Multiple Linear Regression - Estimated Regression Equation
Indicator_consumentenvertrouwen[t] = + 0.40708792265218 + 0.255910422202557Vooruitzichten_economische_situatie[t] -0.250470986203105Vooruitzichten_werkloosheid[t] + 0.248635400554181`Vooruitzichten_financi\303\253le_situatie`[t] + 0.231910087015949Vooruitzichten_spaarvermogen[t] -0.00322541044487522t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.407087922652180.1694262.40280.0175110.008755
Vooruitzichten_economische_situatie0.2559104222025570.00411762.16100
Vooruitzichten_werkloosheid-0.2504709862031050.001342-186.640600
`Vooruitzichten_financi\303\253le_situatie`0.2486354005541810.01760414.124200
Vooruitzichten_spaarvermogen0.2319100870159490.00757430.6200
t-0.003225410444875220.001197-2.69390.0078790.003939


Multiple Linear Regression - Regression Statistics
Multiple R0.999377508951479
R-squared0.998755405398063
Adjusted R-squared0.998713358283133
F-TEST (value)23753.2445936873
F-TEST (DF numerator)5
F-TEST (DF denominator)148
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.30672015335032
Sum Squared Residuals13.9234333657441


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
198.991540101131050.00845989886894996
21110.89927808437520.10072191562477
31312.91790713625520.0820928637448309
41211.99982315634160.000176843658354543
51312.92947419859260.0705258014074027
61515.1668918743008-0.166891874300766
71312.74815724741010.251842752589907
81615.56714994977240.432850050227602
91010.3959513923236-0.395951392323567
101414.0641939796905-0.0641939796905451
111414.0904083404317-0.0904083404317292
121515.1130672099859-0.113067209985881
131313.2097572778508-0.209757277850849
1488.30806630080493-0.308066300804929
1577.30118868084603-0.30118868084603
1633.59521991575432-0.595219915754319
1733.34295209921539-0.342952099215387
1843.857393974714950.142606025285046
1944.26815248227984-0.268152482279836
2000.484336270088975-0.484336270088975
21-4-4.026485559984720.0264855599847183
22-14-14.24742248468060.247422484680616
23-18-18.28401959521070.284019595210704
24-8-8.157374246353540.15737424635354
25-1-1.443635507851540.443635507851537
2611.4935906057422-0.493590605742203
2722.00946106135082-0.0094610613508176
280-0.1583955737968730.158395573796873
2911.28511522987554-0.285115229875537
300-0.1466925010393450.146692501039345
31-1-1.561231902456020.561231902456021
32-3-3.480385816102210.48038581610221
33-3-3.459610891360480.459610891360477
34-3-2.71910537038429-0.28089462961571
35-4-3.6798179056189-0.320182094381102
36-8-7.96056523432557-0.039434765674434
37-9-9.120555472701410.120555472701412
38-13-12.8174136304958-0.182586369504178
39-18-18.26491909498330.26491909498329
40-11-10.7060086483143-0.293991351685657
41-9-9.383516863022140.383516863022143
42-10-10.45110961100210.451109611002084
43-13-12.7230566196243-0.276943380375663
44-11-10.4778895957806-0.522110404219406
45-5-5.257459161660050.257459161660045
46-15-14.7437757622322-0.256224237767821
47-6-6.470099828841030.47009982884103
48-6-6.169007141170260.169007141170257
49-3-3.181944771554370.181944771554374
50-1-1.007417494108730.00741749410872861
51-3-2.71913598241277-0.280864017587225
52-4-4.009595531058690.00959553105868753
53-6-5.76747910408703-0.232520895912975
540-0.2743456132783670.274345613278367
55-4-4.044633356741650.0446333567416472
56-2-2.02416871921280.024168719212799
57-2-2.337151663772770.337151663772775
58-6-6.352538278387030.35253827838703
59-7-7.059108656120680.059108656120684
60-6-5.85661854676152-0.143381453238477
61-6-5.59264765746506-0.407352342534939
62-3-3.674030802221970.674030802221973
63-2-2.345625254443120.345625254443123
64-5-4.63749442141426-0.362505578585743
65-11-11.61366172395590.613661723955889
66-11-10.9098709958141-0.0901290041858633
67-11-11.4063563514770.406356351476969
68-10-9.60869119366677-0.39130880633323
69-14-13.5773710761222-0.422628923877785
70-8-8.062547162263070.0625471622630704
71-9-9.2624448061620.262444806162003
72-5-4.90431839928651-0.0956816007134914
73-1-1.173118092709690.173118092709688
74-2-2.359894273420920.359894273420916
75-5-5.364693341465330.364693341465328
76-4-3.63318274767562-0.366817252324377
77-6-5.58082217888602-0.419177821113978
78-2-2.133610806536090.133610806536092
79-2-1.85148602359235-0.148513976407649
80-2-1.57575493026991-0.42424506973009
81-2-1.58299119660519-0.41700880339481
8222.4298881320624-0.429888132062398
8310.7607308781321150.239269121867885
84-8-7.87803541266418-0.121964587335824
85-1-1.302927938755140.302927938755143
8610.8811169515276790.118883048472321
87-1-0.620856199298101-0.379143800701899
8821.79632402674230.2036759732577
8921.884203537004380.115796462995623
9011.42443297417598-0.42443297417598
91-1-0.791831336884803-0.208168663115197
92-2-2.35044143889390.350441438893901
93-2-1.85456046258149-0.145439537418509
94-1-0.848626906565569-0.151373093434431
95-8-7.53128766204314-0.468712337956865
96-4-4.052800932858220.0528009328582194
97-6-6.261790222270630.261790222270627
98-3-3.475022898243160.475022898243157
99-3-3.211391693539250.211391693539248
100-7-7.19366736566960.193667365669597
101-9-8.82515980526559-0.174840194734405
102-11-11.06535713056570.0653571305656654
103-13-13.11090080911870.11090080911874
104-11-11.29154522825810.291545228258056
105-9-8.66230838407781-0.337691615922187
106-17-17.07732231005910.0773223100590599
107-22-21.5351783602473-0.464821639752717
108-25-24.5585383274788-0.44146167252115
109-20-20.39207068538170.392070685381663
110-24-24.12747922165940.127479221659433
111-24-24.10303312561990.103033125619851
112-22-21.4729780382379-0.527021961762145
113-19-19.49691022073170.496910220731698
114-18-17.5782933654886-0.421706634511392
115-17-17.3015406975970.301540697596997
116-11-11.04434711147850.0443471114785165
117-11-11.071572857110.0715728571100009
118-12-11.3452587330542-0.654741266945816
119-10-9.7518994767228-0.248100523277201
120-15-15.08429968531670.0842996853167057
121-15-14.9036156791188-0.0963843208811531
122-15-15.11291525574410.11291525574414
123-13-12.6173445666446-0.382655433355389
124-8-7.98665111350111-0.013348886498894
125-13-12.8565924072248-0.143407592775159
126-9-9.401699007686660.401699007686657
127-7-6.74349808733301-0.256501912666993
128-4-4.032742624755760.0327426247557637
129-4-4.07628667838560.0762866783856002
130-2-2.636040040471160.636040040471162
1310-0.3374329102547520.337432910254752
132-2-1.86701024661767-0.132989753382332
133-3-3.155227204074780.155227204074779
13411.13212344598252-0.132123445982522
135-2-2.593700156510750.593700156510749
136-1-1.326484063240140.32648406324014
13710.7048594462876110.295140553712389
138-3-2.5965756926842-0.403424307315804
139-4-4.309655440149970.30965544014997
140-9-8.80558754233436-0.194412457665644
141-9-8.71770803207228-0.282291967927723
142-7-6.70132157138115-0.298678428618846
143-14-13.9908502583884-0.00914974161158632
144-12-11.8561630655185-0.143836934481466
145-16-16.37745676205130.377456762051253
146-20-19.7255313122346-0.274468687765449
147-12-12.11814586870520.11814586870519
148-12-11.861857006597-0.13814299340302
149-10-10.19146854636820.191468546368196
150-10-9.90757549872285-0.0924245012771482
151-13-13.06460162103510.0646016210351366
152-16-15.8614909372502-0.138509062749794
153-14-13.8980702564446-0.101929743555448
154-17-16.7579172918695-0.242082708130532


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
90.559530318608190.880939362783620.44046968139181
100.3977619651368440.7955239302736870.602238034863156
110.2610573296309070.5221146592618130.738942670369093
120.1592905793284820.3185811586569650.840709420671518
130.09892744814443590.1978548962888720.901072551855564
140.05604967581983440.1120993516396690.943950324180166
150.03229660111335450.0645932022267090.967703398886645
160.01942667252919190.03885334505838390.980573327470808
170.01098341558071290.02196683116142590.989016584419287
180.05823209532294880.1164641906458980.941767904677051
190.03794014904190310.07588029808380620.962059850958097
200.0330080366603130.06601607332062610.966991963339687
210.07881302751168250.1576260550233650.921186972488317
220.1346657108706310.2693314217412620.865334289129369
230.1050771963680120.2101543927360240.894922803631988
240.07392760962343960.1478552192468790.92607239037656
250.05689172864119870.1137834572823970.943108271358801
260.1902495594729650.380499118945930.809750440527035
270.1460573102421190.2921146204842370.853942689757881
280.1342378521393750.268475704278750.865762147860625
290.1191079711218050.2382159422436090.880892028878195
300.1018119410824660.2036238821649320.898188058917534
310.1846014727471940.3692029454943870.815398527252806
320.3299956200911820.6599912401823650.670004379908818
330.4059797560420450.811959512084090.594020243957955
340.4148127399444840.8296254798889680.585187260055516
350.4335152481875410.8670304963750820.566484751812459
360.3783003693756340.7566007387512680.621699630624366
370.3426034003004740.6852068006009470.657396599699526
380.2993273163238350.5986546326476690.700672683676165
390.3263490692716760.6526981385433520.673650930728324
400.3335990415422020.6671980830844030.666400958457798
410.3268692766952510.6537385533905010.673130723304749
420.3639837163219760.7279674326439510.636016283678024
430.3850326608077110.7700653216154230.614967339192289
440.4647017719584010.9294035439168020.535298228041599
450.4598975718725960.9197951437451920.540102428127404
460.4833445861465760.9666891722931510.516655413853424
470.5223204616258680.9553590767482640.477679538374132
480.4786799827398250.9573599654796510.521320017260175
490.4405712477505620.8811424955011240.559428752249438
500.3913650435756650.7827300871513310.608634956424335
510.3921204446313860.7842408892627710.607879555368614
520.3437520609027050.687504121805410.656247939097295
530.3157114341957830.6314228683915660.684288565804217
540.3290882813005880.6581765626011750.670911718699412
550.2996801299192410.5993602598384830.700319870080759
560.2643662916098240.5287325832196470.735633708390176
570.2862683206391920.5725366412783840.713731679360808
580.2960396932313960.5920793864627910.703960306768604
590.2565001281372170.5130002562744330.743499871862784
600.2313773445814910.4627546891629820.768622655418509
610.2640848071807880.5281696143615760.735915192819212
620.4181794970050160.8363589940100320.581820502994984
630.4293123688805620.8586247377611250.570687631119438
640.4288109351203380.8576218702406770.571189064879662
650.6219553691182580.7560892617634830.378044630881742
660.5785557931304730.8428884137390530.421444206869527
670.6463481017236570.7073037965526870.353651898276343
680.6497693315824780.7004613368350450.350230668417523
690.6374031865597240.7251936268805520.362596813440276
700.6017426395685580.7965147208628830.398257360431442
710.6103970253770660.7792059492458670.389602974622934
720.5686420868402310.8627158263195380.431357913159769
730.5507234397172430.8985531205655150.449276560282757
740.5969171103002340.8061657793995330.403082889699766
750.6492692047787660.7014615904424670.350730795221234
760.645362010418180.709275979163640.35463798958182
770.6496697485621510.7006605028756970.350330251437849
780.6320119500643820.7359760998712350.367988049935618
790.5903063935200930.8193872129598150.409693606479907
800.5900539779624090.8198920440751820.409946022037591
810.5897620144052370.8204759711895260.410237985594763
820.6088282657765740.7823434684468530.391171734223426
830.6304822273095620.7390355453808770.369517772690438
840.5888434099965470.8223131800069060.411156590003453
850.6177053716400270.7645892567199460.382294628359973
860.5948187308671970.8103625382656050.405181269132803
870.5911339935480930.8177320129038140.408866006451907
880.5934391971182040.8131216057635920.406560802881796
890.5629336197628810.8741327604742380.437066380237119
900.5982191618157740.8035616763684530.401780838184226
910.5788690122814020.8422619754371950.421130987718598
920.6415303049356930.7169393901286140.358469695064307
930.6036500518288740.7926998963422520.396349948171126
940.5770295900162570.8459408199674860.422970409983743
950.6407363194072830.7185273611854330.359263680592717
960.6258224200585140.7483551598829720.374177579941486
970.6347735224546350.730452955090730.365226477545365
980.6960328086062730.6079343827874530.303967191393727
990.6683750240975020.6632499518049960.331624975902498
1000.6340463143901470.7319073712197060.365953685609853
1010.6103646589609090.7792706820781820.389635341039091
1020.5685639041899360.8628721916201290.431436095810064
1030.5214686048701610.9570627902596770.478531395129839
1040.5065457363098790.9869085273802430.493454263690121
1050.5390759952904780.9218480094190440.460924004709522
1060.4872929940562210.9745859881124410.512707005943779
1070.5812948373740220.8374103252519550.418705162625978
1080.70392516844350.5921496631130010.296074831556501
1090.7143835042993420.5712329914013170.285616495700658
1100.6753341810978230.6493316378043550.324665818902177
1110.6266233325876050.7467533348247910.373376667412395
1120.7415957682520970.5168084634958050.258404231747903
1130.8444882346704840.3110235306590320.155511765329516
1140.8521346500654670.2957306998690650.147865349934533
1150.8476498595090950.304700280981810.152350140490905
1160.812961417833410.374077164333180.18703858216659
1170.7779482784305990.4441034431388010.222051721569401
1180.8784993447196860.2430013105606280.121500655280314
1190.8618884222335220.2762231555329560.138111577766478
1200.8363465828214120.3273068343571750.163653417178588
1210.7954793604390170.4090412791219670.204520639560983
1220.7786858449475590.4426283101048820.221314155052441
1230.7688294583801140.4623410832397730.231170541619886
1240.7173385743340090.5653228513319810.282661425665991
1250.6814278110878990.6371443778242010.318572188912101
1260.7263982039404140.5472035921191730.273601796059587
1270.7583678443357310.4832643113285370.241632155664269
1280.7303333701898060.5393332596203870.269666629810194
1290.6987478442174020.6025043115651950.301252155782598
1300.8653003929853140.2693992140293720.134699607014686
1310.9167871781431940.1664256437136110.0832128218568055
1320.8822050937407630.2355898125184730.117794906259237
1330.8850983949924950.229803210015010.114901605007505
1340.8454895524097160.3090208951805690.154510447590284
1350.895773525850710.2084529482985790.10422647414929
1360.908693572173350.18261285565330.0913064278266498
1370.9661902307095760.06761953858084740.0338097692904237
1380.9597982839066660.08040343218666820.0402017160933341
1390.9433665580108270.1132668839783460.0566334419891731
1400.9626336818611770.07473263627764580.0373663181388229
1410.9856585448544420.0286829102911160.014341455145558
1420.9941873336196020.01162533276079550.00581266638039776
1430.9834148108416320.03317037831673620.0165851891583681
1440.9595158877777760.08096822444444860.0404841122222243
1450.904955073900970.190089852198060.09504492609903


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level50.0364963503649635OK
10% type I error level120.0875912408759124OK