| Multiple Linear Regression - Estimated Regression Equation |
| Consumentenvertrouwen[t] = -15.0408875261446 -3.78642684773228Werkloosheidsgraad[t] + 2.47940830834836`Financiële_situatie_gezinnen`[t] + 31.1240171018526Diesel[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) | -15.0408875261446 | 8.362891 | -1.7985 | 0.076884 | 0.038442 |
| Werkloosheidsgraad | -3.78642684773228 | 0.829263 | -4.566 | 2.4e-05 | 1.2e-05 |
| `Financiële_situatie_gezinnen` | 2.47940830834836 | 0.150428 | 16.4823 | 0 | 0 |
| Diesel | 31.1240171018526 | 3.304887 | 9.4176 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.912457485386655 |
| R-squared | 0.832578662638138 |
| Adjusted R-squared | 0.824606218001859 |
| F-TEST (value) | 104.432040687926 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 63 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 3.08752694018768 |
| Sum Squared Residuals | 600.567824202236 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | -1 | -0.91380860890775 | -0.0861913910922503 |
| 2 | -2 | -0.981211122662471 | -1.01878887733753 |
| 3 | -5 | -2.83813908897377 | -2.16186091102623 |
| 4 | -4 | -2.21565874693671 | -1.78434125306329 |
| 5 | -6 | -7.17447536363343 | 1.17447536363343 |
| 6 | -2 | -1.45837337739027 | -0.541626622609734 |
| 7 | -2 | 0.056197361702647 | -2.05619736170265 |
| 8 | -2 | 0.434840046475874 | -2.43484004647587 |
| 9 | -2 | -6.14757993906817 | 4.14757993906817 |
| 10 | 2 | 0.045684301902797 | 1.9543156980972 |
| 11 | 1 | 0.356924472921322 | 0.643075527078678 |
| 12 | -8 | -4.60189214377539 | -3.39810785622461 |
| 13 | -1 | -0.820633697398081 | -0.179366302601919 |
| 14 | 1 | -2.67756166370939 | 3.67756166370939 |
| 15 | -1 | -4.53448963002069 | 3.53448963002069 |
| 16 | 2 | -1.50000349338998 | 3.50000349338998 |
| 17 | 2 | -1.12136080861675 | 3.12136080861675 |
| 18 | 1 | -1.77495820685367 | 2.77495820685367 |
| 19 | -1 | -2.4959581188453 | 1.4959581188453 |
| 20 | -2 | -4.52932122866572 | 2.52932122866572 |
| 21 | -2 | -1.04878989350709 | -0.951210106492913 |
| 22 | -1 | -3.35176305834632 | 2.35176305834632 |
| 23 | -8 | -7.98882644422466 | -0.0111735557753398 |
| 24 | -4 | -7.75550184676068 | 3.75550184676068 |
| 25 | -6 | -12.3356757786842 | 6.33567577868417 |
| 26 | -3 | -4.14016548409265 | 1.14016548409265 |
| 27 | -3 | -8.39858618519776 | 5.39858618519776 |
| 28 | -7 | -7.708703329406 | 0.708703329406003 |
| 29 | -9 | -4.59630161922074 | -4.40369838077926 |
| 30 | -11 | -13.4037791960495 | 2.40377919604947 |
| 31 | -13 | -9.95953331844566 | -3.04046668155433 |
| 32 | -11 | -8.80300126772597 | -2.19699873227403 |
| 33 | -9 | -4.3992624793116 | -4.6007375206884 |
| 34 | -17 | -17.9064596776181 | 0.906459677618085 |
| 35 | -22 | -18.4720505657003 | -3.52794943429972 |
| 36 | -25 | -24.7537434400257 | -0.246256559974348 |
| 37 | -20 | -17.2844014587807 | -2.71559854121929 |
| 38 | -24 | -20.5210951366755 | -3.47890486332447 |
| 39 | -24 | -26.4810347801825 | 2.48103478018252 |
| 40 | -22 | -17.7304466573086 | -4.26955334269136 |
| 41 | -19 | -12.7716300406119 | -6.22836995938807 |
| 42 | -18 | -11.9053120413111 | -6.09468795868894 |
| 43 | -17 | -20.4120625069211 | 3.41206250692111 |
| 44 | -11 | -12.4187597535937 | 1.41875975359369 |
| 45 | -11 | -12.7299999246122 | 1.72999992461221 |
| 46 | -12 | -8.01502096517933 | -3.98497903482067 |
| 47 | -10 | -7.14870296587845 | -2.85129703412155 |
| 48 | -15 | -12.7974024383669 | -2.20259756163309 |
| 49 | -15 | -11.931084439066 | -3.06891556093396 |
| 50 | -15 | -15.1003756032062 | 0.100375603206151 |
| 51 | -13 | -8.96400081619004 | -4.03599918380996 |
| 52 | -8 | -7.09655979007889 | -0.903440209921114 |
| 53 | -13 | -13.9123043730869 | 0.912304373086904 |
| 54 | -9 | -8.64224758537167 | -0.357752414628334 |
| 55 | -7 | -11.7441362357571 | 4.74413623575707 |
| 56 | -4 | -8.19620238684374 | 4.19620238684374 |
| 57 | -4 | -7.8175597020705 | 3.8175597020705 |
| 58 | -2 | -2.16886022958204 | 0.16886022958204 |
| 59 | 0 | -3.57974299736542 | 3.57974299736542 |
| 60 | -2 | -5.84643070464981 | 3.84643070464981 |
| 61 | -3 | -3.46554196625603 | 0.465541966256026 |
| 62 | 1 | 5.66368884139108 | -4.66368884139108 |
| 63 | -2 | -4.1760288184478 | 2.1760288184478 |
| 64 | -1 | 1.40526814028596 | -2.40526814028596 |
| 65 | 1 | 3.5734362776158 | -2.5734362776158 |
| 66 | -3 | -1.38538033908091 | -1.61461966091909 |
| 67 | -4 | -3.48614596265604 | -0.513854037343955 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.0536462160919682 | 0.107292432183936 | 0.946353783908032 |
| 8 | 0.0177384202216746 | 0.0354768404433492 | 0.982261579778325 |
| 9 | 0.00646520692771832 | 0.0129304138554366 | 0.993534793072282 |
| 10 | 0.00174255887862477 | 0.00348511775724954 | 0.998257441121375 |
| 11 | 0.00046711536393032 | 0.00093423072786064 | 0.99953288463607 |
| 12 | 0.131942415269021 | 0.263884830538043 | 0.868057584730978 |
| 13 | 0.0844321857021151 | 0.16886437140423 | 0.915567814297885 |
| 14 | 0.0790242793032929 | 0.158048558606586 | 0.920975720696707 |
| 15 | 0.0585546512194972 | 0.117109302438994 | 0.941445348780503 |
| 16 | 0.0731796426822117 | 0.146359285364423 | 0.926820357317788 |
| 17 | 0.0705409937954729 | 0.141081987590946 | 0.929459006204527 |
| 18 | 0.0504652490568877 | 0.100930498113775 | 0.949534750943112 |
| 19 | 0.0357923929581203 | 0.0715847859162406 | 0.96420760704188 |
| 20 | 0.0270994467360189 | 0.0541988934720377 | 0.972900553263981 |
| 21 | 0.023281556467894 | 0.046563112935788 | 0.976718443532106 |
| 22 | 0.0202604153971065 | 0.040520830794213 | 0.979739584602894 |
| 23 | 0.0122749668383136 | 0.0245499336766271 | 0.987725033161686 |
| 24 | 0.0133815690977936 | 0.0267631381955873 | 0.986618430902206 |
| 25 | 0.0224443460949777 | 0.0448886921899553 | 0.977555653905022 |
| 26 | 0.0209286409247206 | 0.0418572818494411 | 0.979071359075279 |
| 27 | 0.0756225569743935 | 0.151245113948787 | 0.924377443025607 |
| 28 | 0.07615493899237 | 0.15230987798474 | 0.92384506100763 |
| 29 | 0.070190000947105 | 0.14038000189421 | 0.929809999052895 |
| 30 | 0.0559388708783133 | 0.111877741756627 | 0.944061129121687 |
| 31 | 0.0870427813118305 | 0.174085562623661 | 0.912957218688169 |
| 32 | 0.0921466219352142 | 0.184293243870428 | 0.907853378064786 |
| 33 | 0.107314950365624 | 0.214629900731248 | 0.892685049634376 |
| 34 | 0.212541569238735 | 0.425083138477471 | 0.787458430761265 |
| 35 | 0.627409582469303 | 0.745180835061394 | 0.372590417530697 |
| 36 | 0.630327949043691 | 0.739344101912617 | 0.369672050956309 |
| 37 | 0.640884132012097 | 0.718231735975805 | 0.359115867987903 |
| 38 | 0.648537824085604 | 0.702924351828792 | 0.351462175914396 |
| 39 | 0.623162083563373 | 0.753675832873253 | 0.376837916436627 |
| 40 | 0.650550922424551 | 0.698898155150898 | 0.349449077575449 |
| 41 | 0.749061148288869 | 0.501877703422262 | 0.250938851711131 |
| 42 | 0.85138230839003 | 0.297235383219939 | 0.14861769160997 |
| 43 | 0.848082779274188 | 0.303834441451625 | 0.151917220725812 |
| 44 | 0.826143277071981 | 0.347713445856038 | 0.173856722928019 |
| 45 | 0.831324037233898 | 0.337351925532205 | 0.168675962766102 |
| 46 | 0.798723546140774 | 0.402552907718452 | 0.201276453859226 |
| 47 | 0.744956175295832 | 0.510087649408336 | 0.255043824704168 |
| 48 | 0.67966913566239 | 0.64066172867522 | 0.32033086433761 |
| 49 | 0.696780322413635 | 0.60643935517273 | 0.303219677586365 |
| 50 | 0.721845081968034 | 0.556309836063931 | 0.278154918031966 |
| 51 | 0.975248148322945 | 0.0495037033541101 | 0.024751851677055 |
| 52 | 0.970700878645059 | 0.0585982427098811 | 0.0292991213549405 |
| 53 | 0.992293387299242 | 0.0154132254015164 | 0.00770661270075818 |
| 54 | 0.997932314278422 | 0.00413537144315514 | 0.00206768572157757 |
| 55 | 0.997272729373415 | 0.0054545412531698 | 0.0027272706265849 |
| 56 | 0.993354157991645 | 0.01329168401671 | 0.00664584200835498 |
| 57 | 0.986321378458828 | 0.0273572430823436 | 0.0136786215411718 |
| 58 | 0.994114105043432 | 0.0117717899131358 | 0.00588589495656792 |
| 59 | 0.979449684408967 | 0.0411006311820659 | 0.020550315591033 |
| 60 | 0.937383805655072 | 0.125232388689856 | 0.0626161943449279 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 4 | 0.0740740740740741 | NOK |
| 5% type I error level | 18 | 0.333333333333333 | NOK |
| 10% type I error level | 21 | 0.388888888888889 | NOK |
