| Multiple Linear Regression - Estimated Regression Equation |
| Inschrijvingen[t] = + 13517.2332809912 + 113.728221602631Consumentenvertrouwen[t] + 178.951790455348Evolutie_consumentenvertrouwen[t] + 17576.0065235033M1[t] + 14711.2983993764M2[t] + 18248.2396782571M3[t] + 15406.8950410103M4[t] + 10911.7059075466M5[t] + 12385.8812668547M6[t] + 6573.46723518118M7[t] + 5461.63876815061M8[t] + 7315.99202385729M9[t] + 9767.35059699243M10[t] + 5492.99734128576M11[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) | 13517.2332809912 | 770.193904 | 17.5504 | 0 | 0 |
| Consumentenvertrouwen | 113.728221602631 | 32.434481 | 3.5064 | 0.000797 | 0.000399 |
| Evolutie_consumentenvertrouwen | 178.951790455348 | 62.77267 | 2.8508 | 0.005726 | 0.002863 |
| M1 | 17576.0065235033 | 1022.260271 | 17.1933 | 0 | 0 |
| M2 | 14711.2983993764 | 1005.104819 | 14.6366 | 0 | 0 |
| M3 | 18248.2396782571 | 1000.679629 | 18.2358 | 0 | 0 |
| M4 | 15406.8950410103 | 1005.735114 | 15.319 | 0 | 0 |
| M5 | 10911.7059075466 | 999.288559 | 10.9195 | 0 | 0 |
| M6 | 12385.8812668547 | 1007.575561 | 12.2928 | 0 | 0 |
| M7 | 6573.46723518118 | 999.096378 | 6.5794 | 0 | 0 |
| M8 | 5461.63876815061 | 1013.918954 | 5.3867 | 1e-06 | 0 |
| M9 | 7315.99202385729 | 1006.829714 | 7.2664 | 0 | 0 |
| M10 | 9767.35059699243 | 1000.792379 | 9.7596 | 0 | 0 |
| M11 | 5492.99734128576 | 999.046876 | 5.4982 | 1e-06 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.953797765402014 |
| R-squared | 0.909730177285874 |
| Adjusted R-squared | 0.892965781638965 |
| F-TEST (value) | 54.2656112660767 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 70 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1867.21753478605 |
| Sum Squared Residuals | 244055092.554873 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 31514 | 30069.6858100708 | 1444.31418992917 |
| 2 | 27071 | 27465.8719613549 | -394.871961354866 |
| 3 | 29462 | 30613.1239226777 | -1151.12392267773 |
| 4 | 26105 | 26420.4553511852 | -315.455351185195 |
| 5 | 22397 | 23047.4816132035 | -650.481613203507 |
| 6 | 23843 | 24944.784122275 | -1101.78412227498 |
| 7 | 21705 | 19149.0890067043 | 2555.91099329573 |
| 8 | 18089 | 17369.9580306022 | 719.041969397763 |
| 9 | 20764 | 19190.8734541033 | 1573.12654589670 |
| 10 | 25316 | 23368.1784584977 | 1947.8215415023 |
| 11 | 17704 | 16717.2951785631 | 986.704821436906 |
| 12 | 15548 | 12834.8639513755 | 2713.13604862453 |
| 13 | 28029 | 30215.1997683206 | -2186.19976832065 |
| 14 | 29383 | 27756.8998778543 | 1626.10012214565 |
| 15 | 36438 | 31782.1918753512 | 4655.80812464884 |
| 16 | 32034 | 28648.1672260464 | 3385.83277395362 |
| 17 | 22679 | 24104.4734398328 | -1425.47343983279 |
| 18 | 24319 | 24829.4038051139 | -510.403805113859 |
| 19 | 18004 | 20351.5947915833 | -2347.59479158329 |
| 20 | 17537 | 18393.5120250259 | -856.51202502591 |
| 21 | 20366 | 20605.7688616433 | -239.768861643277 |
| 22 | 22782 | 23318.0217101893 | -536.021710189285 |
| 23 | 19169 | 18393.0848615139 | 775.915138486056 |
| 24 | 13807 | 12655.9121609201 | 1151.08783907988 |
| 25 | 29743 | 30410.8704748788 | -667.87047487878 |
| 26 | 25591 | 27350.4916441937 | -1759.49164419374 |
| 27 | 29096 | 31359.0647255878 | -2263.06472558775 |
| 28 | 26482 | 28892.3425853544 | -2410.34258535445 |
| 29 | 22405 | 24251.639493641 | -1846.63949364103 |
| 30 | 27044 | 24652.104110217 | 2391.89588978299 |
| 31 | 17970 | 18839.6900785435 | -869.69007854349 |
| 32 | 18730 | 17662.6380426602 | 1067.36195733979 |
| 33 | 19684 | 19956.8373642331 | -272.837364233097 |
| 34 | 19785 | 21301.0473624306 | -1516.04736243055 |
| 35 | 18479 | 18165.6284183087 | 313.371581691315 |
| 36 | 10698 | 12232.7850111567 | -1534.78501115670 |
| 37 | 31956 | 30263.7044210705 | 1692.29557892945 |
| 38 | 29506 | 28180.0270276178 | 1325.97297238224 |
| 39 | 34506 | 31733.6872226012 | 2772.31277739875 |
| 40 | 27165 | 28290.2636451357 | -1125.26364513569 |
| 41 | 26736 | 24104.4734398328 | 2631.52656016721 |
| 42 | 23691 | 24959.8509428193 | -1268.85094281929 |
| 43 | 18157 | 19863.2440729672 | -1706.24407296717 |
| 44 | 17328 | 18751.4156059366 | -1423.41560593661 |
| 45 | 18205 | 20605.7688616433 | -2400.76886164328 |
| 46 | 20995 | 22796.2331593676 | -1801.23315936755 |
| 47 | 17382 | 19302.910634335 | -1920.91063433499 |
| 48 | 9367 | 14217.9736222683 | -4850.97362226833 |
| 49 | 31124 | 29726.8490497045 | 1397.15095029550 |
| 50 | 26551 | 27984.3563210596 | -1433.35632105961 |
| 51 | 30651 | 32009.6483185564 | -1358.64831855642 |
| 52 | 25859 | 28614.7293938408 | -2755.72939384078 |
| 53 | 25100 | 24656.3956317431 | 443.604368256863 |
| 54 | 25778 | 26195.7945599039 | -417.794559903919 |
| 55 | 20418 | 20334.8758754805 | 83.1241245195095 |
| 56 | 18688 | 18930.3673963920 | -242.367396391952 |
| 57 | 20424 | 20605.7688616433 | -181.768861643277 |
| 58 | 24776 | 22991.9038659257 | 1784.09613407430 |
| 59 | 19814 | 19353.0673826434 | 460.9326173566 |
| 60 | 12738 | 12346.5132327593 | 391.486767240661 |
| 61 | 31566 | 30768.7740557895 | 797.225944210524 |
| 62 | 30111 | 27350.4916441937 | 2760.50835580626 |
| 63 | 30019 | 31424.2882944405 | -1405.28829444047 |
| 64 | 31934 | 28843.8379326045 | 3090.16206739547 |
| 65 | 25826 | 23763.2887750249 | 2062.71122497510 |
| 66 | 26835 | 25010.0076911277 | 1824.9923088723 |
| 67 | 20205 | 18970.1372162489 | 1234.86278375108 |
| 68 | 17789 | 17369.9580306022 | 419.041969397765 |
| 69 | 20520 | 19451.7677295142 | 1068.23227048584 |
| 70 | 22518 | 22782.8184343817 | -264.818434381741 |
| 71 | 15572 | 17402.9686992959 | -1830.96869929587 |
| 72 | 11509 | 11210.8831122915 | 298.116887708478 |
| 73 | 25447 | 27923.9164201652 | -2476.91642016522 |
| 74 | 24090 | 26214.8615237259 | -2124.86152372593 |
| 75 | 27786 | 29035.9956407852 | -1249.99564078522 |
| 76 | 26195 | 26064.203865833 | 130.796134167013 |
| 77 | 20516 | 21731.2476067219 | -1215.24760672185 |
| 78 | 22759 | 23677.0547685432 | -918.054768543242 |
| 79 | 19028 | 17978.3689584724 | 1049.63104152764 |
| 80 | 16971 | 16654.1508687808 | 316.849131219155 |
| 81 | 20036 | 19582.2148672196 | 453.785132780399 |
| 82 | 22485 | 22098.7970092075 | 386.202990792539 |
| 83 | 18730 | 17515.04482534 | 1214.95517465999 |
| 84 | 14538 | 12706.0689092285 | 1831.93109077148 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.834854961849383 | 0.330290076301234 | 0.165145038150617 |
| 18 | 0.7248248034835 | 0.550350393033 | 0.2751751965165 |
| 19 | 0.960496422787779 | 0.0790071544244424 | 0.0395035772122212 |
| 20 | 0.94774161245616 | 0.104516775087678 | 0.0522583875438392 |
| 21 | 0.92637219067812 | 0.147255618643760 | 0.0736278093218798 |
| 22 | 0.91489267117101 | 0.170214657657981 | 0.0851073288289905 |
| 23 | 0.871914883925958 | 0.256170232148083 | 0.128085116074042 |
| 24 | 0.837140089495499 | 0.325719821009002 | 0.162859910504501 |
| 25 | 0.775948844916362 | 0.448102310167276 | 0.224051155083638 |
| 26 | 0.765165616589017 | 0.469668766821965 | 0.234834383410982 |
| 27 | 0.820731637287074 | 0.358536725425852 | 0.179268362712926 |
| 28 | 0.875737858875444 | 0.248524282249112 | 0.124262141124556 |
| 29 | 0.859880265251564 | 0.280239469496873 | 0.140119734748436 |
| 30 | 0.874072894443302 | 0.251854211113395 | 0.125927105556698 |
| 31 | 0.836763069493358 | 0.326473861013284 | 0.163236930506642 |
| 32 | 0.794060422617285 | 0.411879154765431 | 0.205939577382715 |
| 33 | 0.745737382171769 | 0.508525235656463 | 0.254262617828231 |
| 34 | 0.713044200867637 | 0.573911598264725 | 0.286955799132363 |
| 35 | 0.651724092530537 | 0.696551814938927 | 0.348275907469463 |
| 36 | 0.657897893088773 | 0.684204213822455 | 0.342102106911227 |
| 37 | 0.647541843592134 | 0.704916312815732 | 0.352458156407866 |
| 38 | 0.605397589733517 | 0.789204820532967 | 0.394602410266483 |
| 39 | 0.679098611506279 | 0.641802776987443 | 0.320901388493721 |
| 40 | 0.630850936329631 | 0.738298127340738 | 0.369149063670369 |
| 41 | 0.693864169041193 | 0.612271661917614 | 0.306135830958807 |
| 42 | 0.651987333768798 | 0.696025332462404 | 0.348012666231202 |
| 43 | 0.635646059612216 | 0.728707880775568 | 0.364353940387784 |
| 44 | 0.598213435449332 | 0.803573129101335 | 0.401786564550668 |
| 45 | 0.629697712764066 | 0.740604574471868 | 0.370302287235934 |
| 46 | 0.628562787320978 | 0.742874425358043 | 0.371437212679021 |
| 47 | 0.62827301997709 | 0.74345396004582 | 0.37172698002291 |
| 48 | 0.925455446402539 | 0.149089107194922 | 0.074544553597461 |
| 49 | 0.91709058026679 | 0.165818839466421 | 0.0829094197332105 |
| 50 | 0.91016083749292 | 0.179678325014159 | 0.0898391625070795 |
| 51 | 0.882255365589327 | 0.235489268821347 | 0.117744634410673 |
| 52 | 0.978705696354451 | 0.042588607291097 | 0.0212943036455485 |
| 53 | 0.971868442808738 | 0.0562631143825233 | 0.0281315571912617 |
| 54 | 0.97390710406776 | 0.0521857918644779 | 0.0260928959322389 |
| 55 | 0.981935671892512 | 0.0361286562149754 | 0.0180643281074877 |
| 56 | 0.981669826320924 | 0.0366603473581514 | 0.0183301736790757 |
| 57 | 0.983484844232076 | 0.0330303115358477 | 0.0165151557679239 |
| 58 | 0.973382804189016 | 0.0532343916219672 | 0.0266171958109836 |
| 59 | 0.957170724048417 | 0.0856585519031661 | 0.0428292759515830 |
| 60 | 0.977864599019953 | 0.0442708019600929 | 0.0221354009800465 |
| 61 | 0.96185604067912 | 0.0762879186417614 | 0.0381439593208807 |
| 62 | 0.96002160337259 | 0.0799567932548208 | 0.0399783966274104 |
| 63 | 0.999275835168725 | 0.00144832966254973 | 0.000724164831274863 |
| 64 | 0.998544144585286 | 0.0029117108294273 | 0.00145585541471365 |
| 65 | 0.996354626627812 | 0.007290746744375 | 0.0036453733721875 |
| 66 | 0.998206812480654 | 0.00358637503869147 | 0.00179318751934573 |
| 67 | 0.992267639171325 | 0.0154647216573510 | 0.00773236082867552 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 4 | 0.0784313725490196 | NOK |
| 5% type I error level | 10 | 0.196078431372549 | NOK |
| 10% type I error level | 17 | 0.333333333333333 | NOK |
