Multiple Linear Regression - Estimated Regression Equation
Y[t-16](Werkloosheid)[t] = + 20.4506916267683 + 0.33438053645726`X(inflatie)`[t] -0.535679606488596M1[t] -1.33319411526275M2[t] -1.53065318387153M3[t] + 1.82490284421080M4[t] + 3.55101014747699M5[t] + 3.53597794026519M6[t] + 2.53280283921139M7[t] + 1.31178241128239M8[t] + 0.928128913108583M9[t] + 0.85906529328763M10[t] + 0.558692768290959M11[t] -0.0163465018261904t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)20.45069162676830.7439827.488200
`X(inflatie)`0.334380536457260.2007941.66530.0975460.048773
M1-0.5356796064885960.828463-0.64660.5186960.259348
M2-1.333194115262750.828331-1.60950.1092130.054607
M3-1.530653183871530.828601-1.84730.0663040.033152
M41.824902844210800.8285922.20240.0288720.014436
M53.551010147476990.8288434.28432.9e-051.5e-05
M63.535977940265190.828864.26613.2e-051.6e-05
M72.532802839211390.8283523.05760.0025620.001281
M81.311782411282390.8408381.56010.1204480.060224
M90.9281289131085830.8408131.10380.2710930.135547
M100.859065293287630.8408221.02170.3082580.154129
M110.5586927682909590.8406770.66460.507150.253575
t-0.01634650182619040.003002-5.44500


Multiple Linear Regression - Regression Statistics
Multiple R0.633523045633445
R-squared0.401351449348675
Adjusted R-squared0.359284253897501
F-TEST (value)9.54072276613993
F-TEST (DF numerator)13
F-TEST (DF denominator)185
p-value4.88498130835069e-15
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.37769769598312
Sum Squared Residuals1045.88757169443


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
117.920.6008646450139-2.70086464501393
217.419.7870036344134-2.38700363441345
317.419.7403883322071-2.34038833220711
420.123.0795978584632-2.97959785846324
523.224.8227967135490-1.62279671354896
624.224.7245418972195-0.524541897219538
724.223.67158224069380.528417759306188
823.922.267025042711.63297495729001
923.821.96733920364721.83266079635283
1023.821.78161492106292.01838507893714
1123.321.49833394788571.80166605211428
1222.420.99017078506001.40982921493998
1321.520.53845883768240.961541162317594
1420.519.72459782708210.775402172917934
1519.919.57766836393860.322331636061447
162222.8834398365490-0.883439836548961
1724.924.49288647705180.40711352294822
1825.724.36119360707661.33880639292338
1925.323.44198616513381.85801383486620
2024.422.40524755725301.99475244274703
2123.821.87149534267011.92850465732994
2223.521.78608522102291.71391477897708
232321.40249008690861.59750991309139
2422.220.89432692408291.30567307591709
2521.420.27542470847671.12457529152332
2620.319.49500175152210.804998248477943
2719.519.21432007379560.285679926204362
2821.722.6204057073432-0.920405707343226
2924.724.39704261607470.302957383925329
3025.324.43254001432810.867459985671862
3124.923.41301841144811.48698158855185
3224.122.07533732075582.02466267924422
3323.421.67533732075581.72466267924422
3423.121.48961303817151.61038696182854
3522.421.13945595770291.26054404229713
3621.320.49754058029430.802459419705729
3720.319.94551447197950.354485528020516
3819.319.06477735408770.23522264591231
3918.718.8509717836527-0.150971783652723
402122.1567432562631-1.15674325626313
412423.79962795041170.200372049588326
4224.823.66793508043651.13206491956349
4324.222.54809931661931.65190068338065
4423.321.34417044050991.95582955949012
4522.720.97760849415561.72239150584439
4622.320.89219837250851.40780162749154
4721.820.60891739933131.19108260066867
4821.220.10075423650561.09924576349437
4920.519.58216618183660.91783381816343
5019.718.76830517123620.931694828763772
5119.218.62137570809270.578624291907287
5221.222.0943374489317-0.894337448931752
5323.923.83753630401750.0624636959825269
5424.823.73928148768801.06071851231197
5524.222.58600767022511.61399232977486
562321.24832657953281.75167342046723
5722.220.94864074047001.25135925953005
5821.821.09729699434290.70270300565711
5921.220.74713991387430.452860086125697
6020.520.17210064375720.327899356242846
6119.719.62007453544240.0799254645576322
621918.73933741755060.260662582449427
6318.418.32490352524130.0750964747587495
6420.721.5972369442059-0.897236944205933
6524.523.40731190658311.09268809341690
662623.44280930483662.55719069516343
6725.222.52360186289382.67639813710624
6824.121.21935882584712.88064117415288
6923.720.78592077220142.91407922779861
7023.520.56675843597132.93324156402865
7123.120.28347746279422.81652253720579
7222.719.57468597809423.12531402190584
7322.518.88890765519653.61109234480353
7421.718.17536080553333.5246391944667
7520.518.02843134238982.47156865761021
7621.921.46795502958310.432044970416899
7722.923.1777158310231-0.277715831023096
7821.523.1128990683394-1.61289906833938
791922.0933774654594-3.09337746545939
801720.7891344284128-3.78913442841275
8116.120.3222583211213-4.2222583211213
8215.920.2034101458284-4.30341014582843
8315.719.8532530653598-4.15325306535985
8415.119.3116518488884-4.21165184888842
8514.818.8599399015108-4.05993990151081
8614.318.0460788909105-3.74607889091047
8714.517.9325874814127-3.43258748141268
8818.921.2049209003774-2.30492090037736
8921.622.8143675408802-1.21436754088018
9020.422.7495507781965-2.34955077819647
9117.921.7300291753165-3.83002917531648
9215.720.5595383528527-4.85953835285274
9314.520.2932905674356-5.79329056743565
941420.2413184994342-6.24131849943423
9513.919.9914755799028-6.09147557990282
9614.419.5836265780143-5.1836265780143
9715.818.4297155040764-2.62971550407645
9815.618.2177394590992-2.61773945909917
9914.718.1376861032471-3.43768610324711
10016.721.4100195222118-4.71001952221179
10117.923.1532183772975-5.25321837729751
10218.723.3224679901339-4.62246799013388
10320.121.8682516898595-1.76825168985945
10419.521.2327697257273-1.73276972572733
10519.420.9999599939560-1.59995999395596
10618.620.8142357113716-2.21423571137164
10717.820.4975166845488-2.69751668454878
10817.119.6884110389115-2.58841103891155
10916.519.0360707696596-2.53607076965958
11015.518.1553336517678-2.65533365176779
11114.917.8412139203956-2.94121392039564
11218.621.4144898221719-2.81448982217186
11319.123.1911267309033-4.09112673090331
11418.823.1263099682196-4.3263099682196
11518.222.0399122580482-3.83991225804815
1161820.7022311673558-2.70223116735579
1171920.1016028454814-1.10160284548143
11820.720.01619272383430.68380727616571
11921.219.66603564336571.5339643566343
12020.719.157872480541.54212751946000
12119.618.80647469409960.793525305900429
12218.617.95917562985350.640824370146496
12318.717.74537005941850.954629940581462
12423.820.78363710286313.01636289713686
12524.922.42652179701172.47347820298832
12624.822.19451476609932.60548523390066
12723.821.27530732415652.52469267584347
12822.320.10481650169282.19518349830721
12921.719.67137844804712.02862155195294
13020.719.61940638004561.08059361995435
13119.719.23581124593130.464188754068666
13218.418.7276480831056-0.327648083105637
13317.418.1421839211451-0.742183921145127
1341717.4620751251277-0.462075125127686
1351817.28170760833840.718292391661556
13623.820.55404102730313.24595897269687
13725.522.06317350686883.43682649313124
13825.622.23242311970513.36757688029486
13923.721.17946346317942.52053653682058
1402220.00897264071571.99102735928432
14121.319.64241069436141.65758930563859
14220.719.45668641177711.24331358822291
14320.419.27371959953711.12628040046287
14420.318.66524227577431.63475772422574
14520.418.01290200652232.38709799347771
14619.817.13216488863052.6678351113695
14719.516.85148321090412.64851678909592
14823.120.42475911268032.67524088731971
14923.522.36858628964041.13141371035963
15023.522.20345536601951.29654463398052
15122.921.21737181678521.68262818321478
15221.919.94656683338431.95343316661570
15321.519.47969072609292.02030927390715
15420.519.69522308725720.804776912742759
15520.219.24475184585150.955248154148524
15619.418.53596036115140.864039638848575
15719.218.01737230648241.18262769351764
15818.817.30382545681921.49617454318080
15918.817.25721015461291.54278984538714
16022.620.46266746628612.13733253371391
16123.322.13899021408041.16100978591964
1622322.24136371962530.75863628037472
16321.421.22184211674530.17815788325471
16419.920.0513512942816-0.151351294281552
16518.819.6847893479273-0.884789347927276
16618.619.3318747971143-0.731874797114326
16718.419.0485938239372-0.64859382393719
16818.618.6407448220487-0.0407448220486702
16919.918.08871871373391.81128128626611
17019.217.27485770313351.92514229686646
17118.416.86042381082421.53957618917578
17221.120.33338555166330.766614448336743
17320.522.1100224603947-1.61002246039471
17419.121.9783295904195-2.87832959041954
17518.120.9253699338938-2.82536993389383
1761719.6545649504929-2.65456495049291
17717.119.12081273591-2.02081273591001
17817.418.9685265069714-1.56852650697141
17916.818.7521216410857-1.95212164108573
18015.318.2105204246143-2.91052042461430
18114.317.5247421017166-3.22474210171661
18213.416.744319144762-3.344319144762
18315.316.5305135743270-1.23051357432703
18422.119.86972310058322.23027689941684
18523.721.41229363379452.28770636620547
18622.221.38091492475650.819085075243454
18719.520.3613933218766-0.861393321876556
18816.619.0905883384756-2.49058833847564
18917.318.7574644457671-1.45746444576709
19019.818.93955875328580.860441246714244
19121.218.85690610198302.34309389801702
19221.518.34874293915733.15125706084272
19320.617.93046904542542.66953095457460
19419.117.15004608847081.94995391152922
19519.617.20374494720162.39625505279838
19623.520.44264031252063.05735968747942
1972422.48678165041781.51321834958217
19823.222.68946931689990.51053068310007
19921.221.7033857676657-0.503385767665666


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
170.001726382337808040.003452764675616080.998273617662192
180.0001772022689541150.000354404537908230.999822797731046
190.0002630010462308120.0005260020924616230.99973699895377
200.004094159335825470.008188318671650950.995905840664175
210.00404496047234440.00808992094468880.995955039527656
220.00334868787526020.00669737575052040.99665131212474
230.002461066454233630.004922132908467260.997538933545766
240.001492375624363790.002984751248727580.998507624375636
250.0005750822097343170.001150164419468630.999424917790266
260.0002264392921777290.0004528785843554590.999773560707822
270.0001235867465540410.0002471734931080830.999876413253446
286.06650174217469e-050.0001213300348434940.999939334982578
292.66004156485742e-055.32008312971484e-050.999973399584351
301.25933904200152e-052.51867808400303e-050.99998740660958
316.41587155939983e-061.28317431187997e-050.99999358412844
324.10430271390915e-068.2086054278183e-060.999995895697286
333.22228936885381e-066.44457873770762e-060.999996777710631
342.7266149533532e-065.4532299067064e-060.999997273385047
352.43232542437360e-064.86465084874721e-060.999997567674576
362.26302359816411e-064.52604719632822e-060.999997736976402
379.8561596291392e-071.97123192582784e-060.999999014384037
384.06159834690681e-078.12319669381362e-070.999999593840165
391.58965508484463e-073.17931016968925e-070.999999841034491
405.91135426583134e-081.18227085316627e-070.999999940886457
412.06622876590254e-084.13245753180508e-080.999999979337712
427.25805906608255e-091.45161181321651e-080.99999999274194
432.61033368362292e-095.22066736724584e-090.999999997389666
441.02631550016121e-092.05263100032242e-090.999999998973685
454.22178604182528e-108.44357208365056e-100.999999999577821
462.01781127571169e-104.03562255142338e-100.999999999798219
479.5228173700619e-111.90456347401238e-100.999999999904772
483.75874817076069e-117.51749634152137e-110.999999999962413
491.27736244093229e-112.55472488186457e-110.999999999987226
504.35545532359595e-128.7109106471919e-120.999999999995645
511.40203811711126e-122.80407623422252e-120.999999999998598
524.77327792734723e-139.54655585469445e-130.999999999999523
532.17506231682002e-134.35012463364003e-130.999999999999783
549.0611085999132e-141.81222171998264e-130.99999999999991
553.877295331659e-147.754590663318e-140.999999999999961
562.08108809965456e-144.16217619930912e-140.999999999999979
571.91651623876248e-143.83303247752496e-140.99999999999998
585.37054316416054e-141.07410863283211e-130.999999999999946
598.81914480481615e-141.76382896096323e-130.999999999999912
608.0550176084731e-141.61100352169462e-130.99999999999992
613.35445149371346e-146.70890298742693e-140.999999999999966
621.21421257058347e-142.42842514116695e-140.999999999999988
633.98604807286284e-157.97209614572567e-150.999999999999996
641.24604021045749e-152.49208042091498e-150.999999999999999
656.09206056098118e-161.21841211219624e-151
667.53297295897828e-161.50659459179566e-151
676.25042510764723e-161.25008502152945e-151
685.53268393730046e-161.10653678746009e-151
695.93680913561476e-161.18736182712295e-151
707.77716897979083e-161.55543379595817e-151
711.11511878377538e-152.23023756755075e-150.999999999999999
723.63519419685879e-157.27038839371758e-150.999999999999996
731.10032414675832e-132.20064829351664e-130.99999999999989
741.63767257529564e-123.27534515059129e-120.999999999998362
753.97810271738389e-127.95620543476778e-120.999999999996022
762.1864303092142e-124.3728606184284e-120.999999999997814
772.66854059318134e-125.33708118636269e-120.999999999997331
781.44254653322483e-102.88509306644967e-100.999999999855745
791.21976379896193e-072.43952759792386e-070.99999987802362
803.3189887669225e-056.637977533845e-050.99996681011233
810.001115858059677390.002231716119354780.998884141940323
820.00866600953857890.01733201907715780.991333990461421
830.02732151714082990.05464303428165980.97267848285917
840.05915226453509440.1183045290701890.940847735464906
850.08697786021856630.1739557204371330.913022139781434
860.1085862708900640.2171725417801280.891413729109936
870.1164875886677490.2329751773354980.88351241133225
880.1005629247764230.2011258495528450.899437075223577
890.08286438301856580.1657287660371320.917135616981434
900.07653115383204820.1530623076640960.923468846167952
910.0951265768129160.1902531536258320.904873423187084
920.1537431803044770.3074863606089540.846256819695523
930.2730254166488370.5460508332976730.726974583351163
940.4412964910427270.8825929820854540.558703508957273
950.5899147286908080.8201705426183830.410085271309192
960.6463596458574880.7072807082850230.353640354142512
970.6349487883707870.7301024232584260.365051211629213
980.6032398878303890.7935202243392210.396760112169611
990.5893299796319860.8213400407360270.410670020368014
1000.6611910661922860.6776178676154280.338808933807714
1010.7344397274413840.5311205451172330.265560272558616
1020.754358508737550.4912829825248990.245641491262449
1030.7266235890066930.5467528219866140.273376410993307
1040.7023196999280120.5953606001439770.297680300071988
1050.6806614382462490.6386771235075030.319338561753751
1060.6501002548952650.6997994902094710.349899745104735
1070.6250382768593080.7499234462813830.374961723140692
1080.6064041330165640.7871917339668720.393595866983436
1090.5976953734273760.8046092531452470.402304626572624
1100.5976570390106530.8046859219786940.402342960989347
1110.6361328910604440.7277342178791130.363867108939556
1120.7330974836449750.533805032710050.266902516355025
1130.8442944897498240.3114110205003530.155705510250176
1140.9326261489722850.1347477020554310.0673738510277154
1150.9721481076184280.05570378476314470.0278518923815724
1160.983833258216520.03233348356695990.0161667417834800
1170.985991898580350.02801620283929850.0140081014196493
1180.9865192406906580.02696151861868350.0134807593093417
1190.9880803702231320.02383925955373570.0119196297768678
1200.989276632748320.02144673450335810.0107233672516791
1210.9910011763932340.01799764721353190.00899882360676593
1220.9922668571030950.015466285793810.007733142896905
1230.9943710736504830.01125785269903300.00562892634951649
1240.9969456581648670.006108683670265730.00305434183513286
1250.9974704103079630.005059179384074360.00252958969203718
1260.9977373555996160.004525288800768380.00226264440038419
1270.9979335334204650.004132933159070890.00206646657953545
1280.9978664616000470.004267076799906280.00213353839995314
1290.9976297405864480.004740518827103540.00237025941355177
1300.9968995953314850.006200809337031020.00310040466851551
1310.995922718403580.00815456319284070.00407728159642035
1320.9953779152954460.009244169409107250.00462208470455362
1330.9959651893676180.008069621264764050.00403481063238203
1340.9965761241968830.006847751606233260.00342387580311663
1350.9967797003700190.006440599259962670.00322029962998133
1360.9971178822648060.005764235470387050.00288211773519353
1370.9974625803145980.005074839370804760.00253741968540238
1380.9979842830449280.004031433910143640.00201571695507182
1390.9980985362917160.003802927416567230.00190146370828361
1400.99788135157510.00423729684979910.00211864842489955
1410.9972785159247840.005442968150431250.00272148407521562
1420.9962034044566060.007593191086788060.00379659554339403
1430.9946841845347850.01063163093043070.00531581546521535
1440.992940270769340.01411945846132100.00705972923066052
1450.9917294416782390.0165411166435230.0082705583217615
1460.9913851175641530.01722976487169370.00861488243584683
1470.990500243424480.01899951315104160.00949975657552082
1480.9883374871451320.02332502570973500.0116625128548675
1490.984243841055460.03151231788908110.0157561589445406
1500.9798893314444970.04022133711100620.0201106685555031
1510.9801874392789050.03962512144218960.0198125607210948
1520.9846766360478480.0306467279043030.0153233639521515
1530.9887564429512530.02248711409749380.0112435570487469
1540.9841679875824580.03166402483508370.0158320124175419
1550.978514748201750.04297050359650010.0214852517982500
1560.9716352718389640.05672945632207140.0283647281610357
1570.9631974291471710.0736051417056570.0368025708528285
1580.9562943650358820.08741126992823590.0437056349641179
1590.94331232604080.1133753479183980.0566876739591991
1600.927583886421740.1448322271565180.072416113578259
1610.9089932512076840.1820134975846320.091006748792316
1620.8982958193762030.2034083612475940.101704180623797
1630.898349878474240.2033002430515190.101650121525760
1640.8979101395796810.2041797208406380.102089860420319
1650.8726916486047860.2546167027904270.127308351395214
1660.8341707213489260.3316585573021490.165829278651074
1670.785497176638320.4290056467233610.214502823361680
1680.7362311781491050.5275376437017890.263768821850895
1690.784467422901390.431065154197220.21553257709861
1700.902328300547240.1953433989055190.0976716994527595
1710.947326965214910.1053460695701810.0526730347850907
1720.9336268250035270.1327463499929470.0663731749964733
1730.8989003425030260.2021993149939470.101099657496974
1740.8533406498544720.2933187002910570.146659350145528
1750.8220516731365240.3558966537269520.177948326863476
1760.872899326698090.2542013466038200.127100673301910
1770.9638104901502230.07237901969955480.0361895098497774
1780.9827792642621120.03444147147577510.0172207357378876
1790.9740431291662540.05191374166749270.0259568708337464
1800.939937801652280.1201243966954380.060062198347719
1810.9116025624203420.1767948751593160.0883974375796578
1820.8897874147911180.2204251704177630.110212585208882


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level840.506024096385542NOK
5% type I error level1070.644578313253012NOK
10% type I error level1140.686746987951807NOK