Multiple Linear Regression - Estimated Regression Equation
Y(Werkloosheid)[t] = + 21.7394589780862 -0.665893667644164`X(inflatie)`[t] -0.8924244420924M1[t] -1.08632201896818M2[t] + 2.19043684524626M3[t] + 4.01406355676102M4[t] + 3.97898950929701M5[t] + 2.93018542458384M6[t] + 1.74491606408177M7[t] + 1.35467705377275M8[t] + 1.17289215789432M9[t] + 0.970051691463598M10[t] + 0.39234166861792M11[t] -0.0139228251137533t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)21.73945897808620.68592131.693800
`X(inflatie)`-0.6658936676441640.15049-4.42481.6e-058e-06
M1-0.89242444209240.792946-1.12550.2618630.130931
M2-1.086322018968180.792884-1.37010.1723280.086164
M32.190436845246260.7930482.7620.0063270.003163
M44.014063556761020.7928245.0631e-060
M53.978989509297010.7928165.01881e-061e-06
M62.930185424583840.7928383.69580.0002890.000145
M71.744916064081770.8049452.16770.0314620.015731
M81.354677053772750.804881.68310.0940560.047028
M91.172892157894320.8048891.45720.1467630.073382
M100.9700516914635980.8047581.20540.2295990.114799
M110.392341668617920.8047340.48750.6264550.313227
t-0.01392282511375330.00286-4.86882e-061e-06


Multiple Linear Regression - Regression Statistics
Multiple R0.672535669137558
R-squared0.452304226262303
Adjusted R-squared0.413608329204748
F-TEST (value)11.6886869320942
F-TEST (DF numerator)13
F-TEST (DF denominator)184
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.27610716462898
Sum Squared Residuals953.24214377707


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
117.419.3015562752985-1.90155627529848
217.419.2935039736022-1.89350397360216
320.122.3565719124096-2.25657191240960
423.223.7667395982241-0.566739598224115
524.223.9841001927040.215899807295993
624.222.92137328287711.27862671712291
723.921.85535983079012.04464016920990
823.821.31801926183852.48198073816151
923.821.25549027437512.54450972562486
1023.320.97213761606632.32786238393375
1122.420.51368350163571.88631649836435
1221.519.97424027437511.52575972562485
1320.518.93471427364021.56528572635984
1419.918.59371513812181.30628486187820
152221.85655117722250.143448822777519
1624.923.86602316391671.03397683608326
1725.723.81702629133901.88297370866103
1825.322.95406748180532.3459325181947
1924.421.82146466295392.57853533704610
2023.821.55048156106002.24951843894005
2123.521.35477384006782.14522615993223
222321.27118928205211.72881071794787
2322.220.67955643409271.52044356590731
2421.420.33988130712541.06011869287456
2520.319.56671277344810.733287226551884
2619.519.5586604717518-0.0586604717518334
2721.723.0212646111458-1.32126461114577
2824.724.7643791307824-0.0643791307823632
2925.324.64879289144020.651207108559825
3024.923.58606598161331.31393401838674
3124.122.3202844292331.77971557076698
3223.421.78294386028141.61705613971859
3323.121.52064677252481.57935322747519
3422.421.30388348098031.09611651901966
3521.320.57907189949210.72092810050793
3620.319.90644993870270.393550061297269
3719.318.93351330473220.366486695267838
3818.718.8588716362715-0.158871636271463
392122.3880651424298-1.38806514242982
402424.3975371291241-0.397537129124073
4124.824.14877215625310.651227843746946
4224.222.61991967907521.58008032092478
4323.321.48731686022381.81268313977619
4422.721.08315502480101.61684497519896
4522.320.88744730380891.41255269619114
4621.820.80386274579320.996137254206787
4721.220.61176609842030.588233901579719
4820.520.33868033821740.161319661782559
4919.719.23256497071800.467435029281961
5019.218.89156583519970.308434164800327
5121.221.9546337740071-0.75463377400711
5223.923.89751639393700.00248360606304729
5324.823.91510888812360.884891111876402
5424.223.11873944535431.08126055464566
552321.85295789297411.14704210702589
5622.221.7151535246090.484846475391004
5721.821.78580327067450.014196729325516
5821.221.3692718788368-0.169271878836756
5920.520.6444602973485-0.144460297348490
6019.720.0384277033236-0.338427703323569
611919.1320804361174-0.132080436117415
6218.418.9908494008923-0.5908494008923
6320.722.253685439993-1.55368543999299
6424.524.19656805992280.303431940077174
652624.28074992087391.71925007912611
6625.223.28461237781141.91538762218862
6724.122.152009558961.94799044104002
6823.721.68125835677282.01874164322721
6923.521.28578253548742.21421746451264
7023.121.06901924394292.03098075605712
7122.720.27761829569022.4223817043098
7222.520.00453253548742.49546746451264
7321.719.29795336857452.40204663142554
7420.519.15672233334931.34327766665066
7521.922.4195583724500-0.519558372450030
7622.924.0960835253222-1.19608352532221
7721.523.7807291856868-2.28072918568677
781922.6514129090954-3.65141290909543
791721.3190419899508-4.31904198995078
8016.120.5819333207059-4.48193332070592
8115.921.5848342014732-5.68483420147324
8215.720.1694623081693-4.46946230816926
8315.119.3114719931522-4.21147199315216
8414.819.0383862329493-4.23838623294932
8514.318.0654495989788-3.76544959897875
8614.517.4580929964027-2.95809299640272
8718.921.5865908034408-2.68659080344083
8821.622.1976860880823-0.597686088082335
8920.421.8157423816825-1.41574238168249
9017.920.9527835721488-3.05278357214881
9115.719.753591386533-4.05359138653299
9214.519.8155551184611-5.31555511846113
931419.8196154977622-5.8196154977622
9413.919.7360309397466-5.83603093974656
9514.419.3441661920804-4.94416619208037
9615.818.4717761309978-2.67177613099778
9715.617.4322501302628-1.8322501302628
9814.717.2910190950377-2.59101909503768
9916.720.6870338676672-3.98703386766720
10017.922.6965058543615-4.79650585436146
10118.723.0470451823702-4.34704518237019
10220.121.9843182725433-1.88431827254327
10319.520.8517154536919-1.35171545369187
10419.420.3143748847403-0.914374884740258
10518.619.7191309631616-1.11913096316158
10617.819.5689570383815-1.76895703838152
10717.118.9773241904221-1.87732419042208
10816.519.1703639975702-2.67036399757016
10915.518.3971954638928-2.89719546389284
11014.918.5889112624898-3.68891126248981
11118.621.6519792012972-3.05197920129724
11219.123.3285043541694-4.22850435416942
11318.823.3460968483561-4.54609684835607
11418.222.2167805717647-4.01678057176473
1151821.1507671196777-3.15076711967774
1161920.6134265507261-1.61342655072613
11720.720.48430819649840.215691803501628
11821.220.00118743789621.19881256210377
11920.719.34296522317241.35703477682762
12019.619.06987946296950.530120537030464
12118.618.56306839634990.0369316036501181
12218.717.95571179377390.744288206226148
12323.821.28513719963902.51486280036105
12424.922.96166235251111.93833764748887
12524.822.84607611316891.95392388683106
12623.821.98311730363531.81688269636473
12722.320.51756765096181.78243234903821
12821.720.17999518230341.52000481769657
12920.720.18405556160450.5159444383955
13019.720.1004710035889-0.400471003588854
13118.419.6420168891583-1.24201688915825
13217.418.7696268280757-1.36962682807567
1331717.3971539935186-0.397153993518597
1341817.45569105858670.54430894141327
13523.820.6519377309233.148062269077
13625.522.52823098408842.97176901591158
13725.622.61241284503952.98758715496051
13823.720.95038163433282.74961836566718
1392220.01754691577471.98245308422534
14021.319.87974254740961.42025745259045
14120.719.61744545965301.08255454034704
14220.419.20091406781521.19908593218477
14320.318.27633438603372.02366561396628
14420.418.13642735935972.26357264064029
14519.817.29666945891802.50333054108203
14619.516.82249158987082.67750841012923
14723.120.08532762897153.01467237102854
14823.521.76185278184361.73814721815636
14923.521.64626654250151.85373345749855
15022.921.11625456678991.78374543321014
15121.919.85047301440962.04952698559037
15221.519.11336434516482.38663565483523
15320.518.91765662417261.58234337582741
15420.218.70089333262811.49910666737189
15519.418.50879668525520.891203314744822
15619.217.83617472446581.36382527553416
15718.816.79664872373092.00335127626915
15818.816.78859642203462.01140357796543
15922.620.11802182789972.48197817210033
16023.321.99431508106511.30568491893490
1612322.2116756755450.788324324455007
16221.421.28212749924690.117872500753095
16319.919.88316721333780.0168327866621634
16418.819.4124160111506-0.612416011150642
16518.619.4830657572161-0.88306575721613
16618.419.1997130989072-0.799713098907236
16718.618.6080802509478-0.00808025094780086
16819.918.20181575721611.69818424278387
16919.217.62841532383211.57158467616794
17018.417.42059492184250.979405078157473
17121.120.68343096094320.416569039056788
17220.522.5597242141086-2.05972421410864
17319.122.3775486080020-3.27754860800204
17418.120.7821067640598-2.68210676405978
1751719.1167890110930-2.11678901109305
17617.118.5794484421414-1.47944844214144
17717.418.1173832540916-0.717383254091597
17816.817.8340305957827-1.03403059578270
17915.316.7096828137079-1.40968281370793
18014.316.5031864202695-2.20318642026951
18113.414.9309454854192-1.53094548541919
18215.314.25699951607871.04300048392125
18322.117.4532461884154.64675381158499
18423.719.59589690863814.10410309136189
18522.219.48031066929592.71968933070408
18619.518.88370932681990.616290673180086
18716.618.7499470094348-2.14994700943476
18817.318.6787320078341-1.37873200783406
18919.818.88256048742840.917439512571615
19021.218.79897592941272.40102407058726
19121.519.07300484939072.42699515060928
19220.618.60015098889461.99984901110537
19319.118.29310802256820.806891977431774
19419.618.61800255469400.981997445305977
19523.522.34696416114561.15303583885437
1962423.49077437990250.509225620097528
19723.223.6415456076180-0.441545607617953
19821.222.5122293310266-1.31222933102661


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
170.01018161709998210.02036323419996430.989818382900018
180.002400178852249290.004800357704498580.99759982114775
190.001312643693088520.002625287386177050.998687356306911
200.0004207332762369910.0008414665524739830.999579266723763
210.0002451458446319380.0004902916892638760.999754854155368
225.92230742353726e-050.0001184461484707450.999940776925765
231.64705602185239e-053.29411204370477e-050.999983529439781
243.4719411030537e-066.9438822061074e-060.999996528058897
254.02305217604563e-068.04610435209127e-060.999995976947824
261.53257330229939e-063.06514660459877e-060.999998467426698
277.00591585502355e-071.40118317100471e-060.999999299408414
282.29943122331731e-074.59886244663463e-070.999999770056878
295.24477497173866e-081.04895499434773e-070.99999994755225
301.47777220672286e-082.95554441344571e-080.999999985222278
317.93178047473655e-091.58635609494731e-080.99999999206822
321.20050379674735e-082.4010075934947e-080.999999987994962
332.65432192329508e-085.30864384659015e-080.99999997345678
345.47983023405972e-081.09596604681194e-070.999999945201698
351.72475092304522e-073.44950184609044e-070.999999827524908
364.60782136813423e-079.21564273626846e-070.999999539217863
372.57196115330123e-075.14392230660245e-070.999999742803885
381.27500544711730e-072.55001089423461e-070.999999872499455
395.49498257536205e-081.09899651507241e-070.999999945050174
402.13070113418203e-084.26140226836405e-080.99999997869299
418.6639912829988e-091.73279825659976e-080.99999999133601
425.01732287961816e-091.00346457592363e-080.999999994982677
433.20777343517767e-096.41554687035534e-090.999999996792227
442.02498412762315e-094.04996825524631e-090.999999997975016
451.36594077379780e-092.73188154759560e-090.99999999863406
467.70150688366227e-101.54030137673245e-090.99999999922985
473.41102490599822e-106.82204981199645e-100.999999999658898
481.33160700305653e-102.66321400611306e-100.99999999986684
495.34529383145232e-111.06905876629046e-100.999999999946547
502.14001594518408e-114.28003189036816e-110.9999999999786
517.11342532418653e-121.42268506483731e-110.999999999992887
522.32887133180138e-124.65774266360277e-120.999999999997671
538.30493582900198e-131.66098716580040e-120.99999999999917
543.36536869513388e-136.73073739026776e-130.999999999999663
551.89335607659653e-133.78671215319306e-130.99999999999981
561.42294230791493e-132.84588461582985e-130.999999999999858
571.17774063461632e-132.35548126923263e-130.999999999999882
588.59259690454972e-141.71851938090994e-130.999999999999914
594.77491417858041e-149.54982835716081e-140.999999999999952
602.34371428712990e-144.68742857425979e-140.999999999999977
617.77682569133616e-151.55536513826723e-140.999999999999992
622.43980467646675e-154.8796093529335e-150.999999999999998
637.4785826070737e-161.49571652141474e-151
644.01912463670489e-168.03824927340979e-161
657.61952070363576e-161.52390414072715e-151
668.10432865278647e-161.62086573055729e-151
676.82786343422754e-161.36557268684551e-151
687.14386295070345e-161.42877259014069e-151
699.58853795205685e-161.91770759041137e-151
701.44083508575785e-152.8816701715157e-150.999999999999999
714.76346261092621e-159.52692522185241e-150.999999999999995
724.55806963103415e-149.1161392620683e-140.999999999999954
739.88698660804491e-131.97739732160898e-120.999999999999011
742.61023717513583e-125.22047435027167e-120.99999999999739
751.41816438450808e-122.83632876901615e-120.999999999998582
761.50349086239897e-123.00698172479795e-120.999999999998497
778.84450663052013e-111.76890132610403e-100.999999999911555
787.83426192979752e-081.56685238595950e-070.99999992165738
791.50258738858559e-053.00517477717118e-050.999984974126114
800.0002087338907846960.0004174677815693920.999791266109215
810.005789576771421240.01157915354284250.994210423228579
820.0112611981379910.0225223962759820.98873880186201
830.01322072722133900.02644145444267810.98677927277866
840.01420257919575680.02840515839151360.985797420804243
850.01193605968409200.02387211936818390.988063940315908
860.00966066015592630.01932132031185260.990339339844074
870.007960629330967260.01592125866193450.992039370669033
880.01122444298251120.02244888596502240.988775557017489
890.009885659977581690.01977131995516340.990114340022418
900.007536681183196260.01507336236639250.992463318816804
910.006882242592889050.01376448518577810.99311775740711
920.01072289584435510.02144579168871020.989277104155645
930.01940702664216580.03881405328433160.980592973357834
940.03645798795382880.07291597590765760.963542012046171
950.04857871572441350.0971574314488270.951421284275586
960.04208967373381020.08417934746762030.95791032626619
970.04005511279591150.0801102255918230.959944887204089
980.03838021990232040.07676043980464070.96161978009768
990.05473259790934130.1094651958186830.945267402090659
1000.07923295133764350.1584659026752870.920767048662356
1010.1005264387090000.2010528774180010.899473561291
1020.08525197630224140.1705039526044830.914748023697759
1030.07139931248065440.1427986249613090.928600687519346
1040.06380942676302710.1276188535260540.936190573236973
1050.06481274352944420.1296254870588880.935187256470556
1060.06224225040482950.1244845008096590.93775774959517
1070.05999684211189350.1199936842237870.940003157888107
1080.05853359194982960.1170671838996590.94146640805017
1090.06093408678091540.1218681735618310.939065913219085
1100.0864880864754380.1729761729508760.913511913524562
1110.1472064333262830.2944128666525660.852793566673717
1120.2754149365804480.5508298731608960.724585063419552
1130.482987448819920.965974897639840.51701255118008
1140.6516538897019620.6966922205960760.348346110298038
1150.730877537109810.5382449257803790.269122462890190
1160.7452478813320740.5095042373358510.254752118667926
1170.755552789295810.488894421408380.24444721070419
1180.7940700650167170.4118598699665660.205929934983283
1190.828717753471640.342564493056720.17128224652836
1200.83739035610450.3252192877909990.162609643895500
1210.8391804735324720.3216390529350560.160819526467528
1220.8670875562331770.2658248875336450.132912443766823
1230.9278919477211360.1442161045577280.0721080522788639
1240.9452989683682690.1094020632634620.054701031631731
1250.9541472885694050.091705422861190.045852711430595
1260.9564364380641440.08712712387171250.0435635619358562
1270.9601695450912740.07966090981745180.0398304549087259
1280.9599719171509840.08005616569803170.0400280828490159
1290.9538978483117620.09220430337647590.0461021516882379
1300.949244640823600.1015107183527980.0507553591763992
1310.9545161756648420.09096764867031550.0454838243351578
1320.9675452471741140.06490950565177270.0324547528258864
1330.9744968497121640.05100630057567180.0255031502878359
1340.979531859147530.04093628170493870.0204681408524693
1350.9869300310418580.02613993791628450.0130699689581422
1360.9890455725613250.02190885487734940.0109544274386747
1370.9906008055950860.01879838880982760.0093991944049138
1380.992455721618630.01508855676273990.00754427838136996
1390.9924799861966020.01504002760679590.00752001380339797
1400.9908068963603210.01838620727935720.00919310363967858
1410.9881939475659120.02361210486817610.0118060524340880
1420.9852201581998670.02955968360026550.0147798418001327
1430.9834976053538190.03300478929236250.0165023946461813
1440.9814915943068350.03701681138632950.0185084056931648
1450.9798772789591480.04024544208170340.0201227210408517
1460.9781808660978970.04363826780420650.0218191339021033
1470.9769407812840350.04611843743193050.0230592187159652
1480.9712021670059550.05759566598809060.0287978329940453
1490.9655939747261280.06881205054774390.0344060252738720
1500.9630721503545160.07385569929096720.0369278496454836
1510.9709890918928160.05802181621436830.0290109081071841
1520.9799152075670030.04016958486599480.0200847924329974
1530.9771110420245830.04577791595083310.0228889579754166
1540.9718228353885680.05635432922286390.0281771646114320
1550.9620056786071640.07598864278567170.0379943213928358
1560.9514466256666490.0971067486667030.0485533743333515
1570.9472002311049360.1055995377901280.0527997688950639
1580.9371658169544220.1256683660911550.0628341830455775
1590.9230777291133720.1538445417732560.0769222708866279
1600.9028367467950060.1943265064099880.0971632532049941
1610.8898964398553880.2202071202892240.110103560144612
1620.884580214410110.2308395711797810.115419785589890
1630.9036372553566460.1927254892867080.096362744643354
1640.8949079901442810.2101840197114390.105092009855719
1650.8606166453115440.2787667093769120.139383354688456
1660.8155997842217240.3688004315565520.184400215778276
1670.7708292903521510.4583414192956990.229170709647849
1680.8224285274660590.3551429450678820.177571472533941
1690.9184573029319850.1630853941360290.0815426970680146
1700.9455366696778320.1089266606443350.0544633303221676
1710.9257439234813970.1485121530372060.0742560765186029
1720.889422390280830.221155219438340.11057760971917
1730.847206227791060.3055875444178800.152793772208940
1740.7954976691299340.4090046617401320.204502330870066
1750.8142857345964830.3714285308070350.185714265403517
1760.8887465137034690.2225069725930620.111253486296531
1770.9143100341772930.1713799316454130.0856899658227066
1780.9239848074580170.1520303850839650.0760151925419827
1790.8591113078948240.2817773842103520.140888692105176
1800.7558882515760.4882234968479990.244111748423999
1810.8355468048184050.3289063903631890.164453195181595


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level630.381818181818182NOK
5% type I error level930.563636363636364NOK
10% type I error level1130.684848484848485NOK