Multiple Linear Regression - Estimated Regression Equation
Y(Werkloosheid)[t] = + 22.3119272633899 -0.845157726243135`X(inflatie)`[t] -0.468052257632672M1[t] -0.676589278536247M2[t] -1.24014382457792M3[t] -1.66097439588356M4[t] -2.42280847221682M5[t] -2.63589692983462M6[t] + 0.551946789395343M7[t] + 2.41265713972108M8[t] + 2.42304528561004M9[t] + 1.40995682799224M10[t] + 0.350739892750045M11[t] -0.00311212062499351t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)22.31192726338990.77138928.924300
`X(inflatie)`-0.8451577262431350.169364-4.99021e-061e-06
M1-0.4680522576326720.879524-0.53220.5952020.297601
M2-0.6765892785362470.879261-0.76950.4425060.221253
M3-1.240143824577920.879228-1.41050.1599480.079974
M4-1.660974395883560.879203-1.88920.0603150.030157
M5-2.422808472216820.879191-2.75570.0063970.003199
M6-2.635896929834620.879227-2.9980.0030620.001531
M70.5519467893953430.8796550.62750.5310750.265537
M82.412657139721080.8792972.74380.0066250.003312
M92.423045285610040.8793542.75550.0064020.003201
M101.409956827992240.8795291.60310.1104950.055247
M110.3507398927500450.8916610.39340.6944760.347238
t-0.003112120624993510.002888-1.07760.28250.14125


Multiple Linear Regression - Regression Statistics
Multiple R0.600826655444131
R-squared0.360992669892181
Adjusted R-squared0.319457193435173
F-TEST (value)8.69118885071248
F-TEST (DF numerator)13
F-TEST (DF denominator)200
p-value5.9841021027296e-14
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.59960122520741
Sum Squared Residuals1351.58530601997


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
11520.0659316600211-5.06593166002109
214.419.8542825184930-5.45428251849305
313.518.8650369887048-5.3650369887048
412.818.4410942967742-5.64109429677418
512.317.5916323271916-5.2916323271916
612.217.5444632941974-5.34446329419744
714.520.8137106654267-6.31371066542673
817.223.0938877582490-5.89388775824903
91822.8476164656401-4.84761646564005
1018.122.0849632052702-3.98496320527021
111820.9381183767787-2.93811837677872
1218.320.4152348181550-2.11523481815504
1318.719.6905231220244-0.990523122024437
1418.619.4788739804959-0.878873980495865
1518.318.7431757685806-0.443175768580572
1617.918.4037488492743-0.503748849274256
1717.417.8923499701889-0.49234997018894
1817.417.9296967098191-0.52969670981909
1920.120.8608809905511-0.760880990551116
2023.222.21138458450600.988615415494023
2124.222.55672370026721.64327629973281
2224.221.54052312202442.65947687797559
2323.920.64722561140583.25277438859415
2423.820.12434205278223.67565794721782
2523.819.82220921977313.97779078022686
2623.319.52604430562033.77395569437974
2722.419.12840918420223.27159081579778
2821.518.53543494702302.96456505297704
2920.517.60145720481612.89854279518392
3019.917.21622508132472.68377491867534
312220.40095667992961.59904332007037
3224.922.51210222750332.38789777249669
3325.722.51937825276733.18062174723273
3425.321.75672499239743.54327500760257
3524.420.77891170915453.62108829084545
3623.820.59409124102813.20590875897186
3723.520.12292686277053.37707313722953
382320.08030926649052.91969073350947
3922.219.51364259982392.68635740017614
4021.419.17421568051752.22578431948245
4120.318.57830102880791.72169897119209
4219.518.61564776843810.884352231561935
4321.722.0539266849160-0.353926684915975
4424.723.82700914199240.872990858007598
4525.323.74976939463211.55023060536795
4624.922.73356881638932.16643118361073
4724.121.58672398789782.51327601210224
4823.421.06384042927412.33615957072590
4923.120.50816027839212.59183972160788
5022.420.29651113686352.10348886313645
5121.319.56081292494831.73918707505175
5220.318.79880714252041.50119285747963
5319.317.94934517293781.35065482706220
5418.717.90217613994360.797823860056363
552121.4249708290459-0.424970829045858
562423.53611637661950.463883623380462
5724.823.28984508401061.51015491598944
5824.221.68203409739762.51796590260242
5923.320.70422081415472.59577918584530
6022.720.35036880077972.34963119922033
6122.319.8792044225222.420795577478
6221.819.83658682624211.96341317375794
6321.219.77701479532131.42298520467873
6420.519.52210364863930.977896351360733
6519.718.50361013380811.19638986619193
6619.218.11837801031671.08162198968335
6721.221.04956229104870.150437708951317
6823.923.07619206599810.82380793400195
6924.823.16798386388631.63201613611367
7024.222.48984637614081.71015362385921
712321.34300154764931.65699845235071
7222.221.32721262477150.872787375228494
7321.821.19411133701110.605888662988908
7421.220.72891487760960.471085122390416
7520.519.99321666569430.506783334305709
7619.719.31572665589070.384273344109281
771918.55078045893250.449219541067539
7818.418.419095653314-0.0190956533139872
7920.721.6038272519190-0.903827251918955
8024.523.63045702686830.869542973131679
812623.80676459738092.19323540261909
8225.222.87507979176242.32492020823756
8324.121.89726650851962.20273349148044
8423.721.45889872252022.24110127747979
8523.520.73418702638962.76581297361040
8623.120.52253788486102.57746211513897
8722.719.70232390032142.99767609967857
8822.519.44741275363943.05258724636058
8921.718.93601387455412.76398612544589
9020.518.80432906893561.69567093106437
9121.921.9890606675406-0.0890606675406008
9222.923.6776273519927-0.777627351992713
9321.523.3468402867594-1.84684028675942
941922.2461239358923-3.24612393589232
951721.0147633347765-4.01476333477651
9616.120.2383324582799-4.1383324582799
9715.921.2884519872599-5.38845198725988
9815.719.5555189384937-3.85551893849367
9915.118.6507891813297-3.55078918132974
10014.818.3958780346477-3.59587803464774
10114.317.5464160650652-3.24641606506517
10214.516.8231208510765-2.3231208510765
10318.921.1065574937975-2.20655749379754
10421.621.44287181626060.157128183739361
10520.421.0275689784030-0.62756897840304
10617.920.2649157180332-2.36491571803319
10715.719.202586662166-3.502586662166
10814.519.4403450571612-4.94034505716116
1091419.2227279967764-5.22272799677643
11013.919.1801104004965-5.28011040049649
11114.418.8669910517028-4.46699105170276
11215.817.8514379514019-2.05143795140194
11315.616.9174602091951-1.31746020919505
11414.716.7857754035766-2.08577540357658
11516.720.1395385474302-3.43953854743017
11617.922.2506840950039-4.35068409500385
11718.722.7650547560137-4.0650547560137
11820.121.7488541777709-1.64885417777091
11919.520.7710408945280-1.27104089452804
12019.420.2481573359044-0.84815733590437
12118.619.2698983219008-0.669898321900821
12217.819.1427649529966-1.34276495299657
12317.118.5760982863299-1.4760982863299
12416.518.9127975480181-2.41279754801809
12515.518.3168828963085-2.81688289630846
12614.918.6077769538116-3.70777695381155
12718.621.5389612345436-2.93896123454358
12819.123.2275279189957-4.12752791899569
12918.823.3193197168840-4.51931971688397
13018.222.2186033660169-4.01860336601687
1311821.3253058553983-3.32530585539831
1321920.8024222967746-1.80242229677464
13320.720.41577369114130.284226308858711
13421.219.86606145911551.33393854088453
13520.719.21487901982451.48512098017551
13619.618.95996787314250.64003212685752
13718.618.7021163119301-0.102116311930104
13818.717.97882109794140.721178902058564
13923.821.24806846917072.55193153082928
14024.922.93663515362281.96336484637717
14124.822.85939540626251.94060459373752
14223.822.09674214589261.70325785410737
14322.320.69634999952821.60365000047181
14421.720.42701375877751.27298624122253
14520.720.20939669839270.490603301607260
14619.720.1667791021128-0.466779102112798
14718.419.7691439806948-1.36914398069476
14817.418.7535908803939-1.35359088039393
1491717.3970342750655-0.397034275065482
1501817.51889678731990.481103212680054
15123.820.61911261330063.1808873866994
15225.522.56122661562572.93877338437435
15325.622.73753418613822.86246581386175
15423.720.96069165427662.73930834572336
1552220.23642568890671.76357431109330
15621.320.22063676602891.07936323397108
15720.719.66495661514691.03504338485306
15820.419.19976015574541.20023984425457
15920.318.21051462595722.08948537404281
16020.418.12463502452382.27536497547618
16119.817.44420460018992.35579539981013
16219.516.88994093144982.61005906855017
16323.120.07467253005483.0253274699452
16423.521.76323921450691.73676078549309
16523.521.68599946714661.81400053285344
16622.921.34592506989831.55407493010172
16721.920.19908024140681.70091975859322
16821.519.42264936491022.07735063508983
16920.518.95148498665251.54851501334749
17020.218.73983584512391.46016415487606
17119.418.68026381420320.719736185796846
17219.217.91825803177531.28174196822473
17318.816.98428028956841.81571971043162
17418.817.02162702919851.77837297080147
17522.620.29087440042782.30912559957219
17623.322.23298840275291.06701159724713
1772322.57832751851410.421672481485911
17821.421.7311584855199-0.331158485519928
17919.920.4152821117798-0.5152821117798
18018.819.9769143257804-1.17691432578044
18118.619.8438130380200-1.24381303802003
18218.419.5476481238672-1.14764812386715
18318.618.9809814572005-0.380981457200483
18419.918.55703876526991.34296123473015
18519.218.21467143143320.985328568566837
18618.417.99847085319040.401529146809626
18721.121.1832024517953-0.0832024517953405
18820.523.1253164541204-2.62531645412039
18919.122.9635609341357-3.86356093413573
19018.121.2712341748984-3.17123417489844
1911719.6172947106611-2.61729471066106
19217.119.0944111520374-1.99441115203739
19317.418.2851836832825-0.885183683282472
19416.817.9890187691296-1.18901876912959
19515.316.7462259214684-1.44622592146841
19614.316.5758305474107-2.27583054741072
19713.414.9657266242093-1.56572662420933
19815.314.15791563759631.14208436240365
19922.117.2581314635774.841868536423
20023.719.53830855639934.16169144360069
20122.219.46106880903902.73893119096104
20219.519.03647863916640.463521360833633
20316.619.3264019452882-2.72640194528819
20417.319.3951287950347-2.09512879503472
20519.819.43105905252290.368940947477065
20621.219.3884414562431.81155854375701
20721.519.92047983369241.5795201663076
20820.619.41202136913751.18797863086255
20919.119.407717125798-0.307717125798018
21019.619.8676427285497-0.267642728549737
21123.523.6439847355249-0.143984735524900
2122424.6564252389825-0.656425238982506
21323.224.9172485821194-1.71724858211941
21421.223.8165322312523-2.61653223125231


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
170.002193865534969940.004387731069939870.99780613446503
180.0002622920617801810.0005245841235603610.99973770793822
190.0001489206267770270.0002978412535540540.999851079373223
200.0008894800667047380.001778960133409480.999110519933295
210.0005325533591437470.001065106718287490.999467446640856
220.0002099356898784970.0004198713797569940.999790064310122
236.76130474790721e-050.0001352260949581440.999932386952521
241.68725427920608e-053.37450855841216e-050.999983127457208
257.18281920765376e-061.43656384153075e-050.999992817180792
263.17846768625148e-066.35693537250296e-060.999996821532314
271.06482587399752e-062.12965174799503e-060.999998935174126
285.96962800974273e-071.19392560194855e-060.9999994030372
291.0922851680909e-062.1845703361818e-060.999998907714832
305.80531455384039e-061.16106291076808e-050.999994194685446
311.58903467917798e-053.17806935835597e-050.999984109653208
322.18058446282902e-054.36116892565804e-050.999978194155372
332.64561926591471e-055.29123853182942e-050.99997354380734
344.11126025800664e-058.22252051601329e-050.99995888739742
350.0001005952521526640.0002011905043053280.999899404747847
360.0002224724073156710.0004449448146313420.999777527592684
370.0004189697830804350.000837939566160870.99958103021692
380.0003921118006039870.0007842236012079750.999607888199396
390.0002655642643743850.0005311285287487690.999734435735626
400.0001532277338300930.0003064554676601870.99984677226617
418.19901506453517e-050.0001639803012907030.999918009849355
424.19692865074351e-058.39385730148703e-050.999958030713493
432.12390306667535e-054.24780613335069e-050.999978760969333
441.01406202045212e-052.02812404090424e-050.999989859379795
455.2398481765334e-061.04796963530668e-050.999994760151824
463.81632221579245e-067.6326444315849e-060.999996183677784
474.7554673199533e-069.5109346399066e-060.99999524453268
481.19311500342561e-052.38623000685122e-050.999988068849966
494.03406459633968e-058.06812919267936e-050.999959659354037
500.0001174670771767590.0002349341543535190.999882532922823
510.0003741520893378560.0007483041786757120.999625847910662
520.002302744427532170.004605488855064340.997697255572468
530.009817740011405820.01963548002281160.990182259988594
540.02421142411669650.0484228482333930.975788575883303
550.03309178147018840.06618356294037680.966908218529812
560.03432386781389440.06864773562778870.965676132186106
570.04144213015393090.08288426030786170.95855786984607
580.09040640732936040.1808128146587210.90959359267064
590.1540606377367310.3081212754734620.845939362263269
600.2228572831410360.4457145662820710.777142716858964
610.2754926762343870.5509853524687730.724507323765613
620.3066186289097310.6132372578194620.693381371090269
630.3012522297879590.6025044595759190.698747770212041
640.2826597960209170.5653195920418340.717340203979083
650.2694588651204740.5389177302409490.730541134879526
660.2624115909395790.5248231818791580.737588409060421
670.2652315135548580.5304630271097170.734768486445142
680.2690059302546230.5380118605092460.730994069745377
690.2719873770548850.5439747541097710.728012622945115
700.2779960874961120.5559921749922250.722003912503888
710.3018241064401830.6036482128803670.698175893559817
720.3159884266153080.6319768532306170.684011573384692
730.305137113163920.610274226327840.69486288683608
740.2984723484007440.5969446968014890.701527651599256
750.2915389408473040.5830778816946070.708461059152696
760.2878769248003650.5757538496007310.712123075199635
770.2789976824196740.5579953648393490.721002317580326
780.2685351810798920.5370703621597830.731464818920108
790.2557615149458420.5115230298916830.744238485054158
800.2342086103848540.4684172207697090.765791389615146
810.2287468746383170.4574937492766350.771253125361683
820.2357525092687450.471505018537490.764247490731255
830.2507187176289780.5014374352579550.749281282371022
840.2714689393065880.5429378786131760.728531060693412
850.3009282860180240.6018565720360490.699071713981976
860.3276865432629310.6553730865258610.67231345673707
870.3699732604198790.7399465208397580.630026739580121
880.418456554128650.83691310825730.58154344587135
890.4717321976562060.9434643953124130.528267802343794
900.4883470366794140.9766940733588270.511652963320586
910.4599628442228140.9199256884456290.540037155777186
920.4831459150619670.9662918301239340.516854084938033
930.6088401799807540.7823196400384920.391159820019246
940.7948043710441960.4103912579116090.205195628955804
950.9229326270113570.1541347459772860.0770673729886428
960.9721222236709170.05575555265816580.0278777763290829
970.9899265477182920.02014690456341560.0100734522817078
980.9944708130581140.01105837388377120.00552918694188558
990.9960083678115310.007983264376936970.00399163218846849
1000.9967138291913850.006572341617229370.00328617080861468
1010.9967896668894740.00642066622105270.00321033311052635
1020.9959955332183780.008008933563244880.00400446678162244
1030.9951345687107380.009730862578523040.00486543128926152
1040.9939257548018610.01214849039627750.00607424519813875
1050.991978005905910.01604398818817910.00802199409408954
1060.99012014628460.01975970743080060.00987985371540031
1070.9896123510660140.02077529786797150.0103876489339857
1080.9928283835822820.01434323283543520.00717161641771761
1090.9957638196910720.008472360617856460.00423618030892823
1100.9978043672683360.004391265463327490.00219563273166374
1110.998524324919770.002951350160462470.00147567508023123
1120.998128484875510.003743030248979270.00187151512448964
1130.9975102475562790.004979504887442630.00248975244372131
1140.9970904171817720.005819165636456930.00290958281822847
1150.9982479249536030.003504150092793780.00175207504639689
1160.9990953087969530.001809382406094910.000904691203047453
1170.9994437843743330.001112431251334530.000556215625667266
1180.9992504010162310.001499197967537550.000749598983768773
1190.9989448924424540.002110215115092460.00105510755754623
1200.9984995987608840.003000802478232270.00150040123911613
1210.998057301777340.003885396445321430.00194269822266071
1220.9976457483285230.004708503342953750.00235425167147687
1230.997232873579630.005534252840741850.00276712642037092
1240.997246669425350.005506661149298320.00275333057464916
1250.9976096334111850.004780733177629780.00239036658881489
1260.9988027931154420.002394413769116940.00119720688455847
1270.99956318038260.0008736392347988420.000436819617399421
1280.9999173376336730.0001653247326541038.26623663270513e-05
1290.9999907008640121.85982719756708e-059.29913598783538e-06
1300.999998547379872.90524026192165e-061.45262013096083e-06
1310.9999994982768271.00344634582624e-065.01723172913118e-07
1320.999999541604919.16790177528964e-074.58395088764482e-07
1330.9999992671833151.46563336912039e-067.32816684560197e-07
1340.9999988934221062.21315578741017e-061.10657789370508e-06
1350.9999983539331783.29213364403409e-061.64606682201705e-06
1360.999997468997915.0620041790483e-062.53100208952415e-06
1370.9999964067242577.18655148540499e-063.59327574270250e-06
1380.9999954141598829.17168023620021e-064.58584011810011e-06
1390.99999517916039.64167940222912e-064.82083970111456e-06
1400.999993512850261.2974299479486e-056.487149739743e-06
1410.9999907083175251.85833649498292e-059.2916824749146e-06
1420.9999861328535572.77342928857259e-051.38671464428630e-05
1430.9999809900402373.80199195266957e-051.90099597633479e-05
1440.9999715221911795.69556176424205e-052.84778088212103e-05
1450.9999544277844319.1144431138557e-054.55722155692785e-05
1460.9999400415721640.0001199168556718195.99584278359095e-05
1470.999948821249350.0001023575013008505.11787506504249e-05
1480.9999693131263246.13737473514143e-053.06868736757071e-05
1490.9999745378479325.0924304135998e-052.5462152067999e-05
1500.9999756519435834.86961128347798e-052.43480564173899e-05
1510.9999736139534675.27720930660061e-052.63860465330030e-05
1520.9999656610420646.86779158716536e-053.43389579358268e-05
1530.9999581176428228.37647143558455e-054.18823571779227e-05
1540.9999556499185088.87001629839255e-054.43500814919628e-05
1550.999943771567620.0001124568647615175.62284323807587e-05
1560.9999116664331190.0001766671337619048.83335668809518e-05
1570.9998555365000980.0002889269998049970.000144463499902498
1580.9997708750319950.0004582499360103010.000229124968005151
1590.9996734434655150.0006531130689696130.000326556534484806
1600.9995343264028620.0009313471942755930.000465673597137796
1610.9993572423752140.001285515249572440.000642757624786218
1620.9991143614040.001771277192000200.000885638596000102
1630.9988114669137930.002377066172414810.00118853308620741
1640.9982171023508950.003565795298210740.00178289764910537
1650.9975126221162490.004974755767502780.00248737788375139
1660.9970293236701370.005941352659726040.00297067632986302
1670.997620943814550.004758112370900320.00237905618545016
1680.998341855452090.003316289095817960.00165814454790898
1690.9978973038159840.004205392368031240.00210269618401562
1700.9970717728298720.005856454340255750.00292822717012787
1710.9954805944607970.00903881107840590.00451940553920295
1720.993424471343520.01315105731296050.00657552865648026
1730.9921007699658030.01579846006839470.00789923003419737
1740.9893559995584210.02128800088315810.0106440004415790
1750.9849849418745310.03003011625093760.0150150581254688
1760.9786954676920070.04260906461598520.0213045323079926
1770.9740001851435460.05199962971290710.0259998148564535
1780.9715834989257380.05683300214852430.0284165010742621
1790.9766695115839960.04666097683200770.0233304884160038
1800.9732433649651720.05351327006965670.0267566350348283
1810.9606153961956160.07876920760876890.0393846038043844
1820.9418604723382190.1162790553235630.0581395276617813
1830.9201370562531630.1597258874936750.0798629437468374
1840.9394201534051180.1211596931897640.0605798465948822
1850.975136114287620.04972777142476130.0248638857123807
1860.9835172328792840.03296553424143210.0164827671207161
1870.9750665581160420.04986688376791570.0249334418839578
1880.9587932470281460.08241350594370860.0412067529718543
1890.9371756820604270.1256486358791470.0628243179395735
1900.9069329199754420.1861341600491150.0930670800245575
1910.9127130578346730.1745738843306550.0872869421653273
1920.948524817258680.1029503654826390.0514751827413194
1930.958644021148710.08271195770258080.0413559788512904
1940.9607553989926110.07848920201477790.0392446010073890
1950.9174731418179430.1650537163641150.0825268581820573
1960.838165634775570.3236687304488580.161834365224429
1970.8847885765102820.2304228469794350.115211423489718


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level1040.574585635359116NOK
5% type I error level1220.674033149171271NOK
10% type I error level1330.734806629834254NOK