| Multiple Linear Regression - Estimated Regression Equation |
| Werkzoekend[t] = + 549627.29113924 -32412.9578059071Crisis[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) | 549627.29113924 | 4944.478592 | 111.1598 | 0 | 0 |
| Crisis | -32412.9578059071 | 18610.34133 | -1.7417 | 0.085272 | 0.042636 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.18777198628528 |
| R-squared | 0.0352583188335194 |
| Adjusted R-squared | 0.0236349250845257 |
| F-TEST (value) | 3.03339279344054 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 83 |
| p-value | 0.0852721030934667 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 43947.4870174879 |
| Sum Squared Residuals | 160304674057.638 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 474605 | 549627.291139245 | -75022.2911392455 |
| 2 | 470390 | 549627.29113924 | -79237.2911392404 |
| 3 | 461251 | 549627.29113924 | -88376.2911392404 |
| 4 | 454724 | 549627.29113924 | -94903.2911392404 |
| 5 | 455626 | 549627.29113924 | -94001.2911392404 |
| 6 | 516847 | 549627.29113924 | -32780.2911392404 |
| 7 | 525192 | 549627.29113924 | -24435.2911392404 |
| 8 | 522975 | 549627.29113924 | -26652.2911392404 |
| 9 | 518585 | 549627.29113924 | -31042.2911392404 |
| 10 | 509239 | 549627.29113924 | -40388.2911392404 |
| 11 | 512238 | 549627.29113924 | -37389.2911392404 |
| 12 | 519164 | 549627.29113924 | -30463.2911392404 |
| 13 | 517009 | 549627.29113924 | -32618.2911392404 |
| 14 | 509933 | 549627.29113924 | -39694.2911392404 |
| 15 | 509127 | 549627.29113924 | -40500.2911392404 |
| 16 | 500875 | 549627.29113924 | -48752.2911392404 |
| 17 | 506971 | 549627.29113924 | -42656.2911392404 |
| 18 | 569323 | 549627.29113924 | 19695.7088607596 |
| 19 | 579714 | 549627.29113924 | 30086.7088607596 |
| 20 | 577992 | 549627.29113924 | 28364.7088607596 |
| 21 | 565644 | 549627.29113924 | 16016.7088607596 |
| 22 | 547344 | 549627.29113924 | -2283.29113924044 |
| 23 | 554788 | 549627.29113924 | 5160.70886075956 |
| 24 | 562325 | 549627.29113924 | 12697.7088607596 |
| 25 | 560854 | 549627.29113924 | 11226.7088607596 |
| 26 | 555332 | 549627.29113924 | 5704.70886075956 |
| 27 | 543599 | 549627.29113924 | -6028.29113924044 |
| 28 | 536662 | 549627.29113924 | -12965.2911392404 |
| 29 | 542722 | 549627.29113924 | -6905.29113924044 |
| 30 | 593530 | 549627.29113924 | 43902.7088607596 |
| 31 | 610763 | 549627.29113924 | 61135.7088607595 |
| 32 | 612613 | 549627.29113924 | 62985.7088607595 |
| 33 | 611324 | 549627.29113924 | 61696.7088607595 |
| 34 | 594167 | 549627.29113924 | 44539.7088607596 |
| 35 | 595454 | 549627.29113924 | 45826.7088607596 |
| 36 | 590865 | 549627.29113924 | 41237.7088607596 |
| 37 | 589379 | 549627.29113924 | 39751.7088607596 |
| 38 | 584428 | 549627.29113924 | 34800.7088607596 |
| 39 | 573100 | 549627.29113924 | 23472.7088607596 |
| 40 | 567456 | 549627.29113924 | 17828.7088607596 |
| 41 | 569028 | 549627.29113924 | 19400.7088607596 |
| 42 | 620735 | 549627.29113924 | 71107.7088607596 |
| 43 | 628884 | 549627.29113924 | 79256.7088607596 |
| 44 | 628232 | 549627.29113924 | 78604.7088607596 |
| 45 | 612117 | 549627.29113924 | 62489.7088607595 |
| 46 | 595404 | 549627.29113924 | 45776.7088607596 |
| 47 | 597141 | 549627.29113924 | 47513.7088607596 |
| 48 | 593408 | 549627.29113924 | 43780.7088607596 |
| 49 | 590072 | 549627.29113924 | 40444.7088607596 |
| 50 | 579799 | 549627.29113924 | 30171.7088607596 |
| 51 | 574205 | 549627.29113924 | 24577.7088607596 |
| 52 | 572775 | 549627.29113924 | 23147.7088607596 |
| 53 | 572942 | 549627.29113924 | 23314.7088607596 |
| 54 | 619567 | 549627.29113924 | 69939.7088607596 |
| 55 | 625809 | 549627.29113924 | 76181.7088607596 |
| 56 | 619916 | 549627.29113924 | 70288.7088607596 |
| 57 | 587625 | 549627.29113924 | 37997.7088607596 |
| 58 | 565724 | 549627.29113924 | 16096.7088607596 |
| 59 | 557274 | 549627.29113924 | 7646.70886075956 |
| 60 | 560576 | 549627.29113924 | 10948.7088607596 |
| 61 | 548854 | 549627.29113924 | -773.291139240441 |
| 62 | 531673 | 549627.29113924 | -17954.2911392404 |
| 63 | 525919 | 549627.29113924 | -23708.2911392404 |
| 64 | 511038 | 549627.29113924 | -38589.2911392404 |
| 65 | 498662 | 549627.29113924 | -50965.2911392404 |
| 66 | 555362 | 549627.29113924 | 5734.70886075956 |
| 67 | 564591 | 549627.29113924 | 14963.7088607596 |
| 68 | 541667 | 549627.29113924 | -7960.29113924044 |
| 69 | 527070 | 549627.29113924 | -22557.2911392404 |
| 70 | 509846 | 549627.29113924 | -39781.2911392404 |
| 71 | 514258 | 549627.29113924 | -35369.2911392404 |
| 72 | 516922 | 549627.29113924 | -32705.2911392404 |
| 73 | 507561 | 549627.29113924 | -42066.2911392404 |
| 74 | 492622 | 549627.29113924 | -57005.2911392404 |
| 75 | 490243 | 549627.29113924 | -59384.2911392404 |
| 76 | 469357 | 549627.29113924 | -80270.2911392404 |
| 77 | 477580 | 549627.29113924 | -72047.2911392404 |
| 78 | 528379 | 549627.29113924 | -21248.2911392404 |
| 79 | 533590 | 549627.29113924 | -16037.2911392404 |
| 80 | 517945 | 517214.333333333 | 730.666666666674 |
| 81 | 506174 | 517214.333333333 | -11040.3333333333 |
| 82 | 501866 | 517214.333333333 | -15348.3333333333 |
| 83 | 516441 | 517214.333333333 | -773.333333333326 |
| 84 | 528222 | 517214.333333333 | 11007.6666666667 |
| 85 | 532638 | 517214.333333333 | 15423.6666666667 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0232551441096575 | 0.046510288219315 | 0.976744855890342 |
| 6 | 0.219378016782612 | 0.438756033565224 | 0.780621983217388 |
| 7 | 0.344440485193853 | 0.688880970387706 | 0.655559514806147 |
| 8 | 0.366884529952654 | 0.733769059905307 | 0.633115470047346 |
| 9 | 0.335984938334841 | 0.671969876669682 | 0.664015061665159 |
| 10 | 0.271339947875506 | 0.542679895751012 | 0.728660052124494 |
| 11 | 0.219919507932298 | 0.439839015864596 | 0.780080492067702 |
| 12 | 0.187535818392979 | 0.375071636785958 | 0.812464181607021 |
| 13 | 0.152644130038922 | 0.305288260077844 | 0.847355869961078 |
| 14 | 0.115942144458136 | 0.231884288916272 | 0.884057855541864 |
| 15 | 0.086878519462809 | 0.173757038925618 | 0.913121480537191 |
| 16 | 0.0645455071207046 | 0.129091014241409 | 0.935454492879295 |
| 17 | 0.0479577078586455 | 0.0959154157172911 | 0.952042292141354 |
| 18 | 0.147142433000596 | 0.294284866001192 | 0.852857566999404 |
| 19 | 0.314950956475233 | 0.629901912950466 | 0.685049043524767 |
| 20 | 0.445989860807001 | 0.891979721614001 | 0.554010139192999 |
| 21 | 0.484163832800266 | 0.968327665600532 | 0.515836167199734 |
| 22 | 0.454036802812098 | 0.908073605624197 | 0.545963197187902 |
| 23 | 0.437237054006461 | 0.874474108012921 | 0.562762945993539 |
| 24 | 0.435092400882792 | 0.870184801765585 | 0.564907599117208 |
| 25 | 0.42180500771189 | 0.84361001542378 | 0.57819499228811 |
| 26 | 0.39158674123503 | 0.78317348247006 | 0.60841325876497 |
| 27 | 0.344530261858519 | 0.689060523717037 | 0.655469738141481 |
| 28 | 0.29654079672407 | 0.59308159344814 | 0.70345920327593 |
| 29 | 0.254364525942429 | 0.508729051884858 | 0.745635474057571 |
| 30 | 0.327671740415583 | 0.655343480831165 | 0.672328259584417 |
| 31 | 0.470930311081536 | 0.941860622163072 | 0.529069688918464 |
| 32 | 0.599764170765365 | 0.80047165846927 | 0.400235829234635 |
| 33 | 0.69484289095747 | 0.61031421808506 | 0.30515710904253 |
| 34 | 0.713938960844189 | 0.572122078311622 | 0.286061039155811 |
| 35 | 0.731099197224108 | 0.537801605551784 | 0.268900802775892 |
| 36 | 0.732625612475513 | 0.534748775048974 | 0.267374387524487 |
| 37 | 0.728146173061368 | 0.543707653877264 | 0.271853826938632 |
| 38 | 0.711251168032895 | 0.577497663934209 | 0.288748831967104 |
| 39 | 0.673303819369436 | 0.653392361261127 | 0.326696180630564 |
| 40 | 0.625689504827463 | 0.748620990345075 | 0.374310495172537 |
| 41 | 0.57748232551746 | 0.84503534896508 | 0.42251767448254 |
| 42 | 0.670192412064462 | 0.659615175871075 | 0.329807587935538 |
| 43 | 0.7816142562509 | 0.436771487498199 | 0.218385743749099 |
| 44 | 0.86693229188499 | 0.266135416230018 | 0.133067708115009 |
| 45 | 0.898510375898738 | 0.202979248202524 | 0.101489624101262 |
| 46 | 0.901820860394436 | 0.196358279211128 | 0.0981791396055638 |
| 47 | 0.908629768458096 | 0.182740463083807 | 0.0913702315419036 |
| 48 | 0.911799344052437 | 0.176401311895126 | 0.0882006559475628 |
| 49 | 0.912329135751392 | 0.175341728497215 | 0.0876708642486077 |
| 50 | 0.902573450848286 | 0.194853098303428 | 0.097426549151714 |
| 51 | 0.887106911185042 | 0.225786177629915 | 0.112893088814958 |
| 52 | 0.86938912145057 | 0.261221757098859 | 0.130610878549430 |
| 53 | 0.851268941158777 | 0.297462117682447 | 0.148731058841223 |
| 54 | 0.928223131191925 | 0.143553737616150 | 0.0717768688080751 |
| 55 | 0.983034909351414 | 0.0339301812971724 | 0.0169650906485862 |
| 56 | 0.998088670617823 | 0.00382265876435486 | 0.00191132938217743 |
| 57 | 0.999366860554405 | 0.00126627889118925 | 0.000633139445594627 |
| 58 | 0.999517925165496 | 0.000964149669008244 | 0.000482074834504122 |
| 59 | 0.999538124528106 | 0.000923750943788806 | 0.000461875471894403 |
| 60 | 0.999670241276268 | 0.000659517447464739 | 0.000329758723732369 |
| 61 | 0.999649272260684 | 0.000701455478632899 | 0.000350727739316449 |
| 62 | 0.999411284194083 | 0.00117743161183453 | 0.000588715805917266 |
| 63 | 0.998953437266038 | 0.00209312546792377 | 0.00104656273396188 |
| 64 | 0.998166450920346 | 0.00366709815930842 | 0.00183354907965421 |
| 65 | 0.997441551486053 | 0.00511689702789377 | 0.00255844851394688 |
| 66 | 0.998150560210196 | 0.00369887957960766 | 0.00184943978980383 |
| 67 | 0.999601145018537 | 0.000797709962925191 | 0.000398854981462596 |
| 68 | 0.999725924891008 | 0.000548150217983337 | 0.000274075108991669 |
| 69 | 0.999626336322706 | 0.000747327354587012 | 0.000373663677293506 |
| 70 | 0.99917751809055 | 0.00164496381890219 | 0.000822481909451097 |
| 71 | 0.998367226355246 | 0.00326554728950801 | 0.00163277364475401 |
| 72 | 0.997136121515038 | 0.00572775696992319 | 0.00286387848496159 |
| 73 | 0.994103078340222 | 0.0117938433195563 | 0.00589692165977813 |
| 74 | 0.988296054016861 | 0.0234078919662775 | 0.0117039459831387 |
| 75 | 0.978481057712286 | 0.0430378845754277 | 0.0215189422877139 |
| 76 | 0.988435260021496 | 0.0231294799570076 | 0.0115647399785038 |
| 77 | 0.999193276776816 | 0.00161344644636830 | 0.000806723223184148 |
| 78 | 0.996636083149036 | 0.00672783370192849 | 0.00336391685096424 |
| 79 | 0.986366172741715 | 0.0272676545165696 | 0.0136338272582848 |
| 80 | 0.949991214326124 | 0.100017571347753 | 0.0500087856738765 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 19 | 0.25 | NOK |
| 5% type I error level | 26 | 0.342105263157895 | NOK |
| 10% type I error level | 27 | 0.355263157894737 | NOK |
