Multiple Linear Regression - Estimated Regression Equation
Csmvert[t] = + 0.122586933246701 -0.0114332882329421Maand[t] + 0.249000494813069econs[t] -0.251246449378732werkloosh[t] + 0.250088721518137finsit[t] + 0.24879341808587spaarverm[t] -0.000214653350260284t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.1225869332467010.0612532.00130.046180.02309
Maand-0.01143328823294210.005587-2.04630.0415210.020761
econs0.2490004948130690.0027590.536300
werkloosh-0.2512464493787320.001409-178.376100
finsit0.2500887215181370.0083729.880800
spaarverm0.248793418085870.0028786.689900
t-0.0002146533502602840.000218-0.98470.3254790.162739


Multiple Linear Regression - Regression Statistics
Multiple R0.999243626016752
R-squared0.998487824135106
Adjusted R-squared0.99846016238148
F-TEST (value)36096.3313328355
F-TEST (DF numerator)6
F-TEST (DF denominator)328
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.351771306413224
Sum Squared Residuals40.5877210611386


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1-28-27.6217943468002-0.378205653199797
2-26-25.6315733616383-0.368426638361674
3-27-26.8960498676889-0.103950132311068
4-26-26.40997339752870.409973397528721
5-27-27.17311473268250.173114732682453
6-27-27.43355609235150.433556092351532
7-27-27.19388808340050.19388808340047
8-28-27.7044181645877-0.295581835412318
9-26-25.969054387958-0.0309456120420004
10-13-12.9990205969496-0.000979403050415716
11-13-13.00700493631030.00700493631025911
12-14-13.7708370028011-0.22916299719888
13-12-12.15109209806990.151092098069862
14-16-16.40955217308160.409552173081628
15-16-15.9096386651421-0.0903613348578881
16-12-12.18147451253260.181474512532613
17-15-15.192894662380.192894662379957
18-18-17.9708441539937-0.0291558460062529
19-17-16.7300776845639-0.269922315436053
20-10-9.50794293859776-0.492057061402244
21-9-9.260034685790240.26003468579024
22-13-12.5202482537235-0.479751746276545
23-15-14.7820220424586-0.217977957541401
24-12-12.05011978889760.0501197888976468
25-13-13.4165004732920.416500473291966
26-10-10.43397300053390.433973000533878
27-13-12.203602513362-0.796397486637991
28-11-10.9667067228819-0.033293277118063
29-12-11.7220219676336-0.277978032366386
30-10-10.48084134474940.480841344749414
31-13-12.4929934084899-0.507006591510105
32-12-11.5115065555681-0.488493444431917
33-11-11.02202640298160.0220264029816152
34-11-11.27531574549930.275315745499299
35-11-10.2806825861353-0.719317413864695
36-8-8.042342256138240.0423422561382352
37-7-7.669362125428060.669362125428058
38-10-10.18087998338250.18087998338247
39-8-7.94963882746772-0.0503611725322832
40-8-7.45742906570566-0.542570934294341
41-7-7.214426875483870.21442687548387
42-7-7.223070056748140.223070056748141
43-6-5.99204621133426-0.00795378866573823
44-8-8.246583250415420.24658325041542
45-6-5.765720369506-0.234279630494
46-3-2.51959655840227-0.480403441597731
4710.9679463455616740.0320536544383262
4800.207395617272471-0.207395617272471
49-3-3.908821360786590.908821360786592
500-0.4257022915378330.425702291537833
5100.0654192435191549-0.0654192435191549
52-1-0.696012634747916-0.303987365252084
53-1-1.212691238884040.212691238884042
5400.026657582888892-0.026657582888892
5511.01135627285683-0.0113562728568326
5600.495972972152972-0.495972972152972
5721.73879497750770.261205022492305
5832.97303065996770.0269693400322969
5922.70673258657951-0.70673258657951
6043.695164379925510.304835620074488
6132.572172165074340.42782783492566
6244.32042232834993-0.320422328349931
6333.80885686352672-0.808856863526725
6411.04629963292078-0.0462996329207793
6521.783692053615250.216307946384751
6644.76697833212661-0.766978332126605
6733.50284647837487-0.502846478374869
6821.742684438419320.25731556158068
69-4-4.001140866246460.00114086624645904
70-5-4.52141357144959-0.47858642855041
71-5-4.78975052267625-0.210249477323751
72-7-7.553395979987260.553395979987262
73-13-13.16090297583560.160902975835605
74-11-11.44338449150660.443384491506635
75-3-2.7071388717092-0.292861128290797
76-3-3.217531377324740.217531377324741
77-5-4.73325433275408-0.266745667245923
78-4-4.24956139273120.249561392731204
79-4-3.26460278296699-0.73539721703301
80-4-4.026793466987330.0267934669873285
81-5-5.283359150133280.283359150133275
82-4-4.045527939866880.0455279398668781
83-5-4.06139263943807-0.938607360561935
84-6-6.578093137860930.57809313786093
85-9-9.197662270368590.197662270368592
86-10-10.21184297817390.211842978173861
87-11-10.4835988431738-0.51640115682615
88-13-13.24009228333350.240092283333474
89-13-12.990214653843-0.00978534615697643
90-13-12.7555222086332-0.24447779136678
91-11-10.2664190838673-0.733580916132658
92-12-12.02827534936250.0282753493624872
93-14-14.2847984232130.284798423213038
94-20-20.29272467446990.292724674469934
95-17-16.8253425185279-0.17465748147211
96-16-16.33142329987920.331423299879168
97-24-24.43735067500830.437350675008328
98-24-24.45649528604180.456495286041788
99-22-21.4774938399346-0.522506160065438
100-25-24.7427662773722-0.257233722627762
101-24-23.7447142042349-0.255285795765083
102-25-25.00183161640690.00183161640693266
103-24-23.7546567042319-0.245343295768057
104-25-24.5299936946945-0.470006305305536
105-24-24.29801420057380.298014200573792
106-26-26.30786746667950.307867466679536
107-25-24.5425308168565-0.457469183143494
108-24-24.31163954944090.311639549440902
109-22-22.19164770051780.191647700517844
110-20-20.4555931925510.455593192551038
111-14-13.974119562695-0.0258804373049939
112-13-13.22624094357840.226240943578418
113-10-9.99468108657373-0.0053189134262667
114-10-10.25539902412550.255399024125533
115-11-10.5178097604775-0.482190239522459
116-6-6.035422605121920.0354226051219185
117-2-2.552632956824960.552632956824959
118-3-2.30880245969437-0.691197540305627
119-2-2.063570972993380.0635709729933771
120-4-4.814277200589410.814277200589407
121-7-6.69638182268597-0.303618177314029
122-8-8.704992628428520.704992628428521
123-7-6.47715515494003-0.522844845059973
124-4-4.488229473210420.488229473210424
125-7-6.99375304187404-0.00624695812595733
126-5-4.5081911751061-0.491808824893904
127-6-5.52100707832357-0.47899292167643
128-12-12.53188024925690.531880249256932
129-12-12.79403106581270.794031065812668
130-16-15.5653802693011-0.434619730698859
131-20-20.33144638238330.331446382383296
132-16-16.83360912537740.83360912537736
133-16-15.711519131234-0.288480868766016
134-18-17.7218241625161-0.278175837483872
135-15-15.22857378091780.228573780917795
136-12-12.23526830050780.235268300507789
137-13-13.25252326978750.252523269787518
138-13-12.7697114797425-0.230288520257486
139-12-11.5284613557028-0.471538644297216
140-11-11.28981349904070.289813499040652
141-9-9.31102936343430.311029363434298
142-9-9.298698721114940.298698721114943
143-8-7.81274959275273-0.18725040724727
144-8-8.581954718352790.581954718352787
145-15-14.4669855451172-0.533014454882844
146-16-15.7229452294286-0.277054770571422
147-21-20.4954907131508-0.504509286849163
148-21-21.00206538288570.0020653828857176
149-16-16.26419978881630.264199788816307
150-13-12.5256022808538-0.47439771914624
151-12-11.5366339898288-0.46336601017124
152-8-8.298750422581480.298750422581483
153-9-9.313605203637420.313605203637421
154-1-1.321595274120990.321595274120992
155-5-4.83094691243894-0.169053087561056
156-9-8.59038727227503-0.409612727724967
157-1-0.968300267423761-0.0316997325762391
15833.02304607007698-0.023046070076984
15922.02365305118442-0.0236530511844193
16033.24657422831351-0.246574228313513
16155.22997261727579-0.229972617275794
16254.971432559873510.0285674401264856
16332.468913751528830.531086248471173
16421.964654537515140.0353454624848603
16510.6970342688345460.302965731165454
166-4-3.5676285989346-0.432371401065404
16710.4167047237258150.583295276274185
16810.9063919530394820.0936080469605179
16965.78575706965540.214242930344604
17033.27893819755951-0.278938197559509
17121.774322670733890.225677329266109
17222.24737517867652-0.247375178676517
17321.492750665261970.507249334738033
174-8-8.256230140550830.256230140550826
1750-0.2746369083009870.274636908300987
176-2-1.53522750405479-0.464772495945208
17733.20502162015195-0.205021620151954
17855.1849634836189-0.184963483618901
17987.926141364672310.0738586353276926
18087.658410412280180.341589587719825
18199.04012467523041-0.0401246752304097
1821111.0261831722128-0.0261831722127525
1831313.0132075516756-0.0132075516755641
1841212.0087708946256-0.00877089462560388
1851312.75932485310930.240675146890675
1861514.99044366479950.0095563352005209
1871312.48200006831950.517999931680473
1881615.46425096319490.535749036805117
1891010.2150396238154-0.215039623815438
1901413.95301590159640.0469840984036106
1911413.93932908217470.0606709178252768
1921514.93287401483360.0671259851663508
1931313.0562271843489-0.0562271843488766
19488.28803603418628-0.288036034186275
19577.275963705375-0.275963705374998
19633.51557269440551-0.515572694405513
19733.24580286417492-0.245802864174918
19843.737943124781450.262056875218554
19944.22231013805499-0.222310138054988
20000.455510684340313-0.455510684340313
201-4-4.056787873654110.0567878736541057
202-14-14.32439741363840.324397413638405
203-18-18.35735334986910.357353349869119
204-8-8.354871512626450.354871512626447
205-1-1.485021475751910.485021475751906
20611.50282621304631-0.502826213046305
20721.988091034384170.0119089656158283
2080-0.261072945587790.26107294558779
20911.21936554809356-0.219365548093556
2100-0.2899489645905880.289948964590588
211-1-1.564928327149770.56492832714977
212-3-3.558284447456140.558284447456144
213-3-3.569725312312150.569725312312148
214-3-2.83457884618334-0.165421153816657
215-4-3.84739474940082-0.152605250599183
216-8-8.112057617169960.11205761716996
217-9-8.98824244870466-0.0117575512953449
218-13-12.7485639585186-0.251436041481387
219-18-18.25038655186460.250386551864587
220-11-10.7723592137302-0.227640786269792
221-9-9.539748255654260.539748255654263
222-10-10.54890055664920.548900556649207
223-13-12.8138709510834-0.186129048916585
224-11-10.5700880608216-0.429911939178381
225-5-5.336813510729990.336813510729991
226-15-14.8576981441578-0.142301855842188
227-6-6.617085215196250.617085215196255
228-6-6.371285341382730.371285341382732
229-3-3.244666312474220.244666312474222
230-1-1.014099229810140.0140992298101375
231-3-2.77262131403455-0.227378685965449
232-4-4.036216670107290.0362166701072882
233-6-5.7939951799255-0.206004820074497
2340-0.3047056934410860.304705693441086
235-4-4.058772994167980.058772994167981
236-2-2.070590886844580.0705908868445751
237-2-2.337440689258840.337440689258838
238-6-6.350719532077580.350719532077578
239-7-7.109973530195130.109973530195128
240-6-5.87839795575518-0.12160204424482
241-6-5.50030468573208-0.499695314267921
242-3-3.518738097881060.518738097881064
243-2-2.274620789094070.274620789094074
244-5-4.52944963740503-0.470550362594969
245-11-11.54011573161120.540115731611192
246-11-10.8018421609389-0.198157839061145
247-11-11.30903806085530.309038060855332
248-10-9.56957987046227-0.430420129537732
249-14-13.564130844263-0.435869155736952
250-8-8.089544314188740.0895443141887362
251-9-9.350065408787010.350065408787012
252-5-4.87149608931205-0.128503910687953
253-1-0.990049485562273-0.00995051443772674
254-2-2.245871594302020.245871594302022
255-5-5.262128305579560.262128305579562
256-4-3.5175041328045-0.482495867195498
257-6-5.52944911981778-0.470550880182218
258-2-2.044758169254030.0447581692540297
259-2-1.80944449386263-0.190555506137372
260-2-1.55125711936019-0.448742880639808
261-2-1.56753454564639-0.432465454353607
26222.42135876056149-0.421358760561489
26310.6654967843571380.334503215642862
264-8-7.87581351446225-0.124186485537753
265-1-1.228739433932550.228739433932554
26611.00993031701632-0.00993031701631619
267-1-0.498847697988833-0.501152302011167
26821.751014214066350.248985785933647
26921.975480380650310.0245196193496893
27011.4651573761903-0.465157376190302
271-1-0.792453924365318-0.207546075634682
272-2-2.287963288703680.287963288703682
273-2-1.79827605939002-0.201723940609984
274-1-0.806026430163357-0.193973569836643
275-8-7.54903366169402-0.450966338305984
276-4-4.065223861108130.065223861108131
277-6-6.186723929573510.186723929573512
278-3-3.444664898542240.444664898542239
279-3-3.206085116296250.206085116296249
280-7-7.219087381232260.219087381232261
281-9-8.73700344815819-0.262996551841811
282-11-10.9891026872936-0.0108973127064452
283-13-13.00875284722370.00875284722368036
284-11-11.28399761324070.283997613240721
285-9-8.55591319556043-0.444086804439574
286-17-17.08269572526340.0826957252633801
287-22-21.6105783896458-0.389421610354229
288-25-24.6292881322162-0.370711867783829
289-20-20.2745626971490.274562697149015
290-24-24.032914830280.0329148302800369
291-24-24.04204023941480.0420402394148488
292-22-21.5595902458434-0.440409754156639
293-19-19.57522597440060.575225974400616
294-18-17.5936593865496-0.4063406134504
295-17-17.35038061844510.350380618445086
296-11-11.11640510324270.116405103242654
297-11-11.12826012155310.128260121553055
298-12-11.3867321045392-0.613267895460808
299-10-9.89926393793106-0.100736062068941
300-15-15.16476534638270.164765346382671
301-15-14.7908345645391-0.2091654354609
302-15-15.04991111962040.0499111196203774
303-13-12.5606009181273-0.4393990818727
304-8-8.051023341822990.0510233418229883
305-13-12.8063433366868-0.193656663313247
306-9-9.314707445698810.314707445698811
307-7-6.81598261440223-0.184017385597773
308-4-4.079174298255550.079174298255549
309-4-4.084291452868960.0842914528689601
310-2-2.598135247779550.598135247779549
3110-0.356184158629020.35618415862902
312-2-1.86176556793511-0.138234432064893
313-3-2.97897057022268-0.0210294297773159
31411.26137626209113-0.26137626209113
315-2-2.483154064607650.483154064607654
316-1-1.249869033281040.249869033281043
31710.7338211649110370.266178835088963
318-3-2.53293842133904-0.467061578660962
319-4-4.278865928147340.278865928147339
320-9-8.79102691057008-0.208973089429916
321-9-8.56656074398613-0.433439256013872
322-7-6.58872725951317-0.411272740486828
323-14-13.8511915321241-0.148808467875864
324-12-11.8620421155809-0.137957884419125
325-16-16.22461613851940.224616138519404
326-20-19.50438445564-0.49561554436001
327-12-12.01219065877450.0121906587745067
328-12-11.7782417879709-0.2217582120291
329-10-10.03873075450880.0387307545087629
330-10-9.80797848940422-0.192021510595784
331-13-13.06546244816180.0654624481618399
332-16-15.8331328180807-0.16686718191929
333-14-13.8397152272198-0.16028477278022
334-17-16.6136564643122-0.38634353568783
335-24-24.37241226966260.372412269662604


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.3301096693361170.6602193386722330.669890330663883
110.2118758663174940.4237517326349890.788124133682506
120.3408889231504920.6817778463009850.659111076849508
130.2246963199794010.4493926399588020.775303680020599
140.2237615872839230.4475231745678460.776238412716077
150.1468759468524950.2937518937049910.853124053147505
160.1081616494053990.2163232988107980.891838350594601
170.08315994290960040.1663198858192010.9168400570904
180.2234931576400780.4469863152801560.776506842359922
190.2592265064141010.5184530128282020.740773493585899
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3190.9258918552809240.1482162894381510.0741081447190755
3200.9242432373906890.1515135252186210.0757567626093106
3210.9275205927452420.1449588145095170.0724794072547584
3220.8795603314614320.2408793370771360.120439668538568
3230.7926739285362070.4146521429275860.207326071463793
3240.6636835833706870.6726328332586250.336316416629313
3250.5397423792903240.9205152414193510.460257620709676


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level530.167721518987342NOK
5% type I error level1420.449367088607595NOK
10% type I error level1620.512658227848101NOK