| Multiple Linear Regression - Estimated Regression Equation |
| Consumentenvertrouwen[t] = + 0.0478131636773585 + 0.251451151714092Economische_situatie[t] -0.25201285668289Werkloosheid[t] + 0.266840536994471`Financiële_situatie_gezinnen`[t] + 0.235107015459207Spaarvermogen_gezinnen[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) | 0.0478131636773585 | 0.088712 | 0.539 | 0.591443 | 0.295722 |
| Economische_situatie | 0.251451151714092 | 0.005026 | 50.0267 | 0 | 0 |
| Werkloosheid | -0.25201285668289 | 0.001772 | -142.2156 | 0 | 0 |
| `Financiële_situatie_gezinnen` | 0.266840536994471 | 0.027485 | 9.7086 | 0 | 0 |
| Spaarvermogen_gezinnen | 0.235107015459207 | 0.012579 | 18.6903 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.998870276849467 |
| R-squared | 0.997741829973332 |
| Adjusted R-squared | 0.997626026382221 |
| F-TEST (value) | 8615.8107913535 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 78 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.331277573852649 |
| Sum Squared Residuals | 8.56009681314042 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | -6 | -5.64193855873312 | -0.358061441266877 |
| 2 | -3 | -3.711488321326 | 0.711488321326003 |
| 3 | -2 | -2.41778101442728 | 0.41778101442728 |
| 4 | -5 | -4.71162015041487 | -0.288379849585135 |
| 5 | -11 | -11.692661562041 | 0.692661562040974 |
| 6 | -11 | -10.9550452891593 | -0.0449547108407095 |
| 7 | -11 | -11.4410417513638 | 0.441041751363791 |
| 8 | -10 | -9.67768211851545 | -0.322317881484551 |
| 9 | -14 | -13.6493969302585 | -0.350603069741544 |
| 10 | -8 | -8.10382305025397 | 0.103823050253975 |
| 11 | -9 | -9.31316980999738 | 0.313169809997378 |
| 12 | -5 | -4.91651010028211 | -0.0834898997178896 |
| 13 | -1 | -1.15698636708093 | 0.156986367080934 |
| 14 | -2 | -2.34886558063186 | 0.348865580631856 |
| 15 | -5 | -5.36925658500804 | 0.369256585008043 |
| 16 | -4 | -3.62207242945149 | -0.377927570548507 |
| 17 | -6 | -5.61711311986673 | -0.38288688013327 |
| 18 | -2 | -2.12914795045303 | 0.129147950453028 |
| 19 | -2 | -1.86191436745285 | -0.13808563254715 |
| 20 | -2 | -1.55637546225492 | -0.443624537745083 |
| 21 | -2 | -1.60406007403936 | -0.395939925960641 |
| 22 | 2 | 2.45235260278516 | -0.452352602785156 |
| 23 | 1 | 0.773353517092137 | 0.226646482907863 |
| 24 | -8 | -7.88730699092485 | -0.112693009075154 |
| 25 | -1 | -1.27487590391196 | 0.274875903911958 |
| 26 | 1 | 0.910227056058946 | 0.0897729439410544 |
| 27 | -1 | -0.598086808219899 | -0.401913191780101 |
| 28 | 2 | 1.79926553602189 | 0.200734463978114 |
| 29 | 2 | 1.91715507285291 | 0.0828449271470897 |
| 30 | 1 | 1.43155165665412 | -0.431551656654116 |
| 31 | -1 | -0.798989095226035 | -0.201010904773965 |
| 32 | -2 | -2.32027686594697 | 0.320276865946971 |
| 33 | -2 | -1.80142347226961 | -0.19857652773039 |
| 34 | -1 | -0.808761430818428 | -0.191238569181572 |
| 35 | -8 | -7.51504270780737 | -0.484957292192633 |
| 36 | -4 | -4.02612278741916 | 0.02612278741916 |
| 37 | -6 | -6.27205292457969 | 0.27205292457969 |
| 38 | -3 | -3.44076943878466 | 0.440769438784663 |
| 39 | -3 | -3.23436303297411 | 0.234363032974112 |
| 40 | -7 | -7.21304269138532 | 0.213042691385318 |
| 41 | -9 | -8.80627880778828 | -0.193721192211716 |
| 42 | -11 | -11.0970850318893 | 0.0970850318892628 |
| 43 | -13 | -13.0987532510465 | 0.0987532510465109 |
| 44 | -11 | -11.2937191021074 | 0.293719102107419 |
| 45 | -9 | -8.61138661647584 | -0.388613383524158 |
| 46 | -17 | -17.1508419830035 | 0.150841983003526 |
| 47 | -22 | -21.6215281993129 | -0.378471800687075 |
| 48 | -25 | -24.6588250449128 | -0.341174955087203 |
| 49 | -20 | -20.4386919933423 | 0.438691993342303 |
| 50 | -24 | -24.1796247704134 | 0.1796247704134 |
| 51 | -24 | -24.1929359947817 | 0.192935994781678 |
| 52 | -22 | -21.5668797767801 | -0.433120223219917 |
| 53 | -19 | -19.5566183600476 | 0.556618360047561 |
| 54 | -18 | -17.6261681226404 | -0.373831877359552 |
| 55 | -17 | -17.4022941706374 | 0.402294170637416 |
| 56 | -11 | -11.1143859909582 | 0.114385990958248 |
| 57 | -11 | -11.1307301272131 | 0.13073012721313 |
| 58 | -12 | -11.3514025083665 | -0.648597491633536 |
| 59 | -10 | -9.79253977937966 | -0.207460220620336 |
| 60 | -15 | -15.1257539218792 | 0.125753921879221 |
| 61 | -15 | -14.9233351789298 | -0.0766648210702191 |
| 62 | -15 | -15.1569257384457 | 0.156925738445686 |
| 63 | -13 | -12.6257327671237 | -0.374267232876302 |
| 64 | -8 | -8.00834237052605 | 0.00834237052604607 |
| 65 | -13 | -12.8670175013199 | -0.132982498680107 |
| 66 | -9 | -9.36102308074491 | 0.361023080744912 |
| 67 | -7 | -6.75878078663588 | -0.241219213364121 |
| 68 | -4 | -4.02421432138995 | 0.0242143213899477 |
| 69 | -4 | -4.03887334273844 | 0.0388733427384366 |
| 70 | -2 | -2.54785836568898 | 0.547858365688981 |
| 71 | 0 | -0.280473019474857 | 0.280473019474857 |
| 72 | -2 | -1.81939699535137 | -0.180603004648631 |
| 73 | -3 | -3.07609104895303 | 0.0760910489530292 |
| 74 | 1 | 1.24867862080926 | -0.248678620809261 |
| 75 | -2 | -2.53297392137808 | 0.532973921378081 |
| 76 | -1 | -1.24550109721566 | 0.245501097215661 |
| 77 | 1 | 0.782059206746252 | 0.217940793253748 |
| 78 | -3 | -2.53786060713418 | -0.462139392865824 |
| 79 | -4 | -4.24578468951847 | 0.245784689518467 |
| 80 | -9 | -8.71253897104627 | -0.287461028953725 |
| 81 | -9 | -8.59464943421525 | -0.405350565784749 |
| 82 | -7 | -6.56972899613424 | -0.430271003865761 |
| 83 | -14 | -13.8820327387999 | -0.117967261200146 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.950772266584639 | 0.0984554668307227 | 0.0492277334153614 |
| 9 | 0.953282976711059 | 0.0934340465778813 | 0.0467170232889406 |
| 10 | 0.954074507779405 | 0.0918509844411901 | 0.0459254922205951 |
| 11 | 0.93917036850059 | 0.12165926299882 | 0.0608296314994099 |
| 12 | 0.898284714828317 | 0.203430570343367 | 0.101715285171683 |
| 13 | 0.908450538558192 | 0.183098922883617 | 0.0915494614418085 |
| 14 | 0.909474521111754 | 0.181050957776492 | 0.0905254788882459 |
| 15 | 0.900183142738572 | 0.199633714522857 | 0.0998168572614285 |
| 16 | 0.897844957552915 | 0.20431008489417 | 0.102155042447085 |
| 17 | 0.869527252005646 | 0.260945495988708 | 0.130472747994354 |
| 18 | 0.844484050266374 | 0.311031899467251 | 0.155515949733626 |
| 19 | 0.792081541589414 | 0.415836916821172 | 0.207918458410586 |
| 20 | 0.748255515323074 | 0.503488969353852 | 0.251744484676926 |
| 21 | 0.701895571936325 | 0.59620885612735 | 0.298104428063675 |
| 22 | 0.659707557692732 | 0.680584884614536 | 0.340292442307268 |
| 23 | 0.711085172475767 | 0.577829655048466 | 0.288914827524233 |
| 24 | 0.695945379987163 | 0.608109240025674 | 0.304054620012837 |
| 25 | 0.689397160868425 | 0.621205678263151 | 0.310602839131575 |
| 26 | 0.682484482996553 | 0.635031034006894 | 0.317515517003447 |
| 27 | 0.633277600005297 | 0.733444799989405 | 0.366722399994703 |
| 28 | 0.65066385037694 | 0.698672299246119 | 0.34933614962306 |
| 29 | 0.628628380498677 | 0.742743239002646 | 0.371371619501323 |
| 30 | 0.599997432926056 | 0.800005134147888 | 0.400002567073944 |
| 31 | 0.541096217126077 | 0.917807565747847 | 0.458903782873923 |
| 32 | 0.716775359498133 | 0.566449281003733 | 0.283224640501867 |
| 33 | 0.656611030523795 | 0.686777938952409 | 0.343388969476205 |
| 34 | 0.600682063430662 | 0.798635873138676 | 0.399317936569338 |
| 35 | 0.597381077739417 | 0.805237844521166 | 0.402618922260583 |
| 36 | 0.58559395634944 | 0.82881208730112 | 0.41440604365056 |
| 37 | 0.648364375478448 | 0.703271249043105 | 0.351635624521552 |
| 38 | 0.718082224230862 | 0.563835551538276 | 0.281917775769138 |
| 39 | 0.708928371939178 | 0.582143256121645 | 0.291071628060822 |
| 40 | 0.675146341599465 | 0.64970731680107 | 0.324853658400535 |
| 41 | 0.62425715213013 | 0.751485695739741 | 0.37574284786987 |
| 42 | 0.571593424210093 | 0.856813151579814 | 0.428406575789907 |
| 43 | 0.514173805273365 | 0.97165238945327 | 0.485826194726635 |
| 44 | 0.51138219233608 | 0.977235615327839 | 0.48861780766392 |
| 45 | 0.505334558177009 | 0.989330883645981 | 0.49466544182299 |
| 46 | 0.442063729555327 | 0.884127459110655 | 0.557936270444673 |
| 47 | 0.498847716185329 | 0.997695432370657 | 0.501152283814671 |
| 48 | 0.517740623444504 | 0.964518753110992 | 0.482259376555496 |
| 49 | 0.57367177303434 | 0.85265645393132 | 0.42632822696566 |
| 50 | 0.537526466726095 | 0.92494706654781 | 0.462473533273905 |
| 51 | 0.488681360778543 | 0.977362721557087 | 0.511318639221457 |
| 52 | 0.534840123963366 | 0.930319752073269 | 0.465159876036634 |
| 53 | 0.763484575487196 | 0.473030849025609 | 0.236515424512804 |
| 54 | 0.738303653228157 | 0.523392693543685 | 0.261696346771843 |
| 55 | 0.758761963461982 | 0.482476073076035 | 0.241238036538018 |
| 56 | 0.702365994590457 | 0.595268010819086 | 0.297634005409543 |
| 57 | 0.642207905596842 | 0.715584188806316 | 0.357792094403158 |
| 58 | 0.761104304744663 | 0.477791390510674 | 0.238895695255337 |
| 59 | 0.716542249225744 | 0.566915501548511 | 0.283457750774256 |
| 60 | 0.673706290665432 | 0.652587418669135 | 0.326293709334568 |
| 61 | 0.599617038747154 | 0.800765922505691 | 0.400382961252846 |
| 62 | 0.571771504373259 | 0.856456991253482 | 0.428228495626741 |
| 63 | 0.545516025427868 | 0.908967949144264 | 0.454483974572132 |
| 64 | 0.461802881591737 | 0.923605763183474 | 0.538197118408263 |
| 65 | 0.379199193226637 | 0.758398386453274 | 0.620800806773363 |
| 66 | 0.455722797428571 | 0.911445594857142 | 0.544277202571429 |
| 67 | 0.396801187573567 | 0.793602375147134 | 0.603198812426433 |
| 68 | 0.314814946279655 | 0.629629892559309 | 0.685185053720345 |
| 69 | 0.235301572520997 | 0.470603145041994 | 0.764698427479003 |
| 70 | 0.500370977215116 | 0.999258045569767 | 0.499629022784884 |
| 71 | 0.653967795077104 | 0.692064409845792 | 0.346032204922896 |
| 72 | 0.534985221892557 | 0.930029556214885 | 0.465014778107443 |
| 73 | 0.42716202365626 | 0.85432404731252 | 0.57283797634374 |
| 74 | 0.299164102963817 | 0.598328205927633 | 0.700835897036183 |
| 75 | 0.248282485351411 | 0.496564970702823 | 0.751717514648589 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 0 | 0 | OK |
| 5% type I error level | 0 | 0 | OK |
| 10% type I error level | 3 | 0.0441176470588235 | OK |
