| Multiple Linear Regression - Estimated Regression Equation |
| Nettoschuld[t] = + 298294.469041642 -1.95030151290886Fiscale_en_parafiscale_ontvangsten[t] + 0.73016016571353`Niet-fiscale_en_niet-parafiscale_ontvangsten`[t] -4.03551319728063Lopende_uitgaven_exclusief_rentelasten[t] + 4.00579626869047Rentelasten[t] + 0.738416486158941Kapitaaluitgaven[t] -11369.5789100911Q1[t] + 1758.11058024843Q2[t] -14910.9267657763Q3[t] + 2519.67782924212t + 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) | 298294.469041642 | 45829.530616 | 6.5088 | 0 | 0 |
| Fiscale_en_parafiscale_ontvangsten | -1.95030151290886 | 0.960864 | -2.0297 | 0.046418 | 0.023209 |
| `Niet-fiscale_en_niet-parafiscale_ontvangsten` | 0.73016016571353 | 2.270274 | 0.3216 | 0.748759 | 0.374379 |
| Lopende_uitgaven_exclusief_rentelasten | -4.03551319728063 | 0.935233 | -4.315 | 5.5e-05 | 2.7e-05 |
| Rentelasten | 4.00579626869047 | 7.531516 | 0.5319 | 0.596601 | 0.298301 |
| Kapitaaluitgaven | 0.738416486158941 | 1.324364 | 0.5576 | 0.579029 | 0.289515 |
| Q1 | -11369.5789100911 | 7243.332733 | -1.5697 | 0.121276 | 0.060638 |
| Q2 | 1758.11058024843 | 3439.814033 | 0.5111 | 0.610982 | 0.305491 |
| Q3 | -14910.9267657763 | 7090.795068 | -2.1029 | 0.039296 | 0.019648 |
| t | 2519.67782924212 | 437.122785 | 5.7642 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.861464592776989 |
| R-squared | 0.742121244608423 |
| Adjusted R-squared | 0.706955959782299 |
| F-TEST (value) | 21.1038030340964 |
| F-TEST (DF numerator) | 9 |
| F-TEST (DF denominator) | 66 |
| p-value | 3.33066907387547e-16 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 9859.0427309608 |
| Sum Squared Residuals | 6415247755.68012 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 186448 | 208823.234267209 | -22375.2342672094 |
| 2 | 190530 | 211718.577096666 | -21188.5770966655 |
| 3 | 194207 | 207844.483947061 | -13637.4839470611 |
| 4 | 190855 | 214896.253527762 | -24041.253527762 |
| 5 | 200779 | 210664.304137359 | -9885.30413735928 |
| 6 | 204428 | 216395.388885442 | -11967.3888854415 |
| 7 | 207617 | 213668.938277781 | -6051.93827778149 |
| 8 | 212071 | 221515.157439769 | -9444.15743976935 |
| 9 | 214239 | 216910.880265923 | -2671.88026592262 |
| 10 | 215883 | 221888.735528788 | -6005.73552878836 |
| 11 | 223484 | 218674.828725630 | 4809.17127437049 |
| 12 | 221529 | 222212.841860719 | -683.841860718597 |
| 13 | 225247 | 221786.477755821 | 3460.52224417879 |
| 14 | 226699 | 223773.206417490 | 2925.79358250970 |
| 15 | 231406 | 220342.705196993 | 11063.2948030074 |
| 16 | 232324 | 223380.146218904 | 8943.8537810962 |
| 17 | 237192 | 225544.645193788 | 11647.3548062119 |
| 18 | 236727 | 227170.355667098 | 9556.6443329019 |
| 19 | 240698 | 227161.517774597 | 13536.4822254026 |
| 20 | 240688 | 230003.296969320 | 10684.7030306803 |
| 21 | 245283 | 230024.939714763 | 15258.0602852367 |
| 22 | 243556 | 230996.434486162 | 12559.5655138384 |
| 23 | 247826 | 231918.394069053 | 15907.6059309471 |
| 24 | 245798 | 235386.804752465 | 10411.1952475353 |
| 25 | 250479 | 233759.797965415 | 16719.2020345849 |
| 26 | 249216 | 236086.360998478 | 13129.6390015217 |
| 27 | 251896 | 236991.654302206 | 14904.3456977944 |
| 28 | 247616 | 239101.246163163 | 8514.75383683748 |
| 29 | 249994 | 237260.898788844 | 12733.1012111557 |
| 30 | 246552 | 240340.294264083 | 6211.70573591669 |
| 31 | 248771 | 242982.386028709 | 5788.61397129056 |
| 32 | 247551 | 243312.387843767 | 4238.61215623313 |
| 33 | 249745 | 243795.128967564 | 5949.87103243581 |
| 34 | 245742 | 244211.253017490 | 1530.74698251036 |
| 35 | 249019 | 246650.26509291 | 2368.73490708996 |
| 36 | 245841 | 245179.961921947 | 661.038078053122 |
| 37 | 248771 | 245396.14571178 | 3374.85428822007 |
| 38 | 244723 | 248295.994016682 | -3572.9940166815 |
| 39 | 246878 | 253083.675074333 | -6205.67507433331 |
| 40 | 246014 | 249913.896772608 | -3899.89677260799 |
| 41 | 248496 | 252352.763666955 | -3856.76366695481 |
| 42 | 244351 | 250399.090535314 | -6048.09053531363 |
| 43 | 248016 | 254881.26920228 | -6865.26920227976 |
| 44 | 246509 | 250370.048849400 | -3861.04884939954 |
| 45 | 249426 | 252720.140499244 | -3294.1404992438 |
| 46 | 247840 | 248645.745920033 | -805.745920033213 |
| 47 | 251035 | 251959.481361750 | -924.481361749696 |
| 48 | 250161 | 251728.777814715 | -1567.77781471523 |
| 49 | 254278 | 255563.891302993 | -1285.89130299264 |
| 50 | 250801 | 249325.68545299 | 1475.31454701018 |
| 51 | 253985 | 256002.933440916 | -2017.93344091640 |
| 52 | 249174 | 248037.855676653 | 1136.14432334709 |
| 53 | 251287 | 253947.961753821 | -2660.9617538212 |
| 54 | 247947 | 251702.272309612 | -3755.27230961240 |
| 55 | 249992 | 259005.241509730 | -9013.24150973048 |
| 56 | 243805 | 252649.244224262 | -8844.24422426233 |
| 57 | 255812 | 262353.338161668 | -6541.33816166754 |
| 58 | 250417 | 248578.605610102 | 1838.39438989784 |
| 59 | 253033 | 257430.555567759 | -4397.55556775866 |
| 60 | 248705 | 253558.733106178 | -4853.73310617796 |
| 61 | 253950 | 257565.673511725 | -3615.67351172509 |
| 62 | 251484 | 255770.446380281 | -4286.4463802807 |
| 63 | 251093 | 259985.783108545 | -8892.78310854484 |
| 64 | 245996 | 251503.147938196 | -5507.14793819644 |
| 65 | 252721 | 261760.816592643 | -9039.81659264323 |
| 66 | 248019 | 253684.635832678 | -5665.63583267816 |
| 67 | 250464 | 262783.255799995 | -12319.2557999952 |
| 68 | 245571 | 252929.597241125 | -7358.5972411249 |
| 69 | 252690 | 260916.210230392 | -8226.21023039204 |
| 70 | 250183 | 249830.105732772 | 352.894267227925 |
| 71 | 253639 | 259571.680491802 | -5932.68049180247 |
| 72 | 254436 | 248197.503697946 | 6238.49630205385 |
| 73 | 265280 | 260969.751512092 | 4310.24848790783 |
| 74 | 268705 | 254989.81184784 | 13715.1881521603 |
| 75 | 270643 | 262762.951027949 | 7880.04897205093 |
| 76 | 271480 | 252247.097981102 | 19232.9020188979 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 13 | 0.132549874205991 | 0.265099748411982 | 0.867450125794009 |
| 14 | 0.0814339766354018 | 0.162867953270804 | 0.918566023364598 |
| 15 | 0.0498805227846876 | 0.0997610455693752 | 0.950119477215312 |
| 16 | 0.0641691240198255 | 0.128338248039651 | 0.935830875980175 |
| 17 | 0.0383636820509473 | 0.0767273641018947 | 0.961636317949053 |
| 18 | 0.0335898804395 | 0.067179760879 | 0.9664101195605 |
| 19 | 0.0376016597464303 | 0.0752033194928607 | 0.96239834025357 |
| 20 | 0.0414740402605266 | 0.0829480805210532 | 0.958525959739473 |
| 21 | 0.0351710305357613 | 0.0703420610715226 | 0.964828969464239 |
| 22 | 0.0420299158014762 | 0.0840598316029523 | 0.957970084198524 |
| 23 | 0.0400083447661942 | 0.0800166895323883 | 0.959991655233806 |
| 24 | 0.0635877866844505 | 0.127175573368901 | 0.936412213315549 |
| 25 | 0.106223407650356 | 0.212446815300712 | 0.893776592349644 |
| 26 | 0.0797818858228004 | 0.159563771645601 | 0.9202181141772 |
| 27 | 0.157750781694862 | 0.315501563389723 | 0.842249218305138 |
| 28 | 0.708347605606698 | 0.583304788786604 | 0.291652394393302 |
| 29 | 0.992323922241038 | 0.0153521555179241 | 0.00767607775896203 |
| 30 | 0.996369431860674 | 0.00726113627865281 | 0.00363056813932641 |
| 31 | 0.99931369098619 | 0.00137261802762209 | 0.000686309013811044 |
| 32 | 0.99970202963678 | 0.00059594072643854 | 0.00029797036321927 |
| 33 | 0.999981093835514 | 3.78123289709924e-05 | 1.89061644854962e-05 |
| 34 | 0.999992556053692 | 1.48878926150279e-05 | 7.44394630751396e-06 |
| 35 | 0.99999704339589 | 5.91320821968562e-06 | 2.95660410984281e-06 |
| 36 | 0.99999952973987 | 9.40520261433662e-07 | 4.70260130716831e-07 |
| 37 | 0.99999984343799 | 3.13124021191439e-07 | 1.56562010595719e-07 |
| 38 | 0.999999917573843 | 1.64852314140184e-07 | 8.2426157070092e-08 |
| 39 | 0.99999990287863 | 1.94242741137966e-07 | 9.71213705689832e-08 |
| 40 | 0.99999990782866 | 1.84342679378059e-07 | 9.21713396890297e-08 |
| 41 | 0.999999960316943 | 7.93661146713693e-08 | 3.96830573356847e-08 |
| 42 | 0.999999919912304 | 1.60175391929061e-07 | 8.00876959645304e-08 |
| 43 | 0.999999848841434 | 3.02317132184845e-07 | 1.51158566092423e-07 |
| 44 | 0.999999575300565 | 8.49398869843723e-07 | 4.24699434921862e-07 |
| 45 | 0.999999762815416 | 4.74369168423505e-07 | 2.37184584211753e-07 |
| 46 | 0.999999496775016 | 1.00644996880398e-06 | 5.0322498440199e-07 |
| 47 | 0.99999875782997 | 2.48434006125817e-06 | 1.24217003062908e-06 |
| 48 | 0.999996525806712 | 6.948386575673e-06 | 3.4741932878365e-06 |
| 49 | 0.99999992954392 | 1.40912160476381e-07 | 7.04560802381907e-08 |
| 50 | 0.999999814210625 | 3.71578750447092e-07 | 1.85789375223546e-07 |
| 51 | 0.999999417183593 | 1.16563281372596e-06 | 5.8281640686298e-07 |
| 52 | 0.99999786219909 | 4.27560181867091e-06 | 2.13780090933545e-06 |
| 53 | 0.999999808104857 | 3.8379028621007e-07 | 1.91895143105035e-07 |
| 54 | 0.999999391027484 | 1.2179450329388e-06 | 6.089725164694e-07 |
| 55 | 0.999999945866565 | 1.08266870649372e-07 | 5.4133435324686e-08 |
| 56 | 0.999999648990994 | 7.02018011171852e-07 | 3.51009005585926e-07 |
| 57 | 0.999998590260182 | 2.81947963542467e-06 | 1.40973981771234e-06 |
| 58 | 0.9999967133974 | 6.57320520149258e-06 | 3.28660260074629e-06 |
| 59 | 0.999978572287802 | 4.28554243963222e-05 | 2.14277121981611e-05 |
| 60 | 0.999914624315326 | 0.000170751369348923 | 8.53756846744616e-05 |
| 61 | 0.999508576095022 | 0.000982847809955332 | 0.000491423904977666 |
| 62 | 0.997650253394567 | 0.00469949321086592 | 0.00234974660543296 |
| 63 | 0.99642720537261 | 0.00714558925478153 | 0.00357279462739076 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 34 | 0.666666666666667 | NOK |
| 5% type I error level | 35 | 0.686274509803922 | NOK |
| 10% type I error level | 43 | 0.843137254901961 | NOK |
