| Multiple Linear Regression - Estimated Regression Equation |
| Werkloosheid[t] = + 434.393784762256 -0.0075438885580698Export[t] -0.788029037341926t + 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) | 434.393784762256 | 27.049263 | 16.0594 | 0 | 0 |
| Export | -0.0075438885580698 | 0.005609 | -1.3451 | 0.183839 | 0.09192 |
| t | -0.788029037341926 | 0.247405 | -3.1852 | 0.002329 | 0.001164 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.59474503976666 |
| R-squared | 0.353721662327046 |
| Adjusted R-squared | 0.331436202407289 |
| F-TEST (value) | 15.8723070378932 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 58 |
| p-value | 3.17810599714807e-06 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 25.3767396765567 |
| Sum Squared Residuals | 37350.7771634801 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 401 | 401.744896788762 | -0.744896788762101 |
| 2 | 394 | 397.909891162815 | -3.90989116281551 |
| 3 | 372 | 392.987811195651 | -20.9878111956514 |
| 4 | 334 | 396.91169495168 | -62.9116949516798 |
| 5 | 320 | 395.455277388093 | -75.455277388093 |
| 6 | 334 | 388.184030523946 | -54.1840305239458 |
| 7 | 400 | 390.924278165213 | 9.07572183478686 |
| 8 | 427 | 397.662786742257 | 29.3372132577426 |
| 9 | 423 | 392.271476906781 | 30.7285230932187 |
| 10 | 395 | 389.750616667651 | 5.24938333234922 |
| 11 | 373 | 390.957946153918 | -17.9579461539183 |
| 12 | 377 | 389.228439824529 | -12.2284398245293 |
| 13 | 391 | 394.30880169651 | -3.30880169650984 |
| 14 | 398 | 388.728140258226 | 9.27185974177382 |
| 15 | 393 | 383.892060620624 | 9.107939379376 |
| 16 | 375 | 382.124834848445 | -7.12483484844461 |
| 17 | 371 | 380.132801197235 | -9.13280119723475 |
| 18 | 364 | 376.354374735474 | -12.3543747354740 |
| 19 | 400 | 379.726045849052 | 20.2739541509483 |
| 20 | 406 | 383.409279560078 | 22.5907204399222 |
| 21 | 407 | 373.66967235973 | 33.3303276402698 |
| 22 | 397 | 377.266151352338 | 19.7338486476616 |
| 23 | 389 | 374.651746895088 | 14.3482531049122 |
| 24 | 394 | 371.579428402362 | 22.4205715976376 |
| 25 | 399 | 375.7967694233 | 23.2032305767003 |
| 26 | 401 | 373.339277848057 | 27.660722151943 |
| 27 | 396 | 364.935693311344 | 31.0643066886564 |
| 28 | 392 | 373.523208973971 | 18.4767910260292 |
| 29 | 384 | 365.232782765628 | 18.7672172343715 |
| 30 | 370 | 368.750050928377 | 1.24994907162302 |
| 31 | 380 | 366.039839086439 | 13.9601609135611 |
| 32 | 376 | 370.359776991766 | 5.640223008234 |
| 33 | 378 | 365.338872084491 | 12.6611279155089 |
| 34 | 376 | 361.745270892403 | 14.2547291075970 |
| 35 | 373 | 360.987417409293 | 12.0125825907066 |
| 36 | 374 | 363.947946596456 | 10.0520534035437 |
| 37 | 379 | 362.02908866426 | 16.9709113357403 |
| 38 | 376 | 358.679909461453 | 17.3200905385469 |
| 39 | 371 | 350.326114589223 | 20.673885410777 |
| 40 | 375 | 361.456675084776 | 13.5433249152245 |
| 41 | 360 | 357.211281921270 | 2.78871807872977 |
| 42 | 338 | 354.694193626419 | -16.6941936264187 |
| 43 | 352 | 348.530389602596 | 3.46961039740375 |
| 44 | 344 | 356.29637580125 | -12.2963758012497 |
| 45 | 330 | 349.679938463943 | -19.679938463943 |
| 46 | 334 | 346.906357958117 | -12.9063579581171 |
| 47 | 333 | 347.133736320691 | -14.1337363206914 |
| 48 | 343 | 353.163119373277 | -10.1631193732771 |
| 49 | 350 | 352.396213223898 | -2.39621322389781 |
| 50 | 341 | 349.967388425176 | -8.9673884251757 |
| 51 | 320 | 349.908853411399 | -29.9088534113991 |
| 52 | 302 | 340.572089860053 | -38.5720898600525 |
| 53 | 287 | 344.623465332712 | -57.6234653327123 |
| 54 | 304 | 341.336146016082 | -37.3361460160819 |
| 55 | 370 | 337.478508724461 | 32.5214912755386 |
| 56 | 385 | 349.798740445622 | 35.2012595543785 |
| 57 | 365 | 336.981226713582 | 28.0187732864185 |
| 58 | 333 | 339.627930136729 | -6.62793013672876 |
| 59 | 313 | 347.796759984383 | -34.7967599843831 |
| 60 | 330 | 347.033625779283 | -17.0336257792828 |
| 61 | 367 | 352.542480521362 | 14.4575194786383 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.128576740255717 | 0.257153480511434 | 0.871423259744283 |
| 7 | 0.992375863344742 | 0.0152482733105155 | 0.00762413665525777 |
| 8 | 0.996077462220734 | 0.00784507555853108 | 0.00392253777926554 |
| 9 | 0.995870990328615 | 0.00825801934276989 | 0.00412900967138494 |
| 10 | 0.991421617237413 | 0.0171567655251744 | 0.0085783827625872 |
| 11 | 0.993190649140393 | 0.0136187017192134 | 0.0068093508596067 |
| 12 | 0.991488704806038 | 0.0170225903879249 | 0.00851129519396243 |
| 13 | 0.990554780978801 | 0.0188904380423976 | 0.0094452190211988 |
| 14 | 0.984058835973443 | 0.0318823280531135 | 0.0159411640265567 |
| 15 | 0.975771054708717 | 0.0484578905825654 | 0.0242289452912827 |
| 16 | 0.969525058176965 | 0.0609498836460701 | 0.0304749418230350 |
| 17 | 0.965433010901005 | 0.0691339781979901 | 0.0345669890989951 |
| 18 | 0.965861959025217 | 0.0682760819495657 | 0.0341380409747829 |
| 19 | 0.95333000557903 | 0.093339988841942 | 0.046669994420971 |
| 20 | 0.93017930392075 | 0.139641392158502 | 0.0698206960792508 |
| 21 | 0.931785447538073 | 0.136429104923854 | 0.068214552461927 |
| 22 | 0.901613928020361 | 0.196772143959278 | 0.098386071979639 |
| 23 | 0.865716998713558 | 0.268566002572885 | 0.134283001286442 |
| 24 | 0.82028839792877 | 0.359423204142461 | 0.179711602071230 |
| 25 | 0.767773825527692 | 0.464452348944616 | 0.232226174472308 |
| 26 | 0.70894467150943 | 0.582110656981139 | 0.291055328490570 |
| 27 | 0.674650110820677 | 0.650699778358645 | 0.325349889179323 |
| 28 | 0.630747206164286 | 0.738505587671429 | 0.369252793835714 |
| 29 | 0.564441926251334 | 0.871116147497332 | 0.435558073748666 |
| 30 | 0.572175968135985 | 0.85564806372803 | 0.427824031864015 |
| 31 | 0.512404162500219 | 0.975191674999562 | 0.487595837499781 |
| 32 | 0.500502869715229 | 0.998994260569542 | 0.499497130284771 |
| 33 | 0.440490472877435 | 0.88098094575487 | 0.559509527122565 |
| 34 | 0.376768036033145 | 0.753536072066290 | 0.623231963966855 |
| 35 | 0.319224901976116 | 0.638449803952233 | 0.680775098023884 |
| 36 | 0.274522635502399 | 0.549045271004798 | 0.725477364497601 |
| 37 | 0.230518663702754 | 0.461037327405507 | 0.769481336297246 |
| 38 | 0.1977133797135 | 0.395426759427 | 0.8022866202865 |
| 39 | 0.193592820767430 | 0.387185641534861 | 0.80640717923257 |
| 40 | 0.183983051769039 | 0.367966103538078 | 0.816016948230961 |
| 41 | 0.173901411572426 | 0.347802823144852 | 0.826098588427574 |
| 42 | 0.180568200793371 | 0.361136401586741 | 0.81943179920663 |
| 43 | 0.163224192638866 | 0.326448385277733 | 0.836775807361134 |
| 44 | 0.153678095151314 | 0.307356190302628 | 0.846321904848686 |
| 45 | 0.139127322545848 | 0.278254645091696 | 0.860872677454152 |
| 46 | 0.111320987914333 | 0.222641975828667 | 0.888679012085667 |
| 47 | 0.0862353674524685 | 0.172470734904937 | 0.913764632547531 |
| 48 | 0.0673187175791484 | 0.134637435158297 | 0.932681282420852 |
| 49 | 0.059379432701863 | 0.118758865403726 | 0.940620567298137 |
| 50 | 0.0555690887294804 | 0.111138177458961 | 0.94443091127052 |
| 51 | 0.0464503350329135 | 0.0929006700658269 | 0.953549664967086 |
| 52 | 0.0381954039131798 | 0.0763908078263596 | 0.96180459608682 |
| 53 | 0.100931429772212 | 0.201862859544423 | 0.899068570227788 |
| 54 | 0.408274702313542 | 0.816549404627084 | 0.591725297686458 |
| 55 | 0.277808946594597 | 0.555617893189193 | 0.722191053405403 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 2 | 0.04 | NOK |
| 5% type I error level | 9 | 0.18 | NOK |
| 10% type I error level | 15 | 0.3 | NOK |
