| Multiple Linear Regression - Estimated Regression Equation |
| Consumentenvertrouwen[t] = -9.67018050619555 + 0.943454091872324HICP[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) | -9.67018050619555 | 1.407756 | -6.8692 | 0 | 0 |
| HICP | 0.943454091872324 | 0.498367 | 1.8931 | 0.061962 | 0.030981 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.207066862643345 |
| R-squared | 0.0428766856049579 |
| Adjusted R-squared | 0.0309126441750199 |
| F-TEST (value) | 3.58379614915627 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 80 |
| p-value | 0.0619617697504495 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 6.69610868427997 |
| Sum Squared Residuals | 3587.02972093517 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | -6 | -7.7832723224509 | 1.7832723224509 |
| 2 | -3 | -7.50023609488921 | 4.50023609488921 |
| 3 | -2 | -7.02850904895304 | 5.02850904895304 |
| 4 | -5 | -7.40589068570197 | 2.40589068570197 |
| 5 | -11 | -7.50023609488921 | -3.49976390511079 |
| 6 | -11 | -7.12285445814027 | -3.87714554185973 |
| 7 | -11 | -7.12285445814027 | -3.87714554185973 |
| 8 | -10 | -6.93416363976581 | -3.06583636023419 |
| 9 | -14 | -6.83981823057858 | -7.16018176942142 |
| 10 | -8 | -7.59458150407644 | -0.405418495923564 |
| 11 | -9 | -7.5002360948892 | -1.4997639051108 |
| 12 | -5 | -7.02850904895304 | 2.02850904895304 |
| 13 | -1 | -7.02850904895304 | 6.02850904895304 |
| 14 | -2 | -7.02850904895304 | 5.02850904895304 |
| 15 | -5 | -7.59458150407644 | 2.59458150407644 |
| 16 | -4 | -7.21719986732751 | 3.21719986732751 |
| 17 | -6 | -7.02850904895304 | 1.02850904895304 |
| 18 | -2 | -7.31154527651474 | 5.31154527651474 |
| 19 | -2 | -7.40589068570197 | 5.40589068570197 |
| 20 | -2 | -7.50023609488921 | 5.50023609488921 |
| 21 | -2 | -7.87761773163813 | 5.87761773163813 |
| 22 | 2 | -8.0663085500126 | 10.0663085500126 |
| 23 | 1 | -7.7832723224509 | 8.7832723224509 |
| 24 | -8 | -7.68892691326367 | -0.311073086736331 |
| 25 | -1 | -8.0663085500126 | 7.0663085500126 |
| 26 | 1 | -7.97196314082536 | 8.97196314082536 |
| 27 | -1 | -7.97196314082537 | 6.97196314082537 |
| 28 | 2 | -7.97196314082536 | 9.97196314082536 |
| 29 | 2 | -8.44369018676153 | 10.4436901867615 |
| 30 | 1 | -8.44369018676153 | 9.44369018676153 |
| 31 | -1 | -8.44369018676153 | 7.44369018676153 |
| 32 | -2 | -8.53803559594876 | 6.53803559594876 |
| 33 | -2 | -8.3493447775743 | 6.3493447775743 |
| 34 | -1 | -7.59458150407644 | 6.59458150407644 |
| 35 | -8 | -6.93416363976581 | -1.06583636023419 |
| 36 | -4 | -6.74547282139135 | 2.74547282139135 |
| 37 | -6 | -6.36809118464242 | 0.368091184642416 |
| 38 | -3 | -6.27374577545518 | 3.27374577545518 |
| 39 | -3 | -5.51898250195732 | 2.51898250195732 |
| 40 | -7 | -5.80201872951902 | -1.19798127048098 |
| 41 | -9 | -4.8585646376467 | -4.1414353623533 |
| 42 | -11 | -4.19814677333607 | -6.80185322666393 |
| 43 | -13 | -4.10380136414884 | -8.89619863585116 |
| 44 | -11 | -4.575528410085 | -6.424471589915 |
| 45 | -9 | -4.48118300089777 | -4.51881699910223 |
| 46 | -17 | -5.14160086520839 | -11.8583991347916 |
| 47 | -22 | -6.65112741220411 | -15.3488725877959 |
| 48 | -25 | -7.12285445814027 | -17.8771455418597 |
| 49 | -20 | -7.68892691326367 | -12.3110730867363 |
| 50 | -24 | -7.87761773163814 | -16.1223822683619 |
| 51 | -24 | -9.10410805107215 | -14.8958919489278 |
| 52 | -22 | -9.00976264188492 | -12.9902373581151 |
| 53 | -19 | -9.85887132457001 | -9.14112867542999 |
| 54 | -18 | -10.6136345980679 | -7.38636540193213 |
| 55 | -17 | -11.2740524623785 | -5.7259475376215 |
| 56 | -11 | -10.3305983705062 | -0.669401629493825 |
| 57 | -11 | -10.6136345980679 | -0.386365401932128 |
| 58 | -12 | -10.5192891888806 | -1.48071081111936 |
| 59 | -10 | -9.67018050619555 | -0.329819493804451 |
| 60 | -15 | -9.38714427863385 | -5.61285572136615 |
| 61 | -15 | -8.91541723269769 | -6.08458276730231 |
| 62 | -15 | -8.91541723269769 | -6.08458276730231 |
| 63 | -13 | -7.87761773163813 | -5.12238226836187 |
| 64 | -8 | -7.68892691326367 | -0.311073086736331 |
| 65 | -13 | -7.31154527651474 | -5.68845472348526 |
| 66 | -9 | -7.12285445814027 | -1.87714554185973 |
| 67 | -7 | -7.40589068570197 | 0.405890685701972 |
| 68 | -4 | -7.40589068570197 | 3.40589068570197 |
| 69 | -4 | -6.93416363976581 | 2.93416363976581 |
| 70 | -2 | -6.74547282139135 | 4.74547282139135 |
| 71 | 0 | -6.83981823057858 | 6.83981823057858 |
| 72 | -2 | -6.46243659382965 | 4.46243659382965 |
| 73 | -3 | -6.17940036626795 | 3.17940036626795 |
| 74 | 1 | -6.36809118464242 | 7.36809118464242 |
| 75 | -2 | -6.36809118464242 | 4.36809118464242 |
| 76 | -1 | -6.55678200301688 | 5.55678200301688 |
| 77 | 1 | -6.74547282139135 | 7.74547282139135 |
| 78 | -3 | -6.46243659382965 | 3.46243659382965 |
| 79 | -4 | -5.89636413870625 | 1.89636413870625 |
| 80 | -9 | -6.46243659382965 | -2.53756340617035 |
| 81 | -9 | -6.46243659382965 | -2.53756340617035 |
| 82 | -7 | -6.46243659382965 | -0.537563406170352 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.153632744606818 | 0.307265489213635 | 0.846367255393182 |
| 6 | 0.189307494453355 | 0.378614988906711 | 0.810692505546645 |
| 7 | 0.144365506599803 | 0.288731013199606 | 0.855634493400197 |
| 8 | 0.0816930680323807 | 0.163386136064761 | 0.918306931967619 |
| 9 | 0.066297946205863 | 0.132595892411726 | 0.933702053794137 |
| 10 | 0.0360981669673808 | 0.0721963339347616 | 0.963901833032619 |
| 11 | 0.0193748427540019 | 0.0387496855080039 | 0.980625157245998 |
| 12 | 0.0150842335633589 | 0.0301684671267178 | 0.984915766436641 |
| 13 | 0.0278965853648757 | 0.0557931707297514 | 0.972103414635124 |
| 14 | 0.0279064923411881 | 0.0558129846823762 | 0.972093507658812 |
| 15 | 0.0161443372124041 | 0.0322886744248081 | 0.983855662787596 |
| 16 | 0.0102698453446944 | 0.0205396906893888 | 0.989730154655306 |
| 17 | 0.00541533901844655 | 0.0108306780368931 | 0.994584660981553 |
| 18 | 0.00454012825817961 | 0.00908025651635923 | 0.99545987174182 |
| 19 | 0.00354636210138792 | 0.00709272420277585 | 0.996453637898612 |
| 20 | 0.00257365153080872 | 0.00514730306161744 | 0.997426348469191 |
| 21 | 0.00158137501211174 | 0.00316275002422349 | 0.998418624987888 |
| 22 | 0.00164190488197023 | 0.00328380976394046 | 0.99835809511803 |
| 23 | 0.00147721739112923 | 0.00295443478225847 | 0.998522782608871 |
| 24 | 0.00118774206089089 | 0.00237548412178178 | 0.998812257939109 |
| 25 | 0.000723500288023694 | 0.00144700057604739 | 0.999276499711976 |
| 26 | 0.000589014491322621 | 0.00117802898264524 | 0.999410985508677 |
| 27 | 0.000367065152023456 | 0.000734130304046911 | 0.999632934847977 |
| 28 | 0.000372501130910248 | 0.000745002261820496 | 0.99962749886909 |
| 29 | 0.000320137469446202 | 0.000640274938892404 | 0.999679862530554 |
| 30 | 0.00027473606204786 | 0.00054947212409572 | 0.999725263937952 |
| 31 | 0.000242478366085151 | 0.000484956732170301 | 0.999757521633915 |
| 32 | 0.000246012875644088 | 0.000492025751288176 | 0.999753987124356 |
| 33 | 0.000211193967202877 | 0.000422387934405753 | 0.999788806032797 |
| 34 | 0.000206810611975142 | 0.000413621223950283 | 0.999793189388025 |
| 35 | 0.000108000150568985 | 0.000216000301137969 | 0.999891999849431 |
| 36 | 9.67813909476664e-05 | 0.000193562781895333 | 0.999903218609052 |
| 37 | 6.78271965275242e-05 | 0.000135654393055048 | 0.999932172803472 |
| 38 | 0.000100334488140215 | 0.00020066897628043 | 0.99989966551186 |
| 39 | 0.000187093153875639 | 0.000374186307751279 | 0.999812906846124 |
| 40 | 0.00010207874244442 | 0.00020415748488884 | 0.999897921257556 |
| 41 | 5.60226026954067e-05 | 0.000112045205390813 | 0.999943977397305 |
| 42 | 3.44941391052006e-05 | 6.89882782104012e-05 | 0.999965505860895 |
| 43 | 2.85879509654771e-05 | 5.71759019309543e-05 | 0.999971412049035 |
| 44 | 1.90690535753844e-05 | 3.81381071507687e-05 | 0.999980930946425 |
| 45 | 1.28078738738559e-05 | 2.56157477477118e-05 | 0.999987192126126 |
| 46 | 8.16773560837144e-05 | 0.000163354712167429 | 0.999918322643916 |
| 47 | 0.00944399045716695 | 0.0188879809143339 | 0.990556009542833 |
| 48 | 0.310940040229426 | 0.621880080458852 | 0.689059959770574 |
| 49 | 0.626289190074829 | 0.747421619850343 | 0.373710809925171 |
| 50 | 0.957855009516815 | 0.0842899809663699 | 0.0421449904831849 |
| 51 | 0.997483794705355 | 0.00503241058928998 | 0.00251620529464499 |
| 52 | 0.999823502051773 | 0.000352995896453418 | 0.000176497948226709 |
| 53 | 0.99991622190947 | 0.000167556181059547 | 8.37780905297736e-05 |
| 54 | 0.999910869845271 | 0.000178260309458266 | 8.91301547291332e-05 |
| 55 | 0.999854150756409 | 0.000291698487181227 | 0.000145849243590613 |
| 56 | 0.999764572637403 | 0.000470854725194053 | 0.000235427362597027 |
| 57 | 0.999733592408135 | 0.000532815183730483 | 0.000266407591865242 |
| 58 | 0.999739228974762 | 0.000521542050475286 | 0.000260771025237643 |
| 59 | 0.999826114050047 | 0.000347771899905156 | 0.000173885949952578 |
| 60 | 0.999673924606781 | 0.00065215078643723 | 0.000326075393218615 |
| 61 | 0.999358918458345 | 0.00128216308330939 | 0.000641081541654696 |
| 62 | 0.998767603601264 | 0.00246479279747156 | 0.00123239639873578 |
| 63 | 0.998401360221374 | 0.00319727955725203 | 0.00159863977862602 |
| 64 | 0.996745162726567 | 0.00650967454686572 | 0.00325483727343286 |
| 65 | 0.998631902799187 | 0.00273619440162521 | 0.0013680972008126 |
| 66 | 0.998647979920344 | 0.00270404015931126 | 0.00135202007965563 |
| 67 | 0.998187402702203 | 0.00362519459559501 | 0.00181259729779751 |
| 68 | 0.99668097975277 | 0.00663804049445905 | 0.00331902024722952 |
| 69 | 0.993997376602033 | 0.0120052467959346 | 0.00600262339796731 |
| 70 | 0.987496833368776 | 0.0250063332624476 | 0.0125031666312238 |
| 71 | 0.978069214628818 | 0.0438615707423639 | 0.021930785371182 |
| 72 | 0.958949250864136 | 0.0821014982717281 | 0.041050749135864 |
| 73 | 0.924432745101162 | 0.151134509797676 | 0.075567254898838 |
| 74 | 0.923323946608166 | 0.153352106783669 | 0.0766760533918344 |
| 75 | 0.874081558501152 | 0.251836882997696 | 0.125918441498848 |
| 76 | 0.814912069866601 | 0.370175860266798 | 0.185087930133399 |
| 77 | 0.917239359314151 | 0.165521281371697 | 0.0827606406858487 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 47 | 0.643835616438356 | NOK |
| 5% type I error level | 56 | 0.767123287671233 | NOK |
| 10% type I error level | 61 | 0.835616438356164 | NOK |
