| Multiple Linear Regression - Estimated Regression Equation |
| Werkloosheid[t] = + 162.436002337051 -14.8388999402021Rente[t] + 1.70430583183854M1[t] -1.96236083482829M2[t] -7.42472166965657M3[t] -11.0107400039865M4[t] -17.0107400039865M5[t] -15.9494531695569M6[t] + 18.9344269942195M7[t] + 26.3860478250613M8[t] + 24.5591683243636M9[t] + 13.6204551587933M10[t] + 3.45807466347745M11[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) | 162.436002337051 | 2.417503 | 67.1916 | 0 | 0 |
| Rente | -14.8388999402021 | 0.605681 | -24.4995 | 0 | 0 |
| M1 | 1.70430583183854 | 2.498139 | 0.6822 | 0.497763 | 0.248882 |
| M2 | -1.96236083482829 | 2.498139 | -0.7855 | 0.435287 | 0.217643 |
| M3 | -7.42472166965657 | 2.498277 | -2.9719 | 0.004278 | 0.002139 |
| M4 | -11.0107400039865 | 2.49842 | -4.4071 | 4.5e-05 | 2.2e-05 |
| M5 | -17.0107400039865 | 2.49842 | -6.8086 | 0 | 0 |
| M6 | -15.9494531695569 | 2.498265 | -6.3842 | 0 | 0 |
| M7 | 18.9344269942195 | 2.49878 | 7.5775 | 0 | 0 |
| M8 | 26.3860478250613 | 2.499498 | 10.5565 | 0 | 0 |
| M9 | 24.5591683243636 | 2.499745 | 9.8247 | 0 | 0 |
| M10 | 13.6204551587933 | 2.499366 | 5.4496 | 1e-06 | 1e-06 |
| M11 | 3.45807466347745 | 2.498302 | 1.3842 | 0.17152 | 0.08576 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.978730583058003 |
| R-squared | 0.957913554213058 |
| Adjusted R-squared | 0.949353599137748 |
| F-TEST (value) | 111.906376351904 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 59 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 4.32682497197846 |
| Sum Squared Residuals | 1104.56344595005 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 127 | 123.333333333333 | 3.66666666666746 |
| 2 | 123 | 119.666666666667 | 3.33333333333329 |
| 3 | 118 | 117.172085819879 | 0.827914180121201 |
| 4 | 114 | 114.328012482559 | -0.328012482558943 |
| 5 | 108 | 108.328012482559 | -0.328012482558939 |
| 6 | 111 | 115.324859293069 | -4.32485929306941 |
| 7 | 151 | 151.692629450866 | -0.69262945086605 |
| 8 | 159 | 159.144250281708 | -0.144250281707726 |
| 9 | 158 | 157.31737078101 | 0.682629218989846 |
| 10 | 148 | 146.378657615440 | 1.62134238456025 |
| 11 | 138 | 136.216277120124 | 1.78372287987606 |
| 12 | 137 | 132.758202456647 | 4.2417975433535 |
| 13 | 136 | 134.462508288485 | 1.53749171151496 |
| 14 | 133 | 130.795841621818 | 2.20415837818179 |
| 15 | 126 | 125.33348078699 | 0.666519213010061 |
| 16 | 120 | 121.74746245266 | -1.74746245265997 |
| 17 | 114 | 115.74746245266 | -1.74746245265997 |
| 18 | 116 | 116.808749287090 | -0.8087492870896 |
| 19 | 153 | 151.692629450866 | 1.30737054913397 |
| 20 | 162 | 159.144250281708 | 2.8557497182922 |
| 21 | 161 | 157.31737078101 | 3.68262921898985 |
| 22 | 149 | 146.378657615440 | 2.62134238456022 |
| 23 | 139 | 136.216277120124 | 2.78372287987606 |
| 24 | 135 | 132.758202456647 | 2.2417975433535 |
| 25 | 130 | 134.462508288485 | -4.46250828848505 |
| 26 | 127 | 130.795841621818 | -3.79584162181821 |
| 27 | 122 | 125.33348078699 | -3.33348078698994 |
| 28 | 117 | 121.74746245266 | -4.74746245265997 |
| 29 | 112 | 115.74746245266 | -3.74746245265997 |
| 30 | 113 | 116.808749287090 | -3.8087492870896 |
| 31 | 149 | 151.692629450866 | -2.69262945086603 |
| 32 | 157 | 159.144250281708 | -2.1442502817078 |
| 33 | 157 | 157.31737078101 | -0.317370781010147 |
| 34 | 147 | 146.378657615440 | 0.621342384560223 |
| 35 | 137 | 136.216277120124 | 0.783722879876056 |
| 36 | 132 | 129.642033469204 | 2.35796653079593 |
| 37 | 125 | 130.752783303435 | -5.75278330343453 |
| 38 | 123 | 127.086116636768 | -4.08611663676769 |
| 39 | 117 | 118.655975813899 | -1.65597581389901 |
| 40 | 114 | 114.328012482559 | -0.328012482558939 |
| 41 | 111 | 108.328012482559 | 2.67198751744106 |
| 42 | 112 | 107.311853325360 | 4.68814667463973 |
| 43 | 144 | 140.563454495714 | 3.43654550428552 |
| 44 | 150 | 145.34407333732 | 4.65592666268013 |
| 45 | 149 | 142.478470840808 | 6.52152915919193 |
| 46 | 134 | 129.017144685403 | 4.98285531459664 |
| 47 | 123 | 117.667652194871 | 5.33234780512864 |
| 48 | 116 | 112.132131539766 | 3.86786846023438 |
| 49 | 117 | 112.204158378182 | 4.79584162181806 |
| 50 | 111 | 108.537491711515 | 2.46250828848490 |
| 51 | 105 | 100.849295885657 | 4.15070411434348 |
| 52 | 102 | 95.7793875573064 | 6.22061244269365 |
| 53 | 95 | 89.7793875573064 | 5.22061244269365 |
| 54 | 93 | 88.6148394007057 | 4.38516059929434 |
| 55 | 124 | 122.014829570462 | 1.98517042953811 |
| 56 | 130 | 129.466450401304 | 0.533549598696344 |
| 57 | 124 | 127.639570900606 | -3.639570900606 |
| 58 | 115 | 116.700857735036 | -1.70085773503563 |
| 59 | 106 | 106.538477239720 | -0.538477239719803 |
| 60 | 105 | 103.080402576242 | 1.91959742375764 |
| 61 | 105 | 104.784708408081 | 0.215291591919096 |
| 62 | 101 | 101.118041741414 | -0.118041741414070 |
| 63 | 95 | 95.6556809065858 | -0.655680906585797 |
| 64 | 93 | 92.0696625722558 | 0.93033742774417 |
| 65 | 84 | 86.0696625722558 | -2.06966257225583 |
| 66 | 87 | 87.1309494066855 | -0.130949406685456 |
| 67 | 116 | 119.343827581226 | -3.34382758122552 |
| 68 | 120 | 125.756725416253 | -5.75672541625314 |
| 69 | 117 | 123.929845915555 | -6.92984591555548 |
| 70 | 109 | 117.146024733242 | -8.1460247332417 |
| 71 | 105 | 115.145039205037 | -10.145039205037 |
| 72 | 107 | 121.629027501495 | -14.6290275014949 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.00168269827871803 | 0.00336539655743606 | 0.998317301721282 |
| 17 | 0.000178403148110627 | 0.000356806296221254 | 0.99982159685189 |
| 18 | 0.00298682623456448 | 0.00597365246912896 | 0.997013173765436 |
| 19 | 0.00124909252365801 | 0.00249818504731602 | 0.998750907476342 |
| 20 | 0.00100724662817263 | 0.00201449325634527 | 0.998992753371827 |
| 21 | 0.000756804398522882 | 0.00151360879704576 | 0.999243195601477 |
| 22 | 0.000244200604353932 | 0.000488401208707864 | 0.999755799395646 |
| 23 | 7.78177029534565e-05 | 0.000155635405906913 | 0.999922182297047 |
| 24 | 3.50021285233935e-05 | 7.00042570467871e-05 | 0.999964997871477 |
| 25 | 0.000521360409146856 | 0.00104272081829371 | 0.999478639590853 |
| 26 | 0.00101896326018427 | 0.00203792652036854 | 0.998981036739816 |
| 27 | 0.000642870083987755 | 0.00128574016797551 | 0.999357129916012 |
| 28 | 0.000431402984301285 | 0.000862805968602571 | 0.9995685970157 |
| 29 | 0.000220104757587952 | 0.000440209515175904 | 0.999779895242412 |
| 30 | 0.000119309590413415 | 0.000238619180826829 | 0.999880690409587 |
| 31 | 8.58238534206005e-05 | 0.000171647706841201 | 0.99991417614658 |
| 32 | 6.97669924176976e-05 | 0.000139533984835395 | 0.999930233007582 |
| 33 | 3.72318104866142e-05 | 7.44636209732284e-05 | 0.999962768189513 |
| 34 | 1.56430849891774e-05 | 3.12861699783548e-05 | 0.99998435691501 |
| 35 | 6.47329539389757e-06 | 1.29465907877951e-05 | 0.999993526704606 |
| 36 | 3.51307333232687e-06 | 7.02614666465374e-06 | 0.999996486926668 |
| 37 | 2.19872489131853e-05 | 4.39744978263707e-05 | 0.999978012751087 |
| 38 | 3.93654353720136e-05 | 7.87308707440273e-05 | 0.999960634564628 |
| 39 | 2.85334442375619e-05 | 5.70668884751237e-05 | 0.999971466555762 |
| 40 | 1.97656204238692e-05 | 3.95312408477384e-05 | 0.999980234379576 |
| 41 | 1.28908414385940e-05 | 2.57816828771881e-05 | 0.999987109158561 |
| 42 | 1.10407334047671e-05 | 2.20814668095343e-05 | 0.999988959266595 |
| 43 | 4.28243105963752e-06 | 8.56486211927504e-06 | 0.99999571756894 |
| 44 | 1.77212350519045e-06 | 3.54424701038089e-06 | 0.999998227876495 |
| 45 | 1.89638032290184e-06 | 3.79276064580369e-06 | 0.999998103619677 |
| 46 | 5.28133276168864e-06 | 1.05626655233773e-05 | 0.999994718667238 |
| 47 | 3.61474127178305e-05 | 7.2294825435661e-05 | 0.999963852587282 |
| 48 | 0.000254726031630581 | 0.000509452063261163 | 0.99974527396837 |
| 49 | 0.000273080576272791 | 0.000546161152545582 | 0.999726919423727 |
| 50 | 0.00024839518340256 | 0.00049679036680512 | 0.999751604816597 |
| 51 | 0.000316529799403856 | 0.000633059598807713 | 0.999683470200596 |
| 52 | 0.000501418565730974 | 0.00100283713146195 | 0.999498581434269 |
| 53 | 0.00213721926231875 | 0.00427443852463749 | 0.997862780737681 |
| 54 | 0.00217199098655101 | 0.00434398197310203 | 0.99782800901345 |
| 55 | 0.0076438521397298 | 0.0152877042794596 | 0.99235614786027 |
| 56 | 0.0901826901361003 | 0.180365380272201 | 0.9098173098639 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 39 | 0.951219512195122 | NOK |
| 5% type I error level | 40 | 0.97560975609756 | NOK |
| 10% type I error level | 40 | 0.97560975609756 | NOK |
