| Multiple Linear Regression - Estimated Regression Equation |
| Consumentenvertrouwen[t] = -39.6734713804312 + 0.0260385207571657Werkloosheid[t] + 0.00567989575798085BEL20[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) | -39.6734713804312 | 8.616619 | -4.6043 | 1.6e-05 | 8e-06 |
| Werkloosheid | 0.0260385207571657 | 0.014888 | 1.7489 | 0.084185 | 0.042092 |
| BEL20 | 0.00567989575798085 | 0.000659 | 8.6183 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.701223357319886 |
| R-squared | 0.491714196850973 |
| Adjusted R-squared | 0.478846201834542 |
| F-TEST (value) | 38.2121842775899 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 79 |
| p-value | 2.46191955710628e-12 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 4.91048042486213 |
| Sum Squared Residuals | 1904.91262223338 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | -6 | -7.3481084470111 | 1.3481084470111 |
| 2 | -3 | -6.83940938034001 | 3.83940938034001 |
| 3 | -2 | -6.82396945689121 | 4.82396945689121 |
| 4 | -5 | -7.03604334974806 | 2.03604334974806 |
| 5 | -11 | -7.52199242304185 | -3.47800757695815 |
| 6 | -11 | -7.26515513945231 | -3.73484486054769 |
| 7 | -11 | -5.54548037118088 | -5.45451962881912 |
| 8 | -10 | -4.79491255710913 | -5.20508744289087 |
| 9 | -14 | -4.70820514707037 | -9.29179485292963 |
| 10 | -8 | -5.02082258785639 | -2.97917741214361 |
| 11 | -9 | -5.07343899902767 | -3.92656100097233 |
| 12 | -5 | -4.28195312773939 | -0.718046872260612 |
| 13 | -1 | -3.40428043004348 | 2.40428043004348 |
| 14 | -2 | -2.65296081477704 | 0.652960814777036 |
| 15 | -5 | -2.3175249573365 | -2.6824750426635 |
| 16 | -4 | -2.60126974164616 | -1.39873025835384 |
| 17 | -6 | -3.16377441674462 | -2.83622558325538 |
| 18 | -2 | -4.47548954309272 | 2.47548954309272 |
| 19 | -2 | -2.50482957428903 | 0.50482957428903 |
| 20 | -2 | -1.43606639726883 | -0.563933602731166 |
| 21 | -2 | -0.979834362228754 | -1.02016563777125 |
| 22 | 2 | -0.856458982898919 | 2.85645898289892 |
| 23 | 1 | -1.0815264222954 | 2.0815264222954 |
| 24 | -8 | -0.798207409727514 | -7.20179259027249 |
| 25 | -1 | 0.175084322187373 | -1.17508432218737 |
| 26 | 1 | 0.196202350967604 | 0.803797649032396 |
| 27 | -1 | -1.07378611801171 | 0.0737861180117062 |
| 28 | 2 | 0.100725534582638 | 1.89927446541736 |
| 29 | 2 | 0.310455905886144 | 1.68954409411386 |
| 30 | 1 | -0.431179266672877 | 1.43117926667288 |
| 31 | -1 | 0.694363200141043 | -1.69436320014104 |
| 32 | -2 | -1.09183163180296 | -0.908168368197044 |
| 33 | -2 | -1.15697780484031 | -0.843022195159689 |
| 34 | -1 | -0.759526878735534 | -0.240473121264466 |
| 35 | -8 | -3.07683132652892 | -4.92316867347108 |
| 36 | -4 | -2.90735844228348 | -1.09264155771652 |
| 37 | -6 | -4.37525370637679 | -1.62474629362321 |
| 38 | -3 | -5.3111243182595 | 2.3111243182595 |
| 39 | -3 | -5.96627167402373 | 2.96627167402373 |
| 40 | -7 | -5.00371673551798 | -1.99628326448202 |
| 41 | -9 | -5.87178057548985 | -3.12821942451015 |
| 42 | -11 | -7.3226021611107 | -3.6773978388893 |
| 43 | -13 | -8.70028054499504 | -4.29971945500496 |
| 44 | -11 | -8.46208852466438 | -2.53791147533562 |
| 45 | -9 | -9.35973522852243 | 0.359735228522429 |
| 46 | -17 | -14.0145913824999 | -2.98540861750007 |
| 47 | -22 | -15.1602679506695 | -6.83973204933046 |
| 48 | -25 | -15.6569144548943 | -9.34308554510572 |
| 49 | -20 | -15.1026022444335 | -4.89739775556653 |
| 50 | -24 | -15.5087053981162 | -8.49129460188381 |
| 51 | -24 | -16.2310007460594 | -7.76899925394065 |
| 52 | -22 | -15.1009608868235 | -6.89903911317655 |
| 53 | -19 | -14.3740268103846 | -4.62597318961544 |
| 54 | -18 | -14.1889078241925 | -3.8110921758075 |
| 55 | -17 | -12.6267611634755 | -4.3732388365245 |
| 56 | -11 | -11.1021447580925 | 0.102144758092468 |
| 57 | -11 | -10.6675719119161 | -0.332428088083891 |
| 58 | -12 | -10.7132020513051 | -1.28679794869494 |
| 59 | -10 | -11.1321283546547 | 1.13212835465467 |
| 60 | -15 | -10.4864740273926 | -4.51352597260738 |
| 61 | -15 | -10.144705306622 | -4.85529469337799 |
| 62 | -15 | -10.6004127362977 | -4.39958726370228 |
| 63 | -13 | -10.0975259493256 | -2.90247405067445 |
| 64 | -8 | -10.2125872226361 | 2.21258722263609 |
| 65 | -13 | -11.7940119786118 | -1.20598802138816 |
| 66 | -9 | -11.4680163724492 | 2.46801637244915 |
| 67 | -7 | -10.0385994825833 | 3.03859948258326 |
| 68 | -4 | -9.72045152557949 | 5.72045152557949 |
| 69 | -4 | -9.76423189755393 | 5.76423189755393 |
| 70 | -2 | -9.94033863551661 | 7.94033863551661 |
| 71 | 0 | -10.4011767574003 | 10.4011767574003 |
| 72 | -2 | -10.4793397256165 | 8.47933972561649 |
| 73 | -3 | -10.235151613968 | 7.23515161396798 |
| 74 | 1 | -10.0008255036059 | 11.0008255036059 |
| 75 | -2 | -10.5812236407685 | 8.58122364076852 |
| 76 | -1 | -10.4102529662935 | 9.41025296629349 |
| 77 | 1 | -10.7629364799323 | 11.7629364799323 |
| 78 | -3 | -11.5452209200927 | 8.54522092009269 |
| 79 | -4 | -10.6426313573788 | 6.64263135737877 |
| 80 | -9 | -12.0214318647884 | 3.02143186478842 |
| 81 | -9 | -12.9497424031532 | 3.94974240315322 |
| 82 | -7 | -13.1976980320278 | 6.1976980320278 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.0405993899176406 | 0.0811987798352812 | 0.959400610082359 |
| 7 | 0.539698442790415 | 0.920603114419169 | 0.460301557209585 |
| 8 | 0.402182489301365 | 0.804364978602729 | 0.597817510698635 |
| 9 | 0.35712343081829 | 0.71424686163658 | 0.64287656918171 |
| 10 | 0.29736336779343 | 0.594726735586861 | 0.70263663220657 |
| 11 | 0.215401490911401 | 0.430802981822802 | 0.784598509088599 |
| 12 | 0.195841671262518 | 0.391683342525036 | 0.804158328737482 |
| 13 | 0.177996284039111 | 0.355992568078223 | 0.822003715960889 |
| 14 | 0.11854619516003 | 0.23709239032006 | 0.88145380483997 |
| 15 | 0.104362833860899 | 0.208725667721799 | 0.895637166139101 |
| 16 | 0.072623757149072 | 0.145247514298144 | 0.927376242850928 |
| 17 | 0.0566416031905659 | 0.113283206381132 | 0.943358396809434 |
| 18 | 0.04079547106361 | 0.08159094212722 | 0.95920452893639 |
| 19 | 0.0420301882527813 | 0.0840603765055627 | 0.957969811747219 |
| 20 | 0.03344361750696 | 0.06688723501392 | 0.96655638249304 |
| 21 | 0.0230902572859752 | 0.0461805145719504 | 0.976909742714025 |
| 22 | 0.0168213619319409 | 0.0336427238638818 | 0.983178638068059 |
| 23 | 0.00992056230251065 | 0.0198411246050213 | 0.990079437697489 |
| 24 | 0.044699952643895 | 0.08939990528779 | 0.955300047356105 |
| 25 | 0.031690718842201 | 0.063381437684402 | 0.968309281157799 |
| 26 | 0.020705870564516 | 0.041411741129032 | 0.979294129435484 |
| 27 | 0.0132915518525593 | 0.0265831037051186 | 0.986708448147441 |
| 28 | 0.00822792345012754 | 0.0164558469002551 | 0.991772076549872 |
| 29 | 0.00488970905581336 | 0.00977941811162673 | 0.995110290944187 |
| 30 | 0.00287819581846516 | 0.00575639163693031 | 0.997121804181535 |
| 31 | 0.00202179409100914 | 0.00404358818201828 | 0.997978205908991 |
| 32 | 0.00133663543817585 | 0.0026732708763517 | 0.998663364561824 |
| 33 | 0.000884973386866033 | 0.00176994677373207 | 0.999115026613134 |
| 34 | 0.00055987582744713 | 0.00111975165489426 | 0.999440124172553 |
| 35 | 0.00131040043553915 | 0.0026208008710783 | 0.998689599564461 |
| 36 | 0.000967874636572779 | 0.00193574927314556 | 0.999032125363427 |
| 37 | 0.000774457644588539 | 0.00154891528917708 | 0.999225542355412 |
| 38 | 0.000493770285696522 | 0.000987540571393044 | 0.999506229714303 |
| 39 | 0.000301930031648145 | 0.000603860063296291 | 0.999698069968352 |
| 40 | 0.000288714923808591 | 0.000577429847617181 | 0.999711285076191 |
| 41 | 0.0004201127169682 | 0.000840225433936401 | 0.999579887283032 |
| 42 | 0.0009754427782446 | 0.0019508855564892 | 0.999024557221755 |
| 43 | 0.00279579439220874 | 0.00559158878441748 | 0.997204205607791 |
| 44 | 0.00869577465851242 | 0.0173915493170248 | 0.991304225341488 |
| 45 | 0.0207713150966831 | 0.0415426301933662 | 0.979228684903317 |
| 46 | 0.0154124809748862 | 0.0308249619497723 | 0.984587519025114 |
| 47 | 0.0171018309917439 | 0.0342036619834879 | 0.982898169008256 |
| 48 | 0.0235662095409955 | 0.0471324190819909 | 0.976433790459005 |
| 49 | 0.0158749138655561 | 0.0317498277311123 | 0.984125086134444 |
| 50 | 0.0143388375840385 | 0.0286776751680771 | 0.985661162415961 |
| 51 | 0.00996260436159692 | 0.0199252087231938 | 0.990037395638403 |
| 52 | 0.00736774377576205 | 0.0147354875515241 | 0.992632256224238 |
| 53 | 0.00695446982810601 | 0.013908939656212 | 0.993045530171894 |
| 54 | 0.0067846240824614 | 0.0135692481649228 | 0.993215375917539 |
| 55 | 0.00481889860451892 | 0.00963779720903784 | 0.995181101395481 |
| 56 | 0.00419427134255119 | 0.00838854268510237 | 0.995805728657449 |
| 57 | 0.00335721664572494 | 0.00671443329144988 | 0.996642783354275 |
| 58 | 0.00361023538797924 | 0.00722047077595847 | 0.996389764612021 |
| 59 | 0.00383202896787601 | 0.00766405793575202 | 0.996167971032124 |
| 60 | 0.0081592326126819 | 0.0163184652253638 | 0.991840767387318 |
| 61 | 0.0263997692960377 | 0.0527995385920754 | 0.973600230703962 |
| 62 | 0.0974628688290779 | 0.194925737658156 | 0.902537131170922 |
| 63 | 0.438426814825855 | 0.87685362965171 | 0.561573185174145 |
| 64 | 0.661991447663664 | 0.676017104672671 | 0.338008552336336 |
| 65 | 0.986577253023336 | 0.0268454939533271 | 0.0134227469766635 |
| 66 | 0.999836675714882 | 0.00032664857023533 | 0.000163324285117665 |
| 67 | 0.999858752366932 | 0.00028249526613588 | 0.00014124763306794 |
| 68 | 0.999804481007173 | 0.000391037985654025 | 0.000195518992827013 |
| 69 | 0.999634105045372 | 0.000731789909256185 | 0.000365894954628093 |
| 70 | 0.999334389173365 | 0.00133122165326952 | 0.000665610826634762 |
| 71 | 0.999544907404257 | 0.000910185191486734 | 0.000455092595743367 |
| 72 | 0.998822962832252 | 0.00235407433549582 | 0.00117703716774791 |
| 73 | 0.997601625111515 | 0.0047967497769696 | 0.0023983748884848 |
| 74 | 0.997891618833249 | 0.004216762333502 | 0.002108381166751 |
| 75 | 0.992150396598661 | 0.0156992068026785 | 0.00784960340133927 |
| 76 | 0.974629043843582 | 0.0507419123128359 | 0.0253709561564179 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 29 | 0.408450704225352 | NOK |
| 5% type I error level | 49 | 0.690140845070423 | NOK |
| 10% type I error level | 57 | 0.802816901408451 | NOK |
