| Multiple Linear Regression - Estimated Regression Equation |
| ALGEMENEECONOMISCHSITUATIE[t] = + 177.987001468587 -0.0889106703726476JAARTAL[t] + 3.70130403074556CONSUMENTENVERTROUWEN[t] + 0.937369432584482`WERKLOOSHEIDINBELGIË`[t] -0.77658526223252`FINANCIËLESITUATIEVANDEGEZINNEN`[t] -0.827398659996597SPAARVERMOGENVANDEGEZINNEN[t] -0.0313111165458284t + 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) | 177.987001468587 | 71.275989 | 2.4972 | 0.015022 | 0.007511 |
| JAARTAL | -0.0889106703726476 | 0.035557 | -2.5005 | 0.014892 | 0.007446 |
| CONSUMENTENVERTROUWEN | 3.70130403074556 | 0.10161 | 36.4265 | 0 | 0 |
| `WERKLOOSHEIDINBELGIË` | 0.937369432584482 | 0.025495 | 36.7667 | 0 | 0 |
| `FINANCIËLESITUATIEVANDEGEZINNEN` | -0.77658526223252 | 0.14078 | -5.5163 | 1e-06 | 0 |
| SPAARVERMOGENVANDEGEZINNEN | -0.827398659996597 | 0.053355 | -15.5074 | 0 | 0 |
| t | -0.0313111165458284 | 0.010857 | -2.8841 | 0.005296 | 0.002648 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.99385482096443 |
| R-squared | 0.98774740515424 |
| Adjusted R-squared | 0.986633532895535 |
| F-TEST (value) | 886.769014520752 |
| F-TEST (DF numerator) | 6 |
| F-TEST (DF denominator) | 66 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.13371599143121 |
| Sum Squared Residuals | 84.8305886489718 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | -20 | -18.8676327061752 | -1.13236729382476 |
| 2 | -8 | -8.31171257557932 | 0.311712575579323 |
| 3 | -15 | -15.3287121046963 | 0.328712104696304 |
| 4 | -13 | -13.5165917745644 | 0.516591774564366 |
| 5 | -6 | -5.27222901877265 | -0.727770981227345 |
| 6 | 0 | -2.02784894682656 | 2.02784894682656 |
| 7 | 5 | 5.36978749667737 | -0.369787496677374 |
| 8 | -1 | -0.439087656915212 | -0.560912343084788 |
| 9 | -5 | -3.64481238269868 | -1.35518761730132 |
| 10 | 4 | 2.95846526922397 | 1.04153473077603 |
| 11 | -3 | -3.0756308258878 | 0.075630825887803 |
| 12 | 3 | 2.59865956536818 | 0.40134043463182 |
| 13 | 8 | 9.26524474806026 | -1.26524474806026 |
| 14 | 3 | 5.76264757292845 | -2.76264757292845 |
| 15 | 3 | 3.21255366155817 | -0.212553661558169 |
| 16 | 7 | 6.73183883238974 | 0.268161167610262 |
| 17 | 4 | 2.51596392579484 | 1.48403607420516 |
| 18 | -4 | -2.31151825156652 | -1.68848174843348 |
| 19 | -6 | -6.64000362892101 | 0.640003628921012 |
| 20 | 8 | 7.321858540846 | 0.678141459154003 |
| 21 | 2 | 0.493403654152947 | 1.50659634584705 |
| 22 | -1 | -0.899379279457069 | -0.100620720542931 |
| 23 | -2 | -2.51361421601678 | 0.513614216016781 |
| 24 | 0 | 1.00419869189895 | -1.00419869189895 |
| 25 | 10 | 9.291030868395 | 0.708969131605007 |
| 26 | 3 | 1.16074390516458 | 1.83925609483542 |
| 27 | 6 | 6.2949966734567 | -0.294996673456696 |
| 28 | 7 | 7.00217354653482 | -0.00217354653481666 |
| 29 | -4 | -3.01496519749379 | -0.985034802506214 |
| 30 | -5 | -6.24416773151404 | 1.24416773151405 |
| 31 | -7 | -4.99133081661061 | -2.00866918338939 |
| 32 | -10 | -12.070127418723 | 2.07012741872304 |
| 33 | -21 | -20.5727961204215 | -0.427203879578548 |
| 34 | -22 | -21.1988482266326 | -0.801151773367401 |
| 35 | -16 | -14.4594822957136 | -1.54051770428642 |
| 36 | -25 | -25.8443621503626 | 0.844362150362595 |
| 37 | -22 | -23.1362125679528 | 1.13621256795279 |
| 38 | -22 | -21.4534358402525 | -0.546564159747534 |
| 39 | -19 | -19.5579323040383 | 0.557932304038316 |
| 40 | -21 | -19.7358010080067 | -1.26419899199331 |
| 41 | -31 | -30.2823367222858 | -0.717663277714241 |
| 42 | -28 | -28.1183367239273 | 0.11833672392734 |
| 43 | -23 | -23.722349953109 | 0.722349953109015 |
| 44 | -17 | -16.9898175414758 | -0.0101824585241963 |
| 45 | -12 | -12.2859746460777 | 0.28597464607771 |
| 46 | -14 | -12.8612133545248 | -1.13878664547522 |
| 47 | -18 | -17.8961429440565 | -0.103857055943453 |
| 48 | -16 | -15.3680233242633 | -0.631976675736709 |
| 49 | -22 | -23.2852022616038 | 1.28520226160375 |
| 50 | -9 | -9.25734919772712 | 0.257349197727115 |
| 51 | -10 | -10.1059825472857 | 0.105982547285742 |
| 52 | -10 | -8.51224963938722 | -1.48775036061278 |
| 53 | 0 | -1.02090549487024 | 1.02090549487024 |
| 54 | 3 | 1.12796067231112 | 1.87203932768888 |
| 55 | 2 | 2.27766033391248 | -0.27766033391248 |
| 56 | 4 | 4.08978066404437 | -0.0897806640443704 |
| 57 | -3 | -4.65060311217857 | 1.65060311217857 |
| 58 | 0 | 0.090429807580466 | -0.090429807580466 |
| 59 | -1 | -0.212543500152847 | -0.787456499847153 |
| 60 | -7 | -6.44029293128431 | -0.559707068715689 |
| 61 | 2 | 3.19867099424755 | -1.19867099424755 |
| 62 | 3 | 1.70539050550717 | 1.29460949449283 |
| 63 | -3 | -4.43867636219249 | 1.43867636219249 |
| 64 | -5 | -6.22203944616389 | 1.22203944616389 |
| 65 | 0 | -0.388132319811815 | 0.388132319811815 |
| 66 | -3 | -2.27312219931137 | -0.72687780068863 |
| 67 | -7 | -8.58631721442271 | 1.58631721442271 |
| 68 | -7 | -8.15140574205835 | 1.15140574205835 |
| 69 | -7 | -5.5213163042189 | -1.4786836957811 |
| 70 | -4 | -2.7031959492212 | -1.2968040507788 |
| 71 | -3 | -2.4317083453805 | -0.568291654619497 |
| 72 | -6 | -5.33360006495074 | -0.666399935049264 |
| 73 | -10 | -8.28638704231161 | -1.71361295768839 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 10 | 0.864840044984429 | 0.270319910031143 | 0.135159955015571 |
| 11 | 0.765942791397492 | 0.468114417205016 | 0.234057208602508 |
| 12 | 0.645069738432582 | 0.709860523134837 | 0.354930261567418 |
| 13 | 0.654276629749819 | 0.691446740500362 | 0.345723370250181 |
| 14 | 0.79793134332175 | 0.4041373133565 | 0.20206865667825 |
| 15 | 0.829620399271278 | 0.340759201457445 | 0.170379600728722 |
| 16 | 0.816385579287186 | 0.367228841425628 | 0.183614420712814 |
| 17 | 0.818232454878335 | 0.363535090243331 | 0.181767545121665 |
| 18 | 0.870583823243836 | 0.258832353512329 | 0.129416176756164 |
| 19 | 0.828918653175575 | 0.342162693648851 | 0.171081346824425 |
| 20 | 0.769568665060329 | 0.460862669879343 | 0.230431334939672 |
| 21 | 0.733864072093527 | 0.532271855812945 | 0.266135927906473 |
| 22 | 0.712059188578968 | 0.575881622842065 | 0.287940811421032 |
| 23 | 0.638035578517373 | 0.723928842965253 | 0.361964421482627 |
| 24 | 0.609407558536846 | 0.781184882926308 | 0.390592441463154 |
| 25 | 0.561430525000738 | 0.877138949998523 | 0.438569474999262 |
| 26 | 0.664974871239665 | 0.67005025752067 | 0.335025128760335 |
| 27 | 0.595974949143523 | 0.808050101712954 | 0.404025050856477 |
| 28 | 0.519781319307446 | 0.960437361385109 | 0.480218680692554 |
| 29 | 0.512594450558056 | 0.974811098883887 | 0.487405549441944 |
| 30 | 0.479146721614999 | 0.958293443229998 | 0.520853278385001 |
| 31 | 0.722708067918792 | 0.554583864162416 | 0.277291932081208 |
| 32 | 0.861310022634434 | 0.277379954731131 | 0.138689977365566 |
| 33 | 0.818435866121929 | 0.363128267756143 | 0.181564133878071 |
| 34 | 0.77933393790357 | 0.441332124192859 | 0.220666062096429 |
| 35 | 0.786925696326996 | 0.426148607346008 | 0.213074303673004 |
| 36 | 0.807607603948221 | 0.384784792103558 | 0.192392396051779 |
| 37 | 0.876226589912766 | 0.247546820174468 | 0.123773410087234 |
| 38 | 0.834370566341175 | 0.331258867317649 | 0.165629433658825 |
| 39 | 0.805681101603631 | 0.388637796792738 | 0.194318898396369 |
| 40 | 0.788708100569912 | 0.422583798860175 | 0.211291899430088 |
| 41 | 0.746130636568576 | 0.507738726862847 | 0.253869363431423 |
| 42 | 0.713094690865344 | 0.573810618269313 | 0.286905309134656 |
| 43 | 0.668823748602831 | 0.662352502794338 | 0.331176251397169 |
| 44 | 0.602691378438645 | 0.794617243122711 | 0.397308621561355 |
| 45 | 0.530161025051847 | 0.939677949896306 | 0.469838974948153 |
| 46 | 0.507422523020959 | 0.985154953958083 | 0.492577476979041 |
| 47 | 0.45433660282776 | 0.90867320565552 | 0.54566339717224 |
| 48 | 0.47929334394004 | 0.95858668788008 | 0.52070665605996 |
| 49 | 0.449522973050599 | 0.899045946101199 | 0.5504770269494 |
| 50 | 0.396585056870461 | 0.793170113740922 | 0.60341494312954 |
| 51 | 0.327489588379678 | 0.654979176759355 | 0.672510411620322 |
| 52 | 0.973920748067707 | 0.0521585038645856 | 0.0260792519322928 |
| 53 | 0.963496529489266 | 0.0730069410214686 | 0.0365034705107343 |
| 54 | 0.967334590020596 | 0.0653308199588088 | 0.0326654099794044 |
| 55 | 0.96709702632095 | 0.065805947358098 | 0.032902973679049 |
| 56 | 0.945318852284267 | 0.109362295431466 | 0.0546811477157332 |
| 57 | 0.918356932837844 | 0.163286134324312 | 0.0816430671621562 |
| 58 | 0.92152355695392 | 0.156952886092159 | 0.0784764430460793 |
| 59 | 0.870141137089395 | 0.259717725821209 | 0.129858862910605 |
| 60 | 0.810309021838821 | 0.379381956322357 | 0.189690978161179 |
| 61 | 0.76420586925878 | 0.471588261482439 | 0.235794130741219 |
| 62 | 0.722527548954189 | 0.554944902091623 | 0.277472451045811 |
| 63 | 0.671300227285906 | 0.657399545428187 | 0.328699772714094 |
| 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 | 4 | 0.0740740740740741 | OK |
