| Multiple Linear Regression - Estimated Regression Equation |
| Werkzoekend[t] = + 226473.427381757 + 21.4576880953638Bouw[t] -1.90264946961537Auto[t] + 0.469588601620351Krediet[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) | 226473.427381757 | 45628.410339 | 4.9634 | 7e-06 | 3e-06 |
| Bouw | 21.4576880953638 | 5.89434 | 3.6404 | 0.000588 | 0.000294 |
| Auto | -1.90264946961537 | 0.64903 | -2.9315 | 0.004847 | 0.002424 |
| Krediet | 0.469588601620351 | 0.061879 | 7.5888 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.77380861565493 |
| R-squared | 0.598779773661799 |
| Adjusted R-squared | 0.577662919643999 |
| F-TEST (value) | 28.3555388107086 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 57 |
| p-value | 2.37367903110908e-11 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 27599.8633201017 |
| Sum Squared Residuals | 43419889951.4327 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 593530 | 608453.680860078 | -14923.6808600785 |
| 2 | 610763 | 604090.701575795 | 6672.29842420542 |
| 3 | 612613 | 605705.574364279 | 6907.42563572088 |
| 4 | 611324 | 609850.422293028 | 1473.57770697200 |
| 5 | 594167 | 599085.449682279 | -4918.44968227912 |
| 6 | 595454 | 611605.219468407 | -16151.2194684070 |
| 7 | 590865 | 576863.600356843 | 14001.3996431568 |
| 8 | 589379 | 590586.144975476 | -1207.14497547625 |
| 9 | 584428 | 597730.201966581 | -13302.2019665813 |
| 10 | 573100 | 595166.150047963 | -22066.1500479635 |
| 11 | 567456 | 618788.279880269 | -51332.2798802691 |
| 12 | 569028 | 605029.144212899 | -36001.1442128991 |
| 13 | 620735 | 587909.729132674 | 32825.2708673256 |
| 14 | 628884 | 601614.535121482 | 27269.4648785176 |
| 15 | 628232 | 596283.073879181 | 31948.9261208187 |
| 16 | 612117 | 584335.376576128 | 27781.6234238722 |
| 17 | 595404 | 577560.706380866 | 17843.2936191344 |
| 18 | 597141 | 614479.11842571 | -17338.1184257097 |
| 19 | 593408 | 568624.017874742 | 24783.982125258 |
| 20 | 590072 | 556068.510207757 | 34003.4897922427 |
| 21 | 579799 | 566243.103669059 | 13555.8963309408 |
| 22 | 574205 | 550874.223196735 | 23330.7768032654 |
| 23 | 572775 | 561144.693492737 | 11630.3065072630 |
| 24 | 572942 | 570805.878517118 | 2136.12148288225 |
| 25 | 619567 | 557209.945501875 | 62357.0544981248 |
| 26 | 625809 | 564129.658036409 | 61679.3419635911 |
| 27 | 619916 | 565963.931928613 | 53952.0680713865 |
| 28 | 587625 | 568809.034972462 | 18815.9650275383 |
| 29 | 565742 | 550159.319344725 | 15582.6806552752 |
| 30 | 557274 | 574995.113842583 | -17721.1138425829 |
| 31 | 560576 | 530963.418502433 | 29612.5814975668 |
| 32 | 548854 | 525037.42514309 | 23816.5748569103 |
| 33 | 531673 | 535676.885733023 | -4003.88573302257 |
| 34 | 525919 | 524371.584571724 | 1547.41542827570 |
| 35 | 511038 | 523514.077035629 | -12476.0770356294 |
| 36 | 498662 | 540363.41917636 | -41701.4191763600 |
| 37 | 555362 | 534610.725732337 | 20751.2742676633 |
| 38 | 564591 | 544121.594038759 | 20469.4059612410 |
| 39 | 541657 | 521346.075743118 | 20310.9242568816 |
| 40 | 527070 | 548505.934558052 | -21435.9345580520 |
| 41 | 509846 | 533972.144942107 | -24126.1449421067 |
| 42 | 514258 | 537207.4815129 | -22949.4815129005 |
| 43 | 516922 | 511553.527408822 | 5368.47259117761 |
| 44 | 507561 | 523383.077673436 | -15822.077673436 |
| 45 | 492622 | 512178.90420725 | -19556.9042072498 |
| 46 | 490243 | 512862.331064657 | -22619.3310646572 |
| 47 | 469357 | 513605.583749702 | -44248.5837497025 |
| 48 | 477580 | 522136.546567519 | -44556.5465675194 |
| 49 | 528379 | 516043.413929716 | 12335.5860702842 |
| 50 | 533590 | 517738.939192846 | 15851.0608071537 |
| 51 | 517945 | 525046.688702559 | -7101.68870255919 |
| 52 | 506174 | 515923.505829981 | -9749.50582998092 |
| 53 | 501866 | 536070.913437983 | -34204.9134379826 |
| 54 | 516141 | 565157.678824496 | -49016.6788244956 |
| 55 | 528222 | 509090.851922228 | 19131.1480777723 |
| 56 | 532638 | 528822.383962422 | 3815.61603757782 |
| 57 | 536322 | 535027.36666387 | 1294.63333612943 |
| 58 | 536535 | 546386.92267365 | -9851.92267364996 |
| 59 | 523597 | 566021.81575367 | -42424.8157536696 |
| 60 | 536214 | 580161.102562642 | -43947.1025626422 |
| 61 | 586570 | 584671.139398263 | 1898.86060173689 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.049963962664105 | 0.09992792532821 | 0.950036037335895 |
| 8 | 0.0157654347024423 | 0.0315308694048846 | 0.984234565297558 |
| 9 | 0.00636541134066913 | 0.0127308226813383 | 0.99363458865933 |
| 10 | 0.00358568081220047 | 0.00717136162440095 | 0.9964143191878 |
| 11 | 0.00198343504531564 | 0.00396687009063128 | 0.998016564954684 |
| 12 | 0.000778930459825818 | 0.00155786091965164 | 0.999221069540174 |
| 13 | 0.00705414441657754 | 0.0141082888331551 | 0.992945855583423 |
| 14 | 0.0229533430816159 | 0.0459066861632319 | 0.977046656918384 |
| 15 | 0.0201257554391902 | 0.0402515108783805 | 0.97987424456081 |
| 16 | 0.0123788161126373 | 0.0247576322252745 | 0.987621183887363 |
| 17 | 0.0176833511503884 | 0.0353667023007769 | 0.982316648849612 |
| 18 | 0.0128242890373003 | 0.0256485780746006 | 0.9871757109627 |
| 19 | 0.00714609418836677 | 0.0142921883767335 | 0.992853905811633 |
| 20 | 0.00490942383262973 | 0.00981884766525946 | 0.99509057616737 |
| 21 | 0.00245196443134936 | 0.00490392886269872 | 0.99754803556865 |
| 22 | 0.00356387015780611 | 0.00712774031561221 | 0.996436129842194 |
| 23 | 0.00280914531595592 | 0.00561829063191184 | 0.997190854684044 |
| 24 | 0.00202190434530157 | 0.00404380869060314 | 0.997978095654698 |
| 25 | 0.00338968037517873 | 0.00677936075035745 | 0.996610319624821 |
| 26 | 0.00869673531913785 | 0.0173934706382757 | 0.991303264680862 |
| 27 | 0.0255640650809996 | 0.0511281301619993 | 0.974435934919 |
| 28 | 0.0376553090415726 | 0.0753106180831453 | 0.962344690958427 |
| 29 | 0.141594228733979 | 0.283188457467957 | 0.858405771266021 |
| 30 | 0.299075406292177 | 0.598150812584354 | 0.700924593707823 |
| 31 | 0.396340129782531 | 0.792680259565063 | 0.603659870217469 |
| 32 | 0.487731794278049 | 0.975463588556099 | 0.512268205721951 |
| 33 | 0.568524137206347 | 0.862951725587305 | 0.431475862793653 |
| 34 | 0.615787341588737 | 0.768425316822526 | 0.384212658411263 |
| 35 | 0.673723071370062 | 0.652553857259876 | 0.326276928629938 |
| 36 | 0.781080233251251 | 0.437839533497497 | 0.218919766748749 |
| 37 | 0.8101435876376 | 0.379712824724801 | 0.189856412362400 |
| 38 | 0.900181224110683 | 0.199637551778634 | 0.0998187758893171 |
| 39 | 0.905088858294506 | 0.189822283410988 | 0.094911141705494 |
| 40 | 0.936584705554151 | 0.126830588891698 | 0.063415294445849 |
| 41 | 0.931751719703566 | 0.136496560592867 | 0.0682482802964337 |
| 42 | 0.925196767413678 | 0.149606465172645 | 0.0748032325863225 |
| 43 | 0.917528834188887 | 0.164942331622226 | 0.0824711658111132 |
| 44 | 0.915699831691903 | 0.168600336616194 | 0.0843001683080968 |
| 45 | 0.883953915918702 | 0.232092168162596 | 0.116046084081298 |
| 46 | 0.846339183781376 | 0.307321632437249 | 0.153660816218624 |
| 47 | 0.92487798140786 | 0.150244037184280 | 0.0751220185921399 |
| 48 | 0.925183704262344 | 0.149632591475312 | 0.074816295737656 |
| 49 | 0.894110358651663 | 0.211779282696673 | 0.105889641348337 |
| 50 | 0.890249349507463 | 0.219501300985074 | 0.109750650492537 |
| 51 | 0.844970762830194 | 0.310058474339613 | 0.155029237169806 |
| 52 | 0.743680541354453 | 0.512638917291094 | 0.256319458645547 |
| 53 | 0.64504953945264 | 0.709900921094721 | 0.354950460547361 |
| 54 | 0.52835048218553 | 0.94329903562894 | 0.47164951781447 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 9 | 0.1875 | NOK |
| 5% type I error level | 19 | 0.395833333333333 | NOK |
| 10% type I error level | 22 | 0.458333333333333 | NOK |
