| Multiple Linear Regression - Estimated Regression Equation |
| Consumentenvertrouwen[t] = + 3.53365676380486 + 0.329541779733443Economische_situatie[t] -0.272106799242228Werkloosheid[t] -0.237889574124604HICP[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) | 3.53365676380486 | 0.772619 | 4.5736 | 1.8e-05 | 9e-06 |
| Economische_situatie | 0.329541779733443 | 0.027392 | 12.0304 | 0 | 0 |
| Werkloosheid | -0.272106799242228 | 0.013215 | -20.5901 | 0 | 0 |
| HICP | -0.237889574124604 | 0.216039 | -1.1011 | 0.274222 | 0.137111 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.964298115272344 |
| R-squared | 0.929870855117796 |
| Adjusted R-squared | 0.927173580314634 |
| F-TEST (value) | 344.74457479372 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 78 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.83563153615328 |
| Sum Squared Residuals | 262.824364648596 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | -6 | -8.60034787458279 | 2.60034787458279 |
| 2 | -3 | -7.74052438811105 | 4.74052438811105 |
| 3 | -2 | -5.18076806002844 | 3.18076806002844 |
| 4 | -5 | -7.3924046885127 | 2.3924046885127 |
| 5 | -11 | -13.9293151193414 | 2.92931511934141 |
| 6 | -11 | -14.0819059294825 | 3.08190592948246 |
| 7 | -11 | -14.4688826897071 | 3.46888268970712 |
| 8 | -10 | -11.7803245088959 | 1.78032450889591 |
| 9 | -14 | -14.8274244644006 | 0.827424464400572 |
| 10 | -8 | -9.80885607008168 | 1.80885607008168 |
| 11 | -9 | -10.3768586259786 | 1.3768586259786 |
| 12 | -5 | -8.08920909713821 | 3.08920909713821 |
| 13 | -1 | -4.65162256475783 | 3.65162256475783 |
| 14 | -2 | -4.98116434449128 | 2.98116434449128 |
| 15 | -5 | -7.73180353391244 | 2.73180353391244 |
| 16 | -4 | -6.19431856810891 | 2.19431856810891 |
| 17 | -6 | -7.05821688066052 | 1.05821688066052 |
| 18 | -2 | -4.58025569252045 | 2.58025569252045 |
| 19 | -2 | -3.83994819514989 | 1.83994819514989 |
| 20 | -2 | -3.01490694322459 | 1.01490694322459 |
| 21 | -2 | -2.53277435335009 | 0.532774353350093 |
| 22 | 2 | 1.12469503532885 | 0.875304964671146 |
| 23 | 1 | 0.451679584115802 | 0.548320415884198 |
| 24 | -8 | -9.8848689704378 | 1.8848689704378 |
| 25 | -1 | -2.37032647754274 | 1.37032647754274 |
| 26 | 1 | -0.70403965901062 | 1.70403965901062 |
| 27 | -1 | -1.96477179745318 | 0.964771797453176 |
| 28 | 2 | 2.51887505461875 | -0.518875054618748 |
| 29 | 2 | 0.618202286003025 | 1.38179771399698 |
| 30 | 1 | 0.947744065736467 | 0.0522559342635332 |
| 31 | -1 | -0.585094871948318 | -0.414905128051682 |
| 32 | -2 | -2.49618971565914 | 0.496189715659143 |
| 33 | -2 | -2.27166083124184 | 0.271660831241836 |
| 34 | -1 | -1.04400351383916 | 0.0440035138391647 |
| 35 | -8 | -6.31088974998783 | -1.68911025001217 |
| 36 | -4 | -3.29278978944318 | -0.707210210556822 |
| 37 | -6 | -4.59124277704436 | -1.40875722295564 |
| 38 | -3 | -1.93633061931191 | -1.06366938068809 |
| 39 | -3 | -0.923345120660251 | -2.07665487933975 |
| 40 | -7 | -4.67654154102791 | -2.32345845897209 |
| 41 | -9 | -8.2522157897643 | -0.74778421023569 |
| 42 | -11 | -9.52223379183429 | -1.47776620816571 |
| 43 | -13 | -12.7115024823849 | -0.288497517615096 |
| 44 | -11 | -10.3855670949571 | -0.614432905042913 |
| 45 | -9 | -9.75027249290266 | 0.750272492902662 |
| 46 | -17 | -16.0145111150603 | -0.98548888493967 |
| 47 | -22 | -19.9875965843366 | -2.01240341566339 |
| 48 | -25 | -23.0341315304125 | -1.96586846958754 |
| 49 | -20 | -20.7418421660634 | 0.7418421660634 |
| 50 | -24 | -24.0320489258503 | 0.0320489258502785 |
| 51 | -24 | -22.8490371012704 | -1.15096289872961 |
| 52 | -22 | -19.247866481615 | -2.75213351838502 |
| 53 | -19 | -17.7730337264603 | -1.22696627353972 |
| 54 | -18 | -16.6515317084515 | -1.34846829154851 |
| 55 | -17 | -15.0670400298619 | -1.93295997013809 |
| 56 | -11 | -9.50311563298082 | -1.49688436701918 |
| 57 | -11 | -9.76129054047688 | -1.23870945952312 |
| 58 | -12 | -10.7737048370897 | -1.22629516291033 |
| 59 | -10 | -8.13679939718326 | -1.86320060281674 |
| 60 | -15 | -14.2246520591773 | -0.775347940822654 |
| 61 | -15 | -15.0026804057065 | 0.00268040570653505 |
| 62 | -15 | -14.4010318267309 | -0.598968173269137 |
| 63 | -13 | -12.5856578220987 | -0.414342177901312 |
| 64 | -8 | -6.03016947140508 | -1.96983052859492 |
| 65 | -13 | -11.827337414292 | -1.17266258570797 |
| 66 | -9 | -9.31108417495447 | 0.311084174954466 |
| 67 | -7 | -4.15442187166949 | -2.84557812833051 |
| 68 | -4 | -2.07736933550025 | -1.92263066449975 |
| 69 | -4 | -2.69816084376964 | -1.30183915623036 |
| 70 | -2 | -2.47363195935233 | 0.47363195935233 |
| 71 | 0 | 0.830506692180712 | -0.830506692180712 |
| 72 | -2 | -0.640251236894115 | -1.35974876310589 |
| 73 | -3 | -2.41676198828992 | -0.583238011710076 |
| 74 | 1 | 1.84235597936469 | -0.842355979364692 |
| 75 | -2 | -0.307199640509607 | -1.69280035949039 |
| 76 | -1 | 0.786438594006856 | -1.78643859400686 |
| 77 | 1 | 3.08337398647466 | -2.08337398647466 |
| 78 | -3 | -0.540449379125531 | -2.45955062087447 |
| 79 | -4 | -1.57200660503204 | -2.42799339496796 |
| 80 | -9 | -6.18502651187142 | -2.81497348812858 |
| 81 | -9 | -8.20464406754945 | -0.795355932450549 |
| 82 | -7 | -6.4420652078998 | -0.557934792100192 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.189826451984498 | 0.379652903968995 | 0.810173548015502 |
| 8 | 0.154518507042462 | 0.309037014084925 | 0.845481492957538 |
| 9 | 0.0754395458303284 | 0.150879091660657 | 0.924560454169672 |
| 10 | 0.0360797318160345 | 0.0721594636320691 | 0.963920268183965 |
| 11 | 0.0307703903447631 | 0.0615407806895261 | 0.969229609655237 |
| 12 | 0.0230318505758709 | 0.0460637011517418 | 0.97696814942413 |
| 13 | 0.0875262827674259 | 0.175052565534852 | 0.912473717232574 |
| 14 | 0.0777363838657934 | 0.155472767731587 | 0.922263616134207 |
| 15 | 0.0689390975279836 | 0.137878195055967 | 0.931060902472016 |
| 16 | 0.0539494938327917 | 0.107898987665583 | 0.946050506167208 |
| 17 | 0.0818132257284213 | 0.163626451456843 | 0.918186774271579 |
| 18 | 0.0820486099128942 | 0.164097219825788 | 0.917951390087106 |
| 19 | 0.0946355410098502 | 0.1892710820197 | 0.90536445899015 |
| 20 | 0.0717862440077114 | 0.143572488015423 | 0.928213755992289 |
| 21 | 0.0541925428719223 | 0.108385085743845 | 0.945807457128078 |
| 22 | 0.039733496955978 | 0.079466993911956 | 0.960266503044022 |
| 23 | 0.0308229483074955 | 0.0616458966149909 | 0.969177051692505 |
| 24 | 0.049711430455906 | 0.099422860911812 | 0.950288569544094 |
| 25 | 0.0498638648432324 | 0.0997277296864647 | 0.950136135156768 |
| 26 | 0.077110980171347 | 0.154221960342694 | 0.922889019828653 |
| 27 | 0.0763852648599364 | 0.152770529719873 | 0.923614735140064 |
| 28 | 0.0902579363180991 | 0.180515872636198 | 0.9097420636819 |
| 29 | 0.147874763958488 | 0.295749527916975 | 0.852125236041512 |
| 30 | 0.144819950473466 | 0.289639900946933 | 0.855180049526534 |
| 31 | 0.139738479746562 | 0.279476959493124 | 0.860261520253438 |
| 32 | 0.264172330734887 | 0.528344661469775 | 0.735827669265112 |
| 33 | 0.338317889524474 | 0.676635779048948 | 0.661682110475526 |
| 34 | 0.391469621536907 | 0.782939243073814 | 0.608530378463093 |
| 35 | 0.385943482658006 | 0.771886965316012 | 0.614056517341994 |
| 36 | 0.373760273815532 | 0.747520547631064 | 0.626239726184468 |
| 37 | 0.351198432870631 | 0.702396865741262 | 0.648801567129369 |
| 38 | 0.326472409931293 | 0.652944819862587 | 0.673527590068707 |
| 39 | 0.334424543912064 | 0.668849087824128 | 0.665575456087936 |
| 40 | 0.374680215061046 | 0.749360430122093 | 0.625319784938954 |
| 41 | 0.324973696383661 | 0.649947392767322 | 0.675026303616339 |
| 42 | 0.272080139816109 | 0.544160279632219 | 0.727919860183891 |
| 43 | 0.244046348432868 | 0.488092696865735 | 0.755953651567132 |
| 44 | 0.226705540941488 | 0.453411081882976 | 0.773294459058512 |
| 45 | 0.280223821001211 | 0.560447642002423 | 0.719776178998789 |
| 46 | 0.555361678421631 | 0.889276643156738 | 0.444638321578369 |
| 47 | 0.950507779292826 | 0.0989844414143473 | 0.0494922207071736 |
| 48 | 0.992371718413256 | 0.0152565631734885 | 0.00762828158674424 |
| 49 | 0.99396288524579 | 0.0120742295084211 | 0.00603711475421057 |
| 50 | 0.992947817404441 | 0.0141043651911173 | 0.00705218259555864 |
| 51 | 0.991395434586792 | 0.0172091308264168 | 0.0086045654132084 |
| 52 | 0.999583642033824 | 0.000832715932351702 | 0.000416357966175851 |
| 53 | 0.999521478707602 | 0.00095704258479592 | 0.00047852129239796 |
| 54 | 0.999294487507068 | 0.00141102498586326 | 0.000705512492931632 |
| 55 | 0.998915092484556 | 0.00216981503088698 | 0.00108490751544349 |
| 56 | 0.99894676247257 | 0.00210647505485815 | 0.00105323752742908 |
| 57 | 0.9986029594553 | 0.00279408108940076 | 0.00139704054470038 |
| 58 | 0.998207572151994 | 0.00358485569601269 | 0.00179242784800635 |
| 59 | 0.998282660831936 | 0.0034346783361281 | 0.00171733916806405 |
| 60 | 0.997079005184577 | 0.0058419896308464 | 0.0029209948154232 |
| 61 | 0.996545053630531 | 0.00690989273893718 | 0.00345494636946859 |
| 62 | 0.997066008712053 | 0.00586798257589436 | 0.00293399128794718 |
| 63 | 0.995094073501008 | 0.00981185299798448 | 0.00490592649899224 |
| 64 | 0.996091352015849 | 0.00781729596830243 | 0.00390864798415122 |
| 65 | 0.994123333858546 | 0.0117533322829075 | 0.00587666614145377 |
| 66 | 0.992171853762402 | 0.0156562924751951 | 0.00782814623759757 |
| 67 | 0.996477005173906 | 0.00704598965218788 | 0.00352299482609394 |
| 68 | 0.99681876083903 | 0.00636247832194127 | 0.00318123916097064 |
| 69 | 0.996122964084083 | 0.00775407183183452 | 0.00387703591591726 |
| 70 | 0.993713039198108 | 0.0125739216037835 | 0.00628696080189175 |
| 71 | 0.984791807431648 | 0.0304163851367038 | 0.0152081925683519 |
| 72 | 0.970773429615402 | 0.0584531407691969 | 0.0292265703845984 |
| 73 | 0.94484289243203 | 0.110314215135941 | 0.0551571075679705 |
| 74 | 0.918238731417065 | 0.16352253716587 | 0.0817612685829352 |
| 75 | 0.867099695444827 | 0.265800609110347 | 0.132900304555173 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 16 | 0.231884057971014 | NOK |
| 5% type I error level | 25 | 0.36231884057971 | NOK |
| 10% type I error level | 33 | 0.478260869565217 | NOK |
