| Multiple Linear Regression - Estimated Regression Equation |
| Consumentenvertrouwen[t] = -15.2062520516085 -0.0234413575971049Werkloosheid[t] + 0.00941658000052943BEL20[t] -3.73189866165572Rentevoet[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) | -15.2062520516085 | 8.764169 | -1.735 | 0.086682 | 0.043341 |
| Werkloosheid | -0.0234413575971049 | 0.015906 | -1.4738 | 0.144563 | 0.072281 |
| BEL20 | 0.00941658000052943 | 0.000908 | 10.3739 | 0 | 0 |
| Rentevoet | -3.73189866165572 | 0.706204 | -5.2844 | 1e-06 | 1e-06 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.791021406646125 |
| R-squared | 0.625714865772414 |
| Adjusted R-squared | 0.611319283686738 |
| F-TEST (value) | 43.4657565111592 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 78 |
| p-value | 1.11022302462516e-16 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 4.24069977998506 |
| Sum Squared Residuals | 1402.71570066929 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | -6 | -8.4450626402303 | 2.4450626402303 |
| 2 | -3 | -7.46848098158381 | 4.46848098158381 |
| 3 | -2 | -7.10983308238472 | 5.10983308238472 |
| 4 | -5 | -6.72871511660963 | 1.72871511660963 |
| 5 | -11 | -7.13469944005773 | -3.86530055994227 |
| 6 | -11 | -6.84211444623286 | -4.15788555376714 |
| 7 | -11 | -7.45482562084823 | -3.54517437915177 |
| 8 | -10 | -6.74335558897453 | -3.25664441102547 |
| 9 | -14 | -6.53299511836691 | -7.46700488163309 |
| 10 | -8 | -5.98551581700354 | -2.01448418299646 |
| 11 | -9 | -4.9403761892164 | -4.0596238107836 |
| 12 | -5 | -4.54510723888939 | -0.454892761110613 |
| 13 | -1 | -2.97286773607568 | 1.97286773607568 |
| 14 | -2 | -1.52744048580705 | -0.472559514192946 |
| 15 | -5 | -1.05160740011161 | -3.94839259988839 |
| 16 | -4 | -1.30895640862365 | -2.69104359137635 |
| 17 | -6 | -2.17491103207655 | -3.82508896792345 |
| 18 | -2 | -4.87204183003062 | 2.87204183003062 |
| 19 | -2 | -5.14610838560706 | 3.14610838560706 |
| 20 | -2 | -4.44563054740266 | 2.44563054740266 |
| 21 | -2 | -3.55082548667885 | 1.55082548667885 |
| 22 | 2 | -1.84918441236379 | 3.84918441236379 |
| 23 | 1 | -1.05544924472753 | 2.05544924472753 |
| 24 | -8 | -0.508715737737127 | -7.49128426226287 |
| 25 | -1 | 0.427935050773333 | -1.42793505077333 |
| 26 | 1 | 1.26226708536969 | -0.26226708536969 |
| 27 | -1 | -0.270633677605007 | -0.729366322394993 |
| 28 | 2 | 1.7030351301361 | 0.2969648698639 |
| 29 | 2 | 3.04989383434862 | -1.04989383434862 |
| 30 | 1 | 2.05988854142552 | -1.05988854142552 |
| 31 | -1 | -0.177452275008928 | -0.822547724991072 |
| 32 | -2 | -3.80484795677074 | 1.80484795677074 |
| 33 | -2 | -2.38082070938758 | 0.38082070938758 |
| 34 | -1 | -0.722744036157555 | -0.277255963842445 |
| 35 | -8 | -3.4321831861815 | -4.5678168138185 |
| 36 | -4 | -3.41765794656383 | -0.582342053436166 |
| 37 | -6 | -6.05108092969926 | 0.0510809296992574 |
| 38 | -3 | -7.0031505071907 | 4.0031505071907 |
| 39 | -3 | -7.09015443965879 | 4.09015443965879 |
| 40 | -7 | -5.29452457917047 | -1.70547542082953 |
| 41 | -9 | -5.33485783446121 | -3.66514216553879 |
| 42 | -11 | -8.33963517319223 | -2.66036482680777 |
| 43 | -13 | -14.6259047589953 | 1.62590475899527 |
| 44 | -11 | -14.8919045614862 | 3.89190456148616 |
| 45 | -9 | -15.3143330001773 | 6.31433300017732 |
| 46 | -17 | -21.1872688257532 | 4.18726882575322 |
| 47 | -22 | -20.7676774061512 | -1.23232259384876 |
| 48 | -25 | -20.0232261688817 | -4.97677383111835 |
| 49 | -20 | -18.2615290724959 | -1.73847092750415 |
| 50 | -24 | -18.1109607590181 | -5.88903924098191 |
| 51 | -24 | -18.2394237405211 | -5.76057625947893 |
| 52 | -22 | -15.1263999118358 | -6.87360008816423 |
| 53 | -19 | -12.2342824810098 | -6.76571751899016 |
| 54 | -18 | -12.390827616238 | -5.60917238376205 |
| 55 | -17 | -13.1980912602685 | -3.80190873973152 |
| 56 | -11 | -11.3365624597217 | 0.336562459721688 |
| 57 | -11 | -9.55033205928867 | -1.44966794071133 |
| 58 | -12 | -8.49361003810088 | -3.50638996189912 |
| 59 | -10 | -8.78847871754273 | -1.21152128245727 |
| 60 | -15 | -8.8504332274746 | -6.1495667725254 |
| 61 | -15 | -8.6168724104404 | -6.3831275895596 |
| 62 | -15 | -9.03932982228522 | -5.96067017771478 |
| 63 | -13 | -7.40628347204396 | -5.59371652795604 |
| 64 | -8 | -6.86433031985983 | -1.13566968014017 |
| 65 | -13 | -8.48699011881425 | -4.51300988118574 |
| 66 | -9 | -8.47940944198012 | -0.520590558019876 |
| 67 | -7 | -9.83977336222068 | 2.83977336222068 |
| 68 | -4 | -9.51215276418962 | 5.51215276418962 |
| 69 | -4 | -8.38575397760213 | 4.38575397760213 |
| 70 | -2 | -7.21229599742884 | 5.21229599742884 |
| 71 | 0 | -6.97715872807881 | 6.97715872807881 |
| 72 | -2 | -7.23996362268516 | 5.23996362268516 |
| 73 | -3 | -7.16817965006006 | 4.16817965006006 |
| 74 | 1 | -6.24681470984196 | 7.24681470984196 |
| 75 | -2 | -6.67616400489981 | 4.67616400489981 |
| 76 | -1 | -6.31569045031988 | 5.31569045031988 |
| 77 | 1 | -6.64480515213957 | 7.64480515213957 |
| 78 | -3 | -7.80851796181342 | 4.80851796181342 |
| 79 | -4 | -10.4022524285528 | 6.40225242855284 |
| 80 | -9 | -13.6608173990427 | 4.66081739904272 |
| 81 | -9 | -14.0008626159377 | 5.00086261593767 |
| 82 | -7 | -13.4127919281678 | 6.4127919281678 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.817936384444103 | 0.364127231111794 | 0.182063615555897 |
| 8 | 0.701536271299791 | 0.596927457400418 | 0.298463728700209 |
| 9 | 0.65352384126006 | 0.692952317479882 | 0.346476158739941 |
| 10 | 0.588182315615532 | 0.823635368768935 | 0.411817684384468 |
| 11 | 0.488394808314446 | 0.976789616628892 | 0.511605191685554 |
| 12 | 0.375913351662106 | 0.751826703324211 | 0.624086648337894 |
| 13 | 0.312054786504045 | 0.624109573008089 | 0.687945213495955 |
| 14 | 0.229594522764705 | 0.459189045529409 | 0.770405477235295 |
| 15 | 0.307123446681004 | 0.614246893362008 | 0.692876553318996 |
| 16 | 0.260478122677639 | 0.520956245355278 | 0.739521877322361 |
| 17 | 0.231585173834937 | 0.463170347669874 | 0.768414826165063 |
| 18 | 0.180785367403224 | 0.361570734806449 | 0.819214632596776 |
| 19 | 0.138274973182574 | 0.276549946365148 | 0.861725026817426 |
| 20 | 0.0959169458661336 | 0.191833891732267 | 0.904083054133866 |
| 21 | 0.0651973412158891 | 0.130394682431778 | 0.934802658784111 |
| 22 | 0.0441532646990107 | 0.0883065293980213 | 0.95584673530099 |
| 23 | 0.0310833669605879 | 0.0621667339211758 | 0.968916633039412 |
| 24 | 0.192775046196236 | 0.385550092392472 | 0.807224953803764 |
| 25 | 0.154098277257757 | 0.308196554515515 | 0.845901722742243 |
| 26 | 0.114933480239249 | 0.229866960478498 | 0.885066519760751 |
| 27 | 0.0880636163393343 | 0.176127232678669 | 0.911936383660666 |
| 28 | 0.0626195943598168 | 0.125239188719634 | 0.937380405640183 |
| 29 | 0.0440896981419244 | 0.0881793962838488 | 0.955910301858076 |
| 30 | 0.0310833027269387 | 0.0621666054538775 | 0.968916697273061 |
| 31 | 0.0250418098028751 | 0.0500836196057501 | 0.974958190197125 |
| 32 | 0.0172490853307401 | 0.0344981706614801 | 0.98275091466926 |
| 33 | 0.0121081974069876 | 0.0242163948139752 | 0.987891802593012 |
| 34 | 0.00843829121528819 | 0.0168765824305764 | 0.991561708784712 |
| 35 | 0.016491884029128 | 0.032983768058256 | 0.983508115970872 |
| 36 | 0.0125238397859648 | 0.0250476795719295 | 0.987476160214035 |
| 37 | 0.00907837426013285 | 0.0181567485202657 | 0.990921625739867 |
| 38 | 0.0069249622555024 | 0.0138499245110048 | 0.993075037744498 |
| 39 | 0.00499657069986339 | 0.00999314139972679 | 0.995003429300137 |
| 40 | 0.00474016199203549 | 0.00948032398407099 | 0.995259838007964 |
| 41 | 0.008314818231414 | 0.016629636462828 | 0.991685181768586 |
| 42 | 0.0187317058403968 | 0.0374634116807936 | 0.981268294159603 |
| 43 | 0.017848846697031 | 0.0356976933940621 | 0.982151153302969 |
| 44 | 0.017162643972555 | 0.03432528794511 | 0.982837356027445 |
| 45 | 0.0203708345560614 | 0.0407416691121228 | 0.97962916544394 |
| 46 | 0.0138073265602452 | 0.0276146531204905 | 0.986192673439755 |
| 47 | 0.0163512536682541 | 0.0327025073365082 | 0.983648746331746 |
| 48 | 0.0396797388883736 | 0.0793594777767473 | 0.960320261111626 |
| 49 | 0.045475524615391 | 0.090951049230782 | 0.95452447538461 |
| 50 | 0.119157269392897 | 0.238314538785794 | 0.880842730607103 |
| 51 | 0.118123416626288 | 0.236246833252575 | 0.881876583373712 |
| 52 | 0.101139316921779 | 0.202278633843559 | 0.89886068307822 |
| 53 | 0.0772067359813436 | 0.154413471962687 | 0.922793264018656 |
| 54 | 0.0580128891760511 | 0.116025778352102 | 0.941987110823949 |
| 55 | 0.0473078324382642 | 0.0946156648765284 | 0.952692167561736 |
| 56 | 0.0553080865322268 | 0.110616173064454 | 0.944691913467773 |
| 57 | 0.0428209121682117 | 0.0856418243364234 | 0.957179087831788 |
| 58 | 0.0359026740041128 | 0.0718053480082256 | 0.964097325995887 |
| 59 | 0.0291623062529504 | 0.0583246125059008 | 0.97083769374705 |
| 60 | 0.0438208219527032 | 0.0876416439054065 | 0.956179178047297 |
| 61 | 0.115748787700352 | 0.231497575400704 | 0.884251212299648 |
| 62 | 0.235707703966716 | 0.471415407933433 | 0.764292296033284 |
| 63 | 0.756142706829044 | 0.487714586341911 | 0.243857293170956 |
| 64 | 0.91502109477612 | 0.169957810447758 | 0.0849789052238792 |
| 65 | 0.99114000118946 | 0.0177199976210796 | 0.00885999881053978 |
| 66 | 0.999466075597693 | 0.00106784880461347 | 0.000533924402306737 |
| 67 | 0.999505405768262 | 0.000989188463476466 | 0.000494594231738233 |
| 68 | 0.999300735375174 | 0.00139852924965225 | 0.000699264624826124 |
| 69 | 0.998657871464468 | 0.00268425707106363 | 0.00134212853553182 |
| 70 | 0.997366889391664 | 0.00526622121667235 | 0.00263311060833618 |
| 71 | 0.99781540361861 | 0.00436919276278042 | 0.00218459638139021 |
| 72 | 0.99435861328685 | 0.0112827734263015 | 0.00564138671315073 |
| 73 | 0.987483578344863 | 0.0250328433102743 | 0.0125164216551371 |
| 74 | 0.990602746588149 | 0.018794506823703 | 0.0093972534118515 |
| 75 | 0.98348599889844 | 0.0330280022031183 | 0.0165140011015591 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 8 | 0.115942028985507 | NOK |
| 5% type I error level | 27 | 0.391304347826087 | NOK |
| 10% type I error level | 39 | 0.565217391304348 | NOK |
