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 | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | 0.40708792265218 | 0.169426 | 2.4028 | 0.017511 | 0.008755 |
Vooruitzichten_economische_situatie | 0.255910422202557 | 0.004117 | 62.161 | 0 | 0 |
Vooruitzichten_werkloosheid | -0.250470986203105 | 0.001342 | -186.6406 | 0 | 0 |
`Vooruitzichten_financi\303\253le_situatie` | 0.248635400554181 | 0.017604 | 14.1242 | 0 | 0 |
Vooruitzichten_spaarvermogen | 0.231910087015949 | 0.007574 | 30.62 | 0 | 0 |
t | -0.00322541044487522 | 0.001197 | -2.6939 | 0.007879 | 0.003939 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.999377508951479 |
R-squared | 0.998755405398063 |
Adjusted R-squared | 0.998713358283133 |
F-TEST (value) | 23753.2445936873 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 148 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.30672015335032 |
Sum Squared Residuals | 13.9234333657441 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 9 | 8.99154010113105 | 0.00845989886894996 |
2 | 11 | 10.8992780843752 | 0.10072191562477 |
3 | 13 | 12.9179071362552 | 0.0820928637448309 |
4 | 12 | 11.9998231563416 | 0.000176843658354543 |
5 | 13 | 12.9294741985926 | 0.0705258014074027 |
6 | 15 | 15.1668918743008 | -0.166891874300766 |
7 | 13 | 12.7481572474101 | 0.251842752589907 |
8 | 16 | 15.5671499497724 | 0.432850050227602 |
9 | 10 | 10.3959513923236 | -0.395951392323567 |
10 | 14 | 14.0641939796905 | -0.0641939796905451 |
11 | 14 | 14.0904083404317 | -0.0904083404317292 |
12 | 15 | 15.1130672099859 | -0.113067209985881 |
13 | 13 | 13.2097572778508 | -0.209757277850849 |
14 | 8 | 8.30806630080493 | -0.308066300804929 |
15 | 7 | 7.30118868084603 | -0.30118868084603 |
16 | 3 | 3.59521991575432 | -0.595219915754319 |
17 | 3 | 3.34295209921539 | -0.342952099215387 |
18 | 4 | 3.85739397471495 | 0.142606025285046 |
19 | 4 | 4.26815248227984 | -0.268152482279836 |
20 | 0 | 0.484336270088975 | -0.484336270088975 |
21 | -4 | -4.02648555998472 | 0.0264855599847183 |
22 | -14 | -14.2474224846806 | 0.247422484680616 |
23 | -18 | -18.2840195952107 | 0.284019595210704 |
24 | -8 | -8.15737424635354 | 0.15737424635354 |
25 | -1 | -1.44363550785154 | 0.443635507851537 |
26 | 1 | 1.4935906057422 | -0.493590605742203 |
27 | 2 | 2.00946106135082 | -0.0094610613508176 |
28 | 0 | -0.158395573796873 | 0.158395573796873 |
29 | 1 | 1.28511522987554 | -0.285115229875537 |
30 | 0 | -0.146692501039345 | 0.146692501039345 |
31 | -1 | -1.56123190245602 | 0.561231902456021 |
32 | -3 | -3.48038581610221 | 0.48038581610221 |
33 | -3 | -3.45961089136048 | 0.459610891360477 |
34 | -3 | -2.71910537038429 | -0.28089462961571 |
35 | -4 | -3.6798179056189 | -0.320182094381102 |
36 | -8 | -7.96056523432557 | -0.039434765674434 |
37 | -9 | -9.12055547270141 | 0.120555472701412 |
38 | -13 | -12.8174136304958 | -0.182586369504178 |
39 | -18 | -18.2649190949833 | 0.26491909498329 |
40 | -11 | -10.7060086483143 | -0.293991351685657 |
41 | -9 | -9.38351686302214 | 0.383516863022143 |
42 | -10 | -10.4511096110021 | 0.451109611002084 |
43 | -13 | -12.7230566196243 | -0.276943380375663 |
44 | -11 | -10.4778895957806 | -0.522110404219406 |
45 | -5 | -5.25745916166005 | 0.257459161660045 |
46 | -15 | -14.7437757622322 | -0.256224237767821 |
47 | -6 | -6.47009982884103 | 0.47009982884103 |
48 | -6 | -6.16900714117026 | 0.169007141170257 |
49 | -3 | -3.18194477155437 | 0.181944771554374 |
50 | -1 | -1.00741749410873 | 0.00741749410872861 |
51 | -3 | -2.71913598241277 | -0.280864017587225 |
52 | -4 | -4.00959553105869 | 0.00959553105868753 |
53 | -6 | -5.76747910408703 | -0.232520895912975 |
54 | 0 | -0.274345613278367 | 0.274345613278367 |
55 | -4 | -4.04463335674165 | 0.0446333567416472 |
56 | -2 | -2.0241687192128 | 0.024168719212799 |
57 | -2 | -2.33715166377277 | 0.337151663772775 |
58 | -6 | -6.35253827838703 | 0.35253827838703 |
59 | -7 | -7.05910865612068 | 0.059108656120684 |
60 | -6 | -5.85661854676152 | -0.143381453238477 |
61 | -6 | -5.59264765746506 | -0.407352342534939 |
62 | -3 | -3.67403080222197 | 0.674030802221973 |
63 | -2 | -2.34562525444312 | 0.345625254443123 |
64 | -5 | -4.63749442141426 | -0.362505578585743 |
65 | -11 | -11.6136617239559 | 0.613661723955889 |
66 | -11 | -10.9098709958141 | -0.0901290041858633 |
67 | -11 | -11.406356351477 | 0.406356351476969 |
68 | -10 | -9.60869119366677 | -0.39130880633323 |
69 | -14 | -13.5773710761222 | -0.422628923877785 |
70 | -8 | -8.06254716226307 | 0.0625471622630704 |
71 | -9 | -9.262444806162 | 0.262444806162003 |
72 | -5 | -4.90431839928651 | -0.0956816007134914 |
73 | -1 | -1.17311809270969 | 0.173118092709688 |
74 | -2 | -2.35989427342092 | 0.359894273420916 |
75 | -5 | -5.36469334146533 | 0.364693341465328 |
76 | -4 | -3.63318274767562 | -0.366817252324377 |
77 | -6 | -5.58082217888602 | -0.419177821113978 |
78 | -2 | -2.13361080653609 | 0.133610806536092 |
79 | -2 | -1.85148602359235 | -0.148513976407649 |
80 | -2 | -1.57575493026991 | -0.42424506973009 |
81 | -2 | -1.58299119660519 | -0.41700880339481 |
82 | 2 | 2.4298881320624 | -0.429888132062398 |
83 | 1 | 0.760730878132115 | 0.239269121867885 |
84 | -8 | -7.87803541266418 | -0.121964587335824 |
85 | -1 | -1.30292793875514 | 0.302927938755143 |
86 | 1 | 0.881116951527679 | 0.118883048472321 |
87 | -1 | -0.620856199298101 | -0.379143800701899 |
88 | 2 | 1.7963240267423 | 0.2036759732577 |
89 | 2 | 1.88420353700438 | 0.115796462995623 |
90 | 1 | 1.42443297417598 | -0.42443297417598 |
91 | -1 | -0.791831336884803 | -0.208168663115197 |
92 | -2 | -2.3504414388939 | 0.350441438893901 |
93 | -2 | -1.85456046258149 | -0.145439537418509 |
94 | -1 | -0.848626906565569 | -0.151373093434431 |
95 | -8 | -7.53128766204314 | -0.468712337956865 |
96 | -4 | -4.05280093285822 | 0.0528009328582194 |
97 | -6 | -6.26179022227063 | 0.261790222270627 |
98 | -3 | -3.47502289824316 | 0.475022898243157 |
99 | -3 | -3.21139169353925 | 0.211391693539248 |
100 | -7 | -7.1936673656696 | 0.193667365669597 |
101 | -9 | -8.82515980526559 | -0.174840194734405 |
102 | -11 | -11.0653571305657 | 0.0653571305656654 |
103 | -13 | -13.1109008091187 | 0.11090080911874 |
104 | -11 | -11.2915452282581 | 0.291545228258056 |
105 | -9 | -8.66230838407781 | -0.337691615922187 |
106 | -17 | -17.0773223100591 | 0.0773223100590599 |
107 | -22 | -21.5351783602473 | -0.464821639752717 |
108 | -25 | -24.5585383274788 | -0.44146167252115 |
109 | -20 | -20.3920706853817 | 0.392070685381663 |
110 | -24 | -24.1274792216594 | 0.127479221659433 |
111 | -24 | -24.1030331256199 | 0.103033125619851 |
112 | -22 | -21.4729780382379 | -0.527021961762145 |
113 | -19 | -19.4969102207317 | 0.496910220731698 |
114 | -18 | -17.5782933654886 | -0.421706634511392 |
115 | -17 | -17.301540697597 | 0.301540697596997 |
116 | -11 | -11.0443471114785 | 0.0443471114785165 |
117 | -11 | -11.07157285711 | 0.0715728571100009 |
118 | -12 | -11.3452587330542 | -0.654741266945816 |
119 | -10 | -9.7518994767228 | -0.248100523277201 |
120 | -15 | -15.0842996853167 | 0.0842996853167057 |
121 | -15 | -14.9036156791188 | -0.0963843208811531 |
122 | -15 | -15.1129152557441 | 0.11291525574414 |
123 | -13 | -12.6173445666446 | -0.382655433355389 |
124 | -8 | -7.98665111350111 | -0.013348886498894 |
125 | -13 | -12.8565924072248 | -0.143407592775159 |
126 | -9 | -9.40169900768666 | 0.401699007686657 |
127 | -7 | -6.74349808733301 | -0.256501912666993 |
128 | -4 | -4.03274262475576 | 0.0327426247557637 |
129 | -4 | -4.0762866783856 | 0.0762866783856002 |
130 | -2 | -2.63604004047116 | 0.636040040471162 |
131 | 0 | -0.337432910254752 | 0.337432910254752 |
132 | -2 | -1.86701024661767 | -0.132989753382332 |
133 | -3 | -3.15522720407478 | 0.155227204074779 |
134 | 1 | 1.13212344598252 | -0.132123445982522 |
135 | -2 | -2.59370015651075 | 0.593700156510749 |
136 | -1 | -1.32648406324014 | 0.32648406324014 |
137 | 1 | 0.704859446287611 | 0.295140553712389 |
138 | -3 | -2.5965756926842 | -0.403424307315804 |
139 | -4 | -4.30965544014997 | 0.30965544014997 |
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 | -16.3774567620513 | 0.377456762051253 |
146 | -20 | -19.7255313122346 | -0.274468687765449 |
147 | -12 | -12.1181458687052 | 0.11814586870519 |
148 | -12 | -11.861857006597 | -0.13814299340302 |
149 | -10 | -10.1914685463682 | 0.191468546368196 |
150 | -10 | -9.90757549872285 | -0.0924245012771482 |
151 | -13 | -13.0646016210351 | 0.0646016210351366 |
152 | -16 | -15.8614909372502 | -0.138509062749794 |
153 | -14 | -13.8980702564446 | -0.101929743555448 |
154 | -17 | -16.7579172918695 | -0.242082708130532 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.55953031860819 | 0.88093936278362 | 0.44046968139181 |
10 | 0.397761965136844 | 0.795523930273687 | 0.602238034863156 |
11 | 0.261057329630907 | 0.522114659261813 | 0.738942670369093 |
12 | 0.159290579328482 | 0.318581158656965 | 0.840709420671518 |
13 | 0.0989274481444359 | 0.197854896288872 | 0.901072551855564 |
14 | 0.0560496758198344 | 0.112099351639669 | 0.943950324180166 |
15 | 0.0322966011133545 | 0.064593202226709 | 0.967703398886645 |
16 | 0.0194266725291919 | 0.0388533450583839 | 0.980573327470808 |
17 | 0.0109834155807129 | 0.0219668311614259 | 0.989016584419287 |
18 | 0.0582320953229488 | 0.116464190645898 | 0.941767904677051 |
19 | 0.0379401490419031 | 0.0758802980838062 | 0.962059850958097 |
20 | 0.033008036660313 | 0.0660160733206261 | 0.966991963339687 |
21 | 0.0788130275116825 | 0.157626055023365 | 0.921186972488317 |
22 | 0.134665710870631 | 0.269331421741262 | 0.865334289129369 |
23 | 0.105077196368012 | 0.210154392736024 | 0.894922803631988 |
24 | 0.0739276096234396 | 0.147855219246879 | 0.92607239037656 |
25 | 0.0568917286411987 | 0.113783457282397 | 0.943108271358801 |
26 | 0.190249559472965 | 0.38049911894593 | 0.809750440527035 |
27 | 0.146057310242119 | 0.292114620484237 | 0.853942689757881 |
28 | 0.134237852139375 | 0.26847570427875 | 0.865762147860625 |
29 | 0.119107971121805 | 0.238215942243609 | 0.880892028878195 |
30 | 0.101811941082466 | 0.203623882164932 | 0.898188058917534 |
31 | 0.184601472747194 | 0.369202945494387 | 0.815398527252806 |
32 | 0.329995620091182 | 0.659991240182365 | 0.670004379908818 |
33 | 0.405979756042045 | 0.81195951208409 | 0.594020243957955 |
34 | 0.414812739944484 | 0.829625479888968 | 0.585187260055516 |
35 | 0.433515248187541 | 0.867030496375082 | 0.566484751812459 |
36 | 0.378300369375634 | 0.756600738751268 | 0.621699630624366 |
37 | 0.342603400300474 | 0.685206800600947 | 0.657396599699526 |
38 | 0.299327316323835 | 0.598654632647669 | 0.700672683676165 |
39 | 0.326349069271676 | 0.652698138543352 | 0.673650930728324 |
40 | 0.333599041542202 | 0.667198083084403 | 0.666400958457798 |
41 | 0.326869276695251 | 0.653738553390501 | 0.673130723304749 |
42 | 0.363983716321976 | 0.727967432643951 | 0.636016283678024 |
43 | 0.385032660807711 | 0.770065321615423 | 0.614967339192289 |
44 | 0.464701771958401 | 0.929403543916802 | 0.535298228041599 |
45 | 0.459897571872596 | 0.919795143745192 | 0.540102428127404 |
46 | 0.483344586146576 | 0.966689172293151 | 0.516655413853424 |
47 | 0.522320461625868 | 0.955359076748264 | 0.477679538374132 |
48 | 0.478679982739825 | 0.957359965479651 | 0.521320017260175 |
49 | 0.440571247750562 | 0.881142495501124 | 0.559428752249438 |
50 | 0.391365043575665 | 0.782730087151331 | 0.608634956424335 |
51 | 0.392120444631386 | 0.784240889262771 | 0.607879555368614 |
52 | 0.343752060902705 | 0.68750412180541 | 0.656247939097295 |
53 | 0.315711434195783 | 0.631422868391566 | 0.684288565804217 |
54 | 0.329088281300588 | 0.658176562601175 | 0.670911718699412 |
55 | 0.299680129919241 | 0.599360259838483 | 0.700319870080759 |
56 | 0.264366291609824 | 0.528732583219647 | 0.735633708390176 |
57 | 0.286268320639192 | 0.572536641278384 | 0.713731679360808 |
58 | 0.296039693231396 | 0.592079386462791 | 0.703960306768604 |
59 | 0.256500128137217 | 0.513000256274433 | 0.743499871862784 |
60 | 0.231377344581491 | 0.462754689162982 | 0.768622655418509 |
61 | 0.264084807180788 | 0.528169614361576 | 0.735915192819212 |
62 | 0.418179497005016 | 0.836358994010032 | 0.581820502994984 |
63 | 0.429312368880562 | 0.858624737761125 | 0.570687631119438 |
64 | 0.428810935120338 | 0.857621870240677 | 0.571189064879662 |
65 | 0.621955369118258 | 0.756089261763483 | 0.378044630881742 |
66 | 0.578555793130473 | 0.842888413739053 | 0.421444206869527 |
67 | 0.646348101723657 | 0.707303796552687 | 0.353651898276343 |
68 | 0.649769331582478 | 0.700461336835045 | 0.350230668417523 |
69 | 0.637403186559724 | 0.725193626880552 | 0.362596813440276 |
70 | 0.601742639568558 | 0.796514720862883 | 0.398257360431442 |
71 | 0.610397025377066 | 0.779205949245867 | 0.389602974622934 |
72 | 0.568642086840231 | 0.862715826319538 | 0.431357913159769 |
73 | 0.550723439717243 | 0.898553120565515 | 0.449276560282757 |
74 | 0.596917110300234 | 0.806165779399533 | 0.403082889699766 |
75 | 0.649269204778766 | 0.701461590442467 | 0.350730795221234 |
76 | 0.64536201041818 | 0.70927597916364 | 0.35463798958182 |
77 | 0.649669748562151 | 0.700660502875697 | 0.350330251437849 |
78 | 0.632011950064382 | 0.735976099871235 | 0.367988049935618 |
79 | 0.590306393520093 | 0.819387212959815 | 0.409693606479907 |
80 | 0.590053977962409 | 0.819892044075182 | 0.409946022037591 |
81 | 0.589762014405237 | 0.820475971189526 | 0.410237985594763 |
82 | 0.608828265776574 | 0.782343468446853 | 0.391171734223426 |
83 | 0.630482227309562 | 0.739035545380877 | 0.369517772690438 |
84 | 0.588843409996547 | 0.822313180006906 | 0.411156590003453 |
85 | 0.617705371640027 | 0.764589256719946 | 0.382294628359973 |
86 | 0.594818730867197 | 0.810362538265605 | 0.405181269132803 |
87 | 0.591133993548093 | 0.817732012903814 | 0.408866006451907 |
88 | 0.593439197118204 | 0.813121605763592 | 0.406560802881796 |
89 | 0.562933619762881 | 0.874132760474238 | 0.437066380237119 |
90 | 0.598219161815774 | 0.803561676368453 | 0.401780838184226 |
91 | 0.578869012281402 | 0.842261975437195 | 0.421130987718598 |
92 | 0.641530304935693 | 0.716939390128614 | 0.358469695064307 |
93 | 0.603650051828874 | 0.792699896342252 | 0.396349948171126 |
94 | 0.577029590016257 | 0.845940819967486 | 0.422970409983743 |
95 | 0.640736319407283 | 0.718527361185433 | 0.359263680592717 |
96 | 0.625822420058514 | 0.748355159882972 | 0.374177579941486 |
97 | 0.634773522454635 | 0.73045295509073 | 0.365226477545365 |
98 | 0.696032808606273 | 0.607934382787453 | 0.303967191393727 |
99 | 0.668375024097502 | 0.663249951804996 | 0.331624975902498 |
100 | 0.634046314390147 | 0.731907371219706 | 0.365953685609853 |
101 | 0.610364658960909 | 0.779270682078182 | 0.389635341039091 |
102 | 0.568563904189936 | 0.862872191620129 | 0.431436095810064 |
103 | 0.521468604870161 | 0.957062790259677 | 0.478531395129839 |
104 | 0.506545736309879 | 0.986908527380243 | 0.493454263690121 |
105 | 0.539075995290478 | 0.921848009419044 | 0.460924004709522 |
106 | 0.487292994056221 | 0.974585988112441 | 0.512707005943779 |
107 | 0.581294837374022 | 0.837410325251955 | 0.418705162625978 |
108 | 0.7039251684435 | 0.592149663113001 | 0.296074831556501 |
109 | 0.714383504299342 | 0.571232991401317 | 0.285616495700658 |
110 | 0.675334181097823 | 0.649331637804355 | 0.324665818902177 |
111 | 0.626623332587605 | 0.746753334824791 | 0.373376667412395 |
112 | 0.741595768252097 | 0.516808463495805 | 0.258404231747903 |
113 | 0.844488234670484 | 0.311023530659032 | 0.155511765329516 |
114 | 0.852134650065467 | 0.295730699869065 | 0.147865349934533 |
115 | 0.847649859509095 | 0.30470028098181 | 0.152350140490905 |
116 | 0.81296141783341 | 0.37407716433318 | 0.18703858216659 |
117 | 0.777948278430599 | 0.444103443138801 | 0.222051721569401 |
118 | 0.878499344719686 | 0.243001310560628 | 0.121500655280314 |
119 | 0.861888422233522 | 0.276223155532956 | 0.138111577766478 |
120 | 0.836346582821412 | 0.327306834357175 | 0.163653417178588 |
121 | 0.795479360439017 | 0.409041279121967 | 0.204520639560983 |
122 | 0.778685844947559 | 0.442628310104882 | 0.221314155052441 |
123 | 0.768829458380114 | 0.462341083239773 | 0.231170541619886 |
124 | 0.717338574334009 | 0.565322851331981 | 0.282661425665991 |
125 | 0.681427811087899 | 0.637144377824201 | 0.318572188912101 |
126 | 0.726398203940414 | 0.547203592119173 | 0.273601796059587 |
127 | 0.758367844335731 | 0.483264311328537 | 0.241632155664269 |
128 | 0.730333370189806 | 0.539333259620387 | 0.269666629810194 |
129 | 0.698747844217402 | 0.602504311565195 | 0.301252155782598 |
130 | 0.865300392985314 | 0.269399214029372 | 0.134699607014686 |
131 | 0.916787178143194 | 0.166425643713611 | 0.0832128218568055 |
132 | 0.882205093740763 | 0.235589812518473 | 0.117794906259237 |
133 | 0.885098394992495 | 0.22980321001501 | 0.114901605007505 |
134 | 0.845489552409716 | 0.309020895180569 | 0.154510447590284 |
135 | 0.89577352585071 | 0.208452948298579 | 0.10422647414929 |
136 | 0.90869357217335 | 0.1826128556533 | 0.0913064278266498 |
137 | 0.966190230709576 | 0.0676195385808474 | 0.0338097692904237 |
138 | 0.959798283906666 | 0.0804034321866682 | 0.0402017160933341 |
139 | 0.943366558010827 | 0.113266883978346 | 0.0566334419891731 |
140 | 0.962633681861177 | 0.0747326362776458 | 0.0373663181388229 |
141 | 0.985658544854442 | 0.028682910291116 | 0.014341455145558 |
142 | 0.994187333619602 | 0.0116253327607955 | 0.00581266638039776 |
143 | 0.983414810841632 | 0.0331703783167362 | 0.0165851891583681 |
144 | 0.959515887777776 | 0.0809682244444486 | 0.0404841122222243 |
145 | 0.90495507390097 | 0.19008985219806 | 0.09504492609903 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 0 | 0 | OK |
5% type I error level | 5 | 0.0364963503649635 | OK |
10% type I error level | 12 | 0.0875912408759124 | OK |