Multiple Linear Regression - Estimated Regression Equation
Indicator_consumentenvertrouwen[t] = + 0.067879550356388 -24.5978200563323Date[t] + 0.249557264649599Vooruitzichten_economische_situatie[t] -0.25062271150787Vooruitzichten_werkloosheid[t] + 0.278284067961146Vooruitzichten_financiele_situatie[t] + 0.238567710490646Vooruitzichten_spaarvermogen[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.0678795503563880.0833170.81470.4165450.208273
Date-24.597820056332314.895326-1.65140.1007820.050391
Vooruitzichten_economische_situatie0.2495572646495990.00355670.179800
Vooruitzichten_werkloosheid-0.250622711507870.00136-184.268500
Vooruitzichten_financiele_situatie0.2782840679611460.0149318.639800
Vooruitzichten_spaarvermogen0.2385677104906460.00708833.658800


Multiple Linear Regression - Regression Statistics
Multiple R0.999358794679468
R-squared0.9987180005032
Adjusted R-squared0.998674689709389
F-TEST (value)23059.3326196137
F-TEST (DF numerator)5
F-TEST (DF denominator)148
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.311295099190828
Sum Squared Residuals14.3418865394737


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
198.949319134626480.0506808653735238
21110.88172691157520.118273088424844
31312.92547061908340.0745293809165757
41211.84718999442130.15281000557872
51312.80163786645180.198362133548221
61515.0708288365752-0.0708288365751945
71312.58598190695940.414018093040561
81615.55777548894710.442224511052932
91010.2923241498805-0.292324149880534
101414.0322827265743-0.0322827265743127
111414.0299079238468-0.0299079238468285
121515.0310894140091-0.0310894140090968
131313.2195459900074-0.21954599000736
1488.40998706594184-0.409987065941837
1577.34094619021573-0.340946190215733
1633.59413318900004-0.594133189000038
1733.26064365934724-0.260643659347235
1843.789312676187130.210687323812866
1944.25983758165745-0.259837581657452
2000.438208666777858-0.438208666777858
21-4-4.081386130421080.0813861304210828
22-14-14.36707876684730.367078766847342
23-18-18.37266311232530.372663112325288
24-8-8.36610501123020.3661050112302
25-1-1.424349308022070.424349308022072
2611.54814706533545-0.548147065335448
2722.00624816791834-0.00624816791833866
280-0.1850510655208290.185051065520829
2911.22732087902465-0.227320879024648
300-0.240482009358440.24048200935844
31-1-1.557278606678490.55727860667849
32-3-3.552212394658070.552212394658066
33-3-3.553509463903870.553509463903875
34-3-2.82811384751879-0.171886152481209
35-4-3.84750811823213-0.152491881767867
36-8-8.100867708245570.10086770824557
37-9-9.032005993951310.0320059939513145
38-13-12.8351948805797-0.164805119420287
39-18-18.33457870812590.334578708125857
40-11-10.7597550249959-0.240244975004078
41-9-9.474608726270970.474608726270968
42-10-10.5358241857930.535824185793043
43-13-12.8281740945366-0.171825905463435
44-11-10.626697431447-0.373302568553002
45-5-5.349660488651180.349660488651181
46-15-14.8412704511707-0.158729548829345
47-6-6.57769456000780.577694560007802
48-6-6.275525978289210.275525978289208
49-3-3.161333719437150.161333719437153
50-1-0.981475022832807-0.0185249771671934
51-3-2.70981246792524-0.29018753207476
52-4-3.98405904721256-0.0159409527874415
53-6-5.76203695707617-0.237963042923826
540-0.2776388866731450.277638886673145
55-4-4.043216253291140.043216253291144
56-2-2.027109353513540.0271093535135441
57-2-2.352767338973650.352767338973646
58-6-6.288114241456230.288114241456231
59-7-7.112196251469050.112196251469047
60-6-5.88199159555019-0.118008404449811
61-6-5.45662843033475-0.543371569665249
62-3-3.526320876504040.526320876504041
63-2-2.281233699228970.281233699228969
64-5-4.59697092712805-0.403029072871951
65-11-11.58340697156250.583406971562458
66-11-10.8391902751913-0.160809724808659
67-11-11.33851804290290.338518042902907
68-10-9.61736089150481-0.382639108495187
69-14-13.6239857542981-0.376014245701948
70-8-8.061924726950590.0619247269505887
71-9-9.291141520867860.291141520867862
72-5-4.87729639329061-0.12270360670939
73-1-0.982643957330628-0.0173560426693719
74-2-2.198734187600010.198734187600008
75-5-5.230878864212890.230878864212886
76-4-3.50083700833221-0.499162991667788
77-6-5.53723853390725-0.462761466092751
78-2-2.037941775049690.0379417750496865
79-2-1.7907225267566-0.2092774732434
80-2-1.5108697015629-0.489130298437102
81-2-1.59264043286041-0.407359567139591
8222.4695972148013-0.469597214801299
8310.7643165625334020.235683437466598
84-8-7.86307144764239-0.136928552357607
85-1-1.138951444739290.138951444739294
8611.02745013747186-0.0274501374718582
87-1-0.500952160415841-0.499047839584159
8821.84698446474170.153015535258301
8921.991042047849080.00895795215091842
9011.472923809577-0.472923809577003
91-1-0.783236620799859-0.216763379200141
92-2-2.316235791696890.316235791696885
93-2-1.79958502620711-0.200414973792891
94-1-0.838076997466413-0.161923002533587
95-8-7.58983947422266-0.410160525777337
96-4-4.108273854839740.10827385483974
97-6-6.246082817184670.246082817184665
98-3-3.410705618040740.410705618040741
99-3-3.257447779995860.257447779995861
100-7-7.238168837165380.23816883716538
101-9-8.80803734053572-0.191962659464284
102-11-11.15709984398050.157099843980469
103-13-13.12786739396590.12786739396591
104-11-11.32903507845640.329035078456372
105-9-8.61562835018698-0.384371649813024
106-17-17.21183088742940.211830887429412
107-22-21.6714632454527-0.328536754547251
108-25-24.7156507098123-0.284349290187724
109-20-20.30363810544120.303638105441197
110-24-24.06032626318150.0603262631814811
111-24-24.11690323479930.116903234799333
112-22-21.5034357746031-0.496564225396867
113-19-19.48268152511310.482681525113132
114-18-17.5523495447231-0.447650455276917
115-17-17.38596516128630.385965161286334
116-11-11.09754203559270.0975420355926531
117-11-11.12077540262190.120775402621855
118-12-11.3251228735186-0.674877126481389
119-10-9.80492354229786-0.195076457702137
120-15-15.13696754217450.136967542174454
121-15-14.7856909069798-0.214309093020223
122-15-15.05316814118580.0531681411858046
123-13-12.5191073762137-0.48089262378635
124-8-7.96625396655655-0.0337460334434501
125-13-12.8325010220056-0.167498977994371
126-9-9.318993966178170.318993966178166
127-7-6.78885949773662-0.211140502263377
128-4-4.055947379744320.0559473797443196
129-4-4.075978314749520.0759783147495191
130-2-2.565322057268480.565322057268479
1310-0.3428889648461140.342888964846114
132-2-1.90885843392959-0.091141566070408
133-3-3.020958289296590.0209582892965889
13411.30292211165914-0.302922111659136
135-2-2.549147953461960.549147953461963
136-1-1.257205106479150.257205106479146
13710.7568136248574660.243186375142534
138-3-2.57556374040727-0.424436259592729
139-4-4.315203028227120.315203028227119
140-9-8.76735898388594-0.232641016114058
141-9-8.62327702282932-0.376722977170679
142-7-6.59471738291493-0.405282617085071
143-14-13.9210963576993-0.0789036423007006
144-12-11.97376483554-0.0262351644600213
145-16-16.30146920165870.301469201658746
146-20-19.6444750278965-0.355524972103545
147-12-12.08662322829870.0866232282986741
148-12-11.8226956107421-0.177304389257894
149-10-10.12771674408570.127716744085677
150-10-9.82620366277516-0.173796337224845
151-13-13.04972492569890.0497249256988969
152-16-15.8542548790109-0.145745120989075
153-14-13.8856087456704-0.114391254329552
154-17-16.6975768987226-0.302423101277399


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
90.5512315119848090.8975369760303830.448768488015191
100.3891377864480170.7782755728960350.610862213551983
110.2533433026409920.5066866052819850.746656697359008
120.1531088504068140.3062177008136290.846891149593186
130.09467964288041570.1893592857608310.905320357119584
140.05447108301610040.1089421660322010.9455289169839
150.02934001296205350.0586800259241070.970659987037947
160.02025967196887470.04051934393774930.979740328031125
170.01052012652031670.02104025304063350.989479873479683
180.03954033161304880.07908066322609760.960459668386951
190.02636959229342620.05273918458685250.973630407706574
200.02661917597238230.05323835194476460.973380824027618
210.05011927660841660.1002385532168330.949880723391583
220.1009870738882050.201974147776410.899012926111795
230.07814403586206240.1562880717241250.921855964137938
240.06812115605270450.1362423121054090.931878843947295
250.05050946582979480.101018931659590.949490534170205
260.300561153441240.601122306882480.69943884655876
270.2732773068107570.5465546136215140.726722693189243
280.2264753874643030.4529507749286070.773524612535697
290.2993731225395260.5987462450790510.700626877460474
300.24781203768270.4956240753654010.7521879623173
310.2721079604212680.5442159208425350.727892039578732
320.3107592358589950.6215184717179890.689240764141005
330.3267268828937410.6534537657874830.673273117106259
340.4324743561889440.8649487123778870.567525643811056
350.5315611746300240.9368776507399530.468438825369976
360.49702678322990.99405356645980.5029732167701
370.4421935516195580.8843871032391170.557806448380442
380.4036109303146480.8072218606292960.596389069685352
390.4231721714090980.8463443428181970.576827828590902
400.4299292047007690.8598584094015390.570070795299231
410.4414304998670010.8828609997340010.558569500132999
420.4759275205634460.9518550411268930.524072479436554
430.5097329474958790.9805341050082420.490267052504121
440.6294189555933320.7411620888133360.370581044406668
450.6063594611295080.7872810777409840.393640538870492
460.623278405698160.7534431886036810.37672159430184
470.6641591359889180.6716817280221640.335840864011082
480.6360720697177860.7278558605644290.363927930282214
490.5917909608813160.8164180782373690.408209039118684
500.555079566309280.889840867381440.44492043369072
510.5806855027132550.838628994573490.419314497286745
520.5361397030367690.9277205939264630.463860296963232
530.5346896941243420.9306206117513160.465310305875658
540.508524129451290.9829517410974210.49147587054871
550.4620198371453350.9240396742906710.537980162854665
560.4182105382856580.8364210765713160.581789461714342
570.4166651082488470.8333302164976950.583334891751153
580.4100064555586750.820012911117350.589993544441325
590.3827271376175840.7654542752351680.617272862382416
600.3888100215841540.7776200431683080.611189978415846
610.4755634795942370.9511269591884740.524436520405763
620.5885541332136810.8228917335726380.411445866786319
630.5853542513321170.8292914973357660.414645748667883
640.6263200648932010.7473598702135980.373679935106799
650.7621924619886480.4756150760227050.237807538011352
660.7361122946532390.5277754106935210.26388770534676
670.7775052050228540.4449895899542910.222494794977146
680.7987171655663930.4025656688672130.201282834433606
690.7982982800827730.4034034398344530.201701719917226
700.7742199746530850.451560050693830.225780025346915
710.7897280746731020.4205438506537970.210271925326898
720.7844890406699730.4310219186600540.215510959330027
730.7529191749022070.4941616501955850.247080825097793
740.7558310939637940.4883378120724120.244168906036206
750.773461585803640.4530768283927190.22653841419636
760.7943702720870340.4112594558259330.205629727912966
770.8140365142828920.3719269714342160.185963485717108
780.7956048632734170.4087902734531670.204395136726584
790.7743422708633560.4513154582732870.225657729136643
800.7924776138396550.415044772320690.207522386160345
810.7937604957616910.4124790084766180.206239504238309
820.8154960589275520.3690078821448960.184503941072448
830.8203601282373020.3592797435253960.179639871762698
840.8060732753347810.3878534493304380.193926724665219
850.7929358419227140.4141283161545710.207064158077285
860.759679993091710.4806400138165790.24032000690829
870.7852284427427660.4295431145144670.214771557257234
880.7710688459645970.4578623080708060.228931154035403
890.7367322524079610.5265354951840770.263267747592039
900.7711677846395780.4576644307208440.228832215360422
910.745135512962350.5097289740753010.25486448703765
920.7902306033875120.4195387932249770.209769396612488
930.7551590429862260.4896819140275480.244840957013774
940.7170132435635810.5659735128728380.282986756436419
950.7187268855014370.5625462289971250.281273114498563
960.7034892310568720.5930215378862560.296510768943128
970.7142006322789690.5715987354420620.285799367721031
980.7539303092635620.4921393814728760.246069690736438
990.7332945223156730.5334109553686530.266705477684327
1000.7096296492219120.5807407015561760.290370350778088
1010.6787220493544260.6425559012911480.321277950645574
1020.6392960567002340.7214078865995320.360703943299766
1030.6060019210070280.7879961579859430.393998078992972
1040.6397065417769050.720586916446190.360293458223095
1050.6296131028904550.7407737942190890.370386897109545
1060.6148234246049550.7703531507900910.385176575395045
1070.6092256296576180.7815487406847650.390774370342382
1080.5869373924772580.8261252150454840.413062607522742
1090.6138699270290730.7722601459418540.386130072970927
1100.5978316857465610.8043366285068780.402168314253439
1110.5853245453659880.8293509092680250.414675454634012
1120.6412711044873340.7174577910253310.358728895512666
1130.8143860966963550.371227806607290.185613903303645
1140.8096915180958840.3806169638082310.190308481904116
1150.850257681270670.2994846374586590.14974231872933
1160.8218377061241760.3563245877516470.178162293875824
1170.7994363875201810.4011272249596380.200563612479819
1180.8754032177003840.2491935645992310.124596782299616
1190.8502215976850230.2995568046299540.149778402314977
1200.8533183211367880.2933633577264240.146681678863212
1210.8186746811822060.3626506376355880.181325318817794
1220.8038352690397850.392329461920430.196164730960215
1230.8089072971438290.3821854057123420.191092702856171
1240.7624047288581710.4751905422836580.237595271141829
1250.7144369355935910.5711261288128180.285563064406409
1260.7736119541037650.4527760917924690.226388045896235
1270.761799741991440.476400516017120.23820025800856
1280.7055175489700130.5889649020599750.294482451029987
1290.6428491245594250.714301750881150.357150875440575
1300.9041053881394880.1917892237210230.0958946118605116
1310.9588464937372970.08230701252540680.0411535062627034
1320.9384315020400740.1231369959198530.0615684979599263
1330.911333163778350.17733367244330.0886668362216498
1340.8922968164528540.2154063670942930.107703183547146
1350.9185668865289650.162866226942070.0814331134710349
1360.9037566637381610.1924866725236790.0962433362618393
1370.9113888094730270.1772223810539450.0886111905269725
1380.9554803409307380.08903931813852450.0445196590692622
1390.9465679037352770.1068641925294470.0534320962647233
1400.9438551865619020.1122896268761960.0561448134380979
1410.9415607299807020.1168785400385950.0584392700192977
1420.9799445596491860.04011088070162720.0200554403508136
1430.9682852804476180.06342943910476350.0317147195523817
1440.9613972953504880.07720540929902420.0386027046495121
1450.9077416488835560.1845167022328890.0922583511164444


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level30.0218978102189781OK
10% type I error level110.0802919708029197OK