Multiple Linear Regression - Estimated Regression Equation |
Indicator_consumentenvertrouwen[t] = + 0.491123201533291 -24.9555921434793Date[t] + 0.255457645381352Vooruitzichten_economische_situatie[t] -0.250395065364556Vooruitzichten_werkloosheid[t] + 0.251651995263909Vooruitzichten_financiele_situatie[t] + 0.230142878209725Vooruitzichten_spaarvermogen[t] -0.0032437295174106t + 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) | 0.491123201533291 | 0.175348 | 2.8008 | 0.005783 | 0.002891 |
Date | -24.9555921434793 | 14.582299 | -1.7114 | 0.089123 | 0.044562 |
Vooruitzichten_economische_situatie | 0.255457645381352 | 0.004099 | 62.3238 | 0 | 0 |
Vooruitzichten_werkloosheid | -0.250395065364556 | 0.001334 | -187.692 | 0 | 0 |
Vooruitzichten_financiele_situatie | 0.251651995263909 | 0.017579 | 14.3159 | 0 | 0 |
Vooruitzichten_spaarvermogen | 0.230142878209725 | 0.007595 | 30.3001 | 0 | 0 |
t | -0.0032437295174106 | 0.00119 | -2.7267 | 0.007176 | 0.003588 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.999389672618053 |
R-squared | 0.998779717735618 |
Adjusted R-squared | 0.998729910296256 |
F-TEST (value) | 20052.8220386132 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 147 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.304740865113895 |
Sum Squared Residuals | 13.6514482459437 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 9 | 9.0364260168323 | -0.0364260168323051 |
2 | 11 | 10.9226040783855 | 0.0773959216145482 |
3 | 13 | 12.9328072555786 | 0.0671927444213555 |
4 | 12 | 11.99654907757 | 0.00345092243003804 |
5 | 13 | 12.9395604721326 | 0.060439527867424 |
6 | 15 | 15.1647169203975 | -0.164716920397454 |
7 | 13 | 12.7399861670207 | 0.260013832979252 |
8 | 16 | 15.5403813710773 | 0.459618628922746 |
9 | 10 | 10.3638573530838 | -0.363857353083818 |
10 | 14 | 14.0154398920212 | -0.0154398920211529 |
11 | 14 | 14.0300957136204 | -0.0300957136204256 |
12 | 15 | 15.0412692166611 | -0.0412692166611281 |
13 | 13 | 13.2835130526043 | -0.283513052604295 |
14 | 8 | 8.36853181204784 | -0.368531812047844 |
15 | 7 | 7.34365982096512 | -0.343659820965115 |
16 | 3 | 3.63152004934055 | -0.631520049340554 |
17 | 3 | 3.35783138726384 | -0.357831387263843 |
18 | 4 | 3.86441534523814 | 0.135584654761863 |
19 | 4 | 4.25961320740468 | -0.259613207404679 |
20 | 0 | 0.460145177244646 | -0.460145177244646 |
21 | -4 | -4.05887190483363 | 0.058871904833634 |
22 | -14 | -14.2837935015601 | 0.283793501560068 |
23 | -18 | -18.3298876744743 | 0.329887674474249 |
24 | -8 | -8.22348430226064 | 0.22348430226064 |
25 | -1 | -1.37447529018569 | 0.37447529018569 |
26 | 1 | 1.5449297752442 | -0.544929775244195 |
27 | 2 | 2.04394165586593 | -0.0439416558659335 |
28 | 0 | -0.124060189811678 | 0.124060189811678 |
29 | 1 | 1.29552320364896 | -0.29552320364896 |
30 | 0 | -0.141547500177462 | 0.141547500177462 |
31 | -1 | -1.5750531675271 | 0.575053167527099 |
32 | -3 | -3.50023638765565 | 0.500236387655653 |
33 | -3 | -3.49063068074244 | 0.490630680742436 |
34 | -3 | -2.76528157202842 | -0.234718427971584 |
35 | -4 | -3.73826086931795 | -0.261739130682055 |
36 | -8 | -8.02587191373655 | 0.0258719137365513 |
37 | -9 | -9.05558480629418 | 0.0555848062941814 |
38 | -13 | -12.7651634048197 | -0.23483659518032 |
39 | -18 | -18.2161216367888 | 0.216121636788835 |
40 | -11 | -10.6693853072069 | -0.330614692793098 |
41 | -9 | -9.35591345298557 | 0.355913452985569 |
42 | -10 | -10.4402707556648 | 0.440270755664823 |
43 | -13 | -12.7259738508236 | -0.274026149176394 |
44 | -11 | -10.4995050564912 | -0.500494943508775 |
45 | -5 | -5.29364883955048 | 0.293648839550476 |
46 | -15 | -14.7800485346416 | -0.219951465358397 |
47 | -6 | -6.52514337598672 | 0.525143375986721 |
48 | -6 | -6.22843765618635 | 0.228437656186351 |
49 | -3 | -3.11013825693524 | 0.110138256935238 |
50 | -1 | -0.958352484186568 | -0.0416475158134318 |
51 | -3 | -2.67618316011613 | -0.323816839883872 |
52 | -4 | -3.9792950339527 | -0.0207049660473032 |
53 | -6 | -5.74901217412486 | -0.250987825875137 |
54 | 0 | -0.275016347343967 | 0.275016347343967 |
55 | -4 | -4.05295472336173 | 0.0529547233617314 |
56 | -2 | -2.04398357028731 | 0.0439835702873125 |
57 | -2 | -2.37715132684108 | 0.377151326841079 |
58 | -6 | -6.39158881849175 | 0.391588818491752 |
59 | -7 | -7.11667446976559 | 0.116674469765588 |
60 | -6 | -5.92977023428293 | -0.0702297657170754 |
61 | -6 | -5.52412177726101 | -0.475878222738987 |
62 | -3 | -3.62778743897585 | 0.627787438975845 |
63 | -2 | -2.31175256941145 | 0.311752569411455 |
64 | -5 | -4.61895048649945 | -0.381049513500546 |
65 | -11 | -11.5963245198909 | 0.596324519890903 |
66 | -11 | -10.9051397571151 | -0.0948602428849423 |
67 | -11 | -11.4114932696136 | 0.411493269613647 |
68 | -10 | -9.63011006361301 | -0.369889936386989 |
69 | -14 | -13.6040002425291 | -0.395999757470865 |
70 | -8 | -8.10091451504835 | 0.100914515048351 |
71 | -9 | -9.30782368929736 | 0.307823689297357 |
72 | -5 | -4.97716535605301 | -0.022834643946995 |
73 | -1 | -1.11162313163011 | 0.111623131630113 |
74 | -2 | -2.30333649401557 | 0.303336494015572 |
75 | -5 | -5.31995396535036 | 0.319953965350364 |
76 | -4 | -3.60312489911851 | -0.396875100881493 |
77 | -6 | -5.56372692453438 | -0.436273075465624 |
78 | -2 | -2.13212478234923 | 0.132124782349231 |
79 | -2 | -1.86197399394466 | -0.138026006055337 |
80 | -2 | -1.5918194713648 | -0.408180528635202 |
81 | -2 | -1.62014456244995 | -0.379855437550051 |
82 | 2 | 2.38438636186175 | -0.384386361861746 |
83 | 1 | 0.712135055902005 | 0.287864944097995 |
84 | -8 | -7.94606719922731 | -0.0539328007726893 |
85 | -1 | -1.22879409538893 | 0.228794095388928 |
86 | 1 | 0.931880388767415 | 0.0681196112325849 |
87 | -1 | -0.582360491837612 | -0.417639508162388 |
88 | 2 | 1.83397739092136 | 0.166022609078644 |
89 | 2 | 1.89655179339089 | 0.103448206609112 |
90 | 1 | 1.4243936814661 | -0.4243936814661 |
91 | -1 | -0.800528020922933 | -0.199471979077067 |
92 | -2 | -2.37045914880036 | 0.370459148800362 |
93 | -2 | -1.88409009379468 | -0.11590990620532 |
94 | -1 | -0.894382187841792 | -0.105617812158208 |
95 | -8 | -7.57829379098535 | -0.421706209014655 |
96 | -4 | -4.11756503296871 | 0.117565032968706 |
97 | -6 | -6.18946357960727 | 0.189463579607269 |
98 | -3 | -3.40651637693128 | 0.406516376931277 |
99 | -3 | -3.16543875448539 | 0.165438754485391 |
100 | -7 | -7.15198795219198 | 0.151987952191981 |
101 | -9 | -8.80166657350845 | -0.198333426491545 |
102 | -11 | -11.0607302204154 | 0.0607302204153909 |
103 | -13 | -13.1124886239926 | 0.112488623992558 |
104 | -11 | -11.3020031325734 | 0.302003132573373 |
105 | -9 | -8.69245551706898 | -0.307544482931021 |
106 | -17 | -17.1215188193363 | 0.121518819336263 |
107 | -22 | -21.5822883177886 | -0.417711682211367 |
108 | -25 | -24.6191455853673 | -0.380854414632748 |
109 | -20 | -20.3201324667138 | 0.320132466713784 |
110 | -24 | -24.062599922768 | 0.0625999227680162 |
111 | -24 | -24.0554646424454 | 0.0554646424453495 |
112 | -22 | -21.4267116973479 | -0.573288302652103 |
113 | -19 | -19.4620195759423 | 0.462019575942272 |
114 | -18 | -17.5656604558166 | -0.434339544183359 |
115 | -17 | -17.3093870400288 | 0.309387040028765 |
116 | -11 | -11.0664734245468 | 0.0664734245467939 |
117 | -11 | -11.1074538187687 | 0.107453818768673 |
118 | -12 | -11.3861883914352 | -0.613811608564837 |
119 | -10 | -9.80328900471601 | -0.196710995283988 |
120 | -15 | -15.1506428515434 | 0.150642851543441 |
121 | -15 | -14.8377261842846 | -0.162273815715401 |
122 | -15 | -15.0594706722238 | 0.0594706722237758 |
123 | -13 | -12.5737300528857 | -0.426269947114318 |
124 | -8 | -7.95064190745046 | -0.0493580925495364 |
125 | -13 | -12.8389588806216 | -0.161041119378375 |
126 | -9 | -9.39720495415176 | 0.397204954151761 |
127 | -7 | -6.74815691434392 | -0.251843085656077 |
128 | -4 | -4.05378253385029 | 0.0537825338502867 |
129 | -4 | -4.10994448807403 | 0.109944488074028 |
130 | -2 | -2.68147624455421 | 0.681476244554209 |
131 | 0 | -0.399271945935473 | 0.399271945935473 |
132 | -2 | -1.94512854500722 | -0.0548714549927777 |
133 | -3 | -3.09414401521841 | 0.094144015218411 |
134 | 1 | 1.18612767269523 | -0.186127672695226 |
135 | -2 | -2.55629070190117 | 0.556290701901166 |
136 | -1 | -1.29720446831195 | 0.297204468311946 |
137 | 1 | 0.721935191505183 | 0.278064808494817 |
138 | -3 | -2.59693287837101 | -0.403067121628986 |
139 | -4 | -4.31597527040316 | 0.315975270403159 |
140 | -9 | -8.81216428881835 | -0.187835711181653 |
141 | -9 | -8.74956515382548 | -0.250434846174518 |
142 | -7 | -6.74435817124704 | -0.255641828752964 |
143 | -14 | -14.0454857155086 | 0.0454857155085651 |
144 | -12 | -11.9301147066023 | -0.069885293397663 |
145 | -16 | -16.3039528642512 | 0.303952864251194 |
146 | -20 | -19.6721892378937 | -0.327810762106259 |
147 | -12 | -12.0772796350858 | 0.0772796350858279 |
148 | -12 | -11.8311495851226 | -0.168850414877425 |
149 | -10 | -10.1801025615411 | 0.180102561541052 |
150 | -10 | -9.90233823449003 | -0.0976617655099733 |
151 | -13 | -13.0629901565675 | 0.0629901565674637 |
152 | -16 | -15.8747424180332 | -0.125257581966799 |
153 | -14 | -13.9277333747607 | -0.0722666252393381 |
154 | -17 | -16.8040478478083 | -0.195952152191664 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.570437001244382 | 0.859125997511236 | 0.429562998755618 |
11 | 0.40283783820161 | 0.80567567640322 | 0.59716216179839 |
12 | 0.263082562255972 | 0.526165124511945 | 0.736917437744028 |
13 | 0.1625620165223 | 0.3251240330446 | 0.8374379834777 |
14 | 0.0968260057057195 | 0.193652011411439 | 0.90317399429428 |
15 | 0.0562290129844169 | 0.112458025968834 | 0.943770987015583 |
16 | 0.0374911799229686 | 0.0749823598459372 | 0.962508820077031 |
17 | 0.0207922855928256 | 0.0415845711856512 | 0.979207714407174 |
18 | 0.0763849577380697 | 0.152769915476139 | 0.92361504226193 |
19 | 0.0529376822815143 | 0.105875364563029 | 0.947062317718486 |
20 | 0.0534905573976679 | 0.106981114795336 | 0.946509442602332 |
21 | 0.0816765199077533 | 0.163353039815507 | 0.918323480092247 |
22 | 0.085409186292517 | 0.170818372585034 | 0.914590813707483 |
23 | 0.0787299162532543 | 0.157459832506509 | 0.921270083746746 |
24 | 0.0546333103136355 | 0.109266620627271 | 0.945366689686365 |
25 | 0.0569436361179685 | 0.113887272235937 | 0.943056363882032 |
26 | 0.178553773115427 | 0.357107546230853 | 0.821446226884573 |
27 | 0.135760197989582 | 0.271520395979164 | 0.864239802010418 |
28 | 0.132473168329458 | 0.264946336658916 | 0.867526831670542 |
29 | 0.12497424421847 | 0.249948488436941 | 0.87502575578153 |
30 | 0.10338145534487 | 0.206762910689739 | 0.89661854465513 |
31 | 0.15953743864258 | 0.319074877285159 | 0.84046256135742 |
32 | 0.290188451107477 | 0.580376902214954 | 0.709811548892523 |
33 | 0.34859725291806 | 0.697194505836121 | 0.65140274708194 |
34 | 0.396130145114736 | 0.792260290229471 | 0.603869854885264 |
35 | 0.447024164521005 | 0.89404832904201 | 0.552975835478995 |
36 | 0.397889648423113 | 0.795779296846225 | 0.602110351576887 |
37 | 0.393214173158522 | 0.786428346317044 | 0.606785826841478 |
38 | 0.344691020028888 | 0.689382040057776 | 0.655308979971112 |
39 | 0.399832098963251 | 0.799664197926503 | 0.600167901036749 |
40 | 0.403544953957373 | 0.807089907914746 | 0.596455046042627 |
41 | 0.400494564101282 | 0.800989128202564 | 0.599505435898718 |
42 | 0.440945821387376 | 0.881891642774753 | 0.559054178612624 |
43 | 0.466087768197028 | 0.932175536394057 | 0.533912231802972 |
44 | 0.552301201091614 | 0.895397597816772 | 0.447698798908386 |
45 | 0.54454091536594 | 0.910918169268119 | 0.45545908463406 |
46 | 0.572264116477151 | 0.855471767045698 | 0.427735883522849 |
47 | 0.617318339203964 | 0.765363321592072 | 0.382681660796036 |
48 | 0.580555382454893 | 0.838889235090214 | 0.419444617545107 |
49 | 0.548096100781391 | 0.903807798437219 | 0.451903899218609 |
50 | 0.498334604443389 | 0.996669208886777 | 0.501665395556611 |
51 | 0.504863220335615 | 0.99027355932877 | 0.495136779664385 |
52 | 0.454770438813403 | 0.909540877626806 | 0.545229561186597 |
53 | 0.428868082403259 | 0.857736164806518 | 0.571131917596741 |
54 | 0.438678020251682 | 0.877356040503364 | 0.561321979748318 |
55 | 0.403402459248048 | 0.806804918496095 | 0.596597540751952 |
56 | 0.360701007775593 | 0.721402015551186 | 0.639298992224407 |
57 | 0.38358323495121 | 0.767166469902419 | 0.61641676504879 |
58 | 0.401446786274404 | 0.802893572548807 | 0.598553213725596 |
59 | 0.361851612566065 | 0.72370322513213 | 0.638148387433935 |
60 | 0.342306700228128 | 0.684613400456256 | 0.657693299771872 |
61 | 0.388291556679643 | 0.776583113359286 | 0.611708443320357 |
62 | 0.560475747924338 | 0.879048504151324 | 0.439524252075662 |
63 | 0.567621658008437 | 0.864756683983126 | 0.432378341991563 |
64 | 0.574156919223791 | 0.851686161552418 | 0.425843080776209 |
65 | 0.755979775512547 | 0.488040448974905 | 0.244020224487453 |
66 | 0.71873972381115 | 0.562520552377701 | 0.28126027618885 |
67 | 0.781832041290859 | 0.436335917418283 | 0.218167958709141 |
68 | 0.784689397764418 | 0.430621204471164 | 0.215310602235582 |
69 | 0.769407814367572 | 0.461184371264856 | 0.230592185632428 |
70 | 0.745010332750771 | 0.509979334498457 | 0.254989667249229 |
71 | 0.771363427309611 | 0.457273145380778 | 0.228636572690389 |
72 | 0.750282206017366 | 0.499435587965268 | 0.249717793982634 |
73 | 0.726955343206076 | 0.546089313587849 | 0.273044656793924 |
74 | 0.753493091772013 | 0.493013816455975 | 0.246506908227987 |
75 | 0.783227758174428 | 0.433544483651143 | 0.216772241825572 |
76 | 0.786644545570496 | 0.426710908859008 | 0.213355454429504 |
77 | 0.797780360539584 | 0.404439278920833 | 0.202219639460416 |
78 | 0.781560078091457 | 0.436879843817087 | 0.218439921908543 |
79 | 0.748247523732906 | 0.503504952534189 | 0.251752476267094 |
80 | 0.746379956384315 | 0.50724008723137 | 0.253620043615685 |
81 | 0.740023486039065 | 0.51995302792187 | 0.259976513960935 |
82 | 0.744044243631857 | 0.511911512736286 | 0.255955756368143 |
83 | 0.775659162191696 | 0.448681675616609 | 0.224340837808305 |
84 | 0.748105379245845 | 0.50378924150831 | 0.251894620754155 |
85 | 0.757849761998154 | 0.484300476003692 | 0.242150238001846 |
86 | 0.731441842882149 | 0.537116314235701 | 0.268558157117851 |
87 | 0.754101086673198 | 0.491797826653603 | 0.245898913326802 |
88 | 0.750927610129669 | 0.498144779740661 | 0.249072389870331 |
89 | 0.720653534737609 | 0.558692930524782 | 0.279346465262391 |
90 | 0.769234152225144 | 0.461531695549713 | 0.230765847774856 |
91 | 0.759033703309096 | 0.481932593381808 | 0.240966296690904 |
92 | 0.809728156920592 | 0.380543686158817 | 0.190271843079408 |
93 | 0.778710220616412 | 0.442579558767176 | 0.221289779383588 |
94 | 0.749706157222785 | 0.50058768555443 | 0.250293842777215 |
95 | 0.768669263400126 | 0.462661473199747 | 0.231330736599874 |
96 | 0.752265538403109 | 0.495468923193782 | 0.247734461596891 |
97 | 0.754439448754979 | 0.491121102490042 | 0.245560551245021 |
98 | 0.783854541475142 | 0.432290917049716 | 0.216145458524858 |
99 | 0.757932808819765 | 0.48413438236047 | 0.242067191180235 |
100 | 0.722748981428022 | 0.554502037143956 | 0.277251018571978 |
101 | 0.713112503336997 | 0.573774993326006 | 0.286887496663003 |
102 | 0.678772783854081 | 0.642454432291838 | 0.321227216145919 |
103 | 0.634402656949786 | 0.731194686100429 | 0.365597343050214 |
104 | 0.625195234971014 | 0.749609530057972 | 0.374804765028986 |
105 | 0.640740856420071 | 0.718518287159858 | 0.359259143579929 |
106 | 0.592587433234297 | 0.814825133531407 | 0.407412566765703 |
107 | 0.633431947526452 | 0.733136104947096 | 0.366568052473548 |
108 | 0.684916022164931 | 0.630167955670139 | 0.315083977835069 |
109 | 0.681749809470744 | 0.636500381058513 | 0.318250190529256 |
110 | 0.638860230460577 | 0.722279539078845 | 0.361139769539423 |
111 | 0.588001931732571 | 0.823996136534858 | 0.411998068267429 |
112 | 0.717878324098405 | 0.564243351803191 | 0.282121675901595 |
113 | 0.821939589105047 | 0.356120821789907 | 0.178060410894953 |
114 | 0.830857913591761 | 0.338284172816477 | 0.169142086408239 |
115 | 0.831404914899051 | 0.337190170201899 | 0.168595085100949 |
116 | 0.795509969390055 | 0.40898006121989 | 0.204490030609945 |
117 | 0.763311777156343 | 0.473376445687313 | 0.236688222843657 |
118 | 0.85391193452039 | 0.292176130959221 | 0.14608806547961 |
119 | 0.828035945589603 | 0.343928108820794 | 0.171964054410397 |
120 | 0.813088598109408 | 0.373822803781183 | 0.186911401890592 |
121 | 0.770010356391508 | 0.459979287216983 | 0.229989643608492 |
122 | 0.742389289757361 | 0.515221420485279 | 0.257610710242639 |
123 | 0.750377941053071 | 0.499244117893859 | 0.249622058946929 |
124 | 0.700164124283222 | 0.599671751433557 | 0.299835875716778 |
125 | 0.673840681470394 | 0.652318637059212 | 0.326159318529606 |
126 | 0.697057603417279 | 0.605884793165441 | 0.302942396582721 |
127 | 0.741856546070804 | 0.516286907858393 | 0.258143453929196 |
128 | 0.720349288492876 | 0.559301423014248 | 0.279650711507124 |
129 | 0.689779886759888 | 0.620440226480223 | 0.310220113240112 |
130 | 0.865334326063126 | 0.269331347873747 | 0.134665673936874 |
131 | 0.940687569931385 | 0.118624860137229 | 0.0593124300686146 |
132 | 0.927760293181385 | 0.14447941363723 | 0.0722397068186151 |
133 | 0.917107259980107 | 0.165785480039786 | 0.0828927400198929 |
134 | 0.879599293212496 | 0.240801413575007 | 0.120400706787504 |
135 | 0.909387422746619 | 0.181225154506761 | 0.0906125772533806 |
136 | 0.90365373534459 | 0.19269252931082 | 0.0963462646554098 |
137 | 0.949360805106811 | 0.101278389786378 | 0.0506391948931892 |
138 | 0.948635838302311 | 0.102728323395378 | 0.0513641616976891 |
139 | 0.930189069432767 | 0.139621861134465 | 0.0698109305672326 |
140 | 0.941473612521965 | 0.117052774956069 | 0.0585263874780346 |
141 | 0.969532910035692 | 0.0609341799286157 | 0.0304670899643079 |
142 | 0.986406271970596 | 0.027187456058807 | 0.0135937280294035 |
143 | 0.959302266423851 | 0.0813954671522976 | 0.0406977335761488 |
144 | 0.888340670742942 | 0.223318658514116 | 0.111659329257058 |
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 | 2 | 0.0148148148148148 | OK |
10% type I error level | 5 | 0.037037037037037 | OK |