Multiple Linear Regression - Estimated Regression Equation
Indicator_consumentenvertrouwen[t] = + 0.491123201533291 -24.9555921434793Date[t] + 0.255457645381352Vooruitzichten_economische_situatie[t] -0.250395065364556Vooruitzichten_werkloosheid[t] + 0.251651995263909Vooruitzichten_financiele_situatie[t] + 0.230142878209725Vooruitzichten_spaarvermogen[t] -0.0032437295174106t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.4911232015332910.1753482.80080.0057830.002891
Date-24.955592143479314.582299-1.71140.0891230.044562
Vooruitzichten_economische_situatie0.2554576453813520.00409962.323800
Vooruitzichten_werkloosheid-0.2503950653645560.001334-187.69200
Vooruitzichten_financiele_situatie0.2516519952639090.01757914.315900
Vooruitzichten_spaarvermogen0.2301428782097250.00759530.300100
t-0.00324372951741060.00119-2.72670.0071760.003588


Multiple Linear Regression - Regression Statistics
Multiple R0.999389672618053
R-squared0.998779717735618
Adjusted R-squared0.998729910296256
F-TEST (value)20052.8220386132
F-TEST (DF numerator)6
F-TEST (DF denominator)147
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.304740865113895
Sum Squared Residuals13.6514482459437


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
199.0364260168323-0.0364260168323051
21110.92260407838550.0773959216145482
31312.93280725557860.0671927444213555
41211.996549077570.00345092243003804
51312.93956047213260.060439527867424
61515.1647169203975-0.164716920397454
71312.73998616702070.260013832979252
81615.54038137107730.459618628922746
91010.3638573530838-0.363857353083818
101414.0154398920212-0.0154398920211529
111414.0300957136204-0.0300957136204256
121515.0412692166611-0.0412692166611281
131313.2835130526043-0.283513052604295
1488.36853181204784-0.368531812047844
1577.34365982096512-0.343659820965115
1633.63152004934055-0.631520049340554
1733.35783138726384-0.357831387263843
1843.864415345238140.135584654761863
1944.25961320740468-0.259613207404679
2000.460145177244646-0.460145177244646
21-4-4.058871904833630.058871904833634
22-14-14.28379350156010.283793501560068
23-18-18.32988767447430.329887674474249
24-8-8.223484302260640.22348430226064
25-1-1.374475290185690.37447529018569
2611.5449297752442-0.544929775244195
2722.04394165586593-0.0439416558659335
280-0.1240601898116780.124060189811678
2911.29552320364896-0.29552320364896
300-0.1415475001774620.141547500177462
31-1-1.57505316752710.575053167527099
32-3-3.500236387655650.500236387655653
33-3-3.490630680742440.490630680742436
34-3-2.76528157202842-0.234718427971584
35-4-3.73826086931795-0.261739130682055
36-8-8.025871913736550.0258719137365513
37-9-9.055584806294180.0555848062941814
38-13-12.7651634048197-0.23483659518032
39-18-18.21612163678880.216121636788835
40-11-10.6693853072069-0.330614692793098
41-9-9.355913452985570.355913452985569
42-10-10.44027075566480.440270755664823
43-13-12.7259738508236-0.274026149176394
44-11-10.4995050564912-0.500494943508775
45-5-5.293648839550480.293648839550476
46-15-14.7800485346416-0.219951465358397
47-6-6.525143375986720.525143375986721
48-6-6.228437656186350.228437656186351
49-3-3.110138256935240.110138256935238
50-1-0.958352484186568-0.0416475158134318
51-3-2.67618316011613-0.323816839883872
52-4-3.9792950339527-0.0207049660473032
53-6-5.74901217412486-0.250987825875137
540-0.2750163473439670.275016347343967
55-4-4.052954723361730.0529547233617314
56-2-2.043983570287310.0439835702873125
57-2-2.377151326841080.377151326841079
58-6-6.391588818491750.391588818491752
59-7-7.116674469765590.116674469765588
60-6-5.92977023428293-0.0702297657170754
61-6-5.52412177726101-0.475878222738987
62-3-3.627787438975850.627787438975845
63-2-2.311752569411450.311752569411455
64-5-4.61895048649945-0.381049513500546
65-11-11.59632451989090.596324519890903
66-11-10.9051397571151-0.0948602428849423
67-11-11.41149326961360.411493269613647
68-10-9.63011006361301-0.369889936386989
69-14-13.6040002425291-0.395999757470865
70-8-8.100914515048350.100914515048351
71-9-9.307823689297360.307823689297357
72-5-4.97716535605301-0.022834643946995
73-1-1.111623131630110.111623131630113
74-2-2.303336494015570.303336494015572
75-5-5.319953965350360.319953965350364
76-4-3.60312489911851-0.396875100881493
77-6-5.56372692453438-0.436273075465624
78-2-2.132124782349230.132124782349231
79-2-1.86197399394466-0.138026006055337
80-2-1.5918194713648-0.408180528635202
81-2-1.62014456244995-0.379855437550051
8222.38438636186175-0.384386361861746
8310.7121350559020050.287864944097995
84-8-7.94606719922731-0.0539328007726893
85-1-1.228794095388930.228794095388928
8610.9318803887674150.0681196112325849
87-1-0.582360491837612-0.417639508162388
8821.833977390921360.166022609078644
8921.896551793390890.103448206609112
9011.4243936814661-0.4243936814661
91-1-0.800528020922933-0.199471979077067
92-2-2.370459148800360.370459148800362
93-2-1.88409009379468-0.11590990620532
94-1-0.894382187841792-0.105617812158208
95-8-7.57829379098535-0.421706209014655
96-4-4.117565032968710.117565032968706
97-6-6.189463579607270.189463579607269
98-3-3.406516376931280.406516376931277
99-3-3.165438754485390.165438754485391
100-7-7.151987952191980.151987952191981
101-9-8.80166657350845-0.198333426491545
102-11-11.06073022041540.0607302204153909
103-13-13.11248862399260.112488623992558
104-11-11.30200313257340.302003132573373
105-9-8.69245551706898-0.307544482931021
106-17-17.12151881933630.121518819336263
107-22-21.5822883177886-0.417711682211367
108-25-24.6191455853673-0.380854414632748
109-20-20.32013246671380.320132466713784
110-24-24.0625999227680.0625999227680162
111-24-24.05546464244540.0554646424453495
112-22-21.4267116973479-0.573288302652103
113-19-19.46201957594230.462019575942272
114-18-17.5656604558166-0.434339544183359
115-17-17.30938704002880.309387040028765
116-11-11.06647342454680.0664734245467939
117-11-11.10745381876870.107453818768673
118-12-11.3861883914352-0.613811608564837
119-10-9.80328900471601-0.196710995283988
120-15-15.15064285154340.150642851543441
121-15-14.8377261842846-0.162273815715401
122-15-15.05947067222380.0594706722237758
123-13-12.5737300528857-0.426269947114318
124-8-7.95064190745046-0.0493580925495364
125-13-12.8389588806216-0.161041119378375
126-9-9.397204954151760.397204954151761
127-7-6.74815691434392-0.251843085656077
128-4-4.053782533850290.0537825338502867
129-4-4.109944488074030.109944488074028
130-2-2.681476244554210.681476244554209
1310-0.3992719459354730.399271945935473
132-2-1.94512854500722-0.0548714549927777
133-3-3.094144015218410.094144015218411
13411.18612767269523-0.186127672695226
135-2-2.556290701901170.556290701901166
136-1-1.297204468311950.297204468311946
13710.7219351915051830.278064808494817
138-3-2.59693287837101-0.403067121628986
139-4-4.315975270403160.315975270403159
140-9-8.81216428881835-0.187835711181653
141-9-8.74956515382548-0.250434846174518
142-7-6.74435817124704-0.255641828752964
143-14-14.04548571550860.0454857155085651
144-12-11.9301147066023-0.069885293397663
145-16-16.30395286425120.303952864251194
146-20-19.6721892378937-0.327810762106259
147-12-12.07727963508580.0772796350858279
148-12-11.8311495851226-0.168850414877425
149-10-10.18010256154110.180102561541052
150-10-9.90233823449003-0.0976617655099733
151-13-13.06299015656750.0629901565674637
152-16-15.8747424180332-0.125257581966799
153-14-13.9277333747607-0.0722666252393381
154-17-16.8040478478083-0.195952152191664


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.5704370012443820.8591259975112360.429562998755618
110.402837838201610.805675676403220.59716216179839
120.2630825622559720.5261651245119450.736917437744028
130.16256201652230.32512403304460.8374379834777
140.09682600570571950.1936520114114390.90317399429428
150.05622901298441690.1124580259688340.943770987015583
160.03749117992296860.07498235984593720.962508820077031
170.02079228559282560.04158457118565120.979207714407174
180.07638495773806970.1527699154761390.92361504226193
190.05293768228151430.1058753645630290.947062317718486
200.05349055739766790.1069811147953360.946509442602332
210.08167651990775330.1633530398155070.918323480092247
220.0854091862925170.1708183725850340.914590813707483
230.07872991625325430.1574598325065090.921270083746746
240.05463331031363550.1092666206272710.945366689686365
250.05694363611796850.1138872722359370.943056363882032
260.1785537731154270.3571075462308530.821446226884573
270.1357601979895820.2715203959791640.864239802010418
280.1324731683294580.2649463366589160.867526831670542
290.124974244218470.2499484884369410.87502575578153
300.103381455344870.2067629106897390.89661854465513
310.159537438642580.3190748772851590.84046256135742
320.2901884511074770.5803769022149540.709811548892523
330.348597252918060.6971945058361210.65140274708194
340.3961301451147360.7922602902294710.603869854885264
350.4470241645210050.894048329042010.552975835478995
360.3978896484231130.7957792968462250.602110351576887
370.3932141731585220.7864283463170440.606785826841478
380.3446910200288880.6893820400577760.655308979971112
390.3998320989632510.7996641979265030.600167901036749
400.4035449539573730.8070899079147460.596455046042627
410.4004945641012820.8009891282025640.599505435898718
420.4409458213873760.8818916427747530.559054178612624
430.4660877681970280.9321755363940570.533912231802972
440.5523012010916140.8953975978167720.447698798908386
450.544540915365940.9109181692681190.45545908463406
460.5722641164771510.8554717670456980.427735883522849
470.6173183392039640.7653633215920720.382681660796036
480.5805553824548930.8388892350902140.419444617545107
490.5480961007813910.9038077984372190.451903899218609
500.4983346044433890.9966692088867770.501665395556611
510.5048632203356150.990273559328770.495136779664385
520.4547704388134030.9095408776268060.545229561186597
530.4288680824032590.8577361648065180.571131917596741
540.4386780202516820.8773560405033640.561321979748318
550.4034024592480480.8068049184960950.596597540751952
560.3607010077755930.7214020155511860.639298992224407
570.383583234951210.7671664699024190.61641676504879
580.4014467862744040.8028935725488070.598553213725596
590.3618516125660650.723703225132130.638148387433935
600.3423067002281280.6846134004562560.657693299771872
610.3882915566796430.7765831133592860.611708443320357
620.5604757479243380.8790485041513240.439524252075662
630.5676216580084370.8647566839831260.432378341991563
640.5741569192237910.8516861615524180.425843080776209
650.7559797755125470.4880404489749050.244020224487453
660.718739723811150.5625205523777010.28126027618885
670.7818320412908590.4363359174182830.218167958709141
680.7846893977644180.4306212044711640.215310602235582
690.7694078143675720.4611843712648560.230592185632428
700.7450103327507710.5099793344984570.254989667249229
710.7713634273096110.4572731453807780.228636572690389
720.7502822060173660.4994355879652680.249717793982634
730.7269553432060760.5460893135878490.273044656793924
740.7534930917720130.4930138164559750.246506908227987
750.7832277581744280.4335444836511430.216772241825572
760.7866445455704960.4267109088590080.213355454429504
770.7977803605395840.4044392789208330.202219639460416
780.7815600780914570.4368798438170870.218439921908543
790.7482475237329060.5035049525341890.251752476267094
800.7463799563843150.507240087231370.253620043615685
810.7400234860390650.519953027921870.259976513960935
820.7440442436318570.5119115127362860.255955756368143
830.7756591621916960.4486816756166090.224340837808305
840.7481053792458450.503789241508310.251894620754155
850.7578497619981540.4843004760036920.242150238001846
860.7314418428821490.5371163142357010.268558157117851
870.7541010866731980.4917978266536030.245898913326802
880.7509276101296690.4981447797406610.249072389870331
890.7206535347376090.5586929305247820.279346465262391
900.7692341522251440.4615316955497130.230765847774856
910.7590337033090960.4819325933818080.240966296690904
920.8097281569205920.3805436861588170.190271843079408
930.7787102206164120.4425795587671760.221289779383588
940.7497061572227850.500587685554430.250293842777215
950.7686692634001260.4626614731997470.231330736599874
960.7522655384031090.4954689231937820.247734461596891
970.7544394487549790.4911211024900420.245560551245021
980.7838545414751420.4322909170497160.216145458524858
990.7579328088197650.484134382360470.242067191180235
1000.7227489814280220.5545020371439560.277251018571978
1010.7131125033369970.5737749933260060.286887496663003
1020.6787727838540810.6424544322918380.321227216145919
1030.6344026569497860.7311946861004290.365597343050214
1040.6251952349710140.7496095300579720.374804765028986
1050.6407408564200710.7185182871598580.359259143579929
1060.5925874332342970.8148251335314070.407412566765703
1070.6334319475264520.7331361049470960.366568052473548
1080.6849160221649310.6301679556701390.315083977835069
1090.6817498094707440.6365003810585130.318250190529256
1100.6388602304605770.7222795390788450.361139769539423
1110.5880019317325710.8239961365348580.411998068267429
1120.7178783240984050.5642433518031910.282121675901595
1130.8219395891050470.3561208217899070.178060410894953
1140.8308579135917610.3382841728164770.169142086408239
1150.8314049148990510.3371901702018990.168595085100949
1160.7955099693900550.408980061219890.204490030609945
1170.7633117771563430.4733764456873130.236688222843657
1180.853911934520390.2921761309592210.14608806547961
1190.8280359455896030.3439281088207940.171964054410397
1200.8130885981094080.3738228037811830.186911401890592
1210.7700103563915080.4599792872169830.229989643608492
1220.7423892897573610.5152214204852790.257610710242639
1230.7503779410530710.4992441178938590.249622058946929
1240.7001641242832220.5996717514335570.299835875716778
1250.6738406814703940.6523186370592120.326159318529606
1260.6970576034172790.6058847931654410.302942396582721
1270.7418565460708040.5162869078583930.258143453929196
1280.7203492884928760.5593014230142480.279650711507124
1290.6897798867598880.6204402264802230.310220113240112
1300.8653343260631260.2693313478737470.134665673936874
1310.9406875699313850.1186248601372290.0593124300686146
1320.9277602931813850.144479413637230.0722397068186151
1330.9171072599801070.1657854800397860.0828927400198929
1340.8795992932124960.2408014135750070.120400706787504
1350.9093874227466190.1812251545067610.0906125772533806
1360.903653735344590.192692529310820.0963462646554098
1370.9493608051068110.1012783897863780.0506391948931892
1380.9486358383023110.1027283233953780.0513641616976891
1390.9301890694327670.1396218611344650.0698109305672326
1400.9414736125219650.1170527749560690.0585263874780346
1410.9695329100356920.06093417992861570.0304670899643079
1420.9864062719705960.0271874560588070.0135937280294035
1430.9593022664238510.08139546715229760.0406977335761488
1440.8883406707429420.2233186585141160.111659329257058


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level20.0148148148148148OK
10% type I error level50.037037037037037OK