663455612693669 | 0.668272193653165 |
| 36 | 0.294705279255508 | 0.589410558511016 | 0.705294720744492 |
| 37 | 0.381562246220356 | 0.763124492440712 | 0.618437753779644 |
| 38 | 0.372721943391621 | 0.745443886783241 | 0.62727805660838 |
| 39 | 0.529229668140195 | 0.94154066371961 | 0.470770331859805 |
| 40 | 0.453218426700106 | 0.906436853400212 | 0.546781573299894 |
| 41 | 0.706007247609381 | 0.587985504781238 | 0.293992752390619 |
| 42 | 0.659064341901076 | 0.681871316197847 | 0.340935658098924 |
| 43 | 0.67203206380206 | 0.65593587239588 | 0.32796793619794 |
| 44 | 0.663915198956189 | 0.672169602087622 | 0.336084801043811 |
| 45 | 0.701101443785435 | 0.59779711242913 | 0.298898556214565 |
| 46 | 0.692621376413256 | 0.614757247173488 | 0.307378623586744 |
| 47 | 0.676133636745158 | 0.647732726509684 | 0.323866363254842 |
| 48 | 0.911294017886901 | 0.177411964226197 | 0.0887059821130987 |
| 49 | 0.909190602308552 | 0.181618795382897 | 0.0908093976914485 |
| 50 | 0.891246093040001 | 0.217507813919998 | 0.108753906959999 |
| 51 | 0.849401052969133 | 0.301197894061733 | 0.150598947030866 |
| 52 | 0.966983985490326 | 0.0660320290193476 | 0.0330160145096738 |
| 53 | 0.958121368699836 | 0.083757262600328 | 0.041878631300164 |
| 54 | 0.96353451619312 | 0.0729309676137607 | 0.0364654838068803 |
| 55 | 0.971091914149801 | 0.0578161717003971 | 0.0289080858501985 |
| 56 | 0.960747779845796 | 0.0785044403084071 | 0.0392522201542036 |
| 57 | 0.956014050896146 | 0.0879718982077088 | 0.0439859491038544 |
| 58 | 0.936313954084326 | 0.127372091831349 | 0.0636860459156743 |
| 59 | 0.9041414296089 | 0.191717140782199 | 0.0958585703910997 |
| 60 | 0.937536002285286 | 0.124927995429428 | 0.0624639977147142 |
| 61 | 0.901226127391088 | 0.197547745217824 | 0.098773872608912 |
| 62 | 0.897539462701968 | 0.204921074596064 | 0.102460537298032 |
| 63 | 0.995806151286524 | 0.0083876974269511 | 0.00419384871347555 |
| 64 | 0.997221925275208 | 0.00555614944958336 | 0.00277807472479168 |
| 65 | 0.989120005094856 | 0.0217599898102877 | 0.0108799949051438 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 2 | 0.0425531914893617 | NOK |
| 5% type I error level | 6 | 0.127659574468085 | NOK |
| 10% type I error level | 15 | 0.319148936170213 | NOK |
