Multiple Linear Regression - Estimated Regression Equation |
Consumentenvertrouwen[t] = + 84.8823529411764 -37.1515837104072Dummy[t] + 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) | 84.8823529411764 | 1.87876 | 45.18 | 0 | 0 |
Dummy | -37.1515837104072 | 2.854041 | -13.0172 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.863131319876742 |
R-squared | 0.744995675352167 |
Adjusted R-squared | 0.740599049065136 |
F-TEST (value) | 169.447123024676 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 58 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 10.9549585658261 |
Sum Squared Residuals | 6960.64479638009 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 84 | 84.8823529411765 | -0.88235294117653 |
2 | 78 | 84.8823529411765 | -6.88235294117655 |
3 | 74 | 84.8823529411765 | -10.8823529411765 |
4 | 75 | 84.8823529411765 | -9.88235294117647 |
5 | 79 | 84.8823529411765 | -5.88235294117647 |
6 | 79 | 84.8823529411765 | -5.88235294117647 |
7 | 82 | 84.8823529411765 | -2.88235294117647 |
8 | 88 | 84.8823529411765 | 3.11764705882353 |
9 | 81 | 84.8823529411765 | -3.88235294117647 |
10 | 69 | 47.7307692307692 | 21.2692307692308 |
11 | 62 | 47.7307692307692 | 14.2692307692308 |
12 | 62 | 47.7307692307692 | 14.2692307692308 |
13 | 68 | 47.7307692307692 | 20.2692307692308 |
14 | 57 | 47.7307692307692 | 9.26923076923077 |
15 | 67 | 47.7307692307692 | 19.2692307692308 |
16 | 72 | 84.8823529411765 | -12.8823529411765 |
17 | 75 | 84.8823529411765 | -9.88235294117647 |
18 | 81 | 84.8823529411765 | -3.88235294117647 |
19 | 80 | 84.8823529411765 | -4.88235294117647 |
20 | 79 | 84.8823529411765 | -5.88235294117647 |
21 | 81 | 84.8823529411765 | -3.88235294117647 |
22 | 83 | 84.8823529411765 | -1.88235294117647 |
23 | 84 | 84.8823529411765 | -0.882352941176466 |
24 | 90 | 84.8823529411765 | 5.11764705882353 |
25 | 84 | 84.8823529411765 | -0.882352941176466 |
26 | 90 | 84.8823529411765 | 5.11764705882353 |
27 | 92 | 84.8823529411765 | 7.11764705882353 |
28 | 93 | 84.8823529411765 | 8.11764705882353 |
29 | 85 | 84.8823529411765 | 0.117647058823534 |
30 | 93 | 84.8823529411765 | 8.11764705882353 |
31 | 94 | 84.8823529411765 | 9.11764705882353 |
32 | 94 | 84.8823529411765 | 9.11764705882353 |
33 | 102 | 84.8823529411765 | 17.1176470588235 |
34 | 96 | 84.8823529411765 | 11.1176470588235 |
35 | 96 | 84.8823529411765 | 11.1176470588235 |
36 | 92 | 84.8823529411765 | 7.11764705882353 |
37 | 90 | 84.8823529411765 | 5.11764705882353 |
38 | 84 | 84.8823529411765 | -0.882352941176466 |
39 | 86 | 84.8823529411765 | 1.11764705882353 |
40 | 70 | 84.8823529411765 | -14.8823529411765 |
41 | 67 | 47.7307692307692 | 19.2692307692308 |
42 | 60 | 47.7307692307692 | 12.2692307692308 |
43 | 62 | 47.7307692307692 | 14.2692307692308 |
44 | 61 | 47.7307692307692 | 13.2692307692308 |
45 | 54 | 47.7307692307692 | 6.26923076923077 |
46 | 50 | 47.7307692307692 | 2.26923076923077 |
47 | 45 | 47.7307692307692 | -2.73076923076923 |
48 | 34 | 47.7307692307692 | -13.7307692307692 |
49 | 37 | 47.7307692307692 | -10.7307692307692 |
50 | 44 | 47.7307692307692 | -3.73076923076923 |
51 | 34 | 47.7307692307692 | -13.7307692307692 |
52 | 37 | 47.7307692307692 | -10.7307692307692 |
53 | 31 | 47.7307692307692 | -16.7307692307692 |
54 | 31 | 47.7307692307692 | -16.7307692307692 |
55 | 28 | 47.7307692307692 | -19.7307692307692 |
56 | 31 | 47.7307692307692 | -16.7307692307692 |
57 | 33 | 47.7307692307692 | -14.7307692307692 |
58 | 36 | 47.7307692307692 | -11.7307692307692 |
59 | 39 | 47.7307692307692 | -8.73076923076923 |
60 | 42 | 47.7307692307692 | -5.73076923076923 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.0808038469457202 | 0.161607693891440 | 0.91919615305428 |
6 | 0.0269315450500590 | 0.0538630901001179 | 0.973068454949941 |
7 | 0.0120394408495623 | 0.0240788816991246 | 0.987960559150438 |
8 | 0.0223315219656241 | 0.0446630439312482 | 0.977668478034376 |
9 | 0.0087643230743747 | 0.0175286461487494 | 0.991235676925625 |
10 | 0.00404123603580790 | 0.00808247207161579 | 0.995958763964192 |
11 | 0.00292478537966667 | 0.00584957075933334 | 0.997075214620333 |
12 | 0.00154524413395477 | 0.00309048826790954 | 0.998454755866045 |
13 | 0.00112066517126445 | 0.00224133034252890 | 0.998879334828735 |
14 | 0.00163865398829926 | 0.00327730797659853 | 0.9983613460117 |
15 | 0.00149957160922871 | 0.00299914321845743 | 0.998500428390771 |
16 | 0.00245584435269680 | 0.00491168870539361 | 0.997544155647303 |
17 | 0.00179650311572764 | 0.00359300623145527 | 0.998203496884272 |
18 | 0.00092737378372585 | 0.0018547475674517 | 0.999072626216274 |
19 | 0.000456307042312799 | 0.000912614084625598 | 0.999543692957687 |
20 | 0.000227050868430197 | 0.000454101736860394 | 0.99977294913157 |
21 | 0.000113941218781313 | 0.000227882437562625 | 0.999886058781219 |
22 | 6.72738559719893e-05 | 0.000134547711943979 | 0.999932726144028 |
23 | 4.43567446317935e-05 | 8.87134892635869e-05 | 0.999955643255368 |
24 | 0.000124392629258548 | 0.000248785258517095 | 0.999875607370741 |
25 | 7.27654935084346e-05 | 0.000145530987016869 | 0.999927234506492 |
26 | 0.000124310909900682 | 0.000248621819801363 | 0.9998756890901 |
27 | 0.000267174776586487 | 0.000534349553172975 | 0.999732825223413 |
28 | 0.000523727785664136 | 0.00104745557132827 | 0.999476272214336 |
29 | 0.000296440142223765 | 0.000592880284447529 | 0.999703559857776 |
30 | 0.000438649344462605 | 0.00087729868892521 | 0.999561350655537 |
31 | 0.000655726919332424 | 0.00131145383866485 | 0.999344273080668 |
32 | 0.000832975576131995 | 0.00166595115226399 | 0.999167024423868 |
33 | 0.00487469376368874 | 0.00974938752737749 | 0.995125306236311 |
34 | 0.0063030573939403 | 0.0126061147878806 | 0.99369694260606 |
35 | 0.00808467724894304 | 0.0161693544978861 | 0.991915322751057 |
36 | 0.00679749671182172 | 0.0135949934236434 | 0.993202503288178 |
37 | 0.00516885765804109 | 0.0103377153160822 | 0.994831142341959 |
38 | 0.00311997131995365 | 0.0062399426399073 | 0.996880028680046 |
39 | 0.00245695311415261 | 0.00491390622830522 | 0.997543046885847 |
40 | 0.00340737301566633 | 0.00681474603133266 | 0.996592626984334 |
41 | 0.0123792258350601 | 0.0247584516701202 | 0.98762077416494 |
42 | 0.0252398761539341 | 0.0504797523078682 | 0.974760123846066 |
43 | 0.087038922290705 | 0.17407784458141 | 0.912961077709295 |
44 | 0.342995158158753 | 0.685990316317505 | 0.657004841841247 |
45 | 0.64957685912162 | 0.700846281756759 | 0.350423140878379 |
46 | 0.872209834281575 | 0.255580331436850 | 0.127790165718425 |
47 | 0.945589372415255 | 0.108821255169490 | 0.0544106275847452 |
48 | 0.95568228542530 | 0.0886354291494021 | 0.0443177145747011 |
49 | 0.94793375161696 | 0.104132496766081 | 0.0520662483830406 |
50 | 0.975645517625003 | 0.0487089647499937 | 0.0243544823749969 |
51 | 0.96248314391862 | 0.0750337121627612 | 0.0375168560813806 |
52 | 0.941336289705797 | 0.117327420588407 | 0.0586637102942035 |
53 | 0.912968634386182 | 0.174062731227636 | 0.0870313656138179 |
54 | 0.86528961044928 | 0.269420779101438 | 0.134710389550719 |
55 | 0.875254265323877 | 0.249491469352245 | 0.124745734676123 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 27 | 0.529411764705882 | NOK |
5% type I error level | 36 | 0.705882352941177 | NOK |
10% type I error level | 40 | 0.784313725490196 | NOK |