| Multiple Linear Regression - Estimated Regression Equation |
| IndicatorConsumerConfidence[t] = + 0.191400287096518 + 0.250866647603261EconomicSituation[t] -0.249338695569988UnemploymentBelgium[t] + 0.270904681924814FinancialSituationFam[t] + 0.229548557975287SavingsFam[t] -0.00217439712149102t + 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) | 0.191400287096518 | 0.204307 | 0.9368 | 0.350829 | 0.175414 |
| EconomicSituation | 0.250866647603261 | 0.005537 | 45.3051 | 0 | 0 |
| UnemploymentBelgium | -0.249338695569988 | 0.001682 | -148.2755 | 0 | 0 |
| FinancialSituationFam | 0.270904681924814 | 0.026761 | 10.1231 | 0 | 0 |
| SavingsFam | 0.229548557975287 | 0.010666 | 21.5221 | 0 | 0 |
| t | -0.00217439712149102 | 0.001574 | -1.3817 | 0.169773 | 0.084887 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.99899512871707 |
| R-squared | 0.997991267200435 |
| Adjusted R-squared | 0.997903164884665 |
| F-TEST (value) | 11327.6394436822 |
| F-TEST (DF numerator) | 5 |
| F-TEST (DF denominator) | 114 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.322464942607972 |
| Sum Squared Residuals | 11.8541348700726 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 13 | 13.1577114012855 | -0.157711401285462 |
| 2 | 8 | 8.32060581355613 | -0.320605813556126 |
| 3 | 7 | 7.27641670941175 | -0.276416709411749 |
| 4 | 3 | 3.58564463463133 | -0.585644634631328 |
| 5 | 3 | 3.27579328773532 | -0.275793287735316 |
| 6 | 4 | 3.81365240570333 | 0.186347594296674 |
| 7 | 4 | 4.24950493163129 | -0.249504931631286 |
| 8 | 0 | 0.456478368083956 | -0.456478368083956 |
| 9 | -4 | -4.02647392469566 | 0.026473924695658 |
| 10 | -14 | -14.2158273980822 | 0.215827398082215 |
| 11 | -18 | -18.2071730275967 | 0.207173027596666 |
| 12 | -8 | -8.19003427975828 | 0.190034279758284 |
| 13 | -1 | -1.45747111871157 | 0.457471118711566 |
| 14 | 1 | 1.47788017104937 | -0.477880171049369 |
| 15 | 2 | 1.95740103481285 | 0.0425989651871516 |
| 16 | 0 | -0.176192605003421 | 0.176192605003421 |
| 17 | 1 | 1.22152249066121 | -0.221522490661206 |
| 18 | 0 | -0.197523529501409 | 0.197523529501409 |
| 19 | -1 | -1.57099614144729 | 0.570996141447292 |
| 20 | -3 | -3.4999110104365 | 0.499911010436496 |
| 21 | -3 | -3.48076731793001 | 0.480767317930013 |
| 22 | -3 | -2.75165986186969 | -0.248340138130305 |
| 23 | -4 | -3.73164680040329 | -0.268353199596711 |
| 24 | -8 | -7.96348454885279 | -0.0365154511472096 |
| 25 | -9 | -9.09397817008863 | 0.0939781700886262 |
| 26 | -13 | -12.8263542655454 | -0.173645734454568 |
| 27 | -18 | -18.2521226806476 | 0.252122680647566 |
| 28 | -11 | -10.7014773558739 | -0.298522644126133 |
| 29 | -9 | -9.38511634936828 | 0.385116349368277 |
| 30 | -10 | -10.4534315504803 | 0.453431550480315 |
| 31 | -13 | -12.7258040501863 | -0.274195949813655 |
| 32 | -11 | -10.5222304070609 | -0.477769592939078 |
| 33 | -5 | -5.2905311722608 | 0.290531172260804 |
| 34 | -15 | -14.7069987717892 | -0.293001228210827 |
| 35 | -6 | -6.47737127874295 | 0.477371278742954 |
| 36 | -6 | -6.14927058115553 | 0.149270581155528 |
| 37 | -3 | -3.19284909849347 | 0.19284909849347 |
| 38 | -1 | -1.04534206735875 | 0.0453420673587534 |
| 39 | -3 | -2.7365728247526 | -0.263427175247396 |
| 40 | -4 | -4.00981469341856 | 0.0098146934185576 |
| 41 | -6 | -5.76524761642318 | -0.234752383576818 |
| 42 | 0 | -0.307551521168025 | 0.307551521168025 |
| 43 | -4 | -4.04554363130422 | 0.0455436313042207 |
| 44 | -2 | -2.02533066937789 | 0.0253306693778879 |
| 45 | -2 | -2.35930811324157 | 0.359308113241569 |
| 46 | -6 | -6.27888505581673 | 0.27888505581673 |
| 47 | -7 | -7.05266527148999 | 0.0526652714899872 |
| 48 | -6 | -5.84289471312427 | -0.157105286875731 |
| 49 | -6 | -5.55437429072625 | -0.445625709273755 |
| 50 | -3 | -3.65773390719479 | 0.65773390719479 |
| 51 | -2 | -2.36929859190397 | 0.36929859190397 |
| 52 | -5 | -4.66934888609792 | -0.330651113902083 |
| 53 | -11 | -11.5909015778931 | 0.590901577893128 |
| 54 | -11 | -10.8646021291725 | -0.135397870827495 |
| 55 | -11 | -11.3487196839058 | 0.348719683905817 |
| 56 | -10 | -9.59965930063115 | -0.400340699368851 |
| 57 | -14 | -13.5507136319413 | -0.449286368058672 |
| 58 | -8 | -8.02067981745533 | 0.0206798174553295 |
| 59 | -9 | -9.21017727964266 | 0.210177279642658 |
| 60 | -5 | -4.87468860036875 | -0.125311399631246 |
| 61 | -1 | -1.15021299667518 | 0.150212996675179 |
| 62 | -2 | -2.32144827330108 | 0.321448273301079 |
| 63 | -5 | -5.32204672212237 | 0.322046722122373 |
| 64 | -4 | -3.59864038784865 | -0.401359612151353 |
| 65 | -6 | -5.57928590945559 | -0.420714090544409 |
| 66 | -2 | -2.12063533813331 | 0.120635338133309 |
| 67 | -2 | -1.84909704599029 | -0.150902954009709 |
| 68 | -2 | -1.55020209492405 | -0.449797905075945 |
| 69 | -2 | -1.61224269828335 | -0.387757301716648 |
| 70 | 2 | 2.42907756738438 | -0.429077567384382 |
| 71 | 1 | 0.778955037213207 | 0.221044962786793 |
| 72 | -8 | -7.8367791006758 | -0.163220899324201 |
| 73 | -1 | -1.2642674528789 | 0.264267452878903 |
| 74 | 1 | 0.878407825429144 | 0.121592174570856 |
| 75 | -1 | -0.626158449972221 | -0.373841550027779 |
| 76 | 2 | 1.78650802678683 | 0.213491973213171 |
| 77 | 2 | 1.87229532041117 | 0.127704679588831 |
| 78 | 1 | 1.39098577301755 | -0.390985773017552 |
| 79 | -1 | -0.822016313904374 | -0.177983686095626 |
| 80 | -2 | -2.35706839113335 | 0.357068391133351 |
| 81 | -2 | -1.83899941076004 | -0.16100058923996 |
| 82 | -1 | -0.86385705992313 | -0.13614294007687 |
| 83 | -8 | -7.52441647217372 | -0.475583527826281 |
| 84 | -4 | -4.06448584554501 | 0.0644858455450152 |
| 85 | -6 | -6.29752596678849 | 0.297525966788493 |
| 86 | -3 | -3.46637480784784 | 0.466374807847842 |
| 87 | -3 | -3.28085256439728 | 0.280852564397278 |
| 88 | -7 | -7.22071543802084 | 0.220715438020841 |
| 89 | -9 | -8.82704040873541 | -0.172959591264593 |
| 90 | -11 | -11.1275864963831 | 0.127586496383057 |
| 91 | -13 | -13.1057124790493 | 0.105712479049324 |
| 92 | -11 | -11.2843143765438 | 0.284314376543814 |
| 93 | -9 | -8.63610620878215 | -0.363893791217855 |
| 94 | -17 | -17.109469217589 | 0.109469217588978 |
| 95 | -22 | -21.5188037358313 | -0.481196264168673 |
| 96 | -25 | -24.5391923222473 | -0.460807677752679 |
| 97 | -20 | -20.3411243441232 | 0.341124344123163 |
| 98 | -24 | -24.0547424605648 | 0.0547424605648353 |
| 99 | -24 | -24.078730740768 | 0.078730740768006 |
| 100 | -22 | -21.4268522003803 | -0.573147799619672 |
| 101 | -19 | -19.4261814793218 | 0.426181479321846 |
| 102 | -18 | -17.5295410957904 | -0.470458904209609 |
| 103 | -17 | -17.3257566667784 | 0.325756666778397 |
| 104 | -11 | -11.0723286560038 | 0.0723286560038048 |
| 105 | -11 | -11.0958211427533 | 0.0958211427532713 |
| 106 | -12 | -11.3087861188349 | -0.691213881165082 |
| 107 | -10 | -9.74486226551946 | -0.255137734480536 |
| 108 | -15 | -15.0613509002478 | 0.0613509002477917 |
| 109 | -15 | -14.8766129186499 | -0.123387081350054 |
| 110 | -15 | -15.1085837704736 | 0.108583770473573 |
| 111 | -13 | -12.5894455206804 | -0.410554479319585 |
| 112 | -8 | -7.99540499736897 | -0.00459500263102984 |
| 113 | -13 | -12.8606841730399 | -0.13931582696006 |
| 114 | -9 | -9.3852993681895 | 0.385299368189501 |
| 115 | -7 | -6.78468835413154 | -0.215311645868455 |
| 116 | -4 | -4.07735767031262 | 0.0773576703126225 |
| 117 | -4 | -4.10543401316191 | 0.105434013161907 |
| 118 | -2 | -2.62781467693792 | 0.627814676937922 |
| 119 | 0 | -0.380076902523277 | 0.380076902523277 |
| 120 | -2 | -1.92905520594071 | -0.0709447940592861 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 9 | 0.621276083216934 | 0.757447833566133 | 0.378723916783066 |
| 10 | 0.461306078208868 | 0.922612156417736 | 0.538693921791132 |
| 11 | 0.346580824804968 | 0.693161649609936 | 0.653419175195032 |
| 12 | 0.256010596870465 | 0.51202119374093 | 0.743989403129535 |
| 13 | 0.183291710877583 | 0.366583421755167 | 0.816708289122417 |
| 14 | 0.392044166087797 | 0.784088332175593 | 0.607955833912203 |
| 15 | 0.309200571473884 | 0.618401142947767 | 0.690799428526116 |
| 16 | 0.228101159806974 | 0.456202319613947 | 0.771898840193026 |
| 17 | 0.20136221633176 | 0.402724432663519 | 0.79863778366824 |
| 18 | 0.1406906734352 | 0.2813813468704 | 0.8593093265648 |
| 19 | 0.316232608829203 | 0.632465217658406 | 0.683767391170797 |
| 20 | 0.287268507926903 | 0.574537015853805 | 0.712731492073097 |
| 21 | 0.235621689456029 | 0.471243378912058 | 0.764378310543971 |
| 22 | 0.408543898083789 | 0.817087796167579 | 0.591456101916211 |
| 23 | 0.517356819836976 | 0.965286360326048 | 0.482643180163024 |
| 24 | 0.503788891041514 | 0.992422217916972 | 0.496211108958486 |
| 25 | 0.432114661066312 | 0.864229322132624 | 0.567885338933688 |
| 26 | 0.396348969347357 | 0.792697938694713 | 0.603651030652643 |
| 27 | 0.350810316437868 | 0.701620632875736 | 0.649189683562132 |
| 28 | 0.446707613995054 | 0.893415227990107 | 0.553292386004946 |
| 29 | 0.399692419577483 | 0.799384839154965 | 0.600307580422517 |
| 30 | 0.392609169018741 | 0.785218338037483 | 0.607390830981259 |
| 31 | 0.46346573162269 | 0.92693146324538 | 0.53653426837731 |
| 32 | 0.537439947792216 | 0.925120104415568 | 0.462560052207784 |
| 33 | 0.521932032704687 | 0.956135934590626 | 0.478067967295313 |
| 34 | 0.610281157393843 | 0.779437685212314 | 0.389718842606157 |
| 35 | 0.627873631071589 | 0.744252737856821 | 0.372126368928411 |
| 36 | 0.573019579452349 | 0.853960841095302 | 0.426980420547651 |
| 37 | 0.523281388450358 | 0.953437223099283 | 0.476718611549642 |
| 38 | 0.463906774551111 | 0.927813549102222 | 0.536093225448889 |
| 39 | 0.46180129509609 | 0.923602590192179 | 0.538198704903911 |
| 40 | 0.40368681975553 | 0.807373639511059 | 0.59631318024447 |
| 41 | 0.371885784455567 | 0.743771568911133 | 0.628114215544433 |
| 42 | 0.391223091768336 | 0.782446183536673 | 0.608776908231664 |
| 43 | 0.345505307073518 | 0.691010614147036 | 0.654494692926482 |
| 44 | 0.296731226463577 | 0.593462452927153 | 0.703268773536423 |
| 45 | 0.322433140361504 | 0.644866280723007 | 0.677566859638496 |
| 46 | 0.296144801743855 | 0.592289603487711 | 0.703855198256145 |
| 47 | 0.251504669553202 | 0.503009339106404 | 0.748495330446798 |
| 48 | 0.226343280287305 | 0.452686560574611 | 0.773656719712695 |
| 49 | 0.276552736751524 | 0.553105473503047 | 0.723447263248476 |
| 50 | 0.430090444408939 | 0.860180888817877 | 0.569909555591061 |
| 51 | 0.459363615198541 | 0.918727230397083 | 0.540636384801459 |
| 52 | 0.440334832420917 | 0.880669664841833 | 0.559665167579083 |
| 53 | 0.621546960235592 | 0.756906079528815 | 0.378453039764408 |
| 54 | 0.580470749017257 | 0.839058501965485 | 0.419529250982743 |
| 55 | 0.620477249428297 | 0.759045501143407 | 0.379522750571703 |
| 56 | 0.617753106097342 | 0.764493787805315 | 0.382246893902658 |
| 57 | 0.59955255198056 | 0.80089489603888 | 0.40044744801944 |
| 58 | 0.553049545130837 | 0.893900909738326 | 0.446950454869163 |
| 59 | 0.545522462515994 | 0.908955074968013 | 0.454477537484006 |
| 60 | 0.497435945778392 | 0.994871891556785 | 0.502564054221608 |
| 61 | 0.476980284737888 | 0.953960569475776 | 0.523019715262112 |
| 62 | 0.517507283416787 | 0.964985433166427 | 0.482492716583213 |
| 63 | 0.570843071581435 | 0.85831385683713 | 0.429156928418565 |
| 64 | 0.563223718317994 | 0.873552563364013 | 0.436776281682006 |
| 65 | 0.544751916130238 | 0.910496167739523 | 0.455248083869762 |
| 66 | 0.532122095907853 | 0.935755808184293 | 0.467877904092147 |
| 67 | 0.481359854259125 | 0.962719708518251 | 0.518640145740875 |
| 68 | 0.474630970643748 | 0.949261941287497 | 0.525369029356252 |
| 69 | 0.441414684435116 | 0.882829368870231 | 0.558585315564884 |
| 70 | 0.443671806056838 | 0.887343612113676 | 0.556328193943162 |
| 71 | 0.455457767999851 | 0.910915535999701 | 0.54454223200015 |
| 72 | 0.411666290224377 | 0.823332580448755 | 0.588333709775623 |
| 73 | 0.425716949167063 | 0.851433898334126 | 0.574283050832937 |
| 74 | 0.410755265412872 | 0.821510530825745 | 0.589244734587127 |
| 75 | 0.387624657742488 | 0.775249315484977 | 0.612375342257512 |
| 76 | 0.396582764609781 | 0.793165529219561 | 0.603417235390219 |
| 77 | 0.37943262931625 | 0.7588652586325 | 0.62056737068375 |
| 78 | 0.36563729312694 | 0.731274586253881 | 0.63436270687306 |
| 79 | 0.322861517525979 | 0.645723035051959 | 0.677138482474021 |
| 80 | 0.398672354783863 | 0.797344709567726 | 0.601327645216137 |
| 81 | 0.348571628528445 | 0.69714325705689 | 0.651428371471555 |
| 82 | 0.312166794698611 | 0.624333589397222 | 0.687833205301389 |
| 83 | 0.383665405530332 | 0.767330811060663 | 0.616334594469668 |
| 84 | 0.361312728762083 | 0.722625457524167 | 0.638687271237917 |
| 85 | 0.363368950316927 | 0.726737900633854 | 0.636631049683073 |
| 86 | 0.406761715349711 | 0.813523430699422 | 0.593238284650289 |
| 87 | 0.386069793929594 | 0.772139587859188 | 0.613930206070406 |
| 88 | 0.36804727259635 | 0.7360945451927 | 0.63195272740365 |
| 89 | 0.323245467705516 | 0.646490935411032 | 0.676754532294484 |
| 90 | 0.273864545216916 | 0.547729090433832 | 0.726135454783084 |
| 91 | 0.224914492036462 | 0.449828984072925 | 0.775085507963538 |
| 92 | 0.245610099226248 | 0.491220198452496 | 0.754389900773752 |
| 93 | 0.269573894025167 | 0.539147788050333 | 0.730426105974833 |
| 94 | 0.218528335968856 | 0.437056671937712 | 0.781471664031144 |
| 95 | 0.276202550620826 | 0.552405101241651 | 0.723797449379174 |
| 96 | 0.386908909684031 | 0.773817819368063 | 0.613091090315969 |
| 97 | 0.339008078622988 | 0.678016157245976 | 0.660991921377012 |
| 98 | 0.273452542613078 | 0.546905085226156 | 0.726547457386922 |
| 99 | 0.213457275475288 | 0.426914550950577 | 0.786542724524712 |
| 100 | 0.325055549156943 | 0.650111098313886 | 0.674944450843057 |
| 101 | 0.48747383138115 | 0.9749476627623 | 0.51252616861885 |
| 102 | 0.480126940673238 | 0.960253881346476 | 0.519873059326762 |
| 103 | 0.506943879455025 | 0.98611224108995 | 0.493056120544975 |
| 104 | 0.460808230207754 | 0.921616460415508 | 0.539191769792246 |
| 105 | 0.64255603270437 | 0.71488793459126 | 0.35744396729563 |
| 106 | 0.811297600025725 | 0.377404799948549 | 0.188702399974275 |
| 107 | 0.829096210534684 | 0.341807578930631 | 0.170903789465316 |
| 108 | 0.740613731540586 | 0.518772536918828 | 0.259386268459414 |
| 109 | 0.761667390326138 | 0.476665219347724 | 0.238332609673862 |
| 110 | 0.964372990236153 | 0.0712540195276935 | 0.0356270097638468 |
| 111 | 0.970491208094345 | 0.0590175838113101 | 0.029508791905655 |
| 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 | 2 | 0.0194174757281553 | OK |
