| Multiple Linear Regression - Estimated Regression Equation |
| unempl[t] = + 6.34498582502308 -0.0343223938350794proman[t] + 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) | 6.34498582502308 | 0.775903 | 8.1775 | 0 | 0 |
| proman | -0.0343223938350794 | 0.007272 | -4.7196 | 1.5e-05 | 8e-06 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.526765475227061 |
| R-squared | 0.277481865891191 |
| Adjusted R-squared | 0.265024656682419 |
| F-TEST (value) | 22.2748017827126 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 58 |
| p-value | 1.53518107681716e-05 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.771732380728758 |
| Sum Squared Residuals | 34.543110312986 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 4.3 | 3.04317153808848 | 1.25682846191152 |
| 2 | 4.1 | 3.0225781017874 | 1.0774218982126 |
| 3 | 3.9 | 2.57295474254786 | 1.32704525745214 |
| 4 | 3.8 | 3.3246151675361 | 0.475384832463903 |
| 5 | 3.7 | 3.21821574664735 | 0.48178425335265 |
| 6 | 3.7 | 2.69308312097064 | 1.00691687902936 |
| 7 | 4.1 | 3.99046960793664 | 0.109530392063363 |
| 8 | 4.1 | 2.90931420213164 | 1.19068579786836 |
| 9 | 3.8 | 2.63816729083451 | 1.16183270916549 |
| 10 | 3.7 | 2.70681207850467 | 0.993187921495333 |
| 11 | 3.5 | 2.61757385453346 | 0.882426145466539 |
| 12 | 3.6 | 3.20448678911332 | 0.395513210886681 |
| 13 | 4.1 | 2.94020435658321 | 1.15979564341679 |
| 14 | 3.8 | 2.98139122918530 | 0.818608770814697 |
| 15 | 3.7 | 3.02944258055441 | 0.670557419445586 |
| 16 | 3.6 | 2.81664373877692 | 0.783356261223078 |
| 17 | 3.3 | 3.01914586240389 | 0.28085413759611 |
| 18 | 3.4 | 2.56952250316435 | 0.83047749683565 |
| 19 | 3.7 | 3.92525705964999 | -0.225257059649985 |
| 20 | 3.7 | 2.84753389322849 | 0.852466106771507 |
| 21 | 3.4 | 2.58325146069838 | 0.816748539301618 |
| 22 | 3.3 | 2.64503176960153 | 0.654968230398475 |
| 23 | 3 | 2.46655532165911 | 0.533444678340888 |
| 24 | 3 | 3.12554528329264 | -0.125545283292636 |
| 25 | 3.3 | 2.63816729083451 | 0.661832709165491 |
| 26 | 3 | 2.81664373877692 | 0.183356261223078 |
| 27 | 2.9 | 2.35329142200335 | 0.54670857799665 |
| 28 | 2.8 | 3.283428294934 | -0.483428294934001 |
| 29 | 2.5 | 2.68278640282011 | -0.182786402820112 |
| 30 | 2.6 | 2.49744547611068 | 0.102554523889316 |
| 31 | 2.8 | 3.79826420246019 | -0.998264202460192 |
| 32 | 2.7 | 2.61070937576645 | 0.0892906242335546 |
| 33 | 2.4 | 2.51803891241173 | -0.118038912411731 |
| 34 | 2.2 | 2.26748543741565 | -0.0674854374156516 |
| 35 | 2.1 | 2.26405319803214 | -0.164053198032144 |
| 36 | 2.1 | 2.99512018671933 | -0.895120186719335 |
| 37 | 2.3 | 2.34985918261984 | -0.0498591826198422 |
| 38 | 2.1 | 2.64159953021802 | -0.541599530218017 |
| 39 | 2 | 2.18511169221146 | -0.185111692211461 |
| 40 | 1.9 | 2.98482346856881 | -1.08482346856881 |
| 41 | 1.7 | 2.45282636412508 | -0.75282636412508 |
| 42 | 1.8 | 2.30867231001775 | -0.508672310017747 |
| 43 | 2.1 | 3.61292327575076 | -1.51292327575076 |
| 44 | 2 | 2.36702037953738 | -0.367020379537382 |
| 45 | 1.8 | 2.3738848583044 | -0.573884858304398 |
| 46 | 1.7 | 1.91396478091433 | -0.213964780914334 |
| 47 | 1.6 | 2.11303466515779 | -0.513034665157795 |
| 48 | 1.6 | 3.02601034117091 | -1.42601034117091 |
| 49 | 1.8 | 2.18511169221146 | -0.385111692211461 |
| 50 | 1.7 | 2.2880788737167 | -0.588078873716699 |
| 51 | 1.7 | 2.84066941446148 | -1.14066941446148 |
| 52 | 1.5 | 2.04095763810413 | -0.540957638104128 |
| 53 | 1.5 | 2.33956246446932 | -0.839562464469318 |
| 54 | 1.5 | 2.18167945282795 | -0.681679452827953 |
| 55 | 1.8 | 3.41728563089081 | -1.61728563089081 |
| 56 | 1.8 | 2.42536844905702 | -0.625368449057017 |
| 57 | 1.7 | 2.07528003193921 | -0.375280031939207 |
| 58 | 1.7 | 1.84875223262768 | -0.148752232627683 |
| 59 | 1.8 | 2.28464663433319 | -0.484646634333191 |
| 60 | 2 | 2.92647539904918 | -0.926475399049176 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0601185455434243 | 0.120237091086849 | 0.939881454456576 |
| 6 | 0.0310502255480759 | 0.0621004510961519 | 0.968949774451924 |
| 7 | 0.0100946007740844 | 0.0201892015481689 | 0.989905399225916 |
| 8 | 0.00444119130951941 | 0.00888238261903883 | 0.99555880869048 |
| 9 | 0.00172251221872773 | 0.00344502443745546 | 0.998277487781272 |
| 10 | 0.000834466059716255 | 0.00166893211943251 | 0.999165533940284 |
| 11 | 0.000791550987824027 | 0.00158310197564805 | 0.999208449012176 |
| 12 | 0.000636336560918593 | 0.00127267312183719 | 0.999363663439081 |
| 13 | 0.000544990926566207 | 0.00108998185313241 | 0.999455009073434 |
| 14 | 0.000282590650565044 | 0.000565181301130088 | 0.999717409349435 |
| 15 | 0.000178893052934601 | 0.000357786105869202 | 0.999821106947065 |
| 16 | 0.000150168636967412 | 0.000300337273934823 | 0.999849831363033 |
| 17 | 0.000530819270962282 | 0.00106163854192456 | 0.999469180729038 |
| 18 | 0.000680099901896652 | 0.00136019980379330 | 0.999319900098103 |
| 19 | 0.00058460634850077 | 0.00116921269700154 | 0.9994153936515 |
| 20 | 0.000745058283442473 | 0.00149011656688495 | 0.999254941716557 |
| 21 | 0.00149805404667782 | 0.00299610809335564 | 0.998501945953322 |
| 22 | 0.00390107034022948 | 0.00780214068045896 | 0.99609892965977 |
| 23 | 0.0161524113334009 | 0.0323048226668018 | 0.9838475886666 |
| 24 | 0.0612735137302406 | 0.122547027460481 | 0.93872648626976 |
| 25 | 0.145128214564565 | 0.29025642912913 | 0.854871785435435 |
| 26 | 0.315433495910572 | 0.630866991821144 | 0.684566504089428 |
| 27 | 0.57301517624601 | 0.85396964750798 | 0.42698482375399 |
| 28 | 0.818683504551558 | 0.362632990896884 | 0.181316495448442 |
| 29 | 0.934381942841008 | 0.131236114317985 | 0.0656180571589924 |
| 30 | 0.979511639932452 | 0.0409767201350955 | 0.0204883600675477 |
| 31 | 0.995971514876337 | 0.00805697024732632 | 0.00402848512366316 |
| 32 | 0.999755875011052 | 0.000488249977895505 | 0.000244124988947752 |
| 33 | 0.999973620774971 | 5.27584500577641e-05 | 2.63792250288821e-05 |
| 34 | 0.99999401756403 | 1.19648719388081e-05 | 5.98243596940403e-06 |
| 35 | 0.999997676692855 | 4.64661428971882e-06 | 2.32330714485941e-06 |
| 36 | 0.9999990731145 | 1.85377099789933e-06 | 9.26885498949664e-07 |
| 37 | 0.999999954124439 | 9.17511221767421e-08 | 4.58755610883710e-08 |
| 38 | 0.99999998499648 | 3.0007040832486e-08 | 1.5003520416243e-08 |
| 39 | 0.99999999335469 | 1.32906183940950e-08 | 6.64530919704749e-09 |
| 40 | 0.999999991780198 | 1.64396043389184e-08 | 8.21980216945918e-09 |
| 41 | 0.99999998230691 | 3.53861790864548e-08 | 1.76930895432274e-08 |
| 42 | 0.999999952221764 | 9.55564715849425e-08 | 4.77782357924712e-08 |
| 43 | 0.999999962928547 | 7.41429059961183e-08 | 3.70714529980592e-08 |
| 44 | 0.999999980140883 | 3.97182336250761e-08 | 1.98591168125381e-08 |
| 45 | 0.999999936745103 | 1.26509794023391e-07 | 6.32548970116956e-08 |
| 46 | 0.999999718930445 | 5.62139110298224e-07 | 2.81069555149112e-07 |
| 47 | 0.9999988218131 | 2.35637379921237e-06 | 1.17818689960619e-06 |
| 48 | 0.999998373777977 | 3.25244404644458e-06 | 1.62622202322229e-06 |
| 49 | 0.999994533579498 | 1.09328410050819e-05 | 5.46642050254096e-06 |
| 50 | 0.99997272785451 | 5.45442909808006e-05 | 2.72721454904003e-05 |
| 51 | 0.999896509367403 | 0.000206981265193635 | 0.000103490632596818 |
| 52 | 0.999655081540936 | 0.000689836918129079 | 0.000344918459064539 |
| 53 | 0.99941294764271 | 0.00117410471458223 | 0.000587052357291115 |
| 54 | 0.999452014459324 | 0.00109597108135271 | 0.000547985540676356 |
| 55 | 0.999871154076202 | 0.000257691847595972 | 0.000128845923797986 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 40 | 0.784313725490196 | NOK |
| 5% type I error level | 43 | 0.843137254901961 | NOK |
| 10% type I error level | 44 | 0.862745098039216 | NOK |
