Multiple Linear Regression - Estimated Regression Equation
Y(Werkloosheid)[t] = + 22.0043815495545 -0.859314470624652`X(inflatie)`[t] -0.454235802426604M1[t] -0.664311972357226M2[t] -1.23097863902389M3[t] -1.65476403379473M4[t] -2.41986752791278M5[t] -2.63661864621485M6[t] + 0.546461332212272M7[t] + 2.40539658777127M8[t] + 2.41251531587544M9[t] + 1.39576419757337M10[t] + 0.353768738408089M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)22.00438154955450.71694130.69200
`X(inflatie)`-0.8593144706246520.168921-5.08711e-060
M1-0.4542358024266040.879783-0.51630.606210.303105
M2-0.6643119723572260.87954-0.75530.4509560.225478
M3-1.230978639023890.87954-1.39960.1631830.081592
M4-1.654764033794730.879537-1.88140.0613630.030681
M5-2.419867527912780.87954-2.75130.0064790.003239
M6-2.636618646214850.879579-2.99760.0030640.001532
M70.5464613322122720.8799930.6210.5353140.267657
M82.405396587771270.8796242.73460.0068040.003402
M92.412515315875440.8796522.74260.0066460.003323
M101.395764197573370.8797831.58650.1142010.0571
M110.3537687384080890.8920140.39660.6920870.346043


Multiple Linear Regression - Regression Statistics
Multiple R0.597731011028019
R-squared0.357282361544577
Adjusted R-squared0.318911159248731
F-TEST (value)9.31121101679044
F-TEST (DF numerator)12
F-TEST (DF denominator)201
p-value3.19744231092045e-14
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.60064391239185
Sum Squared Residuals1359.43310057122


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
11519.7455853588155-4.74558535881555
214.419.5355091888855-5.13550918888546
313.518.5391852869064-5.03918528690645
412.818.1153998921356-5.31539989213562
512.317.2643649509551-4.9643649509551
612.217.2194767267780-5.01947672677796
714.520.4884881522676-5.98848815226756
817.222.7770806431389-5.57708064313887
91822.5264050300556-4.52640503005565
1018.121.7674482529410-3.66744825294097
111820.6395213467132-2.63952134671324
1218.320.1138897141802-1.81388971418021
1318.719.4018595705662-0.701859570566215
1418.619.1917834006356-0.591783400635587
1518.318.453253839844-0.153253839843991
1617.918.1153998921356-0.215399892135621
1717.417.6080907392050-0.208090739204965
1817.417.6491339620903-0.249133962090290
1920.120.57441959933-0.474419599330017
2023.221.91776617251421.28223382748578
2124.222.26861068886831.93138931113175
2224.221.25185957056622.94814042943382
2323.920.38172700552583.51827299447416
2423.819.85609537299283.94390462700719
2523.819.57372246469114.22627753530886
2623.319.27771484769814.02228515230195
2722.418.88291107515633.51708892484368
2821.518.28726278626053.21273721373945
2920.517.35029639801763.14970360198243
3019.916.96168238559062.93831761440943
312220.14476236401771.85523763598231
3224.922.26149196076412.63850803923592
3325.722.26861068886833.43138931113175
3425.321.50965391175363.79034608824642
3524.420.55358989965083.84641010034923
3623.820.37168405536763.42831594463240
3723.519.9174482529413.582551747059
382319.87923497713533.12076502286469
3922.219.31256831046862.88743168953136
4021.418.97471436276032.42528563723973
4120.318.38147376276721.91852623723285
4219.518.42251698565251.07748301434753
4321.721.863391305267-0.163391305266996
4424.723.63639511376351.06360488623647
4525.323.55758239480521.74241760519477
4624.922.54083127650322.35916872349684
4724.121.41290437027542.68709562972459
4823.420.88727273774242.5127272622576
4923.120.34710548825332.75289451174667
5022.420.13702931832272.26297068167729
5121.319.39849975753111.90150024246889
5220.318.63098857451041.66901142548959
5319.317.77995363332991.52004636667011
5418.717.73506540915280.964934590847246
552121.2618711758297-0.261871175829739
562423.37860077257610.621399227423869
5724.823.12792515949291.67207484050710
5824.221.50965391175362.69034608824642
5923.320.55358989965082.74641010034924
6022.720.19982116124272.50017883875732
6122.319.74558535881612.55441464118393
6221.819.70737208301042.09262791698962
6321.219.65629409871851.54370590128150
6420.519.40437159807261.09562840192740
6519.718.38147376276721.31852623723285
6619.217.99285975034011.20714024965985
6721.220.91814538757990.281854612420120
6823.922.94894353726380.951056462736195
6924.823.04199371243041.75800628756956
7024.222.36896838237821.83103161762177
712321.24104147615051.75895852384951
7222.221.23099852599230.969001474007742
7321.821.12048851181550.679511488184485
7421.220.65261800069750.547381999302503
7520.519.91408843990590.585911560094101
7619.719.23250870394770.467491296052333
771918.46740520982960.532594790170386
7818.418.336585538590.0634144614099895
7920.721.5196655170171-0.819665517017136
8024.523.55046366670110.94953633329894
812623.72944528893022.27055471106984
8225.222.79862561769062.40137438230944
8324.121.84256160558772.25743839441226
8423.721.40286142011722.29713857988281
8523.520.69083127650322.80916872349681
8623.120.48075510657262.61924489342744
8722.719.65629409871853.04370590128150
8822.519.40437159807263.0956284019274
8921.718.89706244514192.80293755485806
9020.518.76624277390231.73375722609766
9121.921.9493227523295-0.0493227523294619
9222.923.6363951137635-0.736395113763527
9321.523.2997880536178-1.79978805361783
941922.1971054882533-3.1971054882533
951720.9832471349631-3.98324713496309
9616.120.1998211612427-4.09982116124267
9715.921.2923514059404-5.39235140594045
9815.719.5355091888854-3.83550918888545
9915.118.6251167339689-3.52511673396892
10014.818.373194233323-3.57319423332301
10114.317.5221592921425-3.2221592921425
10214.516.7898194914656-2.28981949146564
10318.921.0900082817048-2.19000828170481
10421.621.40217749013940.19782250986057
10520.420.9796389829313-0.579638982931277
10617.920.2206822058166-2.3206822058166
10715.719.1786867466513-3.47868674665132
10814.519.4264381376805-4.92643813768049
1091419.2299966764413-5.22999667644128
11013.919.1917834006356-5.29178340063559
11114.418.8829110751563-4.48291107515632
11215.817.8576055509482-2.05760555094822
11315.616.9206391627052-1.32063916270524
11414.716.7898194914656-2.08981949146564
11516.720.1447623640177-3.44476236401769
11617.922.2614919607641-4.36149196076408
11718.722.7841993712430-4.08419937124304
11820.121.767448252941-1.66744825294097
11919.520.8113842408382-1.31138424083816
12019.420.2857526083051-0.885752608305142
12118.619.3159281235037-0.715928123503746
12217.819.1917834006356-1.39178340063559
12317.118.6251167339689-1.52511673396892
12416.518.9747143627603-2.47471436276027
12515.518.3814737627671-2.88147376276715
12614.918.6803113268399-3.78031132683987
12718.621.6055969640796-3.0055969640796
12819.123.2926693255137-4.19266932551366
12918.823.3857195006803-4.5857195006803
13018.222.2830369353158-4.08303693531577
1311821.4129043702754-3.41290437027542
1321920.8872727377424-1.88727273774240
13320.720.51896838237830.18103161762174
13421.219.96516642419781.23483357580222
13520.719.31256831046861.38743168953136
13619.619.06064580982270.539354190177265
13718.618.8111309980795-0.211130998079474
13818.718.07879119740260.621208802597385
13923.821.34780262289222.45219737710780
14024.923.03487498432631.86512501567373
14124.822.95606226536801.84393773463203
14223.822.19710548825331.6028945117467
14322.320.81138424083821.48861575916184
14421.720.54354694949251.15645305050746
14520.720.34710548825330.352894511746670
14619.720.3088922124476-0.608892212447636
14718.419.9140884399059-1.5140884399059
14817.418.8887829156978-1.48878291569781
1491717.5221592921425-0.522159292142498
1501817.64913396209030.350866037909712
15123.820.74628249345493.05371750654505
15225.522.69114919607642.80885080392359
15325.622.87013081830552.72986918169449
15423.721.07999667644132.62000332355875
1552220.38172700552581.61827299447416
15621.320.37168405536760.928315944632394
15720.719.83151680587850.868483194121461
15820.419.36364629476051.03635370523948
15920.318.36732239278151.93267760721847
16020.418.28726278626052.11273721373945
16119.817.60809073920502.19190926079504
16219.517.04761383265302.45238616734697
16323.120.23069381108022.86930618891984
16423.521.91776617251421.58223382748578
16523.521.83895345355591.66104654644407
16622.921.50965391175361.39034608824642
16721.920.38172700552581.51827299447416
16821.519.59830103180541.90169896819458
16920.519.14406522937881.35593477062118
17020.218.93398905944821.26601094055181
17119.418.88291107515630.517088924843682
17219.218.11539989213561.08460010786438
17318.817.17843350389261.62156649610736
17418.817.21947672677801.58052327322204
17522.620.48848815226762.11151184773245
17623.322.43335485488900.866645145110988
1772322.78419937124300.215800628756956
17821.421.9393111470659-0.539311147065905
17919.920.6395213467132-0.739521346713232
18018.820.1998211612427-1.39982116124267
18118.620.0893111470659-1.48931114706593
18218.419.7933035300728-1.39330353007285
18318.619.2266368634062-0.626636863406177
18419.918.80285146863531.09714853136466
18519.218.46740520982960.732594790170385
18618.418.25065409152750.149345908472455
18721.121.4337340699547-0.333734069954668
18820.523.3786007725761-2.87860077257613
18919.123.2138566065554-4.11385660655537
19018.121.5096539117536-3.40965391175358
1911719.8661383231510-2.86613832315104
19217.119.3405066906180-2.24050669061802
19317.418.5425450999416-1.14254509994156
19416.818.2465374829485-1.44653748294847
19515.316.9924192397821-1.69241923978208
19614.316.8264281861986-2.52642818619864
19713.415.2020102214559-1.80201022145594
19815.314.38373897371660.916261026283388
19922.117.48088750508134.61911249491873
20023.719.76947999595263.9305200040474
20122.219.69066727699432.5093327230057
20219.519.27543628812950.224563711870515
20316.619.6083439819636-3.00834398196365
20417.319.6842324788679-2.38423247886788
20519.819.74558535881610.0544146411839275
20621.219.70737208301041.49262791698962
20721.520.25781422815581.24218577184424
20820.619.74809738632250.851902613677544
20919.119.7563769157666-0.65637691576659
21019.620.2270773739642-0.627077373964241
21123.524.0116774818286-0.511677481828623
2122425.0112982667630-1.01129826676297
21323.225.2762113360545-2.07621133605453
21421.224.17352877069-2.97352877069


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
160.6707809472362520.6584381055274960.329219052763748
170.9251196357344920.1497607285310160.074880364265508
180.9485143335467520.1029713329064960.051485666453248
190.9619660809554080.0760678380891830.0380339190445915
200.970074534514430.05985093097114170.0299254654855708
210.9764553338696180.04708933226076440.0235446661303822
220.9734075998604570.05318480027908580.0265924001395429
230.9753435782975740.04931284340485290.0246564217024264
240.9750858641029940.04982827179401090.0249141358970055
250.9926947248624130.01461055027517480.00730527513758739
260.9970268255374880.005946348925024610.00297317446251231
270.9996472990837810.000705401832437180.00035270091621859
280.9998822449954110.0002355100091777250.000117755004588863
290.9999237161130120.0001525677739769147.62838869884571e-05
300.9999038383139030.0001923233721945329.6161686097266e-05
310.9998644168723550.0002711662552911450.000135583127645573
320.999872339278170.0002553214436602580.000127660721830129
330.9998791284916210.0002417430167574110.000120871508378705
340.9999004909151180.0001990181697646799.95090848823397e-05
350.999911874267050.0001762514658992668.81257329496329e-05
360.9999396188553080.0001207622893839236.03811446919614e-05
370.999973571723235.28565535380958e-052.64282767690479e-05
380.9999878578432862.4284313427405e-051.21421567137025e-05
390.9999924906989851.50186020310527e-057.50930101552635e-06
400.999993263517421.34729651613177e-056.73648258065883e-06
410.9999914553164871.70893670266910e-058.54468351334549e-06
420.9999862839947682.74320104647483e-051.37160052323741e-05
430.9999765125188194.69749623622928e-052.34874811811464e-05
440.9999613693435217.72613129582194e-053.86306564791097e-05
450.9999401774802360.0001196450395282075.98225197641037e-05
460.9999150193305760.0001699613388479368.49806694239678e-05
470.9998871545809940.0002256908380110420.000112845419005521
480.9998489965946620.0003020068106764490.000151003405338224
490.9998142870737120.0003714258525768140.000185712926288407
500.9997530450842950.0004939098314103210.000246954915705161
510.9996563936772330.0006872126455335180.000343606322766759
520.9995263960211560.0009472079576884380.000473603978844219
530.999348239274320.001303521451358780.00065176072567939
540.9990660103683580.001867979263284460.000933989631642232
550.9986312903871970.002737419225605930.00136870961280296
560.9980162180153320.003967563969336100.00198378198466805
570.9973424236551310.005315152689737730.00265757634486886
580.9970023288222660.005995342355467870.00299767117773393
590.9966376098569180.006724780286164720.00336239014308236
600.99608774707520.007824505849602280.00391225292480114
610.9956155277012440.00876894459751150.00438447229875575
620.9947180925798320.01056381484033530.00528190742016766
630.9931607122742820.0136785754514350.0068392877257175
640.9909709211600060.01805815767998740.00902907883999369
650.9883063868815550.02338722623689090.0116936131184454
660.9850224143328480.02995517133430450.0149775856671522
670.9808475459227170.03830490815456670.0191524540772834
680.9756777257417780.04864454851644440.0243222742582222
690.9708745404088610.0582509191822770.0291254595911385
700.9662581429671930.06748371406561430.0337418570328071
710.9619578863340370.07608422733192610.0380421136659631
720.9578878808339810.08422423833203810.0421121191660191
730.9513921257998350.0972157484003310.0486078742001655
740.941994515323370.1160109693532610.0580054846766303
750.9302274850391350.1395450299217310.0697725149608653
760.915513872666650.1689722546666990.0844861273333494
770.898646278012410.2027074439751800.101353721987590
780.8787894746440620.2424210507118760.121210525355938
790.858208581779140.2835828364417210.141791418220861
800.8353586665543440.3292826668913110.164641333445656
810.8250994986870420.3498010026259170.174900501312958
820.8201278621376140.3597442757247710.179872137862386
830.8191619457204130.3616761085591730.180838054279587
840.8190763709341970.3618472581316050.180923629065803
850.8245463597533740.3509072804932530.175453640246626
860.8264464313281530.3471071373436940.173553568671847
870.8377195297148920.3245609405702160.162280470285108
880.8494206396438540.3011587207122930.150579360356147
890.8547477423296420.2905045153407160.145252257670358
900.842281952900380.3154360941992390.157718047099619
910.8157952742661130.3684094514677740.184204725733887
920.7931669223307570.4136661553384860.206833077669243
930.7907082825543620.4185834348912760.209291717445638
940.8291557137925490.3416885724149030.170844286207451
950.880786626022960.2384267479540820.119213373977041
960.917075533392190.165848933215620.08292446660781
970.9657095482403140.06858090351937290.0342904517596865
980.974404903382040.0511901932359180.025595096617959
990.9791311463361420.04173770732771560.0208688536638578
1000.983309501700150.03338099659970070.0166904982998503
1010.9853214034993880.02935719300122380.0146785965006119
1020.9841524528325540.03169509433489110.0158475471674456
1030.9835542014655710.03289159706885710.0164457985344285
1040.9793403871905320.04131922561893550.0206596128094677
1050.9737843391727470.05243132165450590.0262156608272530
1060.9713505800568350.05729883988632950.0286494199431647
1070.9740487288214760.05190254235704880.0259512711785244
1080.9852407455075320.02951850898493630.0147592544924682
1090.9932624160386790.01347516792264220.00673758396132109
1100.9974352151020090.005129569795982380.00256478489799119
1110.9987169486291570.002566102741686010.00128305137084300
1120.9985356324318230.002928735136353580.00146436756817679
1130.9981195228722330.003760954255534470.00188047712776724
1140.9979977910092940.004004417981412320.00200220899070616
1150.9989993995676710.002001200864657810.00100060043232891
1160.9995901095067740.0008197809864516420.000409890493225821
1170.9997942379302240.0004115241395514060.000205762069775703
1180.9997356499597890.0005287000804227590.000264350040211379
1190.9996398918506930.0007202162986145910.000360108149307296
1200.9994855395022880.001028920995424010.000514460497712005
1210.999282222108630.001435555782741760.000717777891370882
1220.9990971315879590.001805736824082860.00090286841204143
1230.9988989573125740.002202085374851130.00110104268742556
1240.9989371793395010.002125641320997450.00106282066049873
1250.9991077554317970.001784489136405660.000892244568202828
1260.9995608032758570.00087839344828690.00043919672414345
1270.9998011330492860.0003977339014276270.000198866950713813
1280.9999440137328960.0001119725342082445.59862671041218e-05
1290.9999870720296432.58559407141902e-051.29279703570951e-05
1300.9999949309794721.01380410549322e-055.06902052746612e-06
1310.9999964793409897.0413180221202e-063.5206590110601e-06
1320.9999952725937779.4548124452998e-064.7274062226499e-06
1330.9999921986026441.56027947123428e-057.80139735617141e-06
1340.9999889556241692.20887516627836e-051.10443758313918e-05
1350.9999850319354162.99361291681931e-051.49680645840966e-05
1360.9999759521308454.80957383097843e-052.40478691548921e-05
1370.999961265845957.74683081017599e-053.87341540508800e-05
1380.9999379817898030.0001240364203945376.20182101972684e-05
1390.9999193769997480.0001612460005041878.06230002520935e-05
1400.9998913487244930.0002173025510140730.000108651275507036
1410.99986855997710.0002628800457982380.000131440022899119
1420.999855840633870.0002883187322609370.000144159366130468
1430.9998488969648430.0003022060703131170.000151103035156559
1440.9998225796973560.0003548406052877460.000177420302643873
1450.999732457110470.0005350857790601870.000267542889530093
1460.999591921099820.0008161578003604510.000408078900180226
1470.9994628069135070.001074386172985320.000537193086492661
1480.9993352598722340.001329480255532920.000664740127766462
1490.9990424620740850.001915075851829530.000957537925914763
1500.9985824630480320.002835073903935960.00141753695196798
1510.9984219996449660.003156000710068360.00157800035503418
1520.9984736122639540.003052775472091670.00152638773604583
1530.9988336033638870.002332793272226480.00116639663611324
1540.9992098207832260.001580358433548550.000790179216774277
1550.9993228825979160.001354234804167240.000677117402083619
1560.9992400451177580.001519909764483180.000759954882241588
1570.998959511251920.002080977496161250.00104048874808063
1580.998543109231440.002913781537120130.00145689076856006
1590.9983043320835450.003391335832910220.00169566791645511
1600.9980622522343360.003875495531328310.00193774776566416
1610.9979186287720.004162742455999180.00208137122799959
1620.9975858060964430.004828387807114770.00241419390355738
1630.9970209496339180.005958100732163330.00297905036608166
1640.995923148257290.008153703485419040.00407685174270952
1650.9954336839888740.009132632022251320.00456631601112566
1660.9959579005809640.008084198838072070.00404209941903604
1670.997538750680380.004922498639239570.00246124931961979
1680.9986410835454020.002717832909195340.00135891645459767
1690.9984266541861360.003146691627728190.00157334581386410
1700.9979076780476960.004184643904608380.00209232195230419
1710.996807908335430.006384183329141260.00319209166457063
1720.995392965401950.009214069196100760.00460703459805038
1730.9944805206412050.01103895871759090.00551947935879544
1740.9923699335144060.01526013297118880.00763006648559439
1750.9889483918243140.02210321635137210.0110516081756860
1760.983702784607810.03259443078437870.0162972153921894
1770.9782368819745560.04352623605088770.0217631180254439
1780.9720950396461920.05580992070761690.0279049603538084
1790.9701760030232790.05964799395344280.0298239969767214
1800.9593006183480320.0813987633039360.040699381651968
1810.942139781962690.1157204360746180.057860218037309
1820.9218635405621920.1562729188756170.0781364594378084
1830.8907974126176740.2184051747646530.109202587382326
1840.873097839950.2538043200999990.126902160049999
1850.8579808115365340.2840383769269330.142019188463466
1860.8085867491480210.3828265017039580.191413250851979
1870.7775068200613930.4449863598772140.222493179938607
1880.8253811232035640.3492377535928720.174618876796436
1890.881863008547080.2362739829058410.118136991452921
1900.863706431236040.2725871375279200.136293568763960
1910.8052603092802320.3894793814395360.194739690719768
1920.7282593909536460.5434812180927080.271740609046354
1930.654755443555660.6904891128886780.345244556444339
1940.6539676482553550.692064703489290.346032351744645
1950.7260378042475240.5479243915049520.273962195752476
1960.8698319265966330.2603361468067330.130168073403367
1970.9562723602824360.08745527943512830.0437276397175642
1980.9939832576395360.01203348472092880.00601674236046441


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level990.540983606557377NOK
5% type I error level1240.6775956284153NOK
10% type I error level1410.770491803278688NOK