| Multiple Linear Regression - Estimated Regression Equation |
| Werkloosheid[t] = + 147.452825345231 -0.766966107144957Productie[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) | 147.452825345231 | 18.032791 | 8.1769 | 0 | 0 |
| Productie | -0.766966107144957 | 0.162586 | -4.7173 | 1.5e-05 | 8e-06 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.526577470275251 |
| R-squared | 0.277283832201483 |
| Adjusted R-squared | 0.264823208618750 |
| F-TEST (value) | 22.2528054362962 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 58 |
| p-value | 1.54792737370180e-05 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 17.9423454241922 |
| Sum Squared Residuals | 18671.8100406197 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 100 | 70.756214630735 | 29.2437853692649 |
| 2 | 95.3 | 70.2960349664482 | 25.0039650335518 |
| 3 | 90.7 | 59.8652959092769 | 30.8347040907231 |
| 4 | 88.4 | 77.2754265414674 | 11.1245734585326 |
| 5 | 86 | 74.8211349986035 | 11.1788650013965 |
| 6 | 86 | 62.6263738949987 | 23.3736261050013 |
| 7 | 95.3 | 92.7681419057955 | 2.53185809420445 |
| 8 | 95.3 | 67.611653591441 | 27.6883464085590 |
| 9 | 88.4 | 61.3225315128523 | 27.0774684871477 |
| 10 | 86 | 62.9331603378567 | 23.0668396621433 |
| 11 | 81.4 | 60.8623518485653 | 20.5376481514347 |
| 12 | 83.7 | 74.5143485557456 | 9.18565144425444 |
| 13 | 95.3 | 68.3786196985859 | 26.9213803014141 |
| 14 | 88.4 | 69.2989790271598 | 19.1010209728402 |
| 15 | 86 | 70.4494281878773 | 15.5505718121227 |
| 16 | 83.7 | 65.4641484914351 | 18.2358515085649 |
| 17 | 76.7 | 70.2193383557338 | 6.4806616442662 |
| 18 | 79.1 | 59.7885992985624 | 19.3114007014376 |
| 19 | 86 | 91.2342096915056 | -5.23420969150563 |
| 20 | 86 | 66.23111459858 | 19.7688854014200 |
| 21 | 79.1 | 60.0953857414204 | 19.0046142585796 |
| 22 | 76.7 | 61.4759247342813 | 15.2240752657187 |
| 23 | 69.8 | 57.3343077556985 | 12.4656922443015 |
| 24 | 69.8 | 72.6736298985977 | -2.87362989859767 |
| 25 | 76.7 | 61.3225315128523 | 15.3774684871477 |
| 26 | 69.8 | 65.4641484914351 | 4.33585150856493 |
| 27 | 67.4 | 54.7266229914057 | 12.6733770085943 |
| 28 | 65.1 | 76.3550672128935 | -11.2550672128935 |
| 29 | 58.1 | 62.3962840628552 | -4.29628406285524 |
| 30 | 60.5 | 58.1012738628435 | 2.39872613715651 |
| 31 | 65.1 | 88.3197384843548 | -23.2197384843548 |
| 32 | 62.8 | 60.7089586271363 | 2.09104137286365 |
| 33 | 55.8 | 58.5614535271305 | -2.76145352713046 |
| 34 | 51.2 | 52.7325111128288 | -1.53251111282878 |
| 35 | 48.8 | 52.6558145021143 | -3.8558145021143 |
| 36 | 48.8 | 69.6057654700178 | -20.8057654700178 |
| 37 | 53.5 | 54.6499263806912 | -1.14992638069118 |
| 38 | 48.8 | 61.3992281235668 | -12.5992281235668 |
| 39 | 46.5 | 50.8150958449664 | -4.31509584496639 |
| 40 | 44.2 | 69.3756756378744 | -25.1756756378743 |
| 41 | 39.5 | 57.0275213128405 | -17.5275213128405 |
| 42 | 41.9 | 53.7295670521172 | -11.8295670521172 |
| 43 | 48.8 | 84.024728284343 | -35.224728284343 |
| 44 | 46.5 | 55.0334094342637 | -8.53340943426366 |
| 45 | 41.9 | 55.1868026556927 | -13.2868026556927 |
| 46 | 39.5 | 44.5259737663778 | -5.02597376637775 |
| 47 | 37.2 | 49.1277704092475 | -11.9277704092475 |
| 48 | 37.2 | 70.3727315771628 | -33.1727315771628 |
| 49 | 41.9 | 50.8150958449664 | -8.9150958449664 |
| 50 | 39.5 | 53.1926907771158 | -13.6926907771158 |
| 51 | 39.5 | 66.0777213771511 | -26.5777213771510 |
| 52 | 34.9 | 47.4404449735286 | -12.5404449735286 |
| 53 | 34.9 | 54.4198365485477 | -19.5198365485477 |
| 54 | 34.9 | 50.7383992342519 | -15.8383992342519 |
| 55 | 41.9 | 79.4229316414733 | -37.5229316414733 |
| 56 | 41.9 | 56.4139484271246 | -14.5139484271246 |
| 57 | 39.5 | 48.284107691388 | -8.78410769138803 |
| 58 | 39.5 | 42.9920415520878 | -3.49204155208784 |
| 59 | 41.9 | 53.1159941664013 | -11.2159941664013 |
| 60 | 46.5 | 68.0718332557279 | -21.5718332557279 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0601791254152831 | 0.120358250830566 | 0.939820874584717 |
| 6 | 0.0312021199802574 | 0.0624042399605148 | 0.968797880019743 |
| 7 | 0.0101345060613526 | 0.0202690121227052 | 0.989865493938647 |
| 8 | 0.00444894968361483 | 0.00889789936722966 | 0.995551050316385 |
| 9 | 0.0017206790198681 | 0.0034413580397362 | 0.998279320980132 |
| 10 | 0.000837254328531323 | 0.00167450865706265 | 0.999162745671469 |
| 11 | 0.000790557322948697 | 0.00158111464589739 | 0.99920944267705 |
| 12 | 0.00063579377681244 | 0.00127158755362488 | 0.999364206223188 |
| 13 | 0.000541330492686747 | 0.00108266098537349 | 0.999458669507313 |
| 14 | 0.000280304723678276 | 0.000560609447356552 | 0.999719695276322 |
| 15 | 0.000177880265723603 | 0.000355760531447205 | 0.999822119734276 |
| 16 | 0.000149363726783377 | 0.000298727453566753 | 0.999850636273217 |
| 17 | 0.000532585050485208 | 0.00106517010097042 | 0.999467414949515 |
| 18 | 0.000679788530244582 | 0.00135957706048916 | 0.999320211469755 |
| 19 | 0.000583703464855733 | 0.00116740692971147 | 0.999416296535144 |
| 20 | 0.000742248538249532 | 0.00148449707649906 | 0.99925775146175 |
| 21 | 0.00148853449448395 | 0.0029770689889679 | 0.998511465505516 |
| 22 | 0.00388832210379440 | 0.00777664420758881 | 0.996111677896206 |
| 23 | 0.0160388910701496 | 0.0320777821402992 | 0.98396110892985 |
| 24 | 0.0607043187221544 | 0.121408637444309 | 0.939295681277846 |
| 25 | 0.143998665995901 | 0.287997331991802 | 0.856001334004099 |
| 26 | 0.31375633316477 | 0.62751266632954 | 0.68624366683523 |
| 27 | 0.571337324736338 | 0.857325350527323 | 0.428662675263662 |
| 28 | 0.817795953201965 | 0.36440809359607 | 0.182204046798035 |
| 29 | 0.93407281214796 | 0.131854375704082 | 0.0659271878520409 |
| 30 | 0.979444860358079 | 0.0411102792838428 | 0.0205551396419214 |
| 31 | 0.995949161214997 | 0.00810167757000591 | 0.00405083878500296 |
| 32 | 0.999755743358166 | 0.000488513283667132 | 0.000244256641833566 |
| 33 | 0.999973619509203 | 5.27609815948624e-05 | 2.63804907974312e-05 |
| 34 | 0.99999409106147 | 1.18178770614830e-05 | 5.90893853074151e-06 |
| 35 | 0.99999769751898 | 4.60496203963822e-06 | 2.30248101981911e-06 |
| 36 | 0.999999078005395 | 1.84398921055317e-06 | 9.21994605276584e-07 |
| 37 | 0.999999955010964 | 8.99780723324759e-08 | 4.49890361662379e-08 |
| 38 | 0.99999998512879 | 2.97424183071219e-08 | 1.48712091535610e-08 |
| 39 | 0.999999993390318 | 1.32193639439577e-08 | 6.60968197197883e-09 |
| 40 | 0.999999991820252 | 1.63594966251375e-08 | 8.17974831256877e-09 |
| 41 | 0.999999982457516 | 3.50849681954027e-08 | 1.75424840977013e-08 |
| 42 | 0.999999952828186 | 9.43436281033805e-08 | 4.71718140516903e-08 |
| 43 | 0.999999962861936 | 7.42761288201526e-08 | 3.71380644100763e-08 |
| 44 | 0.999999979941111 | 4.01177777049984e-08 | 2.00588888524992e-08 |
| 45 | 0.99999993668441 | 1.26631179211957e-07 | 6.33155896059784e-08 |
| 46 | 0.999999717693757 | 5.64612485211656e-07 | 2.82306242605828e-07 |
| 47 | 0.99999881801197 | 2.36397606110245e-06 | 1.18198803055122e-06 |
| 48 | 0.999998384347466 | 3.23130506733471e-06 | 1.61565253366736e-06 |
| 49 | 0.999994633363043 | 1.07332739143379e-05 | 5.36663695716896e-06 |
| 50 | 0.999973135673706 | 5.37286525871199e-05 | 2.68643262935599e-05 |
| 51 | 0.999898830226206 | 0.000202339547588456 | 0.000101169773794228 |
| 52 | 0.999660546339949 | 0.00067890732010263 | 0.000339453660051315 |
| 53 | 0.999422190342988 | 0.00115561931402391 | 0.000577809657011953 |
| 54 | 0.999457998059345 | 0.00108400388130924 | 0.00054200194065462 |
| 55 | 0.999875336966088 | 0.000249326067825026 | 0.000124663033912513 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 40 | 0.784313725490196 | NOK |
| 5% type I error level | 43 | 0.843137254901961 | NOK |
| 10% type I error level | 44 | 0.862745098039216 | NOK |
