Multiple Linear Regression - Estimated Regression Equation |
Indicator_consumentenvertrouwen[t] = + 0.067879550356388 -24.5978200563323Date[t] + 0.249557264649599Vooruitzichten_economische_situatie[t] -0.25062271150787Vooruitzichten_werkloosheid[t] + 0.278284067961146Vooruitzichten_financiele_situatie[t] + 0.238567710490646Vooruitzichten_spaarvermogen[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) | 0.067879550356388 | 0.083317 | 0.8147 | 0.416545 | 0.208273 |
Date | -24.5978200563323 | 14.895326 | -1.6514 | 0.100782 | 0.050391 |
Vooruitzichten_economische_situatie | 0.249557264649599 | 0.003556 | 70.1798 | 0 | 0 |
Vooruitzichten_werkloosheid | -0.25062271150787 | 0.00136 | -184.2685 | 0 | 0 |
Vooruitzichten_financiele_situatie | 0.278284067961146 | 0.01493 | 18.6398 | 0 | 0 |
Vooruitzichten_spaarvermogen | 0.238567710490646 | 0.007088 | 33.6588 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.999358794679468 |
R-squared | 0.9987180005032 |
Adjusted R-squared | 0.998674689709389 |
F-TEST (value) | 23059.3326196137 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 148 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.311295099190828 |
Sum Squared Residuals | 14.3418865394737 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 9 | 8.94931913462648 | 0.0506808653735238 |
2 | 11 | 10.8817269115752 | 0.118273088424844 |
3 | 13 | 12.9254706190834 | 0.0745293809165757 |
4 | 12 | 11.8471899944213 | 0.15281000557872 |
5 | 13 | 12.8016378664518 | 0.198362133548221 |
6 | 15 | 15.0708288365752 | -0.0708288365751945 |
7 | 13 | 12.5859819069594 | 0.414018093040561 |
8 | 16 | 15.5577754889471 | 0.442224511052932 |
9 | 10 | 10.2923241498805 | -0.292324149880534 |
10 | 14 | 14.0322827265743 | -0.0322827265743127 |
11 | 14 | 14.0299079238468 | -0.0299079238468285 |
12 | 15 | 15.0310894140091 | -0.0310894140090968 |
13 | 13 | 13.2195459900074 | -0.21954599000736 |
14 | 8 | 8.40998706594184 | -0.409987065941837 |
15 | 7 | 7.34094619021573 | -0.340946190215733 |
16 | 3 | 3.59413318900004 | -0.594133189000038 |
17 | 3 | 3.26064365934724 | -0.260643659347235 |
18 | 4 | 3.78931267618713 | 0.210687323812866 |
19 | 4 | 4.25983758165745 | -0.259837581657452 |
20 | 0 | 0.438208666777858 | -0.438208666777858 |
21 | -4 | -4.08138613042108 | 0.0813861304210828 |
22 | -14 | -14.3670787668473 | 0.367078766847342 |
23 | -18 | -18.3726631123253 | 0.372663112325288 |
24 | -8 | -8.3661050112302 | 0.3661050112302 |
25 | -1 | -1.42434930802207 | 0.424349308022072 |
26 | 1 | 1.54814706533545 | -0.548147065335448 |
27 | 2 | 2.00624816791834 | -0.00624816791833866 |
28 | 0 | -0.185051065520829 | 0.185051065520829 |
29 | 1 | 1.22732087902465 | -0.227320879024648 |
30 | 0 | -0.24048200935844 | 0.24048200935844 |
31 | -1 | -1.55727860667849 | 0.55727860667849 |
32 | -3 | -3.55221239465807 | 0.552212394658066 |
33 | -3 | -3.55350946390387 | 0.553509463903875 |
34 | -3 | -2.82811384751879 | -0.171886152481209 |
35 | -4 | -3.84750811823213 | -0.152491881767867 |
36 | -8 | -8.10086770824557 | 0.10086770824557 |
37 | -9 | -9.03200599395131 | 0.0320059939513145 |
38 | -13 | -12.8351948805797 | -0.164805119420287 |
39 | -18 | -18.3345787081259 | 0.334578708125857 |
40 | -11 | -10.7597550249959 | -0.240244975004078 |
41 | -9 | -9.47460872627097 | 0.474608726270968 |
42 | -10 | -10.535824185793 | 0.535824185793043 |
43 | -13 | -12.8281740945366 | -0.171825905463435 |
44 | -11 | -10.626697431447 | -0.373302568553002 |
45 | -5 | -5.34966048865118 | 0.349660488651181 |
46 | -15 | -14.8412704511707 | -0.158729548829345 |
47 | -6 | -6.5776945600078 | 0.577694560007802 |
48 | -6 | -6.27552597828921 | 0.275525978289208 |
49 | -3 | -3.16133371943715 | 0.161333719437153 |
50 | -1 | -0.981475022832807 | -0.0185249771671934 |
51 | -3 | -2.70981246792524 | -0.29018753207476 |
52 | -4 | -3.98405904721256 | -0.0159409527874415 |
53 | -6 | -5.76203695707617 | -0.237963042923826 |
54 | 0 | -0.277638886673145 | 0.277638886673145 |
55 | -4 | -4.04321625329114 | 0.043216253291144 |
56 | -2 | -2.02710935351354 | 0.0271093535135441 |
57 | -2 | -2.35276733897365 | 0.352767338973646 |
58 | -6 | -6.28811424145623 | 0.288114241456231 |
59 | -7 | -7.11219625146905 | 0.112196251469047 |
60 | -6 | -5.88199159555019 | -0.118008404449811 |
61 | -6 | -5.45662843033475 | -0.543371569665249 |
62 | -3 | -3.52632087650404 | 0.526320876504041 |
63 | -2 | -2.28123369922897 | 0.281233699228969 |
64 | -5 | -4.59697092712805 | -0.403029072871951 |
65 | -11 | -11.5834069715625 | 0.583406971562458 |
66 | -11 | -10.8391902751913 | -0.160809724808659 |
67 | -11 | -11.3385180429029 | 0.338518042902907 |
68 | -10 | -9.61736089150481 | -0.382639108495187 |
69 | -14 | -13.6239857542981 | -0.376014245701948 |
70 | -8 | -8.06192472695059 | 0.0619247269505887 |
71 | -9 | -9.29114152086786 | 0.291141520867862 |
72 | -5 | -4.87729639329061 | -0.12270360670939 |
73 | -1 | -0.982643957330628 | -0.0173560426693719 |
74 | -2 | -2.19873418760001 | 0.198734187600008 |
75 | -5 | -5.23087886421289 | 0.230878864212886 |
76 | -4 | -3.50083700833221 | -0.499162991667788 |
77 | -6 | -5.53723853390725 | -0.462761466092751 |
78 | -2 | -2.03794177504969 | 0.0379417750496865 |
79 | -2 | -1.7907225267566 | -0.2092774732434 |
80 | -2 | -1.5108697015629 | -0.489130298437102 |
81 | -2 | -1.59264043286041 | -0.407359567139591 |
82 | 2 | 2.4695972148013 | -0.469597214801299 |
83 | 1 | 0.764316562533402 | 0.235683437466598 |
84 | -8 | -7.86307144764239 | -0.136928552357607 |
85 | -1 | -1.13895144473929 | 0.138951444739294 |
86 | 1 | 1.02745013747186 | -0.0274501374718582 |
87 | -1 | -0.500952160415841 | -0.499047839584159 |
88 | 2 | 1.8469844647417 | 0.153015535258301 |
89 | 2 | 1.99104204784908 | 0.00895795215091842 |
90 | 1 | 1.472923809577 | -0.472923809577003 |
91 | -1 | -0.783236620799859 | -0.216763379200141 |
92 | -2 | -2.31623579169689 | 0.316235791696885 |
93 | -2 | -1.79958502620711 | -0.200414973792891 |
94 | -1 | -0.838076997466413 | -0.161923002533587 |
95 | -8 | -7.58983947422266 | -0.410160525777337 |
96 | -4 | -4.10827385483974 | 0.10827385483974 |
97 | -6 | -6.24608281718467 | 0.246082817184665 |
98 | -3 | -3.41070561804074 | 0.410705618040741 |
99 | -3 | -3.25744777999586 | 0.257447779995861 |
100 | -7 | -7.23816883716538 | 0.23816883716538 |
101 | -9 | -8.80803734053572 | -0.191962659464284 |
102 | -11 | -11.1570998439805 | 0.157099843980469 |
103 | -13 | -13.1278673939659 | 0.12786739396591 |
104 | -11 | -11.3290350784564 | 0.329035078456372 |
105 | -9 | -8.61562835018698 | -0.384371649813024 |
106 | -17 | -17.2118308874294 | 0.211830887429412 |
107 | -22 | -21.6714632454527 | -0.328536754547251 |
108 | -25 | -24.7156507098123 | -0.284349290187724 |
109 | -20 | -20.3036381054412 | 0.303638105441197 |
110 | -24 | -24.0603262631815 | 0.0603262631814811 |
111 | -24 | -24.1169032347993 | 0.116903234799333 |
112 | -22 | -21.5034357746031 | -0.496564225396867 |
113 | -19 | -19.4826815251131 | 0.482681525113132 |
114 | -18 | -17.5523495447231 | -0.447650455276917 |
115 | -17 | -17.3859651612863 | 0.385965161286334 |
116 | -11 | -11.0975420355927 | 0.0975420355926531 |
117 | -11 | -11.1207754026219 | 0.120775402621855 |
118 | -12 | -11.3251228735186 | -0.674877126481389 |
119 | -10 | -9.80492354229786 | -0.195076457702137 |
120 | -15 | -15.1369675421745 | 0.136967542174454 |
121 | -15 | -14.7856909069798 | -0.214309093020223 |
122 | -15 | -15.0531681411858 | 0.0531681411858046 |
123 | -13 | -12.5191073762137 | -0.48089262378635 |
124 | -8 | -7.96625396655655 | -0.0337460334434501 |
125 | -13 | -12.8325010220056 | -0.167498977994371 |
126 | -9 | -9.31899396617817 | 0.318993966178166 |
127 | -7 | -6.78885949773662 | -0.211140502263377 |
128 | -4 | -4.05594737974432 | 0.0559473797443196 |
129 | -4 | -4.07597831474952 | 0.0759783147495191 |
130 | -2 | -2.56532205726848 | 0.565322057268479 |
131 | 0 | -0.342888964846114 | 0.342888964846114 |
132 | -2 | -1.90885843392959 | -0.091141566070408 |
133 | -3 | -3.02095828929659 | 0.0209582892965889 |
134 | 1 | 1.30292211165914 | -0.302922111659136 |
135 | -2 | -2.54914795346196 | 0.549147953461963 |
136 | -1 | -1.25720510647915 | 0.257205106479146 |
137 | 1 | 0.756813624857466 | 0.243186375142534 |
138 | -3 | -2.57556374040727 | -0.424436259592729 |
139 | -4 | -4.31520302822712 | 0.315203028227119 |
140 | -9 | -8.76735898388594 | -0.232641016114058 |
141 | -9 | -8.62327702282932 | -0.376722977170679 |
142 | -7 | -6.59471738291493 | -0.405282617085071 |
143 | -14 | -13.9210963576993 | -0.0789036423007006 |
144 | -12 | -11.97376483554 | -0.0262351644600213 |
145 | -16 | -16.3014692016587 | 0.301469201658746 |
146 | -20 | -19.6444750278965 | -0.355524972103545 |
147 | -12 | -12.0866232282987 | 0.0866232282986741 |
148 | -12 | -11.8226956107421 | -0.177304389257894 |
149 | -10 | -10.1277167440857 | 0.127716744085677 |
150 | -10 | -9.82620366277516 | -0.173796337224845 |
151 | -13 | -13.0497249256989 | 0.0497249256988969 |
152 | -16 | -15.8542548790109 | -0.145745120989075 |
153 | -14 | -13.8856087456704 | -0.114391254329552 |
154 | -17 | -16.6975768987226 | -0.302423101277399 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.551231511984809 | 0.897536976030383 | 0.448768488015191 |
10 | 0.389137786448017 | 0.778275572896035 | 0.610862213551983 |
11 | 0.253343302640992 | 0.506686605281985 | 0.746656697359008 |
12 | 0.153108850406814 | 0.306217700813629 | 0.846891149593186 |
13 | 0.0946796428804157 | 0.189359285760831 | 0.905320357119584 |
14 | 0.0544710830161004 | 0.108942166032201 | 0.9455289169839 |
15 | 0.0293400129620535 | 0.058680025924107 | 0.970659987037947 |
16 | 0.0202596719688747 | 0.0405193439377493 | 0.979740328031125 |
17 | 0.0105201265203167 | 0.0210402530406335 | 0.989479873479683 |
18 | 0.0395403316130488 | 0.0790806632260976 | 0.960459668386951 |
19 | 0.0263695922934262 | 0.0527391845868525 | 0.973630407706574 |
20 | 0.0266191759723823 | 0.0532383519447646 | 0.973380824027618 |
21 | 0.0501192766084166 | 0.100238553216833 | 0.949880723391583 |
22 | 0.100987073888205 | 0.20197414777641 | 0.899012926111795 |
23 | 0.0781440358620624 | 0.156288071724125 | 0.921855964137938 |
24 | 0.0681211560527045 | 0.136242312105409 | 0.931878843947295 |
25 | 0.0505094658297948 | 0.10101893165959 | 0.949490534170205 |
26 | 0.30056115344124 | 0.60112230688248 | 0.69943884655876 |
27 | 0.273277306810757 | 0.546554613621514 | 0.726722693189243 |
28 | 0.226475387464303 | 0.452950774928607 | 0.773524612535697 |
29 | 0.299373122539526 | 0.598746245079051 | 0.700626877460474 |
30 | 0.2478120376827 | 0.495624075365401 | 0.7521879623173 |
31 | 0.272107960421268 | 0.544215920842535 | 0.727892039578732 |
32 | 0.310759235858995 | 0.621518471717989 | 0.689240764141005 |
33 | 0.326726882893741 | 0.653453765787483 | 0.673273117106259 |
34 | 0.432474356188944 | 0.864948712377887 | 0.567525643811056 |
35 | 0.531561174630024 | 0.936877650739953 | 0.468438825369976 |
36 | 0.4970267832299 | 0.9940535664598 | 0.5029732167701 |
37 | 0.442193551619558 | 0.884387103239117 | 0.557806448380442 |
38 | 0.403610930314648 | 0.807221860629296 | 0.596389069685352 |
39 | 0.423172171409098 | 0.846344342818197 | 0.576827828590902 |
40 | 0.429929204700769 | 0.859858409401539 | 0.570070795299231 |
41 | 0.441430499867001 | 0.882860999734001 | 0.558569500132999 |
42 | 0.475927520563446 | 0.951855041126893 | 0.524072479436554 |
43 | 0.509732947495879 | 0.980534105008242 | 0.490267052504121 |
44 | 0.629418955593332 | 0.741162088813336 | 0.370581044406668 |
45 | 0.606359461129508 | 0.787281077740984 | 0.393640538870492 |
46 | 0.62327840569816 | 0.753443188603681 | 0.37672159430184 |
47 | 0.664159135988918 | 0.671681728022164 | 0.335840864011082 |
48 | 0.636072069717786 | 0.727855860564429 | 0.363927930282214 |
49 | 0.591790960881316 | 0.816418078237369 | 0.408209039118684 |
50 | 0.55507956630928 | 0.88984086738144 | 0.44492043369072 |
51 | 0.580685502713255 | 0.83862899457349 | 0.419314497286745 |
52 | 0.536139703036769 | 0.927720593926463 | 0.463860296963232 |
53 | 0.534689694124342 | 0.930620611751316 | 0.465310305875658 |
54 | 0.50852412945129 | 0.982951741097421 | 0.49147587054871 |
55 | 0.462019837145335 | 0.924039674290671 | 0.537980162854665 |
56 | 0.418210538285658 | 0.836421076571316 | 0.581789461714342 |
57 | 0.416665108248847 | 0.833330216497695 | 0.583334891751153 |
58 | 0.410006455558675 | 0.82001291111735 | 0.589993544441325 |
59 | 0.382727137617584 | 0.765454275235168 | 0.617272862382416 |
60 | 0.388810021584154 | 0.777620043168308 | 0.611189978415846 |
61 | 0.475563479594237 | 0.951126959188474 | 0.524436520405763 |
62 | 0.588554133213681 | 0.822891733572638 | 0.411445866786319 |
63 | 0.585354251332117 | 0.829291497335766 | 0.414645748667883 |
64 | 0.626320064893201 | 0.747359870213598 | 0.373679935106799 |
65 | 0.762192461988648 | 0.475615076022705 | 0.237807538011352 |
66 | 0.736112294653239 | 0.527775410693521 | 0.26388770534676 |
67 | 0.777505205022854 | 0.444989589954291 | 0.222494794977146 |
68 | 0.798717165566393 | 0.402565668867213 | 0.201282834433606 |
69 | 0.798298280082773 | 0.403403439834453 | 0.201701719917226 |
70 | 0.774219974653085 | 0.45156005069383 | 0.225780025346915 |
71 | 0.789728074673102 | 0.420543850653797 | 0.210271925326898 |
72 | 0.784489040669973 | 0.431021918660054 | 0.215510959330027 |
73 | 0.752919174902207 | 0.494161650195585 | 0.247080825097793 |
74 | 0.755831093963794 | 0.488337812072412 | 0.244168906036206 |
75 | 0.77346158580364 | 0.453076828392719 | 0.22653841419636 |
76 | 0.794370272087034 | 0.411259455825933 | 0.205629727912966 |
77 | 0.814036514282892 | 0.371926971434216 | 0.185963485717108 |
78 | 0.795604863273417 | 0.408790273453167 | 0.204395136726584 |
79 | 0.774342270863356 | 0.451315458273287 | 0.225657729136643 |
80 | 0.792477613839655 | 0.41504477232069 | 0.207522386160345 |
81 | 0.793760495761691 | 0.412479008476618 | 0.206239504238309 |
82 | 0.815496058927552 | 0.369007882144896 | 0.184503941072448 |
83 | 0.820360128237302 | 0.359279743525396 | 0.179639871762698 |
84 | 0.806073275334781 | 0.387853449330438 | 0.193926724665219 |
85 | 0.792935841922714 | 0.414128316154571 | 0.207064158077285 |
86 | 0.75967999309171 | 0.480640013816579 | 0.24032000690829 |
87 | 0.785228442742766 | 0.429543114514467 | 0.214771557257234 |
88 | 0.771068845964597 | 0.457862308070806 | 0.228931154035403 |
89 | 0.736732252407961 | 0.526535495184077 | 0.263267747592039 |
90 | 0.771167784639578 | 0.457664430720844 | 0.228832215360422 |
91 | 0.74513551296235 | 0.509728974075301 | 0.25486448703765 |
92 | 0.790230603387512 | 0.419538793224977 | 0.209769396612488 |
93 | 0.755159042986226 | 0.489681914027548 | 0.244840957013774 |
94 | 0.717013243563581 | 0.565973512872838 | 0.282986756436419 |
95 | 0.718726885501437 | 0.562546228997125 | 0.281273114498563 |
96 | 0.703489231056872 | 0.593021537886256 | 0.296510768943128 |
97 | 0.714200632278969 | 0.571598735442062 | 0.285799367721031 |
98 | 0.753930309263562 | 0.492139381472876 | 0.246069690736438 |
99 | 0.733294522315673 | 0.533410955368653 | 0.266705477684327 |
100 | 0.709629649221912 | 0.580740701556176 | 0.290370350778088 |
101 | 0.678722049354426 | 0.642555901291148 | 0.321277950645574 |
102 | 0.639296056700234 | 0.721407886599532 | 0.360703943299766 |
103 | 0.606001921007028 | 0.787996157985943 | 0.393998078992972 |
104 | 0.639706541776905 | 0.72058691644619 | 0.360293458223095 |
105 | 0.629613102890455 | 0.740773794219089 | 0.370386897109545 |
106 | 0.614823424604955 | 0.770353150790091 | 0.385176575395045 |
107 | 0.609225629657618 | 0.781548740684765 | 0.390774370342382 |
108 | 0.586937392477258 | 0.826125215045484 | 0.413062607522742 |
109 | 0.613869927029073 | 0.772260145941854 | 0.386130072970927 |
110 | 0.597831685746561 | 0.804336628506878 | 0.402168314253439 |
111 | 0.585324545365988 | 0.829350909268025 | 0.414675454634012 |
112 | 0.641271104487334 | 0.717457791025331 | 0.358728895512666 |
113 | 0.814386096696355 | 0.37122780660729 | 0.185613903303645 |
114 | 0.809691518095884 | 0.380616963808231 | 0.190308481904116 |
115 | 0.85025768127067 | 0.299484637458659 | 0.14974231872933 |
116 | 0.821837706124176 | 0.356324587751647 | 0.178162293875824 |
117 | 0.799436387520181 | 0.401127224959638 | 0.200563612479819 |
118 | 0.875403217700384 | 0.249193564599231 | 0.124596782299616 |
119 | 0.850221597685023 | 0.299556804629954 | 0.149778402314977 |
120 | 0.853318321136788 | 0.293363357726424 | 0.146681678863212 |
121 | 0.818674681182206 | 0.362650637635588 | 0.181325318817794 |
122 | 0.803835269039785 | 0.39232946192043 | 0.196164730960215 |
123 | 0.808907297143829 | 0.382185405712342 | 0.191092702856171 |
124 | 0.762404728858171 | 0.475190542283658 | 0.237595271141829 |
125 | 0.714436935593591 | 0.571126128812818 | 0.285563064406409 |
126 | 0.773611954103765 | 0.452776091792469 | 0.226388045896235 |
127 | 0.76179974199144 | 0.47640051601712 | 0.23820025800856 |
128 | 0.705517548970013 | 0.588964902059975 | 0.294482451029987 |
129 | 0.642849124559425 | 0.71430175088115 | 0.357150875440575 |
130 | 0.904105388139488 | 0.191789223721023 | 0.0958946118605116 |
131 | 0.958846493737297 | 0.0823070125254068 | 0.0411535062627034 |
132 | 0.938431502040074 | 0.123136995919853 | 0.0615684979599263 |
133 | 0.91133316377835 | 0.1773336724433 | 0.0886668362216498 |
134 | 0.892296816452854 | 0.215406367094293 | 0.107703183547146 |
135 | 0.918566886528965 | 0.16286622694207 | 0.0814331134710349 |
136 | 0.903756663738161 | 0.192486672523679 | 0.0962433362618393 |
137 | 0.911388809473027 | 0.177222381053945 | 0.0886111905269725 |
138 | 0.955480340930738 | 0.0890393181385245 | 0.0445196590692622 |
139 | 0.946567903735277 | 0.106864192529447 | 0.0534320962647233 |
140 | 0.943855186561902 | 0.112289626876196 | 0.0561448134380979 |
141 | 0.941560729980702 | 0.116878540038595 | 0.0584392700192977 |
142 | 0.979944559649186 | 0.0401108807016272 | 0.0200554403508136 |
143 | 0.968285280447618 | 0.0634294391047635 | 0.0317147195523817 |
144 | 0.961397295350488 | 0.0772054092990242 | 0.0386027046495121 |
145 | 0.907741648883556 | 0.184516702232889 | 0.0922583511164444 |
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 | 3 | 0.0218978102189781 | OK |
10% type I error level | 11 | 0.0802919708029197 | OK |