| Multiple Linear Regression - Estimated Regression Equation |
| Werkzoekend[t] = + 559199.923875432 -42917.4671280275Crisis[t] -13713.7404844296M1[t] -27174.6381611466M2[t] -33850.7810182896M3[t] -43073.2095897181M4[t] -41552.6381611467M5[t] + 12763.3618388533M6[t] + 22020.5046959962M7[t] + 21408.2857142858M8[t] + 8151.0000000001M9[t] -6841.71428571418M10[t] -3412.57142857133M11[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) | 559199.923875432 | 15587.838076 | 35.8741 | 0 | 0 |
| Crisis | -42917.4671280275 | 17908.148812 | -2.3965 | 0.01915 | 0.009575 |
| M1 | -13713.7404844296 | 21057.524001 | -0.6513 | 0.516958 | 0.258479 |
| M2 | -27174.6381611466 | 21895.580768 | -1.2411 | 0.218597 | 0.109298 |
| M3 | -33850.7810182896 | 21895.580768 | -1.546 | 0.126487 | 0.063243 |
| M4 | -43073.2095897181 | 21895.580768 | -1.9672 | 0.053012 | 0.026506 |
| M5 | -41552.6381611467 | 21895.580768 | -1.8978 | 0.061737 | 0.030868 |
| M6 | 12763.3618388533 | 21895.580768 | 0.5829 | 0.561769 | 0.280884 |
| M7 | 22020.5046959962 | 21895.580768 | 1.0057 | 0.317925 | 0.158963 |
| M8 | 21408.2857142858 | 21745.609272 | 0.9845 | 0.328173 | 0.164086 |
| M9 | 8151.0000000001 | 21745.609272 | 0.3748 | 0.708886 | 0.354443 |
| M10 | -6841.71428571418 | 21745.609272 | -0.3146 | 0.753956 | 0.376978 |
| M11 | -3412.57142857133 | 21745.609272 | -0.1569 | 0.875738 | 0.437869 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.531838683334346 |
| R-squared | 0.282852385090811 |
| Adjusted R-squared | 0.163327782605946 |
| F-TEST (value) | 2.36647835851726 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 72 |
| p-value | 0.0125047098828625 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 40682.3097810769 |
| Sum Squared Residuals | 119163623696.892 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 474605 | 545486.183391008 | -70881.1833910078 |
| 2 | 470390 | 532025.285714286 | -61635.2857142858 |
| 3 | 461251 | 525349.142857143 | -64098.1428571429 |
| 4 | 454724 | 516126.714285714 | -61402.7142857144 |
| 5 | 455626 | 517647.285714286 | -62021.2857142857 |
| 6 | 516847 | 571963.285714286 | -55116.2857142857 |
| 7 | 525192 | 581220.428571429 | -56028.4285714286 |
| 8 | 522975 | 580608.209589718 | -57633.2095897182 |
| 9 | 518585 | 567350.923875432 | -48765.9238754325 |
| 10 | 509239 | 552358.209589718 | -43119.2095897182 |
| 11 | 512238 | 555787.352446861 | -43549.3524468611 |
| 12 | 519164 | 559199.923875432 | -40035.9238754324 |
| 13 | 517009 | 545486.183391003 | -28477.1833910028 |
| 14 | 509933 | 532025.285714286 | -22092.2857142857 |
| 15 | 509127 | 525349.142857143 | -16222.1428571428 |
| 16 | 500875 | 516126.714285714 | -15251.7142857143 |
| 17 | 506971 | 517647.285714286 | -10676.2857142857 |
| 18 | 569323 | 571963.285714286 | -2640.28571428572 |
| 19 | 579714 | 581220.428571429 | -1506.42857142856 |
| 20 | 577992 | 580608.209589718 | -2616.20958971819 |
| 21 | 565644 | 567350.923875432 | -1706.92387543250 |
| 22 | 547344 | 552358.209589718 | -5014.20958971823 |
| 23 | 554788 | 555787.352446861 | -999.352446861071 |
| 24 | 562325 | 559199.923875432 | 3125.0761245676 |
| 25 | 560854 | 545486.183391003 | 15367.8166089972 |
| 26 | 555332 | 532025.285714286 | 23306.7142857143 |
| 27 | 543599 | 525349.142857143 | 18249.8571428571 |
| 28 | 536662 | 516126.714285714 | 20535.2857142857 |
| 29 | 542722 | 517647.285714286 | 25074.7142857143 |
| 30 | 593530 | 571963.285714286 | 21566.7142857143 |
| 31 | 610763 | 581220.428571429 | 29542.5714285714 |
| 32 | 612613 | 580608.209589718 | 32004.7904102818 |
| 33 | 611324 | 567350.923875433 | 43973.0761245675 |
| 34 | 594167 | 552358.209589718 | 41808.7904102818 |
| 35 | 595454 | 555787.352446861 | 39666.6475531389 |
| 36 | 590865 | 559199.923875432 | 31665.0761245676 |
| 37 | 589379 | 545486.183391003 | 43892.8166089972 |
| 38 | 584428 | 532025.285714286 | 52402.7142857143 |
| 39 | 573100 | 525349.142857143 | 47750.8571428572 |
| 40 | 567456 | 516126.714285714 | 51329.2857142857 |
| 41 | 569028 | 517647.285714286 | 51380.7142857143 |
| 42 | 620735 | 571963.285714286 | 48771.7142857142 |
| 43 | 628884 | 581220.428571429 | 47663.5714285714 |
| 44 | 628232 | 580608.209589718 | 47623.7904102818 |
| 45 | 612117 | 567350.923875433 | 44766.0761245675 |
| 46 | 595404 | 552358.209589718 | 43045.7904102818 |
| 47 | 597141 | 555787.352446861 | 41353.6475531389 |
| 48 | 593408 | 559199.923875432 | 34208.0761245676 |
| 49 | 590072 | 545486.183391003 | 44585.8166089972 |
| 50 | 579799 | 532025.285714286 | 47773.7142857143 |
| 51 | 574205 | 525349.142857143 | 48855.8571428572 |
| 52 | 572775 | 516126.714285714 | 56648.2857142857 |
| 53 | 572942 | 517647.285714286 | 55294.7142857143 |
| 54 | 619567 | 571963.285714286 | 47603.7142857142 |
| 55 | 625809 | 581220.428571429 | 44588.5714285714 |
| 56 | 619916 | 580608.209589718 | 39307.7904102818 |
| 57 | 587625 | 567350.923875432 | 20274.0761245675 |
| 58 | 565724 | 552358.209589718 | 13365.7904102818 |
| 59 | 557274 | 555787.352446861 | 1486.64755313893 |
| 60 | 560576 | 559199.923875432 | 1376.0761245676 |
| 61 | 548854 | 545486.183391003 | 3367.81660899717 |
| 62 | 531673 | 532025.285714286 | -352.285714285744 |
| 63 | 525919 | 525349.142857143 | 569.857142857151 |
| 64 | 511038 | 516126.714285714 | -5088.71428571429 |
| 65 | 498662 | 517647.285714286 | -18985.2857142857 |
| 66 | 555362 | 571963.285714286 | -16601.2857142857 |
| 67 | 564591 | 581220.428571429 | -16629.4285714286 |
| 68 | 541667 | 580608.209589718 | -38941.2095897182 |
| 69 | 527070 | 567350.923875432 | -40280.9238754325 |
| 70 | 509846 | 552358.209589718 | -42512.2095897182 |
| 71 | 514258 | 555787.352446861 | -41529.3524468611 |
| 72 | 516922 | 559199.923875432 | -42277.9238754324 |
| 73 | 507561 | 545486.183391003 | -37925.1833910028 |
| 74 | 492622 | 532025.285714286 | -39403.2857142857 |
| 75 | 490243 | 525349.142857143 | -35106.1428571428 |
| 76 | 469357 | 516126.714285714 | -46769.7142857143 |
| 77 | 477580 | 517647.285714286 | -40067.2857142857 |
| 78 | 528379 | 571963.285714286 | -43584.2857142857 |
| 79 | 533590 | 581220.428571429 | -47630.4285714286 |
| 80 | 517945 | 537690.742461691 | -19745.7424616907 |
| 81 | 506174 | 524433.456747405 | -18259.4567474050 |
| 82 | 501866 | 509440.742461691 | -7574.74246169069 |
| 83 | 516441 | 512869.885318834 | 3571.11468116647 |
| 84 | 528222 | 516282.456747405 | 11939.5432525951 |
| 85 | 532638 | 502568.716262975 | 30069.2837370247 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.617403206735115 | 0.76519358652977 | 0.382596793264885 |
| 17 | 0.600965132848332 | 0.798069734303335 | 0.399034867151668 |
| 18 | 0.589055564733813 | 0.821888870532373 | 0.410944435266187 |
| 19 | 0.58485065131457 | 0.83029869737086 | 0.41514934868543 |
| 20 | 0.580952275229976 | 0.838095449540047 | 0.419047724770024 |
| 21 | 0.546805436121793 | 0.906389127756414 | 0.453194563878207 |
| 22 | 0.489661681145459 | 0.979323362290918 | 0.510338318854541 |
| 23 | 0.445762712380416 | 0.891525424760831 | 0.554237287619584 |
| 24 | 0.404531162436484 | 0.809062324872968 | 0.595468837563516 |
| 25 | 0.467145051587443 | 0.934290103174887 | 0.532854948412557 |
| 26 | 0.516049407414814 | 0.967901185170372 | 0.483950592585186 |
| 27 | 0.528765818983166 | 0.942468362033667 | 0.471234181016834 |
| 28 | 0.537788416863812 | 0.924423166272375 | 0.462211583136188 |
| 29 | 0.550986022167159 | 0.898027955665682 | 0.449013977832841 |
| 30 | 0.530629833602215 | 0.93874033279557 | 0.469370166397785 |
| 31 | 0.531917440661541 | 0.936165118676917 | 0.468082559338459 |
| 32 | 0.539208376024389 | 0.921583247951221 | 0.460791623975611 |
| 33 | 0.573516674784913 | 0.852966650430174 | 0.426483325215087 |
| 34 | 0.59297744640855 | 0.814045107182899 | 0.407022553591449 |
| 35 | 0.599352995488711 | 0.801294009022577 | 0.400647004511289 |
| 36 | 0.575989552655586 | 0.848020894688828 | 0.424010447344414 |
| 37 | 0.604912088358545 | 0.79017582328291 | 0.395087911641455 |
| 38 | 0.645832639487874 | 0.708334721024252 | 0.354167360512126 |
| 39 | 0.665687569724628 | 0.668624860550743 | 0.334312430275372 |
| 40 | 0.692606978098263 | 0.614786043803474 | 0.307393021901737 |
| 41 | 0.715459634936827 | 0.569080730126347 | 0.284540365063174 |
| 42 | 0.727949143403772 | 0.544101713192455 | 0.272050856596228 |
| 43 | 0.736980165873872 | 0.526039668252255 | 0.263019834126128 |
| 44 | 0.744103389125491 | 0.511793221749019 | 0.255896610874509 |
| 45 | 0.748480389599051 | 0.503039220801898 | 0.251519610400949 |
| 46 | 0.75080302099476 | 0.498393958010481 | 0.249196979005240 |
| 47 | 0.751613503281029 | 0.496772993437942 | 0.248386496718971 |
| 48 | 0.735107073392556 | 0.529785853214888 | 0.264892926607444 |
| 49 | 0.739610892713334 | 0.520778214573332 | 0.260389107286666 |
| 50 | 0.76602486293386 | 0.467950274132282 | 0.233975137066141 |
| 51 | 0.792708683474933 | 0.414582633050133 | 0.207291316525067 |
| 52 | 0.857514011549832 | 0.284971976900336 | 0.142485988450168 |
| 53 | 0.916580214258664 | 0.166839571482671 | 0.0834197857413355 |
| 54 | 0.950976171753465 | 0.0980476564930702 | 0.0490238282465351 |
| 55 | 0.975888314376066 | 0.0482233712478673 | 0.0241116856239336 |
| 56 | 0.991860811891904 | 0.0162783762161915 | 0.00813918810809575 |
| 57 | 0.996091557226512 | 0.00781688554697657 | 0.00390844277348828 |
| 58 | 0.99783100427238 | 0.00433799145523869 | 0.00216899572761934 |
| 59 | 0.997760268155111 | 0.00447946368977777 | 0.00223973184488888 |
| 60 | 0.997573623715257 | 0.00485275256948543 | 0.00242637628474272 |
| 61 | 0.996490192259003 | 0.00701961548199387 | 0.00350980774099694 |
| 62 | 0.996354291400646 | 0.007291417198709 | 0.0036457085993545 |
| 63 | 0.995849350407293 | 0.0083012991854136 | 0.0041506495927068 |
| 64 | 0.997025845678415 | 0.00594830864316975 | 0.00297415432158488 |
| 65 | 0.994324225479868 | 0.0113515490402634 | 0.0056757745201317 |
| 66 | 0.991582393225954 | 0.0168352135480918 | 0.0084176067740459 |
| 67 | 0.990804376286321 | 0.0183912474273578 | 0.00919562371367889 |
| 68 | 0.985139552773126 | 0.0297208944537477 | 0.0148604472268738 |
| 69 | 0.98197106810043 | 0.0360578637991393 | 0.0180289318995697 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 8 | 0.148148148148148 | NOK |
| 5% type I error level | 15 | 0.277777777777778 | NOK |
| 10% type I error level | 16 | 0.296296296296296 | NOK |
